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Signal Processing Tools for
Power Quality Event Classication
RAFAEL FLORES
Department of Signals and Systems
Department of Electric Power Engineering
School of Electrical Engineering
chalmers university of technology
G oteborg, Sweden 2003
Thesis for the degree of Licentiate of Engineering
Technical Report No. 477L
Power Quality Event Classication
by
RAFAEL FLORES
School of Electrical Engineering
Chalmers University of Technology
S-412 96 G oteborg, Sweden
G oteborg 2003
RAFAEL FLORES
Power Quality Event Classication.
This thesis has been prepared using L
A
T
E
X.
Copyright c 2003, RAFAEL FLORES.
All rights reserved.
Technical Report No. 477L
Chalmers University of Technology
SE-412 96 G oteborg, Sweden
ISSN 1651-4998
Printed in Sweden by Chalmers Reproservice
G oteborg, November 2003
.....to Cecilia, my lovely wife
and Renzo, my dear son.
Abstract
The aim of this work is the development of signal processing tools for au-
tomating power system event classication when three-phase voltage and
current waveforms are available. Most of the power quality monitoring pro-
grams result in a huge amount of measurement data which makes analysis
dicult. Therefore, the development of such tools is required.
The use of a complex Kalman lter for the estimation of positive- and
negative-sequences from three-phase voltages or currents is proposed. A com-
plex voltage or current is obtained by applying the dq-transform using a
rotational operator. The algorithm for estimating positive- and negative-
sequences from three-phase voltages or currents containing K harmonics is
also given. The proposed method keeps the same accuracy as the conven-
tional method at reduced computational complexity since the number of
state-variables is reduced by 2/3. The performance of the conventional and
the proposed estimators is evaluated under noisy environments. The Cramer-
Rao lower bound of the estimation of positive- and negative-sequences is
found. The performance of these two methods is assessed as well.
An extension of the model used to estimate positive- and negative-sequences
from three-phase voltage samples is proposed to estimate the time-varying
fundamental frequency. An analysis on the stability, initial conditions and
accuracy is performed for this model which is implemented with an extended
complex Kalman lter.
An algorithm to directly compute the active and reactive power from the
voltage and current waveforms is proposed as a way of combining them. Un-
der the conventional approach the voltage and current phasors are computed,
followed by the calculation of the apparent, active and reactive power. The
advantage of the proposed approach is that the power is computed without
computing the voltage and current phasors as an intermediate step which
makes the method suitable for fast tracking of power changes. The tech-
nique is based on the least squares estimator which performs well for both
noise free and noise-corrupted three-phase signals.
Keywords power quality, power system monitoring, power system event
classication, voltage dips, Kalman lter, least squares, symmetrical compo-
nents, active and reactive power.
i
Contents
Abstract i
Contents iii
Acknowledgements vii
Abbreviations ix
Notation xi
1 Introduction 1
1.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Outline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 List of Publications . . . . . . . . . . . . . . . . . . . . . . . . 4
2 An Overview on Power-System Event Classication 5
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Most Used Techniques . . . . . . . . . . . . . . . . . . . . . . 6
2.2.1 Rms - Root Mean Square . . . . . . . . . . . . . . . . 7
2.2.2 FFT - Fast Fourier Transform . . . . . . . . . . . . . . 7
2.2.3 Filter Banks and Adaptive Filters . . . . . . . . . . . . 8
2.2.4 Kalman Filters . . . . . . . . . . . . . . . . . . . . . . 8
2.2.5 Wavelets . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3 Automatic Classication Systems . . . . . . . . . . . . . . . . 9
2.3.1 Rule-Based Expert Systems . . . . . . . . . . . . . . . 10
2.3.2 Pattern Recognition Systems . . . . . . . . . . . . . . . 10
2.4 What Is the Next? . . . . . . . . . . . . . . . . . . . . . . . . 11
2.5 Topics for Continuing Research in this Field . . . . . . . . . . 13
iii
2.6 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3 Power-System Database 15
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.2 Many Formats . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.3 Building the Tool . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.3.1 Designing a Simple Database . . . . . . . . . . . . . . 18
3.3.2 Graphical User Interface - GUI . . . . . . . . . . . . . 20
3.4 Accessing the Waveforms from the Internet . . . . . . . . . . . 22
3.5 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4 Three-phase Approach:
Positive- and Negative-Sequence Estimator 23
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.2 Positive- and Negative-Sequence Estimation: Direct Method . 25
4.2.1 The - and the dq-Transforms . . . . . . . . . . . . . 26
4.2.2 Estimation of Positive- and Negative-Sequences . . . . 28
4.2.3 Extension to Three-Phase Systems Containing
K Harmonics . . . . . . . . . . . . . . . . . . . . . . . 29
4.2.4 Currents in the dq-frame . . . . . . . . . . . . . . . . . 31
4.3 Performance of Indirect and Direct Methods . . . . . . . . . . 32
4.3.1 Cramer-Rao Lower Bound (CRLB) . . . . . . . . . . . 32
4.3.2 Computational Complexity of Indirect and Direct Meth-
ods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
4.4 Test Results for Simulated and Measured Data . . . . . . . . . 39
4.4.1 Estimation Under Noisy Conditions . . . . . . . . . . . 39
4.4.2 Simulated Unbalanced Voltage Dip: Square Error and
Detection Time . . . . . . . . . . . . . . . . . . . . . . 42
4.4.3 Measured Data . . . . . . . . . . . . . . . . . . . . . . 47
4.5 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
5 Estimation of Time-Varying Frequency in Power-Systems 53
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
5.2 Dening the Problem . . . . . . . . . . . . . . . . . . . . . . . 55
5.3 Extending the Previous Model . . . . . . . . . . . . . . . . . . 56
5.4 Extended Complex Kalman Filter (ECKF) Algorithm . . . . . 58
5.4.1 Tuning the Extended Complex Kalman Filter . . . . . 58
5.5 Extension to Three-Phase Systems Containing K Harmonics . 59
5.6 Test Results for Simulated Data . . . . . . . . . . . . . . . . . 61
5.6.1 Three-Phase Systems: Simulated Voltages . . . . . . . 61
5.6.2 Constant Frequency Variation . . . . . . . . . . . . . . 62
iv
5.7 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
6 Active and Reactive Power Estimation 65
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
6.2 Single-Phase Instantaneous Power . . . . . . . . . . . . . . . . 66
6.3 Dening the Problem: Three-Phase Approach . . . . . . . . . 68
6.3.1 Least Squares Estimator for Active and Reactive Power 71
6.4 Three-Phase Measured Voltages and
Currents Corrupted by Noise . . . . . . . . . . . . . . . . . . . 73
6.5 Test Results for Simulated Data . . . . . . . . . . . . . . . . . 73
6.5.1 Three-Phase Systems: Simulated Voltages and Currents 73
6.5.2 Simulated Voltage Dip Conditions . . . . . . . . . . . . 76
6.6 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
7 Conclusions and Future Research 81
7.1 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
7.2 Future Research . . . . . . . . . . . . . . . . . . . . . . . . . . 84
7.2.1 Bayes Detection . . . . . . . . . . . . . . . . . . . . . . 84
7.2.2 A Three-Phase and Multilevel Approach . . . . . . . . 85
7.2.3 Noise Model for Power-System Signals . . . . . . . . . 86
7.2.4 Direction Finding . . . . . . . . . . . . . . . . . . . . . 86
A The Cramer-Rao Lower Bound of the dq-Transform 87
A.1 Complex Noise of the dq-Transform . . . . . . . . . . . . . . . 87
A.2 Cramer-Rao Lower Bound: Single Sinusoid . . . . . . . . . . . 89
A.3 Mean and Variance of the dq-Transform . . . . . . . . . . . . 90
A.4 Cramer-Rao Lower Bound of the dq-Transform . . . . . . . . . 91
List of Figures 95
List of Tables 99
References 101
v
Acknowledgements
My grateful thanks to Professor Math Bollen, Docent Irene Gu, and Professor
Mats Viberg from Chalmers University of Technology for their expertise and
support. Thanks to each member of the steering group: Magnus Eriksson
from Trinergi, Helge Seljeseth from Sintef Energy Research, Daniel Karlsson
from ABB Automation Products, G osta Bengtsson from Goteborg Energi
N at and Ingemar Andersson from G oteborg Energi Research for their com-
ments and contributions to this work.
This work has been supported by G oteborg Energy Research Foundation
and it has been developed as a collaboration of the Electric Power Engi-
neering Department and the Signal and Systems Department at Chalmers
University of Technology.
vii
Abbreviations and Acronyms
ac alternate current.
CFG conguration le: COMTRADE.
CKF complex Kalman lter.
COMTRADE common format for transient data exchange for
power-systems.
CRLB Cramer-Rao lower bound.
CWGN complex white Gaussian noise.
DAT data le: COMTRADE.
DFT discrete Fourier transform.
ECKF extended complex Kalman lter.
EKF extended Kalman lter.
ESPRIT estimation of signal parameters via rotational
invariance technique.
FBLP forward-backward linear prediction.
FFT fast Fourier transform.
GUI graphical user interface.
HDR general information le: COMTRADE.
IPP independent power producer.
ISO independent system operator.
i.i.d. independent identically distributed.
KF Kalman lter.
LP linear prediction.
LMS least mean squares.
LS least squares.
LSE least squares estimator.
MLE maximum likelihood estimator.
MSE mean square error.
MUSIC multiple signal classication method.
ix
PHD Pisarenko harmonic decomposition.
PQDIF power quality data interchange format.
rms root mean square.
RE relative error.
QMF quadrature mirror lters.
SE square error.
SNR signal to noise ratio.
SQL standard query language.
STFT short time Fourier transform.
SVD singular value decomposition.
WGN white Gaussian noise.
WLS weighted least squares.
WSS wide sense stationary.
x
Notation
In this thesis, the symbols for discrete signals: voltages, currents and others
are always mentioned; subscripts are used to distinguish between electrical
phases: e.g. a, b and c. The symbols for continuous signals are explicitly
mentioned.
Vectors are written in boldface lowercase letters and matrices are written as
boldface uppercase letters. Complex signals would have a tilde and vectors
and matrices with complex signals would have tilde as well.
The meaning of the following symbols are, if nothing else is stated:
x
T
transpose operator.
x
complex conjugate.
x
H
hermitian transpose, i.e. complex conjugate transpose.
Re{.} real part of a complex quantity.
Im{.} imaginary part of a complex quantity.
tr{X} trace operator.
|X| determinant operator.
|x|
2
magnitude operator.
[X]
ij
the (i, j) th element of the matrix X.
V phasor - complex quantity.
|V | absolute value of a phasor.
phase-angle of a phasor.
diag[a
1
, a
2
, . . . , a
k
] a kxk diagonal matrix with diagonal
elements a
1
, . . . , a
k
.
I
m
identity matrix of order mxm,
usually, m is omitted.
an estimate of the parameter .

E[.] the expectation of a random variable.
var[x] the variance of x.
cov[x] the covariance of x.
xi
C
x
the covariance of matrix x.
log(x) the natural logarithm of x.
e unitary vector.
w.r.t. with respect to.
WGN(,
2
) white Gaussian noise with mean and variance
2
.
CWGN(,
2
) complex white Gaussian noise with mean and variance
2
.
xii
Chapter 1
Introduction
1.1 Background
The term Power Quality covers a broad list of electromagnetic phenom-
ena concerning with the interaction of power-system networks and end-user
equipment. End-user equipment is sensitive to certain types of voltage dis-
turbances in the system, but the equipment on its turn may produce some
current disturbances, which pollute the system. As many sensitive processes
in industrial systems do care about the disturbances in the supplied voltages,
industries are more concerned about the operational and economic aspects
of these disturbances.
Running extensive power quality monitoring programs is important in
order to understand, identify and solve problems regarding power quality. In
many cases, such monitoring programs end up in a huge amount of measured
data which makes analysis dicult. Therefore, the development of automatic
tools for assessment of the measured data is required to help utilities, regu-
lators and customers to have a clear understanding of what is happening in
their networks.
In a previous project, relevant work has been done on dening how to
identify events automatically by applying a rule-based expert system[1]; sev-
eral disturbances, such as voltages dips: fault or non-fault induced, trans-
former saturation, motor starting, interruptions and capacitor switching were
studied. Additionally, a rst step to understand transients in power-systems
through ESPRIT has been done. All this analysis has been performed using
three-phase voltages, through separately studying each voltage from a single
point in the entire network.
1
CHAPTER 1. INTRODUCTION
1.2 Motivation
Although a rule-based expert system was developed to analyze the distur-
bances from single-site voltage waveforms, a three-phase approach and a
multilevel voltage scheme are more desirable. Joint analysis of both voltage
and current waveforms will provide more understanding on the underlying
event. With all this information we may try to establish mapping functions
from the time domain to the information domain that describe power-system
disturbances in a three-phase system. Finding possible functions is one of
the objectives in this PhD project. The emphasis in this work will be put on
the development of automatic processing using signal-processing and pattern
recognition techniques combined with power-system knowledge. A three-
phase approach will be investigated. Three-phase current records added to
the three-phase voltage approach will be tested and dened giving the exist-
ing system additional tools to enable identication of disturbances by using
multilevel approach and exploring the current waveforms.
With the deregulation of the energy systems, energy has become a com-
modity. Utilities sell energy and power, the term power quality includes by
itself voltages and currents so we will try to distinguish between dierent
type of disturbances by looking into the power: active and reactive power.
The nal motivation for this work is the need to develop an open ac-
cess software tool for power quality research and education. This software
may enable sharing of power quality information such as voltage and cur-
rent waveforms, feature extraction algorithms or nal statistics in an open
architecture.
1.3 Outline
This thesis is organized in seven chapters. Chapter 1, is introductory and it
summarizes the background, the motivation, the organization of this thesis
and nally, it lists publications.
Chapter 2 is a review on applied signal processing techniques for auto-
matic classication of power quality events, future trends are outlined as
well. The time when power quality monitoring equipment just collected raw
waveforms has gone. In the near future power quality monitoring systems
will be demanded to be able to identify and classify events automatically in
order to solve the problems in electrical networks in a smarter way.
Chapter 3 deals with how to organize data (event waveforms) which come
from dierent utilities. Initially recordings were stored in many dierent le
formats. The need to standardize the information and to make data sharable
2
1.3. OUTLINE
and easy accessible is justied. Moreover, an open architecture database is
designed and developed to manage and share all recordings. Furthermore, a
graphic user interface in Matlab was designed to query this database. Mat-
lab has shown to be a suitable platform to develop and test algorithms.
Additionally, an open access module has been proposed to write and read
information in the database from anywhere in the world though the Internet.
This scheme will allow users to gather new event records in an easier, safer
and faster way than today.
Chapter 4 proposes the use of a complex Kalman lter for the estimation
of positive- and negative-sequences from three-phase voltages or currents. A
complex voltage or current is obtained by applying the -transform followed
by the dq-transform using a rotational operator. The algorithm for estimat-
ing positive- and negative-sequences from three-phase voltages or currents
containing K harmonics is also given.
Estimation of positive- and negative-sequences is performed through two
steps: the magnitude and phase-angle of each individual electrical phase of
the voltage or current are rst estimated and the symmetrical component
transformation is then applied. This is referred as the indirect method. The
proposed method - called the direct method - oers a direct estimation of the
positive- and negative-sequences keeping the same accuracy. The proposed
method has a reduced computational complexity since the number of state-
variables is reduced by 2/3 as compared to that in the indirect method. The
performance of the indirect and direct methods is evaluated under noisy en-
vironments. The Cramer-Rao lower bound of the estimation of the positive-
and negative-sequences is found. The performance of both methods is as-
sessed as well.
Chapter 5 proposes the extension of the previous model used to estimate
positive- and negative sequences from three-phase voltage samples, presented
in Chapter 4, to estimate the time-varying fundamental frequency. An analy-
sis of the stability, initial conditions and accuracy is performed for this model
which is implemented with an extended complex Kalman lter. Simulation
results are presented.
Chapter 6 proposes an algorithm to directly compute the active and re-
active power from the voltage and current waveforms as a way of combining
them. Under the conventional approach, voltage and current phasors are
computed, followed by the calculation of the apparent, active and reactive
power. The advantage of this approach is that the power is computed with-
out computing the voltage and current phasors as an intermediate step. The
technique is based on the least squares estimator which performs well for
both noise-free and noise-corrupted three-phase signals.
Chapter 7 summarizes the main conclusions of this thesis and discusses
3
CHAPTER 1. INTRODUCTION
on the proposed methods. Future research in this area is outlined. A combi-
nation of techniques such as Kalman lter and Bayesian classication is pro-
posed. Power-system features, e.g. amplitude and phase-angle of positive-
and negative-sequences extracted by Kalman lters shall be used. Bayes
classication schemes dened from the extracted features and the ability to
detect, select and classify power-systems events shall be treated. Addition-
ally, when an event occurs in a network, many of the power quality monitors
installed will register the event in dierent locations at about the same time.
The joint analysis of these records should be done by taking into account
probabilistic techniques and combining features obtained at dierent loca-
tions and from several power quality monitors. The same observed event
from dierent points in the network would give more information about the
location and the network conditions that caused this disturbance. A dicult
task is to determine whether an event recorded at the same time by sev-
eral power quality monitors is the same event, because time stamps in these
recordings are not synchronized exactly. The need to study noise in power-
system waveforms in more detail is treated. The ability to improve detection,
classication and protection schemes may be related with the properties of
noise. And nally, a method to nd the direction of an event based in the
change of rate for voltage and current in three-phase system is mentioned.
The direction can be found by modelling it with Kalman lters as one step
ahead estimators.
1.4 List of Publications
1. R. A. Flores, P. A. David and J. Szczupak, Real time precise harmonic
estimation, 13th Power Systems Computation Conference, vol. 2, pp.
1063-1069, July 1999.
2. R. A. Flores, State of the art in the classication of power quality
events, an overview, Proceedings of 10th International Conference in
Harmonics and Quality of Power, October 2002.
3. R. A. Flores, I. Y. H. Gu and M. H. J. Bollen, Positive and negative
sequence estimation for unbalanced voltage dips, Proceedings of 2003
IEEE Power Engineering Society General Meeting, July 2003.
4. R. A. Flores, I. Y. H. Gu and M. H. J. Bollen, Performance assess-
ment of positive/negative-sequence estimation method to three-phase
unbalanced voltages and currents, submitted to IEEE Transactions
on Power Delivery.
4
Chapter 2
An Overview on Power-System Event
Classication
This chapter gives a brief review on the most frequently used techniques in
automatic classication of power quality events and as well as outlines the
research trends. The time when power quality monitoring equipment just
took pictures of raw waveforms has gone. Power quality monitoring systems
are demanded to be able to identify and classify events automatically in order
to solve problems in electrical networks in a smarter and faster way.
2.1 Introduction
To gather the rst glimpse of which is the current state of power quality
event classication techniques, lets take a look at the evolution of power
quality monitoring in terms of technology and users. In Fig.2.1, a time-line
has been plotted
1
. In the 90s, the technology applied in classication tended
to merge power-system engineering knowledge mainly with signal processing
techniques. In the latest years, pattern recognition, data mining, decision-
making and networking were incorporated as new technologies for automatic
classication. This entire advance tends to process raw data and extract
information to obtain knowledge in order to make decisions [3] and solve
problems with less human aid.
Moreover, users of power quality event classication schemes have spread
from a few eld-service engineers in the 70s to hundreds of people in the
2000s; in power utilities, consultant companies and governmental agencies;
working to assess power networks and to include power quality indexes in
1
The rst 30 years of the diagram has been extracted from [2]
5
CHAPTER 2. AN OVERVIEW ON POWER-SYSTEM EVENT CLASSIFICATION
2000s 90s 80s 70s
Voltmeter
Tape
TECHNOLOGY
Oscilloscopes
Oscillographs
Graphics Paper
Digital Signal Processing
Computers
Mass storage devices
Communitacions Networkinginternet
Decisionmaking
Data mining
Pattern recognition
USERS
Field service engineer
Power Quality groups
Industrial/plant/facilities
Utility companies Regulatory agencies
ISO
IPP
Figure 2.1: Time-line of power quality monitoring equipment evolution
power-system economic performance studies. This chapter will summarize
the most-used signal processing techniques and will point out three tech-
niques which are expected to be developed and improved in the coming years.
The chapter is organized as follows: section 2.2 describes the most-used sig-
nal processing techniques at current time, section 2.3 describes techniques in
automatic classication, section 2.4 analyzes and identies the next steps in
automatic classication of power quality events, section 2.5 describes three
potential topics for research in this eld and nally, section 2.6 presents con-
clusions on this review.
2.2 Most Used Techniques
This section attempts to give a quick glance at signal processing techniques
used in power quality event classication.
A great quantity of work has been focused on the estimation of am-
plitude, phase-angle and frequency of the fundamental voltage or current
signals and its related harmonics. Although this is a well studied subject in
signal processing, these techniques do not explain by themselves or give more
knowledge about the underlying causes in power-system events. Let a single
sinusoidal, representing a voltage(or current) of interest whose parameters
are changing in time, be described by
s(n) = A(n)sin(n +(n)) (2.1)
where A(n) is the amplitude of the voltage (or current) changing in time, (n)
is the angle-phase changing in time, and is the angular frequency which is
6
2.2. MOST USED TECHNIQUES
function of the network frequency in the discrete-time domain. Finally, the
index n denotes the discrete-time.
A brief summary on the basic techniques for estimation of model param-
eters in (2.1) is as follows.
2.2.1 Rms - Root Mean Square
A simple approximation of the amplitude of the sinusoidal in (2.1) is using
the root mean square (rms), rms can be evaluated over a cycle or a half cycle
window and it is described by
s
rms
(n +N) =
_
1
N
N
i=1
s
2
(n +i) (2.2)
where, N is the window length.
Rms is the most used tool and it gives a rough approximation of the
fundamental frequency amplitude prole of a waveform. A great advantage
of this method is its simplicity, speed of calculation and less requirement of
memory, because rms can be stored periodically instead of sample per sample
[4]. However, its dependency of window length is considered as a disadvan-
tage: one cycle window length will give better results in terms of prole
smoothness than a half cycle window at the cost of a lower time-resolution.
Moreover, rms does not distinguish between fundamental frequency, harmon-
ics or noise components, therefore accuracy will depend of the harmonics and
noise content.
In a recent work, rms three-phase voltage proles can be used for event
analysis and automatic classication with a high degree of certainty [5]. Rms
classication of energizing, non-fault interruption, fault interruption, step
change and voltage dip due to faults is shown to be feasible. When using rms
technique phase-angle information is lost. Therefore, transformer saturation,
induction motor starting and capacitor switching can not be distinguished
accurately.
2.2.2 FFT - Fast Fourier Transform
Another well established tool for estimation of fundamental amplitude and
phase-angle of a signal is the discrete Fourier transform (DFT). DFT trans-
forms the signal from time-domain to the frequency-domain. The basic equa-
tion that describes the DFT is
S(k) =
1
N
N1
n=0
s(n)e
j
k
n
(2.3)
7
where S(k) is the DFT evaluated at the frequency
k
, N is the window length,
k
= {
2k
N
} is a set of xed and equally spaced frequencies, 0 k N 1.
The fast Fourier transform (FFT) is the DFTs computational ecient
implementation, its fast computation is considered as an advantage. With
this tool it is possible to have an estimation of the fundamental amplitude
and its harmonics with a reasonable approximation. FFT performs well for
estimation of periodic signals in stationary state; however it doesnt per-
form well for detection of sudden or fast changes in waveform e.g. transients
or voltages dips. In some cases, results of the estimation can be improved
with windowing, i.e. Hanning, Hamming, Kaiser windows or ltering, e.g.
low-pass or high-pass lters. Window length dependency resolution is a dis-
advantage e.g. the longer the data window (N) the better the frequency
resolution.
2.2.3 Filter Banks and Adaptive Filters
Filters seem to be suitable to extract signals in a specied band-width, e.g.
low-pass band, band-pass and high-pass band lters. Filter banks are a more
compact and powerful implementation of single lters. Filter banks have
been used to study in more detail a specic band of the frequency spectrum.
A combination of quadrature mirror lters (QMF) arranged in binary trees
combined with the DFT for estimation of each band components is shown
to be ecient for harmonic estimation. This technique was used in dierent
applications to detect rapid changes in the waveform or to estimate specic
sub-band components[6], e.g. harmonic contents between 500 to 1000 Hz,
may due to capacitor switching.
Another rened ltering technique is adaptive ltering, which estimates
parameters in a windows based - least squares (LS), recursive least squares
(RLS) or least mean squares (LMS). These techniques have the advantage of
performing well if the signal is noise free or noise corrupted. Other techniques
have been derived from this approach e.g. weighted least squares (WLS).
2.2.4 Kalman Filters
A well-known technique is the so-called Kalman Filter. This technique is
dened as a state-space model, and can be used to track amplitude and
phase-angle of fundamental frequency and its harmonics in real time under
noisy environment, which was proposed in [7]. Since then, many applications
have come up, e.g. detection of harmonics sources and optimal localization
of power quality monitors [8].
8
2.3. AUTOMATIC CLASSIFICATION SYSTEMS
2.2.5 Wavelets
Since 1994, the use of wavelets has been applied to non-stationary harmonics
distortion in power-systems[9]. This technique is used to decompose the sig-
nal in dierent frequency bands and study its characteristics separately. As
described in [10, 11], wavelets perform better with non-periodic signals that
contain short duration impulse components as is typical in power-system
transients. Many dierent types of wavelets have been applied to iden-
tify power-system events such as: Daubechies, Dyadic, Coiets, Morlet and
Symlets wavelets. These were found more suitable for power-system studies.
Furthermore, Wavelet based techniques were proposed for detection and mea-
suring of power-system disturbances [12, 13]. Although, wavelet type should
be chosen accordingly to the specic event to study, making this technique
wavelet-dependent and less general.
Finally, the short time Fourier transform (STFT) is commonly known as
a sliding window version of the FFT, which has shown better results in terms
of frequency selectivity compared with wavelets which have center frequencies
and bandwidths xed. However, STFT has a xed frequency resolution for all
frequencies, and has shown be more suitable for harmonic analysis of voltage
disturbances than binary tree lters or wavelets when applied to voltage dips
[14].
2.3 Automatic Classication Systems
A general scheme for automatic classication systems is depicted in Fig. 2.2.
Its application for power-quality event classication is shown to be feasible
[15, 16].
In the gure, Block I represents a pre-processing stage. In this block
estimation of the signal components is performed. Then, an algorithm for
signal segmentation in dierent stages is applied, e.g. pre-event, during-event
and post-event stages. Transition stages are dened as well.
Block II represents a feature extraction stage. Feature extraction can
be done through any of the techniques described before such as wavelets or
Kalman lter. Wavelets are mainly used to quantify features for dierent
types of power-system events. However, researchers do not fully agree with
wavelets universal use, due to features obtained with wavelets are highly de-
pendent on the type of mother wavelet chosen. Another drawback is that
most of the work was done with simulated data. Therefore, event type fea-
tures and its extraction procedure using wavelets are still subjective. Stan-
dardization will be necessary in order to continue working in this area.
9
Block III represents the classication stage based on dened rules, e.g.
knowledge based expert systems, pattern recognition or any logic to discrim-
inate dierent types of events.
Finally, Block IV represents the decision making stage. In this stage the
type event is assigned to an actual type event. In many proposed algorithms,
Blocks III and IV are merged in one process held by neural networks, fuzzy
logic, Bayesian or any other pattern recognition technique.
Preprocessing
II III IV
Kalman filter
Wavelets
I
Parameters
estimation
Rules or logic
Pattern
recognition
Segmentation
Feature extraction Classification Decision making
Knowledge based
Figure 2.2: Automatic classication scheme
A more detailed view of the techniques for automatic classication of
power quality events will be presented as follows:
2.3.1 Rule-Based Expert Systems
Expert systems were proposed to identify, classify and diagnose power-system
events successfully for a limited number of events [17], i.e. an expert system
for classication and analysis of voltage dips using Kalman lter for estima-
tion of the amplitude has been shown in [18]. Rule-based expert systems
are highly dependant on if ..then clauses. If many event types or features
were analysed, the expert system would become more complicated and the
risk of losing selectivity would increase (ambiguity would increase). Another
drawback is that these expert systems are not always portable due to settings
depend mostly on the designer or operator of the system for a particular set
of events in a particular power-system. It would become hard to adjust the
expert system parameters for a dierent power-system and operator require-
ments. Therefore, the application of this kind of expert systems is limited in
real practice. Self-learning ability is desired.
2.3.2 Pattern Recognition Systems
Under the assumption that energy contents of the non-fundamental compo-
nent in a signal change depending on the type of event, wavelets are widely
10
2.4. WHAT IS THE NEXT?
applied for detection, quantication and classication of a variety of power
quality disturbances, i.e. harmonics and transients. In [19, 20, 21], auto-
matic classication systems were proposed based on wavelets feature extrac-
tion. However, feature extraction based on wavelets transform has many
disadvantages, which were previously shown.
Recently, more sophisticated algorithms for automatic classication were
proposed. An on-line power quality disturbance detector was proposed in
[15], despite, using wavelet feature extraction the novel idea in this applica-
tion is the use of a Bayesian classier. This algorithm analyzes the missing
voltage, which is decomposed using wavelets, features are extracted from the
scaled signals. Dierent patterns are found for dierent event types. Then,
the system classies these features using Bayesian approach. A drawback of
using Bayes formula is that a-priori probability density function (pdf ) of
each event must be known in advance.
Although this kind of classication algorithms work well for Gaussian
pdf s, its performance in power quality events is not fully accepted due to the
non-Gaussian nature of the event pdf s and the free choice of event features.
Time-domain analysis has shown better results for automatic classica-
tion of voltage dips and swells. For fast changes including phase-angle jumps,
like caused by capacitor switching, it is better to apply frequency methods.
Another novel algorithm is found in [16], even though, its feature extraction
stage is wavelet-based.
Up to here, all algorithms were applied just to voltage waveforms in a
single-site or one node in a network. A recent algorithm combining three-
phase voltage and current waveforms and applying non-supervised classica-
tion techniques is shown in [22], e.g. clustering using K-nearest neighbors.
2.4 What Is the Next?
Hereto, a glance of the most used techniques oriented to automatic classi-
cation of power-system events has been presented.
More work has to be done to obtain a better understanding of voltage
and current behavior under dierent event conditions. Additionally, a better
understanding of relations between voltages and currents in dierent voltage
levels and its propagation in the network is still required.
Moreover, feature denition and extraction have to be enhanced in order
to improve classication algorithms. As a result of this work, a more general
set of accepted features for each type of event could be drawn. Although, the
work done in the denition and proposition of classiers based on non-power-
system techniques is still immature, statistical approach for classication
11
algorithms have shown interesting results.
Topics which shall become interesting in order to continue research in this
eld are listed as follows:
1. Segmentation is based on the three single-phase voltage waveforms
looking into them separately. A segmentation scheme taking into ac-
count three-phase signals in just one index should be more easy to
handle.
2. What kind of information can be obtained by the discrete or continuous
rms and which information is lost? e.g. phase-angle information is lost.
What will happen if current rms is added to the classication scheme?
3. Using classication based on voltage rms can not distinguish dierences
between motor starting and transformer saturation. Can unbalance be
detected based on rms?
4. For a given small number of power quality monitors how to arrange
them to obtain the optimal allocation to cover a broader area.
5. Based on the assumption that energy content of the signal would change
depending on the type of disturbance, faster and higher degree of dis-
crimination regarded conventional voltage-based disturbance detection
approach can be designed. Pdf s use to study these particularities is
feasible.
6. Event waveforms at a single-site can be studied easily, two or more set
of waveforms of the same event are to be discriminated or selected in
some way to characterized a particular event e.g. the same voltage dip
recorded at dierent locations in a network.
7. Faster voltage dip detection is required in order to make protection
devices more accurate and to increase selectivity index, the numbers of
false alarm triggers should be minimized.
8. A more general mapping function for event characterization is missed,
its denition is relevant in order to design and dene a more intelligent
automatic classication scheme compared with the rules-based ones.
Finally, advances in automatic classication in power quality events should
inuence or change the way that hardware for power quality is currently de-
ned.
12
2.5. TOPICS FOR CONTINUING RESEARCH IN THIS FIELD
2.5 Topics for Continuing Research in this
Field
In this section, three potential topics are analysed in more detail in order to
explore its advantages and disadvantages.
1. Three-phase approach: Most of the voltage analysis is done phase by
phase separately, a three-phase approach is missed. A three-phase in-
dex is not available and could be implemented for example by the
introduction of the symmetrical components.
2. Including current information: Most of the techniques presented in this
review are based in voltages waveforms, voltage dips originated by over
current could be detected earlier if a current stage analysis is added
to the actual classication schemes. e.g. over-current will produce an
decrease in voltage that trigs a disturbance detection scheme in volt-
age. Additionally, event direction can be detected from the additional
information given by currents.
3. Pdf s discrimination: Energy content of the signal would change de-
pending on the type of disturbance. Faster and higher degree of dis-
crimination regarded conventional voltage based disturbance detection
approaches may use pdf of the residual signal. After extracting the
fundamental frequency. Studying these particularities based on this
assumption could lead to design new and better classication schemes.
2.6 Conclusions
From the above overview, conclusions can be drawn as follows:
1. What is required is not a more accurate estimation of the voltage sig-
nal components phase by phase, e.g. amplitude, phase-angle or net-
work frequency. Rather, what is required is to study the relations
between three-phase voltages or currents and the underlying power-
system event. A three-phase approach is missing.
2. The introduction of the currents to perform power quality event clas-
sication studies is strongly needed.
3. Studying the pdf s of the residual error after estimating the main pa-
rameters may have a good potential in future research.
13
14
Chapter 3
Power-System Database
This chapter deals with how to organize all data(event waveforms) which
come from dierent utilities. Data come from dierent monitors which are
stored in dierent le formats. The need to standardize the information
and to make it sharable and easy accessible is justied. Moreover, an open
architecture database is proposed to manage and share all the information.
Furthermore, a graphics user interface (GUI) was designed in Matlab to query
this database. Matlab has shown to be a suitable platform to develop and
test algorithms. Additionally, an open access module is being proposed to
write and read information stored in the database from anywhere in the world
though the Internet. This scheme will allow to gather new event waveforms
in an easy, safe and fast way.
3.1 Introduction
A single event has been studied from measurements in a single-site at the
power-system network. As the need to study more points of the network at
the same time, the requirement for more rened tools appears. Managing
the recorded information in plain text les is a simple and easy way to access
the information. But limitations are with the ability to correlate, or nd in-
formation i.e. the same event observed from dierent power quality monitors
at the same time. This task could be more complicated if a single utility
handles more than one power quality device, which means data of the same
utility stored in more than one format.
Two basic issues must be addressed:
Event waveforms in dierent les and
Event waveforms in dierent formats.
15
CHAPTER 3. POWER-SYSTEM DATABASE
If a wide or big scale study is to be carry out, the need to read and
study information coming from many dierent sources in many le formats
could be complicated to handle and distracting us from the project objective.
Therefore, event waveforms are to be managed in such a way that allow
compactness and easy access. Queries shall be able to be done accordingly
to this new setup. A third and maybe the most important problem to be
addressed is
the need to handle information of more than one location at the same
time.
Single-phase and single-site waveforms are not useful anymore.
If the propagation of an event through the power-system is to be studied,
and its cause to be found, the stored information can not be accessed sequen-
tially in plain text les anymore. More systematic and compact organization
of the data is required e.g. in a database. This approach will make possible
to get a list of all the events which have had happened in a specic date, time
and area or voltage level. For this new requirements storing the information
in a database is justied.
A simple relational database should be used to store the minimum infor-
mation, e.g. geographical, electrical, and actual waveforms.
3.2 Many Formats
As power quality monitors are available in the market, many formats have
appeared; plain text(ASCII), binary and other formats are currently available
to store event information coming from a wide variety of capturing devices.
Most recently, databases to store and manage waveforms are available. A
major number of these databases are proprietary
1
.
The most common feature of all commercial databases is high costs (ex-
pensive initial cost and maintenance) and these databases are attached to
specic power quality monitor manufacturer. It means once a utility buy a
power quality monitor, the utility must use the proprietary software. This
closed architecture makes impossible to access or share the waveforms from
other utilities or even worst from any other application unless a specic re-
quirement have been done to the manufacturer which could lead to expensive
fees.
1
for exclusive use of customers paying license fees - closed architecture: not allow to
share or access data from third parties
16
3.3. BUILDING THE TOOL
In this project we have been collecting event waveforms from many utili-
ties worldwide e.g. Scotish Power (UK), G oteborg Energy (Sweden), Sintef
(Norway), Enersur and Egemsa(Per u). A need to unied and interchange
of information is strong for gathering real waveforms to study and test new
algorithms, we should have access to the plain data. We can not aord to
pay expensive licenses for dierent software tools.
That is why a common format to interchange information has been cho-
sen, COMTRADE which is dened as a standard [23] and its review [24].
This standard basically denes three les for interchange of information.
1. Header File (xxxxxxxx.HDR): which includes some general information
of the event.
2. Conguration File (xxxxxxxx.CFG): which includes information of the
conguration of the monitor.
3. Data File (xxxxxxx.DAT): the plain data in text format.
For the purpose of this project, only CFG and DAT les are used. But
still, managing two text les per event in a big number of events is dicult.
Standardizing the use of COMTRADE les solves the rst two problems
presented before. To solve the third problem, information about all events
must be stored in a database with an open structure.
How to build this database and what it should handle are treated in the
next section.
Due to the increasing awareness on the diculty of comparing results ob-
tained by researchers and utilities when trying to characterize power quality
with many types of instruments. A recommended practice has been devel-
oped by IEEE[25], commonly known as PQDIF, which stands for Power
Quality Data Interchange Format. This practice recommends the unifor-
mity of basic algorithms and data reduction methods that instrument manu-
facturers should apply. Details of this document are out of the scope of this
chapter, however, we think that it is important to take into account its use
as a general practice.
3.3 Building the Tool
An open-architecture database is required to store and manage a large num-
ber of event waveforms. This database can store not only measured data
but also simulated data coming from dierent sources in a common format
COMTRADE.
17
In Fig. 3.1 is shown the interactivity of this database. Waveforms could
come from many sources and the information stored could be used to test
and develop algorithms through a graphical user interface (GUI). Storing the
information in a standard database will allow to share the information in a
safe and easy way. Moreover, reading and writing in the database should be
possible through the Internet.
Open
architecture
database
Power system
real data
Power system
Simulated
data
Matlab
Test and
development platform
GUI
real data
Sweden
real data
UK
real data
Per
Internet
Figure 3.1: Open architecture application: dashed - in our computer system
3.3.1 Designing a Simple Database
The minimum information to be stored would include basic information:
three voltage channels and four current channels are required. Additional
information regarding company, location of record, conguration of the power
quality monitor.
Database is being designed to handle the minimum information regard-
ing power-system measurements. Five basic tables are required which are
described as follows (Q prexes mean quantity and C prexes mean charac-
ter):
1. cong: contains information regarding the conguration of the power
quality monitor and denes the following elds: index, cod site, C description,
Q Vfactor, Q Ifactor, Q freq sample and C typ monitor
2. diag: contains information about the event and denes the following
elds: index, cod for, C typ event, C desc event
18
3. site: contains information about the location where the waveforms
were acquired and denes the following elds: index, cod site, C company,
C location, C net nom voltage
4. records head: contains information about the header of the records
and denes the following elds: index, cod site, C date, C start time,
cod for
5. records det: contains the raw data and denes the following elds:
index, cod for, C time, Q Va, Q Vb, Q Vc, Q Vn, Q Ia, Q Ib, Q Ic
and Q In
The relationships between all tables and their elds in this database is
shown in Fig. 3.2 where * means key elds
2
.
A prototype database has been implemented in Access-Microsoft because
is available in all Chalmers computers under Windows XP Pro operative
system.
config
index
cod_site*
C_description
Q_Vfactor
Q_Ifactor
Q_freq_sample
C_typ_monitor
records_head
cod_site
C_date
C_start_time
cod_for*
diag
index
cod_for*
C_typ_event
C_desc_event
records_det
index
cod_for*
C_time
Q_Va
Q_Vb
Q_Vc
Q_Ia
Q_Ib
Q_Ic
Q_In
site
index
cod_site*
C_company
C_location
Q_net_nom_voltage
Figure 3.2: Power Quality database relationship scheme
2
Key elds handle information that is unique - No more than one record can have the
same information
19
3.3.2 Graphical User Interface - GUI
Once the database is available, event waveforms can be analysed and man-
aged with an graphical user interface (GUI) developed in Matlab which is
shown in Fig.3.3.
Figure 3.3: Graphical User Interface - Query Module
This interface allows to choose:
a database: each company can have its own database.
a location: a specic point or voltage level in the network.
queries: for specic date and time.
raw or processed waveforms: plotting or printing.
The plot option shown in Fig. 3.4; shows six windows which are describe
as follow:
1. time-domain three-phase voltages;
2. time-domain three-phase currents;
3. amplitude of three-phase voltages;
20
0 50 100 150 200 250 300 350
1.5
1
0.5
0
0.5
1
1.5
msec
p
.
u
.
0 50 100 150 200 250 300 350
3
2
1
0
1
2
3
msec
p
.
u
.
0 50 100 150 200 250 300 350
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
msec
p
.
u
.
abs Fundamental Voltage
0 50 100 150 200 250 300 350
0
0.5
1
1.5
2
2.5
msec
p
.
u
.
abs Fundamental Current
50 100 150 200 250 300
40
45
50
55
60
msec
o

d
e
g
r
e
e
s
Angle Fundamental Voltage
50 100 150 200 250 300 350
40
20
0
20
40
60
msec
o

d
e
g
r
e
e
s
Angle Fundamental Current
Figure 3.4: Graphical User Interface - Plot Module
4. amplitude of three-phase currents;
5. phase-angles of three-phase voltages;
6. phase-angles of three-phase currents.
Additionally, an auxiliary plot shown in Fig.3.5 shows six more windows
which describe:
1. positive and negative-sequences: three-phase voltages;
2. positive and negative-sequences: three-phase currents;
3. instantaneous active three-phase power;
4. instantaneous reactive three-phase power;
5. instantaneous three-phase power factor;
6. Kalman lter three-phase voltage residuals for segmentation.
21
0 50 100 150 200 250 300 350
0
0.2
0.4
0.6
0.8
1
1.2
1.4
msec
p
.
u
.
Symmetrical Components Voltage
0 50 100 150 200 250 300 350
0
0.5
1
1.5
2
msec
p
.
u
.
Symmetrical Components Current
0 50 100 150 200 250 300 350
2
1.5
1
0.5
0
0.5
1
1.5
2
msec
p
.
u
.
Active Power
0 50 100 150 200 250 300 350
1.5
1
0.5
0
0.5
1
1.5
2
msec
p
.
u
.
Reactive Power
0 50 100 150 200 250 300 350
1
0.5
0
0.5
1
msec
C
o
s

Power Factor
0 50 100 150 200 250 300 350
0.03
0.02
0.01
0
0.01
0.02
KF Residuals
msec
E
r
r
o
r

(
p
.
u
.
)
Figure 3.5: Graphical User Interface - Auxiliary Plot Module
3.4 Accessing the Waveforms from the Inter-
net
Once an open-architecture database is available and its development and
test platform is being set up. The need to get more information coming from
power-system in the world has shown up. An open access module can allow
to read and write information in this database from anywhere. That is why
the remote access to the database has been developed.
3.5 Conclusions
The waveform database developed in this thesis will allow researchers and
students to manage information coming from dierent companies world wide.
Data is organized in an open-architecture an easily accessible through Matlab,
which allows development of algorithms. Our purpose is not competing with
commercial products, we just like to have an easy and cheap way to get more
waveforms from many companies and to share results.
22
Chapter 4
Three-phase Approach:
Positive- and Negative-Sequence
Estimator
This chapter proposes the use of a complex Kalman lter for the estimation
of positive- and negative-sequences from three-phase voltages or currents. A
complex voltage or current is obtained by applying the -transform followed
by the dq-transform using a rotational operator. The algorithm for three-
phase voltages or currents containing K harmonics is also given.
Estimation of positive- and negative-sequences is performed through two
steps: the magnitude and phase-angle of each individual electrical phase of
the voltage or current are rst estimated and the symmetrical component
transformation is then applied, this is called the indirect method. The pro-
posed method - called the direct method - oers a direct estimation of the
positive- and negative-sequences with the same accuracy at a reduced com-
plexity. The proposed method has a lesser complexity since the number of
state-variables is reduced by 2/3 as compared to that in the indirect method.
The complexity of the proposed algorithm is also analysed.
The Cramer-Rao Lower Bound is given. Further, how well the indirect
and direct estimators approach to this bound is examined. The performance
of the positive- and negative-sequence estimator under noisy conditions is
evaluated.
23
CHAPTER 4. THREE-PHASE APPROACH:
POSITIVE- AND NEGATIVE-SEQUENCE ESTIMATOR
4.1 Introduction
Positive- and negative-sequence voltages were originally introduced to speed
up calculations involving non-symmetrical faults, and as such are introduced
in almost any text book on electric power-systems[26]. More recent ap-
plication lies in the diagnostics of power-systems during non-symmetrical
operation including faults. A method for characterizing the unbalanced
voltage dips from the positive- and negative-sequences has been proposed
in [27, 28, 29]. The two-component method is based on the idea that the
positive- and negative-sequence source impedances are equal for static cir-
cuits. To achieve reliable and fast characterization and thereby a correct
identication of voltage dips, a good estimation and fast detection of the
positive- and negative-sequence voltages is required.
Several methods for estimating positive- and negative-sequences have
been proposed: A well known method to calculate symmetrical components
in a power-system is based on two stages as shown in Fig.4.1, [30] proposes
the use of FFT to estimate phasors, [31] proposes least squares (LS) lters,
[32] proposes weighted least squares (WLS) lters, [33] proposes a non-linear
least squares lters and recently, [34] have proposed to use Kalman lters.
Although, FFT based algorithms have shown to have nite robust to noise.
The problem with FFT is limited resolution when there are multi-component
signals. Least squares(LS) based methods are block based, they lack on sta-
tistical assumptions about the signals, i.e. only a model signal is assumed.
Besides, LSs performance will undoubtedly depend upon the properties of
the corrupting noise as well as the modelling errors. In the last work, the
magnitudes and phase-angles were rst estimated using three Kalman lters
(one for each phase), and the positive- and negative-sequences were then ob-
tained by using the symmetrical-component transformation(T
3
), as shown in
Fig.4.1. Note that the angle between positive- and negative-sequence voltage
is an important parameter in determining the dip type [35]. Therefore, more
reliable and more ecient methods for estimating positive- and negative-
sequences are desirable. Symmetrical component voltages and currents are
also a suitable tool for describing load behavior during voltage dips and other
disturbances [36, 37, 38].
In this chapter an improved approach for estimating the positive- and
negative-sequences using a complex Kalman lter is proposed and tested.
Comparing it with the two-step method, this method oers a direct esti-
mation of the positive- and negative-sequences, and reduces the computa-
tion complexity. As shown in Fig.4.2, the proposed method simplies the
structure used for the estimation: instead of three Kalman lters, only one
Kalman lter and one transformation is required. Further, the total number
24
4.2. POSITIVE- AND NEGATIVE-SEQUENCE ESTIMATION: DIRECT METHOD
of variables to be estimated in Fig.4.1 is reduced by 2/3 of that required in
Fig.4.2.
v
a
(n)
v
b
(n)
v
c
(n)

A
c
,

c
Filter
Filter
Filter
A
b
,

b
T
3
Adaptive
Adaptive
Adaptive
A
a
,

V
0
V
1
V
2
Figure 4.1: Indirect method: three adaptive lters and one transformation
v
a
(n)
v
b
(n)
v
c
(n)
e
j
0
n
X
v
(n) v
dq
(n) Adaptive
Filter
T
1
V
1
V
2
Figure 4.2: Direct method: one adaptive lter and one transformation
In the proposed method, the sampled values of three-phase voltages v
a
(n),
v
b
(n) and v
c
(n) are -transformed to a complex voltage v
(n). Then, this

complex voltage v
(n) is dq-transformed, resulting in a complex voltage

v
dq
(n), as it is shown in Fig.4.2. The result contains the embedded positive-
and negative-sequences. Thereby, the positive- and negative-sequences are
modelled by a state-space equation, and the complex Kalman lter is used to
estimate the state vector iteratively. In this chapter the method will be used
to estimate positive- and negative-sequence voltages. The same method can
be applied to estimate positive- and negative-sequence currents.
4.2 Positive- and Negative-Sequence Estima-
tion: Direct Method
In this section, the -transform and the dq-transform (or, the Parks trans-
form) will be described. The complex Kalman lter for estimating the
positive- and negative-sequences will also be described, where the three-phase
voltage is modelled as consisting of voltage of fundamental frequency (50 Hz
in Europe or 60 Hz in USA) under harmonics and noise distortions.
25
4.2.1 The - and the dq-Transforms
Consider a three-phase system with the following voltages:
v
a
(n) =
2V
a
cos(
0
n +
a
) +N
a
(n)
v
b
(n) =
2V
b
cos(
0
n +
b
) +N
b
(n) (4.1)
v
c
(n) =
2V
c
cos(
0
n +
c
) +N
c
(n)
where v
a
(n), v
b
(n) and v
c
(n) are the sampled voltages; V
a
, V
b
and V
c
are the
rms or eective value;
a
,
b
and
c
are the phase-angles;
0
is the discrete
angular frequency (
0
= 2f
0
/f
s
), being f
0
the fundamental frequency of
voltage, i.e. 50 Hz in Europe and 60 Hz in USA, and f
s
the sampling fre-
quency; N
a
(n), N
b
(n) and N
c
(n) are i.i.d. white Gaussian noise with zero
mean and
2
variance [WGN(0,
2
)]; and n is the discrete time index. Dene
the -transform for the three-phase voltages as follows:
v
(n) =
2
3
[v
a
(n)e
a
+v
b
(n)e
b
+v
c
(n)e
c
] (4.2)
where e
a
= 1, e
b
= e
j
2
3
= a and e
c
= e
j
2
3
= a
2
= a
, and a is a rotational
operator. (4.2) can be interpreted as the projection of three voltage phasors
onto the -space, as sketched in Fig.4.3 for any time n. The dq-transform
rotating at
e
c
v
c
(n)
speed.
e
b
v
b
(n)
e
a
v
a
(n)
v
(n)
Figure 4.3: Representing three-phase voltages in -space
is then applied as follows
v
dq
(n) = v
(n)e
j
0
n
, (4.3)
26
it should be noted that both v
(n) and v
dq
(n) are complex voltages as a
function of time. The last transformation could be interpreted as a syn-
chronization of the -space at angular frequency
o
set to be equal to the
fundamental voltage frequency in this study.
q
rotating at
d
2 speed.
V
1
V

2
Figure 4.4: Positive- and negative-sequences in the dq-space
The symmetrical component voltages are dened from the voltage phasors:
V
a
= V
a
e
j
a
, V
b
= V
b
e
j
b
and V
c
= V
c
e
j
c
and then, it follows
_
_
V
0
V
1
V
2
_
_ =
1
3
_
_
1
1
1
1
a
a
2
1
a
2
a
_
_
_
_
V
a
V
b
V
c
_
_ (4.4)
where V
0
= V
0
e
j
0
, V
1
= V
1
e
j
1
and V
2
= V
2
e
j
2
are the symmetrical compo-
nent voltages (zero-, positive- and negative-sequences), which are dened as
phasors as well. Re-writing (4.2) in the complex form and considering (4.4),
it follows,
v
(n) =
2
_
V
1
e
j
0
n
+V
2
e
j
0
n
_
+

N(n)e
j
0
n
(4.5)
then, synchronizing (4.5) at e
j
o
n
leads to re-write (4.3) as
v
dq
(n) =
2
_
V
1
+V
2
e
j2
0
n
_
+

N(n). (4.6)
For sinusoidal phase voltages dened as in (4.1), the rst component V
1
in (4.6) is a complex constant number, while the second component V
2
is a
complex number counter rotating at an angular speed of 2
0
, which are the
positive- and negative-sequence voltages, respectively. Any unbalance in the
three-phase system will appear as an non-zero rotating V
2
in the dq space
as shown in Fig. 4.4. The complex noise

N(n), is a linear combination of
noise in three-phases, has zero mean and
4
3
2
variance, see Appendix A.1 for
more details. The positive- and negative-sequences are estimated separately
in the dq space from (4.6) as detailed in the next section.
27
4.2.2 Estimation of Positive- and Negative-Sequences
Using state-space modelling, the positive- and negative-sequence voltages in
(4.6) can be estimated by a complex Kalman lter. The state equation and
observation equation associated with a Kalman lter can be described as
follows
X(n + 1) = A(n)X(n) +U(n)
Y (n) = H(n)X(n) +V (n) (4.7)
where X(n) is a complex state vector sized 2x1, A(n) is a transition matrix
sized 2x2, U(n) is a vector containing zero-mean white noise with
2
u
variance,
and V (n) is the observation noise which is white zero-mean with
2
v
variance.
Strictly speaking a complex signal should hold a tilde x(n), however the
estimated value of a complex signal would have both symbols

x(n). And if
the state number is added the notation gets more complicated. Therefore,
we decided to relax the notation and not use tilde in all sections related to
Kalman lter.
State-space modelling of the three-phase system
For the three-phase system described in (4.1), the dq-transform can be found
by dening the following state vector
X(n) = [x
1
x
2
]
T
n
=
_
V
1
V
2
e
j2
0
n
_
T
n
, (4.8)
it follows that the state equation of the Kalman lter is
_
x
1
x
2
_
n+1
=
_
1
0
0
e
j2
0
_ _
x
1
x
2
_
n
+
_
u
1
u
2
_
n
(4.9)
and the observation equation becomes
y(n) =
2 [1 1]
_
x
1
x
2
_
n
+v(n) (4.10)
and the negative-sequence is found by applying
V
2
= x
2
e
j2
0
n
. (4.11)
28
4.2.3 Extension to Three-Phase Systems Containing
K Harmonics
The model used for the phase voltages in the previous subsection is that of
non-distorted sinusoids, e.g. voltage without harmonic distortion. In reality
the power-system voltage is always distorted. This distortion is interpreted
by the Kalman lter as a fast uctuation in the amplitude and phase-angle
of the complex phase voltages. The distortion of the voltages is generally
described as the superposition of a fundamental and a number of harmonics
at integer multiples of the fundamental frequency. This harmonic model can
be used as a basis for a Kalman lter estimation of the positive- and negative-
sequences. Such a model would not only estimate the fundamental complex
voltages but also the complex voltages for the harmonic components.
Consider a three-phase system containing K harmonics, to be modelled
through the following expression:
v
a
(n) =
2
K
k=1
V
k
a
cos(n
k
+
k
a
) +N
a
(n)
v
b
(n) =
2
K
k=1
V
k
b
cos(n
k
+
k
b
) +N
b
(n)
v
c
(n) =
2
K
k=1
V
k
c
cos(n
k
+
k
c
) +N
c
(n) (4.12)
using the similar way as in the previous case, we may dene the symmetrical
components for each harmonic k as [39]
_
_
V
k
0
V
k
1
V
k
2
_
_ =
1
3
_
_
1
1
1
1
a
a
2
1
a
2
a
_
_
_
_
V
k
a
V
k
b
V
k
c
_
_ . (4.13)
After some algebraic manipulations using (4.2), (4.3) and (4.13), and apply-
ing the dq-transform to the phase voltages modelled by (4.12), it follows
v
dq
(n) =
2
_
K
k=1
V
k
1
e
j(k1)
0
n
+
K
k=1
V
k
2
e
j(k+1)
0
n
_
+

N(n) (4.14)
where the relation
k
= k
0
is applied.
Model for the three-phase system containing K harmonics
Considering the system described in (4.14), the state vector of the complex
Kalman lter contains 2K elements and is dened as
X(n) =
_
x
1
x
2
x
(2K1)
x
2K
_
T
n
(4.15)
29
=
_
V
1
1
(V
1
2
)
e
j2
0
n
V
k
1
e
j(K1)
0
n
(V
k
2
)
e
j(K+1)
0
n
_
T
n
.
The state equation associated with the system becomes
X(n + 1) = A(n)X(n) +
_
_
u
1
.
.
.
u
2K
_
_
n
(4.16)
considering
A(n) =
_
_
1
0
.
.
.
0
0
0
e
j2
0
.
.
.
0
0

.
.
.

0
0
.
.
.
e
j(K1)
0
0
0
0
.
.
.
0
e
j(K+1)
0
_
_
(4.17)
and the observation equation for the system becomes
y(n) =
2 [1 . . . 1]
_
_
x
1
.
.
.
x
2K
_
_
n
+v(n) (4.18)
The negative-sequence associated with the fundamental (k = 1) and the
harmonics (k [2, K]) can be found by applying
V
2
k
(n) = x
2k
(n)e
j(k+1)
0
n
. (4.19)
Kalman lter algorithm
The algorithm for iteratively estimating the state vector is summarized step by step
as follows, more details can be found in [40]. The covariance matrix of model
noise is Q = E[U(n)U
T
(n)] =
2
u
I, where I
m
is the identity matrix of order m
equal to the number of state variables. The covariance matrix of observation
noise is C = E[V (n)V
T
(n)] =
2
v
I
l
, where I
l
is the identity matrix of order l
equal to the number of observation equations. The initial conditions are set
as x(0|0) = [0 0]
T
and

P(0|0) = RI
n
and R 1.
Step 1 Prediction:
x(n|n 1) = A(n 1) x(n 1|n 1)
Step 2 One step prediction error covariance matrix:
P(n|n 1) = A(n 1)

P(n 1|n 1)A(n 1)
H
+Q
30
Step 3 Kalman gain matrix:
K(n) =

P(n|n 1)H
T
[H

P(n|n 1)H
T
+C]
1
Step 4 Filtering:
x(n|n) = x(n|n 1) +K(n)[y(n) H x(n|n 1)]
Step 5 Filtering error covariance matrix:
P(n|n) = [I
m
K(n)H]

P(n|n 1)
An interesting property of the Kalman lter is that the Kalman gain K(n)
and the error covariance matrix

P(n|n) do not depend on the data x(n),
they are dependent on the model and observation noises. In this work, the
variances of both noises were chosen to be xed under the assumption that the
noises were stationary, no adaptive update was done, which is not probably
true when dealing with real waveforms.
4.2.4 Currents in the dq-frame
From the measured three-phase currents a dq-transform can be easily found.
A summary of the relevant equations regarding positive- and negative-sequence
estimation for currents is as follows
i
a
(n) =
2I
a
cos(
o
n +
a
) +M
a
(n)
i
b
(n) =
2I
b
cos(
o
n +
b
) +M
b
(n) (4.20)
i
c
(n) =
2I
c
cos(
o
n +
c
) +M
c
(n)
where I
a
, I
b
and I
c
are the rms or eective value for each electrical phase;
a
,
b
and
c
are the phase-angles,
o
is the angular frequency; M
a
(n),M
b
(n)and
M
c
(n) are i.i.d. WGN(0,
2
) and n is the discrete time index. The dq-
transform is
i
dq
(n) =
2
3
[i
a
(n)e
a
+i
b
(n)e
b
+i
c
(n)e
c
] e
j
0
n
(4.21)
where e
a
= 1, e
b
= e
j
2
3
= a and e
c
= e
j
2
3
= a
2
= a
, and a is a rotational
operator representing a rotation over 120
. Consider a three-phase current

system containing K harmonics, to be modelled through the following ex-
pression:
i
a
(n) =
2
K
k=1
I
k
a
cos(n
k
+
k
a
) +M
a
(n)
i
b
(n) =
2
K
k=1
I
k
b
cos(n
k
+
k
b
) +M
b
(n) (4.22)
31
i
c
(n) =
2
K
k=1
I
k
c
cos(n
k
+
k
c
) +M
c
(n)
where
k
= k
0
. The resulting complex dq current can be re-written as
i
dq
(n) =
2
_
K
k=1
I
k
1
e
j(k1)
0
n
+
K
k=1
I
k
2
e
j(k+1)
0
n
_
+

M(n) (4.23)
where

M(n) has a zero mean and variance equal to
4
3
2
, see Appendix A.1
for more details. The direct method based on Kalman lter can be applied
to currents in the same way as it was applied to voltages in Sections 4.2.2
and 4.2.3., for the fundamental frequency and harmonics case, respectively.
4.3 Performance of Indirect and Direct Meth-
ods
This section analyzes the Cramer-Rao Lower Bound (CRLB) for the dq-
transform model. Additionally, a comparison between the indirect and direct
methods is performed in terms of computational complexity.
4.3.1 Cramer-Rao Lower Bound (CRLB)
The Cramer Rao lower bound(CRLB) will give the lowest bound for the
variance of the estimated parameter from a given model. One way to assess
how well a parameter can be estimated is by nding how close are the variance
of the estimations to this lower bound. In the next Section, CRLB for the
positive- and negative-sequences is found from the dq-transform.
CRLB for a single sinusoid
A single sinusoid is modelled as
x(n) =
2Acos(
0
n +) +N(n) (4.24)
where, A is the rms value of the sinusoid, is phase-angle,
0
is the known an-
gular frequency, and N(n) is WGN(0,
2
). Having N samples (n = 0, 1, ..., N
1) dene a vector x = [x(0) . . . x(N 1)]
T
. If A and are parameters to be
estimated dene a parameter vector as = [A ]
T
. The Cramer-Rao Lower
Bound (CRLB) for a single sinusoid in vector form follows as (Theorem 3.2
[40])
var(
)
i
[I()]
1
ii
(4.25)
32
4.3. PERFORMANCE OF INDIRECT AND DIRECT METHODS
where the Fisher information matrix I() for a signal corrupted by WGN is
simplied to (Section 3.9 [40])
[I()]
ij
=
1
2
N1
n=0
x[n; ]
i
x[n; ]
j
. (4.26)
The CRLB for each estimated parameter, as shown in Appendix A.2, is
known to be equal to
var(

A)

2
N
(4.27)
var(
)

2
NA
2
. (4.28)
CRLB for dq-transform
Since the dq-transform is a linear combination of three-phase signals resulting
in a complex signal embedded in complex white Gaussian noise(CWGN).
Then, if |V
1
|, |V
2
|,
1
and
2
are the parameters to be estimated dene a
parameter vector = [|V
1
| |V
2
|
1

2
]
T
. The Cramer-Rao Lower Bound
(CRLB), for such a complex signal, in vector form is known to be equal to
(Section 15.7 [40])
var(
)
i
[I()]
1
ii
(4.29)
where I() is the complex Fisher information matrix dened as
[I()]
ij
= tr
_
C
1
x
()
C
x
()
i
C
1
x
()
C
x
()
j
_
+ 2Re
_

H
()
i
C
1
x
()
()
j
_
. (4.30)
The CRLB for each estimated parameter, as shown in Appendix A.4, is
known to be equal to
var(|
V
1
|)

2
3N
(4.31)
var(|
V
2
|)

2
3N
(4.32)
var(

1
)

2
3|
V
1
|
2
N
(4.33)
var(

2
)

2
3|
V
2
|
2
N
. (4.34)
33
Table 4.1: Simulated unbalanced three-phase voltages
Amplitude (p.u.) Phase-angle(
)
v
a
(n): 1.00 5
v
b
(n): 0.10 125
v
c
(n): 1.00 245
Approaching the CRLB with indirect and direct methods
Unbalanced three-phase voltages were simulated applying data presented in
Table.4.1 to the model described in (4.1), assuming fundamental frequency
50 Hz and sampling frequency 3800 Hz, for three-phase signals with a sam-
pling window of ten cycles, i.e. a window of 76 samples per cycle. WGN was
added to each voltage phase varying the signal to noise ratio(SNR) from 6
to 60 dB (= 0.5 to 0.001 p.u.). The variances of the positive- and negative-
sequence estimations were found for a total of 1000 independent realizations,
i.e. the same three-phase voltage data with dierent corrupting noise. The
variances are found over a window of one cycle. And then, the resulting
variances from the dierent realizations are averaged arithmetically. Fig.4.5
to Fig.4.8 show the CRLB and the bound reached for both methods when
estimating parameters under dierent noise contents [41]. The results show
that the indirect method approaches the CRLB sightly better than the di-
rect method although the dierences are small. These results suggest that
the two methods provide similar estimation accuracy however a slightly bet-
ter performance is reached with the indirect method at more computational
complexity.
4.3.2 Computational Complexity of Indirect and Di-
rect Methods
This subsection analyzes the performance of both methods in terms of com-
putational complexity.
Computational complexity
Two stages are required to implement the indirect method. The rst stage
requires six real state-variables when estimating a three-phase system. After
estimating these variables a second stage is performed to compute three com-
plex variables; positive-, negative- and zero-sequences. The direct method
only takes one stage which has the dq-transform built in. This block re-
34
10 15 20 25 30 35 40 45 50 55 60
90
80
70
60
50
40
30
20
10
SNR
1
0

l
o
g
1
0
[
v
a
r

(
|
V
1
|
)
]
Figure 4.5: CRLB: true(solid), indirect(dot) and direct(dash) method for positive-
sequence amplitude estimation
10 15 20 25 30 35 40 45 50 55 60
80
70
60
50
40
30
20
10
0
SNR
1
0

l
o
g
1
0
[
v
a
r

(

1
)
]
Figure 4.6: CRLB: true(solid), indirect(dot) and direct(dash) method for positive-
sequence phase-angle estimation
35
10 15 20 25 30 35 40 45 50 55 60
90
80
70
60
50
40
30
20
10
SNR
1
0

l
o
g
1
0
[
v
a
r

(
|
V
2
|
)
]
Figure 4.7: CRLB: true(solid), indirect(dot) and direct(dash) method for negative-
sequence amplitude estimation
10 15 20 25 30 35 40 45 50 55 60
80
70
60
50
40
30
20
10
0
SNR
1
0

l
o
g
1
0
[
v
a
r

(

2
)
]
Figure 4.8: CRLB: true(solid), indirect(dot) and direct(dash) method for negative-
sequence phase-angle estimation
36
Table 4.2: Computational complexity of the Kalman lter
Number of indirect method direct method
state-variables(real): m 6 4
observation-equation(real): l 3 2
quires four real state-variables (two complex state-variables) to compute two
complex variables; the positive- and negative-sequences. In Table.4.2 the
minimum number of variables to estimate with both methods is summa-
rized. The main dierence between both methods relies on the number of
state-variables to estimate.
The computational complexity is traditionally measured in terms of ops -
floating point operations; such as addition or multiplication of real (scalar)
numbers. Each addition or multiplication is counted as one flop[42]. The
number of flops required to implement the Kalman lter algorithmstep by step
is summarized in Table.4.3, where m is the number of real state-variables
to estimate and l is the number of real observation-equations required. e.g.
Kalman lter order = 1 - means only fundamental frequency; indirect method
requires: m = 6 and l = 3; and direct method requires m = 4 and l = 2; for
only voltages. In case that voltages and currents are to be estimated in the
same Kalman lter the given numbers (m and l) shall be doubled.
Table 4.3: Number of ops (Kalman lter)
Step Additions Multiplications
(1): (m1)m m
2
(2): m
2
(2m1) 2m
3
(3)
a
: 2(m1)ml + (m1)l
2
+l
2
+l
3
+ (l 1)ml 2m
2
l + 2ml
2
+l
3
(4): (m1)l +l + (l 1)m+m 2ml
(5): m
2
(l +m1) m
2
l +m
3
a
matrix inverse implemented by LU Decomposition. [43].
Fig.4.9 shows the total number of Kflops (= 1000 flops) required to perform
Kalman lter each time n when m state-variables are to be estimated. If both
methods are implemented using Kalman lter, it is shown from this gure
that the direct method is lesser computational complex than the indirect
method.
1
1
These results are for the general Kalman lter implementation. Specic algorithm
optimization can be done for each method, which is out of the scope of this chapter.
37
4 6 8 12
0
0.5
1
1.5
2
0
0.5
1
1.5
2
number of state variables m
K
f
l
o
p
s
Figure 4.9: Total flops = number of Additions plus Multiplications
100 200 300 400 500 600 700 800 900 1000
0
0.2
0.4
0.6
0.8
1
N samples
s
e
c
Figure 4.10: Computation time when estimating: indirect method: KF order 5(solid) -
KF order 1(dot); direct method: KF order 5(dash) - KF order 1(dash-dot)
38
4.4. TEST RESULTS FOR SIMULATED AND MEASURED DATA
Finally, Fig.4.10 shows the required time to estimate the positive- and
negative-sequence, for a Kalman Filter of orders 1 and 5, using both meth-
ods. i.e. order 1 means only fundamental frequency and order 5 means
fundamental frequency plus second, third, fourth and fth harmonics. Tests
were performed for dierent simulated voltage signals of 100 to 1000 samples
in 100 sample steps. All tests were done with Matlab in a 1 GHz PC, there-
fore these tests are just a relative indication of the running time. Results can
vary depending on the type of computer used and the algorithm program-
ming techniques.
2
From this gure, it is possible to conclude that the direct
method runs faster than the indirect method in computation terms.
4.4 Test Results for Simulated and Measured
Data
In this section, a comparison between the direct and the indirect methods
based on the average relative error for the estimation of the positive- and
negative-sequences in a noisy environment is presented. Then a simulated
voltage dip is tested under controlled situation to assess the accuracy of both
methods in terms of square error and detection time. And nally, a real data
set is taken from a distribution utility power quality database in order to nd
the positive- and negative-sequences. Square error and detection time are not
possible to evaluate for this record because the true values are unknown.
4.4.1 Estimation Under Noisy Conditions
The direct method was developed for estimating only positive- and negative-
sequences under noisy conditions. The relative error is computed between the
true positive-, negative-sequence magnitudes and the phase-angle dierence
between the positive- and negative-sequence [x(n)] and the estimated [ x(n)]
by the indirect and the direct methods. When the relative error (RE) is
dened as
Relative Error(n) =
|x(n)| | x(n)|
|x(n)|
100(%) (4.35)
Two cases have been simulated with data presented in Table.4.1, under the
assumption that the system is unbalanced and suers a voltage dip due to
a fault in phase-b which has a magnitude of 1.0 p.u. for the pre- and after
disturbance segments. The magnitude of the voltage dip(retained voltage)
is set from 0.10 to 0.90 p.u. (in steps of 0.01 p.u.). Estimated values for a
2
Algorithm programs were not optimized for these tests.
39
0 0.2 0.4 0.6 0.8 1
10
3
10
2
10
1
10
0
Retained voltage amplitude (p.u.)
A
v
e
r
a
g
e

R
e
l
a
t
i
v
e

E
r
r
o
r

%
SNR = 10 dB
SNR = 30 dB
Figure 4.11: Average relative error of magnitude in positive-sequence: indirect(solid)
and direct(dash) methods under noise
total of 1000 independent realizations were averaged. When the voltage dip
is shallow (retained voltage around 0.90 p.u.) a big error is expected from
(4.35).
The noise level has set to SNR 10 dB for the rst case and SNR 30 dB
for the second. Other possible scenarios would be between these two val-
ues. Fig.4.11 shows the average relative error of estimating the magnitude
of the positive-sequence |
V
1
| with both methods and for the two cases. The
average relative error of the estimated magnitude of the positive-sequence is
small because the positive-sequence energy is dominant in the signal. The
accuracy of estimating the positive-sequence (magnitude and phase-angle) is
acceptable with both methods. Even for SNR = 10 dB the resulting error
is less than 1%. The performance of both methods is very similar. Fig.4.12
shows the average relative error of estimating the magnitude of the negative-
sequence |
V
2
|, with both methods. The average relative error of the estimated
magnitude of the negative-sequence is bigger than that shown in Fig.4.11.
The higher relative error for the negative-sequence voltage is due to its abso-
lute value being low, especially for high retained voltage. This is related to
the general problem of estimating small dierence between two noisy signals.
The dierences between the two methods are marginal(less than 0.5%). It
means that almost the same accuracy is reached with both methods when
estimating the negative-sequence magnitude. Then, Fig.4.13 shows the er-
ror of the phase-angle dierence between the positive- and negative-sequence
(
2
). The shallower the voltage dip the bigger the error. Both meth-
ods were shown to be biased when estimating this parameter under noise
40
0 0.2 0.4 0.6 0.8 1
10
2
10
1
10
0
10
1
10
2
SNR = 10 dB
SNR = 30 dB
A
v
e
r
a
g
e

R
e
l
a
t
i
v
e

E
r
r
o
r

%
Figure 4.12: Average relative error of magnitude in negative-sequence: indirect(solid)
and direct(dash) methods under noise
0 0.2 0.4 0.6 0.8 1
10
1
10
0
10
1
10
2
A
v
e
r
a
g
e

R
e
l
a
t
i
v
e

E
r
r
o
r

%
SNR = 10 dB
SNR = 30 dB
Figure 4.13: Average relative error of the phase-angle dierence between the positive-
and negative-sequences: indirect(solid) and direct(dash) methods under noise
41
Table 4.4: Unbalanced voltage dip: phase-a
I (p.u.) I (
) II (p.u.) II (
) III (p.u.) III (
)
Fund: 1.0154 0 0.8762 0 1.0159 0
3rd: 0.0037 -30.92 0.0079 -149.61 0.0045 -50.20
5th: 0.0100 45.86 0.0022 47.38 0.0101 21.12
7th: 0.0044 103.54 0.0014 -80.25 0.0046 80.27
Table 4.5: Unbalanced voltage dip: phase-b
I (p.u.) I (
) II (p.u.) II (
) III (p.u.) III (
)
Fund: 1.0250 0 0.9444 0 1.0245 0
3rd: 0.0032 5.09 0.0021 133.74 0.0032 -6.73
5th: 0.0080 -63.05 0.0075 45.57 0.0090 -86.11
7th: 0.0034 123.87 0.0033 112.61 0.0033 81.95
conditions. Fortunately, almost always power-system waveforms (voltages or
currents) will content harmonics (which can be modelled) and small levels
of noise (SNR>30dB), so from the gures shown, we can say that the esti-
mated positive- and negative-sequence with the direct method reach almost
the same accuracy than the indirect method. These results conrm that the
phase-angle dierence (
1

2
) is very sensitive to noise which have been
shown previously when the CRLB was studied in Section 4.3.1.
4.4.2 Simulated Unbalanced Voltage Dip: Square Er-
ror and Detection Time
A three-phase voltage signal was simulated by applying (4.12) with param-
eters shown in Tables.4.4 to 4.6, which describe amplitude(p.u.) and phase-
angle(
) for the fundamental frequency and odd harmonics (3th, 5th and 7th
harmonics) sampled at 4800 Hz and 50 Hz for the fundamental frequency.
Simulated waveforms are set to have dierent stages or segments: pre-voltage
dip (Stage I) from 0 to 104 msec, during-voltage dip (Stage II) from >104
to <208 msec and after-voltage dip (Stage III) from >208 to 312 msec, with
noise ( =0.01, SNR 40 dB) in each electrical phase. Transition between
stages I and II is called Start of the voltage dip (ST) and between stages
II and III is called End of the voltage dip (ED). The resulting signal is
depicted in Fig.4.14, which shows the noiseless and noise corrupted signals.
42
Table 4.6: Unbalanced voltage dip: phase-c
I (p.u.) I (
) II (p.u.) II (
) III (p.u.) III (
)
Fund: 1.0079 0 1.0104 0 1.0096 0
3rd: 0.0052 -7.16 0.0061 -84.23 0.0059 -21.16
5th: 0.0078 -201.62 0.0065 3.80 0.0080 -219.67
7th: 0.0044 -227.46 0.0022 -289.70 0.0041 -264.65
Fig.4.15 shows the simulated voltage dip, the start of the voltage dip (ST)
and the end of the voltage dip (ED) for the positive-sequence. And Fig.4.16
shows the start of the voltage dip (ST) and the end of the voltage dip (ED)
for the negative-sequence. These gures show dierent KF orders. The di-
rect method is applied for KF orders 1, 3, 5 and 7. As shown, order 1 has
faster response than order 7. When applying indirect method with the same
KF orders, results dier slightly from those obtained when applying direct
method.
Therefore, to assess these results, rst, the square error (SE) is calculated
and dened as follows
SE =
N1
n=0
|x(n) x(n)|
2
(4.36)
where x(n) is the true value and x(n) is the estimated value. The exact
value is reached asymptotically. Second, another important feature to con-
sider is the detection time. The detection time can be dened as the time
that the estimator takes to come within a condence interval around the
true positive- and negative-sequence magnitudes and remain there during
a specied time. There is a tradeo between condence and the detection
time, the more condent the longer the detection time. For this test only,
the detection time is dened as the rst instant that the estimator reaches
the true value after the start of the voltage dip (ST) or the end of the voltage
dip (ED) have occurred as shown in Fig.4.17. This assumption may not be
fully true, however, it is used just to compare how fast these both methods
can track the true positive- and negative-sequence magnitudes. Table.4.7
summarizes the SE for estimating positive- and negative-sequences with KF
orders 1 to 7 using indirect and direct methods. From this table the direct
method shows smaller SE than the indirect method, however dierences are
very small. Tables.4.8 and 4.9 show the detection time when positive- and
negative-sequences are estimated with KF orders 1,3,5 and 7, for the start
of the voltage dip (ST) and the end of the voltage dip (ED). From these two
43
100 120 140 160 180 200
1
0.5
0
0.5
1
msec
A
m
p
l
i
t
u
d
e

(
p
.
u
.
)
100 120 140 160 180 200
1
0.5
0
0.5
1
msec
A
m
p
l
i
t
u
d
e

(
p
.
u
.
)
Figure 4.14: Simulated unbalanced three-phase voltages; phase-a(solid), phase-b(dash)
and phase-c(dash-dot): [Top] with harmonics noiseless [Bottom] with harmonics and noise
40 dB
Table 4.7: Square error (SE): direct (d) and indirect (i) methods
Positive(d) Positive(i) Negative(d) Negative(i)
KF Order 1: 0.0491 0.0471 0.0401 0.0396
KF Order 3: 0.0671 0.0674 0.1274 0.1279
KF Order 5: 0.0778 0.0781 0.1409 0.1413
KF Order 7: 0.0840 0.0843 0.1480 0.1483
44
100 105 110 115 120
0.64
0.66
0.68
0.7
0.72
0.74
msec
A
m
p
l
i
t
u
d
e

(
p
.
u
.
)
1
3
5
7
205 210 215 220 225
0.64
0.66
0.68
0.7
0.72
0.74
msec
A
m
p
l
i
t
u
d
e

(
p
.
u
.
)
1
3
7
5
Figure 4.15: Positive-sequence estimated with direct method - order 1(solid), order
3(dash), order 5(dash-dot), order 7(dot)and true value(solid-thin): [Top] start of the volt-
age dip - ST [Bottom] end of the voltage dip - ED
45
100 105 110 115 120
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
msec
A
m
p
l
i
t
u
d
e

(
p
.
u
.
)
1
3
7
5
205 210 215 220 225
0
0.02
0.04
0.06
0.08
0.1
msec
A
m
p
l
i
t
u
d
e

(
p
.
u
.
)
1
7
3
5
Figure 4.16: Negative-sequence estimated with direct method - order 1(solid), order
3(dash), order 5(dash-dot), order 7(dot) and true value(solid-thin): [Top] start of the
voltage dip - ST [Bottom] end of the voltage dip - ED
46
0 10 20 30 40 50 60 70 80 90 100
1
1.5
2
2.5
3
3.5
msec
x
(
n
)
Detection time
Figure 4.17: Detection time: true value(solid) and estimated value(dash), condence
interval (dot)
Table 4.8: Detection time (start of the voltage dip-ST) [msec]: direct(d) and indirect(i)
methods
KF Order 1: 0.1670 0.1894 0.1670 0.2566
KF Order 3: 12.4178 12.4626 14.1872 14.2096
KF Order 5: 13.5601 13.6049 14.6575 14.6799
KF Order 7: 13.7840 13.7616 15.3966 15.3294
tables, it is possible to conclude that both methods reach the true values at
almost the same detection time, resulting in small dierences which are not
conclusive. From Fig.4.18 and Fig.4.19, we can conclude that the lower
order the lower the detection time and the higher the square error. It is a
tradeo between detection time, and variance of the estimation. The lower
variance in the estimation the higher the order of the KF.
4.4.3 Measured Data
Three-phase voltage waveforms were chosen from a database in a distribu-
tion network. In Fig.4.20 the voltage dip waveform is shown. The voltage
dip starts at 105 msec and ends at 185 msec in phase-a. The true values of
the positive- and negative-sequences are unknown in this case. Assessment
of both methods estimation in terms of SE or detection time is not feasi-
ble. However, it is possible to estimate the positive- and negative-sequences
47
Table 4.9: Detection time (end of the voltage dip-ED) [msec]: direct(d) and indirect(i)
methods
KF Order 1: 10.7652 10.8324 3.5088 3.5984
KF Order 3: 15.5805 15.6925 7.2714 7.3162
KF Order 5: 16.0956 16.1852 8.0553 8.0777
KF Order 7: 16.6107 16.6331 8.3240 8.3016
50 100 150 200 250 300
0.64
0.66
0.68
0.7
0.72
0.74
msec
E
f
f
e
c
t
i
v
e

v
a
l
u
e

(
p
.
u
.
)
Figure 4.18: Amplitude of the positive-sequence estimated with direct method - order
1(dot), order 7(solid) and true (dash)
50 100 150 200 250 300
0
0.02
0.04
0.06
0.08
0.1
msec
E
f
f
e
c
t
i
v
e

v
a
l
u
e

(
p
.
u
.
)
Figure 4.19: Amplitude of the negative-sequence estimated with direct method - order
1(dot), order 7(solid) and true (dash)
48
4.5. CONCLUSIONS
100 120 140 160 180 200
1
0.5
0
0.5
1
msec
A
m
p
l
i
t
u
d
e

p
.
u
.
Figure 4.20: Three-phase voltage waveforms: phase-a(solid), phase-b(dash) and phase-
c(dash-dot)
by applying the direct and the indirect method. As shown in the previ-
ous example, there are no major dierences between estimation with both
methods in terms of accuracy, therefore, only direct method estimations are
presented in this subsection. In this record the network frequency is found
to be 49.93 Hz, voltage waveforms were sampled at 4800 Hz. The Kalman
lter model was set to order 7 (K=7, fundamental frequency, second, third,
fourth, fth, sixth and seventh harmonics). Fig.4.21 up to Fig.4.24 show the
direct method estimation results for the fundamental frequency only.
4.5 Conclusions
The direct method gives almost the same error variance as compared to the
indirect method which uses complex phase voltages or currents as an inter-
mediate step. The direct method is computationally more ecient because
the number of state-variables is only 2/3 of that for the indirect method.
The performance of the direct method and the indirect method are about
the same in terms of accuracy due noise variance, however, positive- and
negative-sequence estimation for the direct method requires less computa-
tion.
Applying the direct method may lead to faster voltage dip detection and
classication schemes. Besides, an additional gain is to consider three-phases
jointly instead of individually. Estimation performance for both methods is
tested in terms of robustness to noise contents. When the voltage dip is shal-
low (retained voltage around 0.90 p.u. in any phase) a big error can be ex-
49
50 100 150 200 250 300 350
0.64
0.66
0.68
0.7
0.72
0.74
msec
e
f
f
e
c
t
i
v
e

v
a
l
u
e

(
p
.
u
.
)
Figure 4.21: Amplitude of the positive-sequence estimated with direct method
50 100 150 200 250 300 350
140
120
100
80
60
40
20
0
20
msec
P
h
a
s
e

a
n
g
l
e

(
d
e
g
r
e
e
s
)
Figure 4.22: Phase-angle of positive-sequence estimated with direct method
50
4.5. CONCLUSIONS
50 100 150 200 250 300 350
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
msec
e
f
f
e
c
t
i
v
e

v
a
l
u
e

(
p
.
u
.
)
Figure 4.23: Amplitude of negative-sequence estimated with direct method
50 100 150 200 250 300 350
45
46
47
48
49
50
51
52
msec
P
h
a
s
e

a
n
g
l
e

(
d
e
g
r
e
e
s
)
Figure 4.24: Phase-angle of negative-sequence estimated with direct method
51
pected from the estimation of the phase-angle of the negative-sequence which
is shown in the CRLB study and the simulations in noisy conditions. The
worst case is when the signal is corrupted by noise due operation conditions,
faults, transients, harmonics and measurements errors. In this work, white
Gaussian noise was assumed to corrupt three-phase signals in the same mag-
nitude, this assumption is not probably fully correct, but this is the rst step
taken to understand three-phase signal noise content. However more work
is needed to dene and identify the type of noise present in power-system
waveforms (voltages and currents), its importance, causes and eects.
An example is shown in which the direct and indirect methods have been
applied to simulated voltage signals and dierences on the estimation are
assessed in terms of square error and detection time. Moreover, measured
voltages obtained during a real event in a medium-voltage public distribution
network are studied using harmonic modelling.
The direct method has good potential to track specic voltage or current
characteristics, e.g. changes in the magnitude of the positive-sequence of
the fth harmonic. This kind of information may be useful for automatic
identication and classication schemes.
52
Chapter 5
Estimation of Time-Varying Frequency
in Power-Systems
This chapter proposes the modication of the previous model used to esti-
mate positive- and negative-sequences from three-phase voltage samples in
Chapter 4, to estimate the time-varying fundamental frequency by adding
one state-variable. An analysis of the stability, initial conditions and accu-
racy is performed for the method which is implemented with an extended
complex Kalman lter(ECKF). Results from simulated and measured data
tests are presented.
5.1 Introduction
Most of the techniques used to estimate parameters for sinusoids (funda-
mental frequency signal plus harmonics) assume that the fundamental fre-
quency is constant. In reality, the power-system frequency is not constant,
i.e. a power-system operates with a frequency close to so called nominal
frequency. The nominal frequency is 50 Hz in Europe and 60 Hz in most
of North, Central and South America. During operation it is perfectly ac-
ceptable to assume that the frequency is time-varying. Dierences between
the real frequency and the assumed in the model may cause error when the
positive- and negative-sequence phase-angles are estimated. In the case of
estimating positive- and negative-sequences with the objective of detection,
identication and classication of the event type, these errors could lead to
miss match or wrong identication. That is why we believe that time-varying
frequency estimation may be of interest.
Signal frequency, amplitude and phase-angle estimation have been studied
53
CHAPTER 5. ESTIMATION OF TIME-VARYING FREQUENCY IN POWER-SYSTEMS
by signal processing and researches in other elds for many years, a huge
number of books and scientic journal articles are available dealing with
this topic [44, 45, 46, 47, 48]. Zero-crossing and DFT techniques were used
to estimate frequency [49, 50, 51], unfortunately, their performance is poor
under noise. Therefore, longer sampling time is required. For these reasons
the investigation of more rened techniques was needed. In this chapter, the
goal is to extent the model discussed in Chapter 4, in order to investigate its
capability for time-varying frequency estimation and/or become aware of its
limitations if it is the case.
When considering complex sinusoids in additive complex white noise de-
scribed as follows
v(n) =
2
K
k=1
V
k
e
(
k
n+
k
)
+

N(n) (5.1)
where V
k
is the rms of the fundamental frequency (k = 1) and harmonics
(1 < k K),
k
phase-angle,
k
= k
0
having
0
= 2f
0
/f
s
, with f
0
as the
fundamental frequency, e.g. 50 Hz in Europe or 60 Hz in Americas, f
s
as the
sampling frequency and nally,

N(n) assuming a complex white noise with
zero mean and known variance
2
.
Non parametric techniques have shown to be more suitable for frequency
estimation, particularly Eigen methods. Pisarenko has demonstrated that
the frequencies could be derived from the eigenvector corresponding to the
minimum eigenvalue of the signal autocorrelation matrix, this method is
called Pisarenko Harmonic Decomposition (PHD)[52]. The method is limited
in its usefulness due to its low sensitivity to noise, additionally it requires
to know a-priori the number of complex sinusoids K and the noise assumed
must be white. Therefore it is not used in practice. If the order is high the
computation may result time consuming. Although, this method was the
rst step into the eigenvalue decomposition methods which are more robust
to noise sensitivity.
MUltiple SIgnal Classication Method (MUSIC)[53] applies the concept
of decomposing the signal autocorrelation matrix into signal and noise sub-
spaces. The autocorrelation function is inexact due to noise. The noise
variance is computed by averaging the smallest eigenvalues related to the
noise sub-space. In this method the eect of spurious peaks is reduced by
averaging. Finally, frequency is computed from the largest averaged peaks.
PHD and MUSIC estimation methods can be improved dramatically by
using Singular Value Decomposition (SVD) of the signal covariance matrix
in the presence of noise [53]. By computing the eigenvalues and splitting
them on signal and noise sub-spaces [54]; then setting the noise eigenvalues
54
5.2. DEFINING THE PROBLEM
to zero and recomputing the spectral peaks which results in a higher degree
of accuracy for frequency estimation. Although, the computer complexity to
compute the SVD is extremely high.
On the other hand, considering parametric techniques for the model de-
scribed in (5.1), the Forward-Backward Linear Prediction(FBLP) was pro-
posed [55], this method tries to t sinusoid signal models into the observed
data. Unfortunately, this method doesnt perform well in the presence of
noise; the location of the estimated spectral peaks can be greatly aected by
a small amount of noise which produces false frequency mapping.
A Maximum Likelihood Estimator (MLE) was proposed for estimation
of all signal parameters (amplitude, phase-angle and frequency) resulting
in a non-linear estimator which can highly depend on the initial conditions.
Therefore, the estimation could reach a local minimum making the frequency
estimation biased [56], by adding constraints to the method, the frequency
estimation was improved, eciency of the method is reached asymptotically
[57].
An extended complex Kalman lter (ECKF) used to estimate all param-
eters (amplitude, phase-angle and frequency) of a single sinusoid is presented
in [41, 58]. Its properties are extensively analysed covering stability, accu-
racy and initial conditions of this type of estimators, which give good results
under some constraints. Other Kalman lter estimators are reported in [59].
Finally, modied techniques to track frequency have been proposed by ap-
plying the -transform [60, 61]. Their stability, accuracy and designing
properties were studied extensively by [62, 63]. These methods are highly
non-linear and depend strongly on the initial conditions. If initial conditions
were chosen incorrectly the performance of the estimator is poor, resulting
in biased estimations [64].
This chapter is organized as follows: Section 5.2 denes the problem of
estimating time-varying fundamental frequency from the sampled voltages.
Section 5.3 extends the previous model presented in the Chapter 4, for time-
varying frequency estimation. Section 5.4 describes the extended complex
Kalman lter algorithm. Section 5.5 summarizes the model for the harmonics
case, Section 5.6 shows results based on simulated and measured data. And
nally, conclusions are given in Section 5.7.
5.2 Dening the Problem
Having three-phase observed voltage such as
v
a
(n) =
2V
a
cos(
0
n +
a
) +N
a
(n)
55
v
b
(n) =
2V
b
cos(
0
n +
b
) +N
b
(n) (5.2)
v
c
(n) =
2V
c
cos(
0
n +
c
) +N
c
(n)
where V
a
, V
b
and V
c
are the rms;
a
,
b
and
c
are the phase-angles;
0
is the discrete angular frequency (
0
= 2f
0
/f
s
), being f
0
the fundamental
frequency of voltage, i.e. 50 Hz in Europe and 60Hz in USA and f
s
the
sampling frequency; N
a
(n), N
b
(n) and N
c
2
); and n is
the discrete time index. In this model, it is assumed the same frequency for
the three-phases. Combining these samples by using the -transform to
obtain an alternative expression as
v
(n) =
2
_
V
1
e
j
0
n
+V
2
e
j
0
n
_
(5.3)
where V
1
and V
2
are dened in (4.4) in Chapter 4 as the positive- and
negative-sequences, respectively. This expression can be synchronized by
e
jn
to obtain the dq-transform as
v
dq
(n) = v
(n)e
jn
(5.4)
v
dq
(n) =
2
_
V
1
e
j
0
n
e
jn
+V
2
e
j
0
n
e
jn
_
. (5.5)
In the previous chapter, we assumed =
o
, so the expression was reduced
to
v
dq
(n) =
2
_
V
1
+V
2
e
j2
o
n
_
. (5.6)
However, the unknown variable is the fundamental frequency so it is not pos-
sible to compute the dq-transform because in (5.4) a synchronization or rota-
tional operator is required. Therefore, the frequency must be computed from
the -transform in (5.3). The goal is to estimate frequency and positive-,
negative-sequences from the sampled voltages which are combined into the
-transform. The next Section only consider the estimation of the funda-
mental frequency, although the model is extended to estimate harmonics and
its frequencies in Section 5.5.
5.3 Extending the Previous Model
Starting with (5.3) and using it to estimate our goal. The nonlinear system
considered would be as
X(n + 1) = a{X(n)} +U(n)
Y (n) = H(n)X(n) +V (n) (5.7)
56
5.3. EXTENDING THE PREVIOUS MODEL
where a{X(n)} is a nonlinear function of the state-vector, U(n) the complex
model noise with zero mean and variance
2
u
and V (n) has zero mean and a
2
v
variance which are complex and noises have real and imaginary components
as [65]
2
v
=
2
vr
+i
2
vi
2
vr
=
2
vi
(5.8)
and
2
u
=
2
ur
+i
2
ui
2
ur
=
2
ui
. (5.9)
For the three-phase system described in (5.1), lets dene the state-vector as
X(n) = [x
1
x
2
x
3
]
T
n
(5.10)
x
1
(n) = e
jn
x
2
(n) = V
1
e
jn
= V
1
x
1
(n)
x
3
(n) = V
2
e
jn
= V
2
x
1
1
(n).
It follows that the state-equation becomes
_
_
x
1
x
2
x
3
_
_
n+1
= a{x(n)} +
_
_
u
1
u
2
u
3
_
_
n
(5.11)
with
a{x(n)} =
_
x
1
x
2
x
1
x
3
x
1
_
T
n
(5.12)
and the observation-equation becomes
y(n) =
2 [0 1 1]
_
_
x
1
x
2
x
3
_
_
n
+v(n). (5.13)
The time-varying frequency is computed by applying
f(n) =
f
s
2n
Im{log[ x
1
(n)]} (5.14)
where f
s
is the sampling frequency. And the positive- and negative-sequences
are found as
V
1
= x
2
(n)e
jn
= x
2
(n) x
1
1
(n) (5.15)
V
2
= x
3
(n)e
jn
= x
3
(n) x
1
1
(n) (5.16)
57
5.4 Extended Complex Kalman Filter (ECKF)
Algorithm
As noticed the state-equation is nonlinear, the algorithm is summarized as
follows, more details can be found in [40](Chapter 13, Section 13.7 and Chap-
ter 15). The algorithm would be modied as follows
Step (1) Prediction:
x(n|n 1) = a{ x(n 1|n 1)}
Step (2) Error covariance matrix a-priori:
P(n|n 1) = A(n 1)

P(n 1|n 1)A(n 1)
H
+Q
Step (3) Kalman gain matrix:
K(n) =

P(n|n 1)H
T
(n)[H(n)

P(n|n 1)H
T
(n) +C]
1
Step (4) Filtering:
x(n|n) = x(n|n 1) +K(n)[y(n) H(n)x(n|n 1)}]
Step (5) Error covariance matrix a posteriori:
P(n|n) = [I
m
K(n)H]

P(n|n 1)
Taylor series expansion is applied to linearize the non-linear term a{.}, then
the rst derivative is found to be as
A(n) =
a{x(n)}
x(n)
x(n)= x(n|n)
=
_
_
1
x
2
x
3
x
2
1
0
x
1
0
0
0
x
1
1
_
_ (5.17)
Expanding a{x(n)} into Taylor series will show that a second derivative is
not zero and the third derivative doesnt either, therefore, the non-linearity
could be considered strong and unavoidable. This means that to use the rst
derivative to estimate the non-linear variable(frequency) would make the
algorithm weak to nonlinearities in the signals, e.g. jumps or discontinuities
such as voltage dips. To ensure stability and convergence properties with
this approximation, the chose of initial conditions is highly important which
is discussed next.
5.4.1 Tuning the Extended Complex Kalman Filter
The initial conditions could take any value x(0|0) close to the ideal val-
ues i.e. x
1
initial condition would be function of 50 Hz, just to start but
58
5.5. EXTENSION TO THREE-PHASE SYSTEMS CONTAINING K HARMONICS
never equal to zero. The covariance matrix

P(0|0) = RI could be initi-
ated at any value for R > 0. The covariance matrix of model noise is
Q = E[U(n)U
T
(n)] =
2
u
I, where I
m
. The covariance matrix of observa-
tion noise is C = E[V (n)V
T
(n)] =
2
v
I
l
. Then, Q and C could take any
value dierent from zero. However, the main weakness of ECKF frequency
estimators is the biased estimation. [62, 63] proposed the introduction of a
new parameter , making [A(n)]
11
= 1 , for tuning the ECKF. [64] has
determined another important property to reduce bias, =
2
u
/
2
v
and = 0.
5.5 Extension to Three-Phase Systems Con-
taining K Harmonics
As it was dened in Chapter 4, Section 4.2.3., consider a three-phase system
containing K harmonics, to be modelled through the following expression:
v
a
(n) =
2
K
k=1
V
k
a
cos(n
k
+
k
a
) +N
a
(n)
v
b
(n) =
2
K
k=1
V
k
b
cos(n
k
+
k
b
) +N
b
(n) (5.18)
v
c
(n) =
2
K
k=1
V
k
c
cos(n
k
+
k
c
) +N
c
(n)
and dening the symmetrical components for each harmonic k as [39]
_
_
V
k
0
V
k
1
V
k
2
_
_ =
1
3
_
_
1
1
1
1
a
a
2
1
a
2
a
_
_
_
_
V
k
a
V
k
b
V
k
c
_
_ (5.19)
then, after some algebraic manipulations to nd the -transform using (4.2)
and (5.19), to the phase voltages modelled by (5.18), it follows
v
(n) =
2
_
K
k=1
V
k
1
e
jkn
+
K
k=1
V
k
2
e
jkn
_
+

N(n)e
jn
(5.20)
where the relation
k
= k is applied and is unknown.
Model for the three-phase system containing K harmonics
Considering the system described in (5.20), the state vector of the Kalman l-
ter contains (2K+1) elements, one additional state compared with the model
59
dened in (4.16), and it is dened as
a{X(n)} = [x
1
x
2
x
3
x
2K
x
2K+1
]
T
n
=
_
e
jn
V
1
1
e
jn
(V
1
2
)
e
jn
V
K
1
e
jKn
(V
K
2
)
e
jKn
_
T
n
=
_
x
1
x
2
x
1
x
3
x
1
1
x
2K
x
K
1
x
2K+1
x
K
1
_
T
n
. (5.21)
The state equation associated with the system becomes
X(n + 1) = a{X(n)} +
_
_
u
1
.
.
.
u
2K+1
_
_
n
(5.22)
and the observation equation for the system becomes
y(n) =
2 [0 1 . . . 1]
_
_
x
1
.
.
.
x
2K+1
_
_
n
+v(n) (5.23)
The time varying frequency is found as described in (5.14). The positive-
and negative-sequences associated with the fundamental (k = 1) and the
harmonics (k [2, K]) can be found by
V
1
k
(n) = x
2k
(n)e
jkn
= x
2k
(n) x
k
1
(n) (5.24)
V
2
k
(n) = x
2k+1
(n)e
jkn
= x
2k+1
(n) x
k
1
(n). (5.25)
Kalman lter algorithm
The algorithm presented in Section 5.4 still holds, just it is required to com-
pute the A(n) term, then Taylor series expansion is applied to linearize the
non-linear term a{.}, the rst derivative is found to be as
A(n) =
a{x(n)}
x(n)
x(n)= x(n|n)
=
_
_
1
x
2
x
3
x
2
1
.
.
.
Kx
K1
1
x
2K
Kx
2K+1
x
K+1
1
0
x
1
0
.
.
.
0
0
0
0
x
1
1
.
.
.
0
0
. . .
. . .
. . .
.
.
.
. . .
. . .
0
0
0
.
.
.
x
K
1
0
0
0
0
.
.
.
0
x
K
1
_
_
(5.26)
60
5.6. TEST RESULTS FOR SIMULATED DATA
Table 5.1: Unbalanced three-phase simulated data
)
v
a
(n): 1.00 5
v
b
(n): 0.90 125
v
c
(n): 1.00 245
Table 5.2: Estimated frequency over a two cycle window: SNR 60 and 50 dB
mean(60dB) var(60dB) mean(50dB) var(50dB)
50 50.1028 0.0365 50.1308 0.3531
10 50.1053 0.0531 50.1348 0.4124
0 50.1064 0.0577 50.1116 0.4510
5.6 Test Results for Simulated Data
5.6.1 Three-Phase Systems: Simulated Voltages
An unbalanced three-phase voltage system was simulated from data shown
in Table.5.1. The simulated fundamental frequency is set up to 50.10 Hz
and the sampling frequency is 3800 Hz. Noise was added to each phase
varying SNR from 40, 45, 50 and 60 dB (=0.01, 0.0055, 0.003 and 0.001
p.u.). The ECKF estimator was tuned to be
2
v
= 0.001, = 0 and = 0, 10
and 50. Table.5.2 and Table.5.3 show the resulting mean and the variance
for the estimated frequency when SNR 60, 50, 45 and 40 dB and dierent
. Results were averaged over a 2 cycle window. It is clear from these
tables that the noise produces bias on the estimations, and this bias can
not be eliminated totally even in the asymptotically sense(when N tends to
Innity). Therefore, choosing = 50 may reduce the bias and the variance.
However this bias can not be eliminated totally. Unfortunately, when the
SNR is low (45dB) the bias and the variance remain even with a high .
The lower bias and variance resulted when SNR is 60 dB and = 50,
then Table.5.4, shows the relation between the window length and the vari-
ance of the estimation. These results conrm that the frequency variance is
reduced when the window size increased, as proved in (Equation 3.41) in [40]
which conrms that the variance is inversely proportional to the SNR and
the window size.
61
Table 5.3: Estimated frequency over a two cycle window: SNR 45 and 40 dB
mean(45dB) var(45dB) mean(40dB) var(40dB)
50 50.1945 1.1106 50.4138 5.6240
10 50.2053 1.4328 50.4078 4.8135
0 50.2313 1.8456 50.4781 5.5150
Table 5.4: Window length vs Standard Deviation of the estimated frequency
Window length Standard Deviation-(10
3
)
N/4: 0.2264
N/2: 0.2114
N: 0.2045
2N: 0.1965
30N: 0.1450
5.6.2 Constant Frequency Variation
Three-phase voltages were simulated from the same data in Table.5.1. Noise
was added (SNR =40, 45, 50 and 60 dB), the fundamental frequency is set
up to be 50 Hz and its constant variation (F) was simulated. The ECKF
was tuned to
2
v
= 0.001, = 0 and = 50. Fig.5.1 and Fig.5.2 show
the estimated fundamental frequency with a constant variation under noisy
conditions. When the SNR is high, i.e. SNR 60 dB, the algorithm is even
capable of tracking frequency with certain level of accuracy. However, when
the SNR is low, i.e. SNR 45 dB, the algorithm is strongly biased and the
estimations can not be trusted.
5.7 Conclusions
Frequency estimation based in ECKF is a highly non-linear approach, and re-
sults in biased estimations. With high SNR( 50 dB), frequency estimations
are less biased. However, with low SNR( 45 dB) estimations are strongly
biased. Non-linearity can be reduced by increasing more terms to the Taylor
series expansion. However, a second, a third or any higher term may prob-
ably not be necessary because the algorithm will become more complicated
and impractical.
Tuning the ECKF for frequency tracking is not an easy task. How to
62
5.7. CONCLUSIONS
20 40 60 80 100 120 140 160 180
47
48
49
50
51
52
53
msec
H
z
+0.0040
+0.0068
= 0.015 Hz/msec
0.0040
0.0068
0.015
Figure 5.1: Constant frequency deviation: for SNR 60 dB (solid) and SNR 50 dB (dash)
20 40 60 80 100 120 140 160 180
47
48
49
50
51
52
53
msec
H
z
= 0.015 Hz/msec
+0.0068
+0.0040
0.0040
0.0068
0.015
Figure 5.2: Constant frequency deviation: for SNR 60 dB (solid) and SNR 40 dB (dash)
63
solve this problem is still unclear and it may result in a dicult task to do.
Using this estimator to track frequency under voltage dip conditions may
complicate performance, resulting in a very sensitive and highly nonlinear
estimator dependent on initial conditions, which are unknown after a new
stage is reached. Choosing any initial condition when a voltage dip is de-
tected, may result in erroneous estimations because the ECKF may reach a
local optimum instead of the global one. Finally, we have not found practical
applications for the ECKF when referring to frequency estimation, however,
we have found enough evidence to hold that the problem remains still un-
solved.
64
Chapter 6
Active and Reactive Power Estimation
This chapter presents an algorithm to directly estimate the active and reac-
tive power from the sampled voltage and current waveforms under the least
squares (LS) criterion. Conventional approach computes the voltages and
current phasors, then the apparent, active and reactive power are calculated.
A least squares estimator (LSE) will be used to estimate active and reactive
power. LS methods are model based and its performance will depend on the
noise level. However, the advantage of this approach is that LSE is a simple,
fast and cheap method that can be applied to track fast changes in power.
6.1 Introduction
A well known technique to compute the active and reactive power is based
on the DFT by rst computing the voltage and current phasors [66] and then
using classical power-system knowledge assuming that the signals are deter-
ministic. Although the DFT technique is widely used in the power-system
community, its resolution is limited when dealing with multi-component sig-
nals, i.e. harmonics. Its accuracy is degraded when the signal is not a perfect
deterministic signal, i.e. when it is noise corrupted. The randomness of the
voltage and current signals are caused by the uctuation of the electrical
system parameters (load and generation units), as customers switch on or
o various devices. This randomness is increased when noise is added to the
signal due to nonlinearities in the sampling process.
Many researchers have focused their work on power quality and power-
system events by studying voltage behavior: phase by phase or three-phases;
there are available extensive studies on this topic, many of them where al-
ready mentioned in Chapter 2. However, there are a few studies consid-
65
CHAPTER 6. ACTIVE AND REACTIVE POWER ESTIMATION
ering the current behavior, and studying currents by themselves may not
give enough information on the underlying event. On the other hand, in
the power-system protection area, a wide known and used device to protect
transmission lines is the distance relay, which bases its fundamental on the
combination of voltages and currents as impedance by applying Ohms law,
where resistance (R) and reactance (X) are analysed to detect and trip when
a possible fault is located in a protection zone with a certain degree of con-
dence [67, 68]. The combination of voltage and current measurements, as
the active and reactive power was not extensively studied in the power qual-
ity eld. However, a power signature analyzer based on active and reactive
power behavior was proposed [69] and a locator of power quality sources was
dened by using this approach [70], both recently. In these works, voltage
and current phasors were computed rst, by using block based least squares
techniques: recursive [71] or sequential forms [72], then the standard active
and reactive power were found.
By using the denition of instantaneous power, we are able to dene an
active and reactive power estimator. We will not follow the classical approach
of computing rst the voltage and current phasors. The active and reactive
power can be estimated directly from the voltage and current samples. The
least squares (LS) method will be used to estimate active and reactive power.
LS methods are model based and its performance will depend on the noise
level. We will consider the LS as a simple rst approach to investigate this
eld. Then the active-, reactive power and the power factor can be studied
under dierent power-system events to understand their behavior.
In Section 6.2 the single-phase instantaneous power in continuous-time
domain is discussed. Section 6.3 discusses the problem to estimate active
and reactive power from the sampled three-phase voltages and currents in
the discrete-time domain. In Section 6.4 the instantaneous power is discussed
when the sampled signals are corrupted by noise. Section 6.5 presents test
results using simulated data. Finally, conclusions are presented in Section
6.6.
6.2 Single-Phase Instantaneous Power
The instantaneous power p(t) is dened in the continuous-time domain as
the multiplication of instantaneous signals: voltage v(t) and current i(t) for
a single-phase ac system [73]. Note that the instantaneous power denition
chosen for this chapter is not the denition used in power electronics control,
where voltages, currents and instantaneous power are referenced to the
space [74, 75, 76].
66
6.2. SINGLE-PHASE INSTANTANEOUS POWER
Load
v(t)
i(t)
Figure 6.1: Single phase ac circuit
The angular frequency is = 2f
o
, where f
o
is the network frequency,
i.e. 50 Hz in Europe and 60 Hz in Americas. Dene
v(t) =
2V cos (t) (6.1)

i(t) =
2I cos (t + ) (6.2)
where the voltage v(t) is considered to be the reference signal, i.e. at 0
, V
and I are the rms or eective values of voltage and current, respectively and
the phase-angle dierence between voltage and current, i.e. the current
lag or lead w.r.t. the voltage. In Fig.6.1, the voltage applied to the load
results in a current i(t) for the single-phase ac system. The instantaneous
power p(t) is dened as follows,
p(t) = v(t)i(t) (6.3)
= 2V I[cos(t) cos(t + )]
= 2V I[cos(t){cos(t) cos() sin(t) sin()}]
= 2V I[cos(t)
2
cos() cos(t) sin(t) sin()]
= 2V I
__
1
2
+
cos(2t)
2
_
cos()
sin(2t)
2
sin()
_
= V I[cos() + cos() cos(2t) sin(2t) sin()]
p(t) = V I cos ()[1 + cos (2t)]
V I sin ()[sin (2t)]
p(t) = (instantaneous active power)
+(instantaneous reactive power)
where the mean value of the instantaneous active power is known as the
active power and the mean value of instantaneous reactive power is zero, but
with a maximum value of V I sin (). This can be interpreted in electrical
67
terms as: the voltage source is supplying constant ow of energy to the load
in one direction only known as active power. At the same time an interchange
of energy is taking place between the source and the load of average zero but
with peak value of V I sin () known as the reactive power. The interchange
of energy between the source and the inductive or capacitive elements takes
place at twice the supply frequency. Therefore, it is possible to think of an
active power P(t), dened as P(t) = V I cos (); and a reactive power Q(t),
dened as Q(t) = V I sin ().
1
Where is the phase-angle between the
phasors V = V and I = Ie
j
and can be computed as
= arctan
_
Q(t)
P(t)
_
. (6.4)
Then, the instantaneous power is dened as
p(t) = P(t)[1 + cos (2t)] Q(t)[sin (2t)] (6.5)
An equally important electrical quantity is the power factor dened as cos().
The active and reactive power are dened for sinusoidal quantities, thus for
constant V , I and . To obtain their values some kind of averaging over
at least one cycle is required. (6.5) is also derived under the assumption
that voltages and currents are sinusoidal. However, from (6.5), it is possi-
ble to obtain estimated values for P(t) and Q(t) at a sub-cycle time scale
(N=Window length, e.g. N one cycle), and therefore, the power factor.
6.3 Dening the Problem: Three-Phase Ap-
proach
The denition presented in Section 6.2. is valid for the continuous-time
domain and it can be extended to the discrete-time domain, if the Nyquist
theorem is satised [77]. Then, the discrete angular frequency becomes =
2f
0
/f
s
, where f
0
is the network frequency, and f
s
is the sampling frequency.
In a three-phase system, voltages are dened as
v
a
(n) =
2V
a
cos (n +
a
)
v
b
(n) =
2V
b
cos (n +
b
) (6.6)
v
c
(n) =
2V
c
cos (n +
c
)
1
The term (t) is adopted to emphasize that the quantity is dened in the continuous-
time domain, and to avoid confusion with their discrete versions.
68
6.3. DEFINING THE PROBLEM: THREE-PHASE APPROACH
and currents as
i
a
(n) =
2I
a
cos (n +
a
)
i
b
(n) =
2I
b
cos (n +
b
) (6.7)
i
c
(n) =
2I
c
cos (n +
c
)
and having N samples(n = 0, 1, ..., N 1). Therefore, the instantaneous
power p(n), in the discrete time domain, for each phase may be computed as
p
a
(n) = v
a
(n)i
a
(n)
p
b
(n) = v
b
(n)i
b
(n) (6.8)
p
c
(n) = v
c
(n)i
c
(n)
(6.5) was derived assuming that the voltage signal is always referenced or
at least this reference is known. Unfortunately, most of the cases, when
measured voltages and currents, this reference is unknown, therefore, it is
important to derive a more general expression for the discrete time domain,
such as
v(n) =
2V cos (n +) (6.9)
i(n) =
2I cos (n +) (6.10)
where the dierence ( ) would be applied to compute the active and
reactive power, for any electrical phase, as shown in Fig.6.2, where three-
phase voltage and current phasors are depicted.
V
b
rotating at
V
c
0
120
240
n speed.
V
a
I
a
I
b
I
c
c
Figure 6.2: Representing three-phase voltage and current phasors
69
The instantaneous power for this general case, is computed as
p(n) = v(n)i(n)
= 2V I {cos (n +) cos (n +)}
= 2V I {cos (n +) cos (n + + [ ])}
= 2V I {cos (n +) [cos (n +) cos ( )
sin(n +) sin( )]}
= 2V I
_
cos
2
(n +) cos ( )
sin (n +) cos (n +) sin ( )}
= 2V I
__
1
2
+
1
2
cos (2n + 2)
_
cos ( )
_
1
2
sin (2n + 2)
_
sin ( )
_
= V I cos ( ) +V I cos ( ) cos (2n + 2)
V I sin ( ) sin (2n + 2)
= P(n) +P(n) cos (2n + 2) Q(n) sin (2n + 2) (6.11)
the active power P(n) and the reactive power Q(n) are dened as
P(n) = V I cos ( ) (6.12)
Q(n) = V I sin ( ) (6.13)
The problem is to estimate active power P(n) and reactive power Q(n), for
each phase, from the sampled voltages and currents when the phase-angle
dierence ( ) is unknown and over a window (N).
As it is possible to notice, if = 0
, then (6.11) is equivalent or analogous

to (6.5). If is dierent than zero and it is unknown, it is necessary to
re-write (6.11) in such a way that a LSE can be found. After applying some
trigonometric identities, the instantaneous power can be re-written as
p(n) = v(n)i(n)
= 2V I {cos (n +) cos (n +)}
= 2V I {cos (n) cos () sin(n) sin()} {cos (n) cos ()
sin (n) sin ()}
= 2V I
_
cos
2
(n) cos () cos () sin (n) cos (n) sin () cos ()
sin (n) cos (n) cos () sin () + sin
2
(n) sin () sin ()
_
= 2V I
_
cos
2
(n) cos () cos () sin (n) cos (n) [sin () cos ()
+cos () sin ()] +sin
2
(n) sin () sin ()
_
70
6.3. DEFINING THE PROBLEM: THREE-PHASE APPROACH
= 2V I
_
1
2
cos () cos () +
1
2
cos (2n) cos () cos ()
1
2
sin (2n) cos ( +)
+
1
2
sin () sin ()
1
2
cos (2n) sin () sin ()
_
= V I cos ( ) +V I cos ( +) cos (2n)
V I sin ( +) sin (2n)
p(n) = P(n) +V I cos ( +) cos (2n) V I sin ( +) sin (2n) (6.14)
and P(n) is the active power dened in (6.12). From (6.14) a LSE can be
dened for estimation of P(n) and Q(n).
6.3.1 Least Squares Estimator for Active and Reactive
Power
A LSE for the three-phase case can be dened by re-writing (6.14) as
2
p(n) = [1 cos (2n) sin (2n)]
_
_
x
1
x
2
x
3
_
_ (6.15)
where x
1
= P(n), x
2
= V I cos ( +) and x
3
= V I sin ( +). Dene as
a vector containing the parameters to be estimated,
=
_
_
x
1
x
2
x
3
_
_ =
_
_
P
x
2
x
3
_
_ . (6.16)
It follows,
V I =
_
x
2
2
+x
2
3
(6.17)
( ) = arccos
_
x
1
V I
_
(6.18)
and nally, the reactive power can be computed by,
Q(n) = V I sin ( ). (6.19)
Then, (6.15) can be re-written in vector form as,
p = H (6.20)
2
Note that from (6.11) it is not possible to dene a LSE because is unknown, however
from (6.14) a LSE is dened straight forward.
71
where p = [p(0) p(1) ... p(N 1)]
T
contains N samples over a window.
And the transition matrix is dened as
H =
_
_
1
1
.
.
.
1
1
cos (2)
.
.
.
cos (2(N 1))
0
sin (2)
.
.
.
sin (2(N 1))
_
_
. (6.21)
Applying, the standard least squares method [40], the estimated

becomes
= [H
T
H]
1
H
T
p (6.22)
and the inverse [H
T
H]
1
has a closed form[78] equal to
[H
T
H]
1
=
_
_
1
N
0
0
0
2
N
0
0
0
2
N
_
_ . (6.23)
Finally,

P(n) and

Q(n) are the estimated active and reactive power, for each
electrical phase, and they are averaged over a window N. The active power
for each phase is known to be as
P
a
(n) = V
a
I
a
cos (
a
a
)
P
b
(n) = V
b
I
b
cos (
b
b
) (6.24)
P
c
(n) = V
c
I
c
cos (
c
c
)
and the reactive power is
Q
a
(n) = V
a
I
a
sin (
a
a
)
Q
b
(n) = V
b
I
b
sin (
b
b
) (6.25)
Q
c
(n) = V
c
I
c
sin (
c
c
)
(
a

a
), (
b

b
) and (
c

c
) are the phase-angle dierences between
the voltage and current for each electrical phase. The phase-angle dierence
for each electrical phase, can be determined by
(
a
a
)(n) = arctan
_

Q
a
(n)
P
a
(n)
_
(
b
b
)(n) = arctan
_

Q
b
(n)
P
b
(n)
_
(6.26)
(
c
c
)(n) = arctan
_

Q
c
(n)
P
c
(n)
_
72
6.4. THREE-PHASE MEASURED VOLTAGES AND
CURRENTS CORRUPTED BY NOISE
6.4 Three-Phase Measured Voltages and
Currents Corrupted by Noise
The instantaneous power p(n) is estimated from the sampled voltages and
currents. However, it is perfectly acceptable to assume that both signals are
noise corrupted due to, operation, interference or sampling. Then, (6.9) and
(6.10) can be re-written as
v(n) =
2V cos (n +)
v
s
(n) = v(n) +N
v
(n) (6.27)
i(n) =
2I cos (n +)
i
s
(n) = i(n) +N
i
(n) (6.28)
where N
v
(n) and N
i
(n) are i.i.d. WGN with mean zero and variance
2
v
and
2
i
,respectively . This assumption can not be fully true, however, the Gaus-
sian case has extensively been studied in signal processing, therefore, it could
result in a rst step to understand the problem of having noisy signals when
studying power quality events. The voltage and current noises are assumed
to be uncorrelated between them, i.e. E[v(n)N
i
(n)] = E[i(n)N
v
(n)] = 0.
When the estimated instantaneous power p(n) is corrupted by noise, then
p(n) = E[p(n)]
= E[{v(n) +N
v
(n)}{v(n) +N
v
(n)}]
= E[v(n)i(n)] +E[v(n)N
i
(n)] +E[i(n)N
v
(n)] +E[N
v
(n)N
i
(n)]
= v(n)i(n)
= P(n) +V I cos ( +) cos (2n) V I sin ( +) sin (2n). (6.29)
In this case the LSE still holds for estimation of active and reactive power.
However, a LS is model based and statistical properties on the signals are
not assumed, therefore, estimations are noise dependent.
6.5 Test Results for Simulated Data
6.5.1 Three-Phase Systems: Simulated Voltages and
Currents
A three-phase system was simulated with data presented in Table.6.1. Sam-
pled signals were corrupted by noise WGN(0,
2
), for SNR 30, 40, 45, 50
73
Table 6.1: Unbalanced three-phase system: simulated data
)
v
a
(n): 1.05 5
v
b
(n): 0.95 125
v
c
(n): 1.00 245
i
a
(n): 1.00 15
i
b
(n): 1.20 135
i
c
(n): 1.00 255
Table 6.2: True active and reactive power and power factor
Active Power(p.u.) Reactive Power(p.u.) Power Factor
Phase-a: 0.5170 0.0912 0.9848
Phase-b: 0.5613 0.0990 0.9848
Phase-c: 0.4924 0.0868 0.9848
and 60 dB. The signal was simulated with sampling frequency 3800 Hz; fun-
damental frequency 50 Hz; total samples N=1292; averaged over a window
(one cycle) of 76 samples. The true active and reactive power per phase is
given in Table.6.2, where the power factor is given as well. To assess accuracy
of the estimator the mean square error (MSE) was calculated. The MSE is
dened as follows
MSE =
1
N
N1
n=0
|x(n) x(n)|
2
(6.30)
where x(n) is the true value and x(n) is the estimated value. Table.6.3 shows
the MSE for active and reactive power estimations under dierent SNR, the
MSE is very small resulting in a good estimator that minimizes the square
error but it is noise dependent. Table.6.4 and Table.6.5 show the estimated
active and reactive power and their variances under dierent SNR (30, 40, 45,
50 and 60 dB). From these tables, it is possible to conclude that the LSE for
active and reactive power is good but it depends on the noise of the signals.
Therefore, estimations for real measurements may be good if the signal noise
content is low, e.g. SNR > 45 dB. The LSE will perform well for the case
of swells and voltage dips, when sudden variations on the amplitudes and
phase-angles for the three-phase signals may occur.
74
Table 6.3: Mean square error(MSE) vs SNR
SNR (dB) Active Power Reactive Power
30 0.028969 0.716523
40 0.002072 0.054998
45 0.000483 0.017059
50 0.000132 0.005405
60 0.000017 0.000493
Table 6.4: Active power: estimated value and variance(10
3
) for dierent SNR(dB)
SNR P
a
(p.u.) var P
b
(p.u.) var P
c
(p.u.) var
30 0.518181 0.005630 0.559769 0.051898 0.493238 0.017523
40 0.516873 0.001852 0.560969 0.001503 0.492661 0.001151
45 0.517228 0.000577 0.561591 0.000634 0.492489 0.000398
50 0.517037 0.000114 0.561188 0.000106 0.492366 0.000168
60 0.517054 0.000015 0.561321 0.000020 0.492394 0.000013
Table 6.5: Reactive power: estimated value and variance(10
3
) for dierent SNR(dB)
SNR Q
a
(p.u.) var Q
b
(p.u.) var Q
c
(p.u.) var
30 0.089554 0.306176 0.092075 0.821146 0.081937 0.390034
40 0.092089 0.031800 0.100236 0.094864 0.088642 0.028861
45 0.090220 0.018934 0.098425 0.001503 0.087671 0.012055
50 0.091233 0.004990 0.098539 0.003262 0.087211 0.007045
60 0.091403 0.000485 0.099091 0.000307 0.086811 0.000432
75
Table 6.6: Unbalanced voltage dip: voltages(v) and currents(c)
I (p.u.) I (
) II (p.u.) II (
) III (p.u.) III (
)
v
a
: 1.0154 50.88 0.8762 43.90 1.0159 51.14
v
b
: 1.0250 -69.78 0.9444 -68.63 1.0245 -69.40
v
c
: 1.0079 170.14 1.0104 164.48 1.0096 175.64
c
a
: 0.9687 2.19 2.1718 4.96 0.9560 3.07
c
b
: 0.8819 -119.55 1.8550 -146.27 0.8643 -120.33
c
c
: 0.8834 125.09 1.0350 126.06 0.8592 124.48
Table 6.7: True active and reactive power per phase
I (p.u.) II (p.u.) III (p.u.)
P
a
: 0.3243 0.7385 0.3226
P
b
: 0.2892 0.1853 0.2758
P
c
: 0.3137 0.4097 0.2707
Q
a
: 0.3689 0.5823 0.3554
Q
b
: 0.3435 0.8536 0.3448
Q
c
: 0.3109 0.3220 0.3267
6.5.2 Simulated Voltage Dip Conditions
A three-phase voltage and current signals were simulated by applying (4.1)
with parameters shown in Table.6.6 for voltages and currents, which de-
scribes amplitude(p.u.) and phase-angle(
) with 50 Hz for the fundamental

frequency sampled at 4800 Hz. Simulated waveforms are set to have dif-
ferent stages or segments: pre-voltage dip (Stage I) from 0 to 104 msec,
during-voltage dip (Stage II) from >104 to <208 msec and after-voltage dip
(Stage III) from >208 to 312 msec. Dierent noise content is applied to each
phase (SNR 30, 40, 45, 50 and 60 dB). Table.6.7 shows the true active
and reactive power for each stage (I, II and III). Finally, Table 6.8 shows
the MSE when estimating active and reactive power under dierent SNR.
Again, the LSE produces good estimations but these estimations are noise
dependent. Fig.6.3 to 6.5 show the estimated active, reactive power and
power factor when SNR 30 dB, for the simulated voltage dip. Fig.6.3 shows
changes in the active power during the simulated voltage dip. Active power
in phase-a has a considerable increased, more than twice. The active power
in phase-b, has decreased in about 30% and active power in phase-c has in-
76
Table 6.8: Mean square error(MSE) vs SNR
SNR (dB) Active Power(MSE) Reactive Power(MSE)
30 0.014101 0.059656
40 0.001340 0.005661
45 0.000450 0.001783
50 0.000138 0.000540
60 0.000022 0.000069
50 100 150 200 250 300
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
msec
p
.
u
.
Figure 6.3: Estimated active power: phase-a(solid), phase-b(dash) and phase-c(dash-
dot)
creased in about 30%. In Fig.6.4, the reactive power per phase is shown.
Reactive power in phase-b during the simulated voltage dip has an increased
of almost 50%, reactive power in phase-a almost double. And reactive power
remains almost constant for phase-c. Until here, we can not conclude much
on the changes in the active and reactive power per phase. However, by ana-
lyzing the power factor plotted in Fig.6.5, it is possible to conclude that the
voltage dip was mainly involving phase-b where the power factor decreases
considerably. The power factor of phases-a and -c remain almost constant,
small changes may probably are due to compensate active power decreased
in phase-b.
77
50 100 150 200 250 300
0.2
0.3
0.4
0.5
0.6
0.7
0.8
msec
p
.
u
.
Figure 6.4: Estimated reactive power: phase-a(solid), phase-b(dash) and phase-c(dash-
dot)
50 100 150 200 250 300
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
msec
C
o
s
(
)
Figure 6.5: Estimated power factor: phase-a(solid), phase-b(dash) and phase-c(dash-dot)
78
6.6. CONCLUSIONS
6.6 Conclusions
LSE gives a good solution for the estimation of active power and reactive
power from the three-phase sampled voltages and currents. One of the main
advantages of LS method is that it can handle corrupted data and gener-
ate the optimal solution under the LS criterion. Since the assumption that
noise and signal are uncorrelated mostly unsatised, the estimation results
will depend on the noise properties. However, this is considered as a good
approximation that may be used to identify and classify power signals as
a simpler approach. LSE can be used to track fast changes in active and
reactive power.
79
80
Chapter 7
Conclusions and Future Research
7.1 Conclusions
The work presented in this thesis aims to investigate signal processing tech-
niques applied to power-system event classication when eld measurements
are available: i.e. three-phase voltage and current waveforms.
The problem of dealing with data coming from dierent sources in many
formats arises when eld voltage and current waveforms are available because
many utilities have several power quality monitors installed at dierent points
on the network. In this thesis, we deal with real measurements and in some
minor cases simulations. The technique or method used to sample the voltage
and current waveforms is outside of the scope of this work. Our main concern
are the discrete signals which are captured with any power quality monitor.
Power quality equipment manufacturers use their proprietary software to
manage all recorded waveforms. How this software processes them and how
these algorithms work is not given or specied in technical manuals. Be-
cause of this, we propose an open architecture database to manage the min-
imum necessary information regarding voltage and current waveforms and
open algorithms to process and treat the information. This software tool en-
ables open access for collecting and sharing recorded waveforms. Algorithms
used to process this information are detailed as well. Moreover, graphical
user interfaces are standardized for handling and presenting the information.
Furthermore, accessing this software through the Internet is enabled giving
exibility to its open architecture.
Algorithms and procedures can be added as modules during the course
of the research project. The developed software can be used for research
or educational purposes as well, e.g. collected waveforms can be shared
among researchers or students to investigate specic events. Additionally, the
81
CHAPTER 7. CONCLUSIONS AND FUTURE RESEARCH
software may allow algorithm testing when dealing with feature extraction
or rules for classication. Finally, statistics can be obtained from a specic
set of waveforms regarding low voltage records in certain power-systems.
A method for combining three-phase information is developed and stud-
ied. The method is based in the dq-transform which allows the estimation
of the positive- and negative-sequences for three-phase voltages or currents.
The estimator is proposed and analysed for the fundamental frequency and
harmonic cases. Moreover, the accuracy, stability and computational com-
plexity are studied. The proposed method gives a direct way to compute
the positive- and negative-sequences for voltages and currents for classica-
tion purposes and it is implemented by Kalman lters. The method is an
alternative for the phase by phase analysis. The Cr amer-Rao lower bound is
found for the dq-transform model. The performance of the estimator under
noisy conditions is tested. In this work, and in most other studies it is as-
sumed that three-phase signals are corrupted by Gaussian white noise. This
assumption is probably not fully true. However, this is the rst step towards
understanding three-phase signals corrupted by noise. More work is required
to dene and identify the type of noise present in power-system waveforms,
its importance, causes and eects.
The direct method has good potential for tracking specic voltage or
current characteristics, e.g. fast changes in the magnitude of the positive-
sequence of the fth harmonic. This kind of information may be useful for
automatic identication and classication schemes, although such a scheme
is not dened yet.
In the case of characterizing voltage dips based on positive- and negative-
sequences, a shallow voltage dip can be identied wrongly due to an error in
the phase-angle of the negative-sequence if the voltage signals are corrupted
by noise. By nding the Cr amer-Rao Lower Bound of the dq-transform
model, this assumption was proved to be correct. A small unbalance in the
three-phase system could lead to phase-angle error of the negative-sequence
in voltage and/or current.
Another important conclusion drawn from the proposed algorithm is re-
lated to the power-system frequency. The frequency must be known a-priori
to accurately compute the phase-angle of positive- and negative-sequences.
In most cases, the assumption of a constant frequency close to the nominal
frequency: 50Hz in Europe and 60 Hz in America, would be enough. How-
ever, the system can operate at a slightly dierent frequency which may result
in apparent phase-angle shifting. This may cause incorrect classication of
the underlying power-system event. In power quality monitors this problem
is solved by synchronizing the measurements with an internal clock, and by a
zero-crossing method to nd the frequency. In our case the problem may be
82
7.1. CONCLUSIONS
solved by using frequency trackers or phase lock loop (PLL)algorithms ap-
plied to the voltage waveforms. With these algorithms the estimation error
of phase-angle may be reduced.
As the need to estimate frequency from the sampled waveforms (mainly
voltages because they are less corrupted by harmonics or noise) arose, a
frequency tracker based on extended complex Kalman lters (ECKF) from
voltage waveforms is investigated. This algorithm is derived from the model
used for estimation of positive- and negative-sequences presented in Chapter
4. Estimation based on ECKF is a highly non-linear approach, and the results
are biased. Tuning the ECKF for frequency tracking is dicult. With this
approach we demonstrate that the problem of estimating frequency from
the signal using a ECKF is still unsolved. We have found that estimating
positive-, negative-sequences and frequency with the same model may be
easier from the implementation point of view. However, it is not feasible yet.
This remains as an interesting topic for continuing research.
Another interesting way of combining and studying voltage and current
waveforms is given through the instantaneous power. From the denition of
instantaneous power a simpler method to estimate active and reactive power
is derived and proposed. The method is analysed and implemented by using
Least Squares Estimators (LSE). One of the main advantages of the LSE is
that it can handle noise corrupted signals and generate the optimal solution
under the LS criterion. The problem of estimating the active and reactive
power from sampled voltages and currents corrupted by noise when there
is no phase reference is presented. This estimator may be a useful method
for eld applications when dealing with real waveforms corrupted by noise.
Again, this algorithm was developed under the assumption that the system
is operating at the nominal frequency. However, when dealing with real
measured waveforms an angular reference is not available. For this reason,
the estimation of the phase-angle dierence between the signals may be of
importance, e.g. phase-angle of voltage and current waveforms.
83
7.2 Future Research
This section outlines four topics on which further research would be appre-
ciated.
7.2.1 Bayes Detection
A combination of power-system features extracted by Kalman Filter tech-
niques and Bayes Classication scheme is proposed. Power-system features
such as, amplitude and phase-angle of positive- and negative-sequences and/or
active, reactive power and power factor computed by applying signal process-
ing methods, as those proposed in this report, should be used. Bayesian clas-
sication could be dened based on these features. It is expected that these
schemes would have the ability to detect, select and classify power-system
events under dierent disturbances.
Industrial customers are mainly aected by dips. Voltage dips may cause
mal-trip of equipment in power-system networks. Sometimes mal-trip results
in economic loss due to the shut down of production processes and sometimes
due to the damage caused to end-user or generation equipment. In order to
avoid this problem, dierent types of detection devices have been proposed.
Detection schemes are based on the rate of change or threshold-crossing algo-
rithms with a detection time less than 10msec, e.g. 1-5msec when combining
voltage information into the dq-transform (as treated in Chapter 4). How-
ever, during the detection time of the voltage dip, industrial components
(motor drives which are more sensitive) are still exposed to the dip, which
could still cause a production stoppage.
A possible new method for faster recognition of voltage dips is the use
of detection schemes based on Kalman lters and Bayes classication tech-
niques, e.g. for the voltage dip case [79]. This approach will allow devices
to detect any dip almost instantaneously and the expert system is able to
learn by itself. Preliminary tests have shown that detection of a voltage dip
is possible in less than 10 msec even with a high condence rate [15]. This
framework could be enhanced for any power-system disturbance.
For a given set of events
i
, for i = 1, ..., M, where M is the total num-
ber of recorded events for a particular network or utility within a certain
period of time by many power quality monitors. Let us dene a vector
= [d
1
d
2
. . . d
k
] that contains k features and characterizes any event. The
denition of d
k
features is still under study. Some features are considered in
[5, 16, 17, 18, 19, 20, 21, 22, 79].
The rst step should be to dene a large number of features to charac-
84
7.2. FUTURE RESEARCH
terize these events. As more features are dened, the events will be better
understood. A second step is to recognize
f
classes, e.g. voltage dip type
A, capacitor switching, ..., interruptions, etc. The third step would be to
reduce the number of nuisance features until the class
f
is re-dened and
optimized. A nal and fourth is needed when a new class
f+1
is not clas-
sied by the expert system because its features are unknown. In this case
the implementation of the ability to self learn from unknown events would
be required.
Once a given set for a particular power-system is analysed, the expert
system would learn from this preliminary set, and incoming events are going
to be classied with the previous knowledge. Denition of pre-knowledge for
each class
f
is required.
7.2.2 A Three-Phase and Multilevel Approach
The detection of the same power-system event at dierent locations in the
system is another interesting issue for further research. The power qual-
ity monitors installed will register the same event in dierent locations at
dierent time stamps because synchronization is not always possible. If a
single-site study is carried out, this may result in counting the same power-
system event more than once. We believe that the combined analysis of
these records should be done by taking into account probabilistic techniques
to solve the multilevel approach. Some features may be dened by taking
into account dierent voltage levels, e.g. voltage and current waveforms in
more than one buss in the power-system.
The same record seen from dierent points in the network would give more
information about the location and the network conditions that caused this
event to happen, even if the network conguration is changing. A dicult
task is to determine and select that an event registered at dierent time stamp
with many power quality monitors is the same event. When the time stamps
is dierent, it is important to x rules or a methodology to determine or infer
about the type and location of the event. The references that would be used
to continue this research are: [15, 16, 80, 81, 82, 83, 84, 85, 79, 86, 87, 88].
Characterization of voltages and currents measured at dierent busses
in a network is necessary. If just three-phase voltages would be analysed,
determining the event type accurately is limited and determining its location
is dicult. Analyzing voltage waveforms allows one to infer the type of event
but we would not be condent of its direction or location. When concerning
the same event recorded by dierent power quality monitors the task is even
more dicult.
How can we determine if the recorded events which are labelled with
85
dierent time stamps are the same event or dierent events? How condent
are we about the type of the event? How condent are we about the location
of the event? These questions can not be answered without a combination of
signal processing, pattern recognition and power-system knowledge. The use
of redundancy in the measurements at dierent location could be of interest
when correlating the information.
To perform this analysis we deal with real recordings at three-phase volt-
age and current at multilevel voltage as well as simulations. Current record-
ings will give us information about the direction of the event. Additionally,
direction information may be found from voltage measurements at two con-
secutive locations. The rst step of this analysis will consider voltage dips
and voltage swells in a multi-source network. Gradually more events will be
added to be analysed.
7.2.3 Noise Model for Power-System Signals
The investigation of the noise when collecting eld waveforms is needed. All
the work done in power-systems assumes that waveforms are deterministic
or noise free. This assumption could be a good approach for planning or
designing a power-system. When dealing with real waveform collected from
eld, some kind of noise is present in many dierent proportions and having
dierent statistical distributions. Although the noise can be neglected in
most cases, knowing its properties and being able to infer about its behavior
can lead to improved estimation and classication schemes. Noise can be
investigated to determine its importance, causes, eects. This may probably
have direct impact in protection schemes; mal-function or mal-operation may
be reduced. A better understanding of noise under operation conditions may
be of importance when studying real waveforms.
7.2.4 Direction Finding
A considerable amount of work has been done on the determination of the
origin of a power-system disturbance when dealing with real waveforms. We
believe that a combination of power-system and signal processing techniques,
may be able to detect faster and more accurately the direction of the event.
[30] proposes the basis for distance relaying with symmetrical components
based on the rate of voltage and current changes and derives one single
equation to handle all possible faults in a power-system. If this scheme is
implemented with Kalman lters that are one step ahead estimators, the
direction of the event and the event classication may be accomplished in a
faster way.
86
Appendix A
The Cramer-Rao Lower Bound of the
dq-Transform
A.1 Complex Noise of the dq-Transform
v
dq
(n) =
2
_
V
1
+V
2
e
j2
o
n
_
+
2
3
[N
a
(n) +aN
b
(n) +a
2
N
c
(n)]e
j
o
n
(A.1)
where a = e
j2
3
is the rotating factor for computing the symmetrical compo-
nents and N
a
(n), N
b
(n) and N
c
2
). Let dene vectors
as
N
a
= [N
a
(0) N
a
(1) . . . N
a
(N 1)]
T
N
b
= [N
b
(0) N
b
(1) . . . N
b
(N 1)]
T
N
c
= [N
c
(0) N
c
(1) . . . N
c
(N 1)]
T
and a matrix E = diag[1 e
j
0
. . . e
j
0
(N1)
]. Then, the second term of
(A.1) can be re-written in vector form as
N =
2
3
E{N
a
+aN
b
+a
2
N
c
} (A.2)
where the complex noise

N is a linear combination of the noise in the three-
phase and it is still WGN, lets nd the mean and the covariance. The
expected value of the complex noise would be
E[
N] = E
_
2
3
E
_
N
a
+aN
b
+a
2
N
c
_
_
87
APPENDIX A. THE CRAM
ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

=
2
3
E
_
E {N
a
} +aE {N
b
} +a
2
E {N
c
}
_
= 0 (A.3)
and the covariance is computed as
Cov(
N) = E[
N
H
] (A.4)
=
4
9
E
_
E{N
a
+aN
b
+a
2
N
c
}{N
a
+aN
b
+a
2
N
c
}
H
E
H
_
=
4
9
E
_
E{N
a
+aN
b
+a
2
N
c
}{N
H
a
+a
N
H
b
+a
2
N
H
c
}E
H
_
considering
EE
= EE
H
= I
a = e
j
2
3
a
2
= a
= e
j
2
3
a
3
= 1
a
4
= a
2
= a = e
j
2
3
where I is the identity matrix. It follows,
Cov(
N) =
4
9
E
_
N
a
N
H
a
+a
2
N
a
N
H
b
+aN
a
N
H
c
(A.5)
aN
b
N
H
a
+N
b
N
H
b
+a
2
N
b
N
H
c
a
2
N
c
N
H
a
+aN
c
N
H
b
+N
c
N
H
c
_
however N
a
, N
b
and N
c
are i.i.d., therefore they are uncorrelated
E[N
a
N
H
b
] = E[N
a
N
H
c
] = E[N
b
N
H
a
] = E[N
b
N
H
c
]
= E[N
c
N
H
a
] = E[N
c
N
H
b
] = 0
and the following covariance matrices
E[N
a
N
H
a
] = E[N
b
N
H
b
] = E[N
c
N
H
c
] =
2
I.
It follows that (A.5) is equal to
Cov(
N) =
4
3
2
I. (A.6)
Since

N is CWGN(0,
4
3
2
), (A.1) is simplied as
v
dq
(n) =
2
_
V
1
+V
2
e
j2
o
n
_
+

N(n). (A.7)
88
A.2. CRAM
ER-RAO LOWER BOUND: SINGLE SINUSOID

A.2 Cramer-Rao Lower Bound: Single Sinu-
soid
A single sinusoid can be modelled as
x(n) =
2Acos(
0
n +) +N(n) (A.8)
where, A is the rms value of the sinusoid, is phase-angle,
0
is the known
angular frequency, and N(n) is a Gaussian white noise with zero mean and
variance
2
. Having N samples (n = 0, 1, ..., N 1) dene a vector x =
[x(0) . . . x(N 1)]
T
. If A and are parameters to be estimated dene a
parameter vector as = [A ]
T
. The Cramer-Rao Lower Bound (CRLB)
for a single sinusoid in vector form follows as (Theorem 3.2 [40])
var(
)
i
[I()]
1
ii
(A.9)
where the Fisher information matrix I() is given as
[I()]
ij
= E
_
2
ln p(x; )
j
_
(A.10)
as the signal is corrupted by Gaussian white noise, (A.10) is simplied to
(Section 3.9 [40])
[I()]
ij
=
1
2
N1
n=0
x[n; ]
i
x[n; ]
j
(A.11)
and for simplication let r =
0
n + and using some approximations [56]
N1
n=0
sin (2r) 0 (A.12)
N1
n=0
cos (2r) 0 (A.13)
then
[I()]
11
=
2
2
N1
n=0
cos
2
r =
2
2
N1
n=0
_
1
2
+
1
2
cos(2r)
_

N
2
[I()]
12
= [I()]
21
=
2
2
Acos (r) sin (r) =
A
2
sin (2r) 0
[I()]
22
=
2
2
N1
n=0
A
2
sin
2
(r) =
2
2
N1
n=0
A
2
_
1
2

1
2
sin (2r)
_

NA
2
2
89

the Fisher information matrix becomes
I() =
1
2
_
N
0
0
NA
2
_
,
therefore
[I()]
1
=
2
_
1
N
0
0
1
NA
2
_
,
from (A.9), the CRLB for the estimated parameters in a single sinusoid is
obtained as
var(

A)

2
N
(A.14)
var(
)

2
NA
2
. (A.15)
A.3 Mean and Variance of the dq-Transform
To re-write (A.7) in vector form, lets dene vectors as
v = [v
dq
(0) v
dq
(1) . . . v
dq
(N 1)]
T
V
1
= [V
1
(0) V
1
(1) . . . V
1
(N 1)]
T
V
2
= [V
2
(0) V
2
(1) . . . V

2
(N 1)]
T
and
E
2
= diag[1 e
j2
0
. . . e
j2
0
(N1)
]
then (A.7) in vector form becomes
v =
2
_
V
1
+E
2
V
2
_
+

N (A.16)
the expected value follows as
= E[ v]
= E
_
2
_
V
1
+E
2
V
2
_
+

N
_
= E
_
2
_
V
1
+E
2
V
2
__
+E
_
N
_
=
2
_
V
1
+E
2
V
2
_
(A.17)
the covariance matrix is found as
cov( v) = E[( v )( v )
H
] (A.18)
= E[
N
H
] = cov(
N)
90
A.4. CRAM

from (A.6)
cov( v) = C
v
=
4
3
2
I (A.19)
and the inverse
C
1
v
=
3
4
2
I. (A.20)
A.4 Cramer-Rao Lower Bound of the dq-Transform
If |V
1
|, |V
2
|,
1
and
2
are the parameters to be estimated then (A.7) can be
re-written as
v
dq
(n) =
2|V
1
|e
j
1
+
2|V
2
|e
j
2
e
j2
o
n
+

N(n) (A.21)
and the expected value (A.17) becomes
(n) =
2|V
1
|e
j
1
+
2|V
2
|e
j
2
e
j2
o
n
. (A.22)
Dene a parameter vector = [|V
1
| |V
2
|
1

2
]
T
, the Cramer-Rao Lower
Bound (CRLB), for such a complex signal v, in vector form is known to be
equal to (Section 15.7 [40])
var(
)
i
[I()]
1
ii
(A.23)
where I() is the complex Fisher information matrix dened as
[I()]
ij
= tr
_
C
1
v
()
C
v
()
i
C
1
v
()
C
v
()
j
_
+ 2Re
_

H
()
i
C
1
v
()
()
j
_
(A.24)
from(A.17) then
[n; ] =
2|V
1
|e
j
1
+
2|V
2
|e
j
2
e
j2n
(A.25)
however C
v
is not a function of , the rst term in (A.24) equals to zero and
(A.24) becomes
[I()]
ij
= 2[C
1
v
]
ij
Re
_
N1
n=0

[n; ]
i
[n; ]
j
_
(A.26)
91

Using approximations (A.12) and (A.13) in (A.26), it follows,
[I()]
11
= 2[C
1
v
]
11
Re
_
N1
n=0
2e
j
1
e
j
1
2
_
= 4[C
1
v
]
11
N =
3N
2
[I()]
12
= 2[C
1
v
]
12
Re
_
N1
n=0
2e
j
1
2e
j
2
e
j2n
_
= 4[C
1
v
]
12
Re
_
N1
n=0
e
j(
1
+
2
+2n)
_
= 4[C
1
v
]
12
N1
n=0
[cos (
1
+
2
+ 2n)] 0
[I()]
13
= 2[C
1
v
]
13
Re
_
N1
n=0
2e
j
1
j
2|V
1
|e
j
1
_
= 4[C
1
v
]
13
Re
_
N1
n=0
j|V
1
|
_
0
[I()]
14
= 2[C
1
v
]
14
Re
_
N1
n=0
2e
j
1
j
2|V
2
|e
j
2
e
j2n
_
= 4[C
1
v
]
14
Re
_
N1
n=0
j|V
2
|e
j(
1
+
2
+2n)
_
= 4[C
1
v
]
14
N1
n=0
_
|V
2
| {sin (
1
+
2
+ 2n)}
_
0
[I()]
21
= 2[C
1
v
]
21
Re
_
N1
n=0
2e
j
2
e
j2n
2e
j
1
_
= 4[C
1
v
]
21
Re
_
N1
n=0
e
j(
1
+
2
+2n)
_
= 4[C
1
v
]
21
N1
n=0
[cos (
1
+
2
+ 2n)] 0
[I()]
22
= 2[C
1
v
]
22
Re
_
N1
n=0
2e
j
2
e
j2n
2e
j
2
e
j2n
_
= 4[C
1
v
]
22
N =
3N
2
[I()]
23
= 2[C
1
v
]
23
Re
_
N1
n=0
2e
j
2
e
j2n
j
2|V
1
|e
j
1
_
92
A.4. CRAM

= 4[C
1
v
]
23
Re
_
N1
n=0
j|V
1
|e
j(
1
+
1
+2n)
_
= 4[C
1
v
]
23
N1
n=0
_
|V
1
| {sin (
1
+
2
+ 2n)}
_
0
[I()]
24
= 2[C
1
v
]
24
Re
_
N1
n=0
2e
j
2
e
j2n
j
2|V
2
|e
j2
2
e
j2n
_
= 4[C
1
v
]
24
Re
_
N1
n=0
j|V
2
|
_
0
[I()]
31
= 2[C
1
v
]
31
Re
_
N1
n=0
j
2|V
1
|e
j
1
2e
j
1
_
= 4[C
1
v
]
31
Re
_
N1
n=0
j|V
1
|
_
0
[I()]
32
= 2[C
1
v
]
32
Re
_
N1
n=0
j
2|V
1
|e
j
1
2e
j
2
e
j2n
_
= 4[C
1
v
]
32
Re
_
N1
n=0
j|V
1
|e
j(
1
+
1
+2n)
_
= 4[C
1
v
]
32
N1
n=0
_
|V
1
| {sin (
1
+
2
+ 2n)}
_
0
[I()]
33
= 2[C
1
v
]
33
Re
_
N1
n=0
j
2|V
1
|e
j
1
j
2|V
1
|e
j
1
_
= 4[C
1
v
]
33
Re
_
N1
n=0
|V
1
|
2
_
=
3|V
1
|
2
N
2
[I()]
34
= 2[C
1
v
]
34
Re
_
N1
n=0
j
2|V
1
|e
j
1
j
2|V
2
|e
j
2
e
j2n
_
= 4[C
1
v
]
34
Re
_
N1
n=0
e
j(
1
+
2
+2n)
_
= 4[C
1
v
]
34
N1
n=0
_
|V
1
||V
2
| {cos (
1
+
2
+ 2n)}
_
0
[I()]
41
= 2[C
1
v
]
41
Re
_
N1
n=0
j
2|V
2
|e
j
2
e
j2n
2e
j
1
_
93

= 4[C
1
v
]
41
Re
_
N1
n=0
j|V
2
|e
j(
1
+
2
+2n)
_
= 4[C
1
v
]
41
N1
n=0
_
|V
2
| {sin (
1
+
2
+ 2n)}
_
0
[I()]
42
= 2[C
1
v
]
42
Re
_
N1
n=0
j
2|V
2
|e
j2
2
e
j2n
2e
j
2
e
j2n
_
= 4[C
1
v
]
42
Re
_
N1
n=0
j|V
2
|
_
0
[I()]
43
= 2[C
1
v
]
43
Re
_
N1
n=0
j
2|V
2
|e
j
2
e
j2n
j
2|V
1
|e
j
1
_
= 4[C
1
v
]
43
Re
_
N1
n=0
|V
1
||V
2
|e
j(
1
+
2
+2n)
_
= 4[C
1
v
]
43
N1
n=0
_
|V
1
||V
2
| {cos (
1
+
2
+ 2n)}
_
0
[I()]
44
= 2[C
1
v
]
44
Re
_
N1
n=0
j
2|V
2
|e
j2
2
e
j2n
j
2|V
2
|e
j2
2
e
j2n
_
= 4[C
1
v
]
44
Re
_
N1
n=0
|V
2
|
2
_
=
3|V
2
|
2
N
2
.
Finally, the CRLB is obtained as
var(|
V
1
|)

2
3N
(A.27)
var(|
V
2
|)

2
3N
(A.28)
var(

1
)

2
3|
V
1
|
2
N
(A.29)
var(

2
)

2
3|
V
2
|
2
N
. (A.30)
94
List of Figures
2.1 Time-line of power quality monitoring equipment evolution . . 6
2.2 Automatic classication scheme . . . . . . . . . . . . . . . . . 10
3.1 Open architecture application: dashed - in our computer system 18
3.2 Power Quality database relationship scheme . . . . . . . . . . 19
3.3 Graphical User Interface - Query Module . . . . . . . . . . . . 20
3.4 Graphical User Interface - Plot Module . . . . . . . . . . . . . 21
3.5 Graphical User Interface - Auxiliary Plot Module . . . . . . . 22
4.1 Indirect method: three adaptive lters and one transformation 25
4.2 Direct method: one adaptive lter and one transformation . . 25
4.3 Representing three-phase voltages in -space . . . . . . . . . 26
4.4 Positive- and negative-sequences in the dq-space . . . . . . . . 27
4.5 CRLB: true(solid), indirect(dot) and direct(dash) method for
positive-sequence amplitude estimation . . . . . . . . . . . . . 35
positive-sequence phase-angle estimation . . . . . . . . . . . . 35
negative-sequence amplitude estimation . . . . . . . . . . . . . 36
negative-sequence phase-angle estimation . . . . . . . . . . . . 36
4.9 Total flops = number of Additions plus Multiplications . . . . 38
4.10 Computation time when estimating: indirect method: KF
order 5(solid) - KF order 1(dot); direct method: KF order
5(dash) - KF order 1(dash-dot) . . . . . . . . . . . . . . . . . 38
4.11 Average relative error of magnitude in positive-sequence: in-
direct(solid) and direct(dash) methods under noise . . . . . . . 40
95
LIST OF FIGURES
4.12 Average relative error of magnitude in negative-sequence: in-
direct(solid) and direct(dash) methods under noise . . . . . . . 41
4.13 Average relative error of the phase-angle dierence between
the positive- and negative-sequences: indirect(solid) and di-
rect(dash) methods under noise . . . . . . . . . . . . . . . . . 41
4.14 Simulated unbalanced three-phase voltages; phase-a(solid), phase-
b(dash) and phase-c(dash-dot): [Top] with harmonics noise-
less [Bottom] with harmonics and noise 40 dB . . . . . . . . . 44
4.15 Positive-sequence estimated with direct method - order 1(solid),
order 3(dash), order 5(dash-dot), order 7(dot)and true value(solid-
thin): [Top] start of the voltage dip - ST [Bottom] end of the
voltage dip - ED . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.16 Negative-sequence estimated with direct method - order 1(solid),
order 3(dash), order 5(dash-dot), order 7(dot) and true value(solid-
thin): [Top] start of the voltage dip - ST [Bottom] end of the
voltage dip - ED . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.17 Detection time: true value(solid) and estimated value(dash),
condence interval (dot) . . . . . . . . . . . . . . . . . . . . . 47
4.18 Amplitude of the positive-sequence estimated with direct method
- order 1(dot), order 7(solid) and true (dash) . . . . . . . . . . 48
4.19 Amplitude of the negative-sequence estimated with direct method
- order 1(dot), order 7(solid) and true (dash) . . . . . . . . . 48
4.20 Three-phase voltage waveforms: phase-a(solid), phase-b(dash)
and phase-c(dash-dot) . . . . . . . . . . . . . . . . . . . . . . 49
4.21 Amplitude of the positive-sequence estimated with direct method 50
4.22 Phase-angle of positive-sequence estimated with direct method 50
4.23 Amplitude of negative-sequence estimated with direct method 51
4.24 Phase-angle of negative-sequence estimated with direct method 51
5.1 Constant frequency deviation: for SNR 60 dB (solid) and SNR
50 dB (dash) . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
5.2 Constant frequency deviation: for SNR 60 dB (solid) and SNR
40 dB (dash) . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.1 Single phase ac circuit . . . . . . . . . . . . . . . . . . . . . . 67
6.2 Representing three-phase voltage and current phasors . . . . . 69
6.3 Estimated active power: phase-a(solid), phase-b(dash) and
phase-c(dash-dot) . . . . . . . . . . . . . . . . . . . . . . . . . 77
6.4 Estimated reactive power: phase-a(solid), phase-b(dash) and
phase-c(dash-dot) . . . . . . . . . . . . . . . . . . . . . . . . . 78
96
LIST OF FIGURES
6.5 Estimated power factor: phase-a(solid), phase-b(dash) and
phase-c(dash-dot) . . . . . . . . . . . . . . . . . . . . . . . . . 78
97
LIST OF FIGURES
98
List of Tables
4.1 Simulated unbalanced three-phase voltages . . . . . . . . . . . 34
4.2 Computational complexity of the Kalman lter . . . . . . . . 37
4.3 Number of ops (Kalman lter) . . . . . . . . . . . . . . . . . 37
4.4 Unbalanced voltage dip: phase-a . . . . . . . . . . . . . . . . . 42
4.5 Unbalanced voltage dip: phase-b . . . . . . . . . . . . . . . . 42
4.6 Unbalanced voltage dip: phase-c . . . . . . . . . . . . . . . . . 43
4.7 Square error (SE): direct (d) and indirect (i) methods . . . . . 44
4.8 Detection time (start of the voltage dip-ST) [msec]: direct(d)
and indirect(i) methods . . . . . . . . . . . . . . . . . . . . . . 47
4.9 Detection time (end of the voltage dip-ED) [msec]: direct(d)
and indirect(i) methods . . . . . . . . . . . . . . . . . . . . . . 48
5.1 Unbalanced three-phase simulated data . . . . . . . . . . . . . 61
5.2 Estimated frequency over a two cycle window: SNR 60 and 50
dB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
5.3 Estimated frequency over a two cycle window: SNR 45 and 40
dB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
5.4 Window length vs Standard Deviation of the estimated fre-
quency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
6.1 Unbalanced three-phase system: simulated data . . . . . . . . 74
6.2 True active and reactive power and power factor . . . . . . . . 74
6.3 Mean square error(MSE) vs SNR . . . . . . . . . . . . . . . . 75
6.4 Active power: estimated value and variance(10
3
) for dierent
SNR(dB) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
6.5 Reactive power: estimated value and variance(10
3
) for dif-
ferent SNR(dB) . . . . . . . . . . . . . . . . . . . . . . . . . 75
6.6 Unbalanced voltage dip: voltages(v) and currents(c) . . . . . . 76
99
LIST OF TABLES
6.7 True active and reactive power per phase . . . . . . . . . . . . 76
6.8 Mean square error(MSE) vs SNR . . . . . . . . . . . . . . . . 77
100
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50 100 150 200 250 300

an estimate of the parameter .

(n). Then, this

(n) is dq-transformed, resulting in a complex voltage

. Consider a three-phase current

) III (p.u.) III (

) III (p.u.) III (

) III (p.u.) III (

2V cos (t) (6.1)

, then (6.11) is equivalent or analogous

) III (p.u.) III (

) with 50 Hz for the fundamental

ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

ER-RAO LOWER BOUND: SINGLE SINUSOID

ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

ER-RAO LOWER BOUND OF THE DQ-TRANSFORM

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