HTLS
HTLS
HTLS
Abstract-Matrix Pencil (MP) and Hankel Total Least Squares to SCADA data. However, these time series data need to be
(HTLS) algorithms approximate an input signal as a sum of processed using appropriate algorithms for deriving the useful
decaying sinusoidal oscillations. This paper presents a simple information. The main contribution of this paper is to show that
technique to improve these algorithms for extracting only the the conventional MP and HTLS algorithms can be improved
true oscillations present in the input signal. The rationale behind
using a simple approach to extract only the dominant modes
the improvement is the observation that the true modes present
present in the input signal. Thus, the improved algorithms can
in the input signal appear consistently irrespective of the order
of the linear approximation used in MP and HTLS algorithms. It
be used for online oscillations monitoring purposes.
is shown that the modes appearing consistently can be extracted
This paper is organized as follows. Section II presents the
using a sorting method. The improved MP and HTLS algorithms
related literature on monitoring the power system oscillations.
presented in this paper are used for monitoring the low-frequency
Section III shows that the conventional MP and HTLS algo
oscillations in power system in an online environment. The
performances of the proposed algorithms are demonstrated using
rithms can be improved using a simple approach to extract the
synthetic signals and simulated signals of different test systems. true modes present in the input signal. The proposed oscillation
monitoring algorithms in this paper are given in Section IV.
Keywords-Matrix Pencil, Hankel Total Least Squares, Prony,
The performances of the proposed algorithms are demonstrated
inter-area oscillations, online monitoring
in Section V. Finally, Section VI gives the conclusions of this
study.
I. INTRODUCTION
From a mathematical point of view, an electrical power II. LITER ATURE REVIEW
system can be considered as a nonlinear dynamic system
In power systems analysis, insufficient damping of inter
[I]. It is an inherent property of such a system to exhibit
area oscillations is identified as a small-signal stability prob
oscillations subsequent to a disturbance. If the system is stable,
lem [I], [2]. When monitoring the said stability problem,
the oscillations present in the post-fault system decay expo
the related literature addresses two operating modes of the
nentially with time. The decaying rates of these oscillations
system, namely, the ambient operation and the ring-down
provide indications about the oscillatory stability [2]. If these
operation [5]. Under normal operating conditions, the power
oscillations are poorly-damped, the power system is in an alert
system is in a quasi-steady-state with small load variations.
state where a preventive action needs to be taken.
This can be treated as ambient noise from signal processing
Among different types of oscillations present in the power point of view. On the other hand, the power system variables
system, the inter-area oscillations (0.1 - I Hz), which are the exhibit noticeable oscillations subsequent to a large-magnitude
oscillatory modes involving the rotors of generators in different disturbance and this situation is referred to as a ring-down.
areas have gained the attention of power system engineers. Different algorithms proposed in literature for monitoring the
This is due to the fact that one of the root causes behind small-signal stability of the power system under these two
some of the grid failures such as the blackout in 1996 in the situations are summarized in [5]. This paper focuses on online
Western Interconnection [3] was an unstable inter-area mode. monitoring of the said stability under ring-down conditions in
Therefore, it is important to monitor these oscillations in online the system.
and alert the system operator when they are not acceptable.
The measurement based approaches proposed in the lit
The power systems are being monitored using Supervisory erature for monitoring the power system oscillations can be
Control and Data Acquisition (SCADA) Systems. However, categorized as parametric and non-parametric methods. The
the current trend in large interconnected power systems such parametric methods first approximate the measured data using
as in USA and Canada is to install Phasor Measurement an appropriate model and the system dynamics are identified.
Units (PMUs) in widely dispersed locations to monitor their In contrast, a non-parametric method works on the data itself
systems. The PMUs provide the fundamental phasors of system to estimate the system characteristics [5]. Prony, MP, HTLS,
voltages and currents with respect to a common reference [4]. Kalman filter, eigen system realization algorithm are linear
Further, these data are available at a higher rate compared parametric methods where as the algorithms based on the
Hilbert-Huang transformation, Wavelet transformation and the TABLE I: Conventional MP and HTLS algorithms
Teager-Kaiser energy operator do not use linear approxima
tions for the measured data. The algorithms based on short MP HTLS
[ ][ ]
time Fourier transform is an example of a non-parametric
method. These algorithms are summarized in [5]. Some of the L - Pencil parameter p - Order of the exponential fitting
L > p, N = L+ 1'.1 - 1
algorithms proposed in literature have been implemented [6] I) Construct the data matrix Y as I) Construct the data matrix H as
for online oscillations monitoring. yeO) yeLl yeO) Y(1'.1 - 1)
Y(I) Y(L+ 1) Y(I) Y(1'.1)
This paper focuses on the application of the linear paramet
ric methods for online monitoring of power system oscillations.
A common limitation associated with these techniques is to yeN - L - 1) yeN - 1) Y(L - 1) yeN - 1)
identify the true dynamic behaviour of the power system since 2) Obtain the SVD of Y, Y = USVT 2) Perform the SVD of H,
[�' ;J
behaviour of the power system. Therefore, it is important to
identify the true oscillations. H = [u1 Un]
I�n
The linear parametric methods used in this paper are MP
and HTLS algorithms. These two methods approximate the
input signal as a sum of decaying sinusoids [7], [8]. Improving 5) Construct [V;] [V;] by deleting
and 5) Obtain l U'tj and [ul] by
MP and HTLS algorithms for extracting dominant oscillations last row and first row of [V'] deleting first and last rows of
has not been widely discussed in the literature. Our main respectively. [ U'] respectively.
contribution in this paper is to propose an improved MP 6) Obtain the eigenvalues of the matrix 6) Determine the total least
algorithm and an improved HTLS algorithm which extract only [Y lt [Y2] square solution of
the true dominant modes present in the power system. We have [Yl] = US' [v;r
contributed in [9] that the conventional Prony analysis can be [Y2] = US' [V;r 7) Determine the eigenvalues
improved using a simple approach to extract only the dominant of Z.
oscillations present in an input signal. This paper shows that N - Number of samples inside the data wmdow
the conventional MP and the HTLS algorithms can also be
improved using the same method we proposed in [9].
response. These two low-frequency modes have frequencies of
0.25 Hz, 0.39 Hz and damping ratios of 7%, 6.5% respectively.
III. M ATHEM ATIC AL PRELIMIN ARIES
x(t) = 2e-O.ll02t cos(1.5708t + 1.57r)+
2e-O.1596t cos(2.4504t + O.57r)
This section presents the theory of the conventional MP (1)
and HTLS algorithms and the improved algorithms.
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2015 IEEE 10th International Conference on Industrial and Information Systems, ICIIS 2015, Dec. 18-20,2015, Sri Lanka
irrespective of the size of the data matrix. This is why the true TABLE II: Rationale behind the improved MP algorithm
modes present in the input signal appear consistently irrespec
tive of the length of the data window. Table I also shows that Window 1 (0-16 s) Window 2 (O-IS
- s)
. Window 3 (0-14 s)
the HTLS algorithm determines the modes as eigenvalues of a Fre. Real part Fre. Real part Fre. Real part
matrix Z which is constructed by mathematical manipulations (Hz) of ev (Hz) of ev (Hz) of ev
0.25 -0.1102 0.25 -0.1102 0.25 -0.1102
on a data matrix H. The conventional HTLS algorithm was 0.39 -0.1596 0.39 -0.1596 0.39 -0.1596
also applied on the same data windows (window 1, 2 and 3 as 0.1722 -368.79 0.1956 -373.72 0.2171 -365.45
shown in Table II) and it was also observed that the true modes 0.3477 -377.95 0.3619 -365.44 0.3776 -378.45
0.6814 -369.21 0.4427 -363.22 1.2683 -370.42
present in the input signal appear consistently irrespective of 1.4607 -367.96 0.7346 -368.33 1.3802 -366.47
the length of the data window. These consistently appearing 1.3658 -365.27 0.9211 -374.86 1.523 -369.02
modes can be extracted using a sorting method. 1.5384 -372.79 1.039 -366.24 1.9352 -375.39
1.7755 -371.06 1.8489 -374.80 2.0604 -360.85
2.1142 -366.61 2.0801 -362.73 2.4688 -370.16
In this study, the Euclidean distances between the individ 2.5510 -368.78 2.3193 -366.33 2.6731 -375.82
ual modes in the complex plane were compared to extract the 3.2635 -372.78 2.4157 -378.82 2.7902 -366.73
consistently appearing modes. Assume that PI and P2 are the 3.3126 -369.11 2.5332 -371.91 2.9374 -373.D7
3.9293 -368.76 3.1282 -376.86 3.3354 -362.19
number of modes identified by the MP or HTLS algorithms on 4.2077 -373.43 3.2683 -369.16 3.3614 -367.27
two data windows. The modes satisfying the constraint given 4.2337 -364.68 3.3686 -364.73 3.8124 -377.59
in Eq. (2) were extracted as the true modes among these PI 4.3966 -361.26 3.8008 -367.84 3.8144 -369.03
4.8480 -375.32 4.2094 -366.54 4.4269 -365.79
and P2. 5.0 -369.85 4.2701 -371.29 4.5403 -372.02
5.0 -362.76 5.0 -367.27
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2015 IEEE 10th International Conference on Industrial and Information Systems, ICIIS 2015, Dec. 18-20,2015, Sri Lanka
SNR conditions. In this study, the specifications used to design noisy conditions [10]. The Monte Carlo method uses indepen
the lowpass filter were, i) 2 Hz pass-band corner frequency, ii) dent trials to generate different instances of the random noise.
5 Hz stop-band corner frequency, iii) 0.2 dB ripple in the pass In this study, 100 independent simulations were done on this
band, and iv) 20 dB ripple in the stop-band. These attenuation regard. Three measures were used to analyse the performances
levels are same as those proposed in [4] to improve the of the algorithms. These three measures were: 1) number of
dynamic performance of the PMD. A finite impulse response trials in which only the true modes were extracted (rd, 2)
(FIR) filter was designed for this application. The filter output number of trials in which only one of the true modes was
signal is then processed by the improved algorithms. extracted (r2) , and 3) number of trails in which true modes
and fictitious modes were extracted (r3). If, 11 +12+13 < 100,
The proposed algorithms determine whether the oscilla
none of the modes were extracted in some trials.
tions present in the system has adequate damping or not. If the
oscillatory modes are poorly-damped or negatively-damped, Fig. 2 shows one instance of the synthetic signal at 5 dB
the operator is alerted to initiate the necessary actions. If not and 20 dB respectively and the output signal of the lowpass
the oscillations will decay and the system enters into an ambi filter. The length of the main data window was set as 16
ent condition again. After concluding the oscillatory stability s. Table III and Table IV show the true mode extraction
status, the algorithm is reset to check for the occurrence of a capability and the statistical significance of the estimated
ring-down condition again. mode parameters with respect to the true mode parameters
considering the 100 independent simulations respectively.
A. Implementation
t r �
·············· ·············· ········....
Where, O:i is the ith singular value and p is the total number Algorithm Fre. Standard Real part Standard Damping
(Hz) deviation of eigenvalue deviation ratio (%)
of singular values of the data matrix . 0.2501 0.0008 -0.1099 0.0054 6.97
MP*
0.3899 0.0014 -0.1605 0.0073 6.53
A. Case A - Synthetic signal HTLS* 0.2502 0.0009 -0.1104 0.0049 7.00
0.39 0.0014 -0.1594 0.0082 6.48
The synthetic signal given in Eq. (1) was used to test MP** 0.25 0.0002 -0.1102 0.0009 6.99
0.3899 0.0003 -0.1597 0.0017 6.50
the performances of the proposed oscillation monitoring al
0.25 0.0003 -0.1102 0.0013 6.99
gorithms under noisy conditions. It is the usual practise in HTLS**
0.39 0.0004 -0.1598 0.0015 6.50
related literature to use a Monte Carlo method to evaluate *SNR - 5 dB
the performances of the mode identification algorithms under **SNR = 20 dB
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2015 IEEE 10th International Conference on Industrial and Information Systems, ICIIS 2015, Dec. 18-20,2015, Sri Lanka
>00
The perfonnance index /1 represents the probability of Riqdo...."D CKOlWioa
extracting only the true modes present in the input signal. ,>0
Two-area four-generator test system shown in Fig. 3 is TABLE V: Mode parameter estimations: 2-area 4-generator test system
widely used in power system literature to analyse the inter-area
f
oscillations [1]. For this study, this test system was simulated
in RSCAD software with detailed generator models, exciters,
Data
window
Algorithm
MP
I Fre.
(Hz)
0.6416
Real part
of ev
-0.1635
I Darn in
ratIO %
4.0533
J I
(6.93-14.93) s
power system stabilizers and turbine-governor models to have HTLS 0.6416 -0.1635 4.0533
(12.8-20.8) s MP 0.6424 -0.1627 4.0269
an inter-area mode at frequency, 0.642 Hz and damping ratio, HTLS 0.6424 -0.1627 4.0287
4.02%. The test set up was arranged as mentioned below to
monitor this inter-area oscillation in an online environment.
mode determined by the proposed MP/HTLS algorithms agree
with those determined by the small-signal analysis.
I C ell I
::OCll:
j\TJS _'fl'l'S
measurements of the measured phasors. The active power
flow through the transmission line was calculated using the I I 11 I
'
1 1
II 11 I
measured phasors. r---�' I
i-' __ ;
Fig. 4 shows the active power flow through the tie line ""
.
,
subsequent to a clearing of a solid three-phase bus fault in "
,
I
,
the line 7-8 very close to the bus 7 after 5 cycles of the " .
,
In this case also, the improved MP/HTLS algorithms Fig. 5: 16 generator 68 bus test system
extracted only the dominant mode of the system. Further, the
values of the frequency and the damping ratio of the inter-area
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2015 IEEE 10th International Conference on Industrial and Information Systems, ICIIS 2015, Dec. 18-20,2015, Sri Lanka
22
200 VI. CONCLUSIONS
I I I
Mode I 0.5214 0.0015 -0.0467 0.0031 in large electric power systems," in Proc. IEEE Power Eng. Soc. General
MP Meeting, pp. 1-8, Jun 2007.
Mode 2 0.6975 0.0026 -0.0678 0.0059
[7] T. K. Sarkar and O. Pereira, "Using the Matrix Pencil method to
I I I
Mode I 0.5215 0.0019 -0.0483 0.0061
HTLS estimate the parameters of a sum of complex exponentials," IEEE
Mode 2 0.6969 0.0036 -0.0672 0.0072
Antennas Propag. Mag., vol. 37, pp. 47-55, Feb. 1995.
18