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arXiv · 1410.6095

Online Energy Price Matrix Factorization for Power Grid Topology Tracking

Vassilis Kekatos·Georgios B. Giannakis·Ross Baldick
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Abstract

Grid security and open markets are two major smart grid goals. Transparency of market data facilitates a competitive and efficient energy environment, yet it may also reveal critical physical system information. Recovering the grid topology based solely on publicly available market data is explored here. Real-time energy prices are calculated as the Lagrange multipliers of network-constrained economic dispatch; that is, via a linear program (LP) typically solved every 5 minutes. Granted the grid Laplacian is a parameter of this LP, one could infer such a topology-revealing matrix upon observing successive LP dual outcomes. The matrix of spatio-temporal prices is first shown to factor as the product of the inverse Laplacian times a sparse matrix. Leveraging results from sparse matrix decompositions, topology recovery schemes with complementary strengths are subsequently formulated. Solvers scalable to high-dimensional and streaming market data are devised. Numerical validation using real load data on the IEEE 30-bus grid provide useful input for current and future market designs.

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Vassilis Kekatos, Georgios B. Giannakis, Ross Baldick. 2014-10-22. Online Energy Price Matrix Factorization for Power Grid Topology Tracking. https://doi.org/10.1109/tsg.2015.2469098

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