With the development of industry, more large-scale non-linear loads are added to existing power systems and they cause the serious power quality (PQ) problems to the nearby sensitive installations more and more. To protect the important loads and mitigate the impact of PQ disturbances on them, various compensating devices are installed. One of the most important control skills used in the compensating equipment at the load side is how fast they can recognize or detect the discontinuous abnormal PQ events from the normal voltage signal. This paper deals with two estimation methods for the fast detection and tracking of general PQ disturbances: Teager Energy Operator (TEO), which is a non-linear operator and used for a short time energy calculation, and Kalman Filter (KF), which is one of the most universally used estimation techniques. And it is also shown how to apply the TEO and the KF to detect the PQ disturbances such as voltage sag, swell, interruption, harmonics and voltage fluctuation.