Modern Power Systems Control and Operation

MODERN POWER SYSTEMS CONTROL
AND OPERATION
THE KLUWER INTERNATIONAL SERIES
IN ENGINEERING AND COMPUTER SCIENCE
POWER ELECTRONICS AND POWER SYSTEMS
Consulting Editor
Thomas A. Lipo
Other books in the series:
SPOT PRICING OF ELECTRICITY

Fred e. Schweppe, M.e. Caraminis, R.D. Tabors and R.E. Bohn
ISBN 0-89838-260-2
RELIABILITY ASSESSMENT OF LARGE ELECTRONIC

POWER SYSTEMS
Roy Billinton and Ronald N. Allan
ISBN 0-89838-266-1
AND OPERATION
by
Atif s. Debs
Georgia Institute of Technology
.....
"
KLUWER ACADEMIC PUBLISHERS
Boston/Dordrecht/London
AND OPERATION
Copyright <D 1988 by
Kluwer Academic Publishers
Copyright 1990 in Taiwan. Re[1J,blic of Chioa by

Kluwer Academic Publishers
Assigned Republic of China Copyright No ·
All Rights Reserved. This Book. or parts

thereof. may not be reproduced in acy form
without permission of the publisher.
For Sale in Taiwan; Not for Export
First Printing ··········· ·· ······· ·· ········· ··1990
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ISBN·13: 978-1-4612-8414-7 e·[SBN·13: 978-1-4613-1073-0

DOl: 10.1007/978-1 -4613-1073·0
To the memory of
Ahmed H. EI-Abiad
1926-1988
CONTENTS
Preface xi
1 INTRODUCTION 1
1.1 Perspective . . . . . . . . . . . . . . 1
1.2 Historical Trends and Events . . . . 1
1.3 Key Developments and Innovations . 4
1.4 References for Chapter 1 . . . . . . . 9
2 ISSUES OF CONTROL AND OPERATION 11

2.1 Perspective . . . . . . . . . . . . . . 11
2.2 Functional Map . . . . . . . . . . . . 11
2.3 Engineering and Mathematical Tools 14
2.4 Text Organization 16
2.5 Notation... . . . . . . . 17
3 LOAD FLOW ANALYSIS 19

3.1 Perspective . . . . . . . . 19
3.2 Power System Components 20
3.3 Formulation of the Problem 27
3.4 Solutions of the Load Flow Problem 35
3.5 The Decoupled Load Flow 51
3.6 Sparsity Techniques . . . 58
3.7 Special Load Flow Cases . 68
3.8 Chapter Review. . . . . . 73
3.9 References for Chapter 3 . 73
3.10 Problems . . . . . . . . . 74
4 STEADY-STATE SECURITY ASSESSMENT 87

4.1 Perspective . . . . . . . . . . . . . . . 87
4.2 Steady-State Contingency Analysis .. 91
4.3 Network-Based Contingency Analysis. 106
4.4 Contingency Selection . . . . . . 119
4.5 Equivalents of External Systems 122
4.6 Chapter Summary .. . . 139
4.7 References for Chapter 4 . . . . . 139
viii
4.8 Problems . . . . . . . . . . . . . . .. 140
5 POWER FLOW OPTIMIZATION 153

5.1 Perspective . . . . . . . 153
5.2 Problem Formulation. . 156
5.3 Nonlinear Optimization 159
5.4 Economic Dispatching 171
5.5 Optimal Power Flow 186
5.6 Applications...... 196
5.7 Conclusion . . . . . . 197
5.9 Problems . . . . . . . . . 198
6 AUTOMATIC GENERATION CONTROL 203

6.1 Perspective . . . . . . 203
6.2 The Issues . . . . . . . 204
6.3 The Control Problem. 224
6.4 Classical AGC . . . . 225
6.5 Non-Classical AGC .. 233
6.6 Summary . . . . . . . 234
6.8 Problems . . . . . . . . . 236
7 OPERATIONAL PLANNING AND SCHEDULING 239

7.1 Perspective . . . . . . . . . . . . . . . . . . . 239
7.2 The Unit Commitment Problem . . . . . . . . 240
7.3 The Hydro-Thermal Coordination Problem .. 249
7.4 Dynamic Optimization . . . . . . . . . . . . . . 255
7.5 Solutions of the Unit Commitment Problem .. 262
7.6 Solutions of the HTC Problem 270
7.7 Conclusion . . . . . . . . . . 276
7.9 Problems . . . . . . . . . . . 278
8 ON-LINE STATE ESTIMATION 283

8.1 Perspective . . . . . . . . . . . . 283
8.2 Weighted Least Squares Estimation. . . . " . 285
8.3 Model Parameter Identification . . . 296
8.4 Detection and Identification of Bad Data 311
8.5 Measurement System Selection . . . . . . 323
ix
8.6 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328

8.7 References for Chapter 8 . . . . . . . . . . . . . . . . 329
8.8 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330
9 SHORT-TERM LOAD FORECASTING 335

9.1 Perspective . . . . . . . . . . . . . . . . . . . . . . . 335
9.2 Load Models . . . . . . . . . . . . . . . . . . . . . . 335
9.3 Model Identification . 338
9.4 Load Prediction . . . . . . . . . . . . . . . . . . . . . 350
9.5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . 353
9.6 References for Chapter 9 . . . . . . . . . . . . . . . . 354
9.7 Problems . . . . . . . . . . . . . . . . . . . . 355
Index 359
Preface
Initial material for this book was developed over a period of several years
through the introduction in the mid-seventies of a graduate-level course en-
titled, "Control and Operation of Interconnected Power Systems," at the
Georgia Institute of Technology. Subsequent involvement with the utility
industry and in teaching continuing education courses on modern power sys-
tem control and operation contributed to the complimentary treatment of
the dynamic aspects of this overall topic.
In effect, we have evolved a textbook that provides a thorough under-
standing of fudamentals as needed by a graduate student with a prior back-
ground in power systems analysis at the undergraduate level, and in system
theory concepts normally provided at the beginning of the graduate level in
electrical engineering. It is also designed to provide the depth needed both
by the serious graduate student and the power industry engineer involved in
the activities of energy control centers and short-term operations planning.
As explained in Chapter 2, the entire book can be covered in a two-
quarter course sequence. The bulk of the material may be covered in one
semester. For a two-semester offering, we recommend that students be in-
volved in some project work to further their depth of understanding. Utility
and consulting industry engineers should concentrate on the more advanced
concepts and developments usually available at the latter half of each chap-
ter.
By mastering the material in the book the reader will be in a position
to develop or critique advanced software projects for energy control centers.
Alternatively, he or she can proceed to other courses in the power system
stability and planning areas. Non power majors, like those in control theory,
will find in this book an excellent ground for potential graduate thesis work
in control theory applications.
In coming up with this final product the efforts of several individuals are
deeply appreciated. There are faculty members at Georgia Tech and in a few
universities who have used my original notes and tried to incorporate them
in their instructional activities. Their comments and encouragements helped
in my initial decision to expand and publish those notes in the present text.
The reviewers of the draft of the book Professors Shahidapour of the Illinois
Institute of Technology and Arun Phadke at Viginia Tech provided many
xii
valuable inputs most of which were incorporated. For their efforts they are
duly and wholeheartedly thanked. There are two key individuals who finally
made the project possible: Mary Jane Chappell who typed the manuscript
and Diana Fouts who did all the graphic illustrations. Their efforts are truly
appreciated.
Atif Debs
AND OPERATION
Chapter 1
INTRODUCTION
1.1 Perspective
The evolution of modern power system control and operation is traced back
to its historical origins in power system growth, control theory development,
and technological innovations in instrumentation, communications, and com-
puter equipment. Economic and reliability considerations led to the growth
of interconnections. The resulting complexities required new philosophies of
secure operation and energy control center designs. Subsequently, multilevel
hierarchical control strategies were considered for practical implementation.
In this regard, five key individuals are recognized for their efforts to influence
developments in this area.
1.2 Historical Trends and Events

The development of modern power system control and operation is the re-
sult of both (a) an evolutionary trend governed by small, but significant,
incremental changes from the beginning of the twentieth century till now,
and (b) major shock events which caused major deviations in these trends.
Both of these factors are entwined with parallel technological developments
that made things possible.
Of the trends that are significant one cites -
• The strong correlation between electricity use and economic growth as

evidenced in Figure 1.1. The Gross National Product (GNP) growth
profile has paralleled a corresponding one in the growth for electricity.
2 CHAPTER 1. INTRODUCTION
2800
_ 2600 1984
..c:
~ 2400
......
o 2200
en
~ 2000
] 1800
-
Z 1600
o
~ 1400
::;1
~ 1200
U)
Z
o 1000
U
~ 600
U
- 600
~
~ 400 1947,
....::I
~ 200
GNP {billions of 1972 dollars}
Figure 1.1: Relationship Between Electricity Demand (in MWH) and GNP
This was true in spite of the shock events of the Great Depression, the
two world wars, and the 1973 oil crisis.
• The tendency for electrification in the residential, commercial, and in-

dustrial sectors continued to grow primarily because of the IONn value
01 electricity, i.e., electricity being a highly sophisticated form of en-
ergy. This is exemplified by the early shift to motor drives in industry,
the spread of air-conditioning and electrical appliances, and the use of
advanced electrical (or electrically based) technologies in the industrial
and commercial sectors.
• The trend to interconnect utilities to one another was made stronger

by reliability and economic considerations. Through interconnections
utilities faced fewer risks from erroneous capacity expansion planning
1.2. HISTORICAL TRENDS AND EVENTS 3
Table 1.1: Trends and Shock Events and Their Implications
TREND /EVENT IMPLICATIONS

Electricity/GNP Ever increasing system
Correlation complexity
Increased Needs for better power
Electrification quality, reliability
and automation
Interconnections Automatic generation control,
economic operation, infor-
mation exchange, hierarchical
control.
1965 Northeast Need for secure operation
Blackout
1973 Oil Crisis Need to deal with a new market,
use marketing and pricing mecha-
nisms, load and energy
management
1977 New York Need to look deeper into
Blackout security assessment and
enhancement
decisions, were better protected during emergencies, and could exer-

cise options of economic and mutually beneficial power exchange con-
tractual agreements. A related sub-trend was the emergence of co-
generation and/or dispersed generation.
Of the shock events one notes -
• The 1965 Northeast blackout that was triggered by a relaying misop-

eration that caused the shutdown of most of the New England, New
York, some Canadian and other utility systems .
• The 1973 oil crisis which caused, in the years to follow, a slowdown in
the electric, and overall energy, utilization trends, and the emergence
of co-generation, dispersed generation, and load management on the
American utility scene.
Figure 1.2: Nathan Cohn
Nathan Cohn was the leading engineer who pioneered in the field
of load frequency control (LFC). His classical works on the sub-
ject led to widespread implementations and to new industry stan-
dards for interconnected system operation .
• The 1977 New York City blackout which took place despite the major
advances in security and emergency control, thus reminding everyone
that more should be done.
1.3 Key Developments and Innovations

The above trends and events, coupled with the need for better control and
operation, led to important developments and innovations. Cited below are
some important ones:
Coordination of Interconnections.
Load frequency control (LFC), which is presently called automatic gener-
ation control (AGC), resulted from the need to allow each utility to meet
both, its own load and its scheduled power transfers to its neighbors. Classi-
cal feedback control theory was put to use and proved to be highly successful.
1.3. KEY DEVELOPMENTS AND INNOVATIONS 5
Figure 1.3: Leon Kirchmeyer
Leon Kirchmeyer pioneered in the fifties in the introduction of

economic dispatching (EC). Together with LFC, these two func-
tions constituted the main building blocks in power system con-
trol, at a time when digital hardware was not even available.
Economic Operation
Economic dispatching used the then newly developed analog computers and
the theory of nonlinear programming to allow a utility to continuously adjust
its generation levels in the most economic manner. Given the availability
of interconnections, this permitted so-called economy interchanges. By so
doing, utilities took full advantage of the most economic generation units
regardless of ownership. Economy of operation became systemwide and not
restricted to a particular utility area.
Security Monitoring
Prior to the 1965 blackout, the prevailing practice consisted of studies during
the planning and design stages to insure adequate transmission capabilities,
transient stability, and some forms of reliability. Following that blackout,
the need for on-line security assessment and enhancement became evident.
Figure 1.4: Thomas E. DyLiacco
Thomas E. DyLiacco pioneered in the mid- and late sixties in the

field of power system security. His classification of security states
into normal, secure, emergency, and restorative established the
basis for much of the work that followed in security assessment
and enhancement.
The system rarely operates in accordance with ideal design conditions. The
incidence of all types and frequencies of random disturbances cannot be
accounted for in off-line planning studies. Loads do not always behave in
accordance with predictions. Some generating units will frequently be un-
available because of unscheduled outages. Major transmission facilities may
be out of service for a variety of reasons. An on-line security monitor re-
quires minute-by-minute knowledge of the system together with the ability
to predict the outcome of potential disturbances.
Energy Control Centers

Security of operation was a key driving requirement behind the implemen-
tation of electric utility energy control centers (ECC). Prior to that, utilities
relied on supervisory control to permit the remote control of substations.
This type of control did not allow for systemwide coordination and, hence,
was of limited benefit. The systemwide supervisory control and data acqui-
sition (SCADA) system did permit the automatic coordination of control
1.3. KEY DEVELOPMENTS AND INNOVATIONS 7
Figure 1.5: William F. Tinney
William F. Tinney was the first to introduce sparse matrix meth-

ods into load flow analysis. By so doing, he revolutionized the use
of computers in solving very large power network problems. This
had major positive implications on both operating and planning
practices.
functions. Once decided upon, the ECC opened the door for many opportu-
nities - like economic operation, short-term forecasting, security monitor-
ing, AGC, interutility data exchange, emergency control, operational plan-
ning and scheduling, among others. All of these functions were now properly
coordinated with one· another. This established the proper framework for
modem power system control and operation.
Emergence of Control Hierarchies

The ECC is not necessary for every control function of the system. A power
plant need not be controlled entirely from a central location. Most of the
control functions in a power plant are actually performed locally in the plant
itself. The plant exchanges data and control signals with the ECC only for
those functions requiring coordination with the rest of the system. Sub-
station automation permits the introduction of local control functions such
as load management, control of dispersed generating sources (co-generation
plants, photovoltaic plants, etc.). In tum the ECC is responsive to a higher
level of coordination at the power pool and overall interconnection levels.

A control hierarchy has its structure, rules, and limitations. An ECC
dispatcher may require the rescheduling of the power output of a generat-
ing plant. Depending on overall system response characteristics he has to
coordinate this requirement within appropriate time frameworks. An inter-
connection coordination center may advise of the need to keep certain units
available as spinning reserves. The utility concerned may keep different units
on spinning reserve, thus obeying the spirit of the advice but not its precise
letter. Through the continuous exchange of information, and decision and
control signals, the entire control process is finely tuned and harmonized on
a real-time basis.
Figu!'e 1.6: Lester H. Fink
Lester H. Fink pioneered in directing a truly visionary research

and development program at the U.S. Department of Energy in
the late seventies. Through his efforts, power system and control
theory leading experts were faced with the formidable task of
joining their respective forces to tackle the complex large-scale
problems associated with power systems. .
These developments and innovations were the results of three historical

breakthroughs - (a) computer technological developments, (b) advanced
communication systems, and (c) modern control theory and its applications.
1.4. REFERENCES FOR CHAPTER 1 9
This text will focus mostly on the role of modern control and system the-
ory in power system control and operation. Not only does this theory aid
in understanding and developing new control methodologies but it also di-
rects the engineer to make the best use of available computer hardware and
communication systems.
1.4 References for Chapter 1

[1-1] "Electricity in Economic Growth," Report of the Committee on Elec-
tricity in Economic Growth of the National Research Council, Wash-
ington, D.C., Jan., 1986.
[1-2] G.D. Friedlander, "The Great Blackout of '65," IEEE Spectrum, Oc-
tober, 1976, pp. 82-86.
[1-3] T.E. Dyliacco, "System Security: The Computer's Role," IEEE Spec-
trum, June, 1978, pp. 43-50.
[1-4] R. Sugarman, "New York City's Blackout: a $350 Million Drain,"

IEEE Spectrum, Nov., 1978, pp. 44-46.
[1-5] G.L. Wilson and P. Zarakas, "Anatomy of a Blackout," IEEE Spec-

trum, Feb., 1978, pp. 38-46.
[1-6] L.R. Fink and K. Carlson, "Operating under Stress and Strain," IEEE
Spectrum, March, 1978, pp. 48-53.
[1-7] N. Cohn, "The Automatic Control of Electric Power in the United

States,"IEEE Spectrum, Nov., 1965.
[1-8] L.K. Kirchmeyer Economic Control of Interconnected Systems, John

Wiley and Sons, Inc., 1959.
[1-9] L.K. Kirchmeyer Economic Operation of Power Systems, John Wiley

and Sons, Inc., 1958.
[1-10] E. Handschin (editor), Real- Time Control of Electric Power Systems,

Elsevier, 1972.
Chapter 2
ISSUES OF CONTROL
AND OPERATION
2.1 Perspective
The context of power system control and operation is defined within the
framework of modern system theory. A resulting map guides the reader
through the functional aspects as well as the learning aspects. In essense
the book proceeds along the learning path with a keen eye on the functional
one. Functionally, the subjects are divided into the categories of- (a) Deci-
sion and Control, (b) Information Gathering and Processing, and (c) System
Integration and New Frontiers. The learning path is based on developing,
simultaneously, a balance between physical (practical) insights and mathe-
matical proficiency. Block diagrams and tables provide overall guidance on
the issues involved.
2.2 Functional Map

The overall functional structure of Figure 2.1 illustrates the continuous in-
teractions among the three primary categories of- (a) Decision and Control,
(b) Information Gathering and Processing, and (c) System Integration. In a
nutshell, Decision and Control (D&C) functions depend on gathered infor-
mation and lead t~ immediate, potential, or delayed control actions. System
Integration is an overall management set of functions associating priorities
of objectives, the interactions among information versus decision functions,
and the allocation of recourses to carry out the control and operation re-
11
12 CHAPTER 2. ISSUES OF CONTROL AND OPERATION
Figure 2.1: Overall Functional Structure
quirements of the power system. Following is a brief description of each

functional category.
Decision and Control

Table 2.1 identifies the key decision and control (D&C) issues in the text.
Obviously not every control aspect is included. For example, protective
relaying is a form of emergency control. It is not included because it con-
stitutes, by itself, a separate category. In D&C the focus is on - control
functional categories, the needs met for each, information requirements, and
the means of carrying out the controls and/or decisions. Not mentioned in
the table are issues such as the frequency of exercising control action at re-
quired response times, nor the complexity of such control. It is to be noted
that automatic control is not always necessary nor desirable. Human opera-
tor intervention will be required in many situations. The human operators,
furthermore, will elect to adjust the priorities of control objectives based on
operating conditions, weather, and experience.
Information Gathering and Processing

As noted above, D&C functions are strongly dependent on real-time, his-
torical, and forecasted information. Because measurement data, past, and
future information are all uncertain, it was found to be wise to recognize such
uncertainty and deal with it. The state estimator processes incoming mea-
2.2. FUNCTIONAL MAP 13
Table 2.1: Classification of Decision and Control Issues
FUNCTIONAL II NEEDS INFORMATION CONTROL

CATEGORY MET REQUIREMENTS MEANS
Service Quality Continuous Power flows, Generation
service, voltages, redispatch,
small voltage network VAR control
fluctuations topology interchanges
Economic Least pro- Network, plant Generation
Operation duction load and cost rescheduling,
cost data VAR control
Secure Maximize Power flows, Generation
Operation protection voltages, redispatch,
against power plant corrective
disturbances data control
System Continuous Power plant Governor
Regulation tracking dynamics and control,
of demand interchange set point
schedules control
Operational Improved Load fore- Scheduled
Planning economics, casts, plant/ unit status,
and resource network data hydro sched-
Scheduling allocation ules
surements of power flows, current flows, and voltage levels, and produces
a statistical best estimate of all variables of interest. The output of the
state estimator can be used in almost all of the control functional categories
shown in Table 2.1. A parameter estimator probes further into the accu-
racy of model coefficients used in state estimation. By improving on model
accuracy, control actions can be carried out with increased predictability of
outcomes.
System Integration
This is achieved through a subtle hierarchical synthesis. For steady-state op-
eration (i.e., when transients and fast fluctuations are not significant, func-
tional priorities are in the order of - (a) service quality, (b) economic oper-
ation, and (c) security. The corresponding control system goals are those of
(a') feasibility, (b') optimization, and (c') robustness and resiliancy. Thus,
if the system is structurally strong (very reliable), it is secure (maybe) and
hence robust. In this case economy of operation takes over. If, in such a
regime, generating resources are scarce, then feasibility is the major concern.
This is a static or structural hierarchy of control priorities which changes
with changing circumstances.
In the dynamic domain where time variations are crucial, an interesting
set of priorities emerges. For short time intervals (a few seconds to a minute)
automatic generation control (AGC) plays a crucial role in matching load
to generation, while keeping net interchanges at scheduled values. In the
time frame of one-to-several minutes, variations in load patterns will dictate
reallocation of generation levels in accordance with economic and/or security
priorities· as the need may be. Finally, in the 1-72 hours time frame, the
overall strategy of unit commitment, line-outage maintenance scheduling,
and hydrothermal coordination play important roles.
The energy control center (ECC) integrates structural and time control
hierarchies with key role given to the dispatcher in setting the priorities.
Obviously, many of the functions are performed in parallel, requiring good
computer configurations with appropriate communication/control interfaces.
Unfortunately the ECC is a dynamic entity in its own right. Future control
requirements will always be added. The ECC should be designed with those
in mind. Otherwise, it will become obsolete fairly quickly.
2.3 Engineering and Mathematical Tools

Table 2.2 provides a simple summary of needed engineering knowhow and
mathematical tools for the D&C functions discussed in the book. The en-
gineering track requires the development of a good understanding of such
issues as -power flow equations, complex voltage variables, thermal/stability
limits, production costing, models for hydroelectric reservoirs, etc. The cor-
responding mathematical track requires the development of skills progres-
sively in - matrix algebra, solutions of nonlinear algebraic equations, sparse
matrix techniques, mathematical optimization techniques, feedback control,
and modern control theories. Many of the tools are introduced within the
text. But a general background in the topics just mentioned paves the way
for in-depth and exciting comprehension of the issues involved.
2.3. ENGINEERING AND MATHEMATICAL TOOLS 15
Table 2.2: Classification of Needed Engineering Knowhow and Mathematical

Tools for the Decision and Control Functions
FUNCTIONAL ENGINEERING MATHEMATICAL

CATEGORY KNOWHOW TOOLS
Service Power flow analy- Matrix analysis,
Quality sis, thermal and nonlinear solution
stability limits methods
Economic Loss calculations, Linear and non-
Operation plant heat rates linear programming
Secure All of the above Sensitivity analy-
Operation sis, matrix
inversion lemma
System Generating plant Linear feedback
Regulation models, area models control, modern
control
Operational Start-up and shut- Mathematical and
Planning down costs, unit dynamic
and rankings, hydro programming
Scheduling system models
Continuing further down the line, Table 2.3 summarizes similar engi-
neering/mathematical tools for the information gathering and processing
functions. The main engineering focus is on the raw data collected and its
accuracy, design of the measurement and communication system, and load
modeling to account for weather and other influences ( like industrial strikes,
sports events, and the like). The corresponding mathematical focus is on is-
sues such as - probability methods, weighted least squares estimation, time
series analysis, and robust estimation.
System integration functions cannot be as simply classified. In this con-
text, some key issues should be addressed -
• Understanding hierarchical/multilevel control concepts and relating

those to human factors as well as control and decision priorities .
• The systematic use of historically gained knowledge and off-line com-

putations in an on-line environment.
Table 2.3: Classification of Needed Knowhow for the Information Gathering

and Processing Functions
INFORMATION ENGINEERING MATHEMATICAL

CATEGORIES KNOWHOW TOOLS
State SCADA, meter and Matrix analysis,
Estimation sensor accuracies, nonlinear solution·
network models methods, weighted
least squares and
probability methods
Bad-data Causes of bad-data Hypothesis testing,
Detection and error limits robust estimation
Short-Term Forecasting models, Time-series
Load weather models analysis, proba-
Forecasting bility methods
• Predicting the cost and effectiveness of future applications.
2.4 Text Organization

The text is organized to treat separately the stated functional categories. In
each category, however, the progression is along the demands of mcreased
mathematical/engineering difficulty, with a keen eye on functional priorities.
In the D&C area, for example, the security functions are treated prior to
the economic ones simply because their mathematical reqirements are not
as extensive. The regulation and operational planning functions stand on
their own, although the planning functions are somewhat dependent on ser-
vice quality and economic functions. Similar comments can be made about
the infomation gathering and processing functions. State estimation requires
loadflow type knowhow together with some probability concepts. Load fore-
casting is a step further in complexity requiring a time dimension represented
by time series analysis. Finally, in the system integration area the focus is on
mature assessment of the issues and relating those to earlier developments.
The point is raised, at· this juncture, on how to best use this book (a)
in formal classroom settings, and/or (b) as a reference to the experienced
2.5. NOTATION 17
utility engineer. For classroom work we make the following suggestions -
• For a senior-level elective, chapters 3 and 4 can serve that purpose

effectively. These can be supplemented by the first portion of chapter 5
dealing with classical economic dispatching. Understandably, the pre-
requisite here should be a course on power system analysis covering the
basics of 3-phase power systems, symmetrical components, per-unit
representations, short circuit analysis, and modeling of transmission
lines, transformers, and synchronous generators .
• For graduate-level specialization, two courses are recommended as fol-

lows - (a) a first course dealing primarily with. steady-state issues
encompassing chapters 3, 4, and 8; and (b) a second course on dy-
namic/optimization issues which are covered in chapters 5, 6, 7, and 9.
The experienced utility engineer can use the book as a reference. It

is recommended that he follow the progression of the above two graduate
courses, i.e., move from static (steady-state) topics to the more involved
dynamic ones.
2.5 Notation
Mathematical symbols and notation are defined within the context of each
chapter. Some general rules, however, are used throughout. These are:
(a) All scalar variables are expressed in italic light lower or upper case
letters, e.g.,
z(t), y(t), V, B, G.
(b) All vector variables and scalar complex variables are in bold lower case
letters, e.g., the n-dimensional vector
and the complex admittance
Ykm = gkm + jbkm •

(e) All matrices are upper bold-face letters. Elements of a matrix can be
upper-case letters in italics. For example, the admittance matrix Y is
written as:
Y = G+jB.
The (k - m) element of this matrix is written as:
Y 1cm = G1cm + jB1cm.

(d) In the case of Greek symbols, bold-face lettering is not employed. All
the other rules are applicable. The context is either directly explained
or is obvious.
(e) An important exception to the above rules arises in the cases of complex
impedances and admittances. Upper case symbols are used occasion-
ally to refer to line (or transformer) impedances and admittances. This
is done to remain consist ant with the rest of the literature. The context
is made clear enough to avoid any ambiguities.
Chapter 3
LOAD FLOW ANALYSIS
3.1 Perspective
The basic load flow problem corresponds to the situation where, for given
load demands at the various load busses and for assumed generation levels
at specified supply voltages, one is interested in the overall voltage profile of
the power network, real and reactive flows on transmission lines and trans-
formers, bus voltage magnitudes and phase angles, line currents, line losses,
and other related steady-state variables. As such, it is not concerned with
the process of allocating generation levels among the various units, nor does
it attempt to compute needed supply voltages. The results of solving the
basic load flow problem are used in a variety of ways including the subse-
quent adjustment of generation levels and supply voltages to meet economic
and/or security requirements. Table 3.1 provides a summary of some im-
portant practical applications.
From a mathematical viewpoint, the basic load flow problem, requires
the solution of a large number of nonlinear algebraic equations. The issues
involved revolve around considerations such as - existence of solutions, char-
acteristics of the solution space (e.g., which of the many possible solutions
is the truly practical solution?), structural qualities of the load flow equa-
tions, and the need to exploit the sparse nature of these equations. Table 3.2
provides a list of needed mathematical tools for this problem.
The chapter starts by defining the needed mathematical representation of
every power system component, culminating in the general form of the load
flow equations. This is followed by solution methods with specific detailed
reference to the decoupled load flow and sparse matrix methods. Finally,
special types of load flow problems are discussed.
19
20 CHAPTER 3. LOAD FLOW ANALYSIS
Table 3.1: Practical Load Flow Applications and Corresponding Descriptions
APPLICATION DESCRIPTION
Transmission Use LF to check for overloads,
Planning voltage problems, and to
identify locations of network
reinforcements
Contingency Test for effect line and/or
Analysis generator outages
VAR/Voltage Evaluate effectiveness of
Analysis VAR/voltage devices
Transfer Capa- Test for inter-utility power
bility Analysis transfer limits
On-Line Control, Analyze effectiveness of
Security corrective measures to
Enhancement alleviate emergencies
3.2 Power System Components

The most common components of a power system which are of interest in
sinusoidal steady-state analysis are -
• Power generators
• Transformers
• Transmission lines
• Shunt capacitors and inductors
• Loads.
There are, in some cases, other components like series capacitors, DC-
transmission lines with associated converter stations, and possibly others. In
most applications of load-flow analysis, balanced three-phase system opera-
tion is assumed. In some special cases, unbalanced operation is encountered.
As a starting point, however, balanced operation will be assumed. Under
this condition, one worries only about single-line diagrams, which represent,
3.2. POWER SYSTEM COMPONENTS 21
Table 3.2: Needed Mathematical Techniques for Load Flow Analysis
TECHNIQUES APPLICATIONS
Matrix Analysis Solution of linearized equations
in iterative schemes
Numerical Sol- Set up iterative techniques for
ution Methods solution; provide information on
convergence, uniqueness, etc ...
Sparse Matrix Permit efficient solution of very
Methods large systems
in reality, balanced three-phase operation. In what follows in this section,

we shall consider only the five basic components mentioned above.
Power Generators
Under steady-state conditions, power generators characteristically can gener-
ate specified amounts ofreal power PG, at specified terminal voltage magni-
tudes VT (see Figure 3.1). The generator also produces or consumes reactive
power,QG, depending on the excitation level. There are limitations on all
these quantities given by means of inequality constraints -
E.G < PG < PG

~ < QG < QG
VTmin < VT < VTmaz' (3.1)
P G is the maxjmum generation limit as determined by its rating. The min-

imum limit E.G is not necessarily zero and is dependent on boiler stability
requirements in thermal plants, for example. The reactive limits are deter-
mined by excitation system limitations. Finally, terminal voltage limits are
primarily functions of service quality considerations and are usually a few
percentage points off rated terminal voltage.
In system stability analysis, the step-up transformer shown in Figure 3.1
is included in the model. However, in load-flow analysis one can assume,
with very minor loss of accuracy, that the step-up transformer is an ideal
v;'T
STEP-UP TRANSMISSION
TRANSFORMER
PG
LINES
GENERATOR
TERMINAL HIGH-SIDE
BUS TERMINAL
Figure 3.1: Typical Arrangement Involving the Connection of a Single Gen-

erating Unit to the Transmission Grid
V'T
TRANSMISSION
) LINES
Figure 3.2: Simplified Generator Representation for Load Flow Analysis
one with a transformer turns ratio equal to a. As a result, control of the low-
side voltage is equivalent to controlling the high-side voltage. As a result,
the model is simplified by assuming that the generator delivers the specified
PG to the high-side bus at the specified voltage VT as shown in Figure 3.2.
Transformers
The most common representation of power transformers is shown in Fig-
ure 3.3. Here the tap ratio t can be real or complex indicating phase shifting
characteristics. In order to obtain the IT--equivalent model of Figure 3.4, the
1
ZL=-
YL ®
CD L.
t
I I 12 I
I 11 IDEAL
TRANS. I I
RATIO = t
--
I
VI Z, = - V2
1 1
tV 1 Y,
--
- -- l - --
Figure 3.3: General Two-Winding Transformer Model with Turns Ratio t
ratio t must be real. The derivation goes as follows-

Idt = (YL + YS)Vlt - YLV 2 (3.2)
12 = -tYLV 1 + YLV 2 • (3.3)
-This reduces to -
(3.4)
Now it is easy to show that (see Figure 3.3) -

Y 12 = YLt (3.5)
YS 12 = t 2 (YL + Ys) - YLt
= t(t - l)YL + t 2 ys (3.6)
YS 21 = Y L - tYL
= (1- t)YL. (3.7)
In most practical cases, however, Y s is. set to zero yielding the result -
Y 12 = tY L (3.8)
Y 512 = -t(l - t)Y L (3.9)
Y 521 = (1 - t)Y L (3.10)
This applies both to fixed-tap, variable, as well as tap-changing-under-
load (TCUL) or regulating, transfonners. It does not apply to phase shifting
transfonners since these cannot be represented by an equivalent IT network.
CD ®
Y521
Figure 3.4: II-Equivalent Representation of Transformer Model
Transmission Lines
Under sinusoidal steady-state conditions, one can solve the wave equations
for transmission lines and reduce the transmission line model into a symmet-
rical II-equivalent of lumped circuit elements. The symmetry implies that
Y 512 = Y 521 (see Figure 3.5). In this model-
1
(3.11)
Z12
= (~ : ::~ f/\inhb d) (3.12)
Y512 ( G + jWC) 1/2 tanh( d/2) (3.13)

R+jwL "Y
= Y521
where -
R + jwL _ series impedance per mile
G + jwC _ shunt admittance per mile
d _ line length (miles)
"Y - [(R + jwL)(G + jwC)]1/2 .
We note here that Y 12 is the inverse of line series impedance given by -
(3.14 )
CD
y 512 y 521
Figure 3.5: IT-Equivalent Representation of Transmission Lines
where R12 and X 12 are line series resistance and reactance, respectively.
Consequently, we write -
1
Y12 = Z12
- G 12 + jB12 (3.15)
where -
R12
G 12 = (R~2 + Xf2)
(3.16)
X 12
= + X 122 r
B12 (3.17)
(R12
2
Since the series reactance is purely inductive X 12 is positive (why?) and

consequently, B12 is always negative. Now the shunt term Y 512 corresponds
to shunt capacitance in parallel with shunt conductance, i.e.,
Y 512 = Y 521
G51~ + j B 512 (3.18)
with G512 being extremely small (or zero in most cases) and B 512 being
positive because it corresponds to capacitive susceptance.
For short linee (e.g., less than 30 miles), Y 512 >::: 0 and Z12 is approxi-
mately proportional to line length.
Shunt Capacitors and Inductors

These devices are used for voltage/VAR control in the system. Normally,
if system real and reactive demand is high, voltages will tend to decrease
to less than acceptable levels. As a result, capacitors are switched ON to
increase reactive production, and hence, increase bus voltages. On the other
hand, under low demand levels, line charging capacitance may be sufficient
to increase voltages above acceptable limits. By switching inductors ON,
a reactive load is created which will tend to reduce voltages to acceptable
values.
In the general formulation of the. load-flow problem, one does not know,
apriori, if capacitor or inductor banks should be ON or OFF. This is obtained
by an iterative solution process.
Data for capacitor or inductor banks is usually provided in terms of their
MVA ratings. In what follows, we shall derive the expression for capacitive
achnittance for a capacitor whose rating is b (MV A) at a Vo (k V) transmis-
sion bus.
Let MWB be the base system MV A and VB be the base bus voltage. In
this case, Vo = VB. Consequently, one writes -
b -- V?B'
0 e
where B~ is the device's capacitive admittance. Let Be be the capacitive
admittance in per unit. As a result -
Be = B~/YB
= (b/Vo2 )/(MWB/VJ)
= b/MWB p.u.
Load
The load seen (measured) at a transmission substation is a highly complex
mix of many thousands of small devices, appliances, lights, and so on. In
case of industrial loads, one may deal with large components like arc fur-
naces, large pumps, and motors. As power is delivered to these devices
it goes through subtransmission and distribution lines and several levels of
step-down transformers. Some transformers regulate the voltage, so that a
drop in transmission bus voltage may be partially compensated for at the
3.3. FORMULATION OF THE PROBLEM 27
SUBSTATION
BUS NO. 1
-..,.....-----...........- TRANSMISSION LINES
CIRCUIT
BREAKER
CAPACITOR
OR
INDUCTOR
BANK
Figure 3.6: Incorporation of Capacitor or Inductor Banks in Transmission

Network
end-use level. At present, our knowlege of load composition and response

characteristics contains many uncertainties.
In many applications, a detailed knowledge of the load composition is
not necesssary. At' the bulk power level one is primarily interested in real
power consumption and the associated power factor. This is equivalent to
specifying real and reactive power consumption, which is the usual practice.
Thus, in load flow studies these two quantities are normally specified at
each load bus. They represent the required electrical demand served by that
bus. More elaborate load representaions are normally wari'anted in situa-
tions where the sensitivity of the load to voltage and frequency changes are
important. These usually occur under transient and/or dynamic conditions
and their discussion will be deferred to later sections.
3.3 Formulation of the Problem

We shall attempt to formulate tee load flow problem in two steps. We start
first with a simple two-bus system and then generalize the result to a many-
bus system. Consider the two-bus system shown in Figure 3.7(a). In this
system we have a generator and a load at bus t. This bus is connected to
BUSl
BUS m
I
CAPACITOR
BANK
iBSI PDl + jQDl FDm + jQDrri
(a)
G Slm + jBSlm G Sml + jBSml
(b)
Figure 3.7: Two-Bus System; (a) Single Line Diagram, and (b) Representa-
tion in Terms of Network Elements
bus m by a transmission line whose II-section representation is detailed in

Figure 3. 7(b). Also, at bus I there is a capacitor bank whose admittance is
jBsl. Before proceeding, some notation and definitions are in order -
SGI = complex power generation at bus 1

= PGI + jQGl (3.19)
SDI = complex power load at bus 1
= PDl + jQDI (3.20)
S, = SGI - SDI
= (PG/ - PDl) + j(QG/ - QDl)
= P, + jQ, (3.21 )
V, = complex bus voltage at bus 1
= Vi exp(jb,) (3.22)
I, = net complex injected current into bus 1
= generated current minus load current
BSI = net device shunt susceptance at bus 1.
Given these definitions, we proceed to express the complex injected power

S, in terms of complex bus voltages -
S, = V,Ii
= Vz[V,(jBsl + GSI + jB Slm )
+ (V, - Vm)(G lm + jB,m )]*
= Viexp(jb'l)[Viexp(-jb',)(GS'm - j(BSI + B Slm ))
. + (Viexp(-jb',) - Vmexp(-jb'm)(Gl m - jB,m)]
= V?(GSlm + G, m)
- ViVm[Gl m cos (15, - 15m ) + B'm sin(b'l - 15m )]
+ j[-Vi2 (Bsl + BSlm + B,m}
- ViVm(Glm sin(bl - 15m} - B'm cos(bl - bm))J. (3.23)
Consequently, one can separate this expression into its real and imaginary
components -
P, = PGI- PDI
= vh OSlm + G,~)
- ViVm(G'm COS(b', - 15m) + B,msin(b', - 15m )) (3.24)
Ql = QGI-QDl
-V?(BSI + BSlm + Blm)
- ViVm(Gl m sin(61 - 6m ) - Blm COS(61 - 6m )). (3.25)
If bus 1 is connected to several other busses, one can easily extend the
above expression. Let k( I) denote the set of busses connected to bus I. The
extended expression becomes -
PI = V/2Gll
- Vi 2: Vm[Glm COS(61 - 6m ) + Blm sin(61 - 6m )]
mEIe(I)
(3.26)
and
Q, - V/2 Bll
- Vi 2: Vm[G lm sin(61 - 6m ) - Blm COS(61 - 6rn )]
mEIe(l)
(3.27)
where
Gil - L (GSlm + Glm ) (3.28)

mEIo(I)
BII - BSI + L (BSlm + B'm). (3.29)

mEIe(I)
These equations can be written for every bus in the network. However,
not all such equations are used in solution algorithms. In order to establish
the basic set of solution equations, one needs to classify the variables of the
system. System variables are classified into the following -
a. Demand Variables: These consist of all given values of real and reactive
load demand.
h. Input (or Control) Variables: These consist of all quantities, that, in

principle, can be manipulated at will to satisfy load/generation balance
within system operating constraints and objectives. In most cases,
these consist of -
• Voltage magnitudes at all generation busses
• Real power generation at all but one generation bus. The re-
maining generation bus (so-called slack bus) is determined after
the problem is solved. This is to because this amount of gener-
ation is dependent on system losses which are functions of the
problem solution
• Switch status of capacitor and inductor banks (open or closed)
• Tap settings of regulating transformers.
c. State Variables: These are defined as those variables the knowledge of

which will enable one to compute all other relevant quantities of in-
terest. In this case, system state variables consist of all complex bus
voltages. These can be expressed in polar or rectangular coordinates.
The polar representation is given by
(3.30)
and the rectangular one by -
(3.31 )
d. Output Variables: These are functions of the state, input, and demand
variables. Examples of output variables include -
• real Mtd reactive line power flows

• reactive generation
• slack bus real generation
• injected.bus complex currents
• line current magnitudes.
Noting that the above power flow equations are written in terms of an-
gular differences (61 - 6m ), one bus angle can be assigned an arbitrary value.
For the sake of convenience, the slack bus angle is set arbitrarily to zero.
Furthermore, the slack bus is normally numbered as the first bus.
As a result of the above considerations, one can formulate the load flow
problem as follows -
1. Write a set of 2n equations corresponding to all voltage magnitudes

and angles at all n busses of the system.
2. Solve for the state variables (voltage magnitudes and angles).

3. Solve for the output variables.

Item (1) above is taken care of by writing two equations per bus. These
equations depend on the input and demand variables. We proceed here in
three steps -
Step 1 For strictly load busses
P, = "",PDl
= V?Gll
- Vz L Vm[G 'm cos(DI - 15m) + B'm sin(Dz - 15m )]
m€1e(I)
(3.32)
Ql = -QDl
= -Vzf Bll
- Vz L Vm[Glm sin(DI - cm) - B'm COS(CI - cm)].
m€K(I)
(3.33)
Step 2 For non-'slack generation bus, i.e. a bus which is the terminal of a
generator, the corresponding equations are -
Vza = Vz
P, = PGI - PDI
= Vz 2Gll
-Vz L Vm[G'mCOS(CI-Cm)+B'msin(C,-Cm)]
m€K(I)
(3.34)
where Vi· is the specified bus voltage.
Step 3 For slack bus (bus No.1), one obtains -
o = Cl (3.35)
VI· = VI' (3.36)
Because some of the above equations are trivial equalities (voltage mag-
nitude equation at any generation bus, and 0 = 61 equations), one can easily
substitute specified voltages directly into the remaining equations. Thus,
the minimal number of non-trivial equations is given by -
2x (No. of Load Busses) + No. of Generation Busses -1
33
3.3. FORMULATION OF THE PROBLEM
Exam ple 3.1

in Fig-
Write the load How equations for the three-bus system described
ure 3.S.
Solut ion
Bus 1 equations: slack bus -
Bus 2 equations: generation bus-
1.0 = V2
P2 = PG2 - PD2
= 2.0
= Vi(G 12 + G23 )
- V2V1 (G 12 cos(62 - 6d + Bl2 sin(62 - 6d)
- V2 V3(G23 cos( 62 - 63) + B23 sin( 62 - 63))
= 2XV22
- V2V1(cos(62 - 61 ) -10sin (62 - 61 ))
- V2V3(cos(62 - 63 ) - 9sin(62 - 63)),
Bus 3 equations: load bus -
P3 = -PD3
= -4.0
= Vi(G I3 + G23 )
- V3V1(G 13 COS(~3 - 61 ) + B13 sin(63 - 6I))
- V3 V2(G23 cos( 63 - 62) + B23 sin( 63 - 62))
= vi X 1.5
- V3Vl(.5cos(63 - (h) -7sin( 63 - 61 ))
- V3V2(cos(63 - 62) - 9sin(63 - 62 )),
Q3 = -QD3
= -1.5
-.
NETWORK DATA BUS DATA
Y12 = 1 - j10 V'1 = 1.0

Y 13 = .5 - j7 v.'2 = .95
Y 23 = 1 - j9 Pm = 2.0 p.u.
Y 512 = Y 521 = jO.3 Qm = .3 p.u.
Y513 = Y 531 = jO.1 PG2 = 4 p.u.
Y523 = Y 532 = jOA Pm = 4 p.u.
Y53 = jO.5 QD3 = 1.5 p.u.
Figure 3.8: Three-Bus System and Associated Data

3.4. SOLUTIONS OF THE LOAD FLOW PROBLEM 35
= - V32(Bs3 + BS31 + BS32 + B31 + B32 )

- V3V1(G 31 sin(63 - 61 )
V3V2(G32 sin(63 - 62) - B32 cos(63 - 62))
= 15V32
- V3Vl(0.5sin(63 - 61 ) + 7cos(63 - 6d)
- V3V2(sin{63 - 62) + 9 cos(63 - 62)).
Obviously, we can substitute the given or specified values of 6b VI, and

V2 in order to obtain 3 equations in the remaining state variables, 62, 63,
and V3-
P2 = 2.0
= 2 X (.95)2
-.95{ cos( 62) - 10 sin( 62 ))
- .95V3 (cos(6 2 - 63 ) - 9sin(62 - 63 ))
P3 = -4.0
= 1.5V32
-V3(0.5cos(63) - 7sin(63))
- .9V3 ( cos( 63 - 62) - 9 sin (63 - 62 ))
Q3 = -1.5
= 15v:32
-V3(0.5sin(63 ) + 7 cos(63))
- .95V3 ( sin( 63 - 62) + 9 cos( 63 - 62 )),
3.4 Solutions of the Load Flow P"roblem

For any specific load flow problem, one is interested in knowing if a solution
to that problem exists and if it is unique. By existence, one means that a
specific value of the state variables can be found such that the equalities
defining the problem are satisfied. Uniqueness of solutions is sometimes de-
sirable. For example, if we consider the system of linear algebraic equations
given by
Ax=b (3.37)
where A is an n X n matrix, and x and b are n-dimensional state and input
vectors, respectively, then a solution of x exists and is unique if and only
Y12 = -jl0 Vt = 1.0 PG2 1.0

Y 512 = 0 Vi' = 1.0 Pm 16.0 •
Figure 3.9: Simple Two-Bus Network
if A is a non-singular matrix. In fact, one can explicitly write the solution

as-
x = A-lb. (3.38)
The lo~d flow problem is nonlinear in nature. As a consequence, existence
and uniqueness of solutions are hard to prove. To illustrate this point, con-
sider the system shown in Figure 3.9. For this simple system there are two
voltage-controlled busses. Hence, the only unknown state variable is 02' The
relevant equation for the problem is -
P2 = PG2 - PD2
15
= 10 sin( 02)' (3.39)
Since Isin(02)1 ::; 1 always, then a solution to this problem does not exist.
=
In fact a solution will exist only if P2 ::; 10. Now suppose that P2 5, then,
Eq. 3.34 becomes-
(3.40)
and hence-
02 =arcsin(O.5). (3.41)
Obviously, there is more than one solution to this equ!l-tion as shown in
Figure 3.10. The two solutions shown in that figure differ in the following
regard - Whenever P2 is increased then 02,1 is also increased, whereas 02,2
is decreased and vice versa. Thus, if we suppose that the actual solution is
02,2 then as P2 is gradually decr~ased to zero then 02,2 will gradually become
equal to 7r radians, i.e., the angle will be completely out-of-phase with the
3.4. SOL UTIONS OF THE LOAD FLOW PROBLEM 37
Figure 3.10: Graphical Representation of Solutions to System Shown in

Figure 3.9
power. This is basically an unstable situation. Hence, the solution which is

meaningful from a practical standpoint is 62,1 which is always less than 11"/2
as long as P2 ~ 10.
The preliminary conclusions here are -
a. There will be a range of values for demand/input variable combinations

beyond which solutions will cease to exist.
b. When a solution exists then it is not unique. However, by investigating

the nature of each solution from an engineering standpoint, only one
solution will make physical sense (at least in most cases).
Newton-Raphson Solution Method

Because of the nonlinear nature of the problem, it is close to impossible to
find a closed-form solution, even when it exists. Thus, one is compelled to
to use an iterative solution scheme which will converge to the desired solu-
tion. Mathematically, for most problems of this nature, convergence takes
place in an infinite number of iterations. Practically, however, a tolerable
error threshold is allowable so that whenever it is exceeded, convergence is
ascertained.
Before discussing the load flow problem specifically, we address ourselves
to a more general problem, where we investigate schemes for solving the set
of equations -
b = f(x) (3.42)
where b and x are n-dimensional demand/input and state vectors, respec-
tively and f is a vector function whose dimension is also n. In other words,
Equation 3.37 can be expressed explicitly as -
b1 = h(Zh""Zn)
b2 = 12(Zl,,,,,Zn)
(3.43)
We now assume that there is a region 0 in R n (n-dimensional Euclidean

Space) such that a solution i of the above equations exists. Suppose also
that an n-dimensional vector function F(x, b) exists such that -
IIx - yll < pIIF(x,b) - F(y,b)1I (3.44)
where 11.11 is the norm of (.), and 0 < P < 1, for all vectors x,y E O. Also,
we assume that
F(x, b) = x. (3.45)
Then, we can conclude the following.
Proposition 3.1 Let XO E 0, and define
xlc+ 1 = F(xle,b)j k = 0,1, ... (3.46)
then -
lim x1c
1c-+oo
=i. (3.47)
Proof: By assumption -
IIF(x1c ,b)-x1c 1l = IIxlc+l- x1c1l

< pIIF(xlc+l,b) - F(xle,b)1I
= pll x 1c _ x 1c - 1 1l
< p2I1F(x1c,b) - F(x1c -t,b)1I
Hence as k -+ 00, one obtains -
lim IIF(xk,b) - xkll =

k-+oo
o. (3.48)
Consequently,
(3.49)
Q.E.D.
As a result, the problem reduces to that of finding an appropriate F(x, b),

such that-
F(i,b)=i (3.50)
where i is the solution of the original problem -
b = f(x). (3.51)
One possible form for F(x, b) can be given by the relation -
F(x, b) = x + G(x)[b - f(x)] (3.52)
where G(x) is an n X n non-singular matrix for all x E n. Obviously, in this

case, when x = X, one obtains -
f(x) =b (3.53)
and
F(i,b) = x. (3.54)
Example 3.2
Obtain a solution to the equation
0.4 = sin(:r) + .1cos(:r)

by a general iterative scheme of the type described above.
Solution
(a) Let
and
F(z,0.4) = z + 0.5(0.4 - sin(z) - .1 cos(z)).

Hence,
Zl F(zo, .4)
= ZO + .5(.4 - sin(ZO) - .1 cos(ZO))
= 0+.5(.4-.1)
= ~15.
These iterations are now repeated until convergence. Table 3.3 pro-
vides results of the first 10 iterations of this approach.
(b) Let ZO = 0.0 and
F(z,.4) = z + _1_(.4
cosz
- sinz - .1 cos z).
Table 3.4 provides the results for four itrations of this scheme.
(c) This corresponds to Newton's iterative method in which
dl ) -1
F(z,.4) = z+ ( dz (.4-/(z»
. .1
= z + cosz - .1smz
. (.4 - sinz - .1 con).
The results for this scheme with zO = 0 are given in Table 3.5.
A comparison of the convergence of the three schemes introduced is given
in Figure 3.11.
At this point, we are in a position to derive the appropriate Newton-
Raphson equations for the basic problem. Suppose XOis a good initial guess
of i. As a result, we can expand f(x) about XO by means of Taylor series -
f(x) = f(x) ° + -a
afl
Zl x
o(Zl - °
ZI
af IX o (Z2 - Z2)° + ...

+ -aZ 2
+ -a ° +h.o.t.
af I (zn -. zn) (3.55)
Zn X O
Table 3.3: First Ten Iterations for Method (a) in Example 3.2
0 0.0 0.3
1 .15 .15172
2 .2258 .07866
3 .2651 .0415
4 .2858 .022
10 .3091 .00099
Table 3.4: Results for First Four Iterations in Example 3.2 (b)
0 0.0 .3
1 .3 .009
2 .30938 .0004
3 .309745 .00004
4 .30970 .00001
Table 3.5: Results of First Three Iterations for Scheme (c) of Example 3.2
Ikl zk Ib-f(Zk) I
0 0.0 ..3
1 .3 .009
2 .3096678 .0000145
3 .309683 .000005
0.3
"\ 0.2
0.1 o (a)
• (b) and (c)
O~------r-----~------~----~
o 1 2 3 4
k
Figure 3.11: Convergence Comparisons of Schemes (a)-(c) of Example 3.2
where h.o.t. stands for higher order terms. In order to put the "above ex-
pression in compact form, one defines the Jacobian matrix of f(x) as A(x),
given by-
8ft 8ft 8ft
8z 1 8z 2 8z n
8h 8h 8h
8z 1 8z 2 8z n (3.56)
81n 81n 81n

8z 1 8z 2 OZn
With this definition one can express the above Taylor-series expansion
as -
(3.57)
Now, if the h.o.t. are exactly zero, then the problem is linear, i.e.,
f(x) = b
= f(xo) + A(xo)(x - xO). (3.58)
Since this is not the case, we define the vector Xl such that
(3.59)
Now, if A(xo) is non-singular, we can write
(3.60)
And, in general, we can write
(3.61 )
for k = 1,2, .... Obviously, in this case -
F(x, b) = x + (A(X))-l(b - f(x)). (3.62)
Example 3.3
Obtain the Jacobian matrix associated with the following system of equa-
tions -
.5 = •
smzl + z23 + Z3
1.5 = Z2 Z l
-2 = ZlZ2 + Z2Z3'2
Solution
In this case, the vector function f(x) is given by -
Consequently, the Jacobian matrix is expressed as -
A(x) =
Example 3.4
Solve the load flow problem defined in Figure 3.12 using the Newton-Raphson
method.
LINE DATA BUS DATA

Y12 = -jlO V'1 = 1.0
Y512 = 0.0 Pm = 2.0
Y 521 = 0.0 Qm = 0.3
Figure 3.12: Two-Bus Network for Example 3.4
Solution
The two unknown state variables are 62 and v2 • The corresponding equations
are -
P2 = -PD2
= -2.0
= 10V2 sin 62
Q2 = -QD2
= -0.3
= lovl - lOV2 cos 62.
For purposes of illustrati~, we define the variables :1:1 and:l:2 as 62 and V2,
respectively. The problem may then be posed as follows -
- 2.0 10:l:~ sin:l:1

-0.3 = lO:I:~ - 10 COS:l:l
We proceed now according to the following steps -
Step 1 Obtain a guess XO
Step 2 Compute f(xo) and A(xo)
Step 3 Compute Xl = xO + (A(xO))-l(b - f(xo).

Following step 3, we check for convergence. In this case, the convergence

test will be -
If the above condition is not satisfied, the above steps are repeated using xl
as the initial guess to yield X 2 , ~d so on.
In this problem, the very initial guess will be
In general, this guess where all angles are set to zero and voltages to 1.0 p.u.
is known as the flat voltage start. It is known to be quite adequate whenever
no additional information on the solution is provided. The Jacobian matrix
is given by-
10z2 cos Zl 10 sin Zl ]

A(x) = [
10z2 sin Zl 20Z2 - 10 cos Zl .
For the initial guess, we have -
b - f(xo) = [-_2.'3°]
°
[ 10 U]
10'
For the first iteration, we obtain -
[:!] [:~] +A-I(x [~~~O]O

)
[ ~] + [.~ .~] [ ~~30]

[~9':] .
Table 3.6 summarizes results of the first 3 iterations which turn out to be
sufficient for convergence.
Table 3.6: Sununary of Results for Example 3.4
:e 1k
0 0.0 1.0 -2.0 -.3
1 -.2 .97 -.0729 -.2024
2 -.2126 .9464 -.00309 -.00566
3 -.2129 .945834 -.00149 -.0012
In the normal load flow problem, it is more convenient to deal directly

with the 6 and V variables rather than defining x-type variables as was done
in the last example above. Thus, we define 6 and V vectors to consist of all
nodal angles and voltages, respectively, i.e. -
(3.63)
(3.64)
Furthermore, this allows for a natural ordering of the equations as follows -

1. Slack bus angle
(3.65)
2. Real bus power injection equations -
Pl = Pi( 6, V); i = 2, ... , n. (3.66)
3. Reactive/voltage-magnitude equations -
For load busses -
(3.67)
and for generation busses -

(3.68)
In the above equations the superscript s refers to specified values of input

or demand quantities. Unfortunately, the above set of equations contains a
trivial set of voltage equations. In order to simplify matters the C and V
vectors are sipmlified to correspond stricly to unknown components, i.e. -
(3.69)
(3.70)
where i l , ... , im correspond to m load busses in the system. In this case,

the set of load flow equations becomes -
1. Real power injections -
Pt = Pi ( 6, V); i = 2, ... , n. (3.71)
2. Reactive injections at load busses -
Qi, = Qil{C, V); 1 = 1, ... , m. (3.72)
The above ordering will allow the Jacobian matrix to be expressed in

block form as follows -
A(c, V) = [~
86
8Q
~l
8V
8Q (3.73)
86 8V
where
(3.74)
(3.75)
The individual terms in the four matrix blocks comprising the Jacobian can
be expressed with the help of the following composite terms -
Tij _ GijCOS(Di-6j)+Bijsin(Di-6j) (3.76)

Uij - Gijsin(6i-Dj)-BijcOS(Di-6j), (3.77)
The various Jacobian matrix terms are now explicitly expressed as follows-
8Pi
86i = Vi L
jEIe(i)
VjUij
8Pi
-ViVjUij
86j
8Pi
8Vi = 2ViGii - L
jEIe(i)
VjTij
8Pi
8Vj = ViTij
8Qi
86i = -Vi L
jEk(i)
VjTij
8Qi
Vi VjTij
86·J
8Qi
8Vi
-2ViBii - L
jEIe(i)
VjUij
8Qi
= -ViUij. (3.78)
8Vj
Example 3.5
Compute the Jacobian matrix for the network shown in Figure 3.13, assum-
ing the initial guess -
6~ 0
D~ -.1
6°4 = -.2
V30 = .95
v:O4 .98.
Solution
The ordered equations for this load flow problem are -
P2 = PG2
= 1.0
= (1.05)2 X 2 -1.05[cosch + .5V3cos(62 - 63)
+ .5V4 cos(62 - 64 )J
+1.05[10 sin 62 + 5V3 sin(62 - 63)
+ 10V4 sin( 62 - 64 )J
P3 = -PD3
= -.5
= V32 x 1.5 - V3[1.05 x .5cos(63 - 62)
+ V4 cos( 83 - 64 )J
+ V3 [5 x ",.05 sin (63 - 62 )
+ 10V4 sin(63 -li4 )J
P4 = -PD4
= -2.0
= vl x 2.5 - V4[cos 64
+ 1.05 x .5 cos(6 4 - 62 )
+ V3cos(64 - 63)J
+ V4 [5sin64 + 1.05 x 10sin(64 - 62 )
+ 10V3 sin(64 - 63)J
Q3 = 15Vl- V3[1.05 x .5 sin(63 - 62 )

+ V4 sin (63 - 64 )J
- V3[1.05 x 5 cos(63 - 62)
+ lOV4 cos(63"- 64 )J
Q4 = 25Vf - V4 [sin64 + 1.05 x .5 sin (64 - 62)

+ V3 sin(64 - 63 )J - V4[5 cos 64
+ 10 X 1.05cos(64 - 62 )
+ lOV3 cos(64 - 63)],
CD
LINE DATA BUS DATA

Y12 = 1 - j10 F'1 = 1.0
Y 14 = 1 - j5 F2' = 1.05
Y 23 = .5 - j5 PG2 = 1.0
Y 24 = .5 - j10 PD3 = .5
Y 34 = 1 - j10 QD3 = 0.0
Y Sij = 0.0 PD4 = 2.0
i,j = 1, ... ,4 QD4 = .5
Figure 3.13: Network for Example 3.5
At the initial start, the J~cobian matrix is equal to -

25.70 -4.91 -9.98 .026 1.57
-5.06 14.22 -9.46 1.8 .003
AO = -9.98 -9.17 23.76 -1.95 -1.57
.994 -.99 1.85 13.48 -9.54
1.53 -.003 -6.46 -9.65 24.75
In any iterative scheme one is interested in a convergence criterion. This

criterion is stated in terms of a threshold value which, if exceeded, the iter-
ative scheme is stopped. In the load flow problem two convergence criteria
are normally used. The first is a power mismat~.h criterion and the other is
3.5. THE DECOUPLED LOAD FLOW 51
based on the incremental change in the state vector.

Power Mismatch Criterion Let €p and €Q correspond to real and reac-
tive mismatch thresholds, respectively. The power mismatch vector
corres-ponds to the difference between specified and computed bus
power injections. Convergence is assumed if both the maximum real
power mismatch is less than €p, and the maximum reactive one is less
than €Q. Typical values of €p/€Q range from .01 to .1 MW/MV AR.
State Increment Criterion This is expressed in the form
n ) 1/2
( ~(5:+1 _ 57)2 + (l-ik+1 _l-ik)2 <€ (3.79)
where€ may be in the range of 10- 6 to 10- 8 •

Computationally, the state increment criterion is faster to compute. How-
ever, the power mismatch criterion has a direct physical interpretation, which
is more useful.
3.5 The Decoupled Load Flow

A significant aspect of the Jacobian matrix is that it represents the sensitiv-
ity of bus power injections to the voltage state variables. For example, the
matrix block 8P /85 represents the incremental changes in the P vector rel-
ative to incremental changes in the 5 vector. In a typical load flow problem,
the following general facts hold -
• Since line and transformer resistances are much smaller than the cor-
responding reactances, it is safe to conclude that -
(3.80)
In most high voltage transmission systems the ratio -
IGij I~ 5 - 20. (3.81)

Bij
• Angular differences across a line or transformer, i.e., (5i - Cj) are small
and not exceeding 30° in most cases, and more realistically, in the order
of 10° - 15° because of thermal and stability limits. As a result -
(3.82)
and
1sin(6i - 6j )1 ~ small. (3.83)
Because of these factors, it is easy to conclude that the terms in the

matrix blocks 8P/8V and 8Q/86 are small in comparison with terms in
the 8P /86 and 8Q/8V blocks. In other words, P quantities are much more
sensitive to 6 variables than to V variables. This is easily observed in the
Jacobian terms in Example 3.5. From the above observations, one can also
conclude that -
(3.84)
The general observations thus made led many researchers to attempt a
simplification of the Jacobian whereby the off-diagonal blocks 8P /8V and
8Q/86 are set to zero. The result is a block diagonal Jacobian of the form-
A(6, V) = [ 8P/86 0] (3.85)

o 8Q/8V'
With such a simplification the load flow iterative scheme did converge to the
correct solutions. Stott [3-4J carried out further simplifications which yielded
the well-acclaimed fast decoupled load flow. In what follows, a derivation of
the Jacobian terms of this load flow method is provided. First, the above
decoupling is carried out. Next, the block diagonal terms are simplified as
follows -
8Pi
86i
= Vi L:
jek(i)
VjUij
= Vi L V;[Gij sin(6i - 6j)

;ek( i)
- Bij COS(6i - 6j)J
~ Vi L
;ek(i)
-Bij
- B~·
n (3.86)
8Pi
= -ViVjUij
86j
~ ViBij
- ViBIj (3.87)
8Qi
8Vi
= -2ViBii -
;ek(i)
VjUij L:
= -2ViBii- L [Vj(Gijsin(c5i- c5 j)
jEk( i)
- Bij cos(c5i - c5j )]
~ - 2ViBii + Vi L Bij
jEk(i)
:::J: -2Vi(Bsii+ L Bij)+ViL Bij

jEk( i) jEk( i)
= - Vi(2Bsii + L Bij)
jEk( i)
- ViB!~
n (3.88)
8Qi
= -ViUij
8Vj
~ ViBij
- ViBIj. (3.89)
In summary, the above derivations are, expressed as -

8P
::::: diag(V')B' (3.90)
815
8Q
::::: diag(V")B" (3.91 )
815
where
0 0
V3 0
diag(V') = (3.92)
[1 0
0 Vn
and
diag(V") = o (3.93)
where h, ... ,1m are the load busses, and where

, B'
.., = J . .
B iJ· -- { B It . ..J.. (3.94)
ij Z r )
B!'. = {Bi~
'3 Bij
i =j
i"1 j (3.95)
Given the above developments, the function F(6, V) can be expressed.as

follows -
F = [6] [diag(V')B' 0 ] -1 [P 8 - P]
V + 0 diag(V")B" Q8 - Q
= [6] [ (B'r 1diag(V,)-1 dP ]
V + (B,,)-ldiag(V,,)-l dQ . (3.96)
By convention, we shall adopt the following notation to avoid carrying

the diag term -
(diag(V,)-l dP ) _ dP/V' (3.97)

(diag(V"f1 dQ) _ dQ/V" (3.98)
which is quite reasonable since the i-th component of the vector dP IV'
simply is dPi/V/' Similarly, the il component of dQ/V" is dQillv;'~'. The
end result is an iterative sequence for solution which takes the form -
6k+1 = 61e + (B,)-l(dP)1e I(V,)1e (3.99)

Vk+1 = Vie + (B"f1(dQ)1e I(V"( (3.100)
It is clear from this scheme that the iterative updates of 6 and V are
done separately. In order to speed up the convergence process the following
is done-
1. (dQ)1e is evaluated using 6k+1 values, i.e.
(3.101 )
2. At the end of every 6 I V update, a mismatch convergence test is on

the corresponding real I reactive power mismatch vectors. This way,
some of the half iterations may be skipped.
Example 3.6
Solve the load flow problem described in Figure 3.14 by means of the fast
decoupled load flow method.
LINE DATA BUS DATA

YI2 = -jl0 VI6 = V'; = 1.0
Y 23 = -j5 PG2 = 2.0
Y I3 = -j8 PD3 = 3.0
Y S3 = jO.5 QD3 = 0.5
Solution
a. Load Flow Equations
P2 = PG2
= 2.0
= 10 sin 62 + 5V3 sin( 62 - 63 )
P3 = -PD3
= -3.0
= 8V3 sin 63 + 5V3 sin(63 - 62)
Q3 = QD3
= -.5
= - V32 ( -13 + .5) - V3(8 cos 63 + 5 cos ( 63 - 62)
= 1?,5V; - V3(8 cos 63 + 5 cos(63 - 62))
h. Decoupled Matrices
B' [ 15 -5]
= -5 15
B" = [12]
[.075 .025]
{B'r 1 = .025 .075
(B"r 1 = [.08334]
c. Iterative Scheme
First iteration -
[:1] = [~]
Vao = 1.0
[Pi- P2 ] =
P; -Pa [ :3]
[:1 ] = o + [.075
[0]
.025
.025] [ 2 ]
.075 -3
[ .075 ]
= -.175
~Qg = -.5 -12.5 + (8 cos .075 + 5 cos .25)
= -.1779
vl = 1- .1779/12
= .9852
Second iteration -
~P2/V2 = 2 -10sin(.075) - 5 x .9852sin{.25}

= .03199
~Pa/Va = .9:52 (-3 - 8 x .9852 sin( -.175) -5 x .9852 sin{-.25)
= -.415.
Table 3.7: Results of Four Iterations for Example 3.6
k 6~ 6~ V3k 6. P2/V2 6.P3/V3 6.Q3/V3

1 .0750 -.17500 .98520 .03199 -.4150 -.17471
2 .0670 -.20530 .97060 .02530 -.2036 -.04026
3 .0638 -.21973 .96724 .00855 .04343 .008430
4 .0655 -.21646 .96794 -.0011 .01000 .000060
Hence,
[' .075 ] + [.075 .025] [.03199]

[:~ ] =
-.175 .025 .075 -.415
= [ .0670']
-.2053
6.Q3/V3 = -.5/.9852 - 12.5 x .9852 + (8 cos(.2053) + 5 cos(.2723))
= -.17472
vl= .9852 - .17472/12
= .9713.
In Table 3.7, the results of the first four iterations are summarized.
The key advantages of the fast decoupled load flow are -
• F.ffectively, the Jacobian matrix is replaced by two constant matrices Bt
and B". These matrices are roughly half the size of the exact Jacobian
matrix each. Their inversion is performed only once, at the beginning.
Thus the computational times and memory storage requirements are
considerably reduced .
• Experiments have shown that the region of convergence, i.e., the re-
gion in the state space around the solution, is larger for the decoupled
load flow method than the Newton-Raphson method. There are plau-
sible theoretical justifications for this that are discussed in some of the
references at the end of this chapter.
The key disadvantage is an increase in the number of iterations required
for convergence over the Newton-Raphson method. On balance, however,
the decoupled approach will require about one-third of the solution time,
together with considerably reduced memory requirements.
3.6 Sparsity Techniques

Many network-type problems require the solution of the matrix equation
Ax=b (3.102)
where b is an n-dimensional vector of known inputs, x is an n-dimensional

vector of unknowns, and A is an n X n non-singular matrix. The cases
of interest are when n is large, i.e., of the order of 100 - 5,000, and A is
sparse. In network problems sparsity arises from the fact that every node
is connected only to a small number of adjacent nodes. At most, a node is
connected to 10 or so nodes. Each tOnnection in the network accounts for two
off-diagonal terms (or blocks) in the matrix A. A network with I branches
requires 21 off-diagonal terms (blocks) and n diagonal terms (blocks). If
I = an, as is normally the case, where 1 < a < 3, then the total number of
non-zero terms (blocks) in the matrix A is -
n + 2an = (1 + 2a)n (3.103)
This is to be compared with n 2 terms of the full A matrix.

Attempts to solve the system of linear equations expressed above have
been numerous. They range from indirect iterative methods, like the Gauss-
Seidel method, to the direct Gaussian elimination method. In this section
we are interested in a specific form of this latter method.
Triangular Factorization
The Gaussian elimination method is based on triangular factorization where
every non-singular matrix A can be written as a product of two triangular
matrices -
A=LU (3.104)
where L is a lower triangular matriz defined by -
(L) ..
~3
= {o
Lij
j
j
if i :s; j
if i > j
(3.105)
and U is an upper triangular matriz defined by -
(U) ..
~3
= {Ui
0
j j
j
~ ~ :s;> )~ .
if,
(3.106)
3.6. SPARSITY TECHNIQUES 59
Example 3.7
Let the matrix A be given by -
A = [~ !].
Then a candidate (L, U) pair is -
L = [~ 10°/3 ]
U = [~ 1/3]
1 .
Another candidate pair is -
L =
[2~3 n
U = [~ 1
10 /3]'
By means of the decomposition of the matrix A into the above product one
can define a vector z such that U x = z and conclude that -
b = Ax
= LUx
= Lz. (3.107)
One can express this last relation as -
b1 LnZl
b2 L21.l1 + L22 Z2
(3.108)
The solution for th~ vector z is obtained easily by means of forward sub-
sti tution --
Zl = b1 / Ln
1
Z2 = L(~ - L21Zt}
22
1
Zn = L(bn
nn
- Ln1Z1 - ••• - Ln,n-1Zn-l). (3.109)
Given the vector II one can use backward substitution on the relation II = Ux
to obtain-
Zn = zn/Unn
1
Zn-1 = Un - 1,n-1
(Zn-1 - Un- 1,n Z n)
n
Zl =
1
-(Zl - L U1i Z i). (3.110)
Un i=2
The method of Gaussian elimination provides a natural means to de-

termine an (L, U) pair. It is first illustrated for a system of three linear
equations -
[ :~: :~: :~:l [:~l

a31 a32 ass Z3
= [:~l·
b
3
(3.111)
First, one forms the augmented matrix -

all a12 a13
[ a2l a22 a23
a3l a32 ass
Next, one proceeds along the following steps -
Step 1 First row operations. Divide all first row entries by an. The result-
ing first row becomes -
where
a~2 = a12/ a n
a~3 = a13/a n
b~ = bt/an.
From this, one can tentatively conclude that -
Ln = an
Un = 1
U12 = a~2' U13 = a~3'
Step 2 Operations on row 2

• Multiply new row 1 by -a21 an':! add to row 2. The resulting row
2 is-
where
1 1
a22 a22 - a21 a12
1
a23 = 1
a23 - a21 a13
b~ = ~ - a21b~.
From this one concludes that L21 = a21.

• Divide the new row 2 by a22. This yields -
[0 1 a~3 b~l
wherea~3 = a13/a1 2 and b~ = bl/a12. This is the last row op-

eration on row 2. From these operations and their results one
concludes - L22 = a1 2, U22 = 1, U23 = a~3'
Step 3 Operations on row 3
• Multiply new row 1 by -a31 and add to row 3. This yields -
[0 a32
1 l b~ J
a 33
where
1 1
a32 a32 - a3la 12
ak = 1
a33 - a31 a13
b31 = ba - a31b~
• Multiply new row 2 by a12 and add to row 3 to yield -
[0 0 a~ b~J
where a~3 = ala - a12a~3' and b~ = b~ - aA2b~.

• Divide new row 3 by a~ to yield -
where b~ = bVa~.
From these operations we conclude that -
L33 = 2
a 33
L31 = a31
L32 = 1
a32
U33 = 1.
At this stage, all the elements of the L and U matrices have been deter-
mined. What's more, the process of forward substitution has been carried
out automatically on the vector b. All that remains is to perform the process
of backward substitution using the U matrix on the vector -
If the objective of the problem is to obtain a solution for one input

vector b tnen L need not be stored. Only U is stored for the backward sub-
stitution process. However, if several different b vectors are used to obtain
corresponding solutions, then storage of L will be necessary for the forward
substitution process. As for the U matrix, all of its diagonal elements are
equal to 1. Hence, there is no need to store those. These facts provide us
with a convenient way to store both L and U in one matriz-Iooking array
that has the form -
L11 U12 U13
L21 'L 22 U 23 (3.112)
L31 L32 L33
This array is referred to lIS the Table of Factors.

The above procedure can be easily extended to any n X n matrix A.
After processing the i-th row by means of forward elimination, the resulting
matrix becomes -
1 1
a12 a 113 a14
1 a 11n
2 2 2
0 1 a23 a24 a2n
i i
0 0 1 ai,i+l ain (3.113)
ai+I,1 ai+I,2 ai+l,n
anI an2 ann

At the end of the forward elimination process, the table of factors is defined
as -
Lll U12 U13 U 1n
L21 L22 U23 U 2n
(3.114)
Ln1 Ln2 Ln3 Lnn
which is equal to -
all i
a 12 a1
13 a1
1n
a21 1 2 2
a22 a23 a2n
a31 a132 2
a 33 a3n
3
(3.115)
anI a1
n2
2
a n3 n-1
ann
In other words,
L··
'3
= aV-
'3
1) i < j
' -
(3.116)
Uij = aij'
i··
t > J. (3.117)
Ordering
The main feature of the Gaussian elimination procedure is to create zeroes
in a systematic fashion in the lower triangle of the A matrix by means of
row operations. When a zero is present in the next entry to be eliminated,
there is no need to perform a row operation. The first thought that comes
to mind is - why don't we order the equations in such a way that most
non-zero terms in the A matrix appear in the upper triangle? An example
of this is the set of equations -
:1:1 + :1:2 + :1:3 + :1:4 = 1

:1:1 +:1:2 +:1:3 3
:1:2 + Z3 2
5Z3 + Z4 5.
The corresponding A matrix is -

In this matrix only three lower triangular terms are present. By inspection,
three row operations will be required in the forward process. Now if we order
the equations as follows -
Y1 + Y6 = 5
Y2 + Ys = 2
Y2 + Ys + Y4 = 3
Y1 + Y2 + Ys + Y4 = 1
where Y1 = :1:4, Y2 = :l:s, Ys = :1:2, and Y4 = :1:1. The new A matrix becomes-
1 5 0 0]
[oo 11 11 01 .
1 1 1 1
This matrix has four lower triangular terms requiring four row operations in
the forward process.
In electric power networks the matrices which one encounters (e.g., the
Jacobian matrix) are normally symmetrical in form, i.e., if Q.jj = 0, then
aji = o. However, if Q.jj ::f 0, then aji ::f aij. This is simply related to the
fact that if nodes i and j are connected by a network element, then non-zero
entries will occur in the i - j and j - i matrix entries. By reordering the
equations of such networks, the number of off-diagonal lower non-zero terms
is fixed.
There is more to this issue of ordering, however. As· one proceeds with
Gaussian elimination, some of the original zero entries may become non-zero
requiring further row operations to eliminate them. H the original ordering
scheme is poor, then many new non-zero terms will be created leading to a
rapid fill-up of the corresponding table of factors. The objective of ordering,
as a consequence, is to minimize the number of fill-ups, i.e., new non-zero
terms, that are created during the elimination process. This is illustrated in
.the network example shown in Figure 3.15. The nodes are arbitrarily ordered
as shown. In Figure 3.16 we show the fill-up structure of the corresponding
matrix representation. The diagonal terms, denoted by D in the figure,
are always non-zero. (Why?) The original off-diagonal non-zero terms are
represented by X in the appropriate locations (note correspondence with
network connectivity). The F locations correspond to fill-up entries created
by the Gaussian elimination process. As shown, there are 44 "X" entries
and 92 "F" entries. In Figure 3.17 a good numbering scheme is used for the
15 4 8
Figure 3.15: Network with Arbitrary Numbering of Nodes

1 I 2I 3I 4I 5I 6I 7I 8I 9 110 111 I 12 113 114 I 15 I 16 I 17 118 119 I 20 I
1 D X X X X
2 X D F F F X F X
3 X F D F X F F F X X
4 X F F D F F F F F F
5 D X X X
6 X F X F X D F F F F F F F
7 X F F F D F F F F F F
8 D X X
9 X D F X
10 X F D X F
11 X F F F F F X D F F F F F
12 D X
13 X F F F F X F F D F F F F
14 X F F F F F D F F .x F
15 X F F F F F F D F F F
16 X F F F X F F F D F F
17 X F F D F X X
18 X F F F F F F F D X F
19 X X D F
20 X F F D
Figure 3.16: Fill-up Structure for Numbering Scheme of of Figure 3.15

11 18
Figure 3.17: Numbering Scheme 1 lliustration

1 1 2 1 3 1 4 1 5 1 6 1 i 1 8 1 9 110 1 11 1 12 1 13 1 14 1 15 1 16 I I i 1 18 1 19 1 20 I
1 D X
2 D X
3 D X
4 D X
5 D X
6 D X X
i X D X F
8 X D X F, I
9 X D X F
10 X D F xl
11 X DI X
12 D X X I
13 X D X F
14 D X X I
15 X X F F F F D xl
16 X X D F X
Ii X X F F D F F
18 X F D X X
19 X X F X D X
20 X X X X X D
Figure 3.18: Fill-up Structure for Scheme 1 Ordering of Nodes.

same network yielding only 16 fill-ups as illustrated in Figure 3.18. This

corresponds to scheme 1 discussed below.
The X, F, and D entries represent all the possible non-zero terms in
the table of factors. The X and D entries represent the structure of the
A matrix. It is clear from these examples that considerable storage as well
as computational time savings will result from a proper numbering of the
busses, which is directly translated to the ordering of the resulting network
equations. The question then arises: how can this be achieved?
Optimal Ordering
The problem of optimal ordering may now be properly posed -
Number the nodes of the network in such a way that computer
storage requirements of the table of factors are minimal.
This problem is very difficult to solve since the number of all possible
numbering alternatives is n!. Hence mathematical insight and judgment
should be exercised in order to obtain a near-optimal ordering scheme. In
what follows we describe three ordering schemes which were originally pro-
posed by Tinney [3-5].
Scheme 1 Number the nodes in accordance with the number of neighbors
with the node with the least neighbors numbered first and so on.
Scheme 2 • Select the first node to be the one with the least number
of neighbors. In cases of conflict make the selection arbitrarily
among contending nodes.
• After numbering the i-th node, simulate the effect of Gaussian
elimination using the i-th row to eliminate all non-zero terms
in the i-th column for all rows below row i. These latter rows,
obviously, are yet to be numbered.
• Among the nodes of the reduced system, i.e., the system consisting
of the remaining unnumbered nodes, but which now contains new
fill-up elements, number node (i + 1) to be the one with least
neighbors (again not counting neighbors already numbered). In
cases of conflict, make the selection arbitrarily.
• Repeat the above steps until i = n.
Scheme 3 Select the next node to be the one generating the minimum num-
ber of fill-ups in Gaussian elimination among all unnumbered nodes.
After the selection, simulate Gaussian elimination on the remainder of

the nodes (as in scheme 2).
All three ordering schemes are illustrated in Figures 3.17, 3.19, and 3.21
respectively. The corresponding fill-up structures of the tables of factors
are shown in Figures 3.18, 3.20, and 3.22. In the figures the dashed lines
correspond to new elements that correspond to the fill-up terms in the table
of factors. Because the network that is chosen is relatively smail, one notes
that all three schemes are equivalent as far as the number of fill-ups are
concerned. In larger networks (several hundred to thousands of nodes), ex-
perience has shown that scheme 2 offers a significant advantage over scheme
1. However, scheme 3 offers only a slight advantage over scheme 2. Since
scheme 3 is computationally burdensome, scheme 2 ha.o; become a favorite
from a practical standpoint.
3.7 Special Load Flow Cases

This section describes some of the special features encountered in profes-
siona1load flow programs. It concludes with a description of potential vari-
ations for special cases.
Professional Load Flow Features

In professional load flow programs an attempt is made to automatically
manipulate some of the control variables to ensure convergence to a solution
that satisfies some of the important inequality constraints. In particular -
(a) Transformer taps are adjusted to ensure that a voltage-controlled bus

maintains its voltage within acceptable limits. At a voltage-controlled
bus the voltage is specified -to be within certain limits. Initially, such a
bus is treated as a load bus. If, for the given transformer tap settings
nearest to that bus, the voltage is outside the specified limits, the set-
tings are gradually increased, or decreased, at every iteration, until the
voltage at the voltage-controlled bus falls within the specified limits.
(b) At generator busses, reactive power generation is computed following

the initial load flow solution. For those generators whose reactive
power generation violates the specified limits, the reactive power is
reset to the nearest limit, and then the bus is treated as a load bus
with specified reactive power and a floating terminal voltage.
3.7. SPECIAL LOAD FLOW CASES 69
2 1
Figure 3.19: Numbering of Nodes According to Scheme 2

1 I2I 31 4 I 5 I 6 I i I 8 I 9 110 111 112 113 114 115 116 IIi 118 119 I 20 I
1 D X
2 D X
3
4
D
D X
X ~
5 D X
6 X D X
i D X X
8 D X X
9 X D F X
10 X X X F D F F
11 X X F D X F X
12 X D X X
13 X X F F X D X
14 X X D X X
15 X X D X F
16 X D X F
Ii X D F X
18 X F F F D X F
19 X D X
20 X F X D
Figure 3.20: Table of Factors Fill-up Structure Using Scheme 2

2 1 20
6 12
Figure 3.21: Numbering of Nodes According to Scheme 3

1 I 2 I 3 I 4 I 5 I 6 I 7 I 8 I 9 I 10 I 11 I 12 I 13 I 14 I 15 I 16 I 17 I 18 I 19 I 20 I·
1 D X
2 D X
3 D X 1
4 D X I
5 D X
6 X D X
i D X X
8 X D X X
9 D X X
10 X X D F F
11 X X F D F F
12 X F F D X X
13 X X F X D X
14 X X X D X X
15 X X D X F
16 X D X F
17 X D F X
18 X F F F D X F
19 X D X
20 X F X D
Figure 3.22: Table of Factors Fill-up Structure Using Scheme 3

3.7. SPECIAL LOAD FLOW CASES 71
(c) If, at the slack bus, the computed real power generation violates gen-
erator limits, the excess (or deficiency) of slack bus generation is dis-
tributed among the remaining units, and more load flow iterations are
carried out. This adjustment is repeated until slack bus generation is
within acceptable limits.
(d) Again, if slack bus reactive power generation violates generator limits,
then a number of possibilities may be considered. One possibility is to
change the slack bus to a different generator. Another is to change slack
bus voltage appropriately without violating its voltage limits. A third
possibility is to introduce reactive generation and/or load by means of
the switching of appropriate capacitor and/or inductor banks.
(e) If voltage and/or reactive limit violations should persist despite all of
the above measures, then capacitor and inductor switchings are at-
tempted based on simple logics within the load flow program in order
to guarantee feasibility of the final solution.
In summary, professional load flow programs will attempt to emulate

some of the automatic features already present in the real system (e.g., the
built-in logics for transformer taps and reactive devices) as well as to arrive
at feasible solutions that satisfy the inequality constraints. In some cases,
this may not be possible. As a result, the engineer or analyst is alerted to
the problem area in the network for further investigation.
Some Special Cases

Reclassification of Variables
The professional load flow programs discussed above use the basic load flow
program structure to arrive at acceptable (or fei!Sible) values of the control
variables. Alternatively, one can change the status of some of the control
variables to that of state variables, and then re-solve the problem. For
example, at a voltage-controlled bus, if the voltage limit is initially violated,
then the voltage is fixed at the appropriate limit and the nearest transformer
tap ratio is declared as a state variable. The resulting problem will have a
new set of equations, the solution of which will yield the correct tap ratios. If,
for this approach, the tap ratios exceed their specified limits, then they can
be fixed at the closest limit and a reactive source admittance is then declared
as a state variable. The resulting solution will determine the amount of
reactive energy needed to attain a feasible solution.
Bus (AC) Bus (BC)
Figure 3.23: Three-Area System with Specified Net Inter-Area Transfers
Obviously, as one reclassifies variables, the Jacobian matrix and its strue-
,ture will be altered. Considerable care should be exercised to avoid any
pitfalls which may cause compromising of sparse matrix considerations and
computational speed.
Multi-Area Constraints
In a typical multi-area power system, each utility measures the real power
flow on every inter-utility tie-line somewhere near the midpoints of these
lines. Each utility then agrees to a net total exchange of real power with the
other utilities. Figure 3.23 illustrates this situation for a three-area system.
In that figure busses (AB), (BC), and (AC) are at the tie-line midpoints
where measurements are taken. These busses are fictitious with zero net
injections. The net specified real power transfers are -
TA TAB + TAO for utility A
Ts = TBA + TBo for utility B
To TOA +TOB for utility C. (3.118)
In order to account for these new constraints, the load flow equations are
modified as follows -
1. Add three real and three reactive power injection equations for the
newly created busses (AB), (BC), and (AC), with zero net injections
in each case.
3.8. CHAPTER REVIEW 73
2. Write two additional equations corresponding to the net real power

transfers T A and TB (or any two of the three net interchange equa-
tions).
3. Create two slack busses in utilities B and C (assuming that the original
slack bus is in utility A).
With these modifications, the resulting set of equations will be sufficient

for a solution that guarantees the required net interchange. Only two of the
net interchange equations are necessary since TA +TB +To = O. With these
two constraints two slack busses are created in order to allow for the proper
amounts of transfers to take place.
3.8 Chapter Review

This chapter provides the foundation for understanding the basic load flow
problem. After a brief characterization of the five main components of a bal-
anced AC power system, the general power flow equations are derived. The
variables of the basic load flow problem are then classified into - demand,
control, state, and output variables.
The problem is then defined in terms of solving for the state variables
given the demand and control variables. The practical output variables
of line flows, losses, currents, bus voltages, and others are computed as
functions of the state, demand, and control variables.
The important Newton-Raphson solution technique is introduced and
demonstrated. The fast decoupled load flow is introduced as a variant of the
Newton-Raphson technique, yielding a computationally efficient approach.
The important topic of sparce matrix methods is then introduced, since
this constitutes a breakthrough that allowed efficient load flow solutions for
large-scale networks.
As a final note, some of the basic characteristics of professional load
flow programs are discussed, together with some important special cases of
the overall problem, like the multi-area power system with net real power
interchange constraints.

[3-1] W.D. Stevenson, Jr. Elements of Power System Analysis, (Third Edi-
tion), McGraw-Hill Co., 1975.
[3-2] G.W. Stagg and A.H. EI-Abiad, Computer Methods in Power System
Analysis, McGraw-Hill Co., 1968.
[3-3] 0.1. Elgerd, Electric Energy Systems Theory: An Introduction, Mc-

Graw-Hill Co., 1971.
[3-4] B. Stott and O. Alsac, "Fast Decoupled Load Flow," IEEE Trans-
actions on Power Apparatus and Systems, Vol. PAS-93, May/June,
1974.
[3-5] W.F. Tinney and J.W. Walker, " Direct Solutions of Sparce Networks
by Optimally Ordered Triangular Factorization," Proc. IEEE, Vol.
55, Nov., 1967.
3.10 Problems
1. Write the power flow equations in terms of rectangular coordinates,
i.e., express complex voltage at bus i as -
2. Find the admittance matrix of the transformer shown in Figure 3.24

where, a = 10 exp( - j1l"/6) , Z1r = j20n, Zm = j500n. (Note that this
is a phase shifting transformer.)
3. In Figure 3.25 assume that bus 1 is the slack bus.
(a) Write a minimal set of equations whose solution will enable us to

determine all the relevant load flow variables.
(b) Using the Newton-Raphson method, perform two solution itera-
tions. Compute resulting real and reactive line power flows.
4. In Figure 3.26 busses 1 and 2 are connected by means of a transformer

whose tap ratio, is a. It is required that V2 = 1.0 p.u.
Formulate the load flow problem with a as a state variable. Conduct
two iterations of the Newton-Raphson procedure to arrive at solution
for a and 62 ,
3.10. PROBLEMS 75
IDEAL all z.".

TRANS. 1--_---<t---,---------1
RATIO = a Y.t.
a
Figure 3.24: Network for Problem 2
PG2 = .75
0.0 0.0

Vl = 1.0 p.u.
V2 = 1.0 p.ll.
®
Y = -j5
PD2 = 1.0 p.ll.

QD2 :3
= p.ll.
5. In this problem the sum of 'real power flows on lines 1 - 3 and 2 - 4 is

constrained as follows -
T13 + T24 = 0.5 p.ll.
(a) Formulate the load flow problem with this constraint. (Note that
PG4 cannot be specified apriori because of this constraint.)
(b) Conduct one iteration of Newton's method to obtain an approxi-
mate solution for PGl and PG4'
6. Show that the L and U factors of a symmetrical matrix A are related
by-
Uij = Lji/ Lii·
[Hint: prove result for the first row of U and first column of L. Then
apply mathematical induction.]
7. In this problem, a phase-shifting transformer connects busses 1 and

2. This means that a is a complex variable expressed as a exp(j8), =
where 8 is the phase-shift angle.
(a) Write the load flow equations for P2 and Q2'
(b) Establish a solution method for determining 8 given that 62 =

-0.2.
(e) IT your solution method is iterative (e.g., Newton's method), con-
duct two iterations and obtain an approximate solution for 6.
3.10. PROBLEMS 77
VI = 1.0 p.u.
61 = 0.0
Pm = 1.0 p.u.
QD3 = .01 p.u.
@
l-jl0
-jl0
®
-j5
-j20
PD2 = 2.0 p.u.
QD2 = .5 p.u. PG4 =?
QG4 =?
V4 = 1.0 p.li.
®
Y L = - jl0 1----'
= 5.0
PD2
QD2 = 0.0

8. Establish a nwnbering scheme for the following network based on the

2nd ordering scheme.
9. Given the matrix A-
(a) Determine the corresponding triangular factors L and U.

(b) Given the vector -
what is the vector z such that Lz = b?
10. In a problem involving linear equations of the form -
Ax=b
3.10. PROBLEMS 79
where A is a 4 X 4 non-singular matrix and x and b are four-dimensional

vectors, we are given the following -
b= m'
the L matrix -
0 0
[~ ~] ,
2 0
L=
1 2
-1 -2
and the U matrix -
:1]
1 2
[~
1 1
U= 2 .
0 1
0 0 1
(a) Compute the vextor x by forward and backward substitution.

(b) Compute the A matrix.
( c) Compute L -1 as the product of elementary lower triangular ma-
trices.
11. Two utilities A and B are connected to one another by three trans-
mission lines, as shown. These are called tie lines. The total power
interchanged is fixed at the value T, i.e.,
T = PAl,Bl + PA2,B2 + P A3,B3.
Assuming that all tie lines are lossless, formulate the load flow problem
to take the ,above constraint into account.
12. For the three-area power system shown the following assumptions are
made-
• All bmses are connected to generators.

• Busses 1, 5, and 9 have undetermined amounts of generation.
• All transmission lines are lossless with equal admittances at - j 10
p.u.
nAl nBl
nA2 nB2
nA3 n83
Utility A Ulilily B
Figure 3.30: Two-Utility System for Problem 11
, /
1 5
A B
--- --- - '-

'-
/ 7 8 ,
C
9
Figure 3.31: Three-Area Power System for Problem 12

3.10. PROBLEMS 81
• Net area power transfers are given by -
TA T24 +T37
TB T42 +T68
Tc T73 + T86
where TAl TBI and Tc are specified constants such that TA +TB +
Tc = 0
• Vi = 1.0 p.u. for i = 1, ... ,9.
Determine a minimal set of equations for computing all bus phase
angles.
13. Write a computer program that generates the lower and upper trian-
gular factors of a matrix. Apply to the following matrix -
2.0 1.0 0.5]

A = [ 1.0 4.0 1.0 .
1.0 2.0 6.0
14. Obtain the solution to the load flow case given in Problem 1 -
(a) Using the Newton Raphson method

(b) Using the fast decoupled load flow method
by means of a computer program. Compare results in terms of number

of iterations needed for convergence.
15. For the network shown below -
(a) Write the minimal set ofload flow equations.

(b) Determine the B' and B" matrices used in the fast decoupled load
flow.
16. In the figure below the voltage at bus 2 is to be maintained between

.95 and 1.05 p.u.
(a) Determine if the capacitor bank should be switched on or off.

(b) What is V2 under the appropriate coniitions established in part
(a)?
V2 = ? V3 = 1.0 V4 =? =
V5 1.05
62 =? 63 =? 64 =? 65 =?
P 2 = -2.0 P 3 = 2.0 P 4 = -1.0 P5 =.5
Q2 = -.1 Q4 = -.5
Y12 = 1 - jl0 Y13 = 1- j20 Y24 = 2 - j20 Y25 = 1 ~ jl0
Y34 = 2 - j8 Y45 = 1 - j15 B. 4 = .3

3.10. PROBLEMS 83
PD = 4.3 p.ll.
QD = -.6336 p.ll.
17. It is required to solve the load flow problem associated with the network
below by means of the fast decoupled load flow method.
(a) Determine the matrices B' and Btl.

(b) Given the initial guess -
VO [~:]
= lr 1.05]
.98
write the ezpre88ion only for determining 61 and VI.
(c) (Optional) Write a computer program that solves the load flow
problem using the fast decoupled method.
18. In Figure 3.26, the per unit II-equivalent of the transformer is shown.
The turns ratio t of the transformer is to be selected such that the volt-
=
age at bus 3 is Va 1.0 p.u. Develop the Newton-Raphson procedure
for doing so and obtain the results of the first two iterations using the
flat start initial guess.
PG2 = 3.5
V2 = .96
®
2 - j5
1- j10 PD2 = 1.5 1 - j20

3 - j20
PG5 = 4.0
Vs = 1.05
19. For the n~twork shown in Figure 3.37:
(8) Use the fast decoupled load flow approach in a computer program
to obtain the load flow solution.
(b) By means of an iterative procedure, determine the capacitance in
p.u. at bus· 5 to ensure that the voltage at that bus is exactly 1.0
p.u.
3.10. PROBLEMS 85
~I = 0
VI = 1.0
P2 =0 PD3 = 2.0
Q2 =0 Q D3 = 0.5
® @
L---.....;3 E---III _---ll L....-- l
TRANSFORMER
Yt
t{t - I)Y {1 - t)Y
Y = -j10
Figure 3.36: TI-Equivalent of Network for Problem 18

I
LINE DATA BUS DATA
Y12 = 1- j10 v,.1 = .98

Y 13 = 1 - j10 61 = 0.0
Y l4 = 1 - j10 V2• = .97
Y 24 = 2 - j10 PG2 = '1.0
Y 35 = 1 - j5 Pm = 0.5
Y 45 = 1 - j8 QD3 = 0.0
Y S12 = 0 PD4 = 2.0
YS 13 = 0 QD4 = 0.5
YS 14 = 0 PD5 = 0.5
YS 24 = 0 QD5 = 0.1
YS 35 = 0
YS 45 = jO.5
YS li4 = jO.5
YS 5 = jO.5
Figure 3.37: Network and Associated Data for Problem 19

Chapter 4
STEADY-STATE
SECURITY ASSESSMENT
4.1 Perspective
System security corresponds to the ability of the power system to withstand

some unforseen, but probable, disturbances, with the minimal disruption of
service or its quality. In the area of system planning, the issue of reliabil-
ity plays an important role. System security is the counterpart of system
reliability in the field of power system operation.
In reliability analysis one is given the configuration of the system and
the probability distributions of individual component failures. Reliability as-
sessment translates this information into reliability measures. The planning
process consists of adding components (e.g., generating units) or reconfig-
uring the system in order to meet accepted reliability standards. Since the
analysis is done in a planning mode, these options can be implemented in
due time. In an operational environment, security assessment consists of
predicting the vulnerability of the system to possible events, on a real-time
basis. The system being operated is different from what was planned sev-
eral years earlier. Because of maintenance requirements, forced outages, and
changing load patterns, actual operating conditions are constantly changing,
and so are the levels of system security. In order to improve upon an insecure
condition, the operator does not have the luxuries available to the planner.
However, he has some important options such as the starting of an available
unit, re-scheduling of generation, or calling for assistance from a neighboring
system, among others.
87
88 CHAPTER 4. STEADY-STATE SECURlTY ASSESSMENT
_ -.. Transition due to

control action
/'4--~---+-- Preventive
Control
Restorative ----.t /
Control
I
I
Emergency Control
,
Figure 4.1: Operating States of a Power System
DyLiacco [4-1] in 1966 proposed a security-state diagram, which became

the basis for much of the work that followed. A form of that diagram is
depicted in Figure 4.1. The key operating states are: (a) the normal, (b)
emergency and (c) restorative, states. In the normal state all system loads
are satisfied at the specified voltage levels and frequency without violating
the rated limits on any power device. In the emergency state; some of
the operating limits are violated (e.g., overloaded lines, unacceptably low
frequency, or overvoltage). In the restorative state some of the loads are not
met (i.e., partial or total blackout), but the operating portion of the system
is in a normal state.
The rationale for this state decomposition is rather empty in the absence
of the factors which allow inter- and intra-state transitions. A lightning
stroke may cause the outage of a transmission facility. This in turn will
4.1. PERSPECTIVE 89
cause a redistribution of power flows and voltages in the system. If this

redistribution results in a normal system condition then the pre-disturbance
state was both normal and secure relative to this event. If, on the other
hand, an emergency condition had emerged, then that pre-disturbance state
was normal, but insecure. Similarly, a system in the emergency state can
be forced to return to normal, following some corrective control measures.
However, depending on the severity of the emergency, loads may be shed to
alleviate a more catastropic situation leading to a partially normal system
(i.e. restorative state). System restoration consists of the action to restore
service to ali interrupted loads.
Steady-state security corresponds to those situations where the transients
following a disturbance have died out, but where some limit violations could
not be tolerated for long. The loss of a transmission facility, for example,
after the transients have decayed, may result in an overloaded line, or an
overvoltage condition, among other effects. The system may tolerate such
limit violations for a short period of time. In such a period corrective action
should be taken. If corrective action is impossible, then the pre-disturbance
state is seriously insecure and some preventive measures should be under-
taken. The analysis tools required here are those of steady-state analysis
(i.e., load flow and related analysis methods).
Transient security analysis corresponds to the investigation of distur-
bances which may lead to transient instabilities (e.g., loss of synchronism
among generators). This important topic is beyond the scope of this book.
Figure 4.2 provides a block diagram illustrating the functions associated
with on-line security analysis. The output of the state estimator can be
used direct1y to determine the security state (normal or emergency). For an
emergency state, the next step is to specify required corrective action and
implement it before it is too late. For a normal state, one is not sure if a
postulated disturbance will cause an emergency or not. Hence, contingency
analysis is performed using three sources of data: (a) the pre-contingency
state (state estimator output), (b) external system model, and (c) a specified
contingency list. The results of contingency analysis are analyzed further to
assess the level of system security. This is referred to as security analysis.
The outcomes of security analysis will provide information on what to do
next. If the system is judged secure, then nothing is done till the next cycle
of analysis (30 minutes to an hour later). If it were insecure, then preventive
measures are computed but not necessarily carried out. The system operator
at this stage will have to pass some judgment on the wisdom of preventive
action since it may compromise the economics of the operation.
90 CHAPTER 4. STEADY-STATE SECURITY ASSESSMENT
seA D A
Disturbances (On-Line Data)
Nctword
and
Other Data
Specify
Security
State
Emergency
Specify
Security
Stale
r----'
Specify
Specify Preventive I _
L _ _ _ JI
Securily
Measures. Slay Specify
Alert. or. Implement Security
Measures State'
No
Figure 4.2: System Security and Associated Functions

4.2. STEADY-STATE CONTINGENCY ANALYSIS 91
The chapter will address the above security issues. First the two key
topics of contingency analysis and external system models are presented.
This is followed by a section 011 security analysis. Finally, the issues of
corrective and preventive control are treated on a preliminary basis to be
picked up later in Chapter 5.
4.2 Steady-State Contingency Analysis

Contingencies and Their Classification
The objective of steady-state contingency analysis is to predict power flows
and bus voltage conditions following events like: (a) transmission line out-
ages, (b) transfonner outages, and (c) generator outages.
Transmission line and transfonner outages take place for a variety of
reasons. The simplest reason is that of planned maintenance. Another is
that of switching operations to control power flows in the network and/or
to overcome voltage problems. In either case, the outages are actuated by
operators in their daily dispatching and maintenance functions. Another
variety of outages is that of so-called forced outages. A line that has experi-
enced a permanent fault will be automatically de-energized by power circuit
breakers. Or, an overloaded line or transfonner will also be de-energized to
protect it from damage.
Whether the outages are planned or forced, the system operator will
(and should) require to know the effect of the outage on power flows and
voltage conditions in the rest of the system. This can establish the basis for
preventive measures that he might take before the outages take place. In
the planned maintenance case, he will require a forecasted load flow case at
the time of planned outage. In the case of switching operations for flow and
voltage control, he will require a load flow solution for the present pre-outage
condidon.
The situation becomes more complicated in the forced-outage cases.
These outages occur with very low probabilities that are time and weather
dependent. Usually single-line outages are more probable than double or
multiple outages. However, double and multiple outages do occur from time-
to-time especially during severe weather conditions. Because of the compu-
tational burden involved, only single-line contingencies are considered with
a limited number of double-line contingencies. Generator outages will occur
also for reasons similar to those of line and transfonner outages. Power plants
are taken off-line for operational and maintenance requirements. There are
also forced generator outages caused by power plant equipment failures, line
faults near the generator, and others.
Models for Contingency Evaluation

For transmission line or transformer outage contingencies one assumes that
input / demand load flow variables will remain unchanged as a result of the
outage. This means that specified real and reactive loads, together with real
generation and generator bus voltages, will be constant before and after the
outage. Obviously, this line-outage model is only approximate. The loss of a
major transmission line will cause changes in voltage conditions and power
flow conditions. The first implication of this is that power system losses will
change. In the above model, these losses will be accounted for by a changed
slack-bus generation level. Changes in volt"l.ge conditions at load busses
normally mean changes in the load itself, especially when the load itself is
predominantly an impedence load. Only with an adequate load model for
each bus can one improve on the accuracy of contingency anlaysis. For most
purposes, the errors introduced by the above modeling assumption are far
less than those due to inaccuracies in system input data. Denoting by b
the vector of input / demand variables one would express the above modeling
assumption as follows -
pre-outage: f(x, p) b (4.1 )

post-outage: f( x' , p') = b (4.2)
where x and p are the state and network admittance vectors in the pre-
outage case, and x~ and p' are the corresponding state and admittance vec-
tors in the post-outage case. Sometimes one would write -
p' = p+ ~p (4.3)
x' x + ~x (4.4)
where ~p and ~x are changes in p and x due to the postulated outage.

Hence Equation 4.2 becomes -
f(x + ~x,p + ~p) = b. (4.5)
The generator outage case is more complicated for a variety of reasons.

Immediately after the outage (first few seconds), the rest of the generating
system will be unable to respond to the resulting generation/load imbal-
ance by increasing its level of generation. As a result, system frequency will
drop. The net effect here is an overall and fairly uniform reduction in sys-
tem load simply because loads are frequency-dependent with the tendency to
decrease or increase with corresponding decreases or increases in frequency.
Because of this drop in frequency, as well as the serious violation of the re-
quirements on scheduled net power flow interchanges among neighboring sys-
tems, generation levels of various generators will be automatically controlled
to restore both normal system frequency and net interchanges with neigh-
boring systems through automatic generation control (AGe) within a few
minutes. The new generation levels may not be optimal from the economic-
environmental points of view. By means of economic-environmental dis-
patching, the desired optimal generation levels are attained. This final
steady-state condition is attained in several minutes following the distur-
bance.
In all of these cases, the input / demand vector b will change after the
outage, i.e.,
b'
(4.6)
where ~b' == change in b due to the generator outage, and ~b" == change
among remaining generators or loads in response to ~b'.
The post-outage load flow problem becomes -
f(x',p') = b' (4.7)
i.e.,
f(x + ~x,p + ~p) = b + ~b. (4.8)
Normally, ~p is zero. However, some generator outages are accompanied
by line outages in which case ~p =I- o.
Example 4.1
(a) Write the pre- and post-outage load flow equations for the network
shown in Figure 4.3 assuming that the outage is that ofline (2 - 3).
(b) Repeat part (a) assuming that a generator outage occurs at bus No.4.
In this case assume that lost genera.tion is equally redistributed among
the remaining generators.
CD
Line Data Bus Data

Y12 = -j10 V1 = 1.0,61 = O.
=
Y1a -j10 PG2 = 2.0, V2 = 1.0
Y14 = -j10 PD2 = 1.0
Y2a = -j10 PDa = 3.0,QDa = .5
Ya4 = -j10 PG4 = 1.0, V4 = 1.0
Solution
(a) The pre-outage equations are -
P2 = PG2 - PD2
= 1.0
= 10 sin 62 + 10Va sin (62 - 6a )
Pa = -PDa
= -3.0
= 10Va sin6a + 10Va sin(6a - 62 )
+10Va sin(6a - 64)
Q3 -QD3
= -.5
= 30V32 - 10V3( cos 03 + COS( 03 - 02)
+ COS(03 - 04))
P4 = PG4
= 1.0
= 10 sin 04 + 10V3 sin( 04 - 03)'
The post-outage equations are obtained by setting Y23 = O. The equations

become -
P2 = 1.0
= 10 sin o~
P3 = 3.0
= 1OV; sino; + 1OV; sin(o; - o~)
Q3 = -.5
= 20(V;)2 -lOV;(cosc5; + cos(c5; - c5~))
P4 = 1.0
= 10 sin o~ + 1OV; sin (o~ - 0;).
(b) The pre-outage real power bus injection vector is -
p = [~l
= 1.01
[ -3.0.
1.0
In the post-outage case PG4 = 0 and PG2 - t 2.5, (since PGl i.e. slack bus
generation will increase by .5 p.t.). Hence the post-outage injection vector
is -
1.5]
[ -3.0 .
0.0
The actual post-outage load-flow equations will be the same as the pre-
outage ones together with the post-outage injections.
In practice, many contingencies will be postulated requiring the same

number of load flow solutions. Because of this, the need has arisen for fast
load flow techniques for contingency analysis. In all of these techniques, the
starting point is that of the pre-outage solution. Some of them are discussed
below.
DC-Load Flow Contingency Analysis

As a starter, we shall concentrate on the so-called DC load flow approxi-
mation. This is a linearized version of the load flow problem based on the
following approximating assumptions -
(a) All line conductances are negligible, i.e., Gij :::::; O.
(b) All angular differences are small (within a 30° range). This implies that
~ sinc5:::::; O.
( e) All voltages remain constant at their nominal values, i.e., at 1.0 p.u.
The implication of these assumptions is that only real power equations are
considered with no line losses. Given the above assumptions, the real power
injection equations can be expressed ~ -
V?Gii - Vi L Vj(Gij COS(Oi - OJ) + Bij sin(oi - OJ))
jEk( i)
:::::; -Vi L V; Bij(c5i - OJ)

j€k(i)
= L (-ViVjBij)(oi - c5j)
jEk( i)
L (-aij)(c5i -c5j) (4.9)

jEk(i)
where aij =ViVjBij for all i ::f j. Denoting by aii the negative sum-
aii =- L aij (4.10)
jEk(i)
one writes-
P = A6 (4.11)
where
p ~ l1:l (4.12)
(J' = [u;.,,2.]., [AJij =aij; i,j::f 1. (4.13)
Example 4.2
Write the DC load flow equations for the pre-outage case in Example 4.1
assuming that V3 = 1.0.
Solution
The matrix A is given by
[aa3222 aM]
a23
A = a33 a34
a42 a43 a44
= [20
-~o
-10
30
-10
-~o]
20
.
Hence, one writes -
P =
[~3l -10
=
[ 20
-~o 30
-10
-~o]
20
[~:].
6 4
Obviously, the solution to the DC load flow is given by -
(4.14)
In practice, for large-scale networks, matrix inversion is replaced by LU-

factorization and the solution is obtained by forward and backward substi-
tution.
An outage in line connecting busses m and k, will have the following
--
effects -
a mm a mm + amk
--
akk akk + amk
amk amk - amk = 0
akm akm - amk = O.
Note that the matrix A is symmetrical with aij ~ aji. Thus the change
in the matrix A due to the single outage is given by -
0 0 0 0
0 1 -1 0 ..- m
AA = amk
0 -1 1 0 ..-k (4.15)
0 0 0 0
i i
m k
This can be expressed more conveniently as -
(4.16)
where
o
1 ..- m
(4.17)
-1 ..-k
o
for m, k ::j:. 1. If m = 1, or k = 1, then we define -
(4.18)
(4.19)
+-- m
These last two cases will occur whenever the outaged line is connected to
the slack bus. In the post-outage case the matrix A becomes -
(4.20)
As a result, the post-outage DC load-flow will be expressed as -
(4.21 )
And the solution is given by -
(4.22)
At this point, we introduce a useful identity -
Matrix Inversion Lemma

Let A be a non singular n X n matrix, and let C and D be n X m
with m < n, then the following identity h~lds -
(A + CDTt l == A -1 - A -1C[lm + DT A -1C]- 1D TA- 1

(4.23)
where 1m is the m X m identity matrix.
Proof of this lemma is provided separately below. We note from this

identity that the matrix G = (1m + DT A -IC) is an m X m matrix. In case
C and D are n X 1 matrices (or vectors), then G is strictly a scalar.
Proof of the Matrix Inversion Lemma

The proof consists of multiplying the right-hand side of Equation 4.23 by
(A + CDT) and concluding that the result is an identity matrix. Thus -
[A -1 - A -lC(Im + nT A -lCr 1n TA- 1][A + cnT]

= In + A -lcn T - A-lC(I m + n TA -lCrlnT(In + A -lcnT)
=In + A -lcn T - A -lC(Im + n TA -lCr1(nT + nT A -lcnT)
=In + A -lcn T - A -lC(Im + n TA-lCrl(Im + n TA- 1C)n T
=In + A -lcn T - A-lcn T
=In.
Q.E.D.
Applying the matrix inversion lemma to the single-line outage case one
can define-
c = amleemle (4.24)
d = emle. (4.25)
Hence, one writes -
(4.26)
(4.27)
In this derivation we used the relations -
Defining the vector -

(4.28)
we can write -
c bm - bk mk
= 0 -
_1_
amk
+ eTmk gmk g
b bm - bk mk
= - _1_
am.k
+ (gmk
m
_ gmk)g
k
(4.29)
The new solution b + !:lb is obtainable from knowledge of the L U factors

of A. By forward and backward substitution, the vector gmk is obtained.
Once this is done, the above expression is used to compute the final result.
Example 4.3
Obtain the vector gmk for line (2 - 3) outage for system shown in Figure 4.1.
Solution
In this case m = 2, and n = 3. Hence,
The matrix A is given in Example 4.2. Its L and U factors are -

Performing forward and backward substitution on the vector e23 one ob-
tains -
.0375]
g23 =[ -.025
-.0125
Prediction of Post-Outage Line Flows

The real power flow in line (i - j) is given by -
Tij = -aij(oi -OJ) = -aije~O (4.30)
using the. DC load flow approximation. Since
tJaO=- (Om-Ok) mk (4.31 )

_1_
amk
+ (gmk
m
_ gmk)g
k
due to line (m - k) outage, one can compute the change tJaTij as follows -
tJaTij -aije~tJao
T (om - Ok) mk
= aijeij _1_
amk
+ (gmmk _ gkmk)g
amk(Om - Ok) T mk
(4.32)
= aij 1 + amk(g:k _ gkk) eijg
Tmk (mk mk)
= -aij 1 + (mk mk) gi - gj .
amk gm - gk
Thus, by knowing the vector gmk and the pre-outage flow Tmk on the
dropped line, one can compute the line flow change on any other line. In
an actual operating situation, if one measures the flow on line (m - k), then
the change in the flow on any other line can be computed directlj without
computing the vector c.
The utility will need only to measure line flows on
all major lines to achieve this objective. Obviously, the matrix A should be
known requiring complete knowledge of the system network.
Case of Multiple Outages

The change tJaA in the matrix A due to outages in lines ml - kl' m2 -
k2 , ••• , m,. - k,., where r is the number of simultaneous outages, is given by
AA am1kl em1kl em1k 1
T
+ ... + am~k.em~k~em~k~
T
= CD T (4.33)
where
C = [ €lm 1 le 1 e m1 le 1 €lm .. le,.em.. le.. ] (4.34)
nT =
[~t' ].
m .. le ..
(4.35)
Hence, the matrix inversion lenuna is directly applicable. Proceeding in a

manner similar to that of the previous section one writes -
6+6.6 = (A+AAt1p
= (A + cnTr1p
= A -lp - A -IC(I,. + nT A -ICr1n TA -lp
6 - A -IC(I,. + n T A-IC)-ln T6. (4.36)
In this last equation one can easily identify the following items -
nT6 = [6 ~ 6" ]
m
, (4.37)
6m .. - 61e..
A-1C = [ amllelgmllel ... am .. le.. gm .. le,.] (4.38)
(n T A -IC)ij
= T ( m·le·
emile; amjlejg J J
= €lmjlej 9mi
[mjlej mjlej ]
- 9lei • (4.39)
The vector gmile; is the same as the one defined previously. The only minor
difficulty with this procedure is the requirement for inverting the r x r matrix
(I,. + nT A -IC). For small values of r (i.e., r simultaneous outages) this is
a minor task.
AC Load Flow Contingency Analysis

The above contingency analysis method can be extended naturally through
the decoup~ed load flow method presented in Chapter 3. In this method the
iterative solution scheme requires the L U factorization of the matrices B'
and B". The matrix B' is identical to the matrix A of the corresponding
DC load flow problem. As a result, an outage in line (m - k) causes a change
6.B' in the matrix B' given by ~
(4.40)
104 CHAPTER 4. STEADY-STATE SECURiTY ASSESSMENT
The corresponding change in the matrix B" due to the same outage
depends on the identity of busses m and k. IT both m and k are generation
busses then there are no reactive power equations to consider. Consequently,
in this case aB" = O. On the other hand, if both m and k are load busses,
then a non-zero change in B" will beexperienc~d. The change in B" due to
line (m - k) outage is given by -
(4.41 )
where 11, ..• ,Ir are the load busses of the network.
Obviously, in both cases, the matrix inversion lemma. approach can be put
to use as in the DC load flow case. However, more than one iteration will be
required to converge to an acceptable solution. In applying the decoupled
load flow approach to line outage analysis, one proceeds according to the
following steps -
(a) Establish the pre-outage load flow solution (15°, VO). Use this solution
as the initial guess for post-outage analysis.
(b) Postulate an outage in line (m - k). This can be based on operator

judgment or some automated selection procedure, as will be discussed
later.
(e) For the i-th iteration, compute the mismatch vector api jVi.
(d) Compute aB' as shown above .
..w Update the bus phase angles -

c5H1 = c5i + (B' + aB'(1 api jV i
using the matrix inversion lemma approach.
(f) Given (c5H I, Vi), update the voltage magnitudes at load busses accord-
ing to-
(g) Repeat steps (b )-(f) until convergence is attained.
Example 4.4
Determine B" and aB" for the situation described in Example 4.1.
Solution
In this network there is only one load bus, which is bus 3. As a result, WP
have -
h = 0,12 = 0,13 = 1,14 = 0
B" = [30J, el 2 h = 1.
Therefore, ~B" = -10.
Example 4.5
Repeat problem in Example 4.4 assuming that busses 2 and 3 are load busses.
Solution
In this case, the dimension of B" is 2 X 2 with 11 = 0,12 = 1,13 = 2,14 = O.
Hence -
BI!=[ 20 -10]
-10 30 .
Therefore,
Discussion
In this section we outlined methods for fast contingency analysis based on
pre-outage solutions of the on-line load flow of the system network and the
attractive properties of the matrix inversion lenuna. It is observed that if
the DC load flow approach is acceptable, then an explicit pre-outage load
flow solution is not required. What is required are measurements of 'power
flows on key transmission lines which can cause overloads, if dropped, and
line8 which potentially can be overloaded. The results here, however, are
approximate and relate only to real power flow quantities. Prediction of
abnormal voltage conditions is not possible.
With the AC contingency analysis approaches one requires a pre-outage
load flow solution. The computations are more involved than the case of the
DC load flow but less time-consuming than the full AC load flow. Overall
contingency analysis will be required on a regular basis. Because of this the

computational burdens here can still be substantial.
In order to reduce these computational burdens there is a need for lim-
iting the number of contingencies and of the frequency of running the con-
tingency analysis program. The number of contingencies can be limited by
operator judgment or by gross pre-screening computations. For example,
one may discard a postulated line outage contingency if the pre-outage line
flow is relatively small. Also, DC load flow can be used to discard many
cases which do not cause any flows to reach a prescribed critical limit. In
a later section, a technique of contingency selection will be introduced in
order to further limit the number of credible contingencies. As a result, AC
analysis is reserved for the most critical cases.
The frequency of running the contingency analysis program can be re-
duced by predicting system loading conditions with a forecasting algorithm.
Thus, if load flow conditions for the next hour are accurately predicted, a
contingency analysis series of tests are performed for that hour. In the mean-
time, the actual system is monitored to make sure that predicted conditions
are close to actual ones. In case actual conditions have deviated substan-
tially from what had been predicted then contingency analysis should be
performed.
4.3 Network-Based Contingency Analysis

Tellegen's Theorem and Its Role
Tellegren's theorem in the field of network analysis provides an alternative
and effective means to study the problem of contingency analysis. In its
most general form, it states that for any network the following holds -
m
L vjij = 0, (4.42)
j=l
where Vj and ijare the voltage and current across network element j, re-
spectively, with m being the number of elements in the network. The only
requirement is that the voltages and currents in this expression obey the
corresponding Kirchoff's voltage and current laws. Particularly, one may
select two networks which are identical in topological form, but with differ-
ent sets of network components, and measure the voltages in one and the
currents in the other. These values can be substituted in Equation 4.42 to
4.3. NETWORK-BASED CONTINGENCY ANALYSIS 107
yield the stated result. Based on that, one notes that the pre-contingency
and post-contingency power networks are identical topologically. Hence, it
makes sense to try to apply Tellegen's theorem in the hope of obtaining a
fast algorithm for contingnecy evaluation.
Let another network, called the adjoint network be such that it has the
same topology as the original network, and let the corresponding voltages
and currents be denoted by " and z, respectively. Let the pre-contingency
corresponding quantities be denoted by v and i, and the post-contingency
ones by (v+ ~v) and (i+ ~i). Tellegren's theorem leads to the following-
~T·
Vl=Vt=
T~' 0, (4.43 )
and
yT(i + ~i) = (v + ~vf'i' = o. (4.44)
These two relations jointly imply that -
yT ~i +i' ~ v = 0, (4.45 )
and
'i'T ~ v - "T ~i = o. (4.46)
Example 4.6
For the network of Figure 4.4, write the equations corresponding to Equa-
tions 4.42 and 4.46 given that networks (a), (b), and (c) correspond to the
pre-contingency, post-contingency and adjoint networks, respectively.
Solution
Let ikm be the current from bus k to bus m. Consequently -
iT v = -il VI - i2V2 - i3V3 + i 12 ( VI - V2)

+i I3 (VI - V3) + i23 (i'2 - V3) = 0,
and
'i'T ~V - yT ai =
[-'i'I~VI - 'i'2~V2 - 'i'3~V3 + 'i12(~VI - ~V2)
+'i'13(~VI - ~V3) + Z23(~V2 - ~V3)]
-[-~i2V2 - ~i3V3 + ~iI2( -V2)
+~iI3( -V3) + ~i23(V2 - V3)].
® V
~r'--'_3
(V3 + dV3)
(i3 + di3)
~ (bl
® V2
(c)
Figure 4.4: Networks for Example 4.6
Note that in the adjoint network (c), VI was set to zero. This will become
clearer in the analysis below.
In applying Tellegen's theorem, the crux of the matter rests with the
selection of an appropriate adjoint network for maximizing computational
efficiency.
Adjoint Networks for Contingency Analysis
From the above example, one can establish natural partitions among current
and voltage quantities and, consequently, among corresponding power flow
quantities. The current variables are decomposed in bus current injections,
branch currents, and shunt element curr~nts. The voltages are consequently
established as bus voltages, and bus voltage differences along branches with
corresponding current flows. Furthermore, the slack bus is accounted for
separately because of its special nature. In the analysis to follow, complex
current and voltage and power vectors are, as a result, decomposed as fol-
lows -
I = IP ,V = vP ,S = sP
VB
where superscripts S correspond to slack bus quantities; P to bus injections,
and B to network branches. For the example above, these are given by -
-11 VI -SI
-12 V2 -S2
-Ia V3 -S3
1= ,V= ,S=
112 V1 - V2 S12
113 V 1 - V3 S13
123 V 2 - V3 S23
In terms of complex quantities, Equation 4.46 is given by -
IT b. V - yT b.1 = O. (4.47)
This last equation is the departure point for applying Tellegen's theorem to
the contingency evaluation problem.
Given the decomposition of the variables shown above, one can rewrite
Equation 4.4 7 as follows -
(ySf b.l s ]
[(JS)T b. V S -
+[(JPf b.V P - (yP)T b.I P] + [(JBf b.V B - (yBf b.I B] = o.
(4.48)
The derivations to follow are aimed at finding an appropriate adjoint

network (or networks) which will help in computing b. V m, which is the
change in nodal complex voltage at bus m due to a contingency anywhere in
the system. This adjoint network is specified in terms of network elements,
voltage, current, and power injections, the topology being, obviously, the
same as that of the original network.
Looking at the slack bus portion of Equation 4.48 one notes that !:l V S =
0, since slack bus voltage and angle are always prespecified. By selecting
=
yS 0, the contribution of the slack bus portion is reduced to zero.
Next, one considers the injected current/nodal voltage portion, i.e.,
(4.49)
For reasons which will become dear later on, the real and imaginary
parts of Equation 4.48 will be treated separately. Noting that to a first
order approximation the change in complex injected power ~S'oat bus k is
given by-
(4.50)
one concludes that -
(4.51 )
Substituting into the real part of the k-th term of Equation 4.49 one ob-
tains -
Re[Ik~Vk - Yk~Ikl
= Re[~ VkIk - VZ~IZl
= Re[~ Vk(IZ + IZYk/V k) - (YZ/Vk)~Skl. (4.52)
Now since the quantity of interest is ~ V m, the term
may be set to zero if k :# m and to 1 if k = m. With such a restriction one

may rewrite expression 4.49 as follows -
Re[(fP)T ~VP - (yPf ~IPl = Re [~:::rIk~Vk - Yk~Ikl

k",.
= Re[~V L ~Sk Yk/Vkl. (4.53)

m -
k",.
What made this last relation possible is the restriction -
(4.54)
where
k=m
(4.55)
k-:j:m
Finally, the third portion of Equation 4.48 is given by

(iBf a VB - ('VB)T alB = ~)iba Vb - Ybalb]. (4.56)
b
This can be analyzed by noting that the current and voltage across branch
b are given by -
Ib = YbVb. (4.57)
Hence, considering first-order-terms only, one writes -
(4.58)
For branch b one writes as a consequence -
Re[IbaVb - Ybalb] = Re[aVb(Ib - YbYb) - YbVbaYb]' (4.59)
By requiring that in the adjoint network -
(4.60)
Equation 4.59 reduces to -
Re[IbaVb - ybal b] = Re[-YbVbaYb]. (4.61)
Therefore the requirements on the adjoint network given by Equation 4.48
lead to the expression -
o = Re{[(jS)T av s - (ySf al s ] + [(IPf av P - (yPf alP]
+[(IB)T a v P _ (yB)T alB]}
= Re [aVm - ~(aSkYk/Vk) - ~)YbVbaYb)l. (4.62)
Consequently, Re[a V ml is given by -
Re[aVml = Re [~(Yk/Vk)aSk + ~YbVbaYbl. (4.63)
In analyzing the imaginary part of Equation 4.48, a different adjoint

network will be required. Denoting by " -" the corresponding adjoint net-
work variables, and proceeding in a manner analogous to the real case, one
concludes -
VS = 0, (4.64)
Im[(iP)T a v P - (vPf alP] = Im[a V m
+ l:cvk/vk)askl, (4.65)
k
112 CHAPTER 4. STEADY·STATE SECURlTY ASSESSMENT
and
(4.66)
given the requirement that this second adjoint network obeys the relations -
(4.67)
and
(4.68)
(4.69)
with the consequence that -
(4.70)
To summarize, up to this point, in order to determine tl V m for every m =

2, ... , n due to changes in bus injections (tlSk for any bus k due, for example,
to generator outages), and branch admittance changes (tlYb representing a
line outage, for example). Two adjoint networks are constructed. Both
networks have the same branch admittances as the pre·fault network, and
they differ from one another in terms of the current injections used to excite
power flows in the entire network. This is depicted in Figure 4.5.
One may wonder if by requiring a different set of conditions for each net·
work bus voltage V m, the problem has become more tedious. This apparent
difficulty is resolved by investigating the computational steps involved in
determining V, I, V, and I
Computational Steps
The above derivations are aimed at computing the adjoint networks vectors
V, I, V, and I, for the purpose of evaluating tl V m due to any combination of
contingencies anywhere in the network. Keeping that in mind, the following
notation and definitions are used in order to obtain a prop~r sequence of
computational steps -
Y bus admittance matrix

= G+jB
V = E+jF
b-branch
s k m
Yb
short (Ik/V k ) ' \

circuit
t
(I;"/V m)Vm
(a)
(b)
Figure 4.5: Adjoint Networks for Computing the Real (a) and Imaginary (b)
Parts of ~ V m.
v = E+iF
Diag[r IV] = diagonal matrix whose k-th diagonal
term is IiJV k
= C+iD.
For the N adjoint network, the two basic sets of equations are 4.54 and
4.57, which are repeated here in the same order -
Ik + (IkIVk)'V k = bkrn, (4.71)

t = YbVb. (4.72)
The k-index runs over all network busses, while the b-index runs over all
branches and shunt elements. In vector form, these two sets of equations
can be expressed as -
1+ Diag[I* IV]V· = Urn, (4.73)

I = YV, (4.74)
where Urn is the moth unit vector. By direct substitution, one concludes -
YV + Diag[I* /VjV· = Um. (4.75)
Using the notation introduced earlier in this section, Equation 4.75 is

rewritten as -
(G + iB)(E + iF) + (C + iD)(E - iF) = Urn. (4.76)
By decomposing this equation into its real and imaginary parts and re-
arranging the various terms, the following is obtained -
[ (B+D) (G-C)][E]
(G + C) (-B + D) F =
[0]
Urn .•
(4.77)
As for the N-adjoint network (to be used in determining hn[AV rnJ), the
two relevant equations are -
Ik - (Ik/V k)'Vk = bkrn, (4.78)

Ib = YbVb' (4.79)
Consequently, an analysis similar to the N-network will yield -

(B - D)
[ (G - C)
(G + C) ]
(-B - D)
[E]F = [0]Urn .
(4.80)
PG2 = 1.0
-j5
V2 = 1.0,152 = 0, V3 = .964,153 = -2.97°,Ql = .744,Ii/V2 =

-1 - j.74,I;/V3 = 1.5 + j1.12
Figure 4.6: Network for Example 4.7 with Associated Base Case Solution
In the discussions to follow, the matrices A and A are defined as -
A = [(B+D) (G - C) ] (4.81 )
(G + C) (-B + D) ,
A = [ (B - D (G + C) ] (4.82)
(G - C) (-B - D) .
It is clear, from the above derivation, that in order to evaluate ~ Ym

one needs to solve Equations 4.77 and 4.80. This involves the inversion (or
LU factorization) of the matrices A and A, which is done only once for all
possible cases.
Example 4.7
For the network shown in Figure 4.6 with its associated base-case solution,
determine the matrices A and A, defined above.
Solution
By restricting the matrices to busses 2 and 3 (why?), one writes -
Y = [Y 22 Y 23 ]
Y32 Y 33
[ -j25 j20 ]
=
j20 -j30
= O+jB
C+jD = [-1~j.74
1.5 +Oj1.12] .
Therefore,
-25 20]
G = 0, B = [ 20 -30
C = [-10 1.5'
0] D = [0-.740 1.12'
0]
Hence,
[-25.74 20 1
A = 20
-1
-28.88
0
0
24.26
-1.5
o
-20
1
0 1.5 -20 31.12
[-24.26 20 -1
A =
20
1
-31.12
0
0
25.74
1.5
o
-20 1.
0 -1.5 -20 -28.88
Evaluation of Contingencies
Given V and V, one valuates I and i by means of the relations,
YV = I, and, YV = i.
Consequently this sets the stage for evaluating A V m as follows -
Re[AVm] = Rer~:)Vk/Vk)ASk - :LVbVbAYb]

k b
Im[AVm] = Im[- :LCVZ/Vk)ASk - :LVbVbAYb].

k b
Example 4.8
illustrate the contingency evaluation procedure for the single line outage of
line (1 - 3) in Example 4.7.
Solution
First we compute the inverses of A. and A of Example 4.7. These are given
by-
[-.0844
-.0585
-.0585
-.0754
.0025 -.0012]
-.0012 -.0044
A = -.0025 .0012 .0880 .0566
.0012 .0044 .0566 .0687
[-.0880
-.0566
-.0566
-.0687
-.0025
.0012
.0012]
.0044
A = .0025 -.0012 .0844 .0585 .
-.0012 -.0044 .0585 .0754
The next step is the computation of tl. Vi, for i = 1,2. This requires the
computation of two adjoint vectors per bus. For bus 2, let V(2) = E(2) +
iF(2). Consequently,
[ ~(2)] = A-I 0]
0 = [.0025]
-.0012
F(2) [1 .0880'
o .0566
This means that -
V(2) = [-.0025] . [.0880]

.0012 + J .0566 .
Similarly,
[~(2)] = .i- 1 [0]

0 = [-.0025]
1
.0012
.0844
F(2)
o .0585
[~(3) ] = A-1 [0]

0 = [-.0012]
-.0044
F(3) o .0566
1 .0687
[E(3)]
F(3)
= A-I 0]
0
[o
= [.0012]
.0044
.0585'
1 .0754
These results imply -
'V(2) = [~O~~~5] + j [ ~00:8~4 ]

V(3) = [=:~~!!] +j [:~~~~]
V(3) = [.0012] . [.0585]
.0044 + J .0754 .
Looking now at the contingency at line (1- 3), one notes that AYb = j10.
Therefore,
Re[AV2] = Re[-(Vl - V 3(2))(V1 - V3)jl0]

= Re[-(O - (-.0012 + j.0566))(1 - .9627 + jO.05)jl0]
= .0205
Im[AV2] = Im[(Vl - V3(2))(V1 - V 3)jl0]
= Im[(O - .0012 - j.0585)(.0373 + j.05)jIO]
= -.0288
Consequently, AV 2 = +.0205 - j.0288. Similarly,
Re[AV3] = Re[-(Vl - V 3(3))(V1 - V 3)jl0]

= -.003625
Im[AV3] = Im[-(Vl - V3(3))(VI - V3)j10]
- -.036
This means th,.at AV3 = -.003625 - j.036.

For line outage contingencies, ASk is normally zero, while AYb corres-
ponds to change in admittance of line b. Conceivably, one may want to
determine AVm for all busses in the network. Alternatively, a limited list
of busses in the neighborhood of the outaged line may be investigated. This
will obviously speed up the process considerably at a small risk of missing a
critical line.
For generator contingencies ASk :j; 0, while AY = O. By specifiying the
change in generation reallocation, ASk may span all the generator busses.
4.4. CONTINGENCY SELECTION 119
Once all the ~Sk'S are specified, the process of determining AVm (for all
m) is straightforward as illustrated earlier.
The interesting point is that a combination of contingencies can now be
easily treated. These can be double line, one line and one generator, as well
as more complex cases. Furthermore, the switching of reactors or capacitors
can also be treated effectively.
4.4 Contingency Selection

In spite of the efficient algorithms for contingency evaluation cited in the
previous sections, the computer resources used to evaluate all possible con-
tingencies are substantial. For a typical 300-bus 500-line network, approx-
imately 500 contingencies may be processed. Even if every contingency re-
quires 0.5 sec of overall processing time (input, output, and CPU times), a
total of 250 sec.:::::: 4 min. will be required for a single contingency pass.
Under most conditions, the majority of all contingencies will not be criti-
cal. Power system dispatchers know from experience which potential outages
will cause trouble. Hence, they may manually limit the contingency list to a
manageable nwnber. The danger, in this case, is that past experience may
not be trusted under changing network configurations and loading levels.
Hence, an objective contingency selection procedure may be more respon-
sive to unexpected system changes. In what follows, we describe a successful
procedure for contingency list selection which is computationally efficient
because of the network-based approach described in the previous section.
Performance Indices
A security-type performance index should be able to rank the severity of
various contingencies. The following index should illustrate this point -
J = 21L..(Vk
" - Vk-rej) 2Wk. (4.83)
k
In this index Vk is the magnitude of the voltage at bus k, Vk-rej is the

nominal (usually rated) voltage at buss k, and Wk is a weighting nwnber
associated with the relative importance, or the allowable range of voltage
variation, at bus k. For a pre-contingency condition, J will take the value of
Jo • For the i-th contingnecy J will take the value h Contingencies are then
ranked in accordance with the Ji values. Because of the quadratic nature of
J, the more severe contingencies will result in higher Ji values.
120 CHAPTER 4. STEADY-STATE SECUBlTY ASSESSMENT
A similar performance index can be formulated for line power flow limit
violations, e.g.,
(4.84)
where Tie is the real power flow on line k, Tlema.:e is the correspondin~ maxi-
mum power flow limit, and Wle is, again, a weighting factor.
In terms of rectangular coordinates the general form of the performance
index is-
=
J J(E,F). (4.85)
For example, the voltage magnitude index of Equation 4.83 can be expressed
as -
J = ~ ~)(E~ +Fi )1/2 - VIe-,.e/ )2WIe. (4.86)
Ie
Adjoint Equations
As was done with the prediction of AVm due to a specific contingency, one
desires to compute, to first order at least, AJ due to the same contingency.
This is accomplished by noting that -
(4.87)
The derivations of the previous section become more manageable if AJ is

expressed somehow in terms of A V, the complex voltage vector. This is
accomplished by noting the following -
( 8J )T AE' ( 8J )T AF
AJ = 8E + 8F
= Re[(:~) - j(:~)]T[AE + jAF]
= Re[( :~ - j( :~ )]T AV. (4.88)
As a result, the corresponding adjoint system will require -
~I
+ D'lag·[I./V1V~. 8J ,8J
= 8E - J 8F' (4.89)
With the resulting adjoint voltages and currents one can express the incre-
mental change in the performance index as -
AJ = Re[~)VIe/VIe)ASIe + L:VbVbAYb]. (4.90)

Ie b
4.4. CONTINGENCY SELECTION 121
Using the notation of the previous section, Equation 4.89 becomes -

Ql
(B + D) (G - C) 8E
= (4.91)
(G + C) (-B + D) F -Ql
8F
Example 4.9
Compute!:1J for the line outage contingency of Example 4.8, assuming
that -
Solution
The initial step is to determine J in terms of E and F variables. (Note
El = 1,F1 = 0.)
T12 5E 1(F1 - F2) + 5F1(E 1 - E 2)
=
=
-5EIF2
=
-5F2
T13 =
-10F3
T23 = 20E2(F2 - F3) + 20F2 (E 2 - E 3)
= 40E 2F2 - 20E2F3 - 20F2E3.
Consequently -
8J
= T23(40F2 - 20F3)
8E2
8J
= T23(-20F2)
8E3
8J
-5T12 + T23 (40E 2 - 20E3)
8F2 =
8J
= -10T13 + T23 ( -20E2 ).
8F3
Using the base case values for E and F, one concludes - T12 = 0, T13 =
.5, T23 = 1.0, and -
8J 8J 8J 8J
8E2 = 1, 8E3 = 0, 8F2 = 20.746, 8F3 = -20.
122 CHAPTER 4. STEADY-STATE SECUBlTY ASSESSMENT
Solving for E and F using Equation 4.91 one obtains -
[ ~2]
E3
F2 =
[-.1603]
-.1214
-.6973 .
F3 .2004
Consequently -
fl.J = Re[jl0(.0373 + j.05)(.1214 - j.2004)]

.014.
Now for a contingency on line (2 - 3) -
fl.J = Re[j20( .0373 + j.05)( - .0386 - j.8997)]

= .7098
which indicates that a contingency on line (2 - 3) is much more serious than

that for line (1 - 3), as one would expect.
4.5 Equivalents of External Systems

The Context
In the on-line control and operation context, the system being controlled is
usually interconnected to other systems. Normally, a contingency in one's
own system will have the highest repercussions within that system. There
are always cases, however, where a contingency in one system is strongly
felt in another. For example, the loss of a major generating unit may cause
power flow limit violations on interties among utilities. The difficulty in
predicting the impact of a contingency arises from the fact that the ezternal
network is not monitored as carefully as the internal network. Through
state estimation, all internal system voltage magnitudes and angles, power
flows, generations, load and network topology are known on-line. As for
the external system, on-line information is normally restricted to items such
as inter-tie power flows, status of major lines and generators, and possibly
individual unit outputs, among a few others.
If one is looking for an exact power flow solution for a postulated con-
tingency, then the state of the entire network (internal and external) should
be known to establish the pre-contingency base case. Since the state of the
external network is not fully known, some approximations are required. In
4.5. EQUIVALENTS OF EXTERNAL'SYSTEMS 123
INTERNAL
SYSTEM
.......
..... .
I-BUSSES E-BUSSES
Figure 4.7: Structure of System Decomposition
this section, two types of approximations are considered. The first is based
on sensitivity approaches, and the second, on network reduction approaches.
These will be illustrated in the sequel, following some important definition
of terms.
Definitions and Terminology
Figure 4.7 depicts the decomposition of the overall system into two major
systems: internal, external, and a set of boundary busses. These boundary
busses form a buffer between the two systems. By definition, a boundary
,bus is connected to both the external and internal systems. No internal
bus is connected directly to an external bus. In the discussions to follow
the subscripts I, B, and E will correspond to internal, boundary and ex-
ternal bus-related quantities. The V I, VB, and V E will be the complex
nodal voltages for the internal, boundary, and external systems, respectively.
The corresponding notation for complex current, real, and reactive power is
(II,IB,IE), (PI,PB,PE), and (QI,QBandQE), respectively.
Proceeding further to other quantities of interest, the bus admittance
matrix of the system may now be expressed as -
Y= [
YEE YEB
Y BE YBB Y BI
0 1
• (4.92)
o YIB YII
The zero submatrices in the above equation reflect the fact that the
internal and external systems are decoupled from one another. Furthermore,
the submatrix Y EE, for example, represents external system elements only.
Y EB represents, on the other hand, the interconnencts between the external
system and the boundary busses. Similar explanations can be applied to the
remaining submatrices in Equation 4.92.
In what follows, the occasion will arise where a diagonal matrix of the
form-
o
. . o.. ], (4.93)
••• Zn
will appear, where
(4.94)
is an n-vector. We shall denote by Xci the diagonal matrix whose diagonal

elements are those of the matrix A above. With this definition, one can
show that the vector -
ZlY.
Z2Y21]
w= [ . . (4.95)
ZnYn
can be written as -
4.5. EQUIVALENTS OF EXTERNAL SYSTEMS 125
The Problem
The base case (pre-contingency) load flow equations of the system will now
be written in the following form -
PE = (E(VE, VB,.YEE, YEB)

PB (B(VI, VB, V E, YIB, Y BB, Y EB)
PI (I(VI, VB, YII, YIB)
(4.96)
QE gE(VE, VB, YEE, YEB)
QB = gB(VI, VB, V E, YIB, YBB, YEB)
QI gI(VI, VB, YII, YIB).
Because of on-line state estimation, the following vectors will be known:

PI, P B, V I, VB, Furthermore, the entire Y matrix is assumed to be known.
Thus the vectors P E, QE, and V E are unknown. An internal system line
outage will be expressed as a change Il Y II in the submatrix Y II. A genera-
tor outage, on the other hand, will require a system-wide form of generation
re-allocation. Hence, this is reflected in the following incremental changes:
IlPE, IlPI, and IlPI. Note that since the relevant reactive injection equa-
tions are load equations, the IlQ's are all zero. Thus, the general form of
the post-outage equations is -
PE + IlPE = (E(VE + IlVE,VB + IlVB,YEE, YIB)

PB + IlPB (B(VI+IlVI,VB tIlVB,VE+IlVE,
YIB,YBB,YEB)
PI + IlPI (r(VI + IlVI, VB +I\VB, YII + IlYII, YIB) (4.97)
QE gE(V E + Il V E, VB + Il VB, Y EE, Y EB)
QB = gB (V I + tl V I, VB + tl VB, V E + tl V E,
YIB, YBB, YEB)
QI = gI(VI + tl V I, VB + Il VB, Y II + Il Y II, Y I B)
where tlP E, tlP B, IlP I, and Il Y II are known sets of quantiti~s. The
vectors to be determined are: Il V I and Il V B. External system variables
V E, Il V E, PE, and QE, are obviously of no interest.
The problem just stated is not solveable in general because of the nonlin-
earities involved. By developing a better understanding of the actual systems
of equations involved, engineering judgment may be exercised to obtain rea-
sonable approximations. These concepts are first illustrated by analyzing
the principle of network reduction on the actual load flow equations. This is
followed by a discussion of an equivalencing technique that has yielded good

test results.
Principles of Network Reduction

The power systems literature abounds with the subject of network reduc-
tion. In this literature the starting point is the voltage-current relationship,
expressed in our notation as follows -
(4.98)
Unfortunately, the load flow equations are not in this form. Hence, a point
of departure with the rest of the literature is established here by working
directly with the power flow equations. The starting point will be to express
the complex injected power vector 5 in terms of V variables, by appropriately
splitting it into its external, boundary, and internal system components. In
general, the vector 5 can be expressed as -
5 = Vdr = Vd(YV)*, (4.99)
. where V d is the diagonal matrix whose diagonal entries are the corresponding
elements of the vector V. Using the notation defined earlier Equation 4.99
is expressed as follows -
Specifically, this last equation will be re-written as a set of three vector

equations -
5E = (VE)d[YEEVE + YEBVB]· (4.100)

5B = (VB)d[YBEVE + YBBVB + YBI V 1]· (4.101)
51 = (Vl)d[YIBVB + YnVlt· (4.102)
The procedure of network reduction may now proceed by manipulating

Equation 4.100 to yield the following expression - .
(4.103)
The i-th component of (VE);i1SE is given by-
SE)VEi = SEi V EJIVEiI 2•

Defining the vector -
(4.104)
one can state -
(4.105)
Thus, Equation 4.103 may now be re-expressed as -
(4.106)
which will yield the following expression for V E -
(4.107)
Substituting 4.107 into Equation 4.101 yields -
The conclusion of this derivation is that the external system is repre-

sented by an important modification of the Y BB matrix. The modification
is given by -
(4.109)
This matrix corresponds, effectively, to an equivalent network connecting
the boundary nodes. If external voltage magnitudes and power injections
remain constant, then (WE)d is constant. As a result, external bus nodal
injections can be represented by equivatent admittances given by -
Wi = -IVSii I2' . E (externa1 system.

t
)
The resulting network equivalent of Equation 4.109 reflects this state-

ment. The validity of the equivalent hinges on the requirement that ,all Wi
terms remain constant following a system contingency. This is to be con-
trasted with the classical approach of representing external load bus injec-
tions by means of constant impedances. In the above derivation the external
load bus can honestly be represented as an admittance which is a function

of the post-outage corresponding voltage magnitude. As for an external gen-
eration bus, the equivalent admittance term Wi will depend on post-outage
reactive generation. Thus, if a means is available to estimate external load
bus voltage magnitudes and generation bus reactive generations following a
postulated contingency, then the above approach will yield very acceptable
results. Such estimates can be obtained via some form of sensitivity analysis,
or through the network-based approach.
Example 4.10
For the net~7ork shown in Figure 4.8, determine Y eq for the following cases -
(a) Zero injection at bus 1.
(b) Bus 1 is a load bus with
Sl = -(1 + j.2), VI = 1.0.
(c) Bus I is a generation bus with
Sl = 1 + j.2, ~ = 1.0.
Solution
For this example one writes -
Y eq = -YBE(YEE - Wn- IY EB,
where
YEB = [jl0 j5 jlOj,
YBE [jf:] ,
jl0
YEE = -j25.
(a) In this case WI = O. Therefore-
Y eq = -YBE Y i1 Y EB
= j [~4 2~ 4~l·
INTERNAL EXTERNAL
SYSTEM BUS
BOUNDARY
NODES
(b) In this case WI = SI = -1 - j.2. Hence-
.16 + j4 .08 + j2 .16 + j4]

Y eq = [ .08 + j2 .04 + j .08 + j2 .
.16 + j4 .08 + j2.16 + j4
(c) In this case WI = SI = 1 + j.2. Hence-
-.16 + j4 -.08 + j2 -.16 +j4]

Y eq = [ -.08 + j2 -.04 + j -.08 + j2 .
-.16 + j4 -.08 + j2 -.16 + j4
The networks shown in Figure 4.9 represent the added equivalent network
-elements for the corresponding three cases. It is to be noted that equivalent
line (or shunt) conductances are no longer positive by necessity.
The REI Network Equivalent

In the mid-seventies, a new method of obtaining network equivalents was
developed by Dimo [4-6] and applied by many power utilities. This method
is called "Radial Equivalent Independent" (REI). In it the attempt is made
130 CHAPTER 4. STEADY·STATE SECURITY ASSESSMENT
·
®
G
) I' ,L- __ -)·2
•.. I --; ®
-j4 I . Case (a)
... I ... -::1-"':
... @! ;-- -j2
... J
®
••• ..~L-__-.08 - j2
. 4 I --...,
•.. . _ I ® Case (b)
.4
®
••••• ~L-__-.08 - j2
. I --
®
'" .l j - ! ida ~ :2Q -.2
-.4 _ I ..., Case (c)
-.4
5
Figure 4.9: Added Equivalent Network Elements Due to the Reduction of
Node 1 in Example 4.10
SEI~
VEl
REI
R
SE;~ ~SR
Network
VE;
SE/~
VEl
Figure 4.10: General REI Network
to establish an average representation of external loads and generations in

an explicit manner.
The main concept is to connect external system nodes via an arbitrary
passive network, called the REI network, to a node R as shown in Figure 4.10.
The main requirement is that this network have zero real and reactive power
losses, that SR (the injection at node R) be equal to the algebraic sum of
SE;'S of the external nodes, and that the solution of the overall load flow
problem at the base case should not change with the introduction of the
equivalent.
A clear realization of these conditions is attained in Figure 4.11. Here,
the external nodes are connected to a node G whose voltage V G is ar~itrarily
chosen. The line admittances from G to each of the external nodes are chosen
to obtain the base case current (or power) injections at these nodes. In tUITL,
node G is connected to node R.
Since the S E;'S and V E;'S are srecified, one can easily conclude that the
current injection at each external node is given by -
(4.110)
Obviously, the current injected into node R is -

I
IR = LIE;. (4.111)
i=l
Since, also, by definition -
(4.112)
l32 CHAPTER 4. STEADY-STATE SECURITY ASSESSMENT
SE,"--·
VE,
Figure 4.11: Realization of an REI Network
we can compute V a as -
Sa
Va = 1*a
ESE,
= (E S.)· (4.113)
v=:;- B·
By arbitrarily specifying V G, we can compute the various admittances as

follows -
(4.114)
VEi(VG - VEil
Ia
= (4.115)
In many applications V G is set to zero. As a result the above admittances

become-
(4.116)
(4.117)
In using the equivalent, node R is retained as part of the internal system.

Since all the remaining REI nodes are passive (i.e., having zero net injec-
tions), they are eliminated directly by network reduction. It is to be noted,
however, that by eliminating node R through network reduction, the result-
ing external system representation will be identical to the one described in
the previous section. Retention of node R leads to the following -
• Net external system generation/load balance is preserved by holding

S R to be constant.
• Noting that Y eq is quite sensitive to the magnitude of external system

voltages, then by making V R variable (for off-base case situations), an
average representation of external voltage conditions is attained in the
equivalent.
In general, one may split the external system into several subsystems. An
R node should represent the average voltage conditions that prevail in each
subsystem. Since genercs.tor voltages remain constant following an outage,
the following two rules may be applied in grouping external nodes by means
of an REI equivalent -
• Group all generation busses together.
• Group load busses that are coherent in voltage together.
By voltage coherency the following -
A group of busses are coherent in voltage magnitudes if, for given

a system disturbance -
~l'i ~Vj
- Vi "
'" ' -Vj- ,
for all i, j in the group
where t::.. Vi is the change in the i-th bus voltage magnitude caused by the
disturbance. One can show that for a coherent group of busses, the corr-
esponding change in VR is such that -
t::..VR
--,....,- t::..Vi
VR ,...., Vi .
Hence VR reflects the average voltage condition of the coherent group.
How To Use the Equivalent

In this section the assumption is made that an external network equivalent
is available. A procedure for using this equivalent in various planning and
operations studies is outlined.
The starting point is the so-called base case load flow solution. In a plan-
ning study this can be a complete network solution for a given set of loads,
generation, and network configuration. In the case of on-line operations, it
will be a solution of the internal plus boundary system obtained from on-line
state estimation using live measurement data from the system.
Recalling that Y eq represents an interconnection matrix among boundary
nodes, one defines in general,
Seq = Peq + jQeq,

to represent equivalent boundary bus injections. Since V B and VI are avail-
able from the base case solution, one can write -
(4.118)
The only unknown here is Seq which can now be easily computed by re-
arranging terms in the same equation -
(4.119)
With this lnformation, one obtains a reduced system consisting of inter-
nal and boundary nodes, with an admittance matrix given by -
Y = [YBB + Y eq YBI] (4.120)

YBI YII'
and a vector of injections -
(4.121)
In performing studies on the internal system, one will deviate from the
base case to account for line outage or generator contingencies. In such
studies, one normally retains the existing classification of boundary nodes.
There are instances, however, where a load boundary bus may be re-classified
as a generation bus. For example, if the boundary bus is close to a strong
external system generation center, then its voltage level will be maintained
at a constant value or nearly so because of the external influence. In fact,
some workers have gone all the way to re-classify all boundary load busses
as generation busses claiming higher accuracy of solutions.
In sununary, the steps involved in the utilization of network equivalents
are-
1. Perform network reduction using an appropriate technique, e.g., REI

approach.
2. Given the base case (pre-outage) solution, compute boundary bus in-
jections.
3. Reclassify some boundary busses as generation ones, if necessary.
4. Postulate a contingency list.
5. For each contingency in the list, solve the load flow problem using a
fast contingency evaluation technique that is initialized by the base
case solution.
Sparsity of Equivalent Networks

H, in the original network, there is a path from boundary nodes bi to bj,
through the external system, then in the reduced network there will be an
equivalent branch connecting these two nodes. In general, this means that
almost every boundary node will be connected, via equivalent branches, to
every other boundary node. Exceptions to this will be cases where a sub-
set of boundary nodes is connected to one external utility, another subset
is connected to another, and these two external utilities are not connected
to one another. For large numbers of boundary nodes, the network reduc-
tion process will yield an almost full external equivalent network. This will
greatly compromise the sparsity of the resulting overall network.
There are a few ways to get around this substantial reduction in network
sparsity. In one method, one looks at the actual values of equivalent branch
impedances. Branches with high impedances (or low admittances), may be
..~
(I)
~
0
p
~
..
.s
~
(I)
&::
8
Q,I
·s0'
~
Q,I
~
Q,I
bO
til
~
....0
en
Number of Retained External Nodes
Figure 4.12: Variation of LU-factors Storage Requirements with N..anber of

Retained External Nodes
dropped from consideration. The criteria for dropping such branches are
heuristic and quite dependent on the system considered.
In one approach, developed by Tinney [4-7J, some external nodes are
retained in the study system without reduction for the purpose of minimizing
overall sparsity of the reduced network. In fact, Tinney was able to show
that a relatively small number of retained external nodes will accomplish the
job adequately. This is illustrated in Figure 4.12 where it is shown that the
minimal amount of overall storage requirements is attained if some of the
externe1 nodes are retained.
Unfortunately, this last approach is difficult to use in on-line applications.
Normally, the operating conditions of the retained external nodes is not
available in real-time. On-line data exchange a.greements will resolve such
difficulties at a modest cost, however.
When one moves to the case of the REI equivalent, then not only do
we have boundary nodes connected to one another but also to the R node.
This issue is resolved partially by using several R nodes in such a way that
sparsity is maximized. It is suggested that one retain the G node. However,
this can cause convergence problems unless VG is set at 1.0 p.u.
Sensitivity-Based Approaches
As shown above, the external equivalent network depends on real and reac-
tive external bus injections and voltage magnitudes. Following a line outage,
or generator contingency, the external voltages, and possibly some injections
will be different. This means that a post-outage equivalent is required. This,
obviously, defeats the entire purpose of network reduction. A more crucial
problem is that in an on-line environment, external system injections and
voltages are actually not known.
There are two possible solution paths to these dilemm.&.s. In the first path,
one strives, during off-line studies, to obtain equivalent networks that are
insensitive to external conditions and to internal outages. IT this objective is
achieved (e.g., by means of an adequate REI set or by a clever reclassification
of boundary nodes), then the next step is to use on-line measurements to
calibrate the parametric values of equivalent lines and injections.
In the second path, sensitivity analysis techniques are employed. Three
such techniques are discussed below: (a) DC and AC-decoupled load flows,
(b) adjoint network methods, and (c) boundary bus compensation.
DC and AC-Decoupled Load Flows

Network reduction works perfectly with the DC load fl~w because of the
linear nature of the equations used. Using the notation introduced earlier,
the DC load flow A matrix can be expressed as -
A = [ABB + Aeq ABI] , (4.122)

AlB AIl
where
(4.123)
A line outage will cause a change in the matrix AIl only. The matrix
inversion lemma can be used to predict the change 66 in the voltage phase
angles. What is interesting is that - (a) the values for 66 contain no
approximations, and (b) the change 6Tij in line flow Tij due to an outage
of line (k - m) is strictly a function of the flow Tkm and of the A matrix, as
was shown in the earlier section on contingency analysis.
Since the DC load flow represents a first-order approximation of the real
power equations, one can safely conclude that first-order sensitivities due to
a contingency are easy to evaluate without any knowledge of the external
system injections and voltages.
In some respects, the first iteration of the AC-decoupled load flow is

similar to that of the DC load flow, except for the fact' that both voltage
angle and magnitude changes can now be calculated. IT more iterations
are introduced, then knowledge of the external system conditions becomes
critical.
Adjoint Network Methods

In the adjoint network approach to contingency analysis, the matrices A
and A depend on the Y matrix and on equivalent nodal shunt admittances
which are functions of the base case condition. Reduction of these adjoint
matrices to the boundaries can be easily achieved, provided that external
system pre-outage conditions are known to a good degree of confidence.
The advantage over the REI (or any other nonlinear equivalent) is that the
equivalent adjoint matrices are constant since they depend on pre-outage
data only.
Following the reduction of Aand A, contingency analysis for the internal
system may be carried out as previously. There is an added advantage here
in that higher order terms in !J.5 and !J. V can be computed resulting in very
accurate results. (See References [4-4] and [4-5].)
Boundary-Bus Compensation Method

This method takes off from the fact that the AC-decoupled load flow will
provide a reasonable first-order approximations to changes in voltage mag-
nitudes and angles. For contingencies which do not cause major incremental
line flow changes from boundary nodes to the external system, one may use
these first-order approximations to obtain approximate post-outage corre-
sponding line flows. Knowing these flows, one can now subtract their values
from corres-ponding boundary injections to obtain a network which is com-
pletely decoupled form the external system, but with adjusted boundary
injections.
In order to make such a procedure computationally efficient, the sen-
sitivities of inter-tie line flows to individual line or generator outages are
precomputed and stored. In the on-line mode, for a given contingency, the
following steps are executed -
1. Compute post-contingency incremental changes in inter-tie line flows
(boundary-to-external nodes).
2. Subtract these flows from corresponding boundary bus injections.
4.6. CHAPTER SUMMARY 139
3. Solve for the effect of the given contingency assuming that all inter-ties
have been opened at the boundary nodes.
In effect, this approach uses first-order sensitivities to isolate the internal

system completely. External system effects are strictly represented by the
new boundary injections. IT the incremental change in inter-tie flows is sig-
nificant, then internal system boundaries should be pushed a bit deeper into
the external system. This will require limited on-line information exchange.
This approach, however, will keep such information exchange to a minimum,
while retaining all the advantages of sparsity.
4.6 Chapter Summary

This chapter deals with the needed tools to evaluate the impact of distur-
bances on the operating state of a power system. With these tools a power
system operator can be alerted, in advance, of an impending emergency sit-
uation. He can be prepared for the possible risks, thus preparing himself for
preventative or post-disturbance corrective action.
The technical focus then points to two areas of study: contingency anal-
ysis and external system modeling. Several contingency analysis techniques
are introduced including two basic classes: those based on the matrix inver-
sion lemma, and those based on Tellegen's adjoint network techniques. The
external system problem is treated from the two angles of network reduction
and sensitivity analysis. It culminates in a promising approach that requires
limited inter-utility information exchange.

[4-1] T. E. DyLiacco,"The Adaptive Reliability Control System," IEEE
Transactions on Power Apparatus and Systems, Vol. PAS-86, No.5,
1967, pp. 517 - 531.
[4-2] A. S. Debs and A. R. Benson,"Security Assessment of Power Systems,"

Proc. of Systems Engineering for Power: Status and Prospects, spon-
sored by the Engineering Foundation, Henniker, N.H., Aug., 1975, pp.
114-176.
[4-3] W. F. Tinney et al, "Sparsity Oriented Network Reduction," Proc.

1973 PICA Conference, June, 1973, pp. 384 - 390.
[4-4] H. B. Piittgen,"Adjoint Network Modeling Procedures for Power Sys-

tems," 15th Midwest Power Symposium, 1983.
[4-5] L. Ferreira, "A Network-Based Approach to Power System Security
Assessment and Control," Ph.D. Thesis, Georgia Institute of Techno-
logy, Atlanta, GA, Jan., 1986.
[4-5] A. C. Ejebe and B. F. Wollenberg, "Automatic Contingency Selec-
tion," IEEE Transactions on Power Apparatus and Systems, Vol. PAS
98, Jan./Feb., 1979.
[4-6] P. Dimo, et al,"The REI Equivalent - a General Model for the Anal-
ysis of Power System Behaviour," Rapp. CIGRE 32 - 16, 1974.
[4-7] W. F. Tinney,"The REI Approach to Power Network Equivalents,"
Proc. 19n PICA Conference, held in Toronto, Canada, May, 1977.
[4-8] J. Ward,"Equivalent Circuits for Power-Flow Studies," AlEE Trans-
actions, Vol. 68, 1949, pp. 373 - 382.
4.8 Problems
1. For the network shown in Figure 4.13, and using the DC load flow -
(a) Compute all bus injections.
(b) Determine 6 + 1:>.6 following an outage of line (4 - 5).
(c) Repeat part (b) for the double outage of lines (4 - 5) and (1- 5).
( d) What is the change in line flow TS6 due to the outages in parts
(a) and (b) above?
2. For the network in Figure 4.14 the net interchange between two areas
is held constant. Using the DC load flow this is expressed as -
T = T14 + T25 + T35 = 3.
(a) Using the DC load flow approximation, write a set of equations
that can be expressed as follows -
P2
P3
A6 = P4 ,
P5
T
4.8. PROBLEMS 141
-jl0
-jl0
-j20 -jlO
-j5
CD /1 CD
~____
-J_'2_0~/__~1 [
------,
- JIO
-jIO
-jIO
P2 = 4, P3 = -3, P4 = -2, Ps = -2
where
(b) Assuming that line (2 - 5) is dropped, express the change in the

matrix A due to this outage as --
AA = edT,
where e and d are column vectors.
( e) Assuming that A -1 is known, is it possible to compute the changt
in line T35 due to the above outage from knowledge of the pre-
outage flows in lines (2 - 5) and (3 - 5)? Prove your result.
3. For the network shown in Figure 4.15 -
(a) Determine the matrix A ofthe DC load flow approximation, where
(b ) What is the change AA due to dropping line (2 - 4) expressed as

the product -
AA = edT,
where e and d are vectors?
( c) The L and U factors of A are -
= [!~o ~ ~1
0
L 32
-10 -4 17.5 0 '
o -10 -11.25 9.723
U
1 -.4
= [ 00 1
-.2
-.125
0 1
-.3125 .
o 1 -.6357
Determine the vector A -l e24 by forward and backword substitu-
tion, where -
4.8. PROBLEMS 143
CD
-j20
-j10 -j10
-j10
(d) Given that T24 = 5 p.u., and T35 = 5 p.u., determine the change
in T35 due to dropping of line (2 - 4).

(a) Using the DC load flow formulation, determine the real flows on
all lines and injections on all busses.
(b) Determine the A matrix and its triangular factors.
(e) The admittance of line (3 -5) is now changed from -j30 to -j10.
Determine, by means of the matrix inversion lemma and the re-
sults of part (b), the new real flows on lines (3 - 4) and (4 - 5).
(a) Using the DC load flow, find the power flow on each of the two
lines between busses 2 and 3.
(b) Assuming that one of these lines is dropped, what is the real
flow on the remaining one? Does this flow exceed 0.6 p.u. in
magnitude?
-jIO
1 2
-j20
-j5
-jl0
Pre-outage solution:

4.8. PROBLEMS 145
Pm =2
-j10
-j5
PG3 = 2
(e) If the answer is YES in part (b), how much can the generation at
bus 3 be changed so that the flow on that line is exactly 0.6 p.u.
in magnitude?
6. For the network associated with Problem 4, assume the same pre-
outage (base case) solution, and that all the busses are generation
ones with voltage set at 1.0 p.u. Perform three iterations of the fast
decoupled load flow to determine the solution to part (c) of same prob-
lem. You are to use the matrix inversion lemma approach. You are
also advised to carry out your solution by means of a computer.
7. Repeat Problem 5 under the assumption of the full AC load flow.

Carry out your computations using the fast dt>coupled load flow and the
matrix inversion lemma. Compare your answers with those obtained
in Problem 5.
8. Referring again to the network of Problem 4, make the same pre-outage

assumptions as those indicated in Problem 6.
(a) Compute the adjoint network matrices A and A.

(b) Compute the complex adjoint voltage vectors V and A associated
with ~V3 and ~V5.
(c) Using the results of part (b), determine the change in line flow
from busses 3 to 5 under the same outage assumptions of part (c)
of Problem 4.
( d) What extra adjoint voltage vectors are needed to compute the
change in power flows on lines (3 - 4) and (4 - 5)?
(e) Based on your answer to part (d), carry out the analysis to obtain
the post-outage real flows on lines (3 - 4) and (4 - 5).
9. In this problem one is interested in comparing the relative severity of

three potential contingencies for the network associated with Problem
4. The three contingencies are those of outages of lines (3 - 5), (3 - 4),
and (2 - 4), respectively. The performance index used for the analysis
is -
1" 2
=
J 2~Tk'
k
where the index k runs over all lines, and Tk is the real flow on line k.
(a) Express J as a function of the vectors E and F which correspond

to the real and imaginary parts of the complex bus voltage vector.
(b) Compute the pre-outage value of J.
( c) Using the adjoint matrices obtained in Problem 8, compute the
adjoint vectors V and V associated with J.
(d) Evaluate tl.J for each of the three assumed contingencies. Rank
the severity levels of these contingencies.
10. Since the DC load flow is linear, one can use network reduction to
eliminate the external portion of the system. Assuming that node (4)
is the only external node in Problem 4, can you eliminate 64 from
the DC load flow equations obtained? If so, carry out the network
reduction process, and plot the reduced network with the equivalent
lines properly indicated.
11. In this problem we shall explore the adequacy of equivalencing tech-

niques applied to load flow equations. For the network shown the
assumptions for base case solution are - V1 = 1.0, 61 = 0., V2 =
.98, 62 = -.2, V3 = .95, 63 = -.3 Bus types are - bus 1: slack, bus
2: (P, V), bus 3: (P,Q).
( a) Compute net bus injections for all busses.
4.8. PROBLEMS 147
y = -j10
®
y = -jlO y = -j10
(b) Assume now that line (a) between busses 1 and 2 is removed.
Solve resulting load flow problem (1 iteration) for the following
cases -
(i) Be = 0
(ii) Be = 1.0 p.u.
Use as initial guess the base case solution.
( c) Eliminate bus 2 by means of network reduction and determine the
resulting equivalent line from bus 1 to bus 2 for cases 1 and 2 of
part (b).
( d) Repeat parts (a) and (b) using the equivalent network (s) of part
(c) assuming that bus 3 is (P, Q) type.
( e) Which is a, better equivalent, (P, V) or (P, Q) for bus 3?
12. For the network in Figure 4.18 -
(a) Compute the reduced equivalent of the external system using non-
linear reduction method.
(b) Compute the REI network equivalent with VG set to zero.
( c) In both of the above cases compute the voltage angles for busses
B1 and B2 (assuming that both are generation busses), following
the loss of line (I1 - B 1).
~ = -.2
l' = 1.0 v = .95
® ®
PD + jQD
= 3 + jl
-j10 PG + jQG
= 5 +jO
v = 1.0 I External System

13. Reduce each one of the systems in Figure 4.19 by constructing an

equivalent admittance matrix for nodes in system A only. Numbers
correspond to admittance values.
14. In a hypothetical approach to REI network equivalents, a node (R)
is introduced as shown in Figure 4.20(B), which is connected to the
external nodes directly. Is it possible to select V R and line admittances
from node (R) to nodes 1,2, and 3 such that -
(a) The injection at node R is -
S,R = S1 + S2 + S3.
(b) The powers delivered at nodes 1, 2, and 3 are S}, S2, and S3,
respectively, from node R?
Justify your results.
15. Obtain the reduced admittance matrix of the internal system by elim-
inating all external system busses, for the network shown below, as-
suming that all external nodes are passive (i.e., having zero injections).
16. Referring back to Problems 4 and 8, assume that bus 4 corresponds to
the external system. .
4.8. PROBLEMS 149
(a)
-j5
A B
-jlO
-j10
------+-~ ______ ~2
-j5
-j5 (b)
~--------~j~10~~_17
4
9 , ,_ _ _ --.,}~
A B
Figure 4.20: Networks for Problem 14

150 CHAPTER 4. STEADY-STATE SECURlTYASSESSMENT
CD
•
•
•
•
•
•
(b) •
•
•
•
•
•
'.
•
•
•
Figure 4.21: Original Network (A) and Postulated REI Model (B) for Prob-
lem 15
4.8. PROBLEMS 151
--,"_ _ _ - j20
8~----------~----~----~~
2
-j5 ~----~----------~3
-j20
-j10
7o-----------------~----------_o4
Internal System External System
(a) Perform network reduction on the adjoint matrices A and A to

eliminate any reference to bus 4 variables.
(b) Repeat Problem 8 using the adjoint matrices just obtained.
17. For the network in Problem 4 -

(a) Using the DC load flow, compute the real power flow changes
.6.T24 , .6.T34 , .6.Ts4 due to the postulated admittance change in
line (3 - 5) .
(b) Apply the Boundary Bus Compensation Method, using the results
of part (a), to predict the flows on lines (1-2),and (1-3). (Note:
bus 4 corresponds to the external system.)
Chapter 5
POWER FLOW
OPTIMIZATION
5.1 Perspective
In the basic load flow problem, the so-called control variables are specified,
permitting the feasibility of solution. We recall that the control variables
consist of real power generation at all generation busses except the slack
bus, and voltage magnitudes at all generation busses. The specification of
these control variables is not arbitrary. It is based on several considerations.
The first major consideration is that of satisfying all power demands within
the acceptable tolerances for voltage levels, without violating the limits on
generation levels, transmitted currents, and powers. (These demands and
limits are normally referred to as the equality and inequality constraints,
respectively.) There are usually wide ranges of control variable values for
which all of these constraints are satisfied. As a result, one selects those
control variable valu~s which will minimize (or maximize) a desired perfor-
mance index. One possible performance .index can be the total losses in the
transmission network. Another one can be the cost of generation needed to
meet the demand. Yet a third performance index may reflect a combination
of operating cost, security considerations, and possibly pollution levels.
Traditionally, the emphasis in performance optimization of fossil-fueled
power systems has been on economic operation only, using the so-called
economic dispatching approach. In this approach inequality constraints on
power flows and voltages are normally ignored, while accounting for gener-
ation real-power limits and transmission line losses. As will be seen below,
153
154 CHAPTER 5. POWER FLOW OPTIMIZATION
the problem in this case simplifies to that of static optimization, since the
cost of generation is instantaneously related to the heat rate of input energy.
A more complicated problem is the optimization of system performance
over a period of time. Here, several factors have to be taken into considera-
tion. Some of these are:
• The hourly commitment of units, i.e., the decision whether a unit is

on or off at a given hour. This is normally referred to as the unit
commitment problem.
• The hourly productions of hydro-electric plants based on the flexibil-

ity obtained by the manipulation of water reservoir levels to improve
performance. This is normally referred to as the hydro-thermal coor-
dination problem.
• The hourly productions of co-generation, and/or dispersed plants, like

solar photovoltaic or wind generation plants. We shall refer to this as
the dispersed generation problem.
• The scheduling of unit maintenance without violating the needs for

adequate reserve capacities while minimizing the cost of production.
This is referred to as the maintenance scheduling problem.
For each of the above cases one optimizes over a practical time horizon.
For example, in the unit commitment problem, the practical time horizon
is in the range of 48 to 72 hours. In hydro-thermal coordination the time
horizon will vary from a day, to a week, a month and finally, a year. in
maintenance scheduling, typical time horizons can range from one to three
years.
To a greater extent one cannot uncouple these optimization processes
with different time horizons from each other. In Figure 5~t we illustrate the
interdependence among the various control optimization functions as the
time horizon expands from seconds to years.
In this chapter, we concentrate on the optimal load power (OPF) prob-
lem. Primarily, this is a static optimization problem for the minute-by-
minute allocation of real power generation for fossil-fueled units, as well as
other variables like voltages of all generators, tap settings on transform-
ers, and others. The time-dependent optimization functions are treated in
Chapter 7.
5.1. PERSPECTIVE 155
TIME CONTROL FUNCTION

HORIZON PROCESS
Automatic Minimize Area Control Error

SECONDS Generation Subject to Machine and Sys-
Control (AGC) tern Dynamic Constraints.
~ t
Optimal Minimize Instantaneous Cost
MINUTES Power of Operation or Other Indi-
Flow (OPF) cies, e.g. Pollution.
~ t
Unit Commitment, Minimize Exp ected Cost of
HOURS Hydro- Thermal Operation, or Other
Coordination Indices
t t
DAYS, Hydro- Thermal Minimize Exp ected Cost of
WEEKS Coordination Operation
t t
Maintenace and Minimize Operational Cost
MONTHS Interchange Subject to Reliability
Scheduling Constraints
t t
Maintenance Minimize Expected Invest-
YEARS Scheduling and ment and Operational Cost
Generation with Reliability Cons-
Planning traints
Figure 5.1: Interactions Among Various Levels of System Optimization

5.2 Problem Formulation

In the general formulation of the OPF problem one retains the definitions of
the various variables as in the load flow problem, i.e., state variables corres-
pond to all load bus voltage magnitudes and all bus angles (except the angle
of the slack bus); and control variables correspond to real generation of all
but the slack generator, and bus voltages of all generation busses (includ-
ing the slack bus). As was observed in the basic load flow problem, the
specification of input demand variables (Le., system loads) and the control
variables, one can obtain a solution to all the state variables. As a conse-
quence, all output variables (e.g., line power flows, slack bus generation) can
be computed.
In the OPF problem there are two major departures from the basic load
flow (BLF) problem. The first one relates to the presence of a criterion fot the
computation of the control variables, expressed as the minimization (max-
imization) of a cost function (performance index). The second departure
relates to the explicit inclusion of inequality constraints. These constraints
refer to lower and upper limits on real and reactive generations, power flows
on lines and transformers, and voltage levels.
In the most abstract form, one denotes by x the state vector, by u the
control vector and by p the input demand vector. The load flow equations
correspond to the equality constraints expressed as -
f(x, u,p) =0 (5.1)
where f is a 2n - 1 vector (n being the number of busses) relating the

inputs p and controls u to state variables x. The inequality constraints
consist of a vector inequality of the form -
g(x, u) $ O. .(5.2)
Finally, the cost function is of the form -
C = L(x, u). (5.3)
Simply stated, the OPF problem consists of minimizing C subject to the

equality and inequality constraints given in Equations 5.1 and 5.2, respec-
tively.
5.2. PROBLEM FORMULATION 157
y = -j10
Pm = 2.0
Qm = .2
Example 5.1
For the network shown in Figure 5.2, the cost of generation of generators G I
and G2 is given by -
CI(PGl) = 1.0 + PGI + 3P&1
C2(PG2) = 2.0 + 2PG2 + P&2'
It is also known that the following operating limits are required -
.95 ~ VI ~ 1.05
.95 ~ V2 ~ 1.05
.5 ~ PGI ~ 4
.5 ~ PG2 ~ 3.5
-.5 ~ QGI ~ .5
-.6 ~ QG2 ~ .6
-3 ~ P12 ~ 3.
It is required to formulate the OPF problem where the cost criterion is
the minimization of total system cost.
Solution
The first step in the solution is to define the state, control, demand, and
output variables. The only state variable is -
The control variables are -

The demand variables are -
PI = -PDt = -3.0
P2 = -QDI = -.3
])a = -PD2 = -.2
P4 = -QD2 = -.2.
The outputs varibles are -
Y4 = P12.
~ terms of these variables, equality constraints of the problem are given
by-
PG2 = Ua
= PD2 + vl- VIV2(COSD2 -10sinc52)
= 2.0 + u~ - UI U2( cos ZI - 10 sin ZI).
The inequality constraints are -
U2 $ 1.05, -U2 $ .95

YI $ 4, -YI $ -.5
Ua $ 3.5, -Ua $ -.5
Y2 $ .5, -Y2 $ -.5

Ya $ .6, -Ya $ .6
Y4 $ 3, -Y4 $ 3.
5.3. NONLINEAR OPTIMIZATION 159
And the cost criterion is given by -
C = + C2(PG2)
C1 (PG1)
= 3 + Y1 + 3y~ + 2U3 + U~,
where
Yl 3.0 + u~ - Ul U2( cos Zl + 10 sin Zl)

Y2 = .3 + 10u~ + U1 U2( sin Zl - 10 coud
Y3 = .2 + 10u~ - U1 U2( sin Zl + 10 COU1)
Y4 u~ - U1 U2( COUl - 10 sin zd
The problem consists of minimizing C subject to all of the equality and

inequality c,onstraints stated above.
5.3 Nonlinear Optimization

As stated in the previous section, the OPF is a nonlinear optimization prob-
lem. In order to be able to deal with it, this section is devoted to a review
of relevant nonlinear optimization techniques.
Minimization of Functions
From elementary calculus, the minimum of a scalar function f( z ) is obtained
by finding the point at which the derivative is zero. Denoting by z· the value
of z at which the minimum of /(z) occurs, then at z = z., one requires-
(5.4)
Now if x happens to be an n-vector, then at the minimum of the scalar

'function /(z}, ... , zn) the following conditions hold -
~/ Ix. = 0,
UZi
i = 1, ... , n. (5.5)
One should note that the derivative condition is only necessary. It is

not sufficient, since zero derivatives are also obtainable at maxima or saddle
points. Hence additional conditions will be required to ascertain that a
minimum has been truly attained by setting all the derivatives to zero. For
the scalar case one can show that if
tP! (5.6)
dZ21:r:o > 0,
then z· is a local minimum.. It is a global minimum if the solution of the

equation is unique, in ~dition to the above second derivative condition.
Example 5.2
Determine the minimum of the function
and show that it is a global minimum.
Solution
Differentiating !(z), one obtains -
d!
-dz = -1 +4z = O.
Consequently, z· = 0.25. Obviously, this is a unique solution. FUrther-
more-
tP!
dz 2 =4>0
which demonstrates that one has a global minimum.
In the case of functions of several variables, a similar set of conditions
can be obtained. Here the set of second-order partial derivatives forms a
matrix Q, known as the Jacobian matrix, whose ij-th element is defined
as -
(5.7)
The necessary condition at the minimum of !(ZIt ... , zn) is that the
matrix Q is positive definite. This means that for all non-zero values of an
arbitrary n-vector z, the scalar function given by -
n Wl
LLZ;Zj% = zTQz (5.8)
;=1 j=l
is positive. Again, if the solution to the gradient set of equations -

8{
g= - = 0 (5.9)
8x
is unique and if Q is positive definite, then the solution is ~he global mini-
mum.
Example 5.3
Show that the minimum of the function
is the global minimum.
Solution
The gradient vector g of f is given by -
Setting g to zero and solving one obtains -
Obviously, this solution is unique. The Jacobian matrix is given by
)ne can easily verify that Q is positive definite. Hence the above solution is
the global minimum.
162 .CHAPTER 5. POWER FLOW OPTIMIZATION
Minimization with Equality Constraints

In the multivariable case, there may be equations constraining the variables
of the problem. In general, one may have m equations of the type -
(5.10)
where m < n, and where an objective function -
(5.11)
is to be minimized.
In this case, the required minimum should satisfy the equality con-
straints. A standard approach to obtain the necessary conditions of op-
timality is to form the so-called LaGrangian, defined by:
e(x,.A) = e(Zh"" Zm.Ah"" .Am)
The variables .Al, ... , .Am represented by the vector .A are called the laGrange
multipliers. The necessary conditions of optimality are given by -
8e
8x
= 0 (5.13)
8e
8.A = o. (5.14)
The first condition implies -

8e
o = 8x
= 8f _
8x
(8h)T
8x
.A. (5.15)
The second condition is a restatement of the equality constraints of the

problem since -
-Be
8.A
= h(x) = O. (5.16)
In interpreting these conditions, one notes that the vector
is normal to the surface defined by -
h(x) = O.
Thus the optimality condition requires that at the optimal solution x· -
h(x·) = 0,
and the gradient of the cost function is normal to the surface defined by the
equality constraints.
Example 5.4
illustrate the concepts of the necessary optimality conditions by solvin~ the
following problem: Minimize -
subject to the constraint -
Solution
The LaGrangian of the problem is given by -
Hence, the necessary conditions of optimality are given by -
l1£. 0 =
= 22:1 - ).
82:1
()£
= 0 82:2 - ). (5.17)
()2:2
Ql.
8), = 0 = -2:1 - 2:2 + 4.
The first two equations correspond to -
where
81
8x
= [~l
£1. = [2Z1]
8Z2
,
8z 2 .
[1]
and
8h =
8x l'
The gradient vector 81/ 8x is normal to the curve defined by -
i.e.,
Zl + Z2 - 4 = O.
This is illustrated in Figure 5.3. In this figure, several equal-cost contours
of increasing cost VAlues are plotted. The first contour which meets the
equality constraint line is obviously tangent to that line. The condition for
tangency is that the normals to both curves be in the same direction.
Minimization with Inequality Constraints

In the previous discussion, the variable vector x was unconstrained, taking
values in the entire real range. In this section we consider the problem of min-
imizing the objective function I(x) subject to the inequality constraints -
(5.18)
9m{X) $ O.
In this problem some conditions on the funtions 1 and 9i, i = 1, ... , m,
are required. f(x) must be convex and the inequality constraints jointly must
define a convex region in the n-dimensional space. Figure 5.4 illustrates this
idea for a 2-dimensional space. Here the functions 911 92, and g3 jointly
define a convex region. The contours of I(x) consist of convex functions
with monotonically increasing values.
Optimal Solution
Equal :1:1 = 3~
Cost
:1:2 = .8
~
8x
/=0
Figure 5.3: lliustration of Optimality Conditions for Example 5.4
Gradient of g1(X)
Contours of /(x)
Gradient of /(x)
Figure 5.4: lliustration of a Convex Region and Convex Contours

In general the minimum of f(x) is either inside or outside the region

defined by the inequality constraints. If it is inside, then one solves the
gradient set of equations -
8f = O.
8x
If it is outside, then the minimum is at the boundary. In this case, the
gradients of f(x) and 9i(X) will be pointing in opposite directions. This
establishes an important necessary condition of optimality. Define the La-
Grangian of the problem as follows:
c. = f(x) +(3191 + (3292 + ... +(3m9m

= f(x) + (3T g(x). (5.19)
If x· is the minimum of f(x) subject to the inequality constraints, then

the following holds -
8£
8x Ix=x· = 0 (5.20)
such that-
if 9i(X·) < 0, then (3i = 0, (5.21)

if 9i(X·) = 0, then (3i > O. (5.22)
Example 5.5
Minimize the function -
f(x) = z~ + z~
subject to the following constraints -
ZI + Z2 > 4
ZI < 3
Z2 < 5.
Solution
First, we restate the inequality constraints to be in the form: 9i ::; 0 -
91(X) = 4 - ZI - Z2 < 0
92(X) = :1:1 - 3 < 0
93(X) = :1:2 - 5 < O.
The Langrangian of the problem is -
C = :l:i + :I:~ + .81(4 - :1:1 - :1:2)

+.82(:1:1 - 3) + .83(:1:2 - 5).
Our obvious guess is that the solution will be on the line defined by -
In fact, it is easy to ascertain that -
At this point, both 92(X·) and 93(X·) are less than zero. Hence.82 = .83 = o.
Now,
These two equations, together with the relation -
will provide the solution -
:l:i = :1:; = 2; .81 = 4 > o.

Thus, all the necessary conditions of optimality are met.
Minimization with Equality and Inequality Constraints

The statement of the problem in this case is: minimize !(x) subject to the
constraints -
h(x) =
g(x) S; 0
o} (5.23)
where !(x) is a convex scalar function; the vectors h(x) and g(x) are m- and
k-dimensional functions of x (which is an n-dimensional vector). Normally
m < n while k is arbitary.
The necessary conditions of optimality (better known as t~~ K uhn- Tucker
Conditions) are stated as follows:
168 CHAPTER, 5. POWER FLOW OPTIMIZATION
Let x· be the optimal solution, and let -
C(x, >',13) = f(x) + >.Th(x) + f3T g(x) (5.24)
be the LaGrangian of the problem; then
OC
Ox Ix=x· = 0, (5.25)
O£
O>.lx=x· = O~ (5.26)
and, f3i9i(X·), i = 1, ... , m are such that - if 9i(X·) > 0, then

f3i = OJ and if 9i(X·) = 0, then f3i > O.
Example 5.6
Write the necessary optimality conditions for the following problem: mini·
mize-
f(x) = z~ + 3z~ + 4z~
subject to the equality constraint -
o = h(x) = Z1 + Z2 + Za - 5
and the inequality constraints -
9a(x) = Za + Z2 - 5 ~ O.
Solution
The LaGrangian is given by -
£ = z~ + 3z~ + 4z~ + >'(Z1 + Z2 + Za - 5)

+f31(Z1 - 3) + f32(Z2 - 2) +{3a(Z2 + Za - 5).
Hence, the necessary conditions of optimality are given by

Q£.
0 = 8:1:1 = 2:1:1 - ). + /31
Q£.
0 = 8:1:2 = 6:1:2 - ). + /32 + /33
Q£.
0 = 8:1:3 = 8:1:2 - ). + /33
Q£.
0 = 8), = :1:1 +:1:2 +:1:3 - 5
0 = /31 (:1:1 - 3), /31 > 0

0 = 82(:1:2 - 2), /32 > 0
0 = {33(:l:2 +:1:3 - 5), /33 > O.
. It is clear from the above example that the actual computation of the
optimal solution can be tricky. In the next example we shall illustrate our
point.
Example 5."
Obtain the optimal solution of Example 5.6.
Solution
We shall start by ignoring the inequality constraints, i.e., set f31 = /32 = /33 =
O. The resulting equations are -
2:1:1 - ). = 0, =? :1:1 = ),/2

6Z2 - ). = 0, =? Z2 = ),/6
8:1:3 - ). = 0, =? Z3 = ),/8
:1:1 + Z2 +:1:3 = 5.
Substituting into the last equation, we get -
). ). ).
-+-+-=5
268
which implies that). = 6.3158. In turn, this implies that :1:1 = 3.158, :1:2 =
1.053, Z3 = .79.
From this solution, it is clear that the first inequality constraint is vio-
lated. As a result we set :1:1 = 3, while keeping f32 = f33 = O. The resulting
equations are -
2:1:1 - ,\ + f31 = 6 - ,\ + f31 0

:1:2 ,\/6
:1:3 = ,\/8
:1:2 +:1:3 5 -:1:1 = 2.
**
This implies that + = 2. Consequently, ,\
value of '\, one obtains the solution -
= 6.87. Substituting this last
X2 = 1.14, :1:3 = .88, f31 = .87 > O.

This solution meets all the necessary conditions of optimality.
In the above example we started by ignoring the inequality constraints.
This led to a solution in which one of the constraints is violated. As a result
we guessed that the optimal solutions are on the boundary of the violated
constraint. Effectively this converted that into a new equality constraint.
Our guess was correct, in the sense that the resulting solution met the nec-
essary conditions of optimality.
Example 5.8
Replace the inequality constraints of Example 5.6 by -
gl = :1:1 - 4.5 < 0

g2 = X2 - 2 < 0
g3 = X2 + X3 - 1 < 0
and obtain the optimal solution.
Solution
Returning to the first step of Example 5.7, the solution without the inequality
constraints is given by -
X'l = 3.158, :1:2 = 1.053, :1:3 = .79.

It is clear that the third inequality constraint is violated since -
X2 + :1:3 - 1 = 1.843 - 1 > O.

5.4. ECONOMIC DISPATCHING 171
In this case we shall assume that the solution is on the boundary of

this constraint. Our goal will be achieved if f33 turns out to be positive
while all the other inequality constraints are strictly satisfied. The necessary
conditions of the problem are -
22:1 - oX = 0
62:2 - + /33
oX = 0
82:3 - oX + f33 0
2:2 + 2:3 1
2:1 + 2:2 + 2:3 = 5.
In matrix form, these equations can be stated as follows -
2 0 0 -1 0 2:1 0
0 6 0 -1 1 2:2 0
0 0 8 -1 1 2:3 0
0 1 1 0 0 oX 1
, >-
1 1 1 0 0 f33 5
The solution to this linear set-of equations is -

\
2:1 = 4.0 < 4.5

2:2 = .5714 < 2
2:3 = .4286
oX = 8
f33 = 4.572 > o.
It should be clear that this solution is optimal. (Why?)
5.4 Economic Dispatching

Cost of Generation
Economic dispatching (ED) refers to classical approaches to the economic
operation of power systems. A key element here is the proper modeling of
power plant efficiency. Normally, one models the heat rate input to the boiler
as a function of output real power. The measured heat rate curve can be
quite complex depending on the valve positions of the steam turbines. The
heat rate characteristic is also dependent on thermodynamic parameters like
ambient dry and wet bulb temperatures, operating pressures, water pumping
rates, etc. This applies not only to the characteristic curve itself but also
to upper and lower limits on generation. Power utilities normally utilize a
single heat rate curve with upper and lower limits on generation. The curve
is approximated, usually, by a quadratic polynomial of the form -
(5.27)
where PG is the MW (or per unit) output of the generator and a, b, c, are
constant coefficients. Where there are wide seasonal variations in ambient
conditions, more than one heat rate characteristic may be necessary. This
will apply ruso to lower and upper limits on generation (see Figure 5.5).
The heat rate characteristic is useful in describing thermodynamic effi-
ciency. In economic operation, however, one is interested in the cost of fuel
needed to produce the required power. By knowning the type of fuel used,
together with its calorific value and cost, one translates the heat rate curve
to a cost rate one.
Example 5.9
In a system where transmission losses are negligible, the load of 10 p.u. is
supplied from two generations G1 and G2 .• The costs of generation are given
by-
.5 + PGl + P~l
1.5 + .5PG2 + 2P~2'
Determine the optimum values of PGl and PG2 such that the demand is met.
Solution
The requirement that the demand is met is given by -
PGl + PG2 = 10.
The cost function is given by -
C C1(PGt} + C2(PG2)
= 2.0 + POl + P~l + .5PG2 + 2P~2'
This is an optimization problem with equality constraints only. The
LaGrangian is expressed as follows -
[, = 2.0 + PGl + P~l + .5PG2 + 2P~2
+~(10 - POl - PG2).
Pmm
. Pmax
Power Output (MW)
Simplified Heat Rate Curve
(a)
I I
I I
II
I I
I I
I I
II
I I
I I
I I
I
Power Output (MW)

Possible Seasonal Heat Rates
(b)
Pmin
Power Output (MW)
Cost Rate Curve
(c)
Figure 5.5: Versions of Heat and Cost Fossil Plant Characteristics

The necessary optimality conditions require that -
= 0 = 1 + 2PGl - .A
= 0 = .5 + 4PG2 - .A
The solution is obtained by expressing PG1 and PG2 in terms of .A -
PGl = .5.A - .5
PG2 = .25.A - .125.
Substituting into the previous equation, one obtains -
5
.75.A - 8 = 10.
Hence,
.A = 14.167.
As a result,
PGl = 6.5844
PG2 = 3.4166.
Lossless Thermal Dispatch
If transmission losses are neglected, then the total real demand PD is related
to generation by the simple equality -
n
LPGi = PD. (5.28)
i=1
The cost associated with total generation is given by -
(5.29)
where, as an approximation -
(5.30)
IT one assumes that generation limits are not violated, the necessary condi-
tions of optimality are obtained as follows: Determine the LaGrangian -
n n
£, = L Ci(PGd + ),(PD - L PGd, (5.31)
i=l i=l
and then set its derivatives with respect to PGi and.), to zero, i.e.,
{}£, dCi _ ).
0 =
{}PGi PGi
QC.
0 =
{}). = PD - 2:i:=l PGi
for i = 1, ... , n. The derivatives
dCi
- - , i = I , ... ,n, (5.32)
dPGi
are known as the incremental costs of the i-th generator. From a physi-
cal point of view the incremental cost represents the cost (in $/MWH) of
generating the next MWH at the generation level of PGi. From the above
necessary optimality conditions, it is clear that at the optimum levels of
generation one has -
dC·
). = dP~i' i = 1, ... , n, (5.33)
i.e., all generators operate at equal incremental costs. Solving for PGi in
terms of ). one obtains -
(5.34)
Hence,
(5.35)
Using the original equality constraint one obtains -
(5.36)
ex). - (3
where
n 1 n b.
a= ~-, f3= ~-'.
i=l 2Ci i=l 2Ci
Thus,
1
A = -(PD + (3).
a
As a result,
(5.37)
Thus, in the simple lossless case, the optimal levels of generation can
be computed in a closed-form fashion. At those levels they all have equal
incremental costs.
Thermal Dispatch With Losses

Since transmission losses cannot be ignored, early workers have attempted
to include the effect of losses in an approximate manner. Normally, losses
depend on the transmission network, the distribution of loads, and genera-
tion levels. Symbolically one can express transmission losses as a function
of system generation, i.e.,
PL = System losses
= PL(PGl,"" Pn). (5.38)
As a result, total generation equals the load PD plus PL, i.e.,
(5.39)
In deriving the necessary optimality conditions for this problem, one writes
the LaGrangian as -
n n
C = ~ Ci(PGd + >'(PD + PL - ~PGd· (5.40)
i=l i=l
The necessary optimality conditions become -
o = = dCi _ oX
dPGi
(1 _ apr. )
8PGi
(5.41)
o
y =1- j10
PDl = 3.0 Pm = 1.0
for i = 1, ... , n. From these necessary conditions, one obtains -
A= dCi/dPGi , (5.42)
(1 _ &PL/&PGd i = 1, ... , n.
The quantities (1 - &PL/&PGit 1 are referred to as the penalty factors.

Since the dependence of PL on PGb"" PGn is not simple to establish, the
solution to this problem cannot be obtained in a closed form.
Example 5.10
For the network shown in Figure 5.6 -
Cl(PGl) = 1 + PGl + 3P~1

C2(PG2) = .5 + .5P2 + .5P~2'
Determine the optimum levels of generation taking into account system
losses.
Solution
At bus 1, the real flow Tl2 is given by -
T12 = PGl - PDl

= PGl - 3
= 1- (cos,52 + 10sin,52)
and at bus 2-
T2l = PG2 - PD2

= PG2 - 1
= 1- (cosc5 2 -10sinc52).
Transmission losses are given by -
PL = T12 + T21
= 2(1- cos 82 )
82
~ 2(1 - (1 - -))
2
= 8~.
On the other hand,
T12 - T21 = PGl - PDl - PG2 + PD2

= PGl - PG2 - 2
= 20 sin 82
~ 2082 •
Hence,
Therefore,
PL = 82
= -1-(PGl - PG2 - 2)2.
400
From this relation, one obtains the partial derivatives of PL with respect
to POl and PG2 -
8PL 1
8PGl = -(PGl - PG2 - 2)
200
8PL 1
= --(POl - PG2 - 2).
8PG2 200
Consequently, the necessary optimality conditions are given by -
flC. 1 + 6PGl - 'x(1 - 2~O(PGl - PG2 - 2))

0 = 8POl =
QL
0 = = .5 + PG2 - 'x(1 + 2~O(PGl - PG2 - 2))
8PG2
8e
0 = 8>. = 4 - (PGl + PG2 - 4~O(POl - PG2 - 2)2) .
The above set of equations is nonlinear. As a result, the solution is

obtainead by means of an adequate iterative method. A flow-chart for an
iterative scheme for this problem is given in Figure 5.7. We shall apply this
scheme in detail as follows -
Step 1 Initialization
In this step we ignore transmission losses and solve the optimization
problem with PL = O. The result consists of the following initial
guesses for the susequent iterative steps -
PG1 = .5, PG2 = 3.5, ,\0 = 4.
Step 2 First iteration

First, obtain an estimate of losses, given Pen and PG2 , by means of
the relation -
PE = _1_(PG1 - PG2 - 2)2 = .0625.

400
Then, compute the penalty factors -
It 1- 2~0 (PG1 - PG2 - 2)

1.025
!2 1+ 2~0(PG1 - PG2 - 2)
-- .975.
Based on the above values, the next series of computations follow -
where a is an iteration step size factor. Choosing a = 2, we obtain,

,\1 = 4.125.
Consequently,
1 1
6('\ xlt-1)
.5381
-.5 + ,\1 X !2
3.5219.
Step 3 Convergence check

Computing the losses after the first iteration, we get -
pI = 4~0 (Pbl - Pb2 - 2)2 = .062.

The convergence test involves the error -
If this is acceptable, then we stop. Otherwise, Steps 2 and 3 are re-

peated using the updated values of POl and PG2 until convergence is
attained.
In the remainder of this section a derivation is made for an approximate
loss function. First we derive an expression of line losses in terms of bus
voltages and phase angles. Let Tij denote real power flow bus i to bus j.
From the load flow equations we can write -
Tij = 'Jti2Gij - Vi 10 (Gij cos(6i - 6j ) + Bij sin(6i - 6j))

Tji = V/Gij - Vi 10 (Gij cos(6j - 6d + Bij sin(6j - 6d).
By adding these two equations one obtains the loss for line (i - j),
PLij = Tij + Tji

= G.,(v:;2
' 3 , - 2V.V- J + V?)
t 3 cos(6·, - 6·) J
~ Gij((Vi - Vj)2 + Vi10(6i - 6j)2. (5.43)
If all voltages are atnominal values, (e.g. base voltages), then Vi = Vj = 1.0.
As a result-
(5.44)
Let M denote the line-bus incidence matrix. Also let .p denote the vector
of angular dijferences across lines, then one can write -
.p = M6. (5.45 )
Let G be a diagonal matrix of line conductances, i.e.

G 12 0 0 0
0 G 13 0 0
G= 0 0 0 (5.46)
0
0 0 0 G(n-l)n
5.4. ECONOMIC DISPATCIDNG 181
Select Initial Values

for PGl and PG2 with PL = 0
Given PGi, Compute
aPL. 2
an d aPGi ' t = 1,
P
L
Update Values of
PG;, i = 1,2 '
NO
8
Figure 5.7: Flow Chart for Iterative Solution in Example 5.10
It is possible to show that line losses are given by -
PL = L PL;j
all lines
lJITGlJI. (5.47)
The vector 6 can be approximated by the DC load flow approach, with -
Hence,
As a result, line losses become -
PL lJITGlJI
(PG - PD)T A -lMTGMA -l(PG - PD)
= PbBPD - 2PbBPG + P~BPG' (5.48)
where
B = A-1MTGMA- 1. (5.49)
Thus, in an approximate manner, PL is a quadratic function of PG. The
expression for PL is known as a loss formula. There are a variety of other
loss fomulae, depending on the degree of approximation employed.
It. is clear that system losses depend strongly on the matrix B (known as
the B-coefficient matrix).This matrix is strongly dependent on system topol-
ogy (both M and A dependent), and network admittances (G is dependent
on line conductances and A on susceptances).
Example 5.11
Determine approximately the loss formula of the system in Figure 5.8.
Solution
The 6 vector for this problem is -
5.4 .. ECONOMIC DISPATCIDNG 183
1 - jl0
2 - j20 -j20
Whereas W is given by -
Hence,
M = [-1 0]
0
1
-1
-1
.
The A matrix is given by -
A = [ 30 -20]
-20 40 .
Hence,
A -1 _ _1_ [5.0 2.5]
- 100 2.5 3.75 .
The G matrix is -
G= [10 02 0]0 .
o 0 1
Hence,
As a result, the loss formula is given by -
PL = PbBPD - 2PbBPG + P~BPG

= .0844 - .0312PG2 + .0044P~2.
Algorithm for Economic Dispatch with Losses

In Figure 5:9 an overall flow-chart for iteratively computing optimal gener-
ation levels with a loss formula is shown. In the initialization step, nominal
values of generation levels are assumed, using the lossless economic dispatch-
ing approach. Based on this, the penalty factors are computed -
Ii = (1 -
oP
OP;i
)-1 ' i = 1, ... , nG· (5.50)
The next step is to modify the incremental costs coefficients with the
penalty factors, i.e.,
bi -+ bi X Ii
Ci -+ Ci X Ii-
After this update, the lossless economic dispatch is solved with the modified
coefficients and with the load modified to
where k refers to the k-th iteration.

With the new values of generation we check for convergence: Given a
pre-specified tolerance E, one checks if the following is true -
no
ILP~i -PD - pil < E. (5.51)
i=l
Otherwise, another iteration is attempted.

Select Initial Values of PGi'S
Compute Penalty Factors,

Modify bi'S and Ci'S of Cost Curve
Compute Power Loss PL
Update Values of PGi'S Using Lossless

Approach with Modified Coefficients and
PD -> PD + PL
NO
8
Figure 5.9: Flow Chart for Computing Optimal Generation with a Loss
Formula
5.5 Optimal Power Flow

General Problem Statement
In general, the optimal load flow (OPF) is expressed as a nonlinear (static)
optimization problem. Let x denote the vector of state variables (normally
all bus phase angles except the slack bus, and voltage magnitudes of load
busses), and u the vector of control variables (e.g., generation levels of all but
the slack generator and voltages of all generators). The equality constraints
of the problem can be expressed as -
f(x, u) = o. (5.52)
These are exactly the load flow equations of the problem. The dimension of
f is exactly that of the x-vector, so that for every specification of the vector
u, the vector x can be computed from load flow analysis. Obviously, slack
bus generation is dependent on x, i.e.,
PGl = PG1(x), (5.53)
and should be expressed as an output variable of the problem.

Inequality constraints apply to state, control, and output variables (ex-
pressed in terms of x and u). These are classified as follows:
• Real generation constraints for all generators -
P Gi ::; PGi ::; PGi. (5.54)
• Voltage magnitude constraints for all generation busses and busses

controlled by variable tap transformers -
(5.55)
• Reactive generation constraints for all generation busses -
(5.56)
• Security constraints on line flows for specified lines -
(5.57)
where Tk denotes the real flow on line (k).

5.5. OPTIMAL POWER FLOW 187
The cost criterion can vary. A few samples are suggested.
• Economic criterion -
i=l
NG
C1(PG1(X)) +L Ci(PGd· (5.58)
i=2
Here we stress that PG1 should be expressed as an output variable.
• Pollution criterion -
NG
C = LEi(PG;) (5.59)
i=l
where Ei(PGd describes the level of polution of generator (i) as a
function of generation level.
• Combined economic/security criterion -

NG
C =w L Ci(PG;) + L Sk(Tk), (5.60)
i=l lines k
where Sk(Tk) is a security penalty function. A possible expression for

this function is -
if ITkl ::; T k •
(5.61 )
otherwise
Such a function will penalize the system for flows that exceed the given
upper limits. The coefficients i:Xk control the desired penalty levels. The
constant w provides a proper relative weight between economics and
security.
• Load shpdding criterion. IT load cannot be met, then the loads PDi
can become control variables. the cost criterion then becomes -
NL
C = Lf3i(PDi - P1)Y, (5.62)
i=l
where P1)i are the given loads before load shedding, and (3i are assigned
weights to different load busses.
Solution of the Unconstrained Problem

In the literature, the unconstrained problem is that where inequality con-
straints are ignored. In simple terms the problem is stated as follows -
Given the vector equality constraint -
f(x, u) = 0, (5.63)
where dim[x] = dim[f] = nj find u such that -
C = C(x,u) (5.64)
is minimized.
Using the earlier developments in this chapter, the necessary optimality
conditions are: Given the LaGrangian -
.c(x, u, A) = 0 = C(x, u) + ATf(x, u), (5.65)

then-
a.c + (af) TA
ax = 0 = ac
ax ax
(5.66)
a.c + (af) TA
au = 0 = ac
au au
(5.67)
a.c
= 0 = f(x, u) (5.68)
aA
These vector equations establish the necessary conditions of optimality.
The following iterative scheme is suggested tv obtain a solution:
Step 1 Guess an initial value for u, calling it uo.
Step 2 Given ule, i.e., the k-th iteration for u, solve for x = xle, using Equa-
tion 5.68 . This is normally a load flow solution. (Why?)
Step 3 Compute Ale using Equation 5.66, i.e.
A
Ie
=- [( af)T]-l (aC)
ax ax Ix·,u· (5.69)
and then compute the gradient with respect to u -
a.c = ac + (af)T Ak. (5.70)

au au au
Step 4 Update the value of uk as follows -
uHI = u k - a (aC)
au Ixk,u.,>.., (5.71)
where the step size a is chosen such that the value of C, i.e. the
cost, is reduced. Steps 2-4 are repeated until convergence occurs. This
happens whenever -
ac
II au II < £, (5.72)
where £ is a pre-defined convergence threshold.
In interpreting the above procedure, one notes that Steps 2 and 3 guaran-
tee that the constraints of Equations 5.66 and 5.68 are satisfied. In Step 4 the
vector uk is updated along the negative gradient direction of the LaGrangian.
The iteration step-size a is adjusted in every iteration to guarantee that the
cost is reduced. As convergence is ascertained, the last optimality condition
of Equation 5.67 is attained.
Example 5.12
Given the system in Example 5.10, solve the exact unconstrained OPF prob-
lem.
Solution
(a) Equality constraints
PG2 - 1 = 1 - cos 62 + 10 sin 62

PGI - 3 = 1 - cos 62 ~ 10 sin 62,
(b) Cost criterion
C = + C2(PG2)
CI(PGl)
= 1.5 + PGl + 3P~1 + .5PG2 + .5P~2.
( c) LaGrangian
c = CI(PGl) + C2(PG2)
+Al(l - cos 62 - 10 sin 62 + 3 - PGd
+A2(1- cos 62 + 10 sin 62 + 1- PG2)'
(d) Necessary optimality conditions

Following variable definitions are in order -
Hence,
£, = 1.5 + :1:2
+ 3:1:2 + .5u + .5u2
+A1(1- COU1 -10sin:l:1 + 3 - :1:2)
+A2(1- COU1:t lOsin:l:1 + 1- u).
As a result, the optimality conditions are -
o£'
0:1:2 = 0 = 1 + 6:1:2 - A1
o£' .5 + u - A2
OU
0 =
o£' 1 - COS:l:1 - 10 sin:l: 1 + 3 - :1:2
OA1 = 0 =
o£' + 10 Sin:l:1 + 1 -
OA2 = 0 = 1 - COS:l:1 u.
The iterative solution procedure consists of the following steps -

• Select an initial value for u = uo.
• Given u = uk solve for :I:~ and :1:; using using the last two equations
above.
• Solve for A~ and A; using the first two equations.
• Check if I~: I < E, i.e.,
Hnot, then-
Ulc+1 = uk - 0:(.5 + u - A~)
where 0: is a constant to be chosen after some experimentation.
Table 5.1: Results of Example 5.12
k u
0 3.5 .2495 .56192 4.37152 4.1543
1 3.5154 .251 .54726 4.2836 4.0693
2 3.5208 .2516 .54214 4.2528 4.0397
13 3.5237 .2519 .53938 4.2363 4.0237
• Repeat the procedure until convergence occurs.

Table 5.1 provides sets of values of the various variables for several iter-
ations. The reader may want to compare this result with the approximate
solution of Example 5.10.
Matrix of Second Partials Approach

The above procedure updates the control variables at every iteration step
along the negative gradient direction of the La9rangian with respect to the
control variables. For a large system this may require a significant number
of iterations. Noting that every iteration will require a load flow solution,
this may lead to a very time-consuming situation.
As an alternative, one may consider the necessary optimality conditions
as a set of N equations in N unknowns, which can be solved by means of
the Newton-Raphson method. This can be formulated as follows -
Define the vector z as -
(5.73)
As a result, the LaGrangian is a function of z, i.e. -
.c(x,u,'\) = .c(z).
The necessary optimality conditions become simply -
{}.c
g(z) = - . (5.74)
{}z
Defining the He88ian matrix H(z) of partial derivatives as -

82£
Hi; =~, (5.75)
v ZiV Zj
then the Newton-Raphson iterative procedure becomes -
zle+! = zle _ [H(zle)r 1 g(zle). (5.76)

By choosing a good initial vector z, this approach should converge very
quickly. For a large system, the matrix H is sparse. Hence, sparse matrix
methods are applicable. Since z is :::::: 2.5 times larger than the vector x of
state variables, solution times for this OPF approach should be two to three
times greater than the corresponding load flow problem.
Example 5.13
Formulate and solve the problem of Example 5.12 using the second partial
derivatives approach.
Solution
Define the vector z as follows -
Z1 %1
Z2 %2
z= Za = u
Z4 A1
Z6 A2
The necessary optimality conditions are -
91 = 0 = Z4(sinZ1 -1OCOSZ1) + Z6(sinZ1 + 10coszt}
92 = 0 - 1 + 6Z2 - Z4
9a = 0 = .5 + za - Z6
94 = 0 = 1 - cos zl - 10 sin Zl + 3 - z2
96 = 0 = 1 - cos zl + 10 sin Zl + 1 - Za.
The Hessian matrix H is given by -
a 0 0 b c
0 6 0 -1 0
H= 0 0 1 0 -1
b -1 0 0 0
c 0 -1 0 0
where
8g1
a = 8z1 = Z4(COS Z1 + 10 sin Z1) + ZS(COS Z1 -10 sin Z1)
8g1
b = 8z4 = sin Z1 - 10 cos Z1
= !!h
8z 1
8g 1
C = 8zs = sin Z1 + 10 cos Zl
~
= 8z1
Based on the results of Example 5.13, the following initial guess is used:
.2495
.5619
flo = 3.5
4.3715
4.1543
With that, the final answer is identical to that for Example 5.13. However,
convergence is attained in two iterations.
Solution of the Constrained Problem

Penalty Factor Method
In this method, the inequality constraints are incorporated in the cost crite-
rion. Let-
gi(X, u) :$ 0, i = 1, ... ,L, (5.77)
correspond to the inequality constraints. The problem is then solved as a
sequence of unconstrained problems. The k-th problem (k = 1,2, ... ) is
solved as follows -
Given -
f(x, u) = 0, (5.78)
then minimize -
L
C'(X, u) = C(X, U) + Qk L S(gi), (5.79)
i=l
where -
0 if gi(X, U) ::; 0
S(g;) ={ g; otherwise (5.80)
and where-
Qk -+ 00, Cis k -+ 00. (5.81)
It can be shown that the penalty factors approach will converge to the
true solution of the original optimization problem. The convergence, how-
ever, may be slow if the simple gradient method is used. Convergence speed
is greatly enhanced if the matrix of second partials approach is used. In gen-
eral, the inclusion of the penalty factors will not compromise the sparsity
of the Hessian matrix. However, some numerical problems may arise as the
factors Qk approach large values.
Generalized Reduced Gradient (GRG) Method
The GRG method is similar, in principle, to the method outlined for the
unconstrained problem. The reduced gradient refers to the expression -
a£ = ac _ (af)T [(af)T]-l ac, (5.82)

au au au ax ax
where the specification of the control variables u is updated at every iterative
step. When some inequality constraints are violated, selection of the u
and x vectors are changed as the iterative process progresses. Suppose, for
example, that at a load bus the voltage limit is violated. It is reasonable for
that bus to fix the voltage at the violated limit and release the reactive power
of a neighboring generator to become a control variable. This changes the
definition of state and control variables as the iterative process continues.
At the final solution all the necessary optimality conditions will be met. A
flow chart illustrating the GRG method is outlined in Figure 5.10 .
Assume Initial Values of u = U o

Solve for Xo and Ensure Its Feasibility
Compute Reduced Gradient:
ae = gQ
au au + (M.)T
au A
Solve for /lx Using:
M./lx
ax + au
af /lu = 0
Compute Optimal Step size a by Minimizing C along the Path:
x - x + a/lx, u - u + a/l u
Change
Basis
YES Compute New xUsing Load Flow Equations

NO
xin
Constraint
Set? YES NO
Figure 5.10: Flow Chart for the Generalized Reduced Gradient Method
5.6 Applications
On-Line Optimal Power Flow (OPF)
Economic dispatching with a loss formula suffers from the inability to in-
corporate limiting constraints on real and reactive generation, voltage levels
and line flows. With an OPF these are easily accounted for at the expense
of additional computer overhead. The resulting benefits will outweigh the
costs under most conditions.
Reactive Power Optimization

With the increased stress on transmission systems the ability to control
voltage and reactive power flows becomes critical. A factor that complicates
the optimization process is the need to incorporate switchable elements,
like capacitors and inductors, in the models used. In order to get a' good
initial idea on the extent of capacitive/inductive compensation required, it
is reasonable to model those devices with variable capacitances/inductances,
respectively. Thus at busses where these devices exist, one incorporates the
inequality constraints -
(5.83)
for capacitor banks at bus i, and -
(5.84)
for inductor banks.

Reactive power optimization may be incorporated within the overall op-
timal power flow to yield optimal values of all control variables which will
obviously include all generation levels and reactive compensation levels by
inductors and capacitors. For the variable values of inductances and capaci-
tances obtained, one substitutes the nearest discrete values permitted by the
available devices. A final load flow solution is then attempted to make sure
that all problem constraints are met.
There are instances, however, where the only optimization required is
that of the reactive elements. This happens, for example, when a reasonable
economic dispatch is available and fixed at nominal values. In this case,
real generation levels are held constant and the only control variables are
the reactive elements. Normally in this situation, the cost criterion simply
becomes that of minimizing overall power losses.
5.7. CONCLUSION 197
Corrective Security Control

In corrective security control, the system exists in a regime where some in-
equality constraints have already been violated. This may happen due to the
overloading of some lines due to a forced line outage, or to voltage/reactive
limit violations due to the loss of a generating unit. OPF can be used ef-
fectively under these conditions to obtain a solution that puts the system
back in the normal state. The cost criterion may be modified to include the
shedding of some load, at least temporarily. Such a criterion may be defined
as follows-
C' = C + L Qi(Pdi - P1Jd 2 , (5.85)
load busses
where -
PDi = Nominal, or actual load at bus i
Pdi = New value of load due to shedding at bus t
Qi = Weighting factor associated with bus i.

The weighting factors Qi are chosen large enough to make sure that a high
cost is associated with load shedding. This way, one insures that load shed-
ding is attempted only as a last resort.
5.7 Conclusion
Static optimization of power system operations involves allocation of gen-
eration levels, voltage profiles, and possibly load curtailment based on the
equality and inequality constraints of the power system and a pre-specified
performance function (cost criterion). Normally this is referred to as the
optimal load power (OPF) problem.
Traditionally, economic dispatchiag has been employed using an approx-
imate loss formula. Nonlinear programming is capable of solving the prob-
lem without resorting to these approximations. It permits the full flexibility
needed to address a variety of inequality constraints and performance crite-
ria.

[6-1] H. H. Happ, "Optimal Power Dispatch - A Comprehensive Survey,"
IEEE 7rans. on Power Apparatus and Systems, Vol. PAS-96, May-
June, 1977.
[5-2] H. W. Dommel and W. F. Tinney, "Optimal Power Flow Solutions,"

IEEE Trans. on Power Apparatus and Systems, Vol. PAS- 87, Oct.,
1968.
[5-3] F. F. Wu, et al., "A Two-Stage Approach to Solving Large-Scale Op-

timal Power Flows," Proceedings of the Power Industry Computer Ap-
plications Conference, held in Cleveland, Ohio, May, 1979.
[5-4] J. W. Carpentier, "Differential Injections Method: A General Method

for Secure and Optimal Dispatch," Proceedings of the 8-th PICA Con-
ference, held in Minneapolis, MN, 1973.
[5-5] D. I. Sun, B. Ashley, B. Brewer, A. Hughes, and W. F. Tinney, "Op-

timal Power Flow by Newton's Approach," IEEE Trans. on Power
Apparatus and Systems, Vol. PAS-I03, No. 10, Oct., 1984.
[5-6] G. A. Maria and J. A. Findley, "A Newton Power Flow Program for
Ontario Hydro EMS," Paper 86-SM 326-3 presented at the IEEE/PES
1986 Summer Power Meeting, held in Mexico City, Mexico, July, 1986.
[5-7] O. Alsac and B Stott, "Optimal Load Flow with Steady-State Secu-
rity," IEEE Trans. on Power Apparatus and Systems, Vol. PAS-93,
No.3, May/June, 1974.
[5-8] H. H. Happ and K. A. Wiragau, "Static and Dynamic VAR Compen-

sation in System Planning," IEEE Trans. on Power Apparatus and
Systems, Vol. PAS-97, Sept./Oct., 1978.
[5-9] J. W. Lamont and M. R. Gent, "Environmentally-Oriented Dispatch-

ing Technique," Proceedings of the 8-th PICA Conference, held in
Minneapolis, MN, 1973.
5.9 Problems
1. Given a system with N generating units, assume that for each unit the
cost is given by -
where ai, bi and Ci are positive constants; i = 1, ... , N. Let PD rep-

resent total demand. Assuming that the system is lossless, show that
5.9. PROBLEMS 199
I
I
I
lossless I PD2
line
A I B
I
Figure 5.11: Two Interconnected Utilities for Problem 2
overall system production cost can be expressed as -
when the system is dispatched economically. Find a, b, and c.
2. Figure 5.11 shows two interconnected utilities A and B. Let
Ci(PGi) = ai + BiPGi + qP8i' i = 1,2,

and assume that PDI > PD2, and that al > a2, bl > b2, CI > C2'
(a) Determine Ai, i = 1,2, for each utility under the condition that
no power transfer is allowed.
(b) Compute system A if both units are dispatched economically to
meet total demand. In this case determine the resulting power
transfer.
( c) Show that, if utility A pays B the following price for imp orted
power -
1
P = 2(AI + A),
then its savings are maximized. Show that, simultaneously, utility
B will maximize its profit.
3. For the system shown in Figure 5.12, the following data are provided-
3.0 p.u.
PD2
PD3 2.0 p.u.
VI =V2 =V3 = 1.0 p.u .
CI(PGd = .5 + PGl + P81
C2(PG2) .1 + 2PG2 + .5P82'
1- j10
(a) Determine optimal dispatch assuming no system losses.

(b) Determine the approximate loss formula starting with a DC-load
flow approximation.
( c) Write a computer program to obtain the optimal dispatch with
losses using the logs formula obtained in part (b).
4. For the network associated with Problem 3 -
(a) Write a set of equations which represent all the necessary optimal.-
ity conditions of the problem.
(b) For the equations in part (a), write the detailed expressions for
the associated gradient vector.
( c) Evaluate the gradient in (b) at the solution point obtained in Prob-
lem 3.
5. Write a computer program that obtains the solution for Problem 4
using the algorithm outlined in Equations 5.66-5.68.
6. For a simplified power system, it is assumed that all bus voltages are
held at 1.0 p.u. Consequently, the system's equality constraints will
5.9. PROBLEMS 201
correspond to n equations of the form -
where n is the number of busses.

(a) Write the set of equations representing the necessary optimality
conditions, using the proper load flow equations explicitly.
(b) Write the expressions for the gradient vector and Hessian matrix
for the Newton iterative solution technique.
( c) Use the network for Problem 3 to provide numerical values of the
Hessian matrix at the approximate solution of Problem 4.
7. For the network in Problem 3, the following voltage limits are imposed
on bus 3-
.95 :; Y3 :; 1.05.
The following additional data are also provided -
QD3 =.4 p.u.

(a) Given the approximate solution of Problem 4, will voltage limits
at bus 3 be violated?
(b) If the answer to part (a) is YES, determine the voltage at bus 2
such that the voltage at bus 3 is at the nearest acceptable limit.
( c) Repeat part (b) by adding a reactive element at bus 3. Determine
rating and type of such an element.
8. For the network in Problem 3, assume the following extra informa-
tion-
QD3 = 0.4
.95 :; Vi < 1.05, i = 1,2,3
0:; PGl < 4.0
0:; PG2 < 2.5.
(a) Write the set of necessary optimality conditions.

(b) Replace the inequality constraints by penalty functions in the cost
criterion, which are quadratic if the limit is violated and zero, oth-
erwise. Using a uniform weighting factor of 10 for these penalties,
rewrite the set of necessary optimality conditions.
( c) Evaluate the gradient vector of the necessary optimality conditions

at the nominal solution of Problem 4.
( d) Evaluate the Hessian matrix for this problem at the nominal so-
lution of Problem 4.
(e) Write a computer program for obtaiDing the solution of this prob-
lem using the Hessian matrix with Newton's solution method.
Adjust the weighting factors iteratively to attain convergence to
the true optimal solution.
Chapter 6
AUTOMATIC
GENERATION CONTROL
6.1 Perspective
Automatic generation control (AGe), is a rLlajor control function within a
utility's energy control center, whose purpose is the tracking of load vari-
ations while maintaining system frequency, net tie-line interchanges, and
optimal generation levels close to scheduled (or specified) values. When
several utilities are interconnected, each will perform its own AGe indepen-
dently of the others. This decentralized control system has worked quite well
since its introduction in the fifties, in spite of the fact that at that time, the
only control theory tools available were those of classical frequency-domain,
single-input single-output, systems. Thus AGe is a true predecessor of the
much highlighted recent approaches of hierarchical modern control theory.
The success of AGe may be attributed to two important considerations.
The first is related to the fact that feedback control will almost always tend
to stablize and regulate the system being controlled. And the second is due
to the clever design of AGC by its originators in a manner that guaranteed
the correct steady-state response of the entire system. Since the transient
response will depend on the dynamics of generators, loads, and feedback
control parameters, the original designers of AGe had to depend on highly
simplified models at the design stage, and on actual system response, in
order to tune the control system parameters.
The advent of modern control theory in the sixties and early seventies
did little to change these very successful AGC practices. However, it has
203
204 CHAPTER 6. AUTOMATIC GENERATION CONTROL
.1w
WO
EXCITER
EFD lit
Vt TURBO PG +jQG
GENE-
.1w RATOR
GOVENOR/ w
WO
TURBINE PM
W po
M
Figure 6.1: General Block Diagram for a Power Generating System
provided, and will continue to provide, a more careful understanding of the

entire problem. By so doing, a possible new generation AGe may emerge.
Such an AGe will have to retain the simplicity of classical AGe but with
improved overall performance.
In the following sections, the reader is first alerted to the key modeling
and control issues associated with AGe. Next, classical AGe is intro.duced
and illustrated. Following that, modern control theory approaches are pre-
sented.
6.2 The Issues

Single Generator and Its Response
Figure 6.1 provides a general block diagram for a generating system. The
turbo-generator receives two key input quantities: mechanical power input
PM in the form of rotating shaft power from the turbine; and field vo~tage
EFD from the exciter. The key outputs are: (a) the generated electric power
PG + JQG, (b) terminal voltage lit, and (c) angular speed w. These outputs
are measured (sensed) by appropriate devices, and then used, in a feedback
fashion, to control the system. The angular frequency w is compared with
the rated (or desired) frequency woo The resulting frequency error .1w is
then amplified (in the turbine-governor feedback loop) by the factor 1/R
6.2. THE ISSUES 205
and subtracted from the desired real power generation PM' Similarly, in the
exciter feedback loop, the error signal ll. Yt = Yt - ~o is an input to the
exciter. A supplimentary error signalll.w is sometimes used to influence the
output of the exciter for the purpose of damping slow power oscillations.
The block PSS in Figure 6.1 refers to the so-called Power System Stabilizer
which is designed to achieve that purpose.
By itself, this block diagram should tell us a few important things. Under
steady-state conditions one would expect all error signa.ls to be zero implying
that: w = wo, Yt = ~o, and PM = PG = PM' Under dynamic conditions,
it implicitly shows that the control of generated power and frequency will
be accomplished mainly by the governor-turbine system and secondarily by
the exciter. On the other hand, the main role of the exciter is to control the
te1'IIljnal voltage, with a secondary role in stabilizing power oscillations.
Without going into the detailed models themselves, some key facts are in
order. Basically, the governor-turbine system is slow reacting when compared
with the excitation system, which is fast reacting. As a result, fluctuations
in terminal voltage can be corrected by the excitation system, very quickly
(typically within 10 to 50 msec). Fluctuations in generated power or fre-
quency are corrected slowly, typically in the time framework of .5-10 sec.
Now since governor-turbine control has little influence on the terminal volt-
age, one can decouple the governor-turbine control loop from the excitation
loop. In essence, one can study the governor-turbine control loop with its
influence on generated power and frequency under the assumption that ter-
minal voltage is maintained at its desired value always. For short transient
responses (in the order of a fraction of a second), one may also decouple the
governor-turbine control loop and study excitation system responses. Under
these conditions, the mechanical power PM is kept constant at its nominal
value PM' A longer-term exciter response will, however, require the inclusion
of both control loops in the study model.
Since AGe is primarily concerned with the real power/frequency be-
havior of the system, the excitation system model will not be required in
the analysis. This important simplification paves the way for the governor-
turbine model shown in Figure 6.2. In this model, the governor is represented
by a block with one time constant TG, which is typically in the range of .1-.2
sec.; the turbine, by a block with the time constant TT, which is typically
about 1 sec.; and the generator inertial response by the swing equation:
dll.w
Mdt = -Dll.w + PM - PG, (6.1)
where M is the machine's inertia constant, and D is a damping coefficient.
"'0
1
1 +,Tc
1
1 +,TT
1
D+,M
'"
Pc
Figure 6.2: Simple Generator Block Diagram with Associated Gover-

nor- Turbine Model
Now since AGe is concerned with response to fluctuations in output power

and frequency, one may define the incremental quantities:
6.w =W - Wo
6.Pc = PM - PM
6.PD = PD - Pa,
where PD is the load. The consequence is shown in the block diagram of
Figure 6.3 for the so-called incremental generator model. In that figure, the
following state variables are identified -
or2 = 6.PM ,
and or3 as indicated is the output of the governor block (valve displacement
to inlet steam to turbine). In state variable form, the state equations of the
system are given by -
dorl
dt
dor2
(6.2)
dt
dor3
dt
In this system of equations 6.PD represents an input disturbance associ-
ated with load changes, whereas 6.Pc represents the increment in the speed
changer position which controls increases or decreases in power demand. The
following example should illustrate some of the key issues.
6.2. THE ISSUES 207
Aw
1
R
1 1 1
1 + sTG :1:3 1 + STT D+sM
Figure 6.3: Simple Incremental Generator/Turbine/Governor Model
Example 6.1
For the model shown in Figure 6.3, assume the following: TT 1.0 sec.,=
= = =
TG 0.1 sec., D 0.0, M 1000.0 MW sec., APG 1.0 p.u., APe 0.0, = =
and R = 0.05. Determine the steady-state value of Aw.
Solution
The steady-state solution is obtained by setting all the derivatives to zero.
The resulting algebraic equations are -
o :1:2 - A PG
o :1:3 - X2
o -X3 - xl! R.
From these one concludes that -
:1:1 = - RX 3
= -RX2
= -RAPG.
Since Xl = Aw, then
Aw -RAPG
-.05.
Thus a 100% increase in demand (at rated generator MVA) will cause a
5% drop in frequency (or exactly 3 hz).
Example 6.2
For the system in Example 6.1, determine tlPc such that the steady-state
frequency error is zero.
Solution
The last algebraic equation from the previous example becomes -
0= -tlPG + tlPc - zdR.
For zero frequency error Zl = tlw = O. Hence -

tlPc = tlPG
= 1.0 p.u.
The above two examples illustrate the fact that the governor will try
to regulate the speed as close to nominal as possible. However, withoui
the speed changer input tlPc, there will always be a steady-state frequency
error. The constant R is referred to as the speed regulation constant, and, as
a rule, it is set at 0.05 p.u. of rated generator output in all generating units
(at least in the U.S.).
Load Model
Since many loads are frequency-sensitive, the incremental change in load will
have a frequency-dependent part, i.e.,
tlPD = tlP'D + D'tlw. (6.3)
where
D' = {JPD,
{Jw
represents the sensitivity of the load to frequency changes at the nominal
value of the load.
Example 6.3
Repeat problem in Example 6.1 using the above load model with D' = .01
p.u.
6.2. THE ISSUES 209
Solution
Obviously, we can quickly write -
o = -aPD - zdR
= -aPD- zlD' - zl/R.
Therefore,
Zl = aW = - (D' +\/R)PD,
Thus the load's frequency characteristic will influence the speed regulation
of the generator.
Example 6.4
For the previous example, assume that machine damping coefficient D = .02.
Determine, the steady-state frequency error.
Solution
In this case, the relevant algebraic equations are
o = -.02z 1 + Z2 - 1.0 - .0b l

o Z3 - Z2
o -Z3 - zI/O.05.
Solving for Zl, one obtains,
A key conclusion from the above steady-state analysis is that the inverse of
the regulation constant R is like a damping coefficient. This is also true of
the coefficient D' of load frequency sensitivity. In fact, it is easy to show
that, in the steady-state -
Zl aw
= (D + D~ + l/R)aPD. (6.4)
Integral Control
In order to eliminate the frequency steady-state error, the loop may be closed
on the speed changer input !l.Pc. Letting Z4 be a new state variable which
is the integral of the frequency error, i.e.,
dZ 4
dt = Zl, (6.5)
then !l.Pc will become a feedback signal given by
(6.6)
where KJ is a feedback gain constant. In order to determine the steady-state

response to a step-input in the load, we set all first order time derivatives to
zero. From the above definition of Z4, one easily concludes -
(6.7)
in the steady-state. In fact, it should be clear that as long as Z4 is part

of the feedback control signal (e.g., it may be combined linearly with other
variables in the feedback loop), then the frequency steady-state error is zero.
Response to a Random Disturbance

In the previous analysis, the assumed disturbance was a step input in the
load. In reality, system load disturbances are quite complex and random
in nature. Typically, load variations comprise a slowly changing trend com-
ponent over which are superimposed fast random fluctuations. Step load
inputs will occur only occasionally as a result of special circumstances like
the loss of a generating unit, the switching of.a large electric arc furnace,
and the like. Since the incremental generator model used above is linear, one
may study system response to every component of the load disturbance, and
then employ the principle of superposition to obtain a realistic idea about
the overall response.
In this section we shall investigate the single generator response to a
stochastic white noise load disturbance. In order to· do so, an important
result from stochatic control theory [6-12] is required -
For the linear dynamic system -

dx .
-dt = Ax+Bu ' (6.8)
6.2. THE ISSUES 211
suppose that the input vector u is a zero-mean white noise pro-

cess whose covariance matrix is R, then,
(a) The state vector x( t) has a mean of zero, and

(b) The state vector covariance matrix ~(t) obeys the differen-
tial equation -
( c) In the steady-state, the state covariance matrix is the solu-

tion of the matrix equation -
The reader should be reminded that the state covariance matrix is given
by-
=
~ E[(x - x)(x - x)T). (6.11)
Example 6.5
Determine the variance (and standard deviation) of frequency error for the
system discussed in Example 6.1. Assume that the load disturbance is white
noise with a standard deviation of 0.05 p.u.
Solution
Before proceeding into the solution process, it is important to express all
coefficients in per unit. Basically R, the speed regulation constant is given
in per unit frequency per p.u. MVA. Base frequency WB is WB = 60 X 211'.
Hence base time tB is tB = l/WB ::::::; 1/377.. With this information, we
conclude that in per Unit -
TG = .1 x 377= 37.7
TT = 1 x 377 = 377.
For the case without integral frequency feedback, the matrix A is given by -
0 .001
A= [ 0
-.053
-.0265
o
.0~65l·
-.00265
Furthermore, since there is only one input, the matrix B is basically a

vector given by -
For the same reason, the input covariance matrix R is simply a scalar given
by R = .05 x .05 = 2.5 x 10- 3 • Consequently, one obtains -
BRBT = [
2.5 X
0
10- 00 00] .
6
o 0 0
This information is used to solve for the ~ matrix according to Equation 1.10.
In order to do so we reorganize the individual equations obtained in that ma-
trix equality into a vector linear equation. Noting that since ~ is a symmet-
rical matrix then one needs to write individual equations corresponding to
diagonal and upper triangular entries only. For this case, there will be six lin-
ear, equations associated with the entries: ~11' ~22' ~33' ~12' ~13, and ~23.
The quantity of interest here is ~11 which is the variance of Zl, the
frequency error state variable. The solution yields -
~11 = .03275 X 10- 6 •

This means that the standard deviation of the frequenecy error is 0.00018.
Had the disturbance been a .05 p.u. step input then the steady-state fre-
quency error would have been .05 x .05 = .0025 p.u. Multiplying both
numbers by 60, one obtains the final result in hertz as .Oll and .15 hz, respec-
tively.
Now the actual random component ofload disturbances is not pure white
noise. A more realistic model would be to consider this random component
as the output of a linear filter whose input is a white noise process. A typical
and more realistic example of this is a high-pass filter with a cut-in frequency
at around 10 hz. Reference [6-8] provides some important information of the
spectrum of this random component.
From steady-state analysis one can make some important conclusions
relative to steady-state errors in frequency and output power for specified
load disturbance models, like single step or random disturbances. Through
the analysis of dynamic response one looks for transient phenomena like
oscillatory behavior, whether the response is overdamped or underdamped,
and finally, whether the system is stable. Linear system theory provides
6.2. THE ISSUES 213
1
..-..
-.c:
N
0 sec
1-0
0 4 5
1-0
r...
~
:--.
C.l
s::::
CIl
='0- -2
CIl
1-0
""
Figure 6.4: Dynamic Frequency Error Response for Example System With
and Without Integral Feedback Gain: (a) K I = 0, (b) K I = .02, (c)
KI = .05, and (d) KI = .08
most of the needed answers. Only those aspect.s that depend on system
nonlinearities, like limits on generation or its rate of change, or governor
dead-band, one has to use some form of nonlinear analysis. Most of the
discussion here will focus on the linear aspects of the problem.
In Figure 6.4 the dynamic response of the system described above is
plotted for various values of the feedback gain coefficient K I. The input
disturbance is a step input of 1.0 p.u. Since the system model is linear one
can use scaling to obtain the result for any step input disturbance. It is clear
from this figure that as K I increases from zero (no feedback case) to higher
values one approaches zero steady-state response faster. However, as KI
increases, the oscillatory behavior of the response becomes more pronounced.
In fact, for KI > .2 the system becomes unstable.
Detailed Single Generator Models

Since there are many different types of generators, turbines, and governors, it
would be very helpful if a generalized model for all these types were available.
Fortunately, researchers have managed to come up with such a model which
is depicted, in block diagram form, in Figure 6.5. In order to develop an
understanding of this model, a few <::amments are in order.
Governor
The general governor model contains three time constants. In order to un-
derstand their role, we write the overall transfer function of the governor
portion -
(1 + sT2 )
TGv(s) = (1 + sTd(1 + sTs) (6.12)
Normally, mechanical-hydraulic governors will have T2 = 0, with typical

values for Tl and Ts as 0.2 - 0.3, and 0.1, respectively. Electro-hydraulic
(EH) governors without steam feedback will have typical values as follows:
TI = T2 = 0, and Ts = .025 -.1. EH governors with steam feedback utilize
a feed forward mechanism (and hence the numerator time constant T2). For
these one obtains typical values as follows: TI = 2.8, T2 = 1.0, and Ts = .15.
Turbines
Turbines are distinctly grouped into team and hydro turbines. The basic
time constant associated with steam turbines is T4 which corresponds to
that of the steam chest. For non-reheat steam turbines, this is the only
time constant needed. The time constants T6 , Ts , and T7 are associated
with time delays of piping systems for reheaters and cross-over mechanisms.
The coefficients K I, K s, K 6, and K 7 represent fractions of total mechanical
power outputs associated with very high, high, intermediate, and low pres-
sure components, respectively. Table 6.1 provides typical values of steam
turbine time constants and fractions.
In the case of hydro turbines, the situation depends on the geometry of
the system, among other factors. The overall transfer function of a hydro
turbine is given as -
,(6.13)
where Tw is known as the water time constant. The significance of the above
transfer function is that it contains a zero in the complex right-half plane.
Ftom a stability viewpoint, this may cause some problems since this is a
non-minimum phase system. Using the model of Figure 6.5 one identifies
the following parameters: T4 = 0, T6 = Tw/2, Ts = T7 = 0, KI = -2,
Ks = 3, and K6 = K7 = O. Typical values of Tw range from .5 to 5 sec.
The model shown in Figure 6.5 allows one to easily express the system's
differential equations as a set of first-order linear differential equations. For
6.2. THE ISSUES 215
+
~Pc ----..I
1 1
1 + ITl Z7 1 + IT3 Z6
GOVERNOR
1 1
1 + IT4 Zs 1 + IT7 Z2
TURBINE
+ 1
D+IM
ALTERNATOR
Figure 6.5: General Incremental Generator Model

Table 6.1: Typical Parameter Values for Steam Turbine Systems
System Description T4 T5 T6 T7 KI K3 K5 K7
Non-Reheat .3 0 0 0 1 0 0 0
Single-Reheat .2 7.0 0 .4 .3 .4 .3 0
Double-Reheat .2 7.0 7.0 .4 .22 .22 .3 .26
the most general case, these are expressed as follows -
ck l
dt = k( -DZI + tl.PM - tl.PD)
ck2
dt = A(Z3- Z2)
ck3
dt = A(Z4 - Z3)
dZ 4
dt = :A (Z5 - Z4) (6.14)
ck 5
dt = i. (PGY - Z5)
ck 6
-. t(Z7 - Z6)
dt
dZ 7
dt
= f.l (-Z1 + tl.Pc - zdR)
where
= K l z5 + K3Z4 + J(5Z3 + K1,Z2,

tl.PM (6.15)
PGY = (1- T2/T3)Z6 + (Ta/T3)Z1)' (6.16)
In the case where a time constant representing a system pole is zero the
corresponding differential equation becomes an algebraic equation. For ex-
ample, the equation -
becomes -
in case T5 = O.
6.2. THE ISSUES 217
1
R
TURBINE 1
aPe GOVERNOR D+sM
MODEL
Figure 6.6: Simplified Generator Model Block Diagram
Detailed Model Response

Figure 6.6 provides a simplified block diagram of a generator system model
respresenting turbine/governor dynamics and the swing equation. Noting
that the input/output steady-state ratio across the turbine/governor block
is unity, it is easy to conclude that the detailed system's steady-state response
is the same as in the simplified models discussed in the previous examples.
In Figure 6.7 the responses of four different generating systems to input
step disturbances in the load of 100% are shown. In each case, the integral
feedback gain K I is increased from zero to a value where the system becomes
unstable. Data for these cases are provided in Table 6.2.
From these responses one can make a few tentative conclusions, like -
• For zero integral gain, there is a significant frequency steady-state er-

ror.
• As the complexity of steam systems increases, the response becomes

increasingly sluggish for the same integral feedback gain.
• For each system there is a different integral gain coefficient at which

the response is adequate in the sense that frequency error returns to
zero quickly with little overshoot and adequate damping.
• For each system the response becomes unstable past a given corres-
ponding value of the integral gain.
- N
..d
2
I-.
0 sec
0
I-.
I-.
2 3 4 5
~
>.
C,.l -2
I::::
Q,)
='
r:::r
Q,)
I-.
-4
""" (a)
- 2
-
N
..d
I-.
0 sec
0
r..
r..
3 4 5
~
>.
C,.l -2
I::::
Q,)
='
r:::r
Q,)
I-.
-4
(b)
-""" 2
-
N
..d
I-.
0 sec
0
r..
r..
4 5
~
>.
C,.l -2
I::::
Q,)
='r:::r
Q,)
I-.
-4
(c)
"""
-N
..d
2
r.. 0 sec
0
r..
r..
1 4 5
~
>.
C,.l -2
I::::
Q,)
='
r:::r
Q,)
I-.
-4
(d)
"""
Figure 6.7: Responses of Four Governor-Turbine Systems to a 1.0 p.u. Load

Disturbance Input and Appropriate Levels of Integral Feedback Gain KI:
(a) Non-Reheat, (b) Single Reheat, (c) Double Reheat, and (d) Hydro Gov-
ernor-Turbine Systems
6.2. THE ISSUES 219
Table 6.2: Data Sununary for Plots in Figure 6.7(a-d)
Parameters Non- Single Double Hydro

Reheat Reheat Reheat System
(a) (b) (c) (d)
T1(sec) 0.0 0.0 0.0 .2
T%(sec) 0.0 0.0 0.0 0.0
T3(sec) 0.1 0.1 0.1 0.3
T4(sec) 1.0 0.2 0.2 0.1
Ts(sec) 0.0 7.0 7.0 0.5
T6(sec) 0.0 0.0 7.0 0.0
T7(sec) 0.0 0.4 0.4 0.0
Kl 1.0 0.3 .22 -2.0
K3 0.0 0.4 .22 3.0
Ks 0.0 0.3 0.3 0.0
K7 0.0 0.0 .26 0.0
Inertia M(MW.sec) 132.6 132.6 132.6 663.13

Damping(p.u. ) .0265 .0265 .0265 .1325
• For the hydro system the general response waveforms are considerably
differ~nt from those of the stea..n systems.
Obviously, the imposed input disturbance is quite large. Normally, load

disturbances are in the range of ~ 1.0%. Since the incremental models used
are all linear , one can use scaling to obtain any desired frequency response.
Thus a 1.0% step load input disturbance will yield a -.01 x 2.0 = -.02 hz
frequency steady-state error for the steam systems in Figure 6.7.
Two Generator System

Figure 6.8 depicts a system composed of two generators, two corresponding
loads, and a transmission link connecting them. Without loss of generality,
the load disturbance is assumed to be a step increase L1PDl' For such an
increase in the load, the control system should be designed to automatically al-
locate the needed increase in generation between the two generators to match
the load. For illustrative purposes, we shall use the simplest governor-turbine
Figure 6.8: Two-Generator System with a Connecting Transmission Line
system models, i.e., the non-reheat turbine system. As noted earlier, model
complexity will not influence the eventual steady-state response. Since this
is our initial aim the simple model will suffice.
The state differential equations for the two systems are -
dZil
dt
- it. (- DiZil + Zi2 - tlPDi - tlTij)
dZi2
dt = ...L(Z'3
TTi \ - Z'2)
\ (6.17)
dZi3
dt = T~i (-Zi3 + tlPCi - Zil/ R)
where i = 1,2. The real flow Tij from bus i to bus j, is given by
(6.18)
Since we are dealing with incremental changes in all variables, the incre-
mental change in Tij is given by -
(6.19)
where, at the nominal operating points, bi, i = 1,2, the coefficient Vij is
given by-
Vij = -Vi Vjbij cos( bi - c'j). (6.20)
In terms of the incremental state variables used, one can write -
(6.21)
In effect, incremental power flows can be accounted for within the state
differential equations. The only remaining issue is that of determining flPCi.
In the following examples, the following issues will be analyzed -
6.2. THE ISSUES 221
<a> Case where transmission line stiffness is very high and where governor
control is the only one used.
(b) Case where tie-line power error, i.e. ATij is used as part of the integral
feedback control signal.
<c > Case where the incremental load is allocated economically between the
two units.
Example 6.6
Given generator data of Example 6.1, assume that transmission line stiffness
coefficient 1112 is infinite. Determine steady-state response of a two-generator
system for a unit step input of load disturbances.
Solution
Because of th~ infinite line stiffness, one has:
2:11 - 2:21 = AT12/1112 = o.

Hence, the two generators will have the same frequency. Defining
one can show that -

dz 1 1
dt - (Ml + M 2 ) (-(Dl + D 2 )2:1 + 2:12 + 2:22 7""" APDl - APD2).
The remaining differential equations are -
~ 1
= 11(2:13 - 2:12)
dt T1
~ 1
= 11(2:23 - 2:22)
dt T2
d2:13 1
= - ( -2:13 - 2:1/ R)
dt TGl
d2:23 1
= --(-Z23 - z1/R).
dt TG2
Setting all derivatives to zero, one obtains the important steady-state solu-
tion -
This result requires some commenting. In the first instance, because of

the assumed infinite stiffness, the incremental swing equations of the two
units can be combined into one swing equation of a generator whose inertia
constant is the sum of the two individual generators' inertia constants. Other
conclullions are -
• Because of the reduction of swing equations into one equation, the

terms !:lTij cancel one another. The incremental change in line flows
becomes immaterial. As will be seen later, this is not the case for finite
stiffness coefficients.
• Another consequence of the reduction is that the effect of load distur-

bances becomes additive. The only disturbance that matters is
The generation system will react collectively to any load disturbance

regardless of its location.
• Since both generators have the same regulation constant, R, the change
in generation in both units is identical. In fact -
Example 6.7
Assume now that at each generating plant one measures the incremental
change in transmission flow. Determine the steady-state response of the
system for the disturbance !:lPDl = 1.0 p.u., given the following input con-
trols -
where
6.2. THE ISSUES 223
Solution
Again, in order to obtain the steady-state solution, one sets all derivatives
to zero. The consequence is the following -
aWl = 2:11 =0
aW2 = 2:21 = 0
aT12 = -aT21 = 0
aPG1 = 2:12 = aPDl = 1.0
aPG2 = 2:22 = apD2 = 0.0.
This control strategy achieves some crucial objectives. It drives the fre-
quency increment (error) back to zero in both generators. It also drives
transmission line flow error to zero thereby maintaining tie-line flow at the
pre-disturbance specified value. By so doing, each generator increases its
generation level to exactly match the load increase at its own bus. Now if
we think of each generator as a super generator representing a strongly in-
terconnected area, then the above control strategy will yield a steady-state
response whereby each area will modulate its own generation to meet its
own demand keeping the inter-tie line flows at scheduled (specified) values.
Example 6.8
Returning to the infinitely stiff interconnection of Example 6.6, we shall as-
sume that a central agency measures continuously net changes in the load -
It is required that the feedback control be of the form -
apC1 = -KIO'2:4
where
-dZdt4 = zl = aw.
(Note: Because of the stiff connection, one has one frequency. Why?) The
coefficient 0' is to be selected such that the incremental change in unit gen-
erations will yield steady-state values which are the same as those required
by economic dispatching.
Solution
Going back to the developments in Example 6.6, and setting all derivatives
to zero, it becomes immediately obvious that the frequency error goes to
zero. From that one concludes -
Z22 = fl.PG2 = -Kr(1 - 0')Z4
Z12 + Z22 = fl.PD·
By direct substitution, one obtains -
Z22 = fl.PG2 = (1 - O')fl.PD'
The coeficients 0' and (1- 0'), known as the participation factors, should
be selected such that they correspond to the rational allocation of total load
increments to units 1 and 2, respectively, as required by economic dispatch-
ing.
Thus by means of integral frequency feedback and the proper selection of
participation factors, one can maintain the generating levels on track with
economic dispatching.
6.3 The Control Problem

So far we have attained some familiarity with a. variety of issues from which
we cite the following -
• For an isolated generator, governor control is not sufficient· by itself to

maintain zero frequency error for unit step load disturbances. With
integral frequency error feedback, this problem is resolved.
• Gain for integral frequency feedback should be chosen carefully to en-

sure proper response. Too small a gain causes slow response. Too high
a gain will cause oscillatory and unstable response.
• With a strong transmission interconnection a two-generator system

will behave like a single generator whose inertia is the sum of both
inertias.
6.4. CLASSICAL AGC 225
• With a relatively weak transmission interconnection the use of a feed-

back control signal which is the integral of a linear combination of
frequency and tie-line error increments will cause each generator to
match its own load changes.
• With a stiff interconnection, the use of participation factors in integral

frequency feedback control will tend to allocate generation in accor-
dance with economic dispatching requirements.
In a real-world environment where there are many generators and many
utility systems interconnected to one another, the issues are considerably
more complex. A few are now noted -
• There are important nonlinearities in generator models that have been
ignored. These exist in items such as: speed regulation, control dead-
bands, limits on generation and generation rate changes, load fre-
quency· dependence, etc.
• There are several goals the control system is supposed to meet. Some
of these are:
(a) System should respond to significant load changes and not hunt
fast random changes.
(b) Frequency and tie-line errors should be kept as close to zero as
possible.
(c) Time error should be controlled to remain within specified bounds.
(d) Because of frequency, tie-line, and time errors, the net energy
transacted among areas will be in error. This is the so-called inad-
vertant interchange error. Means should be available to measure
and account for this energy error.
(e) Control action should cause a smooth response which is sufficiently
quick but which does not cause the controllers to work too hard.
The coming sections will attempt to elaborate on these issues.
6.4 Classical AGC

Modeling Assumptions
Classical AGC corresponds basically to industry practice for the past 30
years or so. The key assumptions are -
(a) The megawatt-frequency control problem may be decoupled from the

megavar-voltage problem in the sense that voltage regulation is much
faster than speed and real power regulation. Implicit here is the con-
clusion that voltage is always at scheduled values.
(b) The set of generators in a given control area constitute a strongly coher-
ent set because of stiff interconnections within the area. This means
that all these generators will run in unison at the same frequency.
(e) The primary control objective for a control area is to maintain its fre-
quency at nominal values, and its net tie-line interchange error at zero.
(d) A second objective for a control area is to allocate generation changes

in response to load changes in accordance with area dispatching phi-
losophy (e.g., economic dispatch, secure dispatch, etc.).
(e) Other control objectives include procedures for time error corrections,
inadvertent energy accounting, and emergency assistance.
In commenting on these assumptions/objectives, one needs to consider

the advantages and limitations of this approach. The key advantage, as
we _shall see below, is that the control strategy is a totally decentralized
one, in the sense that each control area carries out its own frequency and
megawatt regulation using internally gathered real-time information. Both
the regulation and dispatching problems are easily resolved this way. The
last objective of time error and inadvertent interchange corrections can be
carried out using the same AGC logic with some inter-area coordination on
the timings and agreed-upon setpoints for these corrections.
The limitations of classical AGC pertain to two basic ones. The first is
related to the actual manner the above objectives have been implemented.
This meanS that the decentralized philosophy and its goals can be retained
but the control means can be improved upon. The second limitation is
related to the use of very simplified models to verify performance. These
two limitations will form the basis of our discussion later on in this chapter.
Formulation
For a major interconnection composed of n control areas, we shall assume
that for each area i there are ni generators that participate in AGC~ Nor-
mally, not all generators participate in AGC. Base units, for example, are
controlled independently to be at a certain generation level. Usually, inter-

mediate units are used for regulation through AGe. The incremental dy-
namic model for the area i consists of the following -
(a) A single swing equation of the form -
dZi1 1
- dt = -(-D'Z'l
Mi t 1
+ ~PM' - t
~PD', - ~P,t'le,>,). (6.22)
In this equation one identifies the following -
(6.23)
j=l
ni
Di = DDi + LDij (6.24)

j=l
ni
~PMi = L~PMi; (6.25)

j=l
~PDi total area load disturbance
n
~Ptie,i L Vij(Zi8 - Zj8)' (6.26)

j=l
In these, equations Mij is the inertia constant of the j-th machine in

area i; ~PMi is the net generation increment of area i; DDi is the area's
load-frequency sensitivity coefficient; Dij is j-th generator damping
coefficient; and finally /l.Ptie,i is the area's net tie-line interchange er-
ror. The coefficients Vij correspond to inter-area stiffness coefficients.
Normally, Vij is itself the sum of stiffness coefficients associated with
individual interties between areas i and j. The state variable Zi8 is the
integral of the frequency increment of Mea i, i.e.,
dZi8
, -d
t = zi1' (6.27)
(b) Individual generator dymanics for each generator in the area. The state
variables Zi2j, •.. , Zi7j correspond to variables Z2, ... , 2:7 of the single
generator model of the previous section. Here j rElfers to the j-th
generator in area. The equation for state variable Zi7j is of specific
interest and is stated explicitly -
1
d2:'7'
_'_1 =
dt
-(-Z'7'
Ti1j •J
+ tl.Rc"l J
- z'l/R)
"
(6.28)
where APCij represents the speed changer feedback control signal.
( e) Defining the area control error (ACE) to be -
(6.29)
then one establishes the state equation -
dZ i9 = ACEi. (6.30)
dt
Consequently, APCij is given by -
(6.31 )
In these equations Bi is the bias coefficient of area i, and (lij is the

participation factor of generator j in area i. The standard industry
practice is to set the bias Bi at the so-called area fooequency response
charocteristic (AFRC) which is defined as:
(6.32)
where Di is defined in Equation 6.24.
Given the above formulation of the classical AGC problem, the main
task is to evaluate system performance for a specific set of conditions. As
was done earlier, one starts with the steady-state response, then moves to
dynamic response.
Steady-State Response
As one sets the left"hand side of all differential equations in the above for-
mulation to zero, one obtains a set of algebraic equations whose solution
is the steady-state response of the system. T~ ~ assumed disturbances will
be simultaneous unit step load changes in each area by the amounts APDi,
=
i 1, ... , n. The main conclusion, regardless of system size is -
APGi = /1PMi = /1PDi (6.33)

A"'i = Zil = O. (6.34)
=
Furthermore, APtie,i 0, meaning that all net tie-line errors are zero in the
steady-state. Since the frequency error is zero in all areas, then individual
tie-line power flow errors will also be zero. For example, for a three-area
system, one writes -
o = aPtie,l ap12 + ap13

o= aPt ie,2 ap21 + ap23
o = aPt ie,3 = ap31 + apS2 ,
where
aPij = lIij(a6i - a6j).
H a61 is set to zero as a reference, then automticaliy, the above equations
imply -
In turn this implies -
aPij = 0; i, j = 1, ... ,3.
Thus, the steady-state respon~ of the system using the integral of ACE as
a feedback control signal will yield the desired result whereby each control
area will meet its own load changes, while maintaining the system at nominal
frequency and with tie-line flows at scheduled values.
Dynamic Response
For a two-area system the response of the system due to a step load change
in one area will start with simultaneous drop in frequency in both areas.
Depending on tie-line stiffness the area with increased load will receive fairly
quickly, automatic assistance from the other area. With feedback control
signals which are the integrals of ACE in both areas, each area will try to
drive its own ACE to zero. If the integral gains KI are properly chosen, this
can be accomplished smoothly.
In Figures 6.9 and 6.10 the two-area system responses are illustrated. In
Figure 6.9 two steam turbine systems representing the two areas are chosen.
The figure demonstrates response patterns for both frequenecy and tie-line
errors under conditions of zero, adequate, and inadequately high gains K I.
Figure 6.10 is different in the sense that area 2 generator is hydroelectric.
For a three-area system, the main patterns are similar. The difference is
that all frequency swings will be less pronounced because of increased overall
system inertia. During the transient two of the areas will provide tie-line
assistance until feedback ACE controls bring all errors to zero. Figure 6.11
.-., 1.0
--'"'
N
.d
0
0 sec
~
''""'' 3
>-.
C,)
~
CIl -1.0
::l
C"
CIl
~'"' -2.0
(a)
.-., 1.0
--'"'
N
.d
0
0 sec
~''""''
i>-.
C,)
~
CIl -1.0
::sC"
CIl
~'"' -2.0
(b)
Figure 6.9: Responses of a Two-Area System to 1.0 p.u. Load Disturbance

in Area 1: (a) Kr = 0, (b) Kr = .003
Area 1 Data (Non-Reheat TG System): Tl = .1, T3 = .1, T4 =

1.0,K1 = 1.0,M = 132.6 (MW sec.),D = .0265 p.u.
Area 2 Data (Single-Reheat TG· System): Tl = .2, T3 =
.1,T4 = .2,Ts = 7.0,T7 = .4,K1 = .3,Ka = .3,M =
265.25(MW sec.),D = .0265 p.u.
Inter-Area Stiffness Coefficient: 1.0 p.u.
0.5
-
-...
N
..c: 0 sec
3 4 5
......0
~
-.05
I>-.
()
=
41
::s
0" -1.0
...41
"""
-1.5 (a)
0.5
-
-...
N
..c: 0 sec
3
......
0
~
-.05
I>-.
()
c:41
::s0"
. -1.0
...41
"""
-1.5 (b)
Figure 6.10: Responses of a Two-Area System to 1.0 p.u. Load Disturbance

in Area 1: (a) KI = 0, (b) Kll = .001, KI2 = .0002
Area 1 Data (Non-Reheat TG System): Tl = .1, Ta = .1, T4 =

1.0, K 1 = 1.0, M = 132.6 (MW sec.), D = .0265 p.u.
Area 2 Data (Hydro TG System): Tl = .2, Ta = .3, T4 = .1, T5 =
.5,K1 = .2,Ka = 3,M = 663.13 (MW sec.),D = .1325 p.u.
Inter-Area Stiffness Coefficient = 1.0 p.u.
0.5
-
-"'"
N
.d
0 sec
1 2 3 4 5
0
Area 1
"'"'""
~
>,
-0.5
=
CJ
Q)
=' -1.0
0'"
Q)
r."'"
-1.5 (a)
0.5
-
-"'"
N
.d
0 sec
3 4
0
"''""'
~
>,
-0.5
=
CJ
Q)
='0'" -1.0
Q)
r."'"
-1.5 (b'
Figure 6.11: Responses of a Three-Area System to a 1.0 p.ll. Load Distur-

bance in Area 1: (a) KI = 0, (b) KI = .001
Areas 1 and 2 are non-reheat types identical to those of Area

1, Figure 6.9. Area 3 has on single-reheat generator identical to
that of Area 2, Figure 6.9.
6.5. NON-CLASSICAL AGC 233
illustrates these points for a three-area system with different feedback gain
levels.
One can note from these figures that the increased complexity of the sys-
tem creates an additional number of natural frequencies of oscillation (Le.,
eigenvalues) which may not be desireable. Although the overall control ob-
jective is achieved (desired steady-state response) one may require improve-
ments in transient responses. For each area there is one control parameter:
the integral feedback gain Kr. By properly tuning such a parameter, the
area transient response can be improved upon. However, there is a limit to
such improvements.
6.5 Non-Classical AGC

Many technical papers and research reports have been written with the ob-
jective of improving the performance of AGC systems. Some of the initial
efforts attempted to apply the theory of optimal control to the AGC prob-
lem. This proved to be impractical for two important reasons. The first
reason relates to the fact that optimal control works best with only oile per-
formance index. With several indices required by AGC one may run into
some difficulties. The second, and most important reason, is that optimal
control requires a centralized control strategy whereby the feedback control
in every plant depends on all the state variables of the entire system. This
means that all areas in an interconnection should be centrally controlled
by a super control center that has complete on-line information on all plant
and network state variables. Given that classical AGC with its decentralized
control strategy has worked so well for many years, the cf'ntralized optimal
control appraoch could not compete for practical and economic reasons.
The more refined non-classical AGC approaches, as a result, have all
retained the decentralized classical AGC approach. Within that context,
they have focussed on issues like -
• The use of more elaborate feedback control strategies, within the de-
centralized framework.
• Accounting for the fact that the ACE signal is partially pure random
noise with zero mean and partially a growing (or declining) slow trend.
• Treatment of deadbands in the characteristics of governor control.
• Integration of AGC with excitation system control to yield more stable
transient response.
• Use of short-term load forecasting and feed-forward control strategies

which account for both economic dispatching requirements and limits
of generation rates of increase.
An example of improved feedback control strategies is the case where the

feedback control signal is a linear combination of ACE and its integral. This
is the so-called proportional-plus-integral control. For additional stability in
transient responses, one may use P-I-D control, i.e., proportional, integral
and derivative control. The feedback gain parameters for such controls can
be optimized by a variety of means including the use of the approach of
optimal output feedback control [6-6].
In accounting for random vs. trend components in the ACE signal some
form of a linear filter is needed. A low-pass filter with an adequate cut-off
frequency will remove the high frequency components from the ACE signal.
Some people have even ventured into the use of an advanced Kalman, filter
for that purpose [6-8].
The use of short-term load forecasting in conjunction with feed-forward
(or other) strategies may prove to be very promising. By predicting load
conditions for the next several minutes, the area energy control center can
allocate a target level of production for each plant, several minutes in ad-
vance. This target will be based on dispatching needs (economic, security,
or emergency). The plant control system will attempt to reach the allo-
cated generation targets using both feedback and feed-forward controls. This
strategy is decentralized, and accounts for almost all the needs of dynamic
allocation of generation on a minute-to-minute basis.
6.6 Summary
This chapter has dealt with the basic problem of controlling real power
outputs and system frequency in a multi-area power system. By decoupling
the voltage control problem from this process, the focus then turned into
system modeling and control strategy considerations.
A general linear model for all types of governor-turbine systems was
developed. This helped in understanding the response of a single generator
to a load disturbance. The multi-area model was developed with the help
of the concept of coherency for tightly coupled area generators. This implies
that each area has one frequency state variable to work with. The tie-line
model completes the overall inter-area model.
Classical AGC of a multi-area system makes use of the area control error
(ACE) which is a linear combination of frequency and tie-line flow errors. As

each area uses its own ACE in the feedback loop, all frequency and tie-line
errors are driven to zero. Economic (and other forms of) dispatching are
accounted for through unit participation factors and supplementary signals
added to ACE.
Non-classical approaches, most of which have yet to be implemented,
have accepted the key classical concept of decentralized area control. They
all aim at improving transient plant responses through better local feedback
control strategies, filtering of ACE to account mainly for the trend com-
ponent, or the use of predictive strategies that automatically account for
required dispatching needs.

[6-1] N. Cohn, Control of Generation and Power Flows in Interconnected
Systems, John Wiley and Sons l New York, 1966.
[6-2] L. K. Kirchmeyer, Economic Control of Interconnected Systems, John
Wiley and Sons, New York, 1959.
[6-3] O. 1. Elgerd, Electric Energy System Theory: An Introduction, Mc-
Graw Hill, New York, 1971.
[6-4] A. R. Bergen, Power System Analysis, Prentice Hall, Englewood Cliffs,
N. J., 1986.
[6-5]. J. Carpentier, "Basic Theoretical Properties for an Advanced Auto-
matic Genration Control," Proc. 9th IFAC World Congress, Budapest,
Hungary, 1984, Vol. 1, pp. 159-163.
[6-6] M. Calovic, "Recent Developments in Decentralized Control of Gener-
ation and Power Flows," Proc. of 25th Conf. on Decision and Control,
Athens, Greece, 1986, pp. 1192-1197.
[6-7] J. D. Glover and F. C. Schweppe, "Advanced Load Frequency Con-
trol," IEEE Trans. on Power Apparatus and Systems, Vol. PAS-91,
No.6., Nov./Dec., 1972, pp. 2095-2103.
[6-8] J. Zaborsky, "On Basics of Automatic Generation Control and the
Area Control Principle," Report No. SSM 8111, by School of Electrical
Engineering and Applied Sciences, Washington University, St. Louis,
Missouri, June, 1982.
[6-0] H. G. Kwatny, K. C. Kalnitsky, and A. Bhat, "An Optimal Track-

ing Approach to Load Frequency Control," IEEE Trans. on Power
Apparatus and Systems, Vol. PAS-94, No.5, Sept./Oct., 1975, pp.
1635-1643.
[6-10] IEEE Power System Engineering Committee Report, "Current Op-

erating Problems Associated with Automatic Generation Control,"
IEEE Trans. on Power Apparatus and Systems, Vol. PAS-98, No.
1, Jan./Feb., 1979, pp. 88-96.
[6-11] IEEE Committee Report, "Dynamic Models for Steam and Hydro
Turbines in Power System Studies," IEEE Trans. on Power Apparatus
and Systems, Vol. PAS-92, No.6, Nov./Dec., 1973, pp. 1904-1915.
[6-12] M. H. A. Davis, Linear Estimation and Stochastic Control, r

Press, London, 1977.
6.8 Problems
1. A single generator has a non-reheat steam turbine. Data for such a
generator are as follows: Inertia constant = 800 MW sec.; turbine
time constant = .5 sec.; governor time constant = .08 sec.; generator
damping coefficient = 10 MW /hz. The connected load is not frequency
sensitive. The regulation constant R is .05 p.u.
(a) Using a base power of 100 MVA and a time base tb = l/w o =
1/211'60, convert all of the above data to the per unit system.
This includes M, the inertia constant, all time constants, and
the damping coefficient. (Note: M = 2H/w o , where H is the
machine's moment of inertia in MJ /MW.)
(b) Assuming that the machine regulation is disconnected, what is
the steady-state frequency due to a step load increase of 5170?
(c)· Repeat part (b) with speed regulation in place.
2. In the previous problem, assume that the load frequency sensitivity is

20 MW /hz, at the nominal value of the load.
(a) Obtain ,the value of the load sensitivity coefficient D in p.u.

(b) Repeat parts (a) and (b) of Problem 1, with this new information.
6.8. PROBLEMS 237
'l. Write a computer program which simulates the transient response of

the above system with frequency-sensitive load and for a 5% load dis-
turbance. Plot the frequency error for a range of integral feedback
gains, and obtain the best such gain.
4. In this problem, assume that two identical units, with the same char-
acteristics as in the previous problem, represent two areas which are
connected by a tie-line whose stiffness coefficient 111-2 is 50 MW Irad.
(a) What is the stiffness coefficient in per unit?

(b) Assume a 5% load disturbance in Area 1. What is the steady-
state frequency errors and power outputs of both areas in the
case where the integral feedback gain coefficient K 1 = O?
( c) Assuming that K 1 > 0, what is the power output increments of
both areas in the steady-state?
5. Write a computer program which simulates the transient resonse of

the above two-area system. Show the frequency and tie-line power
increments as functions of time for integral feedback gains which range
from zero to acceptable values.
6. For the previous problem, replace the feedback control law by the
following (for both areas):
6.Pei = -KpACEi - KI X/ ACEi,
for i = 1,2.
This is a proportional-plus-integral feedback control. Obtain; by trial
and error, optimal settings for both K p and K I. Can you detect
improvements in the response over the purely integral feedback gain
case? Explain.
7. Repeat the last three problems above with a three-area system. As-
sume that 1112 = 1123 = 50 MW Irad, and 1113 = 200MW Iroo. Specifi-
ca.lly study the possible benefits of proportional-plus-integral feedback.
Chapter 7
OPERATIONAL
PLANNING AND
SCHEDULING
7.1 Perspective
In the optimal power flow (OPF) problem the optimization process is static.
The cost of production is an instantaneous function of demands. Since the
load varies on a continuous basis with fairly predictable patterns, optimiza-
tion over certain time ranges becomes necessary for some time-dependent
functions. For the purposes of this chapter the focus will be on the unit
commitment (DC) and hydrothermal coordination (HTC) problems. In both
of these one is concerned with minimizing the cost of production over a spec-
ified time horizon (e.g., several days). This requires three basic tools: (a) an
efficient dynamic optimization technique, (b) a good load forecast and (c)
the ability to adjust for forecasting errors. In this chapter one deals with
the first tool in its applications to the DC and HTC problems. Forecasting
is dealt with later in this book. Adjustments for forecasting errors belongs
to the domain of stochastic (or adaptic) control and is beyond the scope of
this book.
In what follows, the formulations of both the DC and HTC problems
are presented. The optimization technique of dynamic programming (DP)
is then introduced. Following that, both dynamic and nonlinear program-
ming techniques are used to provide solutions to both problems. Illustrative
examples are used throughout.
239
240 CHAPTER 7. OPERATIONAL PLANNING AND SCHEDULING
700
-------7-----
600 CAPACITY OF L AVAILABLE CAPACITY
~
-<
~
c::l
500
400
COMMITTED UNITS
~r------~·~-i
i-~-·"./· '~,
0
...:l r-~I
I .
.'-,-
1..,
300 i-~'/ . ----
"'7='7y'
200
MINIMUM
'100 ON-LINE
CAPACITY
o 6 12 18 24 30
TIME (HOURS)
Figure 7.1: illustration of Relationships Among Load, Available Capacity,

Minimum On-Line Capacity,and Actual Committed Capacity
7.2 The Unit Commitment Problem
The unit commitment (UC) problem consists of deciding which generating

units will be operating,shut down, or in an intermediate hot reserve state.
In the simplest case one would neglect transmission losses and voltage/var
balances. Consequently the load is represented as the total hourly load
PD(t) for the specified time horizon TH. In the more complex cases, network
effects are introduced either through an approximate loss formula, or more
accurately, through the load flow equations. In such cases hourly bus loads
(both real and reactive) will be required. All of the initial discussions and
examples will focus on the former case. Only in the latter stages shall we
attempt to incorporate network effects.
Figure 7.1 provides an illustration of the issues involved. Basically, for
the time period considered, the total available generation capacity is constant
at the value Cmoz • Since this capacity includes generation units of different
efficiency levels, one would prefer not to use as many less efficient units as
possible. This is illustrated in the next example.
7.2. THE UNIT COMMITMENT PROBLEM 241
Example 7.1
Consider the following heat (cost) rate characteristics of three generating
units:
Unit 1: C t (PGl) = 5 + .5PG1 + P&11 with 0 ::; PG1 ::; 5 p.u.

Unit 2: C2(PG2) = 5 + PG2 + .5P&21 with 0 ::; PG2::; 10 p.u.
Unit 3: C3(PG3) = 5 + 3PG3 + 2P&31 with 0 ::; PG3 S; 3 p.u.
Assume that a 20% capacity margin is required, determine the best unit
commitment profile as a function of the constant demand PD.
Solution
The maximum available capacity is -
Cmaz 5 + 10 + 3
18 p.u.
Since 18/1.2 = 15 (20% reserve margin), the limitation on the load that can
be served is expressed as -
o ::; PD ::; 15 p.u.

For this range, we shall consider the following four commitment sets -
S1 {Gd
S2 {G 2 }
S3 {G 1 ,G 2 }
54 {G 1 ,G2,G3}.
In Figure 7.2 we plot the optimal heat (cost) rate for each commitment set
over its corresponding operating range using the formula of lossless economic
dispatch. This establishes the range of PD values for each set. In Figure 7.3
the corresponding committed capacities are plotted against the 0% and 20%
reserve margin lines. It is clear from this figure that the commitment set 54
is to be introduced at the intersection with the 20% reserve margin line.
In solving for the optimal cost curves in the above example, we took ad-
vantage of the fact that for a lossless economic dispatch with quadratic heat
rate characteristics, the optimal cost is also quadratic in the demand as long
........... 51 = Unit 1 UP
-- 52 = Unit 2 UP
= Units 1 and 2 UP
----- 5a
110
54 = Units 1, 2 and 3 UP
100
CfJ
~
E-i 90
~
........
E-i 80
CfJ
-~
0
0 70
~ 60
t:z:l
::?l I
~ 50
E-i
CfJ
~
II
CfJ 40
~
< 30
::?l
1-4
E-i
Il.
0 20
10
5a 54
5 10 15 20
TOTAL DEMAND PD
Figure 7.2: Optimal Cost Curves for the Four Unit Commitment Sets of
Example 7.1
20
-
::i 18
P.
><
E-i
~
0 15
-<
Il..
-<
U
0
riI
E-i 10
E-i
~
~
~
0
0
~
-< 5
~
~
Il..
0
5 10 15 18 20
TOTAL DEMAND PD (p.u.)
Figure 7.3: Optimal Committed Capacities as Function of Demand at 0%

and 20% Reserve Margins
;- 16
Ii
4~----'
6 12 18 24
TIME (Hours)
Figure 7.4: Hourly Demand PD for Example 7.2

as no individual unit generation exceeds its capacity. Should this happen,

then such unit generation is fixed at its maximum limit. The remaining units
will exhibit, as a result, a different quadratic optimal cost curve.
In Example 7.1 the demand PD was assumed to remain constant for a
long period of time. The resulting optimal solution is purely static (or in
the steady state). In reality, the demand exhibits a fairly predictable hourly
behavior. Now, if the transition from a committment ~et Si is to Sj is free
of any extra costs, then the static curves of Figures 7.2 and 7.3 will suffice
for obtaining an optimal unit commitment solution as a function of time.
Example '1.2
Suppose that in the system of Example 7.1 the hourly demand PD is as
shown in Figure 7.4 . Assuming that there is no cost associated with tran-
sitions among commitment sets, determine the corresponding unit commit-
ment schedule.
Solution
This is obtained directly from Figure 7.3, by applying the appropriate unit
commitment sets as functions of demand. The result is shown in Figure 7.5.
The corresponding hourly heat (cost) rates are plotted in Figure 7.6.
In reality there are costs associated with the start-up and shut-down of
units. Table 7.1 provides a summary of such costs and the rationales asso-
ciated with them. Units are shut down in three basic modes: maintenance,
hot reserves, and cold reserves. Maintenance shut-downs considered here
are performed weekly or bi-weekly (lasting a few hours or a day) and should
~e differentiated from major maintenance shut-downs which may last from
one to several weeks. The latter type of major maintenance is decided upon
well in advance on a yearly (or longer) basis. This decides the availability of
every unit. The former type of small maintenance fits within the scheduling
period for unit commitment (usually one week), and may be shifted around
based on the overall strategy. Since such maintenance is dictated by consid-
erations other than economic ones, shut-down and start-up costs should not
be charged against the unit commitment cost criterion. The scheduling of
such maintenance will have an impact on the overall production cost by the
balance of the system.
In the hot reserve mode, the unit's boiler is kept at the right temperature
and pressure conditions. The restart of such a unit will require a short period
r-"'"I
- ~
j;l,
16
,----,
I r-----1
- Demand
~ I Committed
Q __ J Capacity
Z 12
< ____ 20% Reserve
~ Margin
~
Q
8
6 12 18 24
TIME (Hours)
Figure 7.5: Optimal Committed Capacities for Example 7.2
110 ...
100 I-
90 -
~
<
Il:I
80 -
70 ...
~
en
60
-~
0 l-
Q
50 I-
40 l-
~
:= 30 I-
~
20 ...
10 l-
I I I
6 12 18 24
TIME (Hours)
Figure 7.6: Hourly Heat (Cost) Rates for Example 7.2

Table 7.1: Modes of Generating Unit Shut-Down and Associated Issues
SHUT-DOWN FIXED COST VARIABLE COMMENTS

MODE COST
Maintenance Labor costs None Maintenace window

and cold start selected optimally.
Unit not part of
spinning reserve.
Hot reserve None, or Thermal Quick restart time.
minjmal loss Unit retained as part
of spinning reserve.
Cold reserve Labor costS Dependent Minimum restart time.
for restart on down- Risk of load loss
time during shut-down
period.
of tUne (in the order of a few minutes up to one hour). There is obviously
a t' ,ermal loss which is a llD.ear function of the shut-down period. A hot
reserve unit is retained to reduce the risk to load loss.
In the cold 1'€seMle mode, the unit, including its boiler, is shut down. The
costs associated with this process include extra crew costs for shut-down and
start-up, and the cost of thermal loss given by -
(7.1)
where to is the time of shut-down, T is the time constant of thermal loss, and
Co is the maximum cost of a cold start. Furthermore, it requires a few to
several hours to restart a unit in cold reserve. This increases overall system
risk.
Since one talks, in the case of fossil fueled units, in terms of heat (cost)
rates, we can associate a shut-down cost rate for units in either hot or cold
reserve. The cost rate for a hot reserve unit is constant and may be identified
approximately with the constant term of its quadratic cost rate characteris-
-
~
-~ 15
~ ---------------------~I
I
I~-----
I
LEGEND
--Demand
---- op timal
f--
~ 10 ~-------
Capacity
i 5 '--
12 24 36 48 60 72
TIME (Hours)
Figure 7.7: Hourly Demand Profile and Optimal Conunitted Capacities for
Example 7.3
tic. The cost rate for a cold reserve unit is given by -
= dCer
dt
Co exp( -(t - to)/T). (7.2)
T
The quantity ColT is also approximately equal to the constant term in the
unit's quadratic cost rate characteristic.
Example 7.S
For the system in Example 7.1, a 3-day demand profile is !hown in Figure 7.7.
Determine the optimal unit commitment schedule under the assumption that
a unit's capacity in the hot reserve state is included in the system's spinning
reserve, but not so u'it were in the cold reserve state. Assume that SG3 is
=
the lnitial commitment set. Assume also that T 6 hours.
Solution
From Figure 7.3 one can easily conclude that during peak periods the com-
mitment set SG3 is optimal. During the valley periods (1), (2), and (3)
the optimal choice under steady-state conditions is SG2. Since a switchover
from SG3 to SG2 is plausible, the following options become admissible during
those valley periods: (a) SG3, (b) SG2 with unit 1 in hot reserve, and (c) SG2
Table 7.2: Summary of Results for Example 7.3. (a) SG3, (b) SG2 with unit
1 in hot reserve, and (c) SG2 with unit 1 in cold reserve
VALLEY DEMAND COST COST COST OPTIMAL

PERIOD LEVEL (a) (b) (c) COMMIT-
DURATION PLi MENT SET
(1)
16 Hours 4 p.u. 288 352 300 (a)
(2)
18 Hours 3 p.u. 270 315 253.5 (c)
(3)
6 Hours 4 p.u. 108 132 121 (a)
with unit 1m cold reserve. Obviously unit 1 is the unit to be shut down if
the SG2 option is taken. In Table 7.2 we compare the costs associated with
each one of those options during the three valley periods encountered. The
optimal commitment sets are shown in the last column in that table.
It should be clear from the last example that the unit commitment prob-
lem involves an optimization process over a period of time. In the first valley
period, for example, static analysis would have required SG2 to be the opti-
mal set and not SG3, which turned out to be the correct one. At any instant
oftime (an hour in this case), a given unit will be in one offour states: ON,
OFF (but in hot reserve), OFF (but in cold reserve), and OFF on mainte-
nance. Let Zi(t) denote the state of unit i, in hour t. Zi(t) will take on the
following values:
1 if unit is ON
0 if it is on maintenance
..(t); { -1 (7.3)
if it is OFF but on hot reserve
-2 if it is OFF but on cold reserve.
At the beginning of hour t, a decision Ui(t) is made to transfer Zi(t) into

Zi(t + 1). Theoretically, it is advantageous if one can express Zi(t + 1) as a
7.3. THE HYDRO-THERMAL COORDINATION PROBLEM 249
function of Zi(t) and Ui(t), i.e.,
(7.4)
together with -
(7.5)
where Yi(t) represents the cost of running unit i during hour t, having im-
plemented decision Ui at the beginning of hour t. What makes this difficult
is the fact that for a unit on cold reserve, an accounting should be made of
the number of hours the unit had been off. IT that information is retained
every time the unit enters the cold reserve state, then Equations 7.4 and 7,5
will be sufficient to describe the dynamics of unit commitment.
Given the above discussion, the unit commitment problem is formulated
as follows:
Given a system with N thermal generating units. Let -
Ci =tli + biPGi + CiP~i' (7.6)
represent the cost rate of each unit, such that -
(7.7)
Assume that total demand PD(t) for the period of interest T

(normally 72-168 hours) is known on an hourly hasis. Assume
also that a spinning reserve policy is in effect requiring a specified
=
reserve margin dPD(t); and that at t 0, all unit states Zi(O),
=
i 1, ... , N, are known; then it is required to determine the best
decisions Ui(t), i = 1, ... , N, and t = 1, ... , T, such that the total
cost -
N T
J = LLYi(t) (7.8)
i=l t=l
is minjmal.
7.3 The Hydro-Thermal Coordination Problem

General
For a hydro power plant there is no cost associated with the running of a unit.
However, there is a need to make the best use of a given hydro unit. Hydro
plants are generally classified into regular and run-of-the-river plants. For
our purposes, run-of-the-river plants are not particularly interest.ing since no
water (and hence energy) storage is associated with them. Power production
in such plants is an instantaneous function of water flow. The production
of these plants may be subtracted directly from total load to produce a net
load to be met by all the other plants. An interesting third type of plant is
the pumped-hydro plant where the coordination problem involves the timing
of both pumping and power generation.
In its most complex form the HTC problem involves a one-year forecast
of water flow into the various rivers and reservoirs serving the system under
study. These are used to schedule reservoir levels on monthly, weekly, and,
finally, daily periods. This scheduling problem takes into account the variety
of factors associated with reservoir use such as: irrigation, recreation, and
flood control. At best this is a stochastic optimization problem since forecasts
contain significant uncertainties.
In this text we shall bypass this all-important scheduling problem and
proceed to the simpler (but conceptually similar) problem of allocating
hydro-electric generation levels among regular plants (those with reservoirs
associated with them) given a fixed time period (e.g., one day) and a prede-
termined initial and final reservoir levels.
Example 7.4
In a crude but realistic sense, if one is given initial and final reservoir levels
then a good estimate of total electrical energy produced by the respective
hydro plant can be made. The following example takes this into considera-
tion.
During a two-hour period, the total demand PD(t) is given in Figure 7.9.
This is met by two units, one thermal and one hydro. The thermal unit's
output PT(t) has a quadratic cost rate function given by -
CT(t) = 1 + PT(t) + 2Pf(t).
As for the hydro unit, total energy production is limited as follows -
(7.9)
For both units, there are upper and lower limits on production giv:m by -
~
5 6
ce
o 4 1 - - - - - - -.....
Z
<
~
~
2
o
1 2
TIME (Hours)
Figure 7.8: Two-Hour Demand Levels for Example 7.4
The objective is to determine l'T(t) and PH(t) for t = 1,2, such that -
is minjmjzed.
Solution
Since there is no cost associated with hyd:ro generation and since unit ca-
pacities are high, it is reasonable to start by assuming that the in.equality in
Equ'3.tion 7.9 is actually an equality. Given the fact that -
PT(t) +PT(t) = PD(t)i t = 1,2,
the problem can be solved using nonlinear optimization techniques. Specifi-

cally, we define the LaGrangian as -
C = CT(l) + CT(2) + A(l)(PD(l) - PT(l) _. PH(l))

+A(2)(PD(2) - PT(2) - PH(2)) + f3( -5 + PH(l) + PH(2)).
Consequently, the necessary optimality conditions are -
at
= 0 = dCT(l) _ ~(1)
a?p) dPT~l~
dCT 2 _ ~(2)
a1)'12)
= 0 = dPT(2)
aPg!l) = 0 = -~(1) +,8
at
aPg(2) = 0 = -~(2) +,8 (7.10)
at
a~(l) = 0 = PD(l) - Pr(l) - Pg(l)
at
a~(2) = 0 = PD(2) - PT(2) - Pg(2)
at
a,8 = 0 = -5 + Pg(l) + Pg (2).
In this set of equations, the last three relations correspond to the equality
constraints of the problem; the first two are identical to what is obtained in
standard lossless economic dispatch. The second two relations are new to
us and are crucial. Effectively they state that ,8, which reflects the incre-
mental cost of hydro generation, is the same as ~(1) and ~(2), which are the
incremental costs of thermal generation, i.e.,
,8 = ~(1) = ~(2)· }
_ dCT(l) _ dCT(2) (7.11)
- dPT(l) - dPT(2)'
This implies -
,8 = 1 +4PT(1) = 1 +4PT(2),
which, in tum implies that -
PT(l) = Pr(2).
Using this information together with the equality constraints, one obtains -
PT(l) = PT(2) = 2.5

Pg(l) = 1.5
PH(2) = 3.5
,8 = ~(1) = ~(2) = 11.
PD(2)
~ 4 PD(l)
C) Pll(l)jl
p.. ~---._r-----"'--
2r
PT
I I
1 2
TIME (Hours)
Figure 7.9: Optimal Solution for Example 7.4
These results are illustrated in Figure 7.10, showing that if no inequality

limit constraints are violated and that the hydro unit can meet all of its en-
ergy requirements, then all incremental costs, for all time periods, are equal.
This is, in effect, an extension of the result for lossless thermal economic
dispatch. Furthermore, the hydro unit acts to levelize producticn by the
thermal unit. In this respect, the hydro unit is a peak·.haver.
Hydro Plant and Reservoir Models

The assumptions of Example 7.4 are too simplistic for detailed analysis of the
HTe problem. What is needed are the models describing the transformation
of water flows to hydro power. This section provides a rather simplified set
of models which willsuflice for our purposes. Reference [7-7] provides a more
comprehensive analysis.
Basically, the power output Pll of a hydro generator is a function of
water discharge q and head h. In fact, one may write
(7.12)
where, PH is the generator's output in MW, q is the discharge rate in

(rn 3 /.ee), h is the effective water head in (rn), '1t is the turbine efficiency,
and '1G is the generator efficiency. As q and/or h vary, TIt and '1G will also
vary. Hence PH is a nonlinear function of both q and h. Researchers have
found that an alternative model (known as the Glimn-Kirchmayer model)

[7-7] may be quite useful. It states -
q = K(ao + alh + a2h2)(bo + ~PH + b2Pj) (7.13)
where K is a proportionality constant. For short periods of time the effective
head h will vary slightly. Under these conditions, the above model simplifies
to-
q = a + bPH + cPj. (7.14)
In order to complete this model, one should establish the relationship
between reservoir volume s and the effective head h. To start with, s( t) is
governed by the basic differential equation -
: = i(t) - q(t) (7.15)
where i(t) is the inflow water rate adjusted for evaporation and seepage
losses. Because of penstock losses, the effective head h( t) is dependent on
q( t). To a first-order approximation this is given by -
h(t) =y(t) - aq(t), (7.16)
where y( t) is the effective forebay elevation, and Q is a loss coefficient. The
relationship between s and y depends on reservoir geometry. By means of
Taylor series one can write this as -
S =Co + ClY + C2Y 2 + ... +CNY N . (7.17)
The Optimization Problem

Let PTi(t)i i = 1, ... ,NT, and PHj(t)i j = 1, ... ,NH, correspond to the
respective thermal and hydro plant outputs at time t, for t = 1, ... , Tf. Each
thermal plant is assumed to have a quadratic cost rate characteristic -
1
Ci = ~ + biPTi + 2CiPTi,
2
(7.18)
with upper and lower limits on generation -
(7.19) .
Each hydro plant is assumed to have its own reservoir, where the reservoir
volume Sj(t) is governed by-
Sj(t + 1) = s;(t) + ij(t) - qj(t). (7.20)
7.4. DYNAMIC OPTIMIZATION 255
At t = 0, the forebay elevation Yj(O) is given. In order to establish the

relationship between 8j and PHj, the following relationships are in effect -
8j = Coj + CljYj + C2jyj + ... + CNjyf (7.21)

hj(t) = Yj(t) - Ctjqj(t) (7.22)
qj(t) = Kj(aoj + aljhj + a2j hj)(boj + b1jPHj + b2jPkj), (7.23)
for j = 1, ... , N H. Obviously, ij( t) is the only independent input variable.

Each hydro plant has upper and lower limits on generation -
(7.24)
The optimization objective is to select PTi(t) and PHj(t) such that the
cost -
Tf NT
J =L: L: Ci(PTi(t)) (7.25)
t=l i=l
is minimized.
7.4 Dynamic Optimization

General
It should be clear by now that both the unit commitment and the HTC
problems are dynamic in nature, i.e., system models are functions of time.
By discretizing time into hourly intervals one obtains a discrete-time model,
as opposed to a continuous-time model. By so doing, the techniques of
nonlinear optimization (i.e., Kuhn-Tucker conditions) are directly applicable.
Example '1.5
Given the scalar dynamic system - .
z(t + 1) = z(t) + u(t,
for t = 0, ... ,4, such that z(O) = 2, it is required to select u(0), ... ,u(4),
such that-
is minimized.
Solution
The equality constraints of the problem are -
z(1) = 2 + 1£(0).
z(2) = z(1) + 1£(1)
z(3) = z(2) + 1£(2)
z(4) = z(3) + 1£(3)
z(5) = z(4) + 1£(4).
The LaGrangian is, consequently, expressed as -
The necessary optimality conditions are -
8C 8C
8u(t) = 8A(t) =0,
for t = 0, ... ,4, and
8C
8z(t) = OJ for t = 1, ... ,5,
since z(O) is given.
The condition 8C/8A(t) =0 corresponds to the equality constraints. The
remainjng conditions are given by
0 = 1£(0) + A(O)
0 = 1£(1) + A(1)
0 = 1£(2) + A(2)
0 = 1£(3) + A(3)
0 = 1£(4) + A(4)
0 = z(1) - A(1) + A(O)
0 = z(2) - A(2) + A(1)
0 = .z(3) - A(3) + A(2)
0 = z(4) - A(4) + A(3)
0 = A(4).
The first four relations imply that u(t) = ~(t), t = 1, ... ,4. Substituting for
~(t) in the remaining equations, and then combining those with the original
equality constraints, one obtains -
1 0 0 0 -1'0 0 o 0 :.:(1) 2
-1 1 0 0 0 -1 0 o 0 :.:(2) o
o -1 1 0 0 0 -1 o 0 :.:(3) o
o 0 -1 1 0 0 0 -1 0 :.:(4) o
1 0 0 0 1 -1 0 o 0 u(O) = o
o 1 0 0 0 1 -1 o 0 u(l) o
0 0 1 0 0 0 1 -1 0 u(2) o
0001000 1 -1 u(3) o
0000000 o 1 u(4) o
This is a linear set of equations which can be solved by means of LU
factorization to yield the following results - u(O) = -1.2087, u(1) =
-.41749, u(2) = -.13122, u(3) = -.0588, u(4) = 0, :.:(1) = .79125, :.:(2) =
.3737, :.:(3) = .2425, :.:(4) = .30135, :.:(5) = .30135.
This last example is the take-off point for the two basic dynamic opti-
mization methods to be employed later. These are: nonlinear programming
and dynamic programming.
Nonlinear Programming
Example 7.4 illustrated vividly the use of nonlinear programming Kuhn-
Tucker conditions to yield the necessary optimality conditions. In essence,
the dynamic equations of the problem constitute a set of equality constraints.
Other equality constraints (like load flow equations) may be considered. In-
equality constraints consist of items such as upper and lower limits on gen-
eration and reservoir levels, spinning reserve limits, line flow limits, voltage
limits, and others. These can be treated in a manenr similar to those for the
OPF problem. No further discussion is warranted here.
Dynamic Programming
dynamic programming (DP) is based on establishing a recursive relationship
that updates the so-called optimal cost function. Characteristieally, a typical
dynamic optimization problem is formulated as follows -
258 . CHAPTER 7. OPERATIONAL PLANNING AND SCHEDULING
Given the dynamic vector equations:
z(t + 1) = I(z(t), u(t)) } (7.26)

z(O) = zo
obtain u*(O), ..• , u*(N), such that -
N
J = L L(z(t), u(t)) (7.27)
t=o
is minimized.
One can limit z(t) and u(t) by means of inequality constraints. The
traditional DP approach is the so-called bacl-."Ward dynamic programming
(BDP). In BDP one defines the optimaJ, cost function 1(Z-, t) as -
(7.28)
such that z(t) =Z-. The minimization in the above equation is over
u(t), u(t + 1), ... ,u(N).
The solution of the original problem is provided by determining l(zo, 0),
which is the optimal cost given z(O) Zo at t O. = =
Proceeding from the above equation and the equations· system dynamics,
one write.s -
N
1(Z-,t) = min[L L(z(r), u(r))]
.,.=t
N
= min[L(z(t),u(t)) + L L( z( r), u( r))]
.,.=t+l
= min[L(Z-, u(t)) + 1(J(Z-, u(t)), t + 1)]. (7.29)
In the last expression above, we took advantage of the fact that -
z(t + 1) = I(z, u(t)),

since z(t) =Z-. Furthermore, the minimization is now strictly over values of
u(t).
The alternative to BDP is the so-called jOMlJard dynamic programming

(FDP). This is naturally suited to problems where the ~tial conditions are
known. In FDP, one defines the optimal cost functions as -
t
['(z, t) = min[L L(~(T), U(T))J. (7.30)
'7"=0
The corresponding recursive relationship for ['(z,t) is given by-
['(z,t + 1) = min[['(i,t) + L(i,u(t))J, (7.31)
where the minimization is over admissible values of u( t) such that -
z = j(i, u(t)). (7.32)
Note that z is fixed, representing ~ at time t + 1, and that z is the state to

start from at time t with the proviso that u( t) will cause i to be transformed
into z.
Example 7.6
Given the scalar dynamic system -
~(t + 1) = z{t) + u{t)j t = 1, ... ,4,
determine u*(O), ... , u*(4) such that the cost function -

1 4
J = 2 L{z2(t) + u2(t)),
t=o
is minimized, with the restrictions that z(O) = 2, ~(5) = 2, and u{t) may
take the values -1,0, +1 only.
Solution
By means of BDP, we start at t = 5, with [(z(5) = 2,5) = O. Referring to
Figure 7.10, the next step is to perform the calculations for t = 4. There
are three possible values for ~(4): 1,2, or 3. For z(4) = 1, the only value
of u(4) which will lead us to ~(5) = 2, is u(4) = 1. The cost for doing that
is 1. This is recorded in the circle for the node at z = 1, t = 4. Similarly,
at z(4) = 2, or z(4) = 3, there ~e unique controls. These are indicated as
arrows along the associated respective trajectories. The process is repeated
z.(t)
0-- -1
o 2 3 4
Figure 7.10: Optimal Costs, Controls, and Trajectories for Example 7.6
at t = 3. For example, for :.:(3) ,= 2, there are three possible controls: -1,0,
and +1. The best controlis -1, since the cost associated with it is 3.5, which
is less than the other two alternatives. The end result of the analysis is a
value of the optimal cost for each permissible state for t = 0, ... ,5, together
with the optimal control u*(t). The optimal trajectory involves following
the optimal arrows starting at the initial state. In this example we note that
two trajectories have the same optimal cost. These trajectories are both
acceptable, implying that the solution is not unique.
A final version of dynamic programmjng is the so-called spatial dynamic
programming (SDP). In SDP, a dynamic or a static system can be treated.
The overall set of constraints (equalities and inequalities), are assumed to
evolve in such a way that the final set of constraints corresponds to the
original problem. SDP will be illustrated with a simple example.
Example 1.1
Given a system with N generators whose individual cost functions are -
Ci(PG;) =..4i + b.PGi + -2CiPGi'

1 2
'whereuy -
for i = 1, ... , Nj it is required to obtain PGi, such that -

N
LPGi = PDo,
i=l
where PDo is a fixed value for total demand.
Solution
Define the optimal cost function as -
n
I(PD, n) =min[L Ci(PGi)].
i=l
With that definition, one obtains the recursive relation -

n+1
I(PD,n + 1) = min[L Ci(PGi)]
i=l
where the minimization is over the range of values of Pan+!. Starting with
n = 1, one has -
I(PD, 1) = C1(PGd
= C1 (PD)
- 1-2
= a1 + b1PD + '2C1PD'
Forn=2-
The minimization is obtained by differentiating w.r.t. PG2 and setting the

derivative to zero. This yields -
o= -~ - Cl(PD - PG2) + b2 + C2PG2.

Hence -
This implies -
~-bI2
= 01 + 02 + b1( - - . PD +
C2 -
Cl + C2 Cl + C2
)
1
bt) + C2 P D)
Cl - 2
+-2
Cl + C2 ((b2 -
+Cl b+2 C2 ((bt - ~ + CI -P D)
1 C2 (( ) -)2
2(Cl + C2)2 b1 - ~ +CI P D
- - l-2
= i:i2 + ~PD + 2C2PD'
The process is now repeated for n = 3, ... ,N. The final solution I(PD,N)
will yield the correct values of optimal costs with PD = PDo' At every
step the optimal generation levels are obtained as functions of P D and other
parameters.
For a probl4'm to be solved by means of the SDP method, one needs to
define a general state vector, and a series of N stages of spatial expansion of
the problem. Once that is done, it is an easy matter to define the recursion
formula for the optimal cost function. Examples later on in the chapter will
best illustrate this procedure.
7.5 Solutions of the Unit Commitment Problem

General
In principle, the method of dynamic programming (DP) is ideally suited to
the UC problem. IT one is not careful in applying this method the so-called
curse of dimensionality will quickly prevent any attempt to obtain a solu-
tion with reasonable computer resourses. For example, for a lO-unit system,
there are 210 possible combinations of units at ev~ry hour, under the assump-
tion that a unit will exist in two states only. With four states for each unit,
the situation is much worse. In practice, most of the state combinations are
superfluous. As indicated at the beginning of this chapter, if the demand
is constant, then there is a unique optimal commitment set. As the load
changes it will be desireable to keep the system at the corresponding com-
mitment set with miniinal penalties associated with the transition from one
set to another. By allowing the number of possible commitment sets at each
load level to exist within a small range from the steady-state optimal set, the
7.5. SOLUTIONS OF THE UNIT COMMITMENT PROBLEM 263
number of possible states at every hour will be quite manageable. Thus if one
limits the number of possible commitment sets at a given hour to, say, 100,
=
then a one-week hourly UC optimization will require 100 x 7 x 24 16,800
grid points for the optimal cost function, which can be quite reasonable. In
what follows, a few possible approaches to UC otpimization are presented,
all of which attempt to limit the number of allowable commitment sets using
a combination of mathematical and heuristic (engineering) reasoning.
Unit Loading Order Approach

Given the N available units for the next UC period (72 -168 hours), an off-
line decison is made to establish a priority ordering for all the units. This
may lie based on such factors as: average cost rate, average incremental cost,
unit location (to ensure proper distribution of units for secure operation),
and unit type (e.g., base load units are ranked first, then intermediate units,
and finally peaking units are ranked last). Thus, economic, security, and
purely operational practice factors are used to establish the ranking priority
order.
Let G1 , .•• ,GN correspond to unit ranking numbers (i.e. Gi is the i·th
unit in ranking order), the static commitment state Si is defined as -
(7.33)
Obviously -
(7.34)
with-
(7.35)
In effect Si corresponds to the set of units that are operating. As dis-
cussed earlier, the remaining units will be either on maintenance, hot re-
serve, or cold reserve states. For the moment, the maintenance issue will be
left aside by assuming that the maintenance schedule is performed indepen-
dently, imposing prespecified restrictions on unit availabilities for the UC
scheduling period. Consequently, an available unit which is not operating
will either be a hot or cold reserve. In order to deal with units in those
states, we introduce the concept of thermal state of a thermal unit which is
off-line (i.e., not operating). The thermal state variable of unit j is defined
as Zj(t). It is governed by the relation -
Zj(t + 1) = (1 - Qj)Zj(t) + Uj(t), (7.36)

where Qi is the unit's thermal loss coefficient (i.e., fraction of thermal energy
loss in one hour); and ui(t) is the injected thermal energy in one hour at
time t. Assuming that at t = to, the unit was switched off from the oper-
ating state, then zi(t o ) = Tci = total boiler thermal capacity. The variable
ui(t) will take on the following values: (a) QiTc;, (b) 0, (c) ui' In case (a)
the thermal loss is being constantly compensated for to keep the boiler at
maxjmum thermal capacity (hence, the unit is sustained as a hot reserve
unit). Case (b) corresponds to a cold reserve unit when no thermal energy
is being supplied. Finally, case (c) represents the firing of a cold reserve unit
at the maximum rate of ui'· This simple formulation allows us to evaluate
the cost of keeping units off-line. The cost ci(t) of operating the unit in the
thermal state at time t is given by -
(7.37)
where cli is the fuel cost for unit j in dollars/K. cal. As a result, one can
define the ~ugmented commitment set S~ to consist of-
(a) Units G1I ... , Gi in the loading order to be dispatched economically,
(b) Units Gi+l, ... ,GN to be off-line with corresponding thermal state de-
scriptions zi+ 11 ••• , Z N •
The final step in the above procedure is a set of rules for limiting possible
state transitions. For example, only a selected number of units will be al-
lowed to remain on hot reserve. FUrthermore, if a unit is to be switched to
cold reserve, then this should be done for a minimum number of hours to
be determined off-line for the unit concerned. By so doing, the number of
possible states at any hour is truly manageable.
Example 7.8
Given the generation sytem of Example 7.1 and the demand profile shown
in Figure 7.11, determine the optimal unit commitment schedule assuming
that the loading order is -
G1 =
unit2
G2 = unit 1
Gs = unit 3.
Assume also that a cold unit can always be brought on-line in one hour.
7.5. SOL UTIONS OF THE UNIT COMMITMENT PROBLEM 265
15 14.4
r-""--,
I
I
121----f
9.6 - - Demand
10 ,..---
I Demand Plus
8 ~
Reserve
5 ~ 3.6
~----
3
I I I
6 12 18
TIME (Hours)
Figure 7.11: Hourly Demand Profile for Example 7.8
Solution
The first step is to determine the thermal state dynamics of the various units.
We shall, in fact, deal with cost dynamics directly. Since the coefficient ai
of the cost-rate curve represents the expense (per hour) of keeping the unit
in hot reserve, then one concludes -
The coefficient O:i is the fraction of thermal loss in one hour. Since the
thermal time constant is 6 hours for all units, then -
O:i = l-exp(-1/6}
= .1535.
Consequently -
which yields -
Tel = Te2 = Te3 = 5/.1535 = 32.57.
Thus, allthree units have the same cost dynamics given by -
with-
As a result, the thermal states for any of the given units (with to = 0) are-
Zi(O) = 32.57
zi(l) = 27.51
zi(2) = 23.29
zi(3) = 19.71
zi(4) = 16.68
zi(5) = 14.125
zi(6) = 11.957.
From these values, one can easily compute the cost of thermal losses after t
hours of shutdown. These are -
",(0) = 0
",(1) = 5.06
Ui(2) = 9.28
Ui(3) = 12.86
",(4) = 15.88
",(5) = 18.445
Ui(6) = 20.61.
This information, together with the optimal cost curves of Figure 7.2, are
used in the FDP solution shown in Figure 7.12. In that figure, the starting
point is unit commitment set 52 (using the new ordering scheme). The
other allowable commitment set is 81 , The figure indicates the static optimal
commitment sets by means of the large bold dots. The numbers associated
with each set correspond to the optimal cost for getting there starting at
t = O. It is dear from the figure that at t = 10, the optimal trajectory
corresponds to a constant 52. Had we stopped at t = 7, the optimal solution
would have required a switchover from 52 to 51 at t = 3. The number in
parenthesis at t = 1 is the cost of going from 51 at t = 9, to 52 at t = 10,
following the lower trajectory. This clearly demonstrates that the static
optimal path is inferior to the true (dynamic) optimal one.
S2
67.5 202.5 232.5 285 360
= (1.1.0) .,.,(4556)
0 135 247.5 322.5 427.5
I '"
I • 0 Admissible
SI
I Commillmenl
227.5 282.5 367.5 / Sels
= (1.0.0)
215 240 325 ---'''' • Slalic Oplimal.
Admissible
Commillmenl
Set.s
0 2 3 4 5 6 7 8 9 10
HOURS
Figure 7.12: Forward Dynamic Programming Solution for F.xample 7.8
Spatial Dynamic Programming Approach
In this approach, the concept of a loading order is retained. For each unit
in the order one associates a set of unit schedules, which will be called the
unit states. For example, in Example 7.8, the optimal schedule for unit G1
(i.e., unit 2 in the system) was: {1, 1, 1, 1, 1, 1, 1, 1, 1}, indicating that it was
operational at every hour considered. In the non-optimal alternative path,
unit G2 (i.e., unit 1) had the schedule {1, 1, 1, 1, 0, 0, 0, 0, 0, 0,1}. From these
schedules, one can easily evaluate the cost of operation for the entire period.
In order to obtain a set of allowable schedules (allowable unit states) one
makes use of the hourly static unit commitment sets as the starting point.
These guarantee solution feasibility (Le., ability of committed units to meet
both demand and spinning reserve requirements). The hourly optimal static
commitment sets are translated into initial unit schedules. These schedules
form a lower bound for the commitment of any give unit (Le., a unit initially
in the "1" state cannot be brought to the "0" state; only units in the "0"
state can be brought to the "1" state). In order to limit the number of
allowable states one can impose some practical rules. For example, if the
initial schedule shows that a particular unit is shut down forn consecutive
hours (Le., a string of n "O"s in its schedule), then the alternative is to keep
it operating for all n hours (Le., replace the zeroes by ones in that particular
string). Additional rules may be implemented on the basis of the number
of hours a unit is shut down at a given demand level in order to conclude
whether the optimal local string should be ones or zeroes.
I
,----_.
15 I
--,I I
r--", . . - - -
I
I I
I I
I
- - Demand
----- Demand Plus
Reserve
12345678 10
TIME (Hours)
Figure 7.13: Hourly Demand Profile for Example 7.9
The overall optimization process starts by loading unit G1 schedule(s),

then unit G2 schedules, and so on, in order to determine an optimal path
along unit schedules. The following example should illustrate the procedure
dearly.
Example 1.9
In this example, the system considered in Example 7.8 is repeated except
that the demand profile is as shown in Figure 7.13. The requirement is to
solve for the optimal unit commitment schedule using SDP.
Solution
For the given demand profile, the hourly static optimal commitment sets
are-
Table 7.3: Initial Unit Schedules Based on Static Commitment Sets for
Example 7.9
UNITS HOURS
1 2 3 4 5 6 7 ~ 9 10
G1 =2 1 1 1 1 1 1 1 1 1 1
G2 =1 1 0 0 0 0 0 0 1 1 1
G3 =3 0 0 0 0 0 0 0 0 1 1
Table 7.4: Feasible Unit Schedules (States) to be Used in Spatial Dynamic

Programmjng Solution for Example 7.9
UNITS STATES HOURS

1 2 3 4 5 6 7 8 9 10
G1 = 2 2:i 1 1 1 1 1 1 1 1 1 1
G2 = 1 2:21 1 0 0 0 0 0 0 1 1 1
2:22 1 1 1 1 1 1 1 1 1 1
G3 =3 2:31 0 0 0 0 0 0 0 0 1 1
2:32 1 1 1 1 1 1 1 1 1 1
Consequently, Table 7.2 provides the individual initial unit schedules in the
prescribed loading order. Table 7.3 provides a specification of all feasible
unit states to be used in SDP. In Figure 7.13 the SDP approach is carried
out. Initially unit G1 (Le., unit 2) is loaded with its only feasible schedule.
Since, at this ,stage, the other units have not been considered yet, there is a
certain amount of unserved demand. We have penalized the system at 200
cost rate units. per unit of demand for such unused load. The result is the
very high cost of 2735 for running the system with unit 2 only. Next, unit
1 schedules are llitroduced. Here all demands are met. However, reserve
margins are not met. The calculations indicate that we should consider 2:21
rather than 2:22. Finally, unit 3 states are considered. Since this is the last
unit, the optimal solution corresponds to the lowest cost after considering
unit 3 states. The result is the optimal trajectory {2:i, 2: 22 , 2: 31 }.
(442.2)
:1:32
_ Optimal
en
.~
Trajectory
E-1 Other
(405.6)
~
en
(2;3.5) Trajectory
:1.'1 2'21 :1:31
E-1
1-1
Z
~
UNIT UNIT UNIT

G3 G2 G3
UNIT LOADINGS
Figure 7.14: Spatial Dynamic Programming Trajectories and Solutions for

Example 7.9
7.6 Solutions of the HTC Problem

In this section, the focus will be on fixed- and variable-head hydro plants
with independent reservoirs. For a more elaborate treatment of the case of
a multiple reservoir system, the reader is advised to consult Reference [7-7]
listed at the end of this chapter.
Fixed-Head Hydro Plants

In this case, the key model equations for the hydro plant are the ones relating
the discharge rate q(t) to hydro power production PH(t), and the assigned
overall limit on water discharged over the optimization period. These are
stated here as -
q(t) = a + bPH(t) +cpi(t), (7.38)
and
N
Lq(t) = B. (7.39)
t=l
respectively. Basically, Equation 7.38 is a restatement of Equation 7.14, and

~ is a specified limit on total water discharged in N hours.
Given the above introductory information, the fixed-head hydrothermal
coordination problem is stated as follows -
7.6. SOLUTIONS OF THE HTC PROBLEM 271
Given a system whose hourly total demand is PD(t), and which is served
by M thermal units and R hydro units. Let the cost rate for thermal units
be given by-
1
Ci(PTd = ai + biPTi + 2CiPTi'
2
(7.40)
As for the hydro units, let the discharge rates qj(t) be given by -
1
qj(t) = dj + ejPHj + 2/jP 2
Hj , (7.41)
such that-
N
2:qj(t) = Bj. (7.42)
t=l
The objective is to choose PTi(t) and PHj(t) for all i, j and t, such that
the overall production cost -
N M
J = 2: 2: Ci(PTi(t)), (7.43)
t=li=l
is minimized. Implicit in this formulation is a neglect of system losses.

Obviously every unit has an upper and lower limit on power production.
For the sake of clarity, the upper and lower bounds will be ignored ini-
tially. Thus the LaGrangian of the problem is given by -
N M 1
C = 2: 2:[ai + biPTi(t) + 2CiP~i(t)]
t=li=l
N M R
+ 2: ,x(t)[PD(t) - 2: PTi(t) - 2: PHj(t)]
t=l i=l j=l
The necessary optimality conditions require -
(7.45)
for all relevant values of i, j and t. Obviously, the partials with respect to the
LaGrange multipliers ,x, and , correspond to a restatement of the equality
constraints. The other two partials are given by -
As a consequence, every hydro plant has an effective incremental cost given

by-
(7.48)
With that information, the total set of equalities for the solution of this
optimization problem is given by -
(7.49)
Example 'T.I0
For a fixed-head hydro plant model, let M = R = 1, N = 2, and -
1 2
C(PT) = 1 +PT + iPT
1 1 2
q= -+2PH+-PH
2 4
PD(l) = lO
PD(2) = 20.
Obtain the optimal values for PT(l), PT(2), PH(l), and PH(2).
Solution
The necessary optimality conditions will yield the followmg equations -
10 = PT(l) + PH(l)
20 = PT(2) + PH(2)
1 1
40 -' 1 + 2PH(1) + 4Pj,(1) +2PH(2) + 4Pj,(2)
A(l) = 1 + PT(l)
7.6. SOL UTIONS OF THE HTC PROBLEM 273
1
= ,(2 + "2PH(1))
~(2) = 1 + PT(2)
= ,(2 + PH(2)).
~(1), ~(2) and, may be eliminated easily to yield -
1 + PT(t) _ 2 + 0.5PH(1)
1 + PT(2) - 2 + 0.5PH(2)·
The resulting four equations may be solved to yield -
PH(1) = 3.0544
PH(2) = 7.757
PT(1) = 6.945
PT(2) = 12.24
~(1) = 7.945
, =
~(2) 13.24
= 2.254.
A full treatment of this problem requires the inclusion of generation limits

and network load flow constraints. Conceptually one applies the Kuhn-
Tucker conditions as in the optima1.load flow case. (See problems at end of
this chapter for further considerations.)
Variable-Head Hydro Plants

For the sake of simplicity, the hydro reservoir is assumed to have vertical
sides with an effective surface area 5. Thus the head at time t is given by -
t
h(t) = ho + ~) i( 'T) - q( 'T))/ 5, (7.50)
.,..=1
where i(t) is the water net inflow during hour t. The discharge rate is given
by-
In order to illustrate the principles involved, we shall deal with a system with
one thermal and one hydro plants. Let PT(t) and PH(t) denote the respective
thermal and hydro generation at time t. One requires to minimize-

N
J =L C(PT(t)), (7.52)
t=l
subject to the constraints -
The last constraint specifies a terminal value for the head variable h(t).
Based on this formulation of the problem, the LaGrangian is -
N
£ = L[C(PT(t)) + ~(t)(PD(t) - PT(t) - PH(t))] (7.54)
t=l
NIt
+ L,8(t)[h(t) - ho - S L(i(r) (7.55)
t=l r=l
-K(ao + a1h(r) + a2h2(r))(bo + btPH(r) + ~Pk(r)))] (7.56)
+"1(h(N) - hN)' (7.57)
Consequently, the necessary optimality conditions consist of tlJ.e equality
constraints stated above, and -
8£ dC
0 = 8?,~t)
= dPT(t) - ~(t)
0 = 8PH(t) = -~(t)+(E:=t,8(r))x
[K(b1 + 2~PH(t))(ao +ath(t) + a2h2(t))]j
t = 1, ... ,N
8£
0 = 8h( t) = ,8(t) + (E~=t,8(r))x
[K(al + a2h2(t))(bo +b1PH(t) + ~Pk(t))]j
t = 1, ... ,N -1
8£
0 = 8h(N) = ~(N) + "1
+K~(N)[(al + 2a2h2(N))
x(bo + b1PH(N) + b2Pj{N))].
(7.58)
7.6. SOLUTIONS OF THE HTC PROBLEM 275
Example 7.11
Given the thennal unit and demand characteristics of Example 7.10, let
N = 2, and-
q = {.5 + 2PH + .25Pi )(1 - .lh - .lh2)

1 t
h(t) = he + 100 ~)i(T) - q(T)].
T=1
Also, let he = 0, h2 = 0, i(l) = 20, and i(2) = 20. Determine the optimal
values of PT(I),PT(2),PH(I),PH(2),q(I),q(2), and h(I).
Solution
Based on our derivations, the set of necessary optimality conditions is given
by-
~(1) = 1 + PT(I)
= [13(1) + 13(2)][2 + .5PH(I)][1 - .lh(l) - .lh2(1)]
~(2) = 1 + PT(2)
= 13(2)[2 + .5PH(2)][1 - .lh(2) - .lh2(2)]
0 = 13(1) + [13(1) +13(2)][-.1 - .2h(I)][.5 + 2PH(I) + .25Pi(I)]
0 = 13(2) +13(2)[-.1 - .2h(2)][.5 + 2PH(2) + .25.fi(2)] +"y
1
h(l) = 100 [10 - (.5 + 2PH(I) + .25Pi(I))(1 - .lh(l) - .lh2(1))]
h(2) = h(l) + 1~0[10 - (.5 + 2PH(2) + .25Pi(2))][I- .lh(2) - .lh2(2)]
h(2) = 0
10 = PT(I) + PH(I)
20 = PT(2) + PH(2).
With this set of equations one may use direct substitution in order to reduce
the number of variables. This is applicable to PT(1),PT(2),~(I), and ~(2).
Consequently, the Newton-Raphson iterative method is used to determine
PH(I),PH(2),h(I),t3(I), and 13(2). The variable "y is determined at the end
by direct substitution. The result is given by -
P H(l) = 1.316; PT(I) = 8.684

PH(2) = 8.6495; PT(2) = 11.3505
~(1) = 9.684; ~(2) = 12.3505
/3(1) = 1.761; .8(2)= 1.9527

"y = 5.175; h(l) = .165.
Comparing this result with that of Example 7.9, we note that although
both examples use identical data for the thermal plants and the amounts of
water inflow, the case with variable head hydro plant allowed the head to
increase initially, in order to further increase hydro production during the
second hour. This leads to a smaller difference between ~(1) and ~(2). This
is understandable because, by adding a degree of freedom in varying the
head, one approaches the ideal condition of ~(1) = ~(2), which was obtained
in Example 7.4.
General Cases
A more general HTC case involves the presence of complete river systems
with several reservoirs. In this case, one has to model the fact that the
outflow from one reservoir is an input to the reservoir downstream from it.
Conceptually, this will add more equality and inequality constraints.
Since hydrothermal plants cannot be conveniently located near load cen-
ters, a complete HTC program should consider network effects. This is
achieved either through a loss formula or, more effectively, by incorporating
load flow constraints into the problem. In the latter case, both real power
and voltage/reactive power optimizations can be accomplished.
7.7 Conclusion
This chapter considered two key application areas involving system opti-
mization over the range of the next 72 hours up to 168 hours (3 days to one
week). The unit commitment (UC) application is quite complex because of
the large number of possible unit combinations. Approximation techniques,
engineering judgement, and the use of dynamic programming permitted the
development of an understanding of the key issues involved.
The hydro thermal coordination (HTC) application deals with the man"
agement of hydro reservoirs to minimize overall production cost. This neces-
sitates the modeling of hydro reservoirs and the relationships involving power
production, water outflow, and reservoir head. The techniques of nonlinear
programming offer the needed tools to obtain the required solutions.

[7-1] C. K. Pang and H. C. Chen,"Optimal Short-Term Unit Commit-
ment," IEEE 1'rans. on Power Apparatus and Systems, Vol. PAS-95,
No.4, July/August, 1976.
[7-2] R. R. Shoults, et al., "A Practical Approach to Unit Commitment,

Economic Dispatch and Savings Allocation for Multiple-Area Pool Op-
eration with Import/Export Constraints," IEEE 1'rans. on Power Ap-
paratus and Systems, Vol. PAS-99, No.2, 1980.
[7-3] C. K. Pang, et al., "Evaluation of Dynamic Progra.Uuning Based Meth-

ods and Multi-Area Representation for Thermal Unit Commitment,"
IEEE 1'rans. on Power Apparatus and Systems, Vol. PAS- 100, No.3,
1981.
[7-4] P. P. J. Van den Bosch and G. Honderd, "A Solution of the Unit Com-
mitment Problem via Decomposition and Dynamic Programming," Pa-
per 84 SM 609-4, presented at the IEEE Summer Power Meeting, July,
1984.
[7-6] R. Nieva and A. Inda, "LaGrangian Reduct.ion of Search-Range for

Large-Scale Unit Commitment," Paper 86 SM 319-8 presented at the
IEEE Summer Power Meeting, held in Mexico City, July, 1986
[7-6] G. S. Laner, D. P. Bertsekos, N. R. Sandell and T. A. Posbergh, "So-

lution of Large-Scale Optimal Unit Commitment Problems," IEEE
1'rans. on Power Apparatus and Systems, Vol. PAS- 101, No.1, Jan.,
1982.
[7-7] E. El-Hawary and G. S. Christensen, Optimal Economic Operation 0/

Electric Power Systems, Academic Press, New York, 1979.
[7-8] R. E. Rosenthal, "A Nonlinear Network Flow ~gorithm for Maxi-

mization of Benefits in a Hydroelectric Power System," Operations
Research, Vol. 29, No.4, July/August, 1981.
[7-9] N. V. Arvanitidis and J. Rosing, "Composite Representation of a Mul-

tireservoir Hydroelectric Power System," IEEE 1'rans. on Power Ap-
paratus and Systems, Vol. PAS-89, No.2, Feb., 1970.
[1-10] D. Sjelvgren, S. Anderson and T. S. Dillon, "Optimal Operations

Planning in a Large Hydrc:rThermal Power System," IEEE Irans. on
Power Apparatus and Systems, Vol. PAS-102, No. 11, Nov., 1983.
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Scale Nonlinear Optimization of Energy Capability for the Pacific
Northwest Hydroelectric System," IEEE Irans. on Power Apparatus
and Systems, Vol. PAS-94, No.6, Sept.-Oct., 1974.
[1-12] M. F. Carvalho and S. Soares, "An Efficient Hydrothermal Schedul-
ing Algorithm," paper 86 SM 316~4, presented at the IEEE Summer
Power Meeting, held in Mexico City, July, 1986.
[1-13] R. Bellman and S. Dreyfus, Applied Dynamic Programming, Prince-
ton University Press, Princeton, N.J., 1962.
[1-14] R. E. Larson, State Increment Dynamic Programming, Elsevier, New
York, 1968.
[1-16] D. A. Luenberger, Introduction to Linear and Nonlinear Program-
ming, Addison Wesley, Reading, MA, 1973.
7.9 .Problems
1. Four generating units supply the load of a utility system. The cost
rate characteristics of the four units are -
C1(PGl) - 2 + PGl + lOP~l

C2 (PG2) = 1 + 2PG2 + SP~2
Cs(PGs) = .S + 3PGS + 2P~s
C4(PG4) = .2 + SPG4 +P~4'
Limits on generation are given by -
o:$ PGl :$ 10 p.u.
o:$ PG2 :$ S p.u.
o:$ PGS :$ 3 p.u.
o:$ PG4 :$ 2 p.u.
Determine the optimal commitment sets and overall optimal cost curve
for demand levels ranging from 0 to 20 p.u.
7.9. PROBLEMS 279
20
~
1fi
A.
Q 10
z
<
:::;;
w 5
Q
0
0 6 12 18 24
HOURS
Figure 7.15: Daily Demand Schedules for Utility in Problem 2
2. The daily hourly demand schedule of the utility in Problem 1 is shown

in Figure 7.15. Assuming that a generation reserve margin of 4 p.u. is
always required, determine the static optimal unit commitment sched-
ule, the hourly cost rate, and the overall cost of production for 24
hours.
3. Assuming now that units 1 and 2 have a thermal time constant of 3

hours each, and that units 3 and 4 have a 1 hour thermal time con-
stant. Determine a two-day unit commitment schedule of the system
described in' Problems 1 and 2, together with the overall cost of produc-
tion for two days. You may use the approach of dynamic programming.
4. Repeat Probem 1 using the approach of spatial dynamic programming.
5. A system has two thermal and two hydro units. The normalized cost
rate characteristics of the thermal units are given by -
1 + 2PTl + 3Pfl
.5 + PT2 + 4Pf2'
with
o ~ PTl S 5 p.u.
o S PT2 S 8 p.u.
20
17.5
::i 15
P5
-
Po
0 10
z
<
~
w 5
0
0
0 6 12 18 24
HOURS
Figure 7.16: Demand Schedule for System in Problem 5
As for the hydro units, PHl is rated at 3 p.u. and PH2 at 5 p.u. total
capacities. The total energy allocations are -
El = 8 p.u. hours for hydro unit 1,

and
E2 = 12 p.u. hours for hydro unit 2,
over a period of one day. The demand schedule for that day is shown
in Figure 7.16.
Assuming that no other factors are to be considered, determine the
optimal hourly schedules of all units.
6. For the system in the previous problem, disregard the limits on total
energy allowances for each hydro plant. Instead, assume that each
plant has a fixed head and that the discharge rates are governed by -
• 1p2
.5 + PHI + 2 Jl.
1 + .5PH2 + 2P}12'
The limits on water discharged by each unit are:
BHl = 20
BH2 = 40.
Determine the optimal productioJl schedule for each unit.
7.9. PROBLEMS 281
7. For the same hydro thermal system discussed above, drop the assump-
tion of fixed heads for the hdyro plants. Substitute the following mod-
els for discharge rates and heads -
qH1 = (.5 + Pm + "2PH1

1 2 ) (1 - 2
.05h1 - .1hd
qH2 = (1 + .5PH2 + 2Pk2)(1 - .lh2 - .2h~)
1 t
h1(t) = 50 L[i1(T) - qm(T)]
. r=l
1 t
h2(t) = 100 Lli2(T) - qH2(T)].
r=l
Let i1 (t) = 1 and i2 (t) = 2 for t = 1, ... , 24. Determine the optimal
productions of each unit assuming that -
Chapter 8
ON-LINE STATE
ESTIMATION
8.1 Perspective
On-line state estimation is concerned with computing solutions of the basic
load flow problem every few minutes using on-line data telemetered peri-
odically to the energy control center. As shown in Figure 8.1 this is done
at present for the internal bulk transmission system of the utility concerned.
Data exchanges with other neighboring utilities for the purpose of developing
an external network equivalent model, will be made easier if every utility has
an on-line state estimator. As discussed in Chapter 4, an external equiva-
lent representation will be necessary to pe"form on-line contingency analysis.
Without an external equivalent model the uses of on-line state estimation
will be limited to the monitoring of voltage levels, phase angles, line flows,
and network topology. Another benefit is to use state estimator outputs for
short-term load forecasting which is the subject of Chapter 9.
In the basic load flow problem the input / demand variables describe the
steady-state behavior of the system. In actual on-line systems one may not
measure these inputs and demands directly. For one, the demands are net
injection quantities each of which is the sum of several,power flow quantities.
A single measurement of power flow on a transmission line requires less in-
strumentation and may be as useful in contributlng to the load flow solution.
In principle, one can measure any meaningful set of system qunatities and
use those measurements as inputs to a system of equations whose solution
yields values of state variables (bus voltage magnitudes and angles). Net
283
284 CHAPTER 8. ON-LINE STATE ESTIMATION
EXTERNAL
NETWORK & ---------- ,
SYSTEMS
+ t
,.-. INTERNAL STATE
NETWORK ESTIMATOR
+ t
---. INTERNAL
POWER PLANTS I--
~ & LOADS
AG C ....-
ED
t __________ - - - -
i
---- SECURITY I
ASSESSMENT & I
ENHANCEMENT ..... --------- ..J
Figure 8.1: Simplified Block Diagram. lliustrating the Role of On-Line State
Estimation in an Energy Control Center
bus injections, if not measured, can then be computed from knowledge of

the state variables.
Of significance, in anyon-line process, is the fact that measurements will
always have errors associated with them. Thus by measuring more quanti-
ties than the necessary minimum number, one can use the statistical theory
of state estimation to filter out some of the errors in the measurements.
Hopefully, the solutions obtained will be more accurate than the measure-
ments themselves. Although the increased accuracy of solutions is desireable,
what is more significant is the ability to filter out the. so-called bad data or
highly erroneous measurements. Bad data will occur because of infrequent .
malfunctions in measuring instruments, possible communication errors, and
other factors. Only when there are redundant measurements can one hope
to 'develop a rational and automatic self-checking algorithm to insure the
reliability of on-line load flow solutions.
8.2. WEIGHTED LEAST SQUARES ESTIMATION 285
Because it addresses itself to the statistics of errors in measurements, on-

line state estimation is by necessity a stochastic approach to the problem.
The obtained solutions are stochastic in nature with probabilistic character-
istics. The importance of this stochastic approach lies not only in addressing
issues of measurement errors but also in addressing other factors of uncer-
tainty like those arising from modeling inaccuracies. Such inaccuracies result
from errors in the values of line and transformer admittances due to initial
approximations in obtaining admittance values, weather effects, and others.
These are usually small but significant errors especially when their effects
are compared to those produced by measurement errors. Large modeling
errors occur, sometimes, because of incorrect topology determination by the
on-line system.
The major topics associated with on-line state estimation are -
• Weighted least squares estimation
• Model error correction by means of parameter estimation
• Detection and identification of bad data
• Selection and location of measuring instruments
These are the topics addressed in next sequel.
8.2 Weighted Least Squares Estimation

Problem Statement
In a typical on-line state estimation application many quantities of interest
are measured and telemetered on a periodic basis every few seconds to the
energy control center (ECC). These quantities include measurements ofitems
such as-
• Real and reactive line power flows
• Bus voltage magnitudes at generation and load 'busses
• Real and reactive generation at generation busses
• Real and reactive bus loads at load busses
• 'I:ransformer tap settings.

• •
X MW Measured
o MVAR Measured
• KV Measured
Figure 8.2: Typical Measurement System for On-Line State Estimation
On-off status quantities, like breaker· status, are also telemetered in order
to establish the exact network configuration. In a later discussion we shall
address the problem of which quantities should be measured. At the moment,
we shall assume that the given measurements are more than needed, i.e.,
there is a subset of measurements that will provide a load-flow solution.
This is illustrated in Figure 8.2. In that figure the state variables consist of
all bus voltage magnitudes and angles except the slack-bus angle which is
set arbitrarily to zero. Thus we have 5 state variables. On the other hand,
there are 13 individual measurements as shown. A careful selection of 5 of
those measurements will be sufficient for solving the problem. For example,
we can choose the following five quantities -
where Tij and Uij are the respective real and reactive power flows on line
.i - j. An unsatisfactory selection of measurement quantities may consist.
of-
Vi, T12 , U12 , T2l! U21 •
This is so because from these measurements no information is obtainable on
the voltage Imd angle of bus 3.
Each measurement. quantity, e.g., Tij, can be expressed as follows -

(8.1)
where Zi is the measured value, Vi is the measurement error, and z! is the
true (but unl.:nown) value of the measured quantity. The error Vi is obvi-
ously not known. What is known is a statistical measure associated with
Vi. This measure can be adequately estimated from the calibration curves
of the measuring instrument involved, together with other factors like A-D
(Analog-to-Digital) conversion. The measure is given in terms of a ,tandard
deviation of error. Statistically, we can say that
o (8.2)
(8.3)
This means that the error Vi is zero, on the average, and that its standard de-
viation is (1i. In actual applications (1i may depend on the actual magnitude
of the quantity measured, i.e., (1i = (1i(Zi). For example, the measurement
error when the meter registers 1000 MW may be larger than the error when
it reads 100 MW. For the moment we shall assume that (1i is a constant for a
given meter. A final statistical assumption is that of independence of errors
coming from two different instruments, i.e.,
(8.4)
In principle, the true but unknown value z! is related to the true but un-
known state vector x and the network admittance parameter vector p by
the relation -
z! = ~(x,p). (8.5)
In our case x is the vector of all complex bus voltages and p is the vector of
given series and shunt admittances. For example, we can write -
Ti; = Tf; + VTij

Tf; = V?(9i; + 9,ij) - Vi Vj(9ij cos( 6i - 6;) + bi ; sin (6i - 6;)
Ui; = utj + VUij

ut; = -~2(bij + b,i;) - ViVj(9i; sin(6i - 6;) - bi;cos(6i - 6;).
In general, one can write -
z = h(x,p) + v, (8.6)
where -
z =
[Zl = vector of measured values
h(x) = [ hl~X) 1
hm(x)
62
D:l
6n •
x = = VI
Vn •
E[v] = 0
E[vv T ] = R = covariance of v.
R is a diagonal matrix of all measurement variances, i.e.,
O'f 0 .. .
1]·
o O'~ .. .
R = [ .: .: .. .
o 0 ...
It is necessary to have m ;::: n in such a way that a subset of n measurements
can yield a solution of all state variables. This is known as the obseMJability
criterion. Normally m is two to three times the value of n allowing for a
considerable amount of redundancy in the measurement information.
Because of the presence of redundant measurements, the solution i of
x is obtained by minimizing the weighted least squares (WLS) performance
index J given by -
J = [z - h(x,p)tR- I [z - h(x,p)] (8.7)
with respect to x. At this stage the vector p is assumed to be known exactly.

Hence, we can drop p from the above expressions for the sake of simplicity
until we discuss the problem of parameter uncertainty. The concise state,
estimation problem statement becomes -
Given
11= h(x) + v (8.8)
sucli that E(v) = 0, E(vvT) = R, Compute the best estimate :i:
of x which minimizes,
J = [II - h(x)t R- l [II - h(x)] (8.9)
with respect to x.
Necessary Solution Conditions

As stated, the state estimation problem consists of an unconstrained mini-
mization of J given in Equation 8.9 with respect to x. At the minimum of
J we should expect that
8J I
8x :i:
=0 (8.10)
where x is the state vector at the minimum of J and is referred to as the best
estimate of x. Given the above definition of J, one concludes that the zero
gradient condition just stated will yield the following n-dimensional vector
equation -
(8.11)
Example 8.1
Establish the necessary minimality conditions associated with the set of
equations -
1.1 = Zl = ZlZ2 + t'l
= Zl + Z2 + V2
2
2.0 Z2
= Zl + Z2 + V3
2
1.9 = Z3
with E[vll = 0.01, i = 1,2,3.

Solution
The Jacobian matrix is given by -
8h l 8h l
8z l 8z 2
H(x) = 8h 2 8h 2
8z l 8z 2
Oh3 Oh3
OZl OZ2
The error covariance matrix R is given by -
.01
R= [ 0
0 0
.01 0 .
1
o 0 .01
Hence, the minjmality condition is given by -
Basic Solution Method

Because the necessary conditions for solution correspond to a set of nonlin-
ear algebraic equations one would automatically seek an iterative solution
method. As in the Newton-Raphson method one would linearize the system
equations around a nominal value of the state vector x. Let i D be such a
nominal solution. As a result we can write -
o = B T(i)R- 1[z - h(i)]

= [BT(iD) + dB T(i)]R- 1[z _ h(i D) _ B(iD)(i _ iD)]
+ higher order terms
~ BT(iD)R-1(Z - h(i D »- BT(iD)R-1B(iD)(i - i D). (8.12)
We note that in the above linearization the term aHa -1(. - h(x)) was
not included. The rationale here is that in the vicinity of the actual solution
the (. - h( x» vector is small. Hence the entire term is close to being a
higher order term. Because of this, the above derivation is called a quasi-
linearization.
In the iterative scheme the nezt gue88 Xl is defined as the solution of -

0= HT(xO)R-l(z - h(iO)) - HT(xO)R-1H(xO)(Xl - XO). (8.13)
Hence we can write -
xl = XO + (H~R-1HorlH~R-l(z - h(iO)), (8.14)
and in general we obtain
xlc+1 = x lc +(HfR-1HlcrlHfR-l(z - h(i lc )), (8.15)
where k = 0,1, ... and
(8.16)
Example 8.2
Given the linear set of algebraic equations -
z=Hx+v,
where H is n x m matrix, find the best estimate X in the weighted. least
squares sense.
Solution
Since h(x) = Hx, the Jacobian matrix simply is H. The minimaJity condi-
tion is given by -
o = HTR -l(Z - Hi)
= HTR-lz- HTR-1Hx.
Hence, we obtain -
Example 8.3
For the linear set of equations -
.1 = [11 -1
[ 2.0] 1] [:~] + [Vl]
V2 ,
3.8 3 1 V3
where
.01 0
cov(v) = R = [ 0
o
.01
0
~] ,
.1
find the weighted least squares estimate of x.
Solution
From the previous example we have -
Hence we proceed as follows -

(a) Compute HTR-lz:
= [11 1 3] [1~0 1~0 0] [ 2]

-1 1 0 0 100 3~8
= [ 100 100 30] [ 2]
100 -100 10 .1
3.8
= [324]
228 .
(b) Compute HTR-lH:
H T R- 1H = [100 100 30] [1

100 -100 10 1
~]
1
3 1
= [290 30]
30 210 .
( e) Compute the best estimate i:
i = [290 30] -1 [324]

. 30 210 228
= [1.0195]
.9448 .
From the solution i we can compute J at its minimum as follows -
z - Hi = [.; ~ !~ ~!~
3.8 - 3z l ~ Z2
]
= [:~~:!].
-.2033
CD. ®.
~I ~)(o:r--_-i1_O ----'I
L..- l
X 1fVV 1feasured
o 1fVAR 1feasured
• KV 1feasured
Figure 8.3: Two-Bus Network and Associated 1feasurements for Example 8.4
This implies-
J = (.0357.)2 (.0253)2 (-.2033)2 = 0 605

.01 + .01 +.1 ..
As will be shown later, the expected value of J is (m - n) which, in this

=
case, is 3 - 2 1.0.
Example 8.4
For the network shown in Figure 8.3 the following data are given -
Zl = Vl = 1.02
Z2 = V2 = 1.0
Z3 = T12 = 2.0
Z4 = U12 = .2
r(.05)' 0 0
cov(v) = ~
(.05)2
0
0
(.1)2
0
oo 1.
L 0 0 0 ( .1)2
Find the best estimates of 62, Vb V2•
Solution
The vector h( 6, V) is given by -'--
h2(6, V) = V2
h3(6, V) = -10Vl V2 sin 62
h4 (6, V) = 10Vl2 - WVi V2 cos 62 •
The Jacobian Matrix is given by -
o1 ]
-10Vi sin 62 •
-10Vl cos 62
In order to illustrate the iterative solution process, the first iteration is car-
ried out in detail. The initial state vector is assumed as -
This implies -
[ 2.0
0
0
1
-.004
1]
1
[ -~.2 0
0
10.4
[0 0 -10.2 o 1[400 0 0
400 0 o 0][ 2.000 ]
H;R-l(Z - ho) = 1 0 0 10.4 ~ 0 100 o
o 1 0 -10 0 0 0 100 -.004
=
[+
0
0
-1020
0 o
1040 J[ 0 ]
0
r
400 0 -1000 2.0
-.004
= 204O
-4.16
4.0 ]
H~R-IHo = [ 104~04 0
10816
0]
-10400 .
-10400 10400
r[
As a result we have -
1+ [10404 0
[m = [ 1.02
0 0 10816 -10400
o
2040
-4.16
1
r
1.0 0 -10400 10400 4.0
= 0196 .
1.0196
1.0 ]
From here we proceed to the second iteration, and so on.
Computational Aspects
Sparse matrix techniques are directly applicable to the basic WLS algorithm
derived so far. In this section we provide some general comments on this
matter.
(a) Since the matrix HTR-1H (known as the information matriz) is sym-
metrical, one can store only the upper triangle of that matrix. For
a symmetrical matrix one can easily show that the upper and lower
triangular factors are related by the relation
(8.17)
As a result only the lower triangular or the upper triangular factors

plus the diagonal of the lower triangular factors need to be stored.
(b) In computing the vector HTR-l(Z - h(x)), one can use the following
identity -
H T R- 1(z _ h(x)) = f: (Ohi) (Zi - ~(x)). (8.18)

i=1 Ox (1i
Since h,(x) depends on only a few components of the x vector, the

vector Oh,/Ox is highly sparse. In this identity one computes the
contribution of each measurement to the overall expression separately
and adds it to previous contributions.
(c) One can compute the information matrix by means of the identity -
(8.19)
Again, the contribution of each measurement to the information matrix

is computed separately and added to previous contributions. One has
to be careful, here, when using compact storage arrays for off-diagonal
terms.
( d) The sparsity of the information matrix will degrade because of injection

measurements. In load flow analysis the number of off-diagonal terms
in the Jacobian due to an injection measurement at a bus with b neigh-
'bors is 2b. However, in the information matrix this number is b(2b-1).
Thus if b = 1 (e.g., radial line) the number of off-diagonal terms is 2
=
in both cases. However, if b 5 then the number of off-diagonal terms
is 10 in the load-flow case and 45 in the state estimation case. The
sparsities of the load flow and state estimation cases are identical when
the state estimator is based on line flow and bus voltage measurements
only.
(e) The basic WLS algorithm is fast in terms of convergence. Normally 3-4
iterations are sufficient as in the Newton-Raphson load flow case.
8.3 Model Parameter Identification

Sources of Inaccuracy .
Calculated values of transmission line and transformer admittances normally
contain various inaccuracies.. In the transmission line case errors will arise
as a result of factors such as -
• Mathematical approximations used in calculations, e.g., truncation of

Taylor series expansion.
• Simplified modeling assumptions, e.g., flat earth, completely trans-

posed lines, no mutual effects relative to lines in same right-of-way,
etc.
• Occasional gross human errors due to manual data handling at the

initial input phase
8.3. MODEL PARAMETER IDENTIFICATION 297
• Weather effects which modify conductor temperatures, causing differ-

ent levels of sagging. This in turn can modify both line resistances and
inductances.
Studies have concluded that errors of the order of 5% of norilinal values are
quite possible. Obviously, in cases of human input data errors, the resulting
parameter errors can be much larger.
Impacts of Parameter Inaccuracies

The question which now arises is: so what? A few percentage points of er-
ror may be quite tolerable and will not make any serious impact on on-line
monitoring of the system. This may be the case in the area of system plan-
ning where there are inaccuracies in all the data used. Minor inaccuracies
in network data are of little concern. Furthermore, the system can always
be designed to have sufficient margins of reliability and security so that the
worst effects of parameter uncertainty can be accounted for.
In the area of on-line secure operation of the system the situation is
different. The operator is confronted with the real world.. He will be en-
countering situations never imagined by system planners who had simulated
his system years before it took its 'present shape. He will be encountering
rare cases where accurate and reliable on-line informaton can be processed
to yield badly needed answers.
Our main contention is that the system operator should establish his
confidence in every computational tool available to him. This is achieved
thrQugh training and long experience. Before a full analysis of this issue, let
us look at a simple example.
Example 8.5
In a given transmission line connecting busses i and j the true but unknown
values of complex voltage are -
Vi =Vj =1.0 p.u.

6i - 6j = 0.2 radians.
The measured line flow is accurate to within .05 p.u. (i.e., (f = .05 p.u.).
The true (but unknown) line admi.ttance is -j20 p.u. However the given
admittance is - j21 p.u. Estimate the error due to parameter inaccuracy.
298 CHAPTER 8. ON·LINE STATE ESTIMATION
Solution
The true but unknown real line flow is given by -
Tfj = 20ViYj sin(6i - 6j)

20 sin.2
= 3.973.
Because of parameter inaccuracy, even if the true values of state variables

are given, the calculated flow will be -
T~·
I)
21 sin.2
= 4.172,
so that the error due to parameter inaccuracy is
T{j - Tlj = .199 ~ .2 p.u.
This error is four times the reasonable measurement error of .05 p.u. Even
with a 1% error in the line admittance the error in calculated flow is .04
which is comparable to measurement error.
There are two aspects of the impact of parameter errors. The first is that
of their effect on estimates of measured quantities. And the second is that of
the effect on vital quantities that are not measured. in order to. fully assess
this situation we J;leed to study in some detail.the statistical properties of
state estimator outputs. Following that the impact of parameter uncertainty
is analyzed by means of sensitivity anl'lysis.
Statistical Properties of State Estimator Outputs

At the solution point X, we know that the following condition is satisfied -
(8.20)
Assuming that H(x) is insensitive to small changes in x and th~t -
h(i) ~ h(x) + H(x)(x - i) (8.21)
where x is the true but unknown value of the state vector, one can write -
o ~ H T R- 1 (z - h(x) - H(x - i))

= H T R- 1 (v - H(x - i)). (8.22)
This implies -
(8.23)
In the above we have used the approximation H(i) : : : ; H(x) : : : ; H.
We are now in a position to analyze the statistics of i. First we obtain
its expected value -
E(i) = E(x - (HTR-IHtlHTR-lV)

= x - (HTR-IHtlHTR-l E(v)
= x. (8.24)
In this derivation we used the fact that x is a deterministic vector (which may
be unknown) so that E(x) = x. Thus the conclusion hereis that E(i) = x,
i.e., i is equal to x, on the average. The covariance matrix of i is given
by-
cov(i) = E((i - x)(i - x)T)

= E(~HTR-lvvTR-lH~), (8.25)
where ~ = (HTR-IHt l . From this we conclude-

cov(i) = ~HTR-l E(vvT)R-IH~
= ~HTR-IRR-IH~
= ~HTR-IH~
= ~
= (HTR-1Ht 1. (8.26)
Now, given any vector function y = g(x), we can evaluate the first two
moments of y = g(i) as follows -
(a) Linearize about the true value of x:
y = g(i)
: : : ; g(x) + G(x)(x - i). (8.27)
(b) Obtain the first moment. From the above linearization one obtains -
E(y) = g(x) = y. (8.28)

( c) Obtain the covariance of y -
cov(y) = E (G(x - x)(x - x)TG T)

= GEG T • (8.29)
Of particular interest is the case when g(x) = hex). In this case we

define -
i = hex), (8.30)
and obtain the result
:ii = cov(i) = HEHT. (8.31)
Furthermore we can compute -
S = cov(i - z)
= E«i - z)(i - z)T)
= a -:ii. (8.32)
The above derivations will enable us to compute two basic quantities:

E(Jjm) = E«z - i)Ta- 1 (z - i))jm (8.33)
E(J t jm) = E«zt - z)Ta- 1 (zt - z))jm. (8.34)
This is accomplished as follows -
E(Jjm) = ..!:.E«z - i)Ta- 1 (z - i))

m
= ..!:.E(tr[(z - i)Ta- 1 (z - i)))

m .
= ..!:.E(tra- 1 (z - i)(z - i)T])

m
= "!:'tra -1 E«z - i)(z _ i)T))]

m '
1 -
= -tr[(a- 1)(a - a)]
m
= ..!:.tr(Im - a-1HEH T)
m
= "!:'tr(Im
m
- EHTa-1H)
1
= ..:-tr(Im - In)
m
m-n
= m
(8.35)
Similarly -
E(J t 1m) = .!..tr[R-1Rj

111
n
= m
(8.36)
In the above derivation we used the property o~ the trace operator "tr"
as follows -
(8.37)
i=l
tr(AB) = tr(BA) (8.38)
The index Jim corresponds to the fit of estimates of measured quantities to
the measurements themselves, whereas Jt 1m corresponds to the fit of the
estimates to the true values of the noisy measurements. There are two cases
of interest here.
(a) m = n (no redundancy). In this case E(Jlm) = 0 and E(Jtlm) = 1.
This implies the obvious. The estimates fit the measurements perfectly
and none of the noise is filtered out.
(b) m -+ 00 (infinite redundancy). In this case
E(J 1m) -+ 1,
and
E(J t 1m) -+ O.
Here the estimates approach the true values. One has to be careful,
however, in ensuring that the above limits exist. This is achieved by
distributing the redundancy all over the system. The above limits will
not be attained if the redundancy is strictly local.
In general the index J is X2- (chi-square) distributed with m - n degrees
of freedom. Thus the statistical X2 test is applicable.
Example 8.6
Compute E, Rand S for a system with the following properties -
H= [! ~ll; R = [.~ ~ H
Solution
First, we compute the information matriz -
Hence -
IJ = (HTR -lat l
= ~[(20b2+1) -a]
D -a 20b2 + a 2 •
The matrix R is given by-
(1 - a2)
(40b 2 + (1 + a)2)
20b2(1 + a)
20b2(a - 1) .
1
20b2(a - 1) 20b2(a 2 + 1)
Finally -
S = R-R
= -
1 [ (1+a)2
-(1- a 2 )
-(1 - a2 ) - 20b2 (1 + a)
(1 - a)2
1
-20b2(a - 1) ,
D -20b2(1 + a) -20b2(a - 1) 400b2
where, D = 400b2 + 20( 1 + a2 ).

In analyzing these results we can evaluate the accuracies of i and ~ as a
and b are varied. In the first instant we set b = .1 and allow a to vary. As a
result the variance of the first component of i is given by -
[- 1=.l.Ill
var:l:l
~
=
1.2
4 + 20(1 +a2)'
As a varies from 0 to 00 the variance of ZI changes from .05 to zero. Simul-
taneously, the variance of the estimate of the first measurement .%1 is -
This variance changes from .058 to .05 as a changes from zero to 00.
=
In the second instance, we let a 0 and vary b from 1 to zero. In this case
var(Zl) varies from .05 to 0, and var(zl) varies from .0976 to .05. However,
var( Z3) will tend to zero as b - O.
The main conclusion here is that both measurement accuracy as exem-
plified by b and measurement type as exemplified by a will both strongly
affect the accuracy of solutions. We shall have more to say about this when
discussing the problem of measurement system selection.
Sensitivity to Parameter Errors

In sensitivity analysis one studies the effect of small errors in system param-
eters on the quality of solutions. In this case we write -
pO = p + Ap, (8.39)
where pO is the given parameter vector, p is the true parameter vector, and
~p is the parameter error vector. As a result we can now write -
z = h(x,p) +v
= h(x,pO) + ::Ipo~p + v. (8.40)
Since state estimation is performed with the given parameter vector pO, one
can show that -
(8.41)
which means that the state estimates are biased. Similarly, the estimate of
=
any vector y g(x) will be biased. The covariance of i can be shown to
be-
var[i] = E[(i - E(i))(i - E(i))T] = ~. (8.42)
However, the quantity which is usually of concern is -
E[(i - x)(i - x)T] = ~ + ~BTR-IBp~p~pTB;R-IB~

= ~ + A, (8.43)
where -
The other quantities of interest in this c:ontext are -

Rp = E[(z - zt)(z _ zt)T]
Sp = E[(z-z)(z-z)T].
Without going into the details of the derivations involved, we conclude
that -
Rp = H~HT
+(H~HTR-l - I)Hp~p~pTH~(R-IH~HT - I) (8.44)
Sp = R - 2H~HT + Rp. (8.45)
The covariance matrix Rp represents the second moments of deviation be-
tween the true and estimated value of the measurement vector. The Sp co-
variance matrix represents the deviations between the measurement vector
itself and its computed estimate.
Under the condition of complete observability but no redundancy, m = n.
Consequently:
and,
Sp = O.
This means that sensitivities to parameter errors cease to wst because of
exact fit of estimates to the data. The state estimates, however, will continue
to be sensitive to parameter errors. As a result, all quantities that are not
measured will have large errors in their computed values.
As m -+ 00 in such a way that the redundancy is well distributed over
the system, the matrix ~ -+ O. 'As a result we obtain-
Rp = Hp~p~pTH~,
and,
Sp = R+Rp.
The performance indices Jim and Jt 1m defined earlier can be expressed
as follows-
E[J t 1m] = !trR-1Rp
m '
= ~
m
+ !~pTHT(I - R-IH~HTR-l)H ~p (8.46)
m p p
E[J1m] = ~
m
-~
m
+ E[J t 1m].
.
(8.47)
In either case, the performance indices are degraded by the parameter errors.
-j2L
)( 0
X MW
o MVAR
• KV
Figure 8.4: Sample Network for Example 8.7
Example 8.1
Examine sensitivity of state estimator solutions due to 5% error in the ad-
mittance b12 , at the nominal solution and parameter data given in Figure 8.4
with the following additional information - ZI = V, Z2 = V2 , Zs = T12 , Z4 =
V4,0'1 = .01,0'2 = .00,O's = 0'4 = .05,b12 = -20,~b12 = 1.0.
Solution
For the given information at the nominal indicated solution one identifies
the following -
hI = Yt
h2 = V2
hs = -20Yt V2 sin 62
= B~2 Yt V2 sin 62
hs = 20vl- 20 VI V2 cos 62
= -B~2(Vl- Yt V2 cos 62)
-L]
0
[-:'91
1
H = -5.91
20.9 -19.1 5.91
E = (HTR-IHr l
.7429 .648 -.4396]

= 10- 4 [ .648 .624 -.3832
- .4396 - .3832 .3226
Hp = [,2:55]
-.0446
Ap = 1.0
it =
r
H~HT
10- 4 .648
.648
.624
.1763 .5518]
-.1984 -.64
= 429
.1763 -.1984 24.96 -.21 .
.5518 -.64 -.21 23.98
With the above matrices and vectors one uses the results obtained earlier to
evaluate the normalized performance index E[J1m]. The computed value of
this index is -
E[JI4] = ~ + .02 = 1.02.
4 4 4
The conclusion here is that the fit of estimates of measurements to the
measurements themselves is close to the optimal case with no parameter
errors. This is because of the low level of redundancy in the measurements.
However, the estimated bias in the state estimates is given by.......
This is obviously a substantial bias in the state variable estimates resulting

from the postulated parameter error.
Sensitivities of state estimator solutions to parameter errors are strongly
dependent on (a) operating conditions, (b) parameter type, and (c) network
configuration. Errors resulting from inaccurate parameters are more pro-
nounced at heavy power flow conditions. These are precisely the conditions
one is interested in when security assessment is critical.
For typical 5% network parameter errors, studies have ranked sensitivi-
ties of state estimator solutions according to the following general order -
1. Transformer tap ratios
2. Line and transformer series susceptances
3. Line charging (shunt) capacitances
4. Line and transfonner series conductances.
For overhead transmission the last two items have shown neglibible sensi-
tivities. However, they may be crucial in underground transmission when
line resistances and charging capacitances are substantial. Furthermore, line
resistances will change, appreciably, in the underground case, with temper-
ature.
Finally, network configuration has a strong impact on state estimator
accuracy. For radial networks, the impact of parameter errors on the various
performance indices is very small. However, state variable estimates will be
quite biased. In highly interconnected networks with many closed loops,
performance indices will be unacceptable from the statistical, as well as the
practical points of view.
Parameter Estimation
IT the statistical perfonnance of on-line state estimation proves to be unac-
ceptable because of parameter errors, then there are two alternatives. The
first is to go back to the drawing board and carefully model all of the trans-
mission facilities in the system. This is obviously a formidable task, which,
when accomplished, may not yield all the desired results because of inherent
uncertainties in the system. The second alternative is to try to tune the
parameters to fit the data by means of parameter estimation. This second
approach can be accomplished by means of additional software using the
sanle data in on-line -state estimation.
Theoretically the problem of parameter estimation is identical to that of
weighted least squares estimation. In essence, the state vector is augmented
to include the uncertain parameters. The measurement vector is also aug-
mented to include the given values of those parameters and the associated
uncertainty. Hence, we can write -
h(x,p) +v (8.48)
p+w (8.49)
cov(v) cov(w) =M (8.50)
where pO is the vector of given values of the parameters; p is the vector

of true, but unknown, parameters, and w is the error in p whose mean is
zero and whose covariance matrix is M. M is chosen usually to be diagonal.
Each diagonal term represents the error variance in corresponding parameter
value. Normally, these variances correspond to a few percentage points of
error of given parameter values. The new objective of the problem is to
compute i and p, the best estimates of x and p to minimize the performance
index:
To obtain the minimum of Jp , we can use the same general algorithm

derived earlier for weighted least squares estimation. This iterative algorithm
is -
where
8h
HpIc = 8p Ip=p.
r" = • - h(i",p")
This algorithm, which has been carefully tested (see Reference [8-2]) con-
verges well and provides improved estimates of the parameters, as well as ac-
ceptable state estimator performance. However, it suffers from the problem
of incrased problem size because of the parameter vector. An alternative
decoupled parameter estimation algorithm was developed [8~21. here, the
off-diagonal blocks in the infomation matrix are set arbitrarily to zero. The
iterative scheme proceeds as follows -
Step 1 Given p", k = 0,1, ... , with pO = pO, compute the state vector
estimate i" using the standard WLS algorithm, i.e.
x",i+1 = X",i + (HriR -IHkirlH~R -1(. - h(i",i, pIe), (8.53)

where i =0,1, ... , and
Step 2 Compute the performance index J p as expressed in Equation 8.51

On the average
J _ (m+l)-(n+l):..- m-n
p- m+l - m+l'
Since J p is x-square distributed, one can decide if its value at the k-th
iteration is within a prespecified confidence level. If it does then one
stops at the k-th iteration. Otherwise, one proceeds to the next step.
Step 3 Update the parameter vector pie as follows -
ple+1 = pie + (H~R-1HpIe + M-lrl[H~R-lz _ h(i\ple)

+M-1(pO _ pie)], (8.54)
and then return to Step 1.

If convergent, the decoupled parameter estimtor (DPE) will yield a so-
lution which satisfies the necessary minimality condition of zero gradient
vector with respect to the states and parameters. As one might expect, the
decoupled parameter estimator, has a slower convergence rate than the fully
coupled one. However, since parameter estimation is primarily an off-line
process one can afford the extra computational time to generate accurate
parameter estimates. It has two excellent advantages:
• The first advantage is that of decoupling the parameter estimation step
from the state estimation step. A utility experiencing problems with its
state estimator can retain that estimator and add a separate program
to do parameter estimation with minor interface requirements.
• The second advantage is that the decoupling process can be extended
to cases where many snapshots of system measurements are used for
purposes of parameter estimation. This is now elaborated upon.
Define the index k to correspond to the k-th snapshot of the system.
Consequently, one has a time-dependent set of measurement snapshots that
can be expressed as -
z(k) = h(x(k),p) + v(k), (8.55)

where k = 1, 2, .•• , N. With this one seeks to obtain the best estimates
:i:(I),:i:(2), ... ,:i:(N), and p to minimize-
N
Jp = ~)II(k) - h(x(k),p)TR -l(lI(k) _ h(x(k),p» +(pO _ P )TM-l(pO - pl.
Ie=l
(8.56)
In this case, the gradient relative to the parameter vector is proportional
to-
N
G =L H;(k)R-l(lI(k) - h(x(k),p) + M-l(po._ pl. (8.57)
Ie=l
The decoupled parameter estimator with N snapshots proceeds along
the following steps -
Step 1 Given pi, i = 0,1, ... with pO = pO, compute :i:i( k) for all the
snapshots k = 1,2, ... ,N.
Step 2 Check statistical performance by computing Jp • If such performance
is acceptable, stop here. Otherwise, proceed to the next step.
Step 3 Update pi by means of the relation -
p
·Hl _
- Pi'
·i + B-lGi (8.58)
where -
N
Gi =L H~(k)R-l(lI(k) - h(:i:i(k),pi» + M-l(pO - pi) (8.59)
1e=1
and
N
Bi = L H~(k)R-lHpi(k) +M- l . (8.60)
Ie=l
Obviously G i and Bpi are updated sequentially in Step 1 at every
processing of a new snapshot k. Following this step, one goes back to
Step 1.
If N = 1 (one snapshot) this procedure is identical to the one discussed ear-
lier. In practice, one should choose snapshots at varying operating conditions
during different heavy load periods. This will tend to maxjmize sensitivities
to·parameter errors and consequently, lead to improved parameter estimator
effectiveness.
8.4. DETECTION AND IDENTIFICATION OF BAD DATA 311
8.4 Detection and Identification of Bad Data

General
As pointed out earlier, one of the main reasons for having redundant mea-
surement information is to provide the capability to identify and locate bad
data consisting of gross measurement errors and/or large modeling errors
(e.g., wrong network topology, or large parameter errors). In the absence of
redundancy the estimates will fit the data perfectly. This provides us with
no means to locate the bad data, if any. In the presence of redundancy, the
WLS algorithm will try to minjmize the performance index J (or Jp as the
case may be). In the absence of bad data and parameter errors the expected
value of J /m is (m - n)/m. Thus we have here a ready means to check if
the data are within their postulated error bounds. I f -
J m-n
-
m
> -m- (8.61)
then we can be sure that something is wrong. This is the detection step. In
thl:s case, we have to look for the source of trouble by means of oad data
identification. There are posssibly four sources of trouble:
1. Gross measurement errors
2. Small modeling errors
3. Small parameter errors
4. Inaccurate knowledge of measurement variances.
What complicates matters is that in a real-life situation (and especially in ini-

tial implementation phases) all of these problems will occur simultaneously.
The key to solving this problem consists of two primary considerations -
• Exploitation of the structure of power flow equations and associated

sensitivities, and
• Creative hypothesis testing.
In essence, an extra amount of intelligence is required to make the bad data

identification step workable. This is achieved in two basic steps: pre- and
post-estimation analysis.
Pre-Estimation Analysis
Before a given snapshot measurement vector z of the system is processed
in the WLS algorithm, its components can undergo a series of so-called
consistency tests with the following objectives:
• Detection of obviously bad measurements
• Detection of obviously bad network topology
• Classification of data as (a) valid, (b) suspect, and (c) raw
• Tuning of the measurement variance values.
In what follows, we proceed to discuss these topics in some detail.
Detection of Obviously Bad Measurements

In this preliminary phase measurements whose values are outside reasonable
limits are automatically discarded. For example, line flow limits can be set
at twice the theoretical capacity of the line. Power factors, voltage levels,
and so .on can be safely limited. In most cases, almost all of the bad data
will be in this category and can be quickly discarded.
Detection of Obviously Bad Network Topology

Normally, a special network configurator program constructs the system net-
work on the basis of breaker status information. Open lines are not repre-
sented in the model forwarded to the state estimator, i.e., all lines that are
in the model used by the estimator should be closed (energized). However,
cases may occur where a breaker is closed but has an open disconnect switch.
H the disconnect switch status is not reported· then the line is mistakenly
assumed to be energized. One way to check for this anomaly is to see if the
power flow on the line is zero on both ends. H that is the case then the line
is, most probably, open. Other cases of bad topology may be detected from
the incoming data and are usually peculiar to the system being analyzed.
Classification of Raw Data

Because of the structure of load flow equations one can conduct a consider-
able number of hypothesis consistency tests to verify the validity of most of
the data and tune the values of the variances various measurements. Typical
examples of these tests are:
(a) Line flow measured at both ends - For real flows, the magnitudes of
flows from both ends differ only by the amount of line losses. These
losses can be estimated as follows -
TLou = + Tji
Tij
= g'' '(V}
3'
+ V~3 - 2V;Y,
' 3
c08(6·' - 6·))
3
::::: ~29ij(Tij/bij)2. (8.62)
As a result, one concludes that -
(8.63)
where eij is an error whose variance is approximately the sum of the

variances of the two line flow measuremnts under consideration. IT the
ratio
then the two measurements under consideration are cOn8istent with

one another. This ascertains that the combined errors of both mea-
surements are within the 30' limit. This statement is true with a prob-
ability of ::::: 97%.
(b) Real and reactive line flows measured at both ends, together with a
voltage measurement at one end - With this information, one can
compute the real and reactive. power flows at the opposite end and
compare computed with measured values of same quantities. This will
easily validate (or invalidates) the consistency of the measurements
under consideration.
(c) Bus injection and line flows measured at same and/or opposite bus
ends - Since an injection measurement is equal to the sum of cor-
responding line flow measurement, this again 'can establish a quick
consistency check.
(d) Local estimators - Conceivably one may divide the overall network
into a set of small observable networks. State estimates for these small
networks can be computed very quickly to check for potential locations
of bad data.
( e) Pseudo-measurements - In the power system, there are many trans-

mission busses that are neither connected to loads via the subtrans-
mission system nor to generators. By definition, the net power in-
jection at those busses is zero and need not be measured. These
zero injections are exact. They can be used in the state estimator
as pseudo-measurements with very small variances. Alternatively, one
can reformulate an optimization problem to minimize the weighted
least squares error subject to the equality constraints imposed by the
pseudo-measurements. In either case, the pseudo-measurements are
automatically valid measurements that are very useful.
Now we are in a position to discuss the overall process of pre-estimation

analysis. Denote by Si the set of measurements used in a particular con-
sistency test of the types discussed above. Let 0';
and el be the respective
overall variance and squared error associated with the test. Let a2 be a
consistency threshold (e.g., 32 = 9.0) such that if-
then the set of measurements in Si is inconsistent. Otherwise it is consistent.

In case the measurements are consistent they are declared as valid. If the
test indicates inconsistency, only those measurements in Si that have not
been previously validated will be declared as suspect. IT, by this process Si
contains strictly one suspected measurement then that measurement is bad
and is deleted from the measurement vector.
In Figure 8.5 we show the overall block diagram. for pre-estimation anal-
ysis. At the end of the analysis effort every measurement will be either raw,
valid, suspect, or bad. Only bad measurements are discarded. The variances
of valid measurements are slightly modified to. reflect information. derived
from consistency analysis. Raw measurements are those for which a con-
sistency test cannot be:Q18.de, i.e., they do not belong to any set Si. This
is usually the case for non-redundant portions of the measurement system.
Finally, suspected measurements will contain the desired set of yet unde-
termined bad data. The final decision on the suspected measurements is
performed in the post-estimation analysis process.
Post-Estimation Analysis
In post-estimation analysis one looks at the results of state and parameter
estimation and tries to establish hypotheses for the most probable causes of
INITIALIZE STATUS OF ALL MEASUREMENTS,

Psuedo-measurements: VALID; Others: RAW
DECLARE STATUS OF
YES
ALL ELEMENTS OF Si
AS VALID. COMPUTE
ADJUSTED VARIANCES
DECLARE STATUS OF
ALL NON-VALIDATED
ELEMENTS OF Si
AS SUSPECT
NO . . ?
Z = Zma:r'
YES
RESET VARIANCES OF
VALID MEASUREMENTS
Figure 8.5: Flow Chart for Pre-Estimation Analysis

poor performance, if any. This is based on the analysis of the normalized

meanrement re.iduaU defined as -
.
,
ri = Zi - ~(i,p)
Pi
, ,= 1, ... , m, (8.64)
where
p! = var(Zi - ~(i,p)).
Obviously p~ is the i-th diagonal term of the covariance matrix S defined
earlier.
On the average Ir'il = 1.0. Statistically, Ir~1 can vary from zero to three
with a high probability. This is true only when all data are within their
specified statistical accuracies. If bad data are in the measurements and/or
parameters then some of the normalized residual terms will be large in mag-
nitude. In many situations, the measurement with the largest normalized
residual is a bad measurement. However, this is not a mathematically proven
fact. What is proven is that if measurement Zi is bad and if it is a redundant
measurement then its normalized residual will be large.
In practice the matrix S may be time-consuming to compute. Without
much loss in information the re.iduaU defined as -
zi-~(i,p) .
'i= ,t=1, ... ,m (8.65)
C1'i
are analyzed instead of the normalized residuals defined above. Usually

,~ $ 1.0, on the average. However, a bad measurement which is redundant
will still have large residual.
In the absence of parameter errors and pre-estimation analysis, all mea-
surements are classified as raw with a small probability that some of them
are bad. By analyzing the residuals one can start the hypothesis testing pro-
cess by throwing the measurement with the largest residual and performing
the estimation process again. If that fails to yield acceptable estimates, the
thrown measurement is put back and the measurement with largest residual
in the new estimate is removed. This process is repeated until a satisfactory
answer is obtained. This process is illustrated in Figure 8.6. Obviously,
a successful identification of the bad data will occur only if a single bad
measurement is present. For two or more bad measurements this process
may fail. In this case one can repeat the above process by throwing two or
more measurements with large residuals at a time and so on. However, in
this case, computational times will start to become quite unacceptable in
duration.
In the presence of noisy parameter values the above bad data detec-
tion process will be even less attractive because noisy parameters will, by
themselves, cause large measurement residuals. Because of this and other
reasons, we rely strongly on pre-estimation bad data analysis. In this case
bad measurement data are assumed to reside, with high probability, among
the suspected measurements. Normally, suspected measurements in a set 5i
are highly correlated to one another with minimal or no sensitivity to para-
meter errors. As a result one can implement the algorithm whose flow chart
is shown in Figure 8.7. In this algorithm, following state and parameter es-
timation, the largest unacceptable residual among suspected measurements
in every consistency set 5i points to a bad measurement. Small and accept-
able residuals of previously suspected measurements cause the corresponding
measurements to be declared as valid. This process is iterated several times
until system performance falls within acceptable limits.
Robust State and Parameter Estimation
For the sake of completeness we consider in this section an approach to state

(and possibly parameter) estimation where the effects of bad data are au-
tomatically compensated for. The underlying concept has to do with the
smearing property of weighted least squares estimation. In WLS, if a mea-
surement is bad, the tendency is to spread the effect of the bad measurement
residual over the rest of the sy~tem. In order to develop this concept one
can write-
J = (z - h(x))TR-l(Z - h(x))
= f
i=1
((Zi - ~i(i))2
{7,
m
= ~)ri)2
i=1
(8.66)
Suppose that Zj, for some j, is bad, then its real error variance is much larger
than the assumed variance {7j. As the WLS algorithm tries to minimize J,
t will do that by attempting to make the terms Ji as equal to one another
is possible.
State
Estimation
,...-------+-1 Z, r
Compute
Irdm=
Remove Measurement with

Largest Residual iril
State
Estimation
Put Back Removed Measurement.

Set Its Residual to Zero
Figure 8.6: Hypothesis Te~ting for the Identification of a Single Bad Data
Point
Enter Raw Measurements
State and Parameter

Estimation
NO
Discard Suspected Measurements

with Largest Unacceptable Residual
in Every Set Si
Declare as Valid Those

Suspected Measurements
with Small Residuals
Figure 8.7: Overall Flow Chart for On-Line State and Parameter Estimation,
and Bad Data Analysis
320 CHAPTER 8. ON· LINE STATE ESTIMATION
Example 8.8
(a) Consider the estimation problem of a single state variable with the fol·
lowing three measurements -
ZI = 1.0 = Z + VI
Z2 = 10.0 = 10z + V2
Z3 = -100 = 5z +V3
var(Vi) = .01, i = 1,2,3.
The true value of z is known to be 1.0. Determine the WLS estimate

of z.
(b) Repeat part (a) assuming that the recorded measurements are:
ZI .= 1,z2 = 100,
.
Z3 = 5.
Solution
(a) The WLS estimate of the scalar state variable z is given by -
i = (HTR-IHrlHTR-l.
; .01 [[1 10 5) [ ~]r (10)[1 10 5) L*ol

= -3.16
As a result one concludes that the residual vector is -
r = [ 41.6]
416 .
-842
It is clear that all the residuals are much greater than 1.0 in magni-
tude. However 1'3, being the largest residual, corresponds to the bad
measurement, which is true in this case.
(b) In this case the residual vector is given by -

-79.36]
r =[ 106.4 .
-396.8
The error is again smeared but with the largest residual belonging to
a good measurement.
18
15
12
-5 -4 -3 -2 2 3 t 5 r(
Figure 8.8: Ji as a Function of ri with a =3

In the so-called robust estimation, the functions Ji are quadratic in the
neighborhood of the origin and flat as the residuals ri become large. An
example of this is the following Ji -
(8.67)
where a is a variable parameter. In this formulation as ri bcomes large Ji

grows as IriI1/2. This means that large residuals will not strongly influence
the estimation process. With the above form of Ji one requires that i:
minimizes J such that
i=l
The optimality conditions are stated as -
(8.68)
where
(8.69)
From this one can easily conclude that if Iril > a then the effective standard
deviation for the i-th measurement is -
I
(7i
Ir i1
=(7i-
3/ 2
, (8.70)
a
i.e., bad measurements will effectivley have large standard deviations of
er r or.
The information matrix associated with the above problem is given by -
(8.71)
where -
!r~ (~)T , Iril ~ a

F ( ) { 8x x (8.72)
;r (..1L)3/2
fT·
i x = ; ~ (~)T
. Il'il 8x 8x ,Iril > a.
The resulting iterative algorithm is given by -
i lc+1 = i lc + F- 1(ilc )g(ilc ). (8.73)
Example 8.9
Solve the problem of Example 8.8(b) by means of robust estimation with
a = 3.0.
Solution
Assuming that iO = 1.0, one obtains -
hence -
g(iO) = H32]
Fl(iO) = 100
F2(iO) = 225
F3(iO) = 2500.
8.5. MEASUREMENT SYSTEM SELECTION 323
The first iteration for the state estimate will yield -
ZI = 1 + (FI + F2 + F3tI x (17.32)

1.0066.
Obviously, additional iterations will not change this value, which is very
close to the true value of z = 1.0.
In the context of pre- and post-estimation analysis, robust estimation
can be made- quite effective. Basically all validated measurements will have
a Ji function which is quadratic. Only suspected and raw measurements will
have Ji functions of the above type. By extending this concept to parameter
estimation, one can identify large parameter errors as well. In Fig. 8.9,
we show a simplified flow chart for performing robust state and parameter
estimation with pre-estimation bad data analysis.
8.5 Measurement System Selection

We have observed so far that redundancy in the measurement system is very
important for several reasons. The first reason is the ability to detect and
identify bad data. The second is the ability to correct for parameter inaccu-
racies. A third reason is the requirement of accurate state and, consequently,
output variable estimates. It was also pointed out that status measurement
errors can be very serious in their effect on estimator outputs. In this section,
we point to a set of guidelines for the selection of a measurement system.
The issues involved are -
• Network configuration determination
• Redundancy for reliability
• Redundancy for parameter estimation
• Redundancy for overall accuracy.
These are discussed in the sequel.
Network Configuration
Network configuration can be established by monitoring the various breaker
status quantities at every main-grid substation. Because of protective relay-
ing requirements, and various bus arrangements at a substation, the network
Set Ji Functions for Raw/Suspected

Measurements and Suspected Parameters
as Non-Quadratic
Perform Robust State

and Parameter Estimation
Figure 8.9: Flow Chart for Robust State and Parameter Estimation with
configuration program can be quite complicated. One serious possibility here

is to configure the one-line diagram status at a substation by means of a
substation minicomputer or microprocessor system. This can eliminate the
need for telemetering all status quantities continuously to the control cen-
ter. However, the need for supervisory control will dictate telemeterins all
substation status quantities, at least whenever a switching operation takes
place.
Redundancy for Reliability

Since every main-grid substation will be monitored by SCADA (supervisory
control and data acquisition) system, the next decision to be made is that
8.5. MEASUREMENT SYSTEM SELECTION 325
of which power flow, current, and voltage quantity need to be monitored

and telemetered. From a reliability point of view one would conjecture that
by measuring every relevant quantity a maximum level of redundancy (and
hence reliability) is attained. However, this can be quite costly. Hence, the
reliability objective is translated into telemetering enough measurements to
achieve -
(a) Ability to perform state estimation for the entire system in case of a set
of possible contengencies involving loss of measurement information
(b) Ability to perform bad data identification in the presence of normal

parameter errors.
It is believed that both of the above objectives are reasonably met with the
following design rule: every power flow and injection measurement should be-
long to an elementary set Si for consistency analysis. This rule will ensure
a minimal level of local redundancy where pre-estimation bad data analysis
can be conducted. In Figure 8.10 we show a measurement system where a
consistency test is possible for every measurement except voltage measure-
ments. Furthermore the loss of any MW IMVAR measurement pair will still
yield a totally observable system. Because of the flexibility of the above rule
many alternative reliable schemes are possible. Consequently, cost consid-
erations can be invoked to yield a reasonable measurement system from the
cost point of view.
Redundancy for Parameter Estimation

Requirements for parameter estimation dictate that all parameters be identi-
fiable by the measurement system. (If the accuracy of parameters of certain
lines or transformers is acceptable, then these parameters need not be es-
timated.) This requirement implies that all lines be measured directly or
indirectly (via injection measurements). Furthermore, one would require
that
m> n+l
where I is the number of parameters; and that the parameters are identi-
fiable. Chances for identifiability of the parameters are improved if several
mapshots of the system are used as was shown earlier. These mapshots
should be taken at widely varying operating conditions.
Looking back at the example in Figure 8.10 'le note that line 3 - 4 is
not measusred. Hence its parameters are not identifiable. In Fig. 8.10 this
o
CD •• ® •
o
® ® •
X KV Measured
o MW Injection Measured
• MVAR Injection Measured
o MW Flow Measured
• MVAR Flow Measured
Figure 8.10: A Measurement System Satisfying Measurement Reliability

Rules
situation is rectified by adding more measurements. Assuming that only one

parameter per line is to be estimated, then we obtain for the system shown
in Fig. 8.10 the following data: m = 22, n = 9, I = 5. This implies that
m = 22 > I + n = 14.
Redundancy for Overall Accuracy

From the design point of view on~ would like to specify location and accuracy
of various measuring instruments in order to guarantee a certain level of
accuracy for the output varia,bles. One way of acnieving this is to simulate a
system using a reasonable measurement system based on the reliability and
parameter estimation requirements discussed above. Various levels of meter
accuracy CnD. be simulated in this fashion. The results can then be analyzed
as to their value for system operation.
The alternative is to specify, for various output quantities, a desired
level of accuracy and then design the least-cost system which will achieve
this objective. In this section we shall outline an optimization approach to
this problem. Admittedly, however, further study and research are required
in this area.
B.5. MEASUREMENT SYSTEM SELECTION 327
o
CD • ~ ® ••
o
® •
X KV Measured
o MW Injection Measured
• MVAR Injection Measured
o MW Flow Measured
• MVAR Flow Measured
Figure 8.11: Measurement System Satisfying Reliability and Parameter Es-

timation Rules
Define the output vector y to be the vector of desired outputs. Nor-

mally, this consists of all real and reactive power flow quantities, bus voltage
magnitudes, and bus injections. We can express y as -
y = g(x)j dim(y) = q. (8.74)
We initially postulate a maximal measurement system consisting of all pos-
sible line flow, injection, and voltage magnitude measurements. For such a
system define -
1
Wi = 2'
(7.,
(8.75)
We postulate that the cost of a measurement Zi is proportional to Wi, i.e.,

cost increases linearly with accura.cy. Hence, the cost function associated
with measurement system selection is given by -
m
C= LCiWi, Wi> O. (8.76)

i=l
The covariance matrix of the vector y is given by -

L = cov(y)
(8.77)
where
8h
H = 8xll
8g
G = 8xll
W = [~' :]
Wm
.
The variance ofYj, j = 1, ... ,q is given by-
var(Yj) = Ljj.
In the design process we can require the Ljj to be less than a given value Ej.
The optimization problem can now be stated as follows:
Select Wi, i = 1, ... , m such that the measurement system cost -
is minimized; subject to the output accuracy requirements -
This is a nonlinear optimization problem which can be solved by the same

general techniques used in ihe optimal power flow problem. The solution will
indicate the level of accuracy required for each possible measurement in the
system. Proceeding from this solution one can identify those measurements
whose accuracy is not required to be high. These can be deleted from the
measurement system without any appreciable loss in accuracy.
8.6' Conclusion
On-line state estimation in an energy control center processes incoming raw
data and generates a statistically reliable solution ot the load flow problem.
It uses measurement system redundancy to detect and identify so-called bad
data. The redundancy also helps in smoothing out normal measurement

errors to produce accurate estimates of bus voltages and angles, as well as,
line flows and unmeasured loads.
It is demonstrated that network modeling errors can degrade the quality
of state estimator outputs. A parameter estimator, which is an extension of
the state estimator, can be used to provide better estimates of transmission
line and transformer admittances. The state/parameter estimator combina-
tion may be used in conjunction with a robust bad data detection scheme to
identify both, bad measurements and network configuration errors.
Once the tools of state/parameter estimation and bad data identification
have been developed, one can simulate the effectiveness of various measure-
ment system configurations. The objective here involves studying tradeoffs
among the goals of: increased reliability in bad data detection; improved
ability to detect and correct model errors; improved accuracy of voltage and
power flow estimates; and reduced measurement system cost.

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[8-11] F. Zhuang and R. Balasumramanian, "Bad Data Suppression in
Power State Estimation with a Variable Quadratic-Constant Crite-
rion," IEEE Transactions on Power Apparatus and Systems, Vol. PAS-
94, No.4, April, 1985.
[8-12] K.J. AstroID, Introduction to Stochastic Control Theory, Academic
Press, New York 1970
j
8.8 Problems
1. For the following set of equations -
Z1 2.1 = :1:1 +:1:2 + V1
Z2 3 = 2:1:1 +:1:2 + V2
Z3 = 4.8 = 4:1:1 +:1:2 + V3
Z4 = 7.1 = 2:1:1 + 5:1:2 + V4
assume that E[viJ = 0, i = 1, ... ,4, and
oo
o . 1
.01
B.B. PROBLEMS 331
(a) Find the best estimates il and i 2.

(b) What is the covariance matrix of
x -
A _ [it]
_
Z2
.
Denote that by P. Prove your results.

(c) Suppose that a new measurement -
is made, with E[V6J = 0 and var[v6J = .04. Show that the best es-
timate of the state using this extra measurement can be expressed
as a function of the old estimate of the state obtained inpart (a),
the covariance P obtained in part (b), Z6, the vector
and var[v6J = .04]. Evaluate the new state estimate. (Hint: you
may employ the matrix inversion lemma).
2. Given-
z=Hx+v.
su.ch that the cov[ v J = R. Let P be the covariance matrix of:i:. For a
new scalar measurement -
z' = hT X + v',
where E[( v')2] = p2, show that the best estimate of the state vector
including the new measuremnt is given by:
-,. Ph [' hT -]
x = x + p2 + hTph z - x.
(Hint: This is a generalization of the first problem where you may use
the matrix inversion lemma).
CD ®
-j10
3. For the 3-bus system shown in Fig. 8.12 the following measurements
from a snapshot are obtained -
Z1 V1 = 1.01
Z2 = V2 = 1.0
Z3 = V3 = 1.0
Z4 = T12 = 1.0
Z6 = T 13 = 1.98
Z6 = P1 = 2.99
Z7 = T21 = -.99
Z8 T 23 = 1.0
Zs = P2 = 0.5
Z10 = T31 = -1.2
Z11 = T32 = -1.01
Z12 = P3 = -2.0,
where Pi denotes the re~ power injection at bus i, and Tij the real
flow from bus i to bus j. It is known that in the absence of bad data
the variance of any measurement in the above set is 0'1 = 10- 4 •
(a) Identify the bad measurement by means of pre-estimation analysis.
(b) With the bad measurement eliminated compute the first iteration
of the weighted least squares estimate using the initial guess of
1.0 p.u voltage magnitudes and zero phase angles.
·4. The measurement vector z is related to the state vector x by -

z=Hx+v,
8.8. PROBLEMS 333
where: dim[z] = m, dim[x] = n < m, Rank[H] = n, E[v] = 0, and

cov[v] = R.
(a) Let i be the best estimate of the state vector in the weighted least
squares sense. Determine the covariance matrix of the vector -
y = Fi,
where F is an r Xn constant matrix. Call this covariance matrix

Q.
(b) Let F = H, i.e.,
y=Hi.
Determine the trace of the matrix QR -1.
5. For the set of measurements and associated equations -
Z2 = -1 = -Z1 + Z2 + V2
Z3 = 0 = -Z1 + 2Z2 + V3
assume the the error covariance matrix is given by -
(a) Determine the best estimate -
(b) What is the covariance matrix of x?

(e) Assume now that measurement Z3 is exact, i;e., 0'3 = o. This
implies that -
R
1 02 0]0 .
= 10- 2 [0
000
Can you determine i with this information? How?
334 CHAPTER 8. .ON-LINE STATE ESTIMATION
y = -j10
6. For the network in Figure 8.13 assume that all real and reactive power
flows, real and reactive net injections, and all voltage magnitudes are
measured. Let the standard deviation of all measurement errors be
O'i = 10- 4 • Determine the information matrix
at the initial jlatstart guess.

Chapter 9
SHORT-TERM LOAD
FORECASTING
9.1 Perspective
Some of the decision and control functions discussed in this book require
knowledge of future load behavior. In unit commitment, for example, hourly
system loads for the next 24-72 hours are required. Some unit commitment
programs even require knowledge of future loads for the next week, i.e.,
168 hours. At the other extreme, although present forms of AGC do not
utilize any forms of forecasting, some convincing research has shown that
knowledge of load trends in the next few minutes can· help in designing
better AGC control strategies. In security assessment, future knowledge of
all bus loads for the next 1-24 hours can be used to check for those periods
of potential system vulnerability and to plan maintenance outages for lines,
transformers, and generators. Table 9.1 provides a summary of existing and
potential uses of short-term load forecasting.
9.2 Load Models

In order to forecast the load for the short periods described,one normally
neglects the long-term trends in load growth (or decline) which occur over
months and years into the future. In general, short-term load behavior is
influenced by typical factors such as -
(a) Hour of the day, on a specific day of the week
335
336 CHAPTER 9. SHORT- TERM LOAD FORECASTING
(b) Weather influences due to changes in temperature, prevailing winds,

humidity, and cloud cover,
( c) Utility hour-of-the-day pricing strategies,
( d) Special events like strikes, special TV programs, or a major political
convention,
( e) Random unknown factors.
In modeling the load, one relates MW power consumption for each one
of these factors to measurable variables associated with that factor. Past
historical analaysis of the data will help in estimating the parameters of the
corresponding model. These models, together with the most recent informa-
tion, are used in the forecasting process. !Total real load (for the system, or
a specific load bus), may be expressed as -
PL(t) = B(t) +W(t) + S(t) + v(t) (9.1)
where
PL(t) = total load at time t

W(t) = weather-sensitive load component at time t
B (t) = base (normal) load at time t
S(t) = load increment due to special events
v(t) = random load component.
The time t is measured periodially, e.g., every hour, minute, 10 minutes,

and so on, depending on the type of application considered. Defining At to
be the specified time increment, then the index k is used to specify the k-th
sample of information as follows:
tie = to + kAt, k = 1,2, ... , (9.2)
where to is the specified initial time. For all subsequent discussions t will be
replaced by tie, or simply k, i.e.,
PL(k) = B(k) + W(k) + S(k) + v(k). (9.3)
This decomposition of the load into separate components is useless in the
absence of an overall modeling process based on data collected. The critical
modeling step is referred to as model identification. Forecasting is performed
during the process of load prediction using the identified model.
9.2. LOAD MODELS 337
Table 9.1: Sununary of Short-Term Forecasting Uses for Typical Decision

and Control Functions
FUNCTION EXISTING AND POTENTIAL USES
AGC No existing uses. Potentially knowledge

of load trends in the next few mi.nutes
will permit the use of feed-forward or
tracking controls which take into
account rate of generation increase
limits.
Optimal No existing uses. Bus load forecasts

Power for the next 10-60 minutes, can be used
Flow with OPF to provide key inputs to AGC
functions.
Security Bus load forecasts for next 1/2 hour, up

Assessment to 24 hours, will facilitate in
predicting trouble periods and in outage
maintenance scheduling.
Unit Commit- Existing practice requires knowledge of

ment, HTC hours system (and possibly bus) loads
for next 72-168 hours.
Load/Energy A 24-72 hour forecast coupled to a good

Management load model will help in controlling
load peaks and valleys and in spot
pricing strategies.
Winte;
Q
<:
:3 Base Load Summer
I 1's:
TEMPERATURE of
Figure 9.1: Typical First-Order Weather Model for Winter and Summer
Loads
9.3 Model Identification

Weather-Sensitive Models
In a typical weather-sensitive modeling study, one is interested in deter-
mining the dependence of load variations on weather changes. The most
pronounced dependence is that on average temperature in the area under
study. More refined studies may isolate sensitivities to humidity, solar radi-
ation, and wind speed. Figure 9.1 illustrates a simple first-order temperature
sensitive model. In that figure one is interested in the slopes of the summer
and winter lines. For example, for the summer line one writes -
PL(k) = B(k) +A.(O(k) - T.) + v(k) (9.4)

where T. is a lower temperature limit for air-conditioning, and O(k) is the
average termperature at time k. If one makes the measurements at periods
when the base load is approximately constant and where there are no special
events, (e.g., obtain all measurements at 3 P.M. every week day for a period
of four weeks), then one can express the above relation as-
PL{k) = B + A.aO(k) + v(k) (9.5)
where ao( k) = O( k) - T., for summer loads and aO( k) = Tw - O( k) for

winter loads. Note that k refers here to a measurement sample rather than
a specific time.
9.3. MODEL IDENTIFICATION 339
Example 9.1
Loads PL( k) and temperatures 9( k) are provided in a weather sensitivity
load study in Table 9.2. Assuming that T, = 75°F and that 17(k) are zero
mean uncorrelated errors with constant variances 0'2, determine the best
estimates of B and A, as per the model expressed in Equation 9.4.
Solution
Defining
then Equation 9.4 can be expressed in vector form. as -
PL=Hx+v.
Using the techniques· of weighted leut .quare. (WLS) estimation, the best
estimate of x is given by -
since all variances of 17( k) are the same. As a result, we conclude -
. _ [995.546]
x- 50.276 .
Hence, B = 995.546 MW and-A, = 50.276 MW rF.

340 CHAPTER 9. SHORT-TERM LOAD FORECASTING
Table 9.2: Data for Example 9.1
k PL(k) O(k)
MW of
1 1101 77
2 1245 80
3 2010 95
4 1780 90
5 1880 93
6 1794 91
7 1339 82
8 1239 80
9 2147 98
10 1200 79
In some cases, a more elaborate weather-sensitive model is required. Two

important factors may be accounted for: time lag and saturation effects. In
a time lag model the weather-sensitive part of the load may be expressed
as-
W(k) = Ao~O(k) + Al~O(k - 1)

+... + Am~O( k - m) (9.6)
where m is an integer to be determined from actual data. The time lag is due
to the fact that buildings have thermal mass, resulting in a lagged response
of air-conditioning (or heating) equipment to temperature variations.
Saturation effects develop at extreme weather conditions like a heat wave
when almost all of installed air-conditioning equipment will be operating
continuously. A simple saturation model can be expressed as -
W(k) = min{Wo(k), W} (9.7)
where
Wo(k) -' Ao~O(k) + Al~O(k - 1)

+... + Am~O(k - m), (9.8)
and W is the saturation limit. In this case one has to identify W in addition
to the other parameters.
Example 9.2
In a weather sensitivity modeling study, data for 10 consecutive hours were
collected in which the weather-sensitive component was extracted to be as
shown in Table 9.3. Assuming the presence of a first-order lag (m=1) and
saturation effects, compute the best estimates of the coefficient A o , All and
W.
Solution
A cursory look at the data indicates that data points for k = 7, ... ,11,
correspond to saturation since temperature fluctuations near the peak are
not changing the demand very much. As a result, W is computed as follows:
11
W ~ LW(k)
1c=7
660MW
The remaining five data points for k = 2, ... ,6 are now used for estimating
Ao and A l • The governing vector equation is given by-
120 5 3 v(2)
179 8 5 v(3)
283 12 8 v(4)
410 18 12 v(5)
518 22 18 v(6)
The best estimates of Ao and Al are obtained by the WLS approach yield-
ing-
Ao 20.79
Al = 3.36.
Other weather effects can be accounted for either directly or indirectly. The
direct approach will require extra terms associated with average wind speed,
humidity, and solar radiation. In the indirect approach, the temperature
variable O{ k) is modified to account for those factors. As a result, O( k)
becomes an equivalent temperature to be used in the weather model.
Table 9.3: Data for Example 9.2
k W(k) ~O(k)
MW of
1 - 3
2 120 5
3 179 8
4 283 12
5 410 18
6 518 22
7 663 28
8 655 30
9 655 35
10 667 32
11 660 30
Base Load Models
Given the historical record for the past month or so if one can subtract
tl e weather-sensitive component from the total load ~d smooth out load
. excursions due to special events, the remaining component is the base load.
In the absence of a super load model that can account for everything, the
most convenient way to deal with the base load is to treat it as a stochastic
time series. By so doing, one can make use of well-established techniques
like those found in Reference [9-1].
As an illustrative step, let B( k) be the average of B( k) over the set of
sample points provided (e.g., k may correspond to 3-4 P.M. every Tuesday
for the past 4 weeks). Defining y(k) to be
y(k) = B(k) - B(k) (9.9)
one obtains a time series for y(k) that can now be modeled. The imme-
diate discussion will focus on three closely related time series models: the
autoregressive, moving average, and autoregressive moving average models.
Autoregressive Model
The simplest time series model for y( k) is of the form:
y(k) = aly(k - 1) + a2y(k - 2) + ...
+any(k - n) + w(k) (9.10)
where ai, i = 1, ... , n are unknown coefficients and w( k) is a random distur-
bance associated with the base load model. This type of model is referred to
as the autoregressive model of order n (AR(n)). The key assumption of the
model is that the present load increment y( k ) is a linear combination of past
load increments corrupted by a random disturbance w( k). If w( k) behaves
like white Gaussian noise with zero mean and constant var. '\Ilce (12, then
the above process is stationary. A simple stationarity test can be employed
against the time series y( k), k = 1, ... ,N, by showing that:
(a) The shifted mean:
1 i+T
fh = T L y(k) (9.11)
lc=i+l
(b) And the shifted variance:

1 i+T
(1i =T L (y(k) - y(k»2 (9.12)
lc=i+l
for i = 0,1,2, ... are independent of i. Another test is to. show that the
autocovariance:
1i = cov[y(k),y(k + i)]
= E[(y(k) - y)(y(k + i) - y)] (9.13)
is independent of k ~d dependent only on the value of i.
If the time series y( k), k = 1, ... , N, proves to be stationary and is of
the autoregressive type, then there are simple means for obtaining the best
estimates of all ••• ,an, and (12. However, if the series is nonstationary, then
appropriate techniques to be discussed later can be employed to convert it
to a stationary one.
Example 9.3
Assuming that the order n of an AR model is known, show that WLS esti-
mation can be used to estimate the coefficiEnts al,' .. , an'
Solution
The AR model expressed in Equation 9.4 can be expressed in vector form
as follows-
y( n +
y(n~2)
1)] = [Y( n)
y(n~1)
y(n - 1)
y(n) y(1)
y(2) ] [all
a2 w(n +1)]
[w(n 2)
··· .. +
. . .
..
y(N) y(N - 1) y(N - 2) y(N - n) an w(N)
This can be re-expressed in the form -
y=Ha+w.
Obviously, the best estimate of a is given by -
a = (HTHtlHTy.
An important feature of the AR model is that it can be represented by
means of a state space model. This is illustrated in the following example.
Example 9.4
For the AR process -
y(k) = aly(k - 1) + a2y(k - 2) + asy(k - 3) + w(k),

show that a discrete linear state space model can be developed.
So.lution
The above AR process corresponds to a third-order difference equation.
Hence, the following state variables can be defined:
zl(k) = y(k - 2)
z2(k) = y(k -1)
zs(k) = y(k).
With these definitions one writes -
zl(k + 1) = z2(k)
z2(k + 1) = zs(k)
zs(k + 1) = alzs(k) + a2z2(k) + aszl(k) + w(k),
which yields -
= [~ ~
a3 a2
z3(k).
The state space model may be convenient in some applications where the
estimation of the unknown parameters is possihle by means of an eztended
Kalman filter or the mazimum likelihood method. (See References [9-7] and
[9-8]. )
Moving Average Model

An alternative to the AR model is the so-called moving average (MA) model.
In such a model the load increment y(k) is assumed to depend on a linear
combination of present and past random disturbances, i.e.,
y(k) = w(k) + b1w(k) - 1) + ... + bmw(k - m). (9.14)
In Reference [9-1] it is shown that, under the proper assumptions, a moving
average model can be c.onverted into an infinite AR model.
Example 9.5
For the MA model -
y(k) = w(k) - .5w(k - i),
obtain the equivalent infinite AR model.
Solution
A useful mathematical tool for solving this problem is the so-called backward
shift operator B, which is defined as -
Bz(k) = z(k - 1). (9.15)
Based on that one defines B n to be Bnz(k) = z(k - n). With that informa-
tion, one writes -
y(k) = w(k) - O.5w(k - 1)
= w(k) - O.5Bw(k)
= (1 - O.5B)w(k).
Consequently,
(1- .5Bt1 y(k) = w(k),
where
(1 - .5Bt 1 = 1 + .5B + (.5B)2 + (.5B)3 + ...

00
= ~).5B)i.
i=O
This implies the following infinite AR model:
y(k) =' w(k) - .5y(k - 1) - .25y(k - 2)

-(.5)n y(k - n) - ...
Autoregrellive Moving Average Model

A combination of the above two models becomes an AutoregreSBive Moving
Average Model (ARMA(n,m)), where n is the AR and m the MA orders,
respectively. The model is expressed as -
n m
y(k) = L Oiy(k - i) -+- L bjw(k - i) + w(k). (9.16)
i=l j=l
There are several methods one can employ to obtain good estimates of the
coefficients Oi, bj, i :; 1, ... , n, i = 1, ... , m, the variance q2 of w( k), and
the orders (n, m) of the process. In what follows two such methods are
explained. The reader is Jll'ged to consult Reference!! [9-1], [9-2], [9-3], and
[9-6] for different approaches. In the two methods to be discussed, both n
and m are initially fixed. In a later development, we discuss the subject of
order and variance estimation..
AR Approximation Method (Reference [9-4])

As discussed above the MA process is equivalent to an infinite AR process.
In a similar vein one can show that the ARMA process can be expressed as
an infinite AR process.
Example 9.6
Convert the following ARMA(1,1) process into an infinite AR process:
y(k) = -.7y(k - 1) + w(k) - .5w(k - 1).

Solution
By rearranging terms and using the backward shift operator B, the above
process can be written as -
(1 + .7B)y(k) = (1 - .5B)w(k),
which implies
(1- .5Br1 (1 + .7B)y(k) =w(k).
This last relation can now be expressed as -
[1 + .5B + (.5B)2 + ...](1 + .7B)y(k) =w(k).

Expanding this expression one obtains -
y(k) + 1.2y(k - 1) + .6y(k - 2) + .518y(k - 3) + ... = w(k).
For a well· behaved AR equivalent of an ARMA process, the coefficients

converge in a rather geometric fashion to zero. Hence one constructs a finite
approximation of order 1, i.e.,
/
y(1:) ~ LCiy(k - i) + w(k), (9.17)
i=1
where the Ci'S are the coefficients of the equivalent AR model. Given a
sufficiently large lone employs WLS estimation as shown above to obtain
the best estimates of c}, . . . ,C/.
With these estimates of Cl, ••• , C/, one caL. evaluate the following esti·
mates of w(k) -
/
w(k) = y(k) - LCiy(k - i). (9.18)
i=1
Having done that, the estimates w(k) are used in the original ARMA(n,m)
model as follows:
n m
y(k) ~ L 4iy(k - i) + w(k) + L bjw(k - j). (9.19)
i:l j=1
Since the w(k - j) terms in the above expression are given inputs, one uses
WLS estimation techniques to evaluate the best estimates of aj and bj, i =
1, ... ,n, j = 1, ... , m.
State Space Approach

As is well-known from linear systems theory one can construct an n-th order
state space model of an ARMA(n,m) provided that n > m.
Example 9.7
Construct an appropriate state space model for the ARMA(2,1) process:
y(k) = -2y(k -1) - 3y(k - 2) + w(k) - w(k - 1).
Solution
Define
zl(k + 1) = z2(k)
z2(k + 1) = -3Z1(k) - 2z 2(k) +w(k)
y(k) = -3Z1(k) - 3Z2(k) +w(k).
One can show that this state space representation satisfies the ARMA(2,1)
model of the example.
In general, the following state space representation is valid:
zl(k + 1) = z2(k)
z2(k +1) = zs(k)
(9.20)
anzl(k) + ... + alzn(k) + w(k)
anzl(k) + ... + alzn(k) + w{k)
+b1zn(k) + b2zn- 1(k) + ... + bmzn-m(k).
As a result, the methods of extended Kalman filtering or maximum like-

lihood identification [9-1],[9-7J, [9-8] can be used to estimate the unknoWn
parameters aI, ••. , am b1 , ••• , bm , 0'2, n, and m.
Order and Variance Estimation

Estimation of the orders n and m of th~ ARMA process requires considerable
care. The accepted wisdom of forecasting specialists is that the orders should
be as small as possible without jeopardizing the accuracy of the models.
Since this implies some kind of tradeoff, one can use a performance index
which can be minimized to obtain the optimal order of the postulated model.
Two such indices are - (See Reference [9-9])
J1 = 8 2 exp(21jN), (9.21)
and
(9.22)
where N is the number of sample points, and 1 is the number of unknown
=
coefficients (e.g., I n + m for the ARMA process), and -
1 N
82 =N ~)y(k) - Y(k)]2. (9.23)
1e=1
y( k) is the estimated value of y( k ) from the postulated model. As 1increases
8 2 will normally decrease while exp(2IjN) or Nl/N will increase. At the
minimum of J1 (or J 2 ) one attains an acceptable tradeoff between complexity
(larger I) and accuracy (smaller 8 2 ).
The variance data is attainable from the particular estimators used.
What is more critical are the estimates of variances and cross correlations
of the estimated coefficients. Chapter 8 provides the general background for
computing the statistics of state and parameter estimates for certain cases
where the WLS estimation approach is used. In the case of the state space
mode, alternative techniques are available. For more dtails on this subject,
the reader is advised to consult References [9-1], [9-7], and [9-8].
The Stationarity Assumption

The use of the AR, MA, and ARMA models is predicated upon the assump-
tion that the driving noise process is white. There are standard techniques
for the checking if a process y( k), k =
1, ... , N, is stationary. For exam-
ple y( k) should have a constant or zero mean regardless of the number of
samples chosen, its auto covariance should be a function of time differences,
etc. Should the process prove to be nonstationary then some form of data
pre-processing is needed. Box and Jenkins [9-1] has shown that factors asso-
ciated with periodic behavior, (time of day, or day of the week) may create
nonstationary behavior. As a result, they make the suggestion to construct
a new time series z( k) from y( k) such that z( k) is stationary. Examples of
such constructions are:
za(k) y(k) - y(k -1) = (1 - B)y(k)
zb(k) = y(k) - y(k - 24) = (1 - B 24 )y(k)
zc(k) = y(k) - y(k - 168) = (1 - B I68 )y(k).
Za (k) series is obtained by taking the differences of y( k ) from one hour to the
next. This will eliminate persistant trend effects that destroy stationarity.
Zb( k) series accounts for time-of-day effects, and zc( k) series for the hour of
the week. A composite of these is also possible, e.g.,
zd(k) = (1- B)(l- B24)y(k),

whereby both hourly trends and hour-of-the-day effects are eliminated. aaa
Obviously, a certain amount of experimentation is needed to identify the
proper composite series. But once one obtains a a resulting stationary series
then the earlier techniques of model identification will be very powerful. The
use of an ARMA z( k) series and its integration later OIl to a y( k) series is
called an integrated autoregressive moving average (ARIMA) process.
Model Integration
To recapitulate, historical data for the immediate past (normally, last five
weeks of hourly load and weather data) are used to identify an overall model
of the form:
PL(k) = B(k) + W(k) + S(k) +v(k). (9.24)
As a first step, unexplained loads due to special events are smoothed out
since they do n:ot represent normal load behavior. Next, the parameters
of the weather-sensitive part are identified and W(k) (or its estimate) is
subtracted from PL(k) to obtain estimates of the base load B(k). This is
then treated as an ARIMA process whose parameters are estimated using
any of a variety of available techniques. The statistics of all estimates are
also computed since they impact on the prediction step. This procedure is
summarized in Figure 9.2.
9.4 Load Prediction

Depending .:>n the type of application considered the models thus identified
can b~ used to predict both the load and its statistics. On the whole we shall
consider three types of load prediction: (a) Hourly system load forecast,
(b) One-Step ahead forecast, and (c) Hourly bus load forecasts. These are
discussed in the sequel.
9.4. LOAD PREDICTION 351
Collect Historical
Data Record of
Loads and Weather
~
Smooth Out
Special Event
Excursions
+
Identify
Parameters of
Weather-Sensitive
Model
+
Use ARIMA
Models to
Identify Base
Load Models
~
Recombine and
Validate Both
Models
Figure 9.2: Steps Involved in Model Identification for Short-Term Forecast-

ing
Hourly System Load Forecasts

Hourly system forecasts for the next 72-168 hours are needed for unit com-
mitment, hydro scheduling, short term maintenance scheduling, and produc-
tion costing. The prediction process may be 'conducted once or a few times
during the day. It consists of two steps. The first is an updating step of all
model parameters based on a fixed set of the past N hours. This produces
all the estimates of model parameters. The second is a prediction step based
on forecasted weather and special events. With the previously estimated
parameters, the weather component of the load and its variance can be com-
puted. Loads due to special events are estimated by the system operator on
the basis of his experienced judgement.
The base load component is obtained by means of the relations:
B(k + I) = B(k + I) + y(k + I) (9.25)

n m
y(k + I) = L Qiy(k + 1 - i) + L bjw(k + 1- i), (9.26)
i=1 j=1
where B (k + I) is the level of B (k + I) based on past averaging of base load

for the specified hour of the day, and y( k + I) is the best estimate of y( k +I),
1 hours from the present time k. Furthermore
.(k+I-')-{ y(k+l-i) , i~1

y t - y(k + 1- i) otherwise
and
W
• (k
+1- I.) = {w(
o
k +1 - i) , i ~ 1
~
.
otherWIse.
What these relations indicate is that y is to be replaced by its estimate

whenever one considers a future hour. Similarly, for past data estimates of
W are available, but for future data w is replaced by its mean, which is zero.
In estimating the variance of the predicted load one may use the following
approximation -
(9.27)
where 0'2 is the variance of w( k) and diare the coefficients of the equivalent
MA process associated with the basic ARMA process modeled [9-1].
9.5. CONCLUSION 353
One-Step-Ahead Forecasts
In those applications where a one-step-ahead forecast is all that is needed
(e.g., AGC, security assessment, or the optimal power flow), then a simple
ARMA (or ARlMA) model can be used. In this case PL(k) is treated in its
entirety as an ARMA (or ARIMA) process. The coefficients of the models
used are updated periodically every time a new PL (k ) is introduced such that
only the last N records are retained. In such cases the sequential updating
algorithm of [9-4] can be very useful. (See also Problem 4 below.)
Hourly Bus Load Forecasts

Bus load forecasts for the next 24 hours or so are essential for line outage
maintenance, security assessment, detailed· unit scheduling and other appli-
cations. There are two basic approaches to this application.
In the first approach, each bus is assigned a participation factor pi(k)
which is the fraction of the load served by the i-th bus at hour k. Given the
overall system load forecast one can easily compute the i-th bus load by the
relation -
PLi(k) = Pi(k)PL(k). (9.28)
In a second approach, on-line state estimator data, together with weather
data are used to develop an independent forecast for each bus using a com-
bined base load and weather-sensitive load model. The forecasts are then
adjusted to be consistent with the overall system load forecast. (See Prob-
lem 5).
9.5 Conclusion
Short-term load forecasting is required by existing and projected functions of
power system control and operation. The needed applications include AGC,
security assessment, OPF, unit commitment, hydro scheduling and others.
Discussion focussed first on modeling of the load and the identification
of model parameters. For weather-sensitive loads models, the techniques of
weighted least squares estimation can prove to be quite effective. Base loads
can be modeled as autoregressive moving average processes whose parame-
ters can be identified by a variety of methods. The identified models can be
used in predicting the load and its variances over the forecasting period.
Loads that result from special events are harder to predict. System
operator judgement is perhaps the most reliable in these cases. One cannot
rule out the future development of an expert system to perform that function.
9.6 References for Chapter ~
[9~11 G. E. P. Box and G. M. Jenkins, Time Series Analysis: Forecasting

:znd Contro~ Holden-Day, Oakland, California, 1976.
[9-2] F. D. Galiana, "Short-Term Load Forecasting," Proc. Engineering

Foundation Conference: Systems Engineering for Power, held in Hen-
niker, N. H., 1975, pp. 105-115.
[9-3] A. Keyhani and A. El-Abiad, "One-Step-AheadLoad Forecasting for

On-Line Applications," IEEE 1Nnlactionl on Power Apparaturs and
Systems, Vol. PAS-94, No.4, July/Aug., 1975, (Abstract). Full paper
in IEEE Publication C75 027-8, 1974.
[9-4] S. Vemuri, W. L. Huag, and D. J. Nelson, "On-Line Algorithms for

Forecasting Hourly Loads of an Electric Utility," IEEE 1Nnlactionl
on Power Apparatus and Systems, Vol. PAS-100, Aug., 1981.
[9-6] P. C. Gupta and K. Yamada, "Adaptive Short Term Forecasting of

Hourly Loads Using Weather Information," IEEE 7ranlactionl on
Power Apparatus and Systems, Vol. PAS-91, Sept. 1972, pp. 2085-
2094.
[9-8] E. D. Farmer and M. J. Patton, "Developing of On-Line Prediction

Technique with Results from Trials in the Southwest Region of the
CEGB," Proc. lEE Vol. 115, No. 10, October, 1968.
[9-7] R. K. Mehra, "On the Identification of Variances and Adaptive Kalman

Filtering," IEEE 1Nnlactions on Automatic Control, Vol. AC-15, pp.
175-184, April 1970.
[9-S] F. C. Schweppe, Uncertain Dynamic Systems, Prentice Hall, 1973.
[9-9] Forecast Master: Version 2.0 Users Manual, Demand Side Planning
Program., Electric Power Research Institute, Palo Alto, California, July
1986.
9.7. PROBLEMS 355
9.7 Problems
1. In large load areas temperature variations can be significant. A simple
weather-sensitive model for a two-zone load area is given by:
PL(k) =B + AIA81 (k) + A2 A92(k) + v(k),
where A91 (k) and A92 (k) correspond to temperature increments in
the two respective weather zones. Data in Table 9.4 is to be used for
estimating B, Al and A 2• You are to provide those estimates together
with an estimte of (T2, the variance of the errors v( k).
2. In a utility with two weather zones, it was established that saturation

effects did occur when A9i ~ 25D.f', i =
1,2. For a weather-sensitive
model similar to that in Problem 1 but with saturation included, de-
termine the best estimates of All A2 , WI and W 2, where Wi is tha
=
saturation demand for weather zone i, i 1,2. Data for this problem
is provided in Table 9.5.
Table 9.4: Data for Problem 1
k PL(k) A91 (k) A9 2(k)

MW OF OF
1 975 2 5
2 1000 4 5
3 1082 7 6
4 1193 12 6
5 1360 18 8
6 1486 25 7
7 1416 20 9
8 1379 18 9
9 1307 15 8
10 1232 12 8
3. In a utility with two weather zones, time lag effects are pronounced.
U sing the model expressed as -
PL(k) = B + AIA91 (k) + A2 A91 (k - 1)
+A3A92(k) + A4A92(k - 1) + v(k),
k PL(k) ~91(k) ~92(k)

MW of of
1 790 2 6
2 899 5 12
3 1031 9 20
4 1195 16 26
5 1275 22 28
6 1317
• 26 30
7 1332 30 20
8 1319 31 27
9 1316 32 25
10 1316 30 23
11 1275 28 20
12 1213 22 18
13 1152 20 16
14 1130 19 15
15 1055 15 12
and the aata provided in Table 9.6, determine the best estimates ofall
unknown coefficients including the variance 0'2 of v( k ).
4. As an extension to Example 9.3, suppose y( N + 1) is made available.
Show that the parameter vector aN +1 with the new data can be up-
dated as follows:
·N+1 •. PN ((N 1) hT)
a =a+l+hTPNhY + - a,
where
and
[
y(N)
y(N - 1) 1
h= y(N _ n +1) .
9.7. PROBLEMS 357
k PL(k) A01(k) A02(k)

MW of of
1 - 2 1
2 1015 4 1
3 1074 7 1
4 1173 10 2
5 1300 15 2
6 1463 20 6
7 1523 22 4
8 1610 22 9
9 1660 23 10
10 1662 22 10
11 1620 19 12
12 1609 17 14
13 1491 13 12
14 1396 10 11
15 1249 5 10
[Hint: See Problem 2, Chapter 8].

5. For a system with L load busses a prediction of individual bus loads
at time k is given by PLi(k). The variances of PLi(k) are estimated
to be u? The overall system load at the same time is predicted to
be PL(k) with a variance ul. Determine an improved set of estimates
for individual bus loads using the new data on overall system load
forecast assuming the error in the system forecast is uncorrelated with
individual bus load errors.
6. For the ARMA (1,1) process -
y(k) + .8y(k -1) =w(k) - .2w(k -1),
determine an equivalent moving average process of the form:
y(k) = w(k) + d1w(k - 1) + d2w(k - 2) + ...
Compute the coefficients db d2, .. . ,d6 •
7. For the AR process -

1 1
y(k) + 2y(k -1) + iy(k -- 2) = w(k)
where var[w(k)] = 0'2, determine the variance of y(k).
Index
AC load low contingency analysis, 103 Backword

Adjoint dynamic programming, 258
equations, 120 shift operator, 345
networks, 107, 108 substitution, 60
Admittance matrix, 18 Bad-data detection, 16, 285
Advanced communication systems, 8 Base
Analog-to-digital conversion, 287 frequency, 211
Angular load,336
frequency, 204 load models, 342
speed,204 units, 227
AR approximation method, 346 Basic load low (BLF), 156
Area control error (ACE), 228 Best estimate, 289
Area frequency response characteristic Bias coefficient, 228
(AFRC), 22~ Biased estimates, 303
ARMA,346 Boundary
Augmented matrix, 60 system (busses), 123, 135
Automatic generation control (AGC), 4, 93, -bus compensation method, 138
203 Bus load forecasts, 353
Autoregressive
model,343 C
moving average model, 346
Available capacity, 240 Capacitive
Average admittance, 26
cost rate, 263 susceptance, 25
incremental cost, 263 Centralised control strategy, 230
359
360 INDEX
Chi-square distribution, 301 of thermal loss, 246

Classical AGC, 226 Covariance matrix, 211, 288
Classification of raw data, 312 Co-generation, 7
Coherency, 235 Cross-over mechanisms, 214
Cohn, Nathan, 4 Current magnitudes, 31
Cold reserve, 246 Curse of dimensionality, 262
Committed capacity, 240 Cut-in frequency, 212
Communication
errors, 284 D
/control interfaces, 14
Complex Damping coefficient, 205
admittance, 17 DC- load flow, 96
Decentralized cOJ:ltrol, 203, 230
iDjected power, 29, 126
DecisiOll and control (D&: C), 12, 15
Computer technological developments 8
Decoupled
Consistent measurements sets, 314 '
Constrained problem, 193 load flow, 51
Contingency parameter estimator, 308
analysis, 20 Demand variables, 30
Derivative control, 234
evaluation, 92, 116
Detection
list, 89, 135
and identification of bad data, 311
selection, 119
of obviously bad measurements 312
Continuous-time model, 225
Differential equations (of gove~nor-turbine
Control
models), 214
area, 226
Discrete-time model, 255
hierarchies, 7
Dispatcher, 14
variables, 30, 153'
philosophy, 226
Convergence, 42, {'
Dispersed generati9n, 7, 154
criterion, 165, h Double-line contingencies, 91
Convex Dry /wet bulb temperatures, 171
contours, 165, 166 DyLiacco, Thomas E., 6
region, 165, 166 Dynamic
Coordination of interconnections 4 allocation, 234
Corrective '
conditions, 205
control, 89 optimization, 255
measures, 20
programming, 15, 239, 257
security control, 197
response, 212, 229
Cost Dynamics of unit commitment, 249
dynamics, 265
function, 156 E
of generation, 171
of production, 239 Economic
INDEX 361
criterion, 187 mechanisms, 214

dispatch with losses, 184 Field voltage, 204
dispatching,S, 153, 171 Fill-ups of matrix entries, 64
environmental dispatch, 93 Fink, Lester H.
operation,S, 13, 15 First-order sensitivities, 139
Fixed
/security criterion, 187
Economy interchanges, 5 -head hydro plants, 270
Effective -head hydrothermal coordination, 270
incremental co~t of hydro plants, 272 -tap transformer, 23
Flat voltage start, 45
standard deviation, 322
Forebay elevation, 254
Electricity
Forecasting models, 16
demand and GNP, 2
Form value of electricity, 2
/GNP correlation, 3 Forward
Electro-hydraulic governors, 214 dynamic programming, 259
Emergency state, 88 substitution, 59
Energy control centers (ECC), 6 Fossil plant (heat and cost characteristics),
Engineering and mathematical tools, 14 172, 173
Equal incremental costs, 175
Frequency
Equality constraints, 156, 186
error, 204, 225
Equivalent
steady-state error, 210
network, 130, 134 -domain single-input single-output system,
temperature, 341 203
Equivalents of external systems, 121 -sensitive loads, 208
Error signal, 205 Functional structure, 12
Excitation system control, 234
Exciter, 205 G
feedback loop, 205
Existence of solutions, 36 Gaussian elimination, 58, 60
Extended Kalman filter, 345 Generalized reduced gradient (GRG), 194
External Generation/load imbalance, 92
network, system, nodes, 122, 127 Generator
system model, 89 efficiency, 253
outages, 20
F Glimm-Kirchmeyer model, 254
Global minimum, 160, 161
Fast decoupled load flow, 52, 57 Governor, 214
Feedback dead-band, 213
control, 14, 203 -turbine control, 205
gain constant, 210 -turbine systeM, 205
Feed-forward Gross National Product, (GNP), 1
control, 234 Great depression, 2
362 INDEX
Greek symbols, 18 disturbance, 206

variables, 30
R vector, 211
Integral
Hessian matrix, 182 control, 210
Hierarchical frequency feedback, 211
modern control1heory, 203 Intermediate unit., 227
muliilevel control, 16 Internal
High- bulk transmission system, 283
pus fUter, 212 network,122
side bus, 22 Interntility daia exchange, 7
Hot reserve, 244,246 Inter-area
siate, 240 coordinaiion, 227
Hourly system load fOrecuis, 352 SiiftDesl coefficients, 228
H1UIUUl operator, 12 Int.er-state transitions, 88
Hydro Int.ra-siate transitiOns, 88
plaIat models, 263 Iteraiion step-sise factor, 179
system models, 16 Iteraiive schemes, 21
turbines, 214
Hydrothermal coordinaiion, 164, 239, 249 J
Hypothesis iesting, 16, 311
Jacobian matrix, 42, 43
I
Ie
Ideniifiable (parameters), 326
Impact of parameter inaccuracies, 297 Kalman fUter, 234
Inadvertant interchange error, 226 Kirchmeyer, Leon, 6
Inconsist.ent. measurement.s sets, 314 Kirchoff's voliage and current.-laws, 106
Incremenial Kuhn-Tucker conditions, 167,266
cost., 176
L
cost. of hydro generat.ion, 262
generat.or model, 206 LaGrange multipliers, 162
state variables, 221 LaGrangian, 162
Inequality constraints, 21, 166, 186 Least-cost (measurement) system, 326
Inertia constant, 206 Line outages, 20
Inflow water rate, 264 Linear
Information algebraic equat.ions, 35
exchange, 139 dynamic system, 210
gathering and processing, 11, 12 fUter, 212, 234
matrix,296 programming, 15
Injected bus complex currents, 31 system theory, 212
Input Linearised equat.ions, 21
INDEX 363
Line-bus incidence matrix, 180 of functions, 159

Load, 20, 26 with equality and inequality constraints,
flow analysis, 19 167
frequency control (LFC), 4 with equality constraints, 162
management, 7 with inequality constraints, 164
models, 15, 208, 335 Model
prediction, 350 error correction, 285
shedding criterion, 187 integration, 350
-frequency sensitivity coefficient, 228 parameter identification, 296
Local estimators, 313 Modern control theory, 8,14
Loss Moving average model, 345
calculations, 15 Multi-area
formula, 182 constraints, 72
LOBslell power system, 235 •
economic dispatch, 241 Multiple outages, 102
thermal dispatch, 174 Mutual effects, 296
Low frequency, 88
Lower triangular matrix, 58 N
LU-factorisation, 98, 103
Necessary optimality conditions, 163
M Net
interchanges, 93
Maintenance tie-line interchange error, 226
scheduling, 154 tie-line interchanges, 203
shut-downs, 244 Network
Mathematical configuration, 323
programming, 15 configurator, 312
track,14 reduction, 125, 126, 135
Matrix reinforcements, 20
analysis, 15, 16, 21 -based contingency analysis, 106
inversion lemma, 15, 99 New York City blackout (1977), 4
of second partials, 191 Newton's iterative method, 40
Maximum likelihood method, 345 Newton-Raphson method, 37
Measurement Nominalfrequenc~ 229
error, 287 Nonlinear
redundancy, 288 algebraic equations, 19
system selection, 323 analysis, 213·
Mechanical optimization, 159
power input, 204 programming, 15, 239, 257
-hydraulic governors, 214 solution methods, 15
Megawatt-frequency control problem, 226 Nonstationary process, 343
Minimisation Non-classical AGC, 230
364 INDEX
Non-minimum phase system, 214 Participation factor(s), 224, 228

Non-singular matrix, 36, 43 Penalty
Normal'state, 88 factor method, 193
Northeast blachout (1965), 3 factors, 177
Notation, 17 Penstock losses, 254
n-dimensional Euclidean space, 38 Performance index, 153, 230
Phase
o angles, 19
shifting characteristics, 22
Observability criterion, 288
Photovoltaic plants, 7 .
OW-diagonal blocks, 52
n-equivalent model, 22
One-step-ahead forecasts, 353
Planned maintenance, 91
On-line
Polar representation, 31
capacity, 240
Pollution criterion, 187
control, 20
Positive-definite, 160
optimal power flow, 196
Post-estimation analysis, 314
state estimation, 283 Post-outage
Operating states, 88
equivalent, 137
Operational planning and scheduling, 15, 239
line flows, 102
Optimal
load flow, 93
control, 230, 260
Power
cost curves, 241
flow optimisation, 153
cost function, 257
generators, 20
generation levels, 203
mismaieh criterion, 50
ordering, 67
output feedback control, 234 pool,8
power flow (OPF), 154, 186, 239 system components, 20
schedule, 267 system stabilizer, 205
Optimization (time-dependent), 154 transfer limits, 20
Order estimation, 348 Predictive strategies, 235
Ordering, 63 Preventive
Outages control,91
double or multiple, 91 measures, 89
transmission, transformer, generator, 91 Pre-contingency base ease, 122
Output variables, 31 Pre-disturbance state, 89
Overdamped response, 212 Pre-estimation analysis, 312
Overloaded line, 88, 91 Pre-outage load flow, 104
Overvoltage, 88 Pre-outage solution, 96
Probability methods, 16
p Professional load flow features, 68
Proportional-plus-integral control, 234
Parameter estimation, 285, 307 Protective relaying, 12
INDEX 365
Pseudo-measurements, 314 Residuals (of error), 316

Restorative state, 88
Q Robust
estimation, 16
Quadratic state and parameter estimation, 317
optimal cost curve, 244 Robustness and resiliency, 204
polynomial, 172 Rotating shaft power,204
Run-of-the-river hyd~o plants, 250
R
Random
s
disturbance, 210 Saturation effeeis, 340
load component, 336 SCADA, 6, 324
Rated frequency, 204 Scalar variables, 17
Raw measurements, 317 Scheduling problem, 250
Reactive Secure
generation constraints, 186 dispatch, 226
iDjections, 47 operation, 15
power, 21 state, 88
power optimisation, 196 Security
/voltage magnitude equations, 46 analysis, 89
Real assessment, 87
bus power iDjeetions, 46, 47 constraints, 186
generation constraints, 186 enhancement, 20
power generation, 31 monitoring, 5
Real-time information, 226 penalty function, 18',.
Reclassification of variables, 71 Seepage losses, 254
Rectangular coordinates, 31 Sensitivity
Reduced gradient; 194 analysis, 15
Redundancy for reliability, 324 of power iDjections, 51
Redundant measurements, 284 to parameter errors, 303
Region of convergence, 57 -based approaches, 137
Regulating transformer, 31 Series
Regulation constant, 222 impedance, 24
REI reactance, 25
network equivalent, 130 Service quality, 13, 15
nodes, 133 Shifted
Reliability assessment, 87 mean, 343
Reserve margin, 241 variance, 343
Reservoir Short-term load forecasting, 16, 335
geometry, 254 Shunt
models, 253 admittance, 24
366 INDEX
capacitance, 25 operation, 13
capacitors and inductors, 20, 26 optimal set, 262
Shut-down response, 203, 210, 229
and start-up costs, 244 security assessment, 87
cost rate, 246 Steam
of units, 244 chest, 214
Simplified generator representation, 22 inlet valve, 206
Simultaneous outages, 102 • turbine time constants, 214
Single generator models, 213 turbines, 214
Slack bus" 31 Step-input load disturbance, 210
angle, 46 Step-up transformer, 21
Slow power oscillations, 205 Stiff interconnection, 225
Smearing property, 317 Stiffness coefficient, 221
Sparse matrix methods, 21 Stochastic
Sparsity control theory, 210
of equivalent networks, 135 optimization, 250
techniques, 58 time series, 342
Spatial dynamic programming, 260, 267 white noise, 210
Special load flow eases, 68 Substation automation, 7
Speed changer, 206 Subtransmission, 26
feedback control signal, 228 Super load model, 342
Standard deviation, 211, 287 Supervisory control and data acquisition
Start-up (SCADA),6
and shut-down costs, 15 Suplimentary
of units, 244 error signal, 205
State signals, 235
decomposition, 88 Suspected measurements, 317
estimation, 16, 283 Swing equation, 205
estimator, 13 Switching operations, 91
increment criterion, 51 Symmetrical matrix, 212
space approach, 348 Synchronism (loss of), 89
variables, 31, 206 System
vector: 211 decomposition, 123
Static frequency, 93
optimal commitment sets, 266 inertia, 230
optimal path, 266 integration, 11. 13
Stationary process, 343 regulation, 13, 15
Statistical properties of state estimator out- security, 87
puts, 298
Steady-state T
conditions, 205
contingency analysis, 91 Table of factors, 62
INDEX 367
Tap ratio, 22 v l1\Jerdamped response, 212

Taylor series, 40 Uniqueness of solutions, 36
Tellegen's theorem, 106 Unit
Terminal voltage, 21, 204 commitment, 14, 154, 239
Thermal loading order approach, 263
dispatch with losses, 176 states, 248
los!> coefficient, 264 Upper triangular matrix, 58
state, 263
Thermodynamic parameters, 171 v
Three-area syste.n, 225
Tie-line power flow error, 225, 229 Valid measurements, 317
Time Valley periods, 247
constant of thermal loss, 246 Valve displacement, 206
lag effects,340 VAR control, 13
series analysis, 15 Variable
Tinney, William F., 7 capacitances/inductances, 196
Trace operator, 301 head hydro plants, 273
Transfer Variance
capability, 20 estimation, 348
functi<m, 214 of frequency error, 211
Transformer tap settings, 68 VAR/voltage analysis, 20
Tr&llBformers, 20 Vector variables, 17
Transient Voltage
instabilities, 89 coherency, 133
response, 203, 230 magnitude constraints, 186
security analysis. 89 magnitudes, 19
Transmissiol'
-controlled bus, 68
grid, 22
jVAR control, 26
lines, 20
planning, 20
w
Transposed lines, 296
Triangular factorisation, 58 Water
Turbine, 214 discharge, 253
efficiency, 253 reservoir head, 253
non-reheat, single reheat, double reheat, 216
turbine time constant, 214
/governor dynamics, 217 Weather
Turbo-generator, 204
models, 16
Two-winding transformer, 23
-sensitive load, 336
u -sensitive models, 338
Weighted least squares
Unconstrained problem, 88 estimation (WLS), 15, ?05
368 INDEX
performance index, 288

Weighting factor, 120, 197
White
Gaussian noise, 343
noise process, 212
z
Zero gradient condition, 289

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Modern Power Systems Control and Operation

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MODERN POWER SYSTEMS CONTROL

POWER ELECTRONICS AND POWER SYSTEMS

Other books in the series:

SPOT PRICING OF ELECTRICITY

RELIABILITY ASSESSMENT OF LARGE ELECTRONIC

Copyright 1990 in Taiwan. Re[1J,blic of Chioa by

All Rights Reserved. This Book. or parts

.Ildf-io : AliI S. Debs

ISBN·13: 978-1-4612-8414-7 e·[SBN·13: 978-1-4613-1073-0

2 ISSUES OF CONTROL AND OPERATION 11

3 LOAD FLOW ANALYSIS 19

4 STEADY-STATE SECURITY ASSESSMENT 87

4.8 Problems . . . . . . . . . . . . . . .. 140

5 POWER FLOW OPTIMIZATION 153

6 AUTOMATIC GENERATION CONTROL 203

7 OPERATIONAL PLANNING AND SCHEDULING 239

8 ON-LINE STATE ESTIMATION 283

8.6 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328

9 SHORT-TERM LOAD FORECASTING 335

1.2 Historical Trends and Events

• The strong correlation between electricity use and economic growth as

GNP {billions of 1972 dollars}

• The tendency for electrification in the residential, commercial, and in-

• The trend to interconnect utilities to one another was made stronger

Table 1.1: Trends and Shock Events and Their Implications

TREND /EVENT IMPLICATIONS

decisions, were better protected during emergencies, and could exer-

Of the shock events one notes -

• The 1965 Northeast blackout that was triggered by a relaying misop-

Figure 1.2: Nathan Cohn

1.3 Key Developments and Innovations

Figure 1.3: Leon Kirchmeyer

Leon Kirchmeyer pioneered in the fifties in the introduction of

Figure 1.4: Thomas E. DyLiacco

Thomas E. DyLiacco pioneered in the mid- and late sixties in the

Energy Control Centers

Figure 1.5: William F. Tinney

William F. Tinney was the first to introduce sparse matrix meth-

Emergence of Control Hierarchies

level of coordination at the power pool and overall interconnection levels.

Figu!'e 1.6: Lester H. Fink

Lester H. Fink pioneered in directing a truly visionary research

These developments and innovations were the results of three historical

1.4 References for Chapter 1

[1-4] R. Sugarman, "New York City's Blackout: a $350 Million Drain,"

[1-5] G.L. Wilson and P. Zarakas, "Anatomy of a Blackout," IEEE Spec-

[1-7] N. Cohn, "The Automatic Control of Electric Power in the United

[1-8] L.K. Kirchmeyer Economic Control of Interconnected Systems, John

[1-9] L.K. Kirchmeyer Economic Operation of Power Systems, John Wiley

[1-10] E. Handschin (editor), Real- Time Control of Electric Power Systems,

2.2 Functional Map

Figure 2.1: Overall Functional Structure

quirements of the power system. Following is a brief description of each

Decision and Control

Information Gathering and Processing

Table 2.1: Classification of Decision and Control Issues

FUNCTIONAL II NEEDS INFORMATION CONTROL

2.3 Engineering and Mathematical Tools

Table 2.2: Classification of Needed Engineering Knowhow and Mathematical

FUNCTIONAL ENGINEERING MATHEMATICAL

• Understanding hierarchical/multilevel control concepts and relating

• The systematic use of historically gained knowledge and off-line com-

Table 2.3: Classification of Needed Knowhow for the Information Gathering