10th CIGRE Southern Africa

Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa

Analysis of Power System Low Frequency Oscillations from Phasor

Measurement Units using Eigenvalue Analysis Methods

T. MACHABE, K. NIXON
University of the Witwatersrand
South Africa

SUMMARY

A power system generates, transmits and distributes power over long distances to end
customers. The generation of electricity in South Africa is made up largely of
synchronous generators. The synchronous generators in the South African power
system mainly use fossil fuels to generate electricity. The synchronous operation of all
the generating units is an important condition for the stable operation of the power
system. However, the power system faces daily challenges due to changes in load
which contribute significantly to the secure and stable electricity supply. Small
disturbances such as load changes in a power system can induce low frequency
oscillations which are a consequence of the system adjusting itself to the changing
conditions and determining a new stable operating point. The low-resolution data
provided by the traditional supervisory control and data acquisition (SCADA) system is
inadequate in monitoring and detecting these low-frequency oscillations. Phasor
measurement units (PMUs) are power system devices that provide high resolution
synchronised measurements of real-time voltage and current phasors. The advent and
deployment of PMUs and wide area measurement systems (WAMS) on the South
African power system has provided great insights and valuable monitoring of low
frequency oscillations. Eigenvalue analysis is commonly used to analyse low
frequency oscillations in a power system. The objective of this paper is to use
eigenvalue analysis to investigate low frequency power system oscillations measured
by PMUs in a power system. A comparison of three eigenvalue analysis methods,
namely, Mode Estimation (ME), the Matrix-Pencil (MP) method, and Prony Analysis
(PA) is presented. The results show that the MP method is more accurate at estimating
low frequency oscillation eigenvalues than the ME and PA methods. Furthermore, the
results show that the MP method is less sensitive to noise and more numerically stable
than the PA method. In addition, the ME method, although it appears to closely
estimate low-frequency oscillation in a power system at low oscillation magnitudes,
deviations are observed as the oscillations increase in magnitude.

KEYWORDS

Small-Signal Stability, Synchrophasor, Phasor Measurement Units, Low frequency

Oscillations, Eigenvalue Analysis.

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 10th CIGRE Southern Africa
Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa
1 INTRODUCTION

A power system generates, transmits and distributes power over long distances to end
customers. The generation of electricity in South Africa is made up largely of
synchronous generators. The synchronous generators in the South African power
system mainly use fossil fuels to generate electricity. The synchronous operation of all
the generating units is an important condition for the stable operation of the power
system. However, the power system faces daily challenges due to changes in load
which contribute significantly to the secure and stable electricity supply. Small
disturbances such as load changes in a power system can induce low frequency
oscillations which are a consequence of the system adjusting itself to the changing
conditions and determining a new stable operating point.

Small signal stability refers to the ability of the power system to maintain synchronism
during small disturbances [1]. In an interconnected power system, some of the
generators may fall out of synchronism when a disturbance occurs. Two unstable
oscillation conditions arise from a disturbance, one being insufficient synchronism in
phase with rotor angle deviation and the other being the insufficient damping torque in
phase with the speed deviations. The main cause of small signal stability is the lack of
damping torque which results in undamped low frequency oscillations on the power
system [1,2].

Eskom has deployed a number of Phasor Measurement Units (PMUs) across the
South African power system to monitor these small signal anomalies. PMUs provide
synchronised high resolution voltage and current phasor measurements which are
important in determining the dynamic behaviour of the power system. Eigenvalue
analysis is commonly used to analyse the low frequency oscillations. In this paper,
measured PMU data is used in an eigenvalue analysis to investigate the low frequency
oscillations. Three eigenvalue analysis methods namely, Mode Estimation (ME), the
Matrix-Pencil (MP) method, and Prony Analysis (PA) are presented and compared in
performance and accuracy.

2 WIDE AREA MEASUREMENT SYSTEMS

Supervisory control and data acquisition (SCADA) is traditionally used to determine

the current state of the power system. Measurement data provided by the SCADA
system however, is inadequate in monitoring the dynamic behaviour of the power
system due to the low resolution of the system. In the mid-1990’s, the synchronised
Phasor Measurement Unit (PMU) monitoring device was introduced to address this
challenge [2]. The PMU uses global positioning system (GPS) signals from satellites
to synchronize the measured voltage and current phasors at a given bus. The
deployment of a number of these units at strategic locations on the Eskom
Transmission network has provided better observability of the power system. The
PMUs typically sample at a rate of 20 ms. The measured data from the PMUs across
the network is transmitted to a data concentrator at a centralised location for analysis.
Owing to the high resolution synchronised measurements provided by the PMUs, the
data is used in further analysis to determine the power system’s small signal stability.

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 10th CIGRE Southern Africa
Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa

The synchronised PMU measurements allow for the comparison of phasor angles and
amplitudes in different parts of the network.

3 EIGENVALUE ANALYSIS

Investigation of the small signal stability performance of the critical modes and time
domain response during a disturbance involves the use of Eigenvalue analysis [1].
Eigenvalues, which are complex in nature, indicate the frequency of the oscillation and
the damping ratio stated by (1) to (3) respectively.

𝜆 = 𝜎 ± 𝑗𝜔 (1)
𝜔
𝑓= (2)
2𝜋

−𝜎
𝜁= √𝜎2 + 𝜔2
(3)

Where the damping (𝜎) is given by the real component of the eigenvalue and the
imaginary component gives the frequency of oscillation. A positive real part represents
oscillations that are increasing in amplitude. A negative real part represents damped
oscillations [1].

4 PMU-BASED SMALL SIGNAL ANALYSIS

The introduction of PMU in wide area measurement systems (WAMS) has brought
about applications which allow for low-frequency oscillation monitoring. The monitoring
of system damping is particularly important to system operators for the operation of the
power system. There has been recent interest in numerical algorithms that can be
implemented as mode estimation tools. Information about the small signal dynamics of
real power systems is best provided by determining the eigenvalues of the oscillation.
This involves linearization of the model formed by the differential and algebraic
equations around one equilibrium point [4]. Due to the continuously changing operating
point of the power system, real-time power system stability analysis is a challenge to
capture using model-based analysis. Measurement data provided by the PMUs is
therefore critical in predicting the small signal stability behaviour of the power system.
Figure 1 shows a negatively damped voltage signal from a PMU device located in the
northern part of the South African power system.

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 10th CIGRE Southern Africa
Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa

Figure 1: Negatively damped and detrended voltage signal

The negatively damped and detrended voltage signal from Figure 1 will be used to
compare the performance of the three eigenvalue estimation methods,which are Mode
Estimation (ME) method, Prony Analysis (PA) method and the Matrix-Pencil (MP)
method. The MATLAB software tool is used to perform the simulations.

4.1 Mode Estimation Method

The mode estimation method uses Fourier spectrum to estimate eigenvalues of an

oscillation. The Fourier spectra encompasses the damping constant and the natural
angular frequency parameters in an observed mode represented by 𝑑 and 𝜔
respectively [5]. Supposing that these parameters are known, the eigenvalue of an
oscillation is given by (4).

𝑑 2
𝜆 = −𝑑 ± 𝑗𝜔√1 − (𝜔) ≈ −𝑑 ± 𝑗𝜔 (4)

The damping constant and the angular frequency are estimated from the Fourier
spectra. The amplitude of the Fourier spectra is unknown, and so a curve-fitting
method is used to determine the amplitude (A) using (5), while searching for 𝜔 and 𝑑
to minimise the error difference between the estimated and the original signal.

𝐴
𝑔(𝑥) = (5)
√(𝑥 2 −𝜔2 )2 −4𝑑 2 𝑥 2

The detrended voltage signal depicted in Figure 1 is used to perform the fast Fourier
transform (FFT) and apply curve-fitting [5].

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 10th CIGRE Southern Africa
Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa

0.33Hz

0.03Hz

0.65Hz

Figure 2: The FFT of the voltage signal showing the dominant modes and the
estimated curve showing

Figure 2 shows the FFT spectra of the original voltage signal depicting the dominant
frequency modes in the original signal and the estimation curve. The frequencies
range from 0.03 Hz, the inter-area mode of 0.33 Hz and the local inter-area mode of
0.65 Hz. The resulting parameters deduced from the curve-fitting are shown in Table
1.

Table 1: Curve-fitting results showing the estimated Amplitude, Damping and

Frequency

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 10th CIGRE Southern Africa
Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa

The estimated parameters shown in Table 1 are a representation of the eigenvalues

associated with the oscillation. A reconstruction of the original signal using the
estimated parameters to verify the accuracy of the analysis method is shown in Figure
3.

Figure 3: Mode Estimation method reconstruction signal

The Fourier spectra of the signal shows a peak at the 0.3 Hz which corresponds to
the inter-area mode of oscillation. The estimated parameters from the curve-fitting
method shown in Table 1 were used to reconstruct the original voltage signal (Figure
3). The constructed voltage signal showed close estimation to the original signal at
low oscillation magnitudes. Deviations were however observed as the oscillation
increased in magnitude.

4.2 Prony Analysis

The PA method developed by Gaspard Riche and Baron de Prony in 1795 in order to
explain the expansion of various gases [6,7], is an extension of the Fourier analysis
where the frequency, damping and magnitude of a signal are directly estimated [8].
The PA method presents a technique for modelling sampled data as a linear
combination of exponentials. That is to say, Prony method fits a linear combination of
exponential terms to a given signal. A unique mode of oscillation is expressed by each
exponential component with a different frequency. The four elements in (6), namely,
magnitude 𝐴𝑛 , damping factor 𝜎, frequency 𝑓𝑛 and phase angle 𝜃𝑛 are determined from
the state space representation of an equally spaced data record, in this case, the
recorded PMU data [8].

𝑦̂(𝑡) = ∑𝑁
𝑛=1 𝐴𝑛 𝑒
𝜎𝑛 𝑡
cos(2𝜋𝑓𝑛 𝑡 + 𝜃𝑛 ) (6)

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 10th CIGRE Southern Africa
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Johannesburg, South Africa

Using Euler’s theorem and letting 𝑡 = 𝑀𝑇, the 𝑦(𝑡) samples are :

𝑦𝑀 = ∑𝑁 𝑀
𝑛=1 𝐵𝑛 𝜆𝑛 (7)
𝐴𝑛
𝐵𝑛 = 𝑒 𝑗𝜃𝑛 (8)
2

𝜆𝑛 = 𝑒 (𝜎𝑛+𝑗2𝜋𝑓𝑛)𝑇 (9)

The three steps required to implement the PM method are :

(1) Calculation of the coefficients of the linear predication model

The equally sampled data record 𝑦(𝑡) is 𝑀 in length which is normally three times the
order of 𝑁. The linear predication model (LPM) that has an order of 𝑁, shown in (10),
is built to fit 𝑦(𝑡), the original signal.
𝑦𝑀 = 𝑎1 𝑦𝑀−1 + 𝑎2 𝑦𝑀−2 + ⋯ + 𝑎𝑁 𝑦𝑀−𝑁 (10)

The coefficients can be accurately estimated by developing a matrix representation of

the signal by sequentially writing the linear prediction of 𝑦𝑚 repeatedly at various
sample times.

(2) Deriving the roots of the characteristic polynomial associated with the
linear predication model

The roots 𝜆𝑛 of the characteristic polynomial as shown in (11) are derived. The
damping factor and the frequency are calculated from the roots 𝜆𝑛 using (9)

𝜆𝑁 − 𝑎1 𝜆𝑁−1 − ⋯ − 𝑎𝑁−1 𝜆 − 𝑎𝑁 = (𝜆 − 𝜆1 )(𝜆 − 𝜆2 ) … (𝜆 − 𝜆𝑛 ) … (𝜆 − 𝜆𝑁 ) (11)

(3) The magnitude and phase angles of the signal are solved in the least
square method

The roots derived in step 2 are used to build (12) according to (7)

𝑌 = 𝜙𝐵 (12)
Where

1 1 … 1
𝜆
𝜙=[ 1 𝜆2 … 𝜆𝑁 ] (13)
𝜆1𝑀−1 𝜆𝑀−1
2 … 𝜆𝑀−1
𝑁

𝐵 = [𝐵1 𝐵2 … 𝐵𝑁 ]𝑇 (14)

Using MATLAB, the three Prony Analysis steps were applied to the detrended voltage
signal (Figure 1) in order to estimate the eigenvalues.

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 10th CIGRE Southern Africa
Regional Conference
2nd – 4th November 2021
Johannesburg, South Africa

Figure 4: The Prony Analysis reconstructed signal

Figure 4 shows the PA method estimation against the original voltage signal. The PA
method shows close estimation of the original signal with deviations at no-oscillation
points of the signal. Prony Analysis, however, is known to be numerically unstable and
accuracy impacted by noise, distinct components and slowly-changing components
added in real-time measurements [9,10].

4.3 Matrix-Pencil Method

The MP method shares similarities with the PA method. The MP method fits a sum of
damped sinusoids to evenly sampled PMU data. The damped sinusiod parameters,
which are, frequency, amplitude, phase angle and damping, are estimated to fit the
PMU data through the mathematical representation in (15) [11].

𝑦(𝑘) = ∑𝑛𝑖=0 𝑅𝑖 𝑧𝑖𝑘 (15)

Where 𝑦(𝑘) is equal to the sum of the product of the residues or complex amplitudes
𝑅 and the poles 𝑧. The number of modes to be estimated is represented by the
parameter 𝑛. The damping and frequency components, which determine the
eigenvalues, are defined from (16):

𝑧𝑖 = 𝑒 𝜆𝑖 Δ𝑡 (16)
Where
𝜆𝑖 = 𝜎𝑖 ± 𝑗𝜆𝜔𝑖 (17)

Using singular value decomposition, noise is filtered from the signal before estimates
are made. Using the measured noisy PMU data 𝑦(𝑘), a matrix [𝑌] is created based on
(18).

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 10th CIGRE Southern Africa
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Johannesburg, South Africa

𝑦(0) 𝑦(1) … 𝑦(𝐿)

𝑌 = [ 𝑦(1) 𝑦(2) … 𝑦(𝐿 + 1) ] (18)
…
𝑦(𝑁 − 𝐿 − 1) 𝑦(𝑁 − 𝐿) … 𝑦(𝑁 − 1)

The pencil parameter is represented by 𝐿 and the number of data points by 𝑁. The
next step is to apply the singular value decomposition to [𝑌] as shown in (19), where
the singular values are located across the diagonal of the matrix Σ in descending order.

[𝑌] = 𝑈Σ𝑉 𝐻 (19)

The matrices 𝑈 and 𝑉 are unitary matrices and the 𝐻 is the conjugate transpose. The
𝑛 singular values located above the selected threshold are used to create the matrices
shown in (20).

[𝑉 ′ ] = [𝑣1 , 𝑣2 , … . , 𝑣𝑛 ]

[𝑌1 ] = 𝑈Σ ′ [𝑉1′ ]𝐻 (20)

[𝑌2 ] = 𝑈Σ ′ [𝑉2′ ]𝐻

These matrices are used to define a new MP for noisy data in the form shown in (21).

[𝑌1 ]+ [𝑌1 ] = 𝑉2′𝐻 [𝑉1′𝐻 ]+ (21)

The eigenvalues are then defined for 𝑉2′𝐻 [𝑉1′𝐻 ]+ . The damping and frequency estimates
are calculated form 𝑧 as shown in (17) and (18).

Figure 5: The Matrix-Pencil reconstructed signal

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 10th CIGRE Southern Africa
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Johannesburg, South Africa

The MP method was applied to the voltage signal from Figure 1 using MATLAB in order
to determine the eigenvalue parameters. Figure 5 shows the MP method estimation
against the original voltage signal. The estimation of the eigenvalue parameters using
the MP method show close estimation to the original signal with minimal deviations.

4.4 Discussion of Results

The voltage signal which demonstrated oscillations of increasing magnitude was used
in a study to compare the performance of the signal processing eigenvalue analysis
methods. Table 2 shows the results for the estimated damping, frequency and
amplitude from the three methods.

Table 2: Estimated parameters using the three eigenvalue techniques

Methods Damping Frequency (Hz) Amplitude
Mode Estimation (ME) 0.01956 0.3301 5.5e-5
Prony Analysis (PA) 0.0549 0.3371 5.1e-4
Matrix Pencil (MP) 0.0475 0.3308 8.2e-4

The frequency estimation from all three methods were within the same range of 0.33
Hz. The mode amplitude from the MP method was the most accurate according to
Figure 5. The other two methods showed smaller mode amplitudes which correlate
with the reconstructed signals. The mode damping estimations were around the 0.2-
0.55 region. Furthermore, these methods prove that the signal is increasing in
magnitude, indicating that the real part of the voltage signal’s eigenvalue is positive.

5 CONCLUSION

Three eigenvalue estimation methods were compared in performance using an

oscillating voltage signal as a benchmark. The voltage signal is a real measurement
acquired from a PMU commissioned on the Eskom transmission network. The ME
method which uses Fourier spectra and a curve-fitting technique was able to detect
the inter-area mode, however, it showed deviations at higher amplitudes of the
oscillation when the signal was reconstructed. The PA method showed deviation at no
oscillation points of the signal. Challenges with the PA method include its sensitivity to
noise which impact the accuracy. The MP method which bears similarities with the PA
method showed accurate estimations and is less sensitive to noisy signals.

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 10th CIGRE Southern Africa
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2nd – 4th November 2021
Johannesburg, South Africa

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