Title :
Calculating confidence intervals in parameter estimation: a case study
Author :
Kyriakides, Elias ; Heydt, Gerald Thomas
Author_Institution :
Univ. of Cyprus, Nicosia, Cyprus
Abstract :
A method to construct simultaneous confidence intervals for least squares estimates is described. The calculation of one-at-a-time confidence intervals is very popular and straight-forward. However, one-at-a-time confidence intervals result in lower confidence levels than anticipated. Simultaneous confidence intervals are more difficult to construct, but are more theoretically sound. A power engineering state estimation application is shown; both types of confidence intervals are constructed using actual data.
Keywords :
least squares approximations; parameter estimation; power system state estimation; confidence intervals; least square estimates; parameter estimation; power engineering state estimation; Computer aided software engineering; Helium; Least squares approximation; Parameter estimation; Power engineering; Power systems; Probability distribution; State estimation; Statistical distributions; Synchronous generators; Bonferroni; Student´s; confidence interval; least squares; parameter estimation; state estimation; synchronous generators;
Journal_Title :
Power Delivery, IEEE Transactions on
DOI :
10.1109/TPWRD.2005.848440
