Analysis of Time Varying Power System Loads
Via Chebyshev Polynomials
I. I. Lázaro, G. Pineda, E. Espinosa, S. Zavala
Facultad de Ingeniería Eléctrica,
Universidad Michoacana de San Nicolás de Hidalgo, Morelia, México.
ilazaro@zeus.umich.mx
Abstract
This paper presents a frequency domain based
methodology using Chebyshev Polynomials of the First
Kind, the methodology can be used to make an
analysis of time-varying linear systems in transient
state.
The method takes advantages of the operational
properties available to most orthogonal series
expression, i.e. integration, differentiation, product
and coefficient matrices. The approach may be seen as
an extension of phasor analysis commonly used for the
analysis of linear time invariant electric networks to
periodic networks. A high order time-varying system is
presented and it is analyzed via the proposed
methodology.
1. Introduction
The use of power electronics-based devices in bulk
power transmission systems has increased over the last
30 years along. With it has come the risk of harmonic
distortion in the power network because of several of
these devices such as the Static Var Compensator
(SVC), the Thyristor Controlled Series Compensator
and other power electronics-based components achieve
their role in the electric network at the expenses of
distorting the expected sinusoidal steady state. Over
the years, many adverse technical and economic
problems have been traced to the existence of
harmonic distortion and many countries have now
regulated on permissible levels of harmonic distortion.
However, it is generally accepted that this problem, if
left unchecked, could get worse. Hence, many great
research efforts are being directed to finding new
measuring, simulation and cancellation techniques that
could help to contain harmonic distortion within the
standard limits. Significant progress has been made in
the development of accurate instrumentation to
monitor the harmonic behavior of the network
measurement, but problems remain in this area. For
instance, measurements become increasingly
expensive and difficult to co-ordinate as the number of
points simultaneously monitored increases [1]. In
planning and system analysis the problem must be
addressed differently because measurement may not be
economic or the network may not even exist. In such
cases digital simulation based on mathematical
modelling provides a viable alternative to actual
measurements. Time and frequency domain have been
used for such proposes up. To date most frequency
domain techniques have used the Fourier’s Transform
and, in power systems, this domain has given place to
the development of a framework known in the open
literature as the Harmonic Domain which has applied
for evaluating harmonic distortion. In this paper the
problem of predicting waveform distortion is
addressed in a more general form. The problem
presented is that the solution process is not restricted to
be held in the Fourier’s domain but it can be worked
out in any domain generated by any of the basis well
known orthogonal series expansions.
The use of orthogonal series expansions is well
known as an alternative for approximation and
representation of functions. These series may also be
used to establish algebraic methods for the solution of
problems described by differential equations, such as
analysis of linear time invariant and time varying
systems, model reduction; optimal control and system
identification. The problem of parameter identification
using orthogonal series includes linear time invariant
lumped and distributed systems, linear time varying
lumped and distributed systems and nonlinear systems.
The utilization of this series has the common objective
of representing models efficiently, and calculating
intermediate parameters rapidly for the given problem.
Transformed domains are popular in engineering
calculations. Mathematicians who first proposed these
domains referred to them as ‘images’ (in French)
because the transformed functions were maps or
images of the original (usually time) functions. It can
be said that the various domains cited are alternative
‘windows’ or ‘images’ to view a problem, and one
wishes to employ the window or image that gives the Each polynomial in the set can be obtained using one
best view of the problem and the most efficient of the following
calculation. Although solutions are the same in all T0 ( t ) = 1 (2)
domains, the bandwidth of the problem and numerical
2 ( t − t0 )
characteristics of intermediate matrices used are T1 ( t ) = −1 (3)
usually different, e.g. the set of equations of a t f − t0
particular problem may be sparser (or fewer) in one
⎡ 2 ( t − t0 ) ⎤
domain than in another. Typical examples are the Tr +1 ( t ) = 2 ⎢ − 1⎥ Tr ( t ) − Tr −1 ( t ) (4)
applications of Laguerre polynomials, Legendre ⎢⎣ t f − t0 ⎥⎦
polynomials, Chebyshev polynomials of the first and An approximation of an arbitrary function f(t) can be
second kind, Fourier series, Walsh series , block-pulse obtained if and only if f(t) is fully integrable over the
series , Haar series and Hartley series [2,3,4]. interval [t0,tf]. This approximation can be
The key point of the approach adopted in this paper accomplished by giving a correct weight to each of the
for dynamic problems is the use of the operational polynomials in the orthogonal set and adding them like
matrix P that relates the coefficients of a given stated in (5).
function and the coefficients of its integral. Orthogonal f ( t ) = f 0T0 ( t ) + f1T1 ( t ) + f 2T2 ( t ) + " (5)
series expansions and their operational properties
transform the original differential input-output model A compacted version of (5) in a summation notation
to a linear algebraic model convenient for direct is presented in (6).
∞
computation of states. The approach is validated with a f ( t ) = ∑ f r Tr ( t ) (6)
simple but illustrative example. Time domain r =0
simulations are also provided to show the accuracy of Where,
the solution. 1
w ( t ) f ( t ) T ( t ) dt
tf
fr =
γr ∫ t0
(7)
2. Orthogonal Series Expansions and
⎧π, r = 0
Operational Properties Via Chebyshev ⎪
γ r = ⎨π (8)
Polynomials ⎪⎩ 2 , r ≠ 0
In 1983 Liu and Shih derived the forward and Fig. 1 shows the first four polynomials defined over
backward integration operational matrices and the the interval [0, 1].
product matrix for the Chebyshev polynomials of the
first kind. They used these matrices to solve analysis 1

and optimal control problems [5,6,7,8]. The same year

Paraskevopoulos used Chebyshev polynomials to solve 0.5
system analysis and parameter identification problems.
In 1984 Hwang and Shih introduce the idea of using
0
discrete Chebyshev polynomials for model reduction
of discrete linear systems. In 1985 Horng and Chou
applied Chebyshev polynomials on optimal control and -0.5
observer design problems.
In order to analyze the orthogonal series expansions
-1
and their operational properties via Chebyschev
0 0.2 0.4 0.6 0.8 1
polynomials the following procedure is proposed
T0 Æ ××× T1 Æ ††† T2 Æ ššš T3 Æ |||
1) Chebyshev Polynomials of the First Kind. Figure 1. Chebyshev polynomials.
Chebyshev polynomials are a set of orthogonal
functions with respect to a weighting function w(t) 2) Integration Operational Matrix. The main idea
over the interval [t0,tf] where w(t) is defined by behind the integration operational matrix is that the
expression (1) [5,6] integral of the base functions vector can be
t f − t0 approximated using the same base functions. This
w(t ) = (1) matrix is mathematically defined by (9).
2 ( t − t0 ) ( t f − t )
∫ T ( t )dt ≈ PT ( t ) (9)
 Equation (10) is the general formula to obtain the matrices results in the coefficients matrix as shown in
integration operational matrix for the Chebyshev (18).
polynomials, where m is the order of the ⎡ c0 c1 c2 c3 c4 c5 c6 c7 ⎤
approximation, that is how many polynomials are used ⎢c c2 c3 c4 c5 c6 c7 ⎥
⎢ 1 ⎥
in a finite version of (6). ⎢ c2 c3 c4 c5 c6 c7 ⎥
⎢ ⎥ (15)
c c4 c5 c6 c7
E=⎢ 3 ⎥
⎢ c4 c5 c6 c7 ⎥
⎡ 1 1 0 " 0 0 0 ⎤ ⎢ ⎥
⎢
−
1 1 ⎥ ⎢ c5 c6 c7 ⎥
⎢ 0 " 0 0 0 ⎥
⎢ 4 4 ⎥ ⎢c c7 ⎥
⎢ 1 1 ⎥ ⎢ 6 ⎥
⎢ − − 0 " 0 0 0 ⎥ ⎢⎣ c7 ⎥⎦
t f − t0 ⎢ 3 2 ⎥
P= ⎢ ⎥
2 ⎢
# # # " # # #
⎥
⎡ ⎤
⎢ ( −1)
m −1
1 1 ⎥ ⎢ c0 c1 c2 c3 c4 c5 c6 ⎥⎥
0 0 " − 0
⎢ ( m − 1)( m − 3) 2 ( m − 3) 2 ( m − 1) ⎥ ⎢
⎢ ⎥ ⎢
⎢ ⎥ c1 c0 c1 c2 c3 c4 c5 ⎥
( −1)
m

⎢ 0 0 " 0 −
1
0 ⎥ ⎢ ⎥
⎢⎣ ( m )( m − 2 ) 2 ( m − 2) c2 c1 c0 c1 c2 c3 c4 ⎥ (16)
F=⎢
⎥⎦

(10) ⎢ c3 c2 c1 c0 c1 c2 c3 ⎥
⎢ ⎥
3) Product Matrix and Coefficients Matrix. ⎢ c4 c3 c2 c1 c0 c1 c2 ⎥
By definition, the product of the orthogonal series ⎢ c5 c4 c3 c2 c1 c0 c1 ⎥
basis vector and its transpose is called matrix product, ⎢ ⎥
⎣⎢ c6 c5 c4 c3 c2 c1 c0 ⎦⎥
Π (t), namely
⎡c0 c1 c2 c3 c4 c5 c6 c7 ⎤
Π (t ) = T (t ) T (t )
T
(11) ⎢ c0 ⎥
⎢ ⎥
A general expression for Π ( t ) is shown in (12). ⎢ c0 ⎥
⎢ ⎥
c0 (17)
⎡ T0
G=⎢ ⎥
T1 T2 " Tm −1 ⎤
⎢ ⎥ ⎢ ⎥
⎢ T [T0 + T2 ] [T1 + T3 ] " m−2 ⎥
T c0
⎢ 1 2 2 2 ⎥
(12) ⎢ ⎥
⎢ ⎥ ⎢ c0 ⎥
∏(t ) = ⎢ T2 [T1 + T3 ] [T0 + T4 ] "
Tm −3 ⎥
⎢ ⎥
⎢ 2 ⎥ c0
⎢
2 2
⎥ ⎢ ⎥
⎢ # # # % # ⎥ ⎢⎣ c0 ⎥⎦
⎢ Tm − 2 Tm − 3 T0 ⎥
⎢Tm −1 " ⎥ E+F+G
⎣ 2 2
The matrix of coefficients is defined in terms of the
2 ⎦
[C] = (18)
2
product matrix and the orthogonal series basis vector
as a matrix that satisfies, 3. Analysis of Linear Time-varying systems
Π ( t ) c = [C] T ( t ) (13)
The corresponding coefficient matrix [C] has the Any given differential equation of degree n can be
following form: expressed as a set of state-space equations. This same
⎡ c0 c1 c2 " cm −1 ⎤ set can be transformed into an algebraic set of
⎢ ⎥ equations using operational matrices, in this section a
⎢ c1 c2 [ c1 + c3 ] cm − 2 ⎥ methodology to solve state-space equations using the
c0 + "
⎢ 2 2 2 2 ⎥ integration operational matrix is presented [3,10].
⎢ ⎥
[C] = ⎢ c2 [c1 + c3 ] c0 + c4 " cm −3 ⎥ (14) Considering a linear time-varying system,
⎢ 2 2 2 2 ⎥
⎢ ⎥ •

⎢ # # # % # ⎥ x (t ) = A (t ) x (t ) + B (t ) u (t ) (19)
⎢ cm −1 cm − 2 cm − 3 ⎥ where the state vector x(t) and input vector u(t) are
⎢ " c0 ⎥
⎣ 2 2 2 ⎦ n ×1 and q × 1 column matrices, respectively, and the
Looking carefully into matrix [C], the following correponding time-varying coefficients A(t) and B(t)
decomposition may be suggested to easily identifying are n × n and n × q matrices, respectively.
building patterns. Matrices E, F and G for eight Using approximations via orthogonal series
coefficients are shown in (15), (16) and (17) expresions the elements aij (t ) and bij (t ) of matrices A(t)
respectively. A half of the addition of these three
and B(t) that satisfy the Dirichlet conditions in the
interval (0,l), can be expressed as,
 aij ( t ) ≅ Aij t T( t ) (20) and X0 is the transpose of the matrix containing
bij ( t ) ≅ Bij T( t )
t
approximation coefficients to the initial conditions of
where the system’s state variables.
[
Aij t = Aij ,− n " Aij ,0 " Aij ,n ] (21) Then, equating coefficients yield an expression for
the transient state solution
Bij t
= [B
ij , − n " Bij ,0 " Bij ,n ] X − X 0 = XAP + UBP (25)
Similarly, we have that elements of vector x(t) and or,
u(t) can be approximated as, X = ( UBP + X 0 )( I − AP )
−1
(28)
xi ( t ) ≅ X i T T ( t ) (22)
where I mn-th degree identity matrix.
ui ( t ) ≅ U it T( t )
With this in mind the orthogonal series of the
product A(t)x(t) is, 4. ANALYSIS OF ATEST CASE
⎡ A11T
T ( t ) x1T T ( t ) + " + A1Tn T ( t ) x Tn T ( t ) ⎤
⎢ T ⎥ To illustrate the use of the approach described here
⎢ A 21T ( t ) x1T T ( t ) + " + A T2 n T ( t ) x Tn T ( t ) ⎥
A (t ) x (t ) = a simple but practical network [9,10], shown in Figure
⎢ # ⎥ 2, is utilized.
⎢ T ⎥
⎣⎢ A n1T ( t ) x1 T ( t ) + " + A nn T ( t ) x n T ( t ) ⎦⎥ Figure 3 shows the equivalent circuit of the sample
T T T

system, for convenience, the 60 Hz has been

(23)
normalized to 1 rad/sec and the impedance shown are
Where every factor A T (t ) X T (t ) may
t t
be
ij j in per-unit on a 50 MVA base. The equivalent
rearranged using the product and coefficient matrix as resistance of the triac is R(t), the device is controlled
follows, by a gate signal which drives the triac to full “off” or
Aijt T (t ) X tjT (t ) = X tjT (t ) Aijt T (t ) = X tjT (t )T t (t ) Aij = X j ⎡⎣ Aij ⎤⎦ T (t ) full “on”.
Matrix ⎡ Aij ⎤ is the coefficient matrix of the vector Aij .
⎣ ⎦
It may be shown that with the above simplification the
product A (t )x (t ) may be written as,
⎡[ A11 ] [ A12 ] [ A1n ] ⎤
T
"
⎢
⎡⎣ x1T
[A ]
" x Tn ⎤⎦ ⎢ 21
[ A 22 ] " [ A 2 n ]⎥⎥ T (t ) (24)
⎢ # # % # ⎥
⎢ ⎥
⎣⎢[ A n1 ] [An2 ] " [ A nn ]⎦⎥
In other words,
⎡⎣ A ( t ) x ( t ) ⎤⎦ = XAT ( t )
T
(20)
where Figure 2. Sub-transmission network.
⎡T ( t ) ⎤ R7 L7

⎢ ⎥
T (t ) = ⎢ % ⎥ (21) x7

⎢⎣ T ( t ) ⎥⎦ R1 L1

A similar procedure is used for B(t)u(t) yielding, Vs

x1

⎡⎣ B ( t ) u ( t ) ⎤⎦ = UBT ( t )
T
(22)
x1 - x 2 - x 7
R3
R2 x2

Substitution of Equations (22) and (23) into x3

L2
L3
R5 R6

Equation (25) yields, x4

XT ( t ) − X 0 T ( t ) = XAPT ( t ) + UBPT ( t ) (23) R4 L4 +

where R10 x5

⎡P ⎤ x3 - x 4 R9
R8 L8 x6

P = ⎢ % ⎥⎥
⎢ C
(24)
⎢⎣ P ⎥⎦ Figure 3. Equivalent circuit.
 Figure 5. Transient state of x5.
The variable (x5), which will be studied, represents
the voltage in the capacitor. It has been chosen due to
its high oscillatory response during transient state. In
Figure 5 the approximation and exact solution can not
be distinguished.
Figure 6 shows the absolute error for the solution,
using forty-two elements permits for error values to
reach a good enough level.
Figure 4. Equivalent resistance of the Triac.
0.03
The system is modeled by Equation (19), where
A
⎡
⎢ −
50 R + 51 50 R + 50
0 0 0
1 50 R + 50 ⎤
0.025
⎢ 3 3 0.06 3
⎥
⎥ b
⎢ ⎥
⎢ 25 R + 25 − ( 25 R + 25.25 ) 0 0 −25 −25 − ( 25 R + 25 ) ⎥ s
⎢ ⎥
⎢ ⎥ o 0.02
⎢ ⎥
⎢
0 0 −20.2 20 0 0 0
⎥ l
⎢ ⎥
⎢
A (t ) = ⎢
1.007 ⎥ u
0 0 25 − −25 0 0 ⎥ 0.015
⎢ 0.04 ⎥ t
⎢ ⎥
⎢
⎢
0 10 0 10 −10 0 0 ⎥
⎥
e
⎢
⎢
⎥
⎥
0.01
0.2 −0.2 0 0 0 −0.2 −0.2
⎢
⎢
⎥
⎥
E
⎢ R +1 R +1 −1 R − 1.05 − 0.1cos ( t ) ⎥ r
⎢ 0.2 + 0.1sen t
⎣ ()
−
0.2 + 0.1sen ( t )
0 0 0
0.2 + 0.1sen ( t ) 0.2 + 0.1sen ( t ) ⎥⎦ (30) r 0.005
and o
T r 0
B (t ) =
⎡ 50 0 20 0 0 0 0
⎤ (31) 0 2 4 6 8 10 12
⎣⎢ 3 ⎦⎥ Time
with Figure 6. Polynomial approximation absolute
error.
u = cos ( t ) (32)
⎡ 1 1 1 ⎤ In Figure 7 the result obtained by using Chebyshev
R = 0.55 + 0.45 ⎢sen ( t ) + sen ( 3t ) + sen ( 5t ) + sen ( 7t ) ⎥
⎣ 3 5 7 ⎦ polynomial approximations is also compared with
(33) result by using Fourier Series. It can be observed that
Initial conditions for the state variables are the solution using Chebyshev polynomial is much
better than Fourier Series, although only n=42 terms
x 0 = [1 −1.5 2]
T
0 0 5 1 (34)
are taken for the solution.
Figure 4 shows the triac resistance versus time. 6

In this test case 42 terms of the Chebyshev series Chebyshev

Real
Fourier
were considered to produce accurate enough results. 5

The frequency domain simulations were performed 4

using numeric integration (function ODE45 of
Matlab). 3

6
x5(t), p.u.

Chebyshev 2

5 Real
1

4
0

3
-1
2
-2
1 0 2 4 6 8
Tiempo, segundos
10 12 14

0 Figure 7. Comparison of the transient state x5

between Chebyshev polynomial versus Fourier
-1 series.
-2
0 2 4 6 8 10 12
5. Conclusions
In this paper a general expression in the frequency
domain to obtain the transient state based in orthogonal
series have been generalized to accommodate any
domain. As a particular case of the orthogonal series,
some useful properties of Chebyshev polynomials such
as the operational matrix of the integration, product
and coefficient matrices are presented. These
properties are applied to the transient analysis of the
time varying linear networks. A practical example has
been used in the analysis of power systems containing
switching loads.
The set of equations to be solved in order to obtain
numerical solutions is in general very sparse and
efficient methods may be used.
REFERENCES
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Biographies
I. I. Lázaro is from Cordoba Veracruz, México. He holds the BSEE
and MSEE degrees from the Facultad de Ingeniería Eléctrica
Universidad of Michoacán. At the present he is a Professor at the
same institute. His research interest is in electric power quality and
power electronics. He is an IEEE member.
G. Pineda is from Morelia, Michoacán, México. He holds the BSEE
from the Facultad de Ingeniería Eléctrica Universidad of Michoacán
in 2005. At the present he is a student from the MSEE program at the
same University.
Elisa Espinosa Juárez (M’2007) holds the BSEE degree in
Electrical Engineering from the Universidad Michoacana de San
Nicolás de Hidalgo (UMSNH), México, in 1986, the MSEE degree
from the Instituto Politécnico Nacional, México D.F., México, in
2001, and the Ph.D. degree from the Universidad Politécnica de
Madrid (UPM), Spain, in 2006. Currently, she is an Associate
Professor with the UMSNH, Morelia, México. Her research interests
include power quality.
S. Zavala is from Morelia Michoacán, México. He holds the BSEE
and MSEE degrees from the Facultad de Ingeniería Eléctrica
Universidad of Michoacán. At the present he is a Professor at the
same institute. His research interest is in Instrumentation and Control
Systems.