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1-4244-0111-9/06/$20.00c02006 IEEE.
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signal with a sampling period T can be decompounded to a use the above methods to calculate the amplitudes and phase
Fourier series and can be expressed as follows, angles of harmonics.
In power systems, usually, the signals are periodic signals.
f(t) = C, exp(jj22nt)) (1) So, engineers use (5) and (6) to analyze the signals. But, if the
n=-o
signal is an energy-limited signal, the result analyzed by
Where above method will have error.
Cn= Tf f(t) exp(-j2zTnft)dt (2)
III. MODEL AND ALGORITHM OF HARMONIC ANALYSIS BASED
(1) gives the form of harmonics. The spectrum line of each ON EXTENDED PRONY METHOD
harmonic is a pulse line. So the spectrum of periodic signal is a
discrete power pulse lines. The coefficients of Fourier series A. The Prony model ofharmonics analysis
are the coefficients of signal pulse lines. Extended Prony method [11][12] uses the linear combination
An energy-limited signal can't be decompounded into a of a group of exponential functions to fit a cycle sampling
Fourier series. It can only be analyzed by Fourier Transform. data. Supposing a harmonic signal is composed by p
If an energy limited signal satisfies the condition of absolute exponential functions with arbitrary amplitudes, phase angles
integral, and decaying factorials. The mathematical model in discrete
time function form is
jx(t)ldt < oc
p
Then, its Fourier Transform is x(n) = ,bizn, n = 0,1,...,N-1 (9)
i=l
X(f) = x(t) exp(- j2zTft)dt (3) x(n) is the approximation of x(n).
In (9), bi and zi are complex numbers and
x(t) = ITr r0o X(f) exp(j2zrft)df (4)
b, = A, exp(jO,) , zi = exp[(a, + j21Tf7)At] . Where A, is
(3) is a continuous spectrum line. The amplitudes amplitude,
corresponding to the points in the spectrum lines are power 0i is phase angle, ai is decaying factorial, fi is
density, not power. frequency, At is sampling interval and N is the number of
Suppose the length of sampling data is N and the sampling sampling points.
interval is At, then the time corresponding to the sampling Transform (9) into a matrix form as follows,
point n is t = nAt . Corresponding to (1) and (2), the Zb = x (10)
expressions of the discrete time Fourier series are as follows, Where
N-1 1 1 *.. 1
X(k)= ! Ex(n)exp(- j27kn/N) (5) Zi :2
Z2 *- Zp
zp b= bi,b2,...,bp
... b
n=O ,
z=
N-1
x(n) = E X(k) exp(j2zTkn/N) (6) ziNi1 N-i
z2 ...
z
N-1
k=O
Corresponding to (3) and (4), the expressions of the discrete x = [x(O), x(1) ..., x^(N - )]
time Fourier transform are given by (7) and (8),
N-1 B. The solution of the parameters of the Prony model
X(k) = I
-n=O
x(n) exp(- j2zknIN) (7) Construct a cost function as
N-1
IN-1 (8) x(n) -(n)2
x(n) = X(k) exp(j2;Tkn/N) n=O
,
Nk=O
In order to obtain the parameters A,, 0, a, and f , we
The differences between (5),(6) and (7),(8) are that, in (5) and
(6), the signal outside the window is the extension of the should to solve a non-linear least square equation. The key
signal inside the window, while in (7) and (8), the signal technology of the Prony method is that the simulation formula
outside the window is regarded as zero. of (9) is the uniform-order solution of a linear differential
For a periodic signal, x(t) =Ai sin(2Tfit + 0), we can get equation with constant coefficients. So, using the observed
data, we can obtain the coefficients by solving the differential
the amplitudes of harmonics using (5) and (6). For an equation, that is to say, we can solve the roots zi of the
3
i=l
p p
Fig. 1. The amplitude-frequency character of xi(t)
= a1x(n-i)+Xaie(n-i), n= 0,1,...,N-1
i=l i=O
(15)
From Fig. 1 we can see, the spectrum only has a positive
Obviously, the model is a special ARMA(p, p) process peak value (n=25). The frequency resolution of FFT is
which has white noise e(n) stimulation and has the same Af = f,/N= 3.90625Hz . Because lf - A2 < f it is ,
parameters AR and MA. impossible for FFT to distinguish the two frequenciesft andf2.
In order to avoid solving the non-linear equation, we define Corresponding to the peak value, the frequency is
the error as follows, f = nAf = 97.6563Hz .
p
Using extended Prony method to estimate the spectrum of a
£(n) = aie(n - i), n= 0,1,.., N -1 signal, in theory, it has no limit for Prony method to estimate
i=O
two frequencies with an interval small enough. Using the
Transform (15) into
p
method introduced in section III, we can obtain the order of
x(n) = aix(n - i) + (n) (16) the AR model, which is 4. The parameters of the AR model
i=l are: at=-3.2507, a2=4.6418, a3=-3.2508 and a4=1.0000.
Obviously, it is an AR model. Using total least square Then, we solve the parameters of Prony method and the
method (TLS) to solve the coefficients a,,..., ap , which mode information is shown in table I. From the above
calculating results, we can see that, the precision of extended
Prony method is much higher than that of FFT.
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TABLE I
THE SPECTRUM ESTIMATE MODE INFORMATION OF x (t) BY EXTENDED TABLE III
THE MODE CORRESPONDING TO A=5, a 10
PRONY METHOD
Si~0 a fA
a Oi ai A 4.9999 1.0472 0.0000 50.0001
0.4991 1.5708 1.2921 e-2 100.0015 4.9999 -1.0472 0.0000 -50.0001
0.4991 -1.5708 1.2921e-2 -100.0015 0.9999 0.5236 0.0000 150.0001
0.5009 1.5708 1.0228e-2 98.0019 0.9999 -0.5236 0.0000 -150.0001
0.5009 -1.5708 1.0228e-2 -98.0019 5.0000 0.0000 -10.0001 0.0000
B. Harmonics analysis with aperiodic component
TABLE IV
From above analysis, we know, FFT analysis will bring THE MODE CORRESPONDING TO A= 15, a =20
error if a signal includes aperiodic components. But the
extended Prony method can deal with this problem very well. 4 f
Supposing a signal with aperiodic component is
Oi a,
4.9999 1.0472 0.0000 50.0001
X2 (t) = Ae-t + 10 cos(2;Tft + ;T/3) + 2 cos(6;Tft + ;T/6)
4.9999 -1.0472 0.0000 -50.0001
Where f=50Hz, the sampling interval is At = 0.02/64 0.9999 0.5236 0.0000 150.0001
=0.0003125s. The number of sampling points is Ntotal =512. 0.9999 -0.5236 0.0000 -150.0001
Choose two groups of signals with different modes 15.0000 0.0000 -20.0000 0.0000
A=5,a=10 and A=1 5,oa=20 respectively to analyze.
The waveform of signal x2(t) including aperiodic C. Harmonics analysis when frequency deviatingfrom rated
component is shown in Fig.2, where A= 15 and a=20. value
25 Supposing the signal to be analyzed is
20 x3 (t) = I0 cos(2fTft + /-T/3) + 2 cos(6fTft + /-T/6)
Where ft50Hz, the sampling interval is At = 0.02/64
15
=0.0003125s. The total number of sampling points is
-10 Ntotal=512. Choose three groups of different signals with
ft49.5,ft50 andft50.2 respectively to analyze.
The FFT analysis results of signal x3(t) are given in table V.
-5- TABLE V
FFT ANALYSIS RESULTS
-10 I
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16
Time/second Amplitude Angle (degree)
Fig.2. The signal x2(t) including aperiodic component. f =49.5 fundamental 9.8667 46.0906
3th harmonic 1.8077 -11.6200
The analysis results of x2(t) by FFT are shown in table II. f 50 fundamental 10.0000 60.0000
3th harmonic 2.0000 30.0000
TABLE II
ANALYSIS RESULTS OF X2 (t) BY FFT f =50.2 fundamental
3th harmonic
9.9810
1.9505
65.5950
46.6025
Fundamental 3th harmonic
9.8696
The correctness of FFT analysis is based on the hypothesis
1.9816
A = 5, amplitude
= 10 59.4754
that
28.5635
the sampling frequency is the integral times of the
angle(degree)
practice frequency of power system. If the sampling frequency
a
information of a signal. It has no direct relationship with E. Harmonic analysis characteristic when harmonic
power system frequency. components are abundant
TABLE VI
THE MODE INFORMATION WHEN f =50.2 A signal with abundant harmonics is shown in table VIII. It
has inter-harmonics and fraction-harmonics.
Ai, a, A Theoretically, the order of the AR model is 28. From the
4.9999 1.0472 0.0000 50.2000 calculation using singular value decomposition method, the
4.9999 -1.0472 0.0000 -50.2000 corresponding threshold is 0.985. Choose 28 as the order and
0.9999 0.5236 0.0000 150.6001 the calculation results are shown in table IX.
0.9999 -0.5236 0.0000 -150.6001
TABLE VIII
D. The harmonic analysis characteristic when the order of THE HARMONIC COMPONENTS OF THE SIGNAL x (1)
harmonics is high
frequency f1=20 f2=50 f3=150 14=180
Supposing a signal X4 (t) is amplitude 10 20 8 5
X4(t) = IOcos(2rf + F/3) + 5 cos(30rf + gz/6) frequency f5=250 f6=450 f7=650 f8=100
+2 cos(42zrf + gz/6) + cos(602rf + gr/4) amplitude 4 2 0.8 3
The waveform of signal of x4(t) is shown in Fig.3. frequency f9=200 fho=280 fi'=300 f12=600
amplitude 2 2 1 0.5
20
frequency fJ3=700 f14=800
amplitude 0.3 0.2
15l
-10 20
a)
-15
0
E
-20
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16
-20
Time/second
Fig.3. The waveform of signal x4 (t).
-40
The order of the AR model with extended Prony method is
8. The AR model obtained by calculation is as follows, -60
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16
1.0000 + 0.7180z-1 - 0.1 106z -2 -0.7563z-3 - 1.4996z -4 Time/second
Fig.4. The waveform of signal x5 (t).
-0.7563z-5 - 0. 106z-6 -0.71 80z-7 + 1.0000z-8 = 0
TABLE IX
The mode information of Prony model is listed in table VII. THE SIMULATION RESULTS WHEN THE ORDER OF AR MODEL IS 28
From the calculation process, we know, when the order of
harmonics is high, but the components of harmonics are not frequency fi=20.0052 f2=50.1028 f3=149.2133
abundant, the order of the AR model is also not high. The amplitude 9.9841 19.9687 7.8923
calculating work is also small if using extended Prony method. frequency f4=181.0355 f5=249.9697 f6=449.8767
TABLE VII amplitude 5.0233 4.0578 1.9585
THE MODE OF PRONY METHOD FOR SIGNAL X4 (t)
frequency f7=648.9753 f8=100.3751 fg=200.1977
amplitude 0.7899 2.9987 2.0157
A 0 a f
frequency fio=279.7817 f l=299.5612 f12=598.9723
0.5000 -1.0472 -0.0036* 1 .Oe-9 50.0000
amplitude 1.9985 0.9883 0.4901
0.5000 1.0472 -0. 0036*1.0e-9 50.0000
frequency fi3=698.0021 fi4=797.8248
2.5000 -0.5236 -0.0014*1.0e-9 750.0000
amplitude 0.2881 0.1786
2.5000 0.5236 -0.0014*1.0e-9 750.0000
1.0000 -0.5236 -0.0043*1.0e-9 1050.0000 We can see from table IX, when the chosen order is equal
1.0000 0.5236 -0.0043*1.0e-9 1050.0000 to its theoretical order, the calculating precision is high. If
0.5000 -0.7854 -0.1165*l .Oe-9 1500.0001 choosing 0.97 as the threshold, the corresponding order is 27.
0.5000 0.7854 -0.1165*1 .Oe-9 1500.0001 The calculation results are given in table X. In table X, some
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harmonics are not identified and the errors of the identified As GPS synchronized signal is used in the measurement
harmonics are also big. This phenomenon is decided by the system, the synchronization of data acquisition at different
characteristic of this algorithm. It uses the whole information locations is realized. So the system can measure harmonic
and it is an approaching model in whole meaning. power flow of power system and identify harmonic sources.
TABLE X
THE SIMULATION RESULTS WHEN THE ORDER OF AR MODEL is 27
VI. NETWORK CONFIGURATION OF MEASUREMENT SYSTEM
The flexibility system configuration of the harmonics
frequency fl=20.1052 f2=50.4218 f3= 149.3456 monitoring network is shown in Fig. 6.
amplitude 9.9754 19.9214 7.8845
frequency f4= 182.5890 f5=252.6513 f6=453.9723
amplitude 5.1552 4.2512 2.1482
frequency f7=658.2363 f8= 101.0086 fg=202.8425
amplitude 0.8199 2.9005 2.1564
frequency fIo=283.8793 fil=303.9952 f12=605.8242
amplitude 1.9872 1.1128 0.5248
frequency fi3=708.6574 f 04=0.0015
amplitude 0.4057 0.1418
estimation. 30-
TABLE XI 25-
SIMULATION RESULTS WITH NO NOISE INJECTED 20-
15-
Prony method Error(%) Estimation Error(%)
Harmonics Test
Signal Extended FT
LU10
th magnitude 0.27 0.272 0.85 0.278 2.78
angle 88.3 88.432 1.51 97.574 10.5
th magnitude 0.12 0.121 0.91 0.127 5.91 O W.}.~ hZE
3 4 7 9 15
angle 126.6 128.372 1.40 142.024 12.18 The order of harmonics
magnitude 0.13 0.132 1.52 0.140 7.69
7th angle 32.5 33.053 1.71 38.373 18.07 Fig.8. Phase angle error comparison between extended Prony and FFT
h magnitude 0.11 0.112 2.10 0.120 9.45 without noise
angle 168.2 172.741 2.71 213.529 26.95
magnitude 0.08 0.083 3.60 0.090 13.1 20
15th angle 56.5 59.212 4.81 79.474 40.66
18- _ Extended Prony
_ FFT
16
TABLE XII
SIMULATION RESULTS WITH NOISE INJECTED 8 14-
-o 12-
10 1
angle 126.6 129.297 2.13 156.477 23.6
h magnitude 0.13 0.133 2.21 0.148 13.85
7th angle 32.5 33.384 2.72 41.701 28.31 7 9
The order of harmonics
h magnitude 0.11 0.114 3.81 0.125 13.6
angle 168.2 173.952 3.42 225.556 34.1
Fig.9. Magnitude error comparison between extended Prony and FFT with
magnitude 0.08 0.084 5.22 0.094 18.1 noise
15th angle 56.5 60.348 6.81 84.434 49.44
50 0
The comparison of magnitude error and phase angle error 45- _ Extended Prony
between the extended Prony method and FFT without noise 40-
M FFT
g 10
10
D8 11
7
1 9
The order of harmonics
-] 8
Lo Fig. 10. Phase angle error comparison between extended Prony and FFT with
noise