IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO.
2, MAY 2013
Mode Shape Estimation Algorithms Under Ambient
Conditions: A Comparative Review
Luke Dosiek, Member, IEEE, Ning Zhou, Senior Member, IEEE, John W. Pierre, Senior Member, IEEE,
Zhenyu Huang, Senior Member, IEEE, and Daniel J. Trudnowski, Fellow, IEEE
Abstract—This paper provides a comparative review of five
existing ambient electromechanical mode shape estimation al-
gorithms, i.e., the Transfer Function (TF), Spectral, Frequency
Domain Decomposition (FDD), Channel Matching, and Subspace
Methods. It is also shown that the TF Method is a general approach
to estimating mode shape and that the Spectral, FDD, and Channel
Matching Methods are actually special cases of it. Additionally,
some of the variations of the Subspace Method are reviewed
and the Numerical algorithm for Subspace State Space System
IDentification (N4SID) is implemented. The five algorithms are
then compared using data simulated from a 17-machine model
of the Western Electricity Coordinating Council (WECC) under
ambient conditions with both low and high damping, as well as
during the case where ambient data is disrupted by an oscillatory
ringdown. The performance of the algorithms is compared using
the statistics from Monte Carlo simulations and results from
measured WECC data, and a discussion of the practical issues
surrounding their implementation, including cases where power
system probing is an option, is provided. The paper concludes with
some recommendations as to the appropriate use of the various
techniques.
Index Terms—Electromechanical mode shape, N4SID, phasor
measurement units (PMU), small-signal stability, subspace, system
identification.
I. INTRODUCTION
E LECTROMECHANICAL oscillations are a natural oc-
currence in power systems. They can be described by the
frequency, damping, and shape, i.e., the relative magnitude and
phasing, of the oscillation throughout the system [1]. Accurate
knowledge of the modal properties is of high importance, as
demonstrated by the 1996 outage observed by the Western Elec-
tricity Coordinating Council (WECC) where an unstable mode
caused an oscillation to grow out of control [2].
Prior to the event, the modes and mode shapes had primarily
been estimated through the linearization of a detailed system
Manuscript received September 27, 2011; revised February 07, 2012 and June
01, 2012; accepted July 19, 2012. Date of publication September 11, 2012; date
of current version April 18, 2013. This work was supported in part by the U.S.
Department of Energy under grant DE-FC26-06NT42750, by the California En-
ergy Commission’s Public Interest Energy Research Program through the Cali-
fornia Institute of Energy and Environment, and by the Transmission Reliability
Program of the Department of Energy’s Office of Electricity Delivery and En-
ergy Reliability. Paper no. TPWRS-00919-2011.
L. Dosiek and J. W. Pierre are with the University of Wyoming, Laramie,
WY 82071 USA (e-mail: ldosiek@uwyo.edu; pierre@uwyo.edu).
N. Zhou and Z. Huang are with Pacific Northwest National Lab, Richland,
WA 99352 USA (e-mail: ning.zhou@pnl.gov; zhenyu.huang@pnl.gov).
D. J. Trudnowski is with Montana Tech of the University of Montana, Butte,
MT 59701 USA (e-mail: dtrudnowski@mtech.edu).
Color versions of one or more of the figures in this paper are available online
at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TPWRS.2012.2210570
0885-8950/$31.00 © 2012 IEEE
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779
model. In the case of the 1996 outage, the model was unable to
predict the unstable mode [2]. Consequently, much interest was
given to the problem of estimating the modal properties through
measured power system data. Since 1996, a large number of
algorithms from the signal processing and system identification
literature have been applied to the problem of estimating the
modal frequency and damping. The reader is directed to [3] and
the references therein as a starting point.
For the estimation of mode shape, far less research has been
performed, probably due to the fact that modal damping, not
shape, is a direct assessment of the stability of a mode [1]. Mode
shape, however, has the potential to aid in the mitigation of a
modal oscillation by providing information as to where a par-
ticular oscillation is most energetic, e.g., for operator control
decision making.
Mode shape estimation from measured data was first applied
to ringdown-type signals, i.e., the observable oscillatory re-
sponse to events such as line tripping and probative resistive
brake insertions, using Prony’s method [4]–[6]. Most recently,
Kalman filtering was applied to ringdown data in [7] (see the ci-
tations in [7] for another concise summary of modal estimation
techniques). In [8], the Empirical Transfer Function Estimator
(ETFE) was applied to estimate mode shape from probing data.
Ambient data analysis was applied to the mode shape esti-
mation problem with the Spectral Method in [9] and [10], where
the relationship between cross- and power spectral densities and
mode shapes were derived. The method of Frequency Domain
Decomposition (FDD) [11] was applied to mode shape estima-
tion in [12]. The Channel Matching Method was introduced [13]
and refined in [14]. In [15], the Transfer Function (TF) Method
was proposed which showed that mode shape could be esti-
mated by evaluating a transfer function, constructed between
a pair of system outputs, at the mode of interest. Recently, the
authors of [16] estimated mode shape from ambient data using
the Subspace Method.
This paper provides a comprehensive comparison of the
performance of the ambient mode shape estimation techniques
under conditions that are commonly observed in a power
system. This includes estimating the mode shape for a poorly
damped mode and a highly damped mode under purely ambient
conditions as well as the case where an oscillatory ringdown
has polluted otherwise ambient data. This paper also serves to
show that the Spectral, FDD, and Channel Matching Methods
are actually all special cases of the TF Method, implying that all
of the published ambient mode shape estimators examined here
may be grouped into one of two categories, i.e., the Subspace
Methods, or the family of Output-to-Output Transfer Function
Methods. The study consists of Monte Carlo simulations of
a reduced order model of the WECC system as well as a
 780
discussion of the practical implementation issues surrounding
the various methods. The methods are also applied to measured
WECC data and the results are discussed.
This paper is outlined as follows. Section II briefly reviews
the relationship between modes and the linearized power system
model. Section III details the means by which to obtain mode
shape estimates from the Subspace Method, and more specifi-
cally the Numerical algorithm for Subspace State Space System
IDentification (N4SID) [17]. In Section IV, the TF Method is
reviewed and the other existing ambient mode shape estimators
are shown to be special cases of it. Section V contains the re-
sults of the simulation study and Section VI provides a discus-
sion of the various implementation issues surrounding the tech-
niques. Section VII applies the methods to measured data from
the WECC, and finally Section VIII presents recommendations
as to the appropriate choice of ambient mode shape estimation
algorithm.
II. POWER SYSTEM MODES
It is well known that under small-signal disturbance condi-
tions, the power system may be linearized and represented in
state space form as [1]
(1)
where is the state vector, is the output vector, is the input
vector, is the state matrix, is the input matrix, is the
output matrix, and is the feedforward matrix. Under am-
bient conditions, input is typically conceptualized as noise
produced from random load switching, but it could also be a
low-level probing signal as used in the western North American
power system using the modulation at the Pacific DC Intertie.
The electromechanical modal properties may be obtained
through the eigendecomposition of the state matrix [1].
Defining the th eigenvalue as the th mode
(2)
the corresponding modal frequency (in Hz) and damping (as a
percentage) are
(3)
and
(4)
respectively. The mode shape associated with mode is de-
rived from the elements of the corresponding right eigenvector,
, of . The ratio of the th and th elements of are then
interpreted as the mode shape of state relative to for mode
: is the ratio of the th and th elements of :
(5)
Thus, mode shape estimation algorithms may be based upon
the idea of obtaining, from measured data, the estimates of the
right eigenvectors of the state matrix of the linearized power
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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 2, MAY 2013
system. This is achieved by either first estimating and then
performing eigendecomposition as with the N4SID algorithm
detailed in the next section, or by directly estimating the ratios
of eigenvector elements as with the family of output-to-output
transfer function methods detailed in Section IV.
Before proceeding, however, it must be noted that the power
system mode shape is defined in [1] in terms of system states,
which are often not measurable, e.g., generator shaft speed. So,
engineers use voltage angles obtained by phasor measurement
units (PMU) installed at buses located near generator terminals
in order to get a measurement that is heavily dominated by a
system state. Thus, the mode shape relative to a group of care-
fully selected measured system outputs is used as an estimate
of the true system mode shape as defined in [1]. For all of the
algorithms discussed in this paper, it is assumed that the mea-
sured system outputs are selected such that they are each a direct
measurement of, an approximation of, or may be linearly trans-
formed into a system state.
III. SUBSPACE METHOD
Subspace methods have been used with success to estimate
the modal frequency and damping in [18], with the Canonical
Variate Algorithm (CVA) implementation, and in [19] and [20]
with the N4SID implementation. In [16], the basic subspace ap-
proach was used to estimate mode shape from ambient data.
The CVA, N4SID, and basic subspace approaches are detailed
in [17], where it is stated that the CVA and N4SID are essen-
tially weighted versions of the basic method, and benefit from
having improved performance in the presence of noise.
For any of the subspace methods, the algorithm estimates the
following state space model:
(6)
where is the estimated state matrix; is the estimated output
matrix; and , and are the assumed system states,
input noise (i.e., estimation errors), and input noise gain matrix,
respectively, and are chosen automatically by the algorithm.
As described in the previous section, the power system mode
estimates are obtained as the eigenvalues of . To obtain the
mode shape, however, additional care must be taken since the
eigenvectors of describe the mode shape of the algorithm-
assumed system states, and not the true system states. Therefore,
the output matrix must be multiplied by th eigenvector of
to obtain the appropriate mode shape estimates [16]:
(7)
The resultant mode shape of measured output relative to
(8)
In this paper the subspace method is implemented using the
N4SID algorithm with Matlab’s n4sid() function.
 DOSIEK et al.: MODE SHAPE ESTIMATION ALGORITHMS UNDER AMBIENT CONDITIONS: A COMPARATIVE REVIEW 781

IV. FAMILY OF OUTPUT-TO-OUTPUT resulting in

TRANSFER FUNCTION METHODS
In [15] it is shown that if a transfer function, , is con- (13)
structed between a pair of measured system outputs and
, then the relative mode shape for mode is found by eval- From the examination of (13) and (9) it is obvious that the
uating at . That is, Spectral Method of [9] is a special case of the output-to-output
transfer function method. In this case, a nonparametric estimate
(9) of the transfer function was used with the assumption that (12) is
valid. Note that in [25], the Spectral Method was implemented
using Wavelet-based spectral density functions instead of the
The derivation is provided in [15].
Fourier-based approach used in [9].
The general nature of (9) means that if can be es-
timated using one of several well-documented system identi- B. Frequency Domain Decomposition Method
fication techniques (e.g., [17], [21]–[24]), then an estimate of
the mode shape between states and follows. In [15], a For the FDD method of [11] and [12], the mode shapes are ob-
causal Autoregressive Exogenous (ARX) model, estimated with tained from the elements of the singular vectors corresponding
a Least Squares (LS) technique, was used to estimate the expres- to the singular value decomposition (SVD) of the multichannel
sion in (9). spectral density matrix. For measured signals, the spectral
Note that to evaluate (9), prior knowledge of the true mode density matrix is comprised of the PSDs of the signals on the
must be available; the output-to-output transfer function diagonal and the CSDs in the off-diagonal elements [11]:
method does not provide it. In the simulation environment,
the true mode is known and may be used, as was the case in .. .. .. (14)
. . .
[15]. In the real-world application the true mode is unknown,
so one should look to one of the several readily available and
well-documented modal estimation techniques; see [3] and the with SVD
references therein.
The next three subsections explicitly show how recently (15)
published mode shape estimation methods are special cases
of the output-to-output transfer function method given by (9). where
The methods discussed are the Spectral Method [9], the FDD
Method [11], [12], and the Channel Matching Method [13],
[14]. is the matrix of orthonormal singular vectors,
A. Spectral Method
Mode shape estimates were approximated from the ratio of
the cross spectral density (CSD) between and and is the diagonal matrix of singular values, and is the Hermitian,
the power spectral density (PSD) of in [9]: or conjugate transpose, operation. As with the Spectral Method,
the PSDs and CSDs in the spectral density matrix may be esti-
(10) mated using any one of a number of techniques, e.g., [24].
If there is only a single dominant mode in the vicinity of fre-
quency , the largest singular value will be much larger than
where the PSD and CSD may be estimated using any number of
the rest, and the spectral density matrix at may be approxi-
spectral estimation techniques, e.g., those detailed in [24].
mated as a single degree of freedom system [11] shown in (16)
In [24] it is shown that the ratio of the CSD and PSD is equal
at the bottom of the page, where is the th element of
to the transfer function evaluated at :
and is the complex conjugation operator.
In [11] it is stated that the mode shapes of a mode with fre-
(11)
quency are approximated by the ratio of the elements in the
largest singular vector:
Note that when the th mode is poorly damped
(17)
(12)

.. .. .. (16)
. . .

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 782 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 2, MAY 2013

Using the approximation in (16), the definition of the elements

of in (14), and the relationship between spectral densities
and the transfer function response in (11), it is seen that FDD
is another case of the output-to-output transfer function method
using approximation (12):

(18)

As discussed in [11] and [12], it is clear that the performance

of the FDD method will suffer if the power system has mul-
tiple modes with frequencies that are closely spaced, since the
approximation of (16) will no longer be valid. Also, since both
the Spectral and FDD methods rely on (12), the performance
of both methods will be degraded as damping increases. In fact,
the authors of [12] state that FDD is most appropriate for modes Fig. 1. One-line diagram of the 17-machine model.
with damping less than 5%.

C. Channel Matching Method timated transfer function at the mode, i.e., . To

In [13] and [14], mode shape was estimated from the fre- demonstrate this, the authors of [15] used a causal ARX model
quency response of a channel matching filter. In [13], a narrow to obtain a parametric estimate of , which was evaluated
bandpass filter was applied to the measured data in order to iso- at . For the remainder of the paper, this particular
late a single mode, resulting in the use of structure implementation shall be referred to as the TF Method.
The three other previously published ambient mode shape es-
(19)
timation algorithms may then be summarized as follows:
where channel matching filter is only 1st 1) The Spectral Method of [9] used a nonparametric estimate
order due to the use of the narrowband filter, is the delay op- of found through spectral density functions, which
erator such that , and is the prediction was evaluated at using assumption (12).
error in the system. The mode shape between and was es- 2) The FDD Method in [11] and [12] used a spectral-based
timated as the response of at the frequency of the mode of nonparametric estimate of with assumption (16),
interest, i.e., . and evaluated it at using assumption (12).
In [14] this method was improved upon by removing the nar- 3) The Channel Matching Method used a parametric estimate
rowband preprocessing filter, thus enabling the estimation of of , i.e., the channel matching filter, which was eval-
mode shapes for multiple modes. The channel matching filter uated at using assumption (12).
was expanded to have a non-causal Autoregressive Exogenous
(ARX) filter structure, resulting in V. SIMULATION STUDY

(20) In order to compare and contrast the ambient mode shape

estimation techniques examined in this paper, simulation
where is th order, and studies were conducted. With simulation models, the true
is th order and mode shapes are known through eigenanalysis of the linearized
non-causal. The mode shape between and was estimated system model. The true mode shapes are used as benchmarks
as the response of at the frequency of the mode of in evaluating the mode shape estimation performance.
interest, i.e., . A 17-machine model (shown in Fig. 1) was used to generate
It is obvious by inspection that, in the s-domain, in the simulated data sets for this paper. As a simplified representa-
(19) and in (20) are simply transfer functions con- tion of the WECC power system, it was detailed and used in [9]
structed between measured system outputs and . Thus, the as a means of validating the Spectral Method of mode shape es-
channel matching method is a special case of the output-to- timation. The dominant inter-area modes of the system are given
output transfer function method where parametric estimates of in Table I. For the examples in this paper, the mode shapes of
the transfer functions are obtained and evaluated at , the 0.318-Hz and 0.422-Hz modes were estimated due to the
using assumption (12). fact that they represent modes with typical values for high and
low damping, respectively.
D. Summary The true values for the mode shapes are shown in Fig. 2.
As derived in [15], the output-to-output transfer function Note that the 0.318-Hz mode is North-South in nature, i.e., the
method provides mode shape estimates by evaluating the es- northern generation buses are swinging against the southern

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 DOSIEK et al.: MODE SHAPE ESTIMATION ALGORITHMS UNDER AMBIENT CONDITIONS: A COMPARATIVE REVIEW
TABLE I
MAJOR INTER-AREA MODES OF THE 17-MACHINE MODEL
Fig. 2. True mode shapes for the 0.318-Hz and 0.422-Hz modes of the 17-ma-
chine model.
generation buses, and that the 0.422-Hz mode is similar to the
Alberta mode seen in the WECC, i.e., the “Alberta” bus 45 is
swinging with the southern buses against the rest of the northern
buses. Also note that generation buses 21 and 24 were not in-
cluded in Fig. 2. This is because of the fact that since both modes
have a general North-South shape, the buses in the middle of the
system have negligibly small participation in the modes when
compared to the buses at the extreme northern and southern
ends.
For this paper, voltage angles from the buses listed in Fig. 2
were simulated during ambient conditions and reported at 30
samples per second to resemble the output of a typical PMU.
The data was passed through a first order derivative filter and
scaled to produce bus frequency data; lowpass filtered to cancel
some of the high frequency amplification effects of the deriva-
tive filter, and to provide antialiasing for downsampling; down-
sampled to 5 samples per second; and then highpass filtered to
remove low frequency trends, e.g., speed governor dynamics.
All five of the mode shape estimation algorithms are applied to
the exact same data sets.
For the statistical analysis and comparison, Monte Carlo sim-
ulations were used for each of the cases to follow. Monte Carlo
trials entail generating several identically distributed indepen-
dent random samples to use as inputs to the system in order to
estimate the statistical performance [26]. It can be likened to
taking several independent measurements of an actual power
system and then calculating various statistics. In this paper, bias
is estimated by subtracting the true value of the mode shape
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783
TABLE II
MODE SHAPE ESTIMATION ACCURACY FOR THE 0.422-HZ
MODE (LOW DAMPING) WITH 10 MIN OF AMBIENT DATA
from the sample mean of the Monte Carlo trial results and stan-
dard deviation is estimated by the sample standard deviation of
the Monte Carlo trial results.
For the results to follow, the N4SID model order was .
The TF Method ARX model orders were , and the
Channel Matching Method ARX model orders were and
, to match what was used in [15] and [14], respectively.
Other model orders near those selected were explored and no
significant difference in the results was observed. The power
spectra used in the Spectral and FDD methods were estimated
using Welch Periodograms with the settings found in [9].
A. Low Damping
Whether estimating frequency and damping or mode shape,
a mode with low damping will provide better estimates than
one with high damping due to the higher level of energy in
the system, e.g., [20]. For the low damping case in the simula-
tion study, the mode shape for the 0.422-Hz mode with 3.626%
damping was estimated using 500 Monte Carlo simulations of
10 min of ambient data. The results of the simulation are given
in Table II in the form of sample bias and standard deviation
of mode shape angle. Note that for the results in this paper, the
statistical analysis of the mode shape magnitude is omitted be-
cause the bias and standard deviations were negligibly small. It
was the mode shape angle results where significant errors were
seen to arise in some cases.
It was observed that all five methods estimated the mode
shape with similarly low standard deviations and biases. The
Spectral, FDD, and Channel Matching Methods did however
exhibit a slightly higher bias than the N4SID and TF Methods
due to the fact that they use the approximation (12). Since the
damping is low, however, the additional bias introduced by (12)
is small. Thus, from the point of view of estimation accuracy,
any of the ambient mode shape estimation techniques may be
applied to ambient data with a poorly damped mode to obtain
good results.
 784
TABLE III
MODE SHAPE ESTIMATION ACCURACY FOR THE 0.318-HZ
MODE (HIGH DAMPING) WITH 10 MIN OF AMBIENT DATA
B. High Damping
In the case of a mode with high damping, any estimator is
expected to do poorly when compared to a mode with low
damping. To examine the effects of high damping on the am-
bient mode shape estimators, the mode shape of the 0.318-Hz
mode with 10.744% damping was estimated using 500 Monte
Carlo simulations of 10 min of ambient data. Upon examination
of the results in Table III it is immediately obvious that the
overall performance of the methods has decreased.
For the three methods that use assumption (12), i.e., Spec-
tral, FDD, and Channel Matching, the bias introduced is very
large compared to the two methods that do not. The TF Method
showed a small increase in bias compared to the low damping
case, and N4SID showed virtually no change. As with the low
damping case, where it was not as immediately obvious, the al-
gorithms demonstrated a classic system identification trade-off
between bias and variance. For example, although N4SID had
the lowest bias, it also had the highest standard deviations. It
should be noted, however, that across all of the algorithms, the
magnitudes of the highest biases are much larger than those of
the highest standard deviations, suggesting that bias is a much
larger contributor to overall error than is standard deviation in
these examples.
Taking this into consideration, it may be said that the N4SID
and TF Methods with the lowest bias are the best choices of
mode shape estimator for ambient data and a mode that is well-
damped.
C. Oscillatory Disturbance
Since under normal power system operation oscillatory
disturbances are occasionally present, the performance of the
methods needs to be assessed in such conditions. Note that
there is a separate class of algorithms for obtaining mode shape
from ringdown oscillations such as Prony’s method [4]–[6] and
the Kalman filtering approach in [7], but unless an oscillation
detection scheme is used to switch from an ambient algorithm
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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 2, MAY 2013
TABLE IV
MODE SHAPE ESTIMATION ACCURACY FOR THE 0.422-HZ MODE (LOW
DAMPING) WITH 10 MIN OF AMBIENT DATA PLUS OSCILLATORY DISTURBANCE
to a ringdown algorithm and back again (e.g., [12]), the ambient
algorithms will need to perform through the disturbance.
To create such an event in the simulated system, a resistive
brake at bus 35 was briefly inserted, thus creating ringdown type
oscillations that are observable at each of the measured buses.
To study the effects of the oscillation, 500 Monte Carlo simula-
tions were conducted where the brake was inserted in the middle
of 10 min of otherwise ambient data. The results of simulation
for the poorly damped 0.422-Hz mode are given in Table IV. It
is seen that the high signal-to-noise ratio (SNR) obtained by the
presence of the oscillation somewhat reduces the standard devi-
ations of each of the methods as compared to the purely ambient
case. The main difference in the results is seen in the increased
bias of the three methods that use assumption (12), whereas the
bias is practically unchanged for the other two methods.
For the 0.318-Hz mode with high damping, the results are
given in Table V. As with the 0.422-Hz mode, the methods using
assumption (12) show an increased bias compared to the purely
ambient data. Of the remaining two methods, the TF Method
was observed to have a very large bias, thus failing to prop-
erly estimate the mode shape. N4SID, however, only showed
a slight decrease in performance from the purely ambient case.
The cause of the failure of the TF Method in this case is un-
known and is a subject for future research.
These results suggest that if a system is known to exhibit
frequent oscillatory disturbances then the methods that rely on
(12) should be avoided. If the damping is known to be small then
either N4SID or the TF Method should be used, but if there is
high damping, then only the N4SID should be considered.
VI. OTHER CONSIDERATIONS
In addition to the simulation study, some practical issues
must be considered when comparing and contrasting the dif-
ferent ambient mode shape estimation techniques. The first is
that the parametric implementations of the output-to-output
transfer function methods, i.e., the TF and Channel Matching
 DOSIEK et al.: MODE SHAPE ESTIMATION ALGORITHMS UNDER AMBIENT CONDITIONS: A COMPARATIVE REVIEW 785

TABLE V TABLE VI
MODE SHAPE ESTIMATION ACCURACY FOR THE 0.318-HZ MODE (HIGH MODE SHAPE ESTIMATION ACCURACY FOR THE 0.422-HZ MODE (LOW
DAMPING) WITH 10 MIN OF AMBIENT DATA PLUS OSCILLATORY DISTURBANCE DAMPING) WITH 10 MIN OF AMBIENT DATA PLUS PROBING

TABLE VII
Methods, rely on prior knowledge of the complex electro- MODE SHAPE ESTIMATION ACCURACY FOR THE 0.318-HZ MODE (HIGH
DAMPING) WITH 10 MIN OF AMBIENT DATA PLUS PROBING
mechanical mode or the modal frequency, respectively. In
the operational environment, this must be estimated using a
separate algorithm. The nonparametric implementations use
a peak detection algorithm on either the PSD (the Spectral
Method) or the spectrum of singular values (the FDD Method)
to obtain an estimate of the modal frequency. Recall that these
algorithms rely on assumption (12), so an estimate of modal
damping is not required. The N4SID algorithm estimates a
state-space model that gives both modes and mode shapes, so
it requires no separate algorithm. For the simulation studies in
this paper, since the true modal values are known, they were
used where necessary with the TF Methods.
Another benefit of N4SID is that it can directly incorporate
measured system inputs [19], e.g., probing, in addition to
the ambient conditions, whereas none of the output-to-output
transfer function methods can. For the methods that do not
directly incorporate the probe, one would expect a decrease
in standard deviation from the purely ambient condition due
to the increased SNR from the system excitation provided
by the probe, along with an increased bias since the assumed
model is unaware of any system inputs (see [15] for details in both fast and accurate [17], [21]–[23], [28], [29]. The Spectral
the derivation). Since N4SID can directly model the probe, it Method has also been implemented in a recursive fashion
should see results that maintain a low bias while also enjoying in [10]. N4SID, however, as with all subspace identification
the decreased standard deviations form the increased SNR. methods, is computationally intensive and not well-suited
To verify this, 500 Monte Carlo simulations were performed for recursive or real-time applications, although some initial
using the probing signal detailed in [27]. The results, given work has been performed [30]. The effects of this considera-
in Tables VI and VII, support the performance under probing tion were seen in that the average time to compute the mode
conditions, with the most dramatic comparisons drawn in the shapes for each 10-min data set was 1.47 s for N4SID, while
high damping case, where N4SID is clearly the best performer. the output-to-output transfer function methods were all near
A third consideration is that the output-to-output transfer 0.2 s (all computations were performed in Matlab on a 64-bit
function methods benefit from the fact that they are well-suited machine running Windows 7 with a 3.33-GHz Intel Core 2 Duo
for the near real-time on-line environment. For example, the processor and 4 GB of RAM).
TF and Channel Matching Methods both identify an ARX One last note is that since the Spectral and FDD Methods are
model which my be achieved through the family of Recursive nonparametric, they do not require assumed underlying models
Least Squares (RLS) algorithms, which has been shown to be and do not suffer from sensitivity to model order selection.

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 786
TABLE VIII
MODE SHAPE ESTIMATES FOR THE 0.24-HZ MODE FROM
10 MIN OF AMBIENT DATA MEASURED FROM WECC
VII. WECC EXAMPLE
To further validate the methods examined in this paper, they
were applied to 10 min of ambient data measured from PMUs
in the WECC. A mode at 0.24 Hz with 16.35% damping was es-
timated using the Yule-Walker algorithm [3]. The mode shape
estimates are shown in Table VIII. The bus names have been
masked to protect the true locations of the buses due to confi-
dentiality agreements, however it may be revealed that buses A,
B, and E are located in the northern part of the system, and buses
C and D are in the south. It is clear that all of the mode shape
estimators are identifying a north vs. south oscillation. Notice
that the TF Method and N4SID algorithms provided estimates
exhibiting a mode shape that is closer to a true anti-phase rela-
tionship between north and south, whereas the methods which
use assumption (12) are all similar to each other in giving es-
timates that are farther from the anti-phase behavior expected
from a north-south mode, perhaps displaying the biasing ob-
served in the simulation studies.
VIII. CONCLUSION
This paper has presented a comparison of five ambient
electromechanical mode shape estimation techniques, i.e., the
TF Method [15], Spectral Method [9], [10], FDD Method
[11], [12], Channel Matching Method [13], [14], and Subspace
Method [16] using N4SID. It was shown that the Spectral,
FDD, and Channel Matching Methods are all special cases of
the more general TF Method, implying that the ambient mode
shape estimators can be separated into two categories: the
output-to-output transfer function methods which directly esti-
mate the elements of the mode shape vectors, and the subspace
method which first estimates the system state matrix, from
which an eigendecomposition gives the mode shape vectors.
Of the output-to-output transfer function techniques, the three
that evaluate the estimated transfer function at instead
of generally exhibited a higher bias in the mode shape
estimates than did the TF Method or N4SID. This was exac-
erbated by high damping, or the presence of oscillatory distur-
bances in the ambient data. Thus, unless the use of a nonpara-
metric estimator is desired or if estimation bias is of little con-
cern, the Spectral, FDD, and Channel Matching Methods should
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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 2, MAY 2013
be avoided. Instead, the more general TF Method or the sub-
space identifier N4SID are recommended.
Furthermore, given that although the TF Method and N4SID
had similar performance in the purely ambient case, when an
oscillatory disturbance interrupted the ambient conditions the
TF Method failed in the high damping case while N4SID con-
tinued to function well. Considering the additional benefit of the
ability of N4SID to directly incorporate a probing signal, it was
observed to be the best overall mode shape estimator of the five
examined in this paper. If, however, a fast real-time mode shape
estimator is desired, then the TF Method should be considered
due the ease of implementing an RLS algorithm as compared to
trying to make N4SID into an online algorithm.
ACKNOWLEDGMENT
The authors would like to thank Dr. J. Hauer (retired) at
Pacific Northwest National Laboratory for his insights and dis-
cussions. Also, the authors appreciate the help and assistance
from B. Mittelstadt (retired) and D. Kosterev at Bonneville
Power Administration.
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Luke Dosiek (S’06–M’10) received the Bachelor’s and Master’s degrees in
electrical engineering from Clarkson University, Potsdam, NY, in 2004 and
2006, respectively, and the Ph.D. in electrical engineering at the University of
Wyoming, Laramie, WY, in 2010.
He visited the University of Cape Town, Cape Town, South Africa, as a Re-
search Assistant from May to August 2004. He has interned at Bombardier
Transportation in Plattsburgh, NY, and Delphi Steering in Saginaw, MI. He is
currently a post doctoral research associate at the University of Wyoming. His
research interests include electric machines and drives, power system stability,
signal processing, and engineering education.
Dr. Dosiek is a member of the IEEE Education, Industry Applications, Power
and Energy, and Signal Processing Societies.
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787
Ning Zhou (S’01–M’05–SM’08) received the B.S. and M.S. degrees in auto-
matic control from the Beijing Institute of Technology, Beijing, China, in 1992
and 1995, respectively. In 2005, he received the Ph.D. degree in electrical en-
gineering with a minor in statistics from the University of Wyoming, Laramie,
WY.
From 1995–2000, he worked as an assistant professor in the Automatic Con-
trol Department at Beijing Institute of Technology. He is currently with the Pa-
cific Northwest National Laboratory, Richland, WA, as a power system engi-
neer. His research interests include power system dynamics and statistical signal
processing.
Dr. Zhou is a member of the IEEE Power and Energy Society (PES).
John W. Pierre (S’86–M’86–S’87–M’91–SM’99) received the B.S. degree in
electrical engineering with a minor in economics from Montana State Univer-
sity, Bozeman, in 1986. He received the M.S. degree in electrical engineering
with a minor in statistics and the Ph.D. degree in electrical engineering from the
University of Minnesota, Minneapolis, in 1989 and 1991, respectively.
He worked as an electrical design engineer at Tektronix before attending the
University of Minnesota. Since 1992, he has been a professor at the University of
Wyoming in the Electrical and Computer Engineering Department. He served
as Interim Department Head from 2003 to 2004 and received UW’s College
of Engineering Graduate Teaching and Research Award in 2005. For part of
his 2007/2008 sabbatical, he worked at Pacific Northwest National Laboratory
and Montana Tech. His research interests include statistical signal processing
applied to power systems as well as DSP education.
Dr. Pierre is a member of the IEEE Signal Processing, Education, and Power
and Energy Societies.
Zhenyu Huang (M’01–SM’05) received the B.Eng. degree from Huazhong
University of Science and Technology, Wuhan, China, and the Ph.D. degree
from Tsinghua University, Beijing, China, in 1994 and 1999, respectively.
From 1998 to 2002, he conducted research at the University of Alberta and
McGill University as a post-doctoral fellow, and at the University of Hong
Kong. He is currently a senior research engineer at the Pacific Northwest
National Laboratory, Richland, WA. His research interests include power
system stability and control, high-performance computing applications, and
power system signal processing.
Daniel J. Trudnowski (M’91–SM’99–F’09) received the B.S. degree in engi-
neering science from Montana Tech, Butte, in 1986, and the M.S. and Ph.D.
degrees in electrical engineering from Montana State University in 1988 and
1991, respectively.
From 1991–1995, he was with Battelle, Pacific Northwest National Labora-
tory where he was a senior research engineer. In 1995, he joined the Montana
Tech where he is currently a professor and head of the Electrical Engineering
Department. His research activities over the past 20 years have primarily fo-
cused on problems related to power system dynamics and controls.
Dr. Trudnowski is a member of the IEEE Power System and Control System
Societies and is a registered professional engineer in the state of Montana.