2015 IEEE Power, Communication and Information Technology Conference (PCITC)
Siksha ‘O’ Anusandhan University, Bhubaneswar, India.
Adaptive Estimation of Power System Harmonics
and Decaying DC using Volterra RLS
Harish K.Sahoo,Senior Member IEEE
Dept. of Electronics and Telecommunication Engineering
IIIT Bhubaneswar, University under Govt. of Odisha
Bhubaneswar, India
harish@iiit-bh.ac.in
Abstract—This paper proposes Volterra RLS (VRLS) adaptive
filter for estimation of harmonic parameters and decaying DC
component in presence of white Gaussian noise. VRLS shows
good error convergence rate under high non-stationary and
noisy conditions which is quite essential to estimate power
quality disturbances. VRLS algorithm is an extension of
Forgetting factor RLS (FFRLS) with the help of Volterra
expansion. Estimation results of VRLS are compared with
LMS, VLMS and FFRLS to show the estimation accuracy of
the algorithm.
Keywords- LMS,FFRLS,Volterra-Series ,white Gaussian
noise
I. INTRODUCTION
Non linear loads like inverters, DC converters, electric arc
furnace, static VAR compensators, SMPS etc comprise an
ever increasing portion of the total load for a typical
industrial plant. These loads can introduce large harmonic
distortions into the power system which may lead to severe
problems like interference with communication circuits,
over heating of electrical equipments, incorrect reading on
meter, disoperation of protecting relays. Therefore
harmonic filters must be designed to reduce the effect of
harmonic distortions. The operation of filters relies on the
fact that how accurately those harmonics can be tracked.
Thus estimation of harmonic parameters such as magnitude
and phase is one of the challenging issues for power system
engineers. Numbers of estimation methods have been
proposed to estimate harmonic parameters in power system.
The conventional estimation method is based on Fast
Fourier Transform (FFT). But harmonic estimation using
FFT lead to inaccuracies due to leakage and picket fence
effect. Other well known parametric frequency estimation
techniques include Linear prediction [2], Maximum
likelihood [1], Total least square [4], Prony’s method [3],
and subspace methods like singular value decomposition
(SVD)[5,6]. But each of them has several limitations in
terms of inaccuracies and computational requirements in
the presence of noise. In the past decades adaptive filtering
algorithms have gained popularity due to accuracy in
estimation in a non stationary and noisy environment.
978-1-4799-7455-9/15/$31.00 ©2015 IEEE
Umamani Subudhi,Member IEEE
Dept. of Electrical and Electronics Engineering
IIIT Bhubaneswar, University under Govt. of Odisha
Bhubaneswar, India
umamani@iiit-bh.ac.in
Various adaptive filtering algorithms used for harmonic
estimation include Least mean square (LMS)[7,8],
forgetting factor recursive least square (FFRLS)[8,9,10]
and Normalize least mean square(NLMS)[8]. LMS and
NLMS algorithms have been widely used due to its
simplicity and numerical robustness. But it has slow
convergence rate and poor tracking capability in case of
non stationary environment. On the other hand FFRLS give
better convergence characteristic than LMS. But RLS
algorithm is computationally complex due to matrix
inversion lemma. Implementation of FFRLS to estimate
harmonic parameters is based on adaptive linear combiner
model and the tracking of harmonic parameters is affected
when variance of noise is increased.
Thus in this paper Volterra RLS(VRLS) adaptive filter[11]
is proposed to estimate harmonics of different order as well
as decaying dc component which is less sensitive to the
noise variance and non-stationary nature of the signal as
compared to FFRLS. VRLS may be interpreted as
extensions of linear filters to the non linear case. The
performance of the proposed VRLS algorithm is
established through comparison results with that of LMS,
Volterra-LMS(VLMS) and FFRLS obtained from
MATLAB(ver. 2013 a) SIMULINK environment. Section
II of the paper presents mathematical modeling used for
estimation, Section III describes VRLS algorithm and
implementation steps. Section IV presents simulation
results and discussion. Conclusion is given in Section V.
II. HARMONICS AND DECAYING DC ESTIMATION
MODEL
Mathematical model for estimating harmonics and decaying
DC is developed by considering a sinusoidal power signal
and higher order harmonics corrupted by additive white
Gaussian noise
N
z (t ) = ∑ An sin(ωnt + φn ) + adc e −α dct + v (t ) (1)
n =1
where ω n = 2π fn and f1 is the fundamental frequency ,
v ( t ) is the additive white Gaussian noise,
 2015 IEEE Power, Communication and Information Technology Conference (PCITC)
Siksha ‘O’ Anusandhan University, Bhubaneswar, India.

Volterra series expansion. As RLS algorithm requires

The discrete time version of Eq.(1) can be represented as
N computation of matrix inversion lemma, VRLS filter is
z ( k ) = ∑ An sin(ωnkTs + φn ) + adc e −α dckTS + v ( kTs ) (2) restricted up to second order expansion. Volterra series is
n =1
modeled for nonlinear behavior similar to Taylor series.
where Ts is the sampling period. But it differs from Taylor series due to its ability to capture
If only the fundamental, third and fifth harmonics the memory effect. VRLS adaptive filter is based on FIR
components of z ( k ) are considered, the signal can be
structure with Volterra series expansion and can be
mathematically expressed as:
z (k ) = A1 sin( kωTs + φ1 ) + A3 sin(3kωTs + φ3 ) mathematically expressed in the form of a difference
(3) equation as:
+ A5 sin(5kωTs + φ5 ) ∞ ∞ ∞
The signal can be expressed using trigonometric expansion y(n) =∑w01(l1)x(n−l1)+∑∑w02(l1,l2)x(n−l1)x(n−l2)
as l1=0 l1=0 l2=0

z ( k ) = sin( K ωTS ) A1 cos φ1 + cos( K ωTS ) A1 sin φ1 ∞ ∞

+......+∑ .....∑w0i (l1,l2,..,li )x(n−l1)x(n−l2)...x(n−li )+... (14)
+ sin(3 K ωTS ) A3 cos φ3 + cos(3 K ωTS ) A3 sin φ3 (4) l1=0 li =0

+ sin(5 K ωTS ) A5 cos φ5 + cos(5 K ωTS ) A5 sin φ5

Decaying DC component can be approximated for smaller x(k)
w0 ( k )

value of ‘ α dc kTS ’ as × w0,0 (k)

z-1

adc e −α dc kTS  adc (1 − α dc kTS ) (5) w1 ( k )

Thus input signal vector can be expressed as × w1,1 (k ) d(k)

⎡sin( K ωTs ) cos( K ωTs ) sin(3K ωTs ) cos(3 K ωTs ) ⎤

z-1
y(k)

=⎢ +
e(k)
x(k ) ⎥ (6) w2 ( k ) +
⎣ sin(5 K ωTs ) cos(5 K ωTs ) 1 − kTs ⎦ × w2,2 (k)

and weight vector can be expressed as

×
⎡ A1 cos φ 1 A1 sin φ 1 A3 cos φ 3 A3 sin φ 3 ⎤
w0,1 ( k )

w( k ) = ⎢ ⎥ (7)
⎣⎢ A5 cos φ 5 A5 sin φ 5 adc adcα dc ⎦⎥
× w0,2 (k )

Estimated amplitudes and phases can be evaluated from

the updated weight vector obtained by using VRLS × w1,2 (k )

algorithm as given from Eq.(8) to Eq. (13)

^ ^ 2 ^2 Fig.1. Structure of Volterra RLS Filter
a k (1) = wk (1) + wk (2) (8)
^ ^2 ^ 2 Implementation steps of Volterra RLS Algorithm are given
a k (3) = wk (3) + wk (4) (9) below :
^ ^2 ^ 2 Step-1
a k (5) = wk (5) + wk (6) (10) Initialize weight and inverse correlation matrix as given
^
below:
^ wk (2)
φ k (1) = tan ( −1
^
) (11) w(0) = ⎣⎡0 0 0 . . . 0 ⎦⎤ (15)
wk (1) ⎡1 0 0...........0 ⎤
^ ⎢ ⎥
1 ⎢ 0 1 0...........0 ⎥
^ wk (4) P (0) = ⎢ ⎥
(16)
φ k (3) = tan −1 ( ^ ) (12) δ .................
⎢ ⎥
wk (3) ⎢⎣ 0 0 0...........1 ⎥⎦
^
Step-2
^ wk (6)
φ k (5) = tan −1 ( ^ ) (13) Generate expanded input vector using Volterra expansion
wk (5) X (k) = ⎡⎢x(k) x(k−1)...x(k−M) x2(k)...x2(k−M) ........ x(k)x(k−1) ⎤⎥ (17)
⎣ ⎦
III. VOLTERRA RLS ALGORITHM Step-3
Volterra RLS (VRLS) is an extension of FFRLS and input Generate error signal vector using the difference of desired
signal vector is expanded to higher dimension using and output signal vector
 2015 IEEE Power, Communication and Information Technology Conference (PCITC)
Siksha ‘O’ Anusandhan University, Bhubaneswar, India.

T
e( k ) = d ( k ) − X (k ) w
k
(18)
1
Step-4 Inverse correlation matrix can be updated as given
0.9
below:
Ψ(k ) = P(k ) X (k ) (19) 0.8

Estimated Amplitude
1⎡ ⎤
T 0.7
Ψ Ψ
k k
P ( k + 1) = ⎢ P (k ) − T
⎥ (20) 0.6
LMS

λ ⎢⎣ λ + Ψ k X (k ) ⎥
⎦
RLS
VLMS
0.5
VRLS
where λ=forgetting factor 0.4

Step-5 Estimated updated weight vector can be evaluated as 0.3

given below: 0.2

^ ^
0.1
w(k + 1) = w(k ) + e(k ) P(k + 1) X (k ) (21)
0
0 2 4 6 8 10 12 14 16 18 20
Simulation Time
IV. SIMLATION RESULTS AND DISCUSSION Fig. 3. Comparison Results of Third Harmonic Amplitude
All the simulations are performed using MATLAB
Simulink environment. For LMS and VLMS, step size is 1.4
chosen as 0.001. For FFRLS and VRLS, 0.9995 is chosen
as forgetting factor for simulation. Additive white Gaussian LMS
1.2
noise with 30 dB SNR and sampling frequency of 2 KHz RLS
are considered during estimation of harmonics and VLMS
Estimated Amplitude

1 VRLS
decaying DC. The power signal considered for estimation is
given by:
z (k ) = 1.2 sin( kωTs + π / 6) + 0.8 sin(3kωTs + π / 3)
0.8

(22)
+0.3 sin(5kωTs + π / 4) + 0.05 e −0.2 kTS 0.6

Estimated amplitude and phase comparison plots of

0.4
fundamental, third and fifth harmonics are presented from
Fig. 2 to Fig.7. Comparison error plots due to amplitude
0.2
and phase estimation are shown in Fig. 8 and Fig. 9.From
the harmonic estimation plots it is clear that LMS and
VLMS have slower convergence as compared to FFRLS 0
0 2 4 6 8 10 12 14 16 18 20
and VRLS. Comparison due to decaying DC estimation is Simulation Time
shown in Fig. 9. Under same SNR level, from Fig. 10, it is Fig. 4. Comparison Results of Fifth Harmonic Amplitude
obvious that VRLS provides accurate estimation of
decaying DC magnitude as compared to FFRLS where as
LMS and VLMS provides wrong estimation results with a 2

choice of smaller step size. 1.8

LMS
RLS
VLMS
1.6
1.4 VRLS
Estimated Phase

1.4
1.2
LMS 1.2
Estimated Amplitude

1 RLS
VLMS
VRLS
1
0.8
0.8
0.6

0.6
0.4
0.4
0.2
0.2
0 2 4 6 8 10 12 14 16 18 20
0
0 2 4 6 8 10 12 14 16 18 20
Simulation Time
Simulation Time
Fig. 5. Comparison Results of Fundamental Phase
Fig. 2. Comparison Results of Fundamental Amplitude
 2015 IEEE Power, Communication and Information Technology Conference (PCITC)
Siksha ‘O’ Anusandhan University, Bhubaneswar, India.

2.2 0.2

2 LMS 0
RLS
1.8 VLMS

Estimated Phase Error

-0.2
VRLS
Estimated Phase

1.6 VLMS
-0.4 VRLS
1.4

1.2 -0.6

1 -0.8

0.8
-1
0.6
-1.2
0.4
-1.4
0.2 0 2 4 6 8 10 12 14 16 18 20
0 2 4 6 8 10 12 14 16 18 20
Simulation Time
Simulation Time
Fig. 9. Comparison Results of Phase Estimation Error
Fig. 6. Comparison Results of Third Harmonic Phase

1
1.6

1.4 LMS
RLS
1.2 VLMS
VRLS
Estimated Decaying DC

LMS
Estimated Phase

1 VRLS
0.5
VLMS
0.8 RLS

0.6

0.4

0.2 0

-0.2

-0.4
0 2 4 6 8 10 12 14 16 18 20 -0.5
0 2 4 6 8 10 12 14 16 18 20
Simulation Time
Simulation Time
Fig. 7. Comparison Results of Fifth Harmonic Phase
Fig. 10. Comparison Results of Deacying DC

1.2 V. CONCLUSION
VRLS is an effective adaptive filtering approach for power
1 VLMS
quality estimation as compared to FFRLS provided that
Estimated Amplitude Error

VRLS

0.8
Volterra expansion is restricted up to second order as it will
increase the computational complexity due the calculation
0.6 of matrix inversion lemma. Also VRLS provides faster
convergence as compared to FFRLS with greater accuracy
0.4 in estimation.

0.2

-0.2
0 2 4 6 8 10 12 14 16 18 20
Simulation Time
Fig. 8. Comparison Results of Amplitude Estimation Error
 2015 IEEE Power, Communication and Information Technology Conference (PCITC)
Siksha ‘O’ Anusandhan University, Bhubaneswar, India.

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Fig. 11 Simulink Model to Implement VRLS

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