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Power System State Estimation under High Penetration of
Renewable Energy Sources:
Observability and Detectability Studies
Presented by
Dr. Ning Zhou
Associate Professor
Department of Electrical and Computer Engineering
Binghamton University
Vestal, NY 13902
02/23/2020
Online Webinar hosted by:
IEEE PES Binghamton, Mississippi Chapters, and Dynamic State and Parameter
Estimation Taskforce
Collaborators and Sponsors of
Presented Work
Collaborators (sorted by their last names)
โ Shahrokh Akhlaghi (Ulteig Engineers Inc.)
โ Renke Huang, Zhenyu Huang, Shaobu Wang, et al. (PNNL)
โ Da Meng, Shuai Lu (EnerMod)
โ Greg Welch (University of Central Florida)
โ Junbo Zhao (Mississippi State University)
Sponsors (sorted by their names)
โ DOE Advanced Grid Modeling program
โ NSF CAREER grant no. #1845523
1
Outlines
โข Background
โข Dynamic State Estimation in Power Systems
โข Observability and Detectability Analyses
โข Conclusions and Future Work
2
SCADA/EMS Systems
3Figure from Abur, Ali, and Antonio Gomez Exposito. Power system state estimation:
theory and implementation. CRC press, 2004.
Critical role of state estimation in
power system operations
4 Figure from Wood, Allen J., Bruce F. Wollenberg, and Gerald B. Sheblรฉ. Power
generation, operation, and control. John Wiley & Sons, 2013.
Inputs:
โข Data
โข Models
Outputs:
โข Estimated states
โข Improved models
Goal: Support well-informed decision making.
Problem Statement
โข State Estimator:
โ Monitors operating conditions (variables)
of a power grid in a control center
โ Supports real-time operations (e.g., ED,
OPF)
โข Challenges:
โ Noise and even gross errors in
measurements (Inaccuracy)
โ Limited number of direct
measurements (limited scope)
5
?
?
Figure from Wood, Allen J., Bruce F. Wollenberg, and Gerald B. Sheblรฉ. Power
generation, operation, and control. John Wiley & Sons, 2013.
Classical Solutions: SSE
โข Static State Estimation (SSE)
โ Estimate ๐ฅ , ๐๐ข๐ ๐ฃ๐๐๐ก๐๐๐ ๐โ๐๐ ๐๐๐
โ By integrating
โข SCADA/PMU measurements: z
โข Power flow models
โ To
โข Filter out noise using spatial redundancy
โข Estimate variables that are not measured
โข Example Algorithms
โ Weighted least squares (WLS)
โ Least absolute values (LAV)6
๐ง = โ ๐ฅ + ๐
X12=0.2 pu
X13=0.4 pu
X23=0.25 pu
?
?
min๐ฅ
๐ฝ ๐ฅ = ๐=1
๐ 1
๐ ๐๐๐ง๐ โ โ๐ ๐ฅ
min๐ฅ
๐ฝ ๐ฅ = ๐ง โ โ ๐ฅ T๐ โ1 ๐ง โ โ ๐ฅ
Limitations of Conventional SSE
โข Divergence caused by time-skewed measurements
โข Lack of current and future visions
7
Significant frequency deviations from the nominal 60
Hz during the August 14, 2003 Northeast Blackout [1]
[1] Z. Huang, N. Zhou, R. Diao, S. Wang, S. Elbert, D. Meng and S. Lu, "Capturing
real-time power system dynamics: Opportunities and challenges," in 2015 IEEE
Power & Energy Society General Meeting, Denver, CO, USA, 2015.
Communication and
computation delay
Time skew
Outlines
โข Background
โข Dynamic State Estimation in Power Systems
โข Observability and Detectability Analyses
โข Conclusions and Future Work
8
Our Visions on
Dynamic State Estimation (DSE)
โข An integrated dynamic state estimator (iDSE):
โ Spatial and temporal correlations
โข Featuresโ Future visions
โ Accurate estimates
โ Fast responses
9
Future
Current Time
Forecasting
Resolution
Forecasting Horizon
Historical Record Forecasted States
Past
Power System
States
Confidence
Intervals
๐ง๐ = โ ๐ฅ๐ + ๐ฃ๐
๐ฅ๐+1 = ๐ (๐ฅ๐ , ๐ข๐) + ๐ค๐ ๐ = ๐ธ ๐ค๐๐ค๐๐
๐ = ๐ธ ๐ฃ๐๐ฃ๐๐
Benefits of DSE
not Available to SSE
10
Communication and
computation delay
Time skew
Forecasting
Horizon
โช SSE provides a vision of past
โช SSE may suffer from the time
skew problem
โ iDSE can align the measurements
โ iDSE can forecast into the future
Formulation of Dynamic State
Estimation (DSE) Approaches
11
โข Two-Step Procedure:โ Prediction through dynamic simulation
โ Correction to include new measurements
โข DSE Algorithms:โ EKF (Extended Kalman filter)
โ EnKF (Ensemble Kalman filter)
โ UKF (Unscented Kalman filter)
โ PF (Particle filter)
Prediction
through dynamic simulation
Correction
includes new measurementInitialization
x0, k=1
๐ฅ๐โ = ๐ (๐ฅ๐โ1
+ , ๐ข๐โ1)
Measurements: zk
๐ฅ๐+ = ๐ฅ๐
โ + ๐ง๐ โ โ(๐ฅ๐โ)
k=k+1
๐ฅ๐โ
๐ฅ๐+
๐ฅ๐+๐ฅ๐โ1
+
Q R
Ref: N. Zhou, D. Meng, Z. Huang and G. Welch, "Dynamic State Estimation of a Synchronous Machine Using PMU Data:
A Comparative Study," in IEEE Transactions on Smart Grid, vol. 6, no. 1, pp. 450-460, Jan. 2015
Practical Imperfections and Solutions
โข Systemโs Non-linearity : interpolation[1]
โข Unknown and varying noise covariance: adaptive tuning[2]
12
Residual Analysis:
Prediction
through dynamic simulation
Correction
includes new measurementInitialization
x0, k=1
๐ฅ๐โ = ๐ (๐ฅ๐โ1
+ , ๐ข๐โ1)
zk
๐ฅ๐+ = ๐ฅ๐
โ + ๐ง๐ โ โ(๐ฅ๐โ)
k=k+1
๐ฅ๐โ
๐ฅ๐+
๐ฅ๐+๐ฅ๐โ1
+
Q R
Adaptive Tuning Interpolation
๐ ๐๐ ๐ข๐๐ = ๐ง๐ โ โ(๐ฅ๐+)
๐ง๐ = โ ๐ฅ๐ + ๐ฃ๐
๐ฅ๐+1 = ๐ (๐ฅ๐, ๐ข๐) + ๐ค๐
๐ = ๐ธ ๐ค๐๐ค๐๐
๐ = ๐ธ ๐ฃ๐๐ฃ๐๐
[1] S. Akhlaghi, N. Zhou and Z. Huang, "A Multi-Step Adaptive Interpolation Approach to Mitigating the Impact of Nonlinearity on Dynamic
State Estimation," in IEEE Transactions on Smart Grid, vol. 9, no. 4, pp. 3102-3111, July 2018
[2] S. Akhlaghi, N. Zhou and Z. Huang, "Adaptive adjustment of noise covariance in Kalman filter for dynamic state estimation," 2017 IEEE
Power & Energy Society General Meeting, Chicago, IL, 2017 (Best Conference Paper on Power System Modeling and Analysis)
Outlines
โข Background
โข Dynamic State Estimation in Power Systems
โข Observability and Detectability Analyses
โข Conclusions and Future Work
13
Motivation of Observability and
Detectability Analysis for DSE
Objectives of a DSE observer:
โข Estimate states (observability & detectability)
โข Minimize cost
Approach:
โข Measurement placement
โข Model setup (inputs/outputs)
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๐ง๐ = โ ๐ฅ๐ + ๐ฃ๐
๐๐+๐ = ๐ (๐๐, ๐ข๐) + ๐ค๐
Problem Formulation for
Observability and Detectability Analyses
Given zk, uk, h and f
โ Observability (initial-state estimation):
Can x0 be uniquely determined?
โ Detectability (asymptotic estimation):
Can xk be uniquely determined as ๐ โ โ ?
โ Observability Detectability
๐ฅ0
๐ฅ๐+1=๐ (๐ฅ๐,๐๐)๐ฅ๐
15
๐๐ = ๐ ๐ฅ๐
๐ฅ๐+1 = ๐ (๐ฅ๐ , ๐๐)
Observability Analysis
โObservability analysis methodโ Observability matrix (linearization of the analytical models)
โ Empirical observability Gramian matrix (simulation models)
โ Lie-derivative method (accurate, but high computation cost)
16
๐ฆ(๐ก) = โ ๐ฅ ๐ก , ๐ข(๐ก)
แถ๐ฅ(๐ก) = ๐ (๐ฅ ๐ก , ๐ข(๐ก))
๐ฆ ๐ก = าง๐ถ๐ฅ ๐ก + เดฅ๐ท๐ข(๐ก)
แถ๐ฅ(๐ก) = าง๐ด๐ฅ(๐ก) + เดค๐ต๐ข(๐ก)เทจ๐ =
าง๐ถาง๐ถ าง๐ดโฎ
าง๐ถ าง๐ด๐โ1
๐๐๐ = ๐ ๐ฃ เทจ๐SSV: smallest singular values
J. Qi, K. Sun and W. Kang, "Optimal PMU placement for power system dynamic state estimation by using empirical observability Gramian," IEEE Transactions on Power Systems, vol. 30, no. 4, pp. 2041-2054, 2015.
K. Sun, J. Qi and W. Kang, "Power system observability and dynamic state estimation for stability monitoring using synchrophasor measurements," Control Engineering Practice, vol. 53, pp. 160-172, 2016.
A. Rouhani and A. Abur, "Observability analysis for dynamic state estimation of synchronous machines," IEEE Transactions on Power Systems, vol. 32, no. 4, pp. 3168-3175, 2017.
แ๐๐๐ = 0 ๐๐๐๐๐ ๐๐๐ฃ๐๐๐๐
0 < ๐๐๐ โค ๐ ๐๐๐๐ ๐๐๐๐๐ฆ ๐๐๐ ๐๐๐ฃ๐๐๐๐๐๐๐ > ๐ ๐๐๐ ๐๐๐ฃ๐๐๐๐
Unobservable Systems and States
17
าง๐ฅ ๐ก = ๐๐๐ฅ ๐ก
๐ ๐ = เดฅ๐ช าง๐ฅ ๐ก + เดฅ๐ท๐ข(๐ก)
แถ าง๐ฅ(๐ก) = าง๐ด าง๐ฅ (๐ก) + เดค๐ต๐ข(๐ก)Kalman decomposition
แถ๐ฅ๐๐(๐ก)แถ๐ฅ๐(๐ก)
=๐ด๐๐ ๐ด12
0 ๐ด๐
๐ฅ๐๐ ๐ก
๐ฅ๐ ๐ก+
๐ต๐๐
๐ต๐๐ข ๐ก
๐ฆ ๐ก = 0 ๐ถ๐๐ฅ๐๐ ๐ก
๐ฅ๐ ๐ก+ ๐ท ๐ข ๐ก
U ึ kernel เทจ๐ and its complementary basis
๐ฅ๐ ๐ก โ ๐ ๐ represents the observable states
๐ฅ๐๐ ๐ก โ ๐ ๐โ๐ represents the unobservable states
DSE Observers of the
Unobservable States (xno)โข System:
แถ๐ฅ๐๐(๐ก)แถ๐ฅ๐(๐ก)
=๐ด๐๐ ๐ด12
0 ๐ด๐
๐ฅ๐๐ ๐ก
๐ฅ๐ ๐ก+
๐ต๐๐
๐ต๐๐ข ๐ก
โข Its observer:แถเท๐ฅ๐๐(๐ก)แถเท๐ฅ๐(๐ก)
=๐ด๐๐ ๐ด12
0 ๐ด๐
เท๐ฅ๐๐ ๐ก
เท๐ฅ๐ ๐ก+
๐ต๐๐
๐ต๐๐ข ๐ก
+ ๐๐
๐๐ฆ ๐ก โ 0 ๐ถ๐
เท๐ฅ๐๐ ๐ก
เท๐ฅ๐ ๐กโ ๐ท๐ข ๐ก
โข Estimation error: ฮ๐ฅ ๐ก = เท๐ฅ ๐ก โ ๐ฅ ๐ก
ฮ แถ๐ฅ๐๐(๐ก)ฮ แถ๐ฅ๐(๐ก)
=๐ด๐๐ ๐ด12 โ ๐๐๐ถ๐
0 ๐ด๐ โ ๐๐ถ๐
ฮ๐ฅ๐๐ ๐ก
ฮ๐ฅ๐ ๐ก
18
๐ฆ ๐ก = 0 ๐ถ๐๐ฅ๐๐ ๐ก
๐ฅ๐ ๐ก+ ๐ท ๐ข ๐ก
Detectability Analysisโข For estimation errors
โข DSE observers converge (i.e., detectable) if
โ ฮ แถ๐ฅ๐๐ ๐ก โ 0
โ ฮ แถ๐ฅ๐ ๐ก โ 0๐๐ ๐ก โ โ
โข Approach:
โ Select model/measurement to make eig(๐ด๐๐) stable
โ Select K0 to make eig(๐ด๐ โ ๐๐ถ๐) stable
19
ฮ แถ๐ฅ๐๐(๐ก)ฮ แถ๐ฅ๐(๐ก)
=๐ด๐๐ ๐ด12 โ ๐๐๐ถ๐
0 ๐ด๐ โ ๐๐ถ๐
ฮ๐ฅ๐๐ ๐ก
ฮ๐ฅ๐ ๐ก
Application in the Selection of
Measurements and Models for DSE
DSE observer converges
(1) if the system is observable;
(2) or if the eigenvalues of
unobservable states are stable.
Take-away point:
Using voltage phasor (๐โ ๐๐ฃ ) of
terminal bus as input
โ stability of the model
โ convergence of the DSE
20
5. Identify the unobservable and
marginally observable states (xno) using (8)
2. Linearize the model
around operation points
4. Is the model
observable according to (7)?
6. Are the eigenvalues
of Ano in (8) stable?
Identified a convergent
model for DSE
Candidate models with different
measurement setups for DSE
Yes
No
No
A divergent
model for DSE
3. Is the model stable?
No
Yes
Yes
1. Select one model
๐โ ๐๐ฃ
Case Studies
21
30
2
1
G10
G1
39
G8
37
25
35
22
38
29
36
23
33
19
34
20
32
3110
6
9 8
5
7
4
3
11
12
13
1
4
1
5
18 17
27
26
16
28
21
24
G9
G2
G3
G5
G6
G7
G4
One-line diagram of IEEE 10-machine 39-bus system
PMU
Generatorโs ODEs:
๐ฟ
๐ก= ๐ โ ๐๐ , (A1)
๐
๐ก=
๐๐
2๐ป๐๐ โ ๐โฒ๐ โ ๐ท ๐ โ ๐๐ , (A2)
๐ธ๐โฒ
๐ก=
1
๐๐0โฒ โ๐ธ๐
โฒ โ ๐๐ โ ๐๐โฒ ๐ผ๐ + ๐ธ๐๐ , (A3)
๐ธ๐โฒ
๐ก=
1
๐๐0โฒ โ๐ธ๐
โฒ โ ๐๐ โ ๐๐โฒ ๐ผ๐ . (A4)
Exciterโs ODEs:
๐ธ๐๐
๐ก=
1
๐๐ธโ ๐ธ + ๐๐ธ ๐ธ๐๐ ๐ธ๐๐ + ๐๐ , (A5)
๐๐น
๐ก=
1
๐๐นโ๐๐น +
๐น
๐๐ธ๐๐ โ
๐น
๐๐ธ ๐ธ + ๐๐ธ ๐ธ๐๐ ๐ธ๐๐ , (A6)
๐๐
๐ก=
1
๐๐ดโ๐๐ + ๐ด ๐๐๐๐ โ ๐๐น โ ๐ . (A7)
Turbine-governorโs ODEs:
๐๐
๐ก=
1
๐๐ถ๐ปโ๐๐ + ๐๐๐ , (A8)
๐๐๐
๐ก=
1
๐๐๐โ๐๐๐ + ๐๐ถ โ
1
๐ ๐ท
๐
๐๐ โ 1 . (A9)
Testing Models
22
Model Case (a) (b) (c) (d)
Inputs Voltage phasor (๐ฅ) Voltage phasor (๐ฅ) Current phasor (๐) Current phasor (๐)
Outputs Pe & Qe None Pe & Qe None
UKF Converged Converged Converged Diverged
Smallest Singular Value 7.03 ยฑ 3.90 ร 10โ9 0 ยฑ 0 9.56 ยฑ 12.90 ร 10โ9 0 ยฑ 0
System observability Marginally Observable Unobservable Marginally Observable Unobservable
(b): Unobservable and Stable
23
Model Case Case (a) Case (b) Case (c) Case (d)
Inputs Voltage phasor (๐ฅ) Voltage phasor (๐ฅ) Current phasor (๐) Current phasor (๐)
Outputs Pe & Qe None Pe & Qe None
UKF Converged Converged Converged Diverged
Observability
Gramian
SSV 7.03 ยฑ 3.90 ร 10โ9 0 ยฑ 0 9.56 ยฑ 12.90 ร 10โ9 0 ยฑ 0
Relative SSV 1.39 ยฑ 0.77 ร 10โ11 (N/A) 1.45 ยฑ 1.95 ร 10โ12 (N/A)
Observability
matrix
SSV 0.0959 ยฑ 0.0007 0 ยฑ 0 0.0357 ยฑ 0.00003 0 ยฑ 0
Relative SSV 8.32 ยฑ 0.04 ร 10โ9 (N/A) 1.70 ยฑ 0.002 ร 10โ8 (N/A)
Proposed
method
๐๐น 0.0138 ยฑ 0.0001 0 ยฑ 0 0.0135 ยฑ 0.00001 0 ยฑ 0
๐โฒ๐น 1.37 ยฑ 0.01 ร 10โ4 (N/A) 9.37 ยฑ 0.01 ร 10โ5 (N/A)
Eigenvalue of the marginally
observable stateโ0.4878 (N/A) โ0.4820 (N/A)
Rightmost eigenvalue of the system โ0.0606 ยฑ 0.0002 โ0.0606 ยฑ 0.0002 1.7641 ยฑ 0.0013 1.7641 ยฑ 0.0013
System observability Marginally Observable Unobservable Marginally Observable Unobservable
System stability Stable Stable Not Stable Not Stable
(b) Stability Results in the Convergence of DSE
Tโd0๐๐๐๐๐๐๐๐๐๐
MSE of
Eโd
MSE of
Eโq
3.3 -0.213 4.8410-6 1.1410-5
33.0 -0.061 7.5110-6 1.1710-5
330.0 -0.007 23.1010-6 6.2810-5
24
StatesDominant Participation Factor of
๐๐๐๐๐๐๐๐๐๐ = โ0.0606 ยฑ 0.0002Differential Equations
๐ธ๐โฒ 0.07584 ยฑ 0.0003
๐ธ๐โฒ
๐ก=
1
๐๐0โฒ โ๐ธ๐
โฒ โ ๐๐ โ ๐๐โฒ ๐ผ๐ .
๐ธ๐โฒ 0.9102 ยฑ 0.0003
๐ธ๐โฒ
๐ก=
1
๐๐0โฒ โ๐ธ๐
โฒ โ ๐๐ โ ๐๐โฒ ๐ผ๐ + ๐ธ๐๐
ฮ แถ๐ฅ๐๐(๐ก)ฮ แถ๐ฅ๐(๐ก)
=๐ด๐๐ ๐ด12 โ ๐๐๐ถ๐
0 ๐ด๐ โ ๐๐ถ๐
ฮ๐ฅ๐๐ ๐ก
ฮ๐ฅ๐ ๐ก
(c): Marginally Observable & Unstable
25
Model Case Case (a) Case (b) Case (c) Case (d)
Inputs Voltage phasor (๐ฅ) Voltage phasor (๐ฅ) Current phasor (๐) Current phasor (๐)
Outputs Pe & Qe None Pe & Qe None
UKF Converged Converged Converged Diverged
Observability
Gramian
SSV 7.03 ยฑ 3.90 ร 10โ9 0 ยฑ 0 9.56 ยฑ 12.90 ร 10โ9 0 ยฑ 0
Relative SSV 1.39 ยฑ 0.77 ร 10โ11 (N/A) 1.45 ยฑ 1.95 ร 10โ12 (N/A)
Observability
matrix
SSV 0.0959 ยฑ 0.0007 0 ยฑ 0 0.0357 ยฑ 0.00003 0 ยฑ 0
Relative SSV 8.32 ยฑ 0.04 ร 10โ9 (N/A) 1.70 ยฑ 0.002 ร 10โ8 (N/A)
Proposed
method
๐๐น 0.0138 ยฑ 0.0001 0 ยฑ 0 0.0135 ยฑ 0.00001 0 ยฑ 0
๐โฒ๐น 1.37 ยฑ 0.01 ร 10โ4 (N/A) 9.37 ยฑ 0.01 ร 10โ5 (N/A)
Eigenvalue of the marginally
observable stateโ0.4878 (N/A) โ0.4820 (N/A)
Rightmost eigenvalue of the system โ0.0606 ยฑ 0.0002 โ0.0606 ยฑ 0.0002 1.7641 ยฑ 0.0013 1.7641 ยฑ 0.0013
System observability Marginally Observable Unobservable Marginally Observable Unobservable
System stability Stable Stable Not Stable Not Stable
Case (c) Detectability Analysis
26
Cases ๐๐๐๐๐๐๐๐๐๐๐ ๐๐๐๐๐๐๐๐๐๐ ๐๐๐๐๐๐๐๐๐๐๐
(๐ช) โ0.482 โ5.276 ยฑ 7.920๐, โ3.111, โ1.885, โ0.377, โ0.193 ยฑ 0.159๐, 1.785
StatesDominant Participation Factor of
๐๐๐๐๐๐๐๐๐๐๐ ๐๐๐๐๐๐๐๐๐๐ = โ0. ๐๐๐2Differential Equations
๐ธ๐โฒ 1.241
๐ธ๐โฒ
๐ก=
1
๐๐0โฒ โ๐ธ๐
โฒ โ ๐๐ โ ๐๐โฒ ๐ผ๐ .
๐ธ๐โฒ โ0.285
๐ธ๐โฒ
๐ก=
1
๐๐0โฒ โ๐ธ๐
โฒ โ ๐๐ โ ๐๐โฒ ๐ผ๐ + ๐ธ๐๐
Case๐ป๐๐
โฒ
(๐)eig(Amo)
๐ด๐บ๐ฌ ๐ฌ๐ โฒ
(ร ๐๐โ๐)
(c.1) 5.5 -0.482 0.724
(c.2) 55.0 -0.025 53.1
(c.3) -55.0 0.025 inf
Outlines
โข Background
โข Dynamic State Estimation in Power Systems
โข Observability and Detectability Analyses
โข Conclusions and Future Work
27
Conclusions (Observability & Detectability)
โข DSE observers exist if
โ Either the system is observable,
โ Or the unobservable (or marginally observable) states have
stable eigenvalues.
โข For a subsystem in the power grid,
โ Models with terminal voltage as their inputs are good
candidates for DSE because nearly all of them are required to be
stable when connected to an infinite bus.
28
[3] N. Zhou, S. Wang, J. Zhao and Z. Huang, "Application of Detectability Analysis for Power System Dynamic State Estimation," in
IEEE Transactions on Power Systems, vol. 35, no. 4, pp. 3274-3277.
[4] N. Zhou, S. Wang, J. Zhao, Z. Huang, R. Huang, "Observability and Detectability Analyses for Dynamic State Estimation of the
Marginally Observable Model of a Synchronous Machine," (submitted).
Conclusions (DSE)
โข Capturing dynamics is necessary because the power
grid is trending to be more dynamic
โข Dynamic state estimation:โ Synchronize measurement data (overcome the time-skew problem)
โ Forward-Looking vision
โข Interpolation can be used to mitigate the negative impact
of non-linearity on estimation accuracy[1]
โข Adaptive Q &R estimation can improve estimation
accuracy by balance the model noises and
measurement noises[2]
29
[1] Akhlaghi, Zhou, Huang, โA Multi-Step Adaptive Interpolation Approach to Mitigating the Impact of Nonlinearity on Dynamic State
Estimationโ, IEEE Transactions on Smart Grid, 2018.
[2] Akhlaghi, Zhou, Huang, "Adaptive Adjustment of Noise Covariance in Kalman Filter for Dynamic State Estimation." 2017 IEEE
Power and Energy Society General Meeting (Best Conference Paper)..