98 IEEE Transactions on Power Delivery, Vol. 14, No.
1, January 1999
Frequency Responses of Phasor-based Microprocessor Relaying Algorithms
Liancheng Wang, Senior Member, IEEE
ABB Power Automation & Protection Division
Coral Springs, FL 33065
&STFACT - The magnitude and phase estimate algorithms in
the phasor-based microprocessor relaying are nonlinear. The
characteristics of the nonlinear relay algorithms w m t be analyzed
using the frequency response concept defied for linear
theminvariant (Ln)Systems. The term ''frequency response"
needs to be clarified when it is used to characterize nodinear relay
algorithms. The Paper clarifies and then investigates the
magnitude responses of deterministic relay algorithms and l&lman
filter relay algorithms. The deterministic
studled in the paper Mann-Momson$ prOdar, cyc1e
DFT, half cyc1e DFT, Cosine and Least square. In the
Kalman filter relay algorithms, two-state and three-state Kalman
filter models are considered. Finally, the effect of the signal
statistic property on the frequency responses of the fGdrnan filter
relay algorithms is studied.
KEYWORDS. Microprocessor protective relays, DFT, Least Square,
Kalman Filtering, frequency response, W filters, FIR filters.
1. INTRODUCTION
The frequency responses of microprocessor relay algorithms
have been studied by many researchers. The frequency responses
of some well-known relaying algorithms have been adopted in
many publications and widely used as the fundamental for the
understanding of microprocessor relaying algorithms [ 1-31,
However, a careful examination of the frequency responses reveals
that they are heuristically derived based on the frequency response
concept of linear time-invariant (LTI) systems. Thus they do not
accurately reflect the frequency domain characteristics of the
nonlinear magnitude estimate algorithms of the microprocessor
relays Therefore, an appropriate method needs to be developed to
study the characteristics of the nonlinear relaying algorithms in the
frequency domain.
In Paper7 a generic model for the Phasor-based
microprocessor relaying algorithms is proposed Based on the
model, the frequency response concept of nonlinear relaying
lS The paper is Organizedas
Section
2 briefly summarizes the frequency response of linear time-
invariant systems. Section 3 clarifies the concept of frequency
response in analyzing the nonlinear relaying algorithms Section 4
studies the magnitude responses of the deterministic relaying
algorithms including Ma-Morrison, Prodar, full cycle DFT, half
cycle DFT, Cosine filter, and Least Square (LS). Section 3 studies
the magnitude responses of Kalman filter (KF) relaying
algorithms. Finally, section 6 presents conclusions.
PE-318-PWRD-0-12-1997 A paper recommended and approved by
the IEEE Power System Relaying Committee of the IEEE Power
Engineering Society for publication in the IEEE Transactions on Power
Delivery. Manuscript submitted July 14, 1997, made available for
printing December 12, 1997
0885-8977/99/$10.00 0 1997 IEEE
2. FREQUENCY RESPONSE OF LINEARTIME-INVARIANTSYSTEMS
The fiequency response of a LTI system represents the
characteristics of the system under sinusoidal inputs The steady-
state output of a LTI system to a sinusoid is a sinusoid of the same
frequency as its input but with a different amplitude and phase.
ne of or attenuation of the sinusoid
by the LTI system is defined as magnitude
characteristics of phase shift of the sinusoid by the LTI system is
defied as phase response, and both magnitude response and phase
response are referred to as frequency response of the system [4].
The frequency response of a LTI system is completely determined
by its transfer function.
Figure 1 shows a LTI system whose transfer function is
represented by G(z), The input and output of the system is
represented by x(k) and Hk), respectively.
x(k)
___)
Figure 1 Linear time-invariant system
We consider a sinusoidal input described by
x ( k ) = Acos(wkT+@ (1)
where A represents its magnitude, w represents its angular
frequency, (6 represents its initial phase angle, T represents the
sampling period, and k represents the kth sample.
output of the system is determined by
y ( k )= A l G ( e ' O ~ ) ( c o s ( ~ ~ + B + L G ( e ' " ) )( 2 )
Obviously, the linear system amplified or attenuated the input
signal by a factor of lG(eJoT)land shifted the phase by an angle of
LG(e'OT). The variations of IG(e'")l and LG(eJoT) with
respect to are the magnitude response and phase response,
respectively
We note that the frequency response is a concept introduced
for LTI systems. When dealing with the frequency domain
characteristics of nonlinear systems as described by nonlinear
relaying algorithms, we must be very careful to avoid any
confusions which may be caused by using the same the terminology
but with different meanings.
3. PHASOR-BASED MICROPROCESSOR RELAYINGALGORITHMS
All phasor-based microprocessor relaying algorithms may be
represented by the generic model as shown in Figure 2 The figure
includes two linear filters G,(z) and G,(z) for eliminating
undesirable harmonics and providing necessary phase shift at the
fundamental frequency. The outputs of these two filters are further
processed to extract the magnitude and phase angle of the
fundamental frequency signal. Figure 2a is the block diagram for
-
 99

calculating the magnitude of the input and Figure 2b is the block
diagram for calculating the phase angle. The symbols in Figure 2
are explained as the follows.
x(k) represents the input signal at the kth sample,
''NI represents taking the square of,
11 -/, represents taking the square root of,
" t I' represents division,
"atan" represents taking the inverse tangent of,
Xk and & represent magnitude estimate and phase estimate.
According to Figure 2, both magnitude and phase estimate
It can be seen from (4) that, generally, the magnitude estimate is a
function of the sample k. Thus, even for a pure sinusoidal input
signal which contains no harmonics, the output of the algorithm is
not a constant unless at frequencies where G,(eJmT) and G,(e'")
satisfy a specific relationship. The variation range of the
magnitude estimate may be found by letting the sinusoidal
function in (4) take its maximum and minimum values,
respectively. Letting cos(2wTk + 0) in (4) be equal to +1, we
have the maximum estimate of the input signal amplitude
- 1
1

algorithms include nonlinear operations on system states; so Figure - e2 ,( )e) ~~

2a and Figure 2b represent nonlinear systems. Though the
frequency responses of the linear filters in a nonlinear relay
algorithm can be analyzed based on the method described in
Section 2 , they cannot tell the behavior of the relaying algorithm's
response to sinusoids exactly. To study the so-called "frequency
responses" of the nonlinear relaying algorithms, we start our
analysis by considering the sinusoidal signal described by (1)
x ( k ) = Acos(wTk+()
x(k)+ppq-&t+
m a x ( A k ) = - ( ~ l z + ~ , f +JG: + ~ : + 2 ~ : ~ : ~ ~ ~ .~(6)
Jz
Letting cos(2wTk + e) in (4) be equal to -1, we have the minimum
estimate of the input signal amplitude
- 1
min(A,)=-(G12+G,Z-,/G: + G , 4 + 2 G : G : c o ~ 2 ( 8 ~ - B ~ ) ) ~(7)
.A
Jz
Therefore, the magnitude estimate from the nonlinear algorithm
represented by Figure 2 is within a band whose upper and lower
boundaries are defined by ( 6 ) and (7), respectively. The variation
of this band with respect to the input signal frequencies reflect the
characteristics of the relaying algorithm in the frequency domain

*-
We will use the normalized variation band to study the frequency
responses of the relaying algorithms. The upper boundary of the
normalized band is
G2(d
gk) A +
(a) magnitude estimate
The lower bound of the normalized band is

<-qTI
$4 k'

Thus, the frequency responses of the nonlinear relaying

algorithms may be studied by finding the upper and lower
Xz(4
G2@) boundaries of the normalized variation band. On the other hand,
once the normalized magnitude variation band of a relaying
(b) phase angle estimate algorithm is known, the magnitude estimate offered by the
Figure 2 phasor-based relaying algorithm algorithm is specijkd for any signal frequencies. The closeness of
the upper boundary to zero at harmonic frequencies indicates the
Based on (2), the steady-state outputs of GI@) and G2(z) algorithm's capability in rejecting harmonics. Obviously, the ideal
to x(k) are described as relaying algorithm with respect to harmonics rejection capability
x,(k)=AGl~~(&T+#+6,) would be the one whose upper and lower boundaries are equal to 1
at the fundamental frequency and 0 at all other frequencies. But
x,(k)= A G , ~ ~ ( ~ T + ( + ~ , ) the algorithm with this frequency characteristics would take an
where infinite time to reach its steady state.
G, = IGl(e")l 4 = LG,(eJoT) If the angle difference between the phase shift of linear
filters G,(z)and G 2 ( z ) is 90 degrees, 0, -0, =90", the upper
G2 = IG2(eJmT)l 0, = LG,(e'")
and lower boundaries can be simplified as
Thus, we the have magnitude estimate of the input sinusoidal ma('_ _)-- max(G,,G , )
_
signal as A
= (G,'A2 cos2(uTk ( + + 6, )+ G,'A2 COS' (mTk + 4 + O,))? (3) and

Equation (3) may be rearranged as --

min('k ) - min(G, ,G, )
A
2 --.!-(GIZ+G,' +,,/G: +G~+2G:Gico~2(8,-8~) where max(G,,G,) represents taking the maximum of GI and
"A 1
G, , and min(G,,G,) represents taking the minimum of G, and
. cos( 2wTk + e)) .A (4)
G, . Equations (10) and (1 1) indicate that the magnitude variation
where band is formed by the magnitude responses of Gl(z) and G,(z)
0 = tan-' G: sin 2( (+ 0,) + G: sin 2(( + 0,) (5)
when the phase shift of the two filters are 90 degrees apart.
G: cos2(( + 0, ) + G i cos2((+ 0, ) Furthermore, if the angle difference between the phase shifts of the
two linear filters is 90 degrees and the magnitude GI is equal to
100

the magnitude G I , the magnitude estimates of the relaying Figure 3 . It is found from fi a fundamental
algorithm are the same as the input signal magnitude. Indeed, frequency sinusoidal signal with f 1, the steady-
except the Ma-Momson and Prodar, all the algorithms studied state magnitude estimate of th n algorithm is
in the paper satisfy the condition at the fundamental frequency and between 6/nsin(6/z) and 1; for a third harmonics with the
thus give the accurate magnitude estimate at the fundamental magnitude of 1, the steady-
frequency. and 6/27.
Conventionally, the frequency responses of nonlinear
magnitude estimate algorithms in microprocessor relays were 4.2 Prodar
defined by considering only the first two terms in (8) or (9). The In the Prodar algorithm [ l , 21, the
discussions above show that such a combination of these two terms estimated as
has a practical meaning only at some specific frequencies; thus the
conventional definition is not precise.

4. FREQUENCY RESPONSEOF DETERMINISTIC 1

where x' ( k ) = -(x(k + 1 ) - x( k - 1))
RELAYING ALGORITHMS 2T
As discussed in the previous section, the magnitude 1
x"(k)= -(x(k + 1) - 2 4 k ) + x ( k -
responses of nonlinear relaying algorithms are characterized by the T2
normalized variation band of the signal magnitude estimates x'(k) and x"@) are approximates for the first and
corresponding to different frequencies. This section will study the derivatives of x(k) at sample k. Referri
frequency responses of deterministic relaying algorithms by finding functions for the two filters are
their normalized variation bands. The sampling rate (samples per
fundamental frequency cycle) is assumed to be 12.
4 1 Mann-Morrison: Substituting z by eJmT yields
In the Mann-Morrison algonthm [l, 21, the magnitude of a
sinusoidal signal is estimated as
Since the phase shift of the two filters are 90 degrees, according to
(10) and ( 1 1) the upper and lower boundaries of the magnitude
1
estimates are max(Gl,G2) and min(G,,G,) , respectively. Figure
where x ' ( k )= - ( x ( k + 1 ) - x(k - 1)) 4 shows the frequency response o f the Prodar algorithm wth a
2T
x'(k) is an approximate for the first derivative of x(k) at sample k, sampling rate of 12 The maximum of G, is N2/z2 at the
and w o is the fundamental frequency. Refenkg to Figure 2, the frequency f = N / 2 . f o .
transfer functions of the two filters in the Mann-Morrison
algorithm are
G,(z)= 1 (13a)
1
G, ( 2 )= -( z - 2-I )
2w0T
To find the frequency response, substituting z in (13) by eJoT
yields
sin UT
Gl=l, S,=O; G,=- , 0, =90".
WOT
Since the angle difference between the phase shifts of the
two linear filters is 90 degrees for any frequencies, according to 1 2 3 4 5 6
Mlltlples offdrdamerlallrequency
(10) and (11) the upper and lower boundaries of the normalized
Figure 3 Frequency response of Mann-Morrison Algorithm
sin wT
magnitude variation band will be maximum(1,-) and
DOT
ininimum(1,- sin wT 1, respectively.
w0T
If we use N to represent the sample rate, G2 can be written f
z
1
r-
as

i // I
where f is the input signal frequency, and fo is the fundamental //I/
N
frequency. From (14), G, reaches its maximum value - when
2z 0 1 2 3 4 5 6
Mlltiples offundamerlallrequeny
f = N/4. f , . By taking the sampling rate as 12, the frequency
Figure 4 Frequency response of Prodar algorithm
response of the Ma-Morrison algorithm is calculated and shown
 101

4.3 Full cycle DFT

For the full cycle DFT,

2 N-l 27r( N - i)
G,(z) = -Xsin(- )z"
N i=o N
The two filters represented by (16) and (17) are oflen referred to as
cosine and sine filters, respectively. The magnitude responses of
the cosine and sine filters are shown in Figure 5. The frequency Mwiples of Wamerlaltequency
response of the full cycle DFT is computed by substituting (16) Figure 7 Magnitude responses of the half cycle Sine and Cosine filters
and (17) into (8) and (9) and is shown in Figure 6. It can be seen,
by comparing Figures 5 and 6, that the upper boundary of the
magnitude estimates by the full cycle DFT is very close to
max(Gl,G2), and the lower boundary of the magnitude estimates
by the full cycle DFT is very close to min(G, ,G2) .

0 1 2 3 4 5 6
Mtitiples of furdamerial fequercy
Figure 8 Frequency response of the half cycle DFT algorithm

I 4.5 Cosine Filter

The cosine filter relaying algorithm uses two cosine filters
O2
-I described by (16) for estimating the magnitude of sinusoids [ 5 ] .
I
0
1 2 3 4 5 6 One of the two filters is delayed by a quarter fundamental
Mtitiples of M a m e r t a l fequency frequency cycle. The two filters are
Figure 5 Magnitude responses of the full cycle Sine and Cosine filters

The magnitude responses of the two filters are the same and have
already been show1 in Figure 5. The frequency response of the
cosine filter relay algorithm is shown in Figure 9.

1 2 3 4 5 0
Mtitipleso f m a m e d a l fequency
Figure 6 Frequency response of the full cycle DFT algorithm

4.4 Half cycle DFT

In the half cycle DFT,.
Midttlplcs of hmdamerlal feqvemy
4 27r(N/2 - i) )z..i
N/2-1
GI( z )= - C COS( Figure 9 Frequency response of the cosine filter algorithm
N i=n N
4 N/Z-1 2 4 N j 2 - i) ) z i 4.6 Least Square
G2(z)= -
N I=o
C
sin(
N
In the Least Square (LS) relaying algorithm [GI, the two
filters are described as
N-l
The magnitude responses of the two filters are shown in Figure 7. G,(z)= x A ( l , i ) z - '
The frequency response of the half cycle DFT is obtained by n=n
substituting (18) and (19) into (8) and (9) and is shown in Figure N-l
8. G2(z)= x A ( 2 , i ) z - '
t=n
102
where A is a 2xN constant matrix. The magnitude responses of the
two filters are shown in Figure 10. The frequency response of the
LS relay algorithm is shown in Figure 1 1.
16-
14- I
I\ \
Muliplesoffuxlamerialkequery
Figure 10 Magnitude responses of the linear filters in the LS algorithm
Mullplesoffilndamentalkequemy
Figure 11 Frequency response of the LS relay algorithm
5 . FREQUENCY RESPONSE OF KALMAN FILTER RELAY ALGORITHMS
In addition to the deterministic algorithms, KF algorithms
were also proposed for phasor estimation in Microprocessor relay
[7]. The common feature between KF and the detenninistic
algorithms is that they all fit in the block diagram shown in Figure
1 The main difference between the two kinds of algorithms is that
the parameters of the two linear filters in the KF relaying
algorithm is designed based on the statistic characteristics of the
signal while, in deterministic algorithms, the parameters of the
linear filters are constant and have nothing to do with the mput
signal characteristics. Another difference between KF and the
deterministic algorithms is that the two linear filters in the
deterministic algorithms are linear time-invariant FIX filters while
the two linear filters in the KF relaying algorithm are W filters
and, depending on the model selected to represent the signal, could
be time-varying.
The magnitude estimates of KF algorithms to sinusoidal
inputs were mvestigated in [9], where the magnitude estimates for
a sinusoidal input were found through simulations by actually
applying such a sinusoid to KF algorithms. The characteristics of
KF algorithms at different samples following the fault inception
was studied.
It should be emphasized that the frequency response is a
concept describing the characteristics of systems (or algorithms)
under sinusoids at steady state conditions. For nonlinear relaying
algorithms, the frequency response is represented by the
normalized magnitude estimates of sinusoidal inputs corresponding
to different frequencies. Followmg the inception of a fault, the
outputs of an relaying algorithm will first experience a transient
period and then enter the final steady state condition. In the steady
state condition, the normalized magnitude estimates will fall
within the normalized var
boundaries are described by ( 8 ) and (9), respectively. The time it
takes for an relaying algori
and reach the steady state condition
associated linear filters and
values of the state variables as well. During a transient period,
especially at the first few samples immediately following the fault
inception, the magnitude estimates of the deterministic relaying
algorithms depend on the pre-fault sampled values, and the
This section will
relay algorithms whose e selected in such a way
two linear filters involved are linear time-invariant The section
starts by deriving the transfer functions of the two linear filters in
the KF relay algorithm and then studies the frequency responses of
the nonlinear KF relaying algorithms. Both two-state and three-
state KF relaying algorithms will be studied The details about the
KF relay algorithms will not be included in the section, and the
readers may refer to reference [7, 81. As in the previous section,
the sampling rate is assumed to be 12
5.1 Two-state Kalman filter relaying algorithm
A. Transferfunctions of the two linear$lters Gl(z) and G 2 ( z )
When we use two states to represent the input signal, the
two linear filters in the KF relaying algorithm may be described as
where CD and H are the state transition matrix and measurement
matrix, and K is the Kalman gain vector
Two models have been suggested to represent the input
signal [7, 81. Each model corresponds to a different combination
of the state transition matrix and measurement matrix H. One
model has the following state transition inatrix and measurement
matrix
27c 27c
cos- -sin-
sin- cos-
In the other model,
@=[A P] (26a), H , = [cos(wkT) -sin(wkT)] (26b)
For the model described by (25), the steady-state Kalman
gain K is a constant vector, thus equation (24) represents linear
time-invariant filters But for the model described by (26), the
steady-state Kalman gain K is a time-varying vector whose
elements are independent of the state variables x, and x 2 ;
therefore, equation (24) represents linear time-vaying filters. I
Substituting (25) into (24) and rearranging the resulting
equations, we get
where
 103

2n the inputs contain less noise, they will have a lower noise rejecting
a,, = -(1- K,)sin- capacity but a shorter response time.
N '
2n 2n 2n 2n
a,, = s i n - - K , c o s - - , =cos-+K,sin-,
N N N N
K, and K , are the two elements of vector K
Taking z transform of (27) and manipulating the resulting
equations, we have the following relations

where G,(z) and G,(z) are the transfer functions of the two
linear filters in the two-state KF relaying algorithm, and 02/

K, - ( K , cos-2n + K , sin -)z

2 n -1 -0 1 2 3 4 5 6
MJiples O f M a m e r t a l tequsncy

GLZ)= N N Figure 12 Magnitude responses of the linear filters in the

2a 2n - (29)
1 - ( ( 2 - K,)cos-- + K , in-)^ +(1 - K l )z-' two-state KF (diag(Q,)/R, = 0.5 )
N N
2n 2 n -1
K,-(K~COS--K,S~~---)Z
G,(z) = N N
2n 2n - (30)
1 -((2 - Kl )COS- + K2sin -)z I +(1- K, )z-'
N N

B. Frequency response of the two-state Ka lman $filtering relaying

algorithm
If we focus on the linear part of the KF relaying algorithm
described by (27) and do not care how its parameters are designed,
we find that the linear part of the KF relaying algorithm has the
form of typical IlR filters. Therefore, the method for analyzing the
. --\
, -,--
frequency responses of deterministic relaying algorithms is equally 1 2 3 4
MJiples ofkniamerdalfeqwncy
5 6

applicable to the analysis of KF relaying algorithms. Figure 13 Frequency response of the two-state KF relay
In the simulations, we found that the steady-state Kalman algorithm ( diag(Q,)/R,= 0.5 )
gain vector K is only dependent on the ratio of the state variable
covariance matrix Q, to the measurement noise variance Rk and
is not affected by the initial error covariance matrix P.
Assuming Qk= diagona1(0.005,0.005) and Rk = 0.01, the
steady-state Kalman filter gain K is computed as
K=[0.6003 -0.19851n. (31)
where diagonal(.) represents a diagonal matrix, and "Tr"
represents transpose.
Substituting (31) into (29) and (30), the magnitude responses
of G,(z) and G2(z) are computed and the results are shown in
Figure 12. By using (8) and (9), the frequency response or
variation band of the magnitude estimate of the two-state KF MJiples offiudamerdalhquemy
relaying algorithm is computed and shown in Figure 13. It can be Figure 14 Magnitude responses of the linear filters in the
seen that, at the fundamental frequency, the KF relay algorithm two-state KF ( ding(Qk)/Rk= 0.01 )
gives the accurate magnitude estimate.
Decreasing the ratio of diag(Qk),the diagonal elements of
Qk ,to Rk to 0.01, the steady-state Kalman gain vector is found as
K = [0.1316 - 0 . 0 0 8 0 ~ (32)
The magnitude responses of G,(z) and G2(z) are shown in
Figure 14, and the frequency response of the two-state KF relaying
algorithm is shown in Figure 15.
Figures 12 through 15 show that the KF relay algorithm with
a smaller diug(Q,)/R, ratio has a sharper frequency response,
which indicates a higher attenuation on harmonics and a longer
transient period. Thus, the KF relay algorithms are able to adjust 0"
1 2 3 4 5
their own parameters according to the noise level such that, if the Mdiiplas of Lrndamerdalfequency

inputs are badly corrupted by noise, they will have a higher noise Figure 15 Frequency response of the two-state KF relay
rejecting capacity but a longer response time; on the other hand, if algorithm ( diag(Q, )/Rk= 0.01 )
104

5 2 Three-state Kalman filter relaying algorithm

The linear filters of the three-state KF relaying algorithm Lower bovldarj
may be described as

As in the two-state Kalman filter relaying algorithm, variables xi

and x2 represent the sinusoid signal. The third state variable xj \.. \
----
0 -,
models the dc-offset in the input signal. If we choose the state I 2 3 4 5 6
Mtiiiples offundamental tequency
transition matrix and measurement matrix H [7] as
Figure 17 Frequency response of the three-state KF relay
algorithm ( diug(Qk)/Rk= 0.5 )

lo O e ‘J

the steady-state Kalman gain K is a constant vector; thus equation

(33) is linear time-invariant. In (34a), 7 is a time constant and
can be determined based on the transmission line parameters [7].
For a specified time constant z , the steady-state Kalman
gain vector only depends on the ratio of the state variable
covariance matrix Qk to the measurement noise variance Rk and
is not affected by the initial error covariance matrix P.
Selecting the state covariance matrix
Qk= diugunuZ(0.005,0.005,0.00S),
the measurement noise variance Rk = 0.01 , and the time constant
z = 0 01 s, the steady-state Kalman gain vector is found as
K = [0.4442 - 0.3144 0.2596r (35)
The magnitude responses of the two linear filters in the three-state
KF relay algorithm are shown in Figure 16 and the Gequency
response of the three-state KF relay algorithm is shown in Figure
17
Reducing the ratio of diug(Q, ) , the diagonal elements of
Qk,to Rk as 0.01, we found the steady-state Kalman gain vector
K = [0.1288 -0.0150 0.0309p’ (36)
The magnitude responses of the two linear filters are shown in
Figure 18 and the Gequency response of the KF relaying algorithm
is shown in Figure 19.
Comparing Figures 17 and 19, again we found that a smaller
value of diug(Q,)/Rk corresponds to a sharper frequency response
implying a higher noise rejecting capacity and a longer transient
period
Mllliples oflindamerlalfrequeny
Figure 16 Magnitude responses of the linear filters in the
three-state KF ( diug(Q,)/R,= 0.5 )
Mtiiiples ofiundamentaltequency
Figure I8 Magnitude responses of the linear filters in the
three-state KF ( dmg(Q, )/Rk= 0.01 )
1 2 3 4 5 6
Mtiiiples offundamentalfrequemy
Figure 19 Frequency response of the three-state KF relay
algorithm ( diag(Qr)/R, = 0.01 )
I
6. CONCLUSIONS I
In phasor-based microprocessor relays, the m
phase estimate algorithms are nonlinear, therefore, the frequency
responses of these algorithms can not be analyzed by directly
applying the method defined in the linear time-invariant systems.
To study the frequency response, the paper proposed a genenc
model to represent the phasor-based relaying algorithms The
central part of the generic model is two linear filters. Based on the
generic model, the paper studied the magnitude responses of
deterministic relay algorithms and KF relay algorithms. The
deterministic algorithms studied include Mann-Morrison, Prodar,
full cycle DFT, half cycle DFT, Cosine filter, and Least Square
the KF relay algorithms, the transfer functions of the associated
linear filters were derived with both two-state and three-state
models being considered.
The paper shows that the magnitude responses of the
nonlinear relaying algorithms can be represented by the normalized

variation band of magnitude estimates in the frequency domain.
The upper and lower boundanes of the band define the region of
the normalized magnitude estimates of the relays for sinusoidal
inputs with different frequencies. When the phase shift between
the two linear filters in a relaying algorithm is 90’ apart, the
upper boundary of its magnitude response is equal to the maximum
of the magnitude responses of its associated linear filters, and the
lower boundary of its magnitude response is equal to the minimum
of the magnitude responses of the linear filters. The value of the
upper boundary at a harmonics indicates an algorithm’s capability
in eliminating the harmonics, and a value of zero means that the
harmonics is completely eliminated.
For all the relaying algorithms studied in the paper except
the Mann-Momson and Prodar, the upper and lower boundaries of
their magnitude response are equal to 1 at the fundamental
frequency; thus these algorithms provide accurate magnitude
estimates to fundamental frequency sinusoidal inputs.
The normalized magnitude variation bands in the KF
relaying algorithms are dependent on the signal statistic
characteristics. A smaller ratio of the state variable covariance to
the measurement noise variance corresponds to a sharper frequency
response, which indicates a higher harmonics rejecting capacity but
a longer transient period in the time domain.
7. ACKNOWLEDGMENT
The author wishes to acknowledge Elmo Price and Lifeng
Yang at ABB Power Automation & Protection Division for their
helpful discussions and support.
8. REFERENCES
1. IEEE Tutorial, Computer Relaying, 79EHO148-7-PWR, 1979.
2. IEEE Tutorial, Microprocessor Relays and Protection
Systems, 88EH0269-1-PWR, 1988.
3 . A.G. Phadke and J.S. Thorp, Computer Relaying for Power
Systems, John Wiley & Son Inc., 1988.
105
4. J.G. Proakis and D.G. Manolakis, Digital Signal Processing,
Prentice-Hall, 1996.
5. E.O. Schweitzer, D. Hou, “Filtering for Protective Relays,”
19Ih Annual Western Protective Relay Conference, Spokane,
Washington, Oct. 20-22, 1992.
6. M.S. Sachdev and M.A. Baribeau, “A New Algorithm for
Digital Impedance Relays,” IEEE Transactions on Power
Apparatus and Systems, Vol. PAS-98, No. 6, Nov.5ec. 1979,
pp.2232-2240.
7. A.A. Girgis and R.G. Brown, “Application of Kalman
Filtering in Computer Relaying of Power Systems,” IEEE
Transactions on Power Apparatus and Systems, Vol. PAS-
100, NO.7, July 1981, pp.3387-3397.
8. A.A Girgis, W.B. Chang, and E.B. Makram, “A digital
Recursive Measurement Scheme for On-line Tracking of
Power System Harmonics,“ IEEE Transactions on Power
Delivery, Vol. 6, No. 3, July 1991, pp.1153-1160.
9. G. Benmouyal, “Frequency Domain Characterization of
Kalman Filters as Applied to Power System Protection,” IEEE
Transactions on Power Delivery, Vol. 7, No. 3, July 1992, pp.
1129-1138.
Liancheng Wang was born in Shandong, P.R. China, on
December 16, 1963. He obtained his B.S. and M.S. degrees in
Electrical Engineering from Shandong University of Technology,
Jinan, China, in 1983 and 1986, respectively. He obtained his
Ph.D. degree in Electrical Engineering from Clemson University in
1995. From 1986 to 1991, he was an assistant professor in the
Electrical Engineering Department, Shandong University of
Technology. In 1996, he joined ABB Power Automation &
Protection Division as a senior engineer in Coral Springs, FL.
Before joining ABB, he was a senior application engineer with
LCG Consulting in Los Altos, CA. His area of interests includes
microprocessor relays, signal processing, and power system
stability. He is a Senior Member of the IEEE.
I06
Discussion
R. Grover Brown and Adly A. Girgis: The
author presented interesting discussion on
the frequency response of some digital
relaying algorithms. We offer the following
comments.
Especially in the power-system relaying
application, the Kalman filter is operating in
il ”transient” mode. The filter gains are
time-varying, and this is an essential feature
of the filter in this application. In this case.
an analysis based on steady-state gains (if
such analysis exists) is absolutely
meaningless in assessing the estimator’s
performance to do its intended job, namely
that of estimating the post-fault steady-state
voinge and current, but doing 50 during the
transient period before the steady-state
condition is reached.
An error in Sec 5.1 is also worthy of
mention. The two models represented by
Eqs. (25 a,b) and Eqs (26 a,b) are equivalent
in that there is a linear transformation that
takes one state representation into the other.
The two model’s yeild equivalent results
when the results are properly interpreted.
Both models have time-varying gains. This
is obvious by noting that the error
covariance matrix changes with each step of
the estimation process.
B.Kasztenny (Texas A&M University, College Station,
TX). This discusser would like to congratulate the author on
his interesting paper and offers the following comment.
The diagram presented in Fig.2a is not the only way of
combining the two orthogonal components into the estimate
of amplitude. Another method is shown in Fig.D1 [Dl].
The algorithm
works well for
the fundamental
.3&
frequency com-
ponent (p = 1)
1 and higher har-
monics (p =
2,3, ...) and splits
Fig.Dl. Block diagram of the amplitude esti-
mator providing uruque frequency response. the measured
signal x in the
orthogonal components xpc and xps. The pair of orthogonal
filters F,, and F,, is selected freely and should serve particu-
lar application. For example the full-cycle Fourier filters may
be used as follows.
The amplitude of the p-th harmonic is computed as:
where a = 2yN, and NI stands for the number of samples per
cycle.
The delay m is selected freely from the interval m = 1 up to
m = NJ4. The higher values provide better overall filtering
but introduce an extra delay into the measurement process.
The unique (i.e. not depending on the phase of a signal)
frequency response of the estimator (D3) is a
’
feature of this algorithm in the context of the
The upper and lower boundaries for algo
structure as in Fig.2a become one line for
the structure as in
Fig.Dl (compare
Fig.5 and Fig.
D2). The unique
frequency re-
sponse facilitates
for example di-
rect compensa-
tion for the fre-
Fig.D2. The frequency response of the ampli- quency deviations
relative frequency, p u
tude eshmator D3 for m = l and N~= 20. if the actual fre-
quency is known.
[Dl] Kasztenny B and Rosolowski E , Two new measuring algorithms for
generator and transformer relaying, IEEE PES WM-98 paper PE-205-
PWRD-0-11-1997, Tampa, FL, February 1-5, 1998.
L. Wang: The author would like to thank all discussers for
their interesting comments and providing him the
opportunity to explain some important issues not covered in
the paper. Responses to the comments are as follows.
Regarding the comments by Professor Brown and
Professor Girgis, the claim that “Especially in power system
relaying application, the Kalman filter is operating in a
transient mode” is partially true and applicable only for
protections that are designed to operate during that period,
e.g., zone 1 protection. However, there also exist other
relaying applications where the KF (Kalman Filter) works at
its steady state. It is in these applications that the two
orthogonal filters in the KF described by (25) or (34)
become time-invariant IIR filters and the frequency domain
method is equally applicable to the analysis of the KF.
To give an idea as to the duration of the KF transient
period, a power system was simulated based on EMTP and
the KF gains were calculated. The system simulated
contains two parallel lines with sources at both ends. The
lines are 200 miles long and rated at 500 KV. The data
generated by EMTP was played back to a relay and captured
by the relay with a sampling
- _ per
- rate of 20 samples _ cycle.
_
T h e mmnntatinnc uwre hacprl nn the rantiired Anta inctearl nf

directly using the EMTP data. The three-state KF was
selected for this study and the resulting KF gains were
shown in Figure 20. It is found that, following the inception
of a fault, the three KF gains experience a transient period
and then settle down at the stead state. As shown in Figure
20, the transient period of the KF for the studied system is
about 3/4 of a cycle. Therefore, if the relay makes its trip
decision before 3/4 cycle, the frequency response of KF
cannot provide any information as to its anti-noise capacity.
However, if the trip decision is made after 3/4 cycle, the KF
has already changed to linear-time-invariant IIR filters and
the powerfid tool-frequency domain method-is well
suited for this situation.
d
2 1
4
fI 0
g -1
-2
-3
0 0.5 1 1.5
TIME IN CYCLES
Figure 20: Kalman Gains of the three-state KF
The steady-state KF gain vector shown in Figure 20 is
K = [0.3503 -0.4537 0.4443p
Based on the gain vector, the magnitude responses of the
two orthogonal IIR filters in the three-state KF filter are
shown in Figure 21, and the phase shift between the two
orthogonal filters are given in Figure 22. It is found that, at
the fundamental frequency, the gains of the two IIR filters in
the three-state KF are equal to 1 and the phase shift between
them is 90 degrees. Thus, the three-state KF can provide
accurate magnitude estimate for fundamental frequency
sinusoid. The frequency response of the KF was obtained
based on (8) and (9) and shown in Figure 23.
I conditions. Ideally, if the initial conditions applied happen
2 4 6 8 10
MULTIPLES OF FUNDAMENTAL FREQUENCY
Figure 21: Magnitude responses of the three-state KF
(sampling rate N=20)
107
I
180
160 /-
G 100
0)
40
2:ot-,MULTIPLES OF FUNDAMENTAL FREQUENCY
10
Figure 22: Phase shift between the two IIR filters of
the KF (sampling rate N=20)
2
Figure 23: Frequency response of the three-state KF
(sampling rate N=20)
To find out how the KF responds to faults if steady
state KF gains are utilized, fault current magnitudes were
computed using both time-varying KF gains and steady state
KF gains. The results were also compared with those
obtained by using Full-cycle DFT. Different fault inception
angles were considered to cover a wider range of fault
conditions. With phase A-to-ground (A-G) faults at the
middle (100 miles) of one of the parallel transmission lines
on the system described above, the fault current magnitudes
were illustrated in Figures 24-28. The current magnitude
estimates were expressed in per unit with the steady state
fault current as the base.
Figures 24-28 show that the rising speed of the current
magnitudes is extremely fast for the time-varying KF gains.
For example, corresponding to 0 fault inception angle, it
takes 1 sample for the current magnitude to jump to 0.85 pu
from the pre-fault load current 0.38 pu, and it only takes 3
samples for the current to reach its steady-state value.
When steady-state KF gains are used instead, the
converging speed of the current magnitude becomes slower
but still faster than using the full-cycle DFT algorithm.
This shows that IIR filters do not have to take infinite time
to settle down as their name suggested. The transient
period in the outputs of IIR filters depends on the locations
of their poles in the transfer functions as well as their initial
to be the steady state solutions at the instant when the IIR
filters are applied, the IIR filters would not experience any
transient period at all.
108

+++*

i'i +
1 1 * +*

z
w O0
4 0 9 0

0 + *
CO
+ *
+ +
1 E 0 6 +t3*+#*
+ +
0
+
0
+
K F : TIME-VARYING GAINS
K F : STEADY-STATE GAINS
5
I
I:
0 5 +*+
4
I
* FULL-CYCLE DFT 0 4 ++
031
0 5 1 1 5 2 0 3 L
I
I
0 0 5 1 1 5 2
T I M E IN C Y C L E S
T I M E IN C Y C L E S
Figure 24: A-G fault current with fault inception Figure 28: A - 6 fault current with fault inception
angle at 0"
angle at 120"

Figures 24-28 also show the effect of dc-offset on the

current magnitude estimates. In the DFT algorithm, dc-
offset causes big overshoot in the current magnitude, and it
takes a long time (more tlm two cycles) for the magnitude
estimates to settle down. Compared to DFT, the KF has an
0 K F TIME-VARYING GAINS
0 4 + K F STEADY-STATE GAINS excellent dc-offset immunity and no overshoot is
4 FULL-CYCLE DFT
experienced.
03
0 5 1 1 5 2 From the forgoing discussions, it is obvio
T I M E IN C Y C L E S
Figure 25: A-G fault current with fault inception protection is the possible application where the KF works at
angle at 30" its transient mode when the KF gains have not reached their
steady state values. As is known, protective relays also have
backup zones except the fast speed zone 1: In addition,
modern microprocessor relays have more functions than just
relaying. Zone 2, zone 3 , metering, controls (re-closing and
syn-check, et. al), and fault locations are the relay
applications where KF works at its steady state and behaves
like deterministic IIR filters. Therefore, there is no re
to doubt the significance of applying the frequency domain
method to the analysis of the Kalman Filter.
The second comment by Prof. Brown
0 0 K F TIME-VARYING G A I N S is also related to time-varying gains of the
+ + K F STEADY-STATEGAINS
+ * FULL-CYCLE D F T frequency response described in the pape
1
03'
0 0 5 1 1 5 2
applications where the KF works at
T I M E IN C Y C L E S steady state KF gains are constant.
Figure 26: A-G fault current with fault inception
angle at 60"
magnitude estimate algorithm described in Figure D1 are
equal. But the curve given in Figure D2 seems not correct.
According to Figure D1, the normalized magnitude
estimates are found as

JG, G~sin(8, - 0,

where G, , G2, , and Q2 are obtained based on (16)

0 K F TIME-VARYING GAINS
(17). Using the same sampling rate (20 sampleskycle) as in
0 4 + K F STEADY-STATE GAINS Figure D2, the frequency response of the algorithm D3 is
4 FULL-CYCLE D F T
03 shown in Figure 29. From Figure 29, the normalized
05 1 1 5 2
T I M E IN C Y C L E S magnitude estimate is equal to 1 at the fundamental
Figure 27: A-G fault current with fault inception frequency and less than 0.2 for signal frequencies larger
angle at 90" than the second harmonics.
 109

"
MULTIPLES OF FUNDAMENTAL FREQUENCY
Figure 29: Frequency response of magnitude estimator
in Fig D1 (sampling rate N=20)