A sensitivity analysis method to compute the residual covariance matrix

In state estimation, the covariance matrix of residuals is used to compute the normalized residuals and to detect erroneous measurements. This paper describes a method based on sensitivity analysis that allows computing the residual covariance matrix. The proposed method is estimator-independent, i.e., it is suitable for most solution approaches based on mathematical programming procedures. Several case studies illustrate the technique proposed. Relevant conclusions are finally drawn.