Localization and Estimation of Unknown Forced Inputs: A Group LASSO Approach

Abstract

This paper studies the problem of locating the sparse set of sources of forcing inputs driving linear systems from noisy measurements when the initial state is unknown. This problem is particularly relevant to detecting forced oscillations in electric power networks. We express measurements as an additive model comprising the initial state and inputs grouped over time, both expanded in terms of the basis functions (i.e., impulse response coefficients). Using this model, with probabilistic guarantees, we recover the locations and simultaneously estimate the initial state and forcing inputs using a variant of the group LASSO (linear absolute shrinkage and selection operator) method. Specifically, we provide upper bounds on: (i) the probability that the group LASSO estimator incorrectly identifies the locations and (ii) the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\ell _{2}$</tex-math></inline-formula> -norm of the estimation error. Our bounds depend on the number of measurements, inputs, and sensors; the sensor noise variance; and the minimum singular value of the observability and impulse response matrices. Our theoretical analysis is one of the first to provide a complete treatment for the group LASSO estimator for the left invertible linear systems with delay. Finally, we validate the performance of the estimator on synthetic models and the IEEE 68-bus, 16-machine power system.