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Fourier transform, Wavelets, Prony analysis:

Tools for Harmonics and Quality of Power


Michel MEUNIER (Service EEI) Franqoise BROUAYE (L.S.S.)
SupClec
Plateau de Moulon
91 190 GIF SUR YVETTE
France
in ich e I. m eun ierasupe I ec,fi

ABSTRACT: The first difficulty when trying to use such "new" tools is the
The Fourier transform is a very useful tool for signal studies. mathematical one [2]. It is difficult to understand the
Nevertheless there are many problems using it; but these mathematical theories developed to bring into play as the
problems are very well known and correctly explained in wavelets as the Prony analysis. And understanding the
literature.
Wavelets are not usual in power network analysis. However,
mathematical theory does not give the performances that can
they are easy to use and give good results; the edge effects are be expected in a given application and the problems when
transient and the computation time may be reasonable. implementing the method.
Prony analysis is only found in few papers about power The Fourier transform is explained by every teacher, and,
networks. There are few high-performance decomposition more or less, in every signal-processing book. Everybody
programs. The best ones remain sensitive to noise. They require knows the expected performances, and the problems as the
a long observation time with many samples. But, when the spectrum withdraw. But wavelets and Prony method are not
analysis succeed, this method is the most powerful to explain more difficult to understand and to use.
what happens in a power network transient. We are going to examine successively the three methods,
This paper explains as simply as possible the wavelet and the
Prony analysis and shows, qualitatively their performances and
very rapidiy for the Fourier analysis, with more details for
their limits. wavelets [3] and for the Prony method [I]. Finally a short
conclusion allows comparing these methods, their
Key words: Power Quality Analysis, wavelet transform, Prony performances and the problems encountered when using
method, Fourier Transform, Harmonic. them.

11. THE FOURIER ANALYSIS


I. INTRODUCTION
The Fourier method gives a frequency point of view of a
The aim of this paper is to explain as simply as possible three signal. The signal is considered as a sum of sinusoids. The
signal processing tools that can be used in power network problem is that a sinusoid never begins .md never stops. The
domain. The Wiper-Wille analysis is not examined, because sinusoid function is always the same from minus infinite to
it would be too much in one paper. infinite. So it is very difficult to locate when a frequency is
The three methods try to solve the same problem: when present; however, it is sometimes possible because all the
analyzing a voltage or a current, knowing its instantaneous information is present in the Fourier transform.
value versus time is always useful, but this does not lead to A usual solution is the short time Fourier analysis. A time
an easy analysis. It's often required to use a tool giving a window is defined. The transform is made inside and the
different point of view; usually which frequency is present results are related only to this window. Translating it all
and when. The most usual tool is the Fourier transform. along the time scale shows when a frequency is present.
Wavelet method is not a new one, but it is not often used. Some problems are encountered. The window width gives the
Prony analysis is generally unknown by people doing studies lowest analyzed frequency. The sampling frequency gives the
about power networks. highest analyzed frequency. High frequencies are shown only
after integration all along the window, so that if a high
frequency is present a very short time, its magnitude, after
integration all along the window, will be small. Edge effects
are not transients and some filters are required. Some
techniques, like Hamming window, may be used to have
Paper accepted for presentatwn at the 8u Intem*onal
good performances.
Conference on Harmonics and Quality of Power
Finally, this method is good to find a previously known
ICHQP '98,joint& organized by IEEEPES and NTUA,
Athens, Greece, October 14-16, 1998 frequency with a well-adapted window. It is less easy to find
an unknown frequency; analyze with several windows,
0-7803-5105-3/98/$10.00 0 1998 IEEE having different widths, is often required.

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The most important quality of this method is that it is interesting mathematical features and allow very short
commonly used in power network analysis, as in many other computation time. They are often used for image processing.
applications. The encountered problems are well known, as For network signal processing, it is better, to my mind, to
their solutions. There is a lot of ready to use softwareS. Some choose wavelets leading to an easy interpretation of the
discrete Fourier analysis programs require very short decomposition.
computation time and it is possible to use it in real time
processing. B. Analyzing a signal wW, a wavelet
A wavelet is compared with the signal and a coefficient is
defined. If the signal looks like the wavelet, the coefficient is
111. WAVELETS high. If not, the coefficient is low. This coefficient is given
by a scalar product:

A. A wavelet example
A wavelet is an oscillating and damped h c t i o n [2]. A This integral can be computed only in the time interval where
wavelet example V(t) is shown fig. 1. the wavelet value is significant. This shows the wavelet
8
I
analyze the signal in a window, the wavelet time location.
Then there is no edge effect like in the Fourier analysis with a
window. In the Fourier analysis, the analyzing function has
an infinite time location. A wavelet has a finite time location
and if the signal is known in this location all the required
information is known.
If there is some similarity between the signal and the wavelet,
the product y/(t)s(t)will be high a long time, and C is high.
If there is no likeness between the wavelet and the signal, C
must be zero.
The C coefficients allow rebuilding the signal as a sum of
wavelets which weights are given by C.
I I
6.05 0 0.05
time millisecond C. Acceptabili?yof the wavelet
Fig. I : wavelet example For example, assume the signal is a constant s. There is
nothing common to this non-oscillating signal and the
The frequency is given by the oscillation. The center of the wavelet, C must then be zero.
wavelet allows saying when the wavelet is; it lasts sometime
before and after this center point. The example wavelet is
symmetrical and the center concept is evident; but some It can be seen the property
wavelets may be unsymmetrical. The Fourier transform of
the presented wavelet is shown fig.2.
is very important.
It is the so-called "acceptability" of the wavelet. If this
integral is not zero, it is possible to have coefficients different
from zero even if there is no likeness between the signal and
the wavelet.
Some wavelets which acceptability is not exactly zeroed can
be used. But it is required Ey/(f)dt is small enough.
Mathematicians explain the acceptability in a more
theoretical way, but when using wavelets a bad
"acceptability" leads to false results because coefficients are
not zeroed when there is no likeness between the signal and
the wavelet.
Fig. 2: Fourier transform of the wavelet example.
D. Scale modifcation
It is not a single value because the wavelet is not a pure The example wavelet is centered on one frequency. If it is not
sinusoid. close to a frequency present in the signal, C will stay close to
Many different wavelets may be used. The required property zero. It is required to be able to modify the wavelet
is the "acceptability" explained below. Some wavelets have frequency. Modifying the scale does this:

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Modifying U and b allows to get a wavelet at the frequency
and at the time you want.
It also can be seen, on this figure, that when the time location
v(t)is said mother wavelet. of an analyzing wavelet is three times thinner, its frequency
location is three times larger. This indicates the area in the
v(,,)(t)is said analyzing wavelet. plane (time, frequency) is always the same for each analyzing
b shows the time when the center of the analyzing wavelet is wavelet.
placed. It is now possible to scan the plane time versus frequency.
a is the scale factor. L is analog to a frequency up to a Two strategies can be used:
a Choose an instant b and try a lot of scales a or frequencies
multiplicative constant k. k
. lis
- a coefficient used in order to have the same "energy"
- . It is a time cut strategy.
a
J;;
k
in each analyzing wavelet. Choose a scale a or a frequency - and try a lot of instant b.
Fig. 3a shows two analyzing wavelets. One is centered on 50 a
Hz. The other has a scale three times smaller; it is centered It is a scale or frequency cut strategy.
on 150 Hz. On the figure 3b the squared coefficient Each scanning wavelet is related to the same area in the time-
magnitude of the Fourier transform is shown. The squared frequency plane.
coefficient is chosen to show the energy. The area is always
the same; this is the effect ofthe coefficient L. E. Complex wavelet3
& A wavelet may be complex, then the coefficients C are
complex and the modulus and the argument may be
examined.
For example, a wavelet usually used in my team is a complex
one. The real part of this wavelet is the example I chose to
show figure 1. The mother wavelet is:

Q is chosen so that the wavelet is acceptable.


In the last exponential term, the constant 271 is not required,
but this allows showing easily the frequency.
This is not the best wavelet, because the wavelet quality
depends on the analyzed signal; but we often used it, with
success, for power network signals.
We use to call it the "Chaari wavelet". Chaari is the name of
the Ph'd student who proposed this wavelet and did the
programs allowing to use it. The z transform of this wavelet
is a polynomial and it is possible to do the analysis with a
recursive algorithm leading to very short computation time.
Our experience shows the Chaari wavelet is a good
compromise for power network signal analysis.
There is much information in the argument.
Fig. 4 shows the C coefficient argument when analyzing a
pure sinusoid with this wavelet. The sinusoid is a 100% one.
The analyzing wavelets are between 80 and 150 Hz. The
modulus and the argument of the coefficients are shown on
figure 4b and 4c.

(3b)
Fig. 3: Two analyzing wavelets and their Fourier transform.

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wavelet. The maximum is obtained for the 100 Hz analyzing
wavelet, as the analyzed function.
On the (4c) figure, it can be seen the time required to vary the
argument from -A to A is the period of the analyzed sinusoid
and not the period of the analyzing wavelet. This point is
important because it is possible to find the exact frequency of
the signal even if the analyzing wavelet is not chosen with
the right frequency.
But this property is not easy to use when the signal contains
several frequencies. Then the argument of the analyzing
wavelet is related to the closest frequency in the signal.

(44 IV. PRONY ANALYSIS


wavelet znebsis. rr.oduius
A. Definition
The signal s(t) is considered as a sum of damped sinusoids
PI-
s(t)= CKi = CAie-ni'sin(w,t + 9))
i i
For negative time, Ki stays to zero. This shows the causality
is important, and the time when an event occurs is the instant
when all the Prony terms begin.

time (second)

Fig. 5 :Analyzing element in the Prony method

Let us that for 04,the damped sinusoid becomes an


exponential term.
For Bi=O the damped sinusoid becomes a permanent (not
damped) term.
A damped sinusoid can be written as exponential using
complex notation.
J $3:,2 I) 114 I_ Jt< Cl Oci 0 I

iTs:c,)

(4c) The signal is sampled using a constant sampling period At.


Figure 4: A sinusoid. the real part of an analyzing wavelet The n sample related to the t time value is given above. Then
Ma), and the coeflcient magnitude of the modulus versus the (n+l) sample can be written as:
time andfrequency (4b), and the coeflcient of the argument
versus lime andfrequency (4c)
i

The coefficient magnitude is the same at each time because it For each Prony term, to go from one sample to the following
is always the same function that is analyzed. This coefficient is multiplying by a constyt:
magnitude depends only on the frequency of the analyzing ( - B ~+j o i ) ~ t
e

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Knowing the Prony term number leads to a polynomial that and how this analysis is powerful to understand what
must be solved and finally all the values ofA, Bimi and happened in the network.
300, ,

pi can be computed.

B. The decomposition problems


A damping sinusoid is not a wavelet because it is not
acceptable. So it is required to use an algorithm completely
different from the wavelet one. This algorithm is heavy and
the computation time is very long. A real time processing is
not possible.
Moreover, to search a set of coefficients to multiply the
Prony exponential terms to go from one sample to the I

following leads to a great noise sensitivity. A high number of " 0 0.M 002 0.b3 0.b 0.k O
h
T" (t)
samples is then required; this means long records. Fig. 6: Capacitor bank inrush current and it's Prony
Practically, the number of exponential terms being required, a analysis.
number greater than necessary is given, and it is watched
how many terms are zero (or small enough).
D. Wavelets and Prony analysis
C. Tfieperformances Prony is a very efficient tool, however it is very difficult to
The Prony method has a very high performance when the compute the parameters, Wavelets are also very efficient, and
system has a linear behavior. In fact, the response of a linear computing wavelet coefficients is easier. The results are close
system excited by a permanent sinusoid has a steady state to a short time Fourier analysis.
term and some transient ones. The steady state is a sinusoid The last figure shows a signal and its wavelet transform
which frequency is the same as the excitation sinusoid; the (modulus and argument). This signal is a residual short
transients are some exponential terms and some damped circuit current in a resonant grounded Medium Voltage
sinusoids. network [4]. This not a record but an EMTP result. The
Each damped sinusoid is an oscillating mode of the system. signal is less noisy than in a record. It was analyzed using
The Prony method is suitable to analyze a short circuit Prony method, which gives a very good result on such low
because the power network behavior is then linear. The same noise signal:
method cannot be used for analyzing a transformer inrush
current where the magnetic core saturation leads to non-linear i(t) = 98sin(21cjot)
behavior.
Fig. 6 shows a capacitor inrush current record in a MV
+ 2i0e-r'o.ossin(2n210t)
network and it's Prony analysis. This signal was chosen + 1OOOe-"O.O" sin(2~330t)
because it is very difficult to understand what is the network On figure 7b the wavelet coefficient magnitude shows three
behavior that leads to such a current. There is no problem maximum values, at 50 Hz, 210 Hz .and 330 Hz. These
with magnetic core saturation because it is a capacitor bank magnitudes are related to the two oscillating modes of the
that is switched on, and not a transformer. The Prony analysis network and the steady state 50 Hz. For the two oscillating
gives the following analytic expression: modes, their speeds to decrease give the damping of these
i(t) = 36.8cos(2n50t - 1.8) modes. The 50 Hz coefficient stays constant because it is a
steady state term.
+ 45.3 cos(2n227t + 1.2) A frequency cut, close to 300 Hz, in the angle diagram gives
the exact frequencies, as shown figure 4. One cut is enough
+ 88e-79.4'cos(2~330t+ 1.4) because, at the beginning, the 330 Hz is seen. The 330 term
+ 106e-'49'cos(2~430t+1.8) disappears rapidly (the time constant is more than ten times
shorter than the 210 Hz time constant). The 210 Hz is still
There is a 50 Hz permanent term (the record was made in
available and the angle variation follows this frequency.
France). The network, with the capacitor bank has 3
Two cuts at 330 and 210 Hz (the exact frequencies) give the
important oscillating modes.
magnitude of these terms. On the same cuts the damping
The signal rebuilt, using Prony parameters is very close to the
constants are measured, as said above.
original.
Finally, the wavelet analysis is able to give an approximation
Analyzing this current knowing the Prony parameters is very
powerful. It is easy to find, in the network, close to the
of the Prony terms.
This signal does not have non-oscillating term. When such
capacitor bank, what are the elements leading to oscillations
terms exist, they are not easy to find. Analysis with large-
at this frequencies.
The goals of this example is to evaluate the performances of scale (low frequency) wavelets is required. A long time is
the decomposition program when analyzing a noisy record,

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necessary to compute the coefficients and on this point, the V. CONCLUSION
wavelet algorithm is not better than the Prony one.
Wavelets and Prony analysis are not usually used. But
algorithms to use them exist in Matlab toolboxes.
Sophisticated and network specialized algorithms can easily
be found.
Prony is a very powerful method, but only for linear behavior
of the studied system, and the programs are not easy to use.
Algorithms for wavelets are very robust and wavelets can be
used as easier as short time Fourier transforms. Watching a
wavelet analysis result can give an evaluation of Prony
coefficients.
It can be said that "easy to use" algorithms exist, allowing to
operate transients in protection or quality survey devices.

REFERENCES
[l] 0. Chaari, P. Bastard, M. Meunier, "Prony's method:
an efficient tool for the analysis of earth fault currents in
Petersen-coil-protected networks", IEEE Trans. On Power
556 Delivery, vol. 10, no. 3, July 1995, pp. 1234-1241.
500 [2] Y. Meyer, editor, Wavelets and Applications,
450 Springer-Verlag, New York, 1992.
[3] 0. Chaari, M. Meunier, F. Brouaye, "Wavelets : a
new tools for the resonant grounded power distribution
systems relaying," IEEE Transaction on Power Delivery,
Vol. 11, NO 3, July 1996, pp. 1301-1308.
(41 L. Berthet., Ph. Ferracci, M. Meunier, An equivalent
-.--
mn circuit for earth-fault transient analysis in resonant-grounded
150 distribution power networks, IPST95, pp. 359-364, Lisbon,
100 3-7 septembre 1995.
50
-0 I -0 05 0 0 05 0'
BIOGRAPHIE
irme (s 1 Michel Meunier was bom in Merdrignac, France, in 1945. He
(76). dhgnitirde of w-rvclet coefficients. graduated from Supklec, France, in 1968. He has been
working in Sup6lec since 1968. He is presently the head of
wavelet analysis the power-engineering department in Supdlec.
This paper was made with the help of Yasmine Assef. Last
3 year, Yasmine was a Ph' d student. She now a young teacher
in Supelec. She is able to understand how all the programs
500 2 work and to do these programs work in order to have exactly
the figure I want.
2-400 1
v
'r
5 300
V
0
W
Y-

200 1

2
100
3
-0.1 -005 0 005 0.1
time (s.)
'7c):argument of wavelet coefficients.
Fig. 7 :Wavelet anahsis of ashort circuit current.

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