Design of Observers for the Swing Dynamics of Power Networks by Paisarn Sonthikorn Submitted to the Department of Electrical Engineering and Computer Science in partial fulfillment of the requirements for the degree of Master of Engineering in Electrical Engineering and Computer Science at the MASSACHUSETTS INSTITUTE OF TECHNOLOGY May 2002 @ Massachusetts Institute of Technology 2002. All rights reserved. A uthor ................................................................ Department of Electrical Engineering and Computer Science May 24, 2002 Certified by ................. George C. Verghese Professor of Electrical Engineering Thesis Supervisor Accepted by ............. Arthur C. Smith Chairman, Department Committee on Graduate Students MASSACHUSETTS INSTITUTE OFTECHNOLOGY BARKER JUL 3 1 2002 LIBRARIES Design of Observers for the Swing Dynamics of Power Networks by Paisarn Sonthikorn Submitted to the Department of Electrical Engineering and Computer Science on May 24, 2002, in partial fulfillment of the requirements for the degree of Master of Engineering in Electrical Engineering and Computer Science Abstract This thesis presents a design of swing-state power network observers. The network observer concept is motivated by researchers' attempt to better understand complex interactions of power networks in order to achieve efficient fault monitoring processes. Based on the nonlinear DAE swing model and the nonlinear measurement model, the network observer has its gain computed by using the Linear Quadratic Estimator (LQE) method. Using the classical nine-bus system as a test system and having two representative system disturbances: a line drop and a change in power injection at a load node, numerical studies of the observer shows impressive results in terms of both fast convergence rate and low offsets between the real state values and predicted ones. The underline reasoning behind the network observer good performance is that, by using a highly nonredundant set of sensors, this network observer can exploit its inherited nonlinear models to accumulate over time and to interpolate over space in order to generate satisfactory numerical state predictions. Later, Two fault isolation methods using the network observer: multiple observer scheme and nominal observer scheme, give us good results and provide insights into the effect of the disturbances on the network behaviors. Thesis Supervisor: George C. Verghese Title: Professor of Electrical Engineering 2 Acknowledgments I am deeply thankful to Professor George C. Verghese, my great mentor, who has stimulated my research interest and has provided invaluable advice to me all along my M.Eng. year at MIT. Thanks to Associate Professor Bernard Lesieutre, my supportive and friendly ex-academic advisor, for your guide and encouragement. Thanks to Ernst Scholtz for all your supports, help and understanding in both research and psychological issues. Thanks to Joshua W. Phinney for his technical advice on LATEX. Thanks to Vivian Mizuno for all the help she has provided me all along. Many thanks to P'Teng (Poompat Saengudomlert) and P'Yong (Watjana Lilaonitkul) for your consistent supports. Thanks to my oldest brother, Paiboon Sonthikorn, I am deeply in debt to your guidances. Thanks to my cheerful older sister, Ratchanee Sonthikorn, for keeping my world bright and joyful. Thanks to my older brother, Paitoon Sonthikorn, for always making me realize how to stay strong in this world. And thanks to my little sister, Nong Pond (Thanawan Kittisuwan), for cheering me up every time I am desperated and doomed. Forever thanks to my Mom, Saovaluck Sonthikorn, and my Dad, Jane Sonthikorn, for having nurtured me to be a good person, and for always being proud of who I am. Being your son is a blessing from Heaven! Thanks to the people of the Kingdom of Thailand for giving me all these opportunities; I hope to prove your tax money worthwhile! Thanks also to the Electric Power Research Institute (EPRI) and the Department of Defense (DoD) for partial support of my research. ... Here I am, at the Massachusetts Institute of Technology, which used to be my dream school and has been such a great institute that will shape my life forever. AND NOW I'M OUT OF HERE!!! 3 Contents 1 2 3 4 Introduction 9 1.1 Motivations for Network Observers . . . . . . . . . . . . . . . . . . . . . . . 10 1.2 Term inology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 Modeling for Observer Design 2.1 Nonlinear Swing Model 2.2 Nonlinear Measurement equations 2.3 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 . . . . . . . . . . . . . . . . . . . . . 14 Linearizing the Swing and Measurement Models . . . . . . . . . . . . . . 15 2.3.1 Linearizing the Swing Model . . . . . . . . . . . . . . . . . . . . 15 2.3.2 Linearizing the Measurement Models . . . . . . . . . . . . . . . . 16 2.4 Collapsing the Linearized Swing Model . . . . . . . . . . . . . . . . . . . 17 2.5 Observer Design Methodology . . . . . . . . . . . . . . . . . . . . . . . . 18 2.5.1 Linear Observer for Linearized State-Space Swing Model . . . . . 18 2.5.2 Nonlinear Observer for Nonlinear DAE Swing Model . . . . . . . 19 Numerical Results of Observer Studies 3.1 The Observer in Action 3.2 Selecting the 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 and R Matrices . . . . . . . . . . . . . . . . . . . . . . . 25 3.3 Types of Measurement and Placement . . . . . . . . . . . . . . . . . . . 27 3.4 Pole Placement VS LQE . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 Q Fault Isolation Applications 32 4.1 Multiple Observers for Fault Isolation . . . . 32 4.2 Understanding Faults on the Network: Line Parameter Disturbances . . . . 35 4.2.1 36 Normal Operation . . . . . . . . . . . . . . . . . . . . . . . . . 4 . . . . 4.3 4.2.2 Investigation of the Steady-State Output Error Vectors 4.2.3 Gaining Insights into ey Vectors 4.2.4 Achieving Fault Isolation via a Nominal Network Observer . . . . . . . 36 . . . . . . . . . . . . . . . . . . . . 40 . . . . . 42 . . . . . . . . . . . . . . . . 45 4.3.1 Discussion about the Analysis . . . . . . . . . . . . . . . . . . . . . . 46 4.3.2 Numerical Results of the Analysis 47 4.3.3 Exploring on the Nonlinear DAE Swing Model: Analysis of Steady-State Output Error Vectors . . . . . . . . . . . . . . . . . . . Complement Tool For Fault Isolation . . . . . . . . . . . . . . . . . . 4.4 5 Sum m ary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summary 47 49 50 5.1 Brief Content Overview 5.2 Suggestions for Future Studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bibliography 50 51 53 5 List of Figures 3-1 Classical 9-bus example studied in this paper. The line parameters are shown as im pedances. 3-2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time plots of 64-61 (system) and 64-61 (observer) when Event 1 occurred (beginning at t =0.1s, duration 3s). 3-3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time plots of 6 4-6 1 (system) and . . . . . . . . . . . . . . . . . . . . . . S4-61 (beginning at t = 0.1s, duration 3s). 3-7 26 Time plots of 66-61 (system) and 66-61 (observer) when Event 2 occurred . . . . . . . . . . . . . . . . . . . . . . 26 Time plots of 64-61 (plant), Sso-61 (suboptimal) and S4'0-61 (worst case companion) when "event 1" occurred (beginning at t = 3-9 25 (observer) when Event 2 occurred . . . . . . . . . . . . . . . . . . . . . . (beginning at t = 0.1s, duration 3s). 3-8 24 Time plots of 6 3-6 1 (system) and 63-61 (observer) when Event 2 occurred (beginning at t = 0.1s, duration 3s). 3-6 24 Time plots of w 3 (system) and &3 (observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). . . . . . . . . . . . . . . . . . . . . . . . . . . 3-5 23 Time plots of 65 -6 1 (system) and 65-61 (observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). 3-4 22 0.1s duration 3s). . . 28 Time plots of 62-61 (system) and 62-61 (for both LQE observer and poleplacement observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 3-10 Time plots of 67-61 (system) and 67-61 (for both LQE observer and poleplacement observer) when Event 1 occurred (beginning at t = 0.1s, duration 3 s ). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-11 Time plots of w6 (system) and C., 6 30 (for both LQE observer and pole-placement observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). . . . 6 30 3-12 Time plots of 64 -6 1 (system) and 54- 1 (for both LQE observer and pole- placement observer) when Event 1 occurred (beginning at t = 3s).............. 4-1 Time plots of the residuals 0.1s, duration ........................................ (65-61) 31 (65-61) of different observers when the - real system has Line 9 taken out. . . . . . . . . . . . . . . . . . . . . . . . . 4-2 Time plots of the residuals (4-61) - ( 6 -6 1 ) real system has Line 9 taken out........ 4-3 Time plots of the residuals 34 of different observers when the ......................... 34 (68-61) of different observers when the (68-61) - real system has Line 9 taken out. . . . . . . . . . . . . . . . . . . . . . . . . 35 4-4 Normal operation of the classical 9-bus sytem: angles and power flows. . . . 37 4-5 Steady-state output error plot of all six simulations. 38 4-6 EY vector plot of all six simulations with all the line parameters perturbed . . . . . . . . . . . . . within five percent of the original values. . . . . . . . . . . . . . . . . . . . . 4-7 iy vector plot of all six simulations with all the line parameters perturbed within ten percent of the original values. . . . . . . . . . . . . . . . . . . . . 4-8 40 ey vector plot of all six simulations with all power injections and extractions perturbed roughly by ten percent. 4-9 39 . . . . . . . . . . . . . . . . . . . . . . . 41 Steady-state after Line 4 getting cut off from classical 9-bus sytem: angles and power flows. .......... ................................. 7 43 List of Tables 4.1 The measurement errors for all three sensors of the observers when there is no line or power variation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . ey 41 4.2 The direction of . . . . . . . . . . . 44 4.3 The magnitude changes of Ey vectors of all the studies. . . . . . . . . . . . . 45 vectors of the previous four studies. 8 Chapter 1 Introduction The concept of state estimators or observers has been prevalent in the control theory area. However, there has not been sufficient study of its application to the swing dynamics of power systems. This thesis has the objective of discovering more about power network observers in terms of design concepts and later providing application examples in fault isolation as supporting evidence that the design can achieve promising results. This thesis shows how to approach dynamic real-time swing-state estimation for power networks using observer design. The study in this thesis has been developed and expanded from that in [1] to have more types of sensors and to allow the network to include load buses (or "buses"). The network observer design methodology we developed utilizes three important components to achieve good state estimates: observer gain based on linearized and collapsed swing models, with the standard Linear Quadratic Estimator (LQE) technique applied; a nonlinear DAE (differential-algebraic equation) swing model as the inherited model of the observer; and the freedom to use four possible measurement types for observer's inputs: a bus angle, a speed deviation from synchronous associated with generator, a net power at bus flowing into the network and a power flow on a tranmission line. Based on the classical nine-bus network in [2] as a test system, we can have the modelbased observer, as will be shown, generate good numerical state predictions by using the information that the nonlinear model of the observer accumulates over time and interpolates over space from the measurements of a highly non-redundant set of sensors. The classical nine-bus example helps illustrate our results and explore how performance varies with the number, nature, and placement of measurements. Although still needing further investiga- 9 tions, comparative simulations with an observer using a heuristic gain shows that an LQE observer can achieve good predictions with a fast convergence rate and low residuals. Next, we briefly investigate possible application of our network observer in fault detection and diagnosis. First, a multiple observer scheme [3] is introduced and implemented using our observers. Then we examine a possibility of using the steady-state output error ( y) vectors resulting from complete single line-out faults to achieve fault isolation. After that we do analyses to gain insights into the relation between faults and their corresponding ey vectors. Chapter 2 describes the modeling and design methodology of our network observer. Chapter 3 presents the numerical results of our observer by using the classical nine-bus system as a test system and also briefly shows performance comparison study between our LQE observer with a pole-placement observer. Chapter 4 provides a few examples in the fault isolation application of the network observer. Chapter 5 offers the conclusion of this thesis and suggests possible future studies. 1.1 Motivations for Network Observers Large interconnected networks, such as power grids, communication networks, and the Internet, sometimes suffer from cascading outages [6]. To prevent future blackouts, it is essential to understand such networks' dynamic behavior and relate it to their underlying network structures. At MIT's Laboratory for Electromagnetic and Electronic Systems (LEES), researchers are examining relationships between the graph of a power network (i.e., the topology of the network) and the dynamic properties of the system. Here one important issue is the monitoring of power systems after faults or disturbances. These disturbances generally give rise to oscillating modal components, which in a worst-case scenario can go unstable. Such a phenomenon can pose a serious problem to system reliability if not detected and damped out. The concept of network observers then becomes a crucial element in determining the evolution of network states. By better understanding the network behaviors both before and after disturbances, we can then design and generate appropriate counteractions against possible threats from faults. Eventually, we want our network observer to be robust and 10 informative in predicting the states of huge and complex networks in order to help researchers to better understand the complicated evolution of the network characteristics both electrically and topologically. Thus, we can have a solid foundation to build effective fault detection and diagnosis schemes for real world systems. 1.2 Terminology Fault Monitoring Process: The terminology of the monitoring process can be confusing since there is no standard. Here, we want to provide definitions from [4], which are used throughout this thesis. " Fault detection answers the question - Has a fault occured? " Fault identification answers the question - Which observation variables should we identify as most relevant to diagnosing the fault? " Fault diagnosis answers the questions - Which fault occured? What is the cause of it? And what is the type, magnitude and time of the fault? " Fault isolation answers the question - Where exactly in the network is the faulty component? In this thesis, we focus on studying the application of our network observer mostly to fault isolation, i.e., determine which component is faulty. Throughout Chapter 4, we assume that the faults of interest are complete single line-out faults; what we are trying to achieve is determining which line is cut. Distinction between ParameterEstimation and Observer-Based Method: damental analytical methods in various engineering fields. Both are fun- However, the reader should understand clearly the distinction between the two since they are similar in some aspects and might cause some confusion if one wanted to proceed in the parameter estimation direction. And though they are two different methods, one can certainly combine the two to do the fault monitoring process. It is noted that the focus of this thesis is the observerbased method. We advise the reader to refer to [5] to familiarize himself or herself with the concepts of both methods. Also, [6] provides discussions about the combination of the two analytical methods. 11 Chapter 2 Modeling for Observer Design In this chapter, the nonlinear swing model that is the basis for our network observer is first presented. Next, we show the nonlinear models for different types of measurements: bus angles, generator speeds, line power flows, and power injected into or extracted from buses. By linearizing and collapsing the nonlinear models, we can then construct a linear observer for the linear state-space swing model. Using the linear gain computed via the LQE method, we can integrate it with the nonlinear models to create a nonlinear observer, which is the network observer we will use throughout this thesis. 2.1 Nonlinear Swing Model Throughout this thesis, we use the nonlinear swing model to understand the behavior of the power network. Also, this model is a crucial part of our observer design since it is the knowledge base of our observer in understanding the electromechanical behaviors of the network. Therefore, this section intends to help the reader understand the details of the model and the notations of its associated elements. It is noted that, for the power systems of our study, we assume that the voltage magnitudes of the network are tightly controlled around 1 p.u., so we take them all to have this value. Let 6 denote the vector of bus angles, and P(6) denote the real power flowing into the network, so P(6) = -F3 sin(F'6) + F|g cos(F'6) - diag(FgF') 12 (2.1) where: 1) F is the directed bus-line incidence matrix of the network graph (the orientation of line h can be picked arbitrarily, and F,,h = -1, bus s to bus Ft,h 1 if this directed line goes from t); 2) ' denotes matrix transposition; 3) Depending on the context, diag(-) extracts the diagonal of its matrix argument and forms a column vector, or forms a diagonal matrix by placing its vector argument on the diagonal; 4) sin(.) and cos(.) imply taking elementwise sine or cosine of the corresponding vector arguments; 5) B and g are diagonal matrices with line susceptances and conductances as diagonal elements. ( Throughout this thesis all vectors are typically ordered as: scripts g and I indicate generator and load buses. For examples, it is noted that we define the speed vector as w = [2]' [ = = ' [ '', 6'1 ,5' where sub'. However, because we are only interested in determining the speed of generators. We also define the following: n is the total number of buses in the system; ng, is the number of generator buses; and n, = n - n is the number of load buses. We note that F'6 yields a vector of angle differences across branches of the network; diag(FgF') is an n-dimensional vector whose elements are the sums of the conductances of lines emanating from the corresponding buses. Using (2.1) we can then construct the nonlinear DAE swing model as follows: i M 1 0 0 0 0 0 0 0 Mg f(x,u,w) 1=1 pe P pe - P9 (6) (6) - (2.2) Dgw where 6g, 61, and w are respectively the generator angles, load angles, and generator speed deviations from synchronous speed. We use x to denote these internal variables of the DAE description. Note that 6g and w are state or differential variables, while 61 comprises algebraic variables. The vector PFe denotes power injected at the load buses (and hence typically has negative entries), while Pg is the net power injected at the generator buses (typically 13 mechanical power input to a generator minus the local real-power load) 1 . Integrating these two vectors, we define Pe as the vector of external bus power injections. These injections may be partly or completely known; the known parts are gathered in the vector u, while the unknown parts "process noise" are gathered in w (i.e., implicitly we have Pe - + w). D 9 and Mg are diagonal matrices whose nonzero entries respectively comprise the damping coefficients and the (normalized) inertias of the generators. Discussion: The second and the third rows of the nonlinear DAE swing model in (2.2) provide a useful framework on the network behaviors 2 . The second row tells us that Pe = P (6), which means that the power extractions at the load buses equal the power flow from the network into those buses. The last row is essentially the swing equation 3 , which characterizes the behaviors of the power at the generator buses. 2.2 Nonlinear Measurement equations Here, we present the nonlinear measurement models characterizing outputs as nonlinear fuctions of its corresponding inputs. This thesis allows four possible types of measurements. I The ith measurement can be j =i if j E{, - , n} if j E {1,... n} , n} Pj (6) if j C{1, Pst (6) if s,tiE III,- where 6j is the bus angle associated with bus speed associated with generator j, j, (2.3) n} wj is the speed deviation from synchronous P (6) is the net power at bus j flowing into the network (this is simply the Jth element of (2.1)) and Pt(6) is the power injected at s onto the line h that connects to bus t. To obtain an explicit expression for this latter measurement, note 'It is noted that the net power injected at the generator buses can vary because although the mechanical power has to stay the same, the local real-power load can shift to another steady-state value due to any event happening to the system. However, if there is no direct change in load extraction, Pf needs to maintain its steady-state value. 2 The first row just says that S9 = W. This row, though not informative, helps us obtain a matrix form of the swing model. 3 For more information about the swing equation, the reader is encouraged to read [7] 14 first that the vector of flows Pine( 6 ) on the lines of the network can be expressed as Pi, e(6) 1 = B sin(F'6) -g cos(F'6) - -g(F' - F1') 2 (2.4) If the orientation picked for line h when defining F goes from bus s to bus t, then Pot(6) in (2.3) is simply the hth component of Pie() above. Gathering all the available measurements into a vector y, we obtain a vector measurement equation of the form (2.5) y = g(x) + v where x is as defined earlier, and v denotes a vector of sensor or measurement noise variables. 2.3 Linearizing the Swing and Measurement Models In order to use standard state-space observer design techniques, we will work with smallsignal versions of the nonlinear swing model and the measurement equations, linearized around steady-state. Note that a vector in the nonlinear system can be expressed as ((t) = (* + ((t), where (* is the steady-state vector and ((t) is the vector of deviations from this steady-state, assumed small when deriving the linearized model. In order to simplify notation, we will suppress the time dependence of the variables. 2.3.1 Linearizing the Swing Model We linearize the nonlinear DAE swing model (2.2) around the steady state (loadflow) solution 6 6* and w = w* = 0. Evaluating the Jacobian a = K (where K is referred to as the spring or synchronizing matrix of the system), one finds the following: K = -FL3diag(cos(F'6*))F' + \F|gdiag(sin(FJ*))F' (2.6) From (2.6), we can partition K into four submatrices, Kgg, KI, Kig and K1, as follows: K= K9 g K9 , K9 K, 15 (2.7) where K 9 g E 7Z9"g is a spring matrix associated with transmission lines connecting a R" ""' is a spring matrix associated with transmission generator to another generator; Ki E lines connecting a load to another load; Kg E Xfl"' is a spring matrix associated with transmission lines connecting a load to a generator, and K = K' 1 . It is worth noting that K is positive semidefinite and has a Laplacian structure, which has the property that Neglecting higher-order terms of A in the linearization of (2.2), we obtain a linearized DAE swing model of the form: A 10 0 0 0 0 0 0 M 2.3.2 G 0 0 I A6 9 -K 19 -Ku 0 A6 -K -K 9 1 j -D 0 + G Ape (2.8) G Aw Linearizing the Measurement Models Linearizing (2.5) results in an expression of the form Ay = CAX + Av. where C (2.9) [-1 = Any available angle and speed measurements are already linear functions of x, so their contributions to (2.9) are clear on inspection. For measurements of bus power injection P (6), the linearization is simply yielded by the corresponding row of the Jacobian K. For measurements of line power flow, we similarly pick the appropriate rows of the linearization ( [] of Pine() _66, = E) E = 3diag(cos(F'S*))F' + diag(cos(F'3*))F'. (2.10) Thus C in (2.9) is constructed by gathering a selection of rows from each of the following matrices: [ Inxn surements); 0 ] (direct angle measurements); [ K Onxn, ] [ Ong xn Ing x n, ] (generator speed mea- (bus power injection measurements); [ E Onxn, ] (line power flow measurements). Discussion: After achieving a linearized swing model, we still experience a problem in 16 obtaining a state-space swing model for our observer design. The reason is that we want to mutiply the inverse of the leftmost matrix to both sides to achieve a state-space swing model; however, the diagonal matrix has zero diagonal elements, which implies that the matrix itself is singular. The structure of the matrix results from our networks having both loads and generators. Therefore, we need to another step that can get around the problem, but can still maintain all the state information. 2.4 Collapsing the Linearized Swing Model To form a state-space swing model that can be used for our observer design, we execute a Ward-type reduction on the linearized DAE swing model (2.8). This will help us suppress the problem that we had in the previous section, i.e., expressing the load angles as a function of the generator angles. However, a crucial assumption for this reduction is that K 1 is invertible, and this is generally the case for our systems of study (implying that the DAE model is of index 1). From (2.8) the relationship between load angles and generator angles is found to be A61 = -Kij 1(Kj9A6S- GIAPFe). (2.11) Substituting (2.11) back into (2.8) and defining A = Kgg - KgiKj Kig (2.12) Gc = Gg - K 9 iKIj Gi (2.13) Ke and S = -M- 1 , the collapsed all-generator linearized state-space swing model is expressed as: A og0 x I A69 0e + - AP. (2.14) The driving term in the above equation can be written as the sum BAu + GAw, where a and w are as defined earlier in Section 2.1. By partitioning C into [ C69 Cjl Cw ] and substituting (2.11) into (2.9), we can achieve 17 the following linearized measurement equation written for the collapsed system: Ay [ (C69 - C6,Kj7Ki) C, Ix + Av. (2.15) C 2.5 Observer Design Methodology This section presents our observer design methodology using the state-space swing model in (2.14) and (2.15). We first start by following a classical observer design to obtain a linear observer. Next, through the LQE method, we can obtain a linear observer gain, which will later be integrated with the nonlinear models in (2.2) and (2.5) to obtain a nonlinear network observer. 2.5.1 Linear Observer for Linearized State-Space Swing Model Given the measurements (2.15), an observer for the linearized system in (2.8) takes the form of a real-time simulation of (2.14), to which is added a correction term proportional to the discrepancy between the measured Ay and the observer's estimate of Ay. Denoting the state of the observer by -, we have S= A- + BAu + L(Ay - CX) where L is the so-called "observer gain." (2.16) Recall that w and Aw are unknown, so the observer is missing the process noise term GAw that is present in (2.14). Similarly, the measurement noise Av is unknown, so the observer's estimate of Ay is just C5. Defining the observer error to be e = x - X, we see on subtracting (2.16) from (2.14) that (A - LC)e + GAw - LAv, with e(0) = x(O) - -(0). (2.17) It is noted that the state matrix A - LC determines the stability of the error dynamics. If it has eigenvalues with negative real parts, the observer is stable and the error will eventually converge to zero if Aw and Av are zero, which is the desired outcome (i.e., the states of the system are correctly mimicked asymptotically by the states of the observer). 18 If Az and Av are nonzero but bounded, then a stable observer will end up with a bounded error. Therefore it becomes obvious that we want to achieve L that can make our observer stable and can guarantee that the error will converge to zero or at least stay within a certain bound. To be able to move all the eigenvalues of A - LC, The technical condition required for variations in L is observability of the pair (A, C) [8]; under this condition, a proper choice of L can make A - LC have any self-conjugated set of eigenvalues. However, getting A - LC such that all its eigenvalues have very high negative real parts, for rapid decay of transients in (2.17), requires large values in L, which in turn accentuates the effects of the measurement noise Av in (2.17) and of any modeling error. This is the basic tradeoff in choosing L. Imposing only the requirement of stability does not sufficiently specify L, so we can look for a stabilizing L that minimizes some measure of e, given appropriate characterizations of Aw and Av. If Aw and Av are modeled as zero-mean white noise processes, and if we ask for the L that minimizes the error variance, we arrive at a special (steady-state) case of the Kalman filter, also called the Linear Quadratic Estimator or LQE filter [8]. The corresponding optimal observer gain L, is obtained by first solving the Algebraic Riccati Equation (ARE) in (2.18) below, and then using the expression in (2.19): PA' + AP - PC'R-1 CP + GQG' 0 L, = PC'R 1 The matrices (2.18) (2.19) Q and R represent the spectral powers of the white noises Aw and Av respectively. More generally, Q and R may be seen as design parameters that can be varied to yield different observer gains. Roughly speaking, increasing R relative to Q results in less "aggressive" observers, with the L, in (2.19) being correspondingly smaller; this tradeoff is further discussed in Section 3.2. 2.5.2 Nonlinear Observer for Nonlinear DAE Swing Model The linear observer designed above may be expected to do a reasonable job of tracking deviations of the swing model from steady state, provided these deviations are small enough to be reasonably captured by the linearized model. To track larger deviations from nominal, 19 we can try replacing the real-time simulator in our observer with the full nonlinear DAE swing model, rather than using the linearized model. The internal variables of this simulator are denoted by 2. The correction term is now made linearly proportional to y - g(I) rather than Ay - C , but uses the gain computed via the linearized model, adjusted to feed in to the appropriate equations of the nonlinear DAE swing model. Specifically, partitioning the observer gain matrix L, as L, = defined as L = [ L' 0 L' M where M, f, u, w 1'. [ L' L' ]', the DAE model's observer gain matrix is The nonlinear observer then takes the DAE form = f ( , u = u*, w = 0) + L (y - ),(2.20) are as defined in (2.2), y is the measured data, and j g(2) is the output predicted by the observer in accordance with the model (2.5). So far, we have obtained a methodology of our nonlinear network observer design. Our observer has a both nonlinear models and a linear gain computer using the LQE technique. We next want to test our observer in numerical studies to make sure that the observer performs well in different scenarios before using it in fault isolation. 20 Chapter 3 Numerical Results of Observer Studies After demonstrating the observer design methodology, we want to present numerical results from our observer performance tests using a classical nine-bus example shown in Figure 3-1. In the performance study of this chapter, we will use the following two events to represent faults that usually occur in a general network. Note that this small classical nine-bus example can become unstable easily if any big perturbation is applied since we do not have a governor implemented here. Therefore, we carefully choose events that will give us mild perturbation since we are interested only in illustrative examples of how well the observer performs anyway. " Event 1: A 0.05 p.u. change in the real power load at bus 8. We assume that this (unscheduled) load change is not known to the observer. " Event 2: Losing one of the two lines between bus 8 and 9. We assume that the line loss is not known to the observer. To make our investigations more realistic, we want to take information inaccuracy in our knowledge about the system's parameters into account. Therefore, it is assumed that the actual inertias of the generators and the electrical characteristics of the lines are within ±1% of the nominal parameters given in Figure 3-1. The generators' damping coefficients, which usually cannot be measured directly, are assumed to be within ±10% of the applicable nominal values. For our studies, the observer uses the nominal parameters as shown in 21 230kV 'Event " P8 = 100MW 230kV 7 jO.0625 9 625 jO.0586 0.0119+j0.1008 0.0085+jO.072 8 3 13.8kV M3 =0.0 16 D3 =3*M3 "Event 2" 2 18kV M2 =0.034 D2 =2*M2 5 6 P5 =125MW P6 90MW 230kV 4 MI= 0.1254 jO.0576 16.5kV Figure 3-1: Classical 9-bus example studied in this paper. The line parameters are shown as impedances. Figure 3-1, while the system parameters are fixed for each set of simulations at randomly selected values within the above ranges. 3.1 The Observer in Action This section demonstrates the working of a particular observer in the noise-free case, in response to the occurrence of either Event 1 or Event 2 on the system. Here, the observer uses measurements from three sensors: a direct angle sensor at bus 5; a power injection sensor at bus 1; and a power flow sensor on the line directed from bus 7 to bus 8. (The choice of observer gain and sensors will be discussed in Sections 3.2 and 3.3, respectively.) We have the system and the observer start with their respective steady states for both simulations. The applicable event occurs during 0.1s < t < 3.1s in each simulation. For the ensuing discussion, we will examine the angle at a bus relative to the angle at bus 1; so we define jl -- 61 and 6i1 =6i- 6 where i C {2,... n}. Simulation of Event 1: The real state evolution of the system and the state prediction of our observer for Event 1 are shown in Figures 3-2, 3-3 and 3-4. In Figure 3-2, 641 approximates 64 1 fairly accurately throughout the simulation. Note that the estimate follows the real state closely even after the event occurs. It is worth emphasizing here that the good estimate of 22 Event 1 Simulation: System's - and Observer's 4 -0.039 S-ystem -Obs1 - -- -t - --- - - -0.041 - -- - - -0.04 - - - - -- I -0.042 -0. 42 - -I.43 r - 0 -- .. 1 2 . . .. . ... 1.. . . -0 .04 3 - -. -0.045I - 3 . .. . . .. . . . .. . .. .. . .. . . 4 5 6 Figure 3-2: Time plots of 64-61 (system) and 64-61 (observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). 641 is obtained despite not having any direct measurements at bus 4. The ability to obtain this spatial interpolation is directly the result of using the dynamic model to complement the measurements. From Figure 3-3 we see that 651 tracks the general form of the variations in 651 but settles by the end of the event period to a constant angle offset, caused by the observer's ignorance of the deviation of the load at bus 8 from its scheduled value during this interval. After this event, this offset abruptly decreases but gradually returns to the same offset as that in the beginning of the simulation due to the initial condition difference. Figure 3-4 shows the convergence of the speed estimate W3 to the actual W3. Again, note that there are no direct speed measurements taken at bus 2, or in fact anywhere in the network, so the dynamic model plays a key role in providing the speed estimate. All these figures demonstrate that the observer converges asymptotically within 2 seconds to the system variables. Simulation of Event 2: Results for Event 2 are shown in Figures 3-5, 3-6 and 3-7. Figure 3-5 shows the relative angle 631 at the generator bus nearest to the affected line, and its estimate 631. Notice that 631 reflects the correct general form of 631 during the event period, but a constant angle difference is evident, mostly due to the observer's lack of the information 23 Event 1 Simulation: System's 8 - 8 and Observer's ^-5^ -0.073 -System -- -0.074 Obs1 -0.075 -0.076 q I - -0.077 -. --- . - - - -- -.. -0.078 -0.079 t -0.08 -- - - ~ ~-.-- -. ~ - -... ~ -........ - -. I - - -- - - - -- - - .. --- - - -. ...-. ..--- ..... ---..... -. -. -. -0.081 - V - --- ... -- - .... -. .... -- - -- --.--.-- -0.082 -uuua 0 1 2 3 Figure 3-3: Time plots of 65-61 (system) and ginning at t = 0.1s, duration 3s). 4 13-SI 6 5 (observer) when Event 1 occurred (be- Event 1 Simulation: System'su 3 and Observer's .1 0.1 Syste -- Obs 1 0.05 0 IiIt : -0.05 i -i - -0.1 -l- -- - it-.-. ~ -- I~ It iIt -0.15 - I. - - - -- - - - -- - i -.III. t - ti- - - -- -.- - -t -- .- . --. -t I - - - . . . . . . . . . ... -0.2 - .1. . . . . . . . .. 1 . . . . . . 1 . -0.25 0 1 2 3 4 5 6 Figure 3-4: Time plots of w3 (system) and w3 (observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). 24 . . - Event 2 Simulation: System's 3 -8 8 and Observers 8^_-A 0.105 System -- Obs 1 0.1 - 0.095 - 0.09 - - ..- . .-. 0.085 - 0.08 - - - - 0.075I- - -. . -t- *- - -- ......................- -. . .. .. . -.... .. .-..-.-.-.-.- t. - - - - ...-.- -. 0.07 Figure 3-5: Time plots Of 63-JI (system) and 3-S1 (observer) when Event 2 occurred (beginning at t = 0.1s, duration 3s). regarding the change in network topology. After the event the observer estimates J31 well, although some steady-state discrepancy persists due to model mismatch between the system and the observer. Similar explanations are also applicable to the 64, and 3-6 and to the 6, and 661 Selecting the plot in Figure plot in Figure 3-7. In Figure 3-7, the algebraic nature Of evident in the instantaneous angle 3.2 J41 J6 is jumps Q and R Matrices The process noise and measurement noise intensity matrices, Q and R respectively, influence the observer gain matrix L through (2.18) and (2.19). If the process noise is significantly larger than the measurement noise, the observer will preferentially weight the measurement information relative to the dynamic model. On the other hand, if the measurement noise is significantly larger than the process noise, the observer will not trust the measurements and will essentially run in an open loop, i.e., as an uncorrected real-time simulator. Even in the absence of process and measurement noise, Q and R may be used as design jumps are only possible for the algebraic variables, not for the differential variables such as the angles or the speeds of the generators. isuch 25 Event 2 Simulation: System's 1 and Observer's 4 ^ 4- -0.038 -- System Obs I -0.039 - -- -.-.-.- -0.041 -. .... -. .. -.-.-. ............... -0.041 .-. ..- ....... ............. ............ ......... * It -0.042 -0.044 1 0 2 3 4 5 6 Figure 3-6: Time plots of 64-61 (system) and 34-61 (observer) when Event 2 occurred (beginning at t = 0.1s, duration 3s). and Observers 6^-1 Event 2 Simulation: System's86 _.n net. -System - Obs1 -0.066 -0.068 -0.07 -t-- -- I - -0.072 ... ... ... -I - - -0.074 -t -0.076 -0.07f 0 - - -- - --- - ...... . . . . 1 .. . - .. . . . . . . . . . . . . . . .. . . . . 2 3 Figure 3-7: Time plots of 66-61 (system) and ginning at t = 0.1s, duration 3s). 16-11 26 4 5 . . . 6 (observer) when Event 2 occurred (be- parameters for the observer. Adjusting their relative values allows one to weight the observer towards heavy reliance on the measurements, or heavy reliance on the model, or a range of intermediate compromises. For our investigations we chose Q and R to both be diagonal matrices. The results 2 simulate as shown in this thesis are for the case in which each diagonal entry of Q is 25 x 10-8, while the diagonal entries of R are 64 x 10-10 in the positions corresponding to direct angle measurements, and 64 x 10-8 in the positions corresponding to the remaining three types of measurements. A more comprehensive examination of the effects of varying Q and R is needed, but left for future study. 3.3 Types of Measurement and Placement The choice of sensor types and of their placement plays a key role in designing good observers. However, comparing and rank-ordering different choices of sensors and placements is not straightforward, because several factors are involved. If we commit to choosing the observer gains through the LQE methodology, and if Q and R indeed represent the intensities of white process and measurement noises, then P in (2.18) represents the error covariance matrix of the state estimate. One could then use, for example, a weighted sum of the state component error variances of P - i.e., a weighted trace as a measure 3 of observer quality for each choice of sensor types and placement. A more thorough study of this possibility is left to future work, but we present an illustration here. The plots in Figure 3-8 show the results obtained under the same Event 2 scenario considered in Figures 3-5-3-7. Observer a is the observer used in all the results shown so far, while Observer b uses the same three types of sensors, but placed differently: a direct angle sensor at bus 9; a power injection sensor at bus 5; and a power flow sensor on the line directed from bus 4 to bus 5. The (unweighted) trace of P for Observer b (7 x 10-6) is one order of magnitude larger than that for Observer a (7.7 x 10-7), indicating that Observer b is poorer than Observer a. The waveforms compare the actual W, (full line) with 2 We achieved this results by adjusting the values of Q and R until we saw obvious but mild effects of the noises on the states of the system. 3 One difficulty we are experiencing here is a physical interpretation of this measure because the state vector has both angles and speeds as its components; therefore, the weighted sum actually combines both units. 27 Event 2 Simulation: System's ,, Observer a's o and Observer b's W^ 0.02 - 0.015 0 System -- Obs I Obs 2 -01 - 0.005 - 01CL-0.005 - - -0.01 - - -. -- -0.015 -~I -0 .02 -0.025 -0.03 . . .. .. ..... ... . .. 1 ' 0 1 2 3 time (s) 4 5 6 Figure 3-8: Time plots of 64-61 (plant), so-61 (suboptimal) and 37 -61 (worst case companion) when "event 1" occurred (beginning at t = 0.1s duration 3s). the estimates W (dashed line) and W1 (dot-dash line) provided by the two observers. The differences in performance are clearly visible. 3.4 Pole Placement VS LQE This section presents results from a simulation comparing the performance of the network observer with the LQE linear gain to the performance of the network observer with a gain computed using pole placement. Pole placement is another filter design technique [9] used in control. This technique provides an easy-to-understand but powerful way to control the steady-state convergence rate of the observer although the choice of desirable pole locations is not always clear. Figure 3-9, Figure 3-10 and Figure 3-11 present the state evolutions of the classical 9-bus system and two observers for Event 1. The first observer using the LQE technique is the same one we used in previous sections, but the other one is based on the pole placement technique and still uses the same three sensors that the first observer does. Note that the gain of the second observer is designed so that all the eigenvalues of (A - LC) are equal to 28 System's 82-5 and Obs's 6^-S^ 0.1 0 -System - - LQE observer Pole-Placement Obs 0.175 - - 0.17 -. -. -.-.-.-.-.- -. .. --. . - -a 0.165 V 0.16 0.155' 0 I I I I I 1 2 3 time (s) 4 5 Figure 3-9: Time plots of 62-61 (system) and 62-61 (for both LQE observer and poleplacement observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). A's eigenvalues 4 (in (2.14)) shifted by -1 and multiplied by 10 to give an observer that is around 10 times faster than the system. Figure 3-9, Figure 3-10 and Figure 3-11 show that our LQE observer outperforms the pole-placement observer in predicting the real state evolutions even during Event 1; however, Figure 3-12 shows that the pole-placement observer and the LQE observer can also perform equally well. Although the results in this section suggest that our LQE observer usually performs better than the pole placement observer, there should be more comparative research on their performances. We leave this for future study. 4 A always has a zero eigevalue due to its structure 29 System's 87-81 and Obs's ^ 076 System observer Pole-Placement Obs - - LQE 0. 0740. 072 -- 0.07 - - 0.068 C1. --- --- 0.066 0. 064 - - - - - - -- - 0.062- 0.06 - - - 0.058- 0 1 2 3 time (s) 4 5 6 Figure 3-10: Time plots of 67-61 (system) and 67-61 (for both LQE observer and poleplacement observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). System's w and Obs's ^ -System - - LQE observer Pole-Placement Obs 0.6 0.4 0.2 t--lt -- --. - - - --- -- -. t-t .. .- -.. . 0.2 . . - . -0.4 ............ ... . .. - .... ... .. ......... .. .......... -0.6 -0.8 1 1 2 3 time (s) 4 5 6 Figure 3-11: Time plots of w6 (system) and C26 (for both LQE observer and pole-placement observer) when Event 1 occurred (beginning at t = 0.1s, duration 3s). 30 System's 54- and Obs's 8^-5^ - S -0.04 - System LQE obs Pole-placement obs -0.0405 -0.041 -5q- -0.0415 -~~. -.-. -. a ----- - -.- -. .. . .. . -0.042 -. -.-. -. -. - -. .. -...--.... --.. - --- - -0.0425 ..--...-- -...-- -0.043 - . . - -. -.-.-.-.-. .-.-.-.-.-.-. .-.-.-.-.- -..-.-.-..- ...-. -. - -0.0435 -0.044 -0 I44 0 2 3 time (s) 4 5 6 Figure 3-1 2: Time plots of 64-61 (system) and 64-61 (for both LQE observer and poleplacement observer) when Event I occurred (beginning at t = 0.1s, duration 3s). 31 Chapter 4 Fault Isolation Applications The observer studies we did in the previous chapter showed that our nonlinear observer can give us satisfactory numerical results. This chapter provides two simple case studies showing that the nonlinear observer is also capable of achieving effective fault isolation. The first study concerning the multiple observer scheme is a simple fault isolation method that functions effectively with small networks. The other study instead uses a single nominal observer to achieve the task; however, the diagnosis process is possible only through understanding the pattern of the steady-state output error ( y) vectors. We then proceed to gain insights into the relation between the EY vector and line perturbations through Taylor series expansion analyses based on (2.2) and (2.5). 4.1 Multiple Observers for Fault Isolation Fault isolation can be achieved via many ways; however, here we implement a simple but accurate and robust method of multiple observers [3]. The main idea is to have several observers work concurrently in real time. Since our focus in this study is only on a complete single line-out fault, the model assignments to the observers are such that one observer has the nominal model of the system, and each of the rest has the nominal model with one unique line taken out. With such a set up, ideally one would expect that the observer whose model matches the current model of the real system will outperform the other observers in terms of predictions at the steady-state. The scheme prompts us to further investigate via simulations its applicability in fault isolation of power systems. Therefore, we put the method of multiple observers into tests 32 on the classical 9-bus system. Multiple Observers in Simulation Tests: Here, we examine the performance of the multipleobserver scheme via simulations on the classical 9-bus system. In these simulations, the real system with the nominal model has Line 9 for the line numbering of the classical nine-bus network. taken out at the start1 , and there are ten different observers running independently and concurrently. Note that although having different models, each observer consists of the same three sensors that we used before in the previous chapter. Also, both the real system and the observers start off with the same initial condition, which is the loadflow solution of the nominal system. Therefore, we can see the transients of the real system and all the observers right after the simulations start. From the above setup, one would expect that the observer whose model is nominal but without Line 9 will best predict the real states because its inherited model matches that of the real system. Our simulation results substantiate the claim. Figure 4-1, Figure 4-2 and Figure 4-3 clearly show that the model-matching observer outperforms other observers since its residual always converges to zero at the steady state, but those of the others do not. Despite the simplicity and the accuracy of the multiple observer scheme, the approach is computationally intensive and unscalable for bigger and more complex systems. For example, in order to deploy the scheme to isolate a single-line fault of a power network, we need to have n + 1 different observers for n lines. The linear growth of the computational burden with the number of lines in the network poses a serious problem in real-time state estimations. Although constrained by its requirement for large computational power, the multiple observer scheme does not only have a virtue of being a good method for fault isolation of small networks, but also illuminates the significance of the model inherited in the fault detection observer to achieve the optimal state predictions. In other words, failing to have the right model, the predictions of an observer will never be able to converge to the correct steady states and will either fall short by a constant offset at the steady-state because of the model discrepancies between its model and that of the real sytem, or will diverge away from the steady state. Ideally, one would want to have an economical and efficient algorithm for the fault 'Refer to Figure 4-4 33 System without line 9 + different observers: (8^ - 8^) - (8 - 8) 0.15 0.1 --- ------ 0.05 - - ---- ---- -- - - --- - - -- - --- - - - 0 A? -0.05 -0.1 - - -- - - -- -- -- -- obs w/oline2 - line6 lineB line9 -obs w/o --w/o -obs w/o scomplete obs -. -0.15 -0.2' 0 1 2 3 4 -.-..-..- 5 time (s) 6 8 7 9 10 Figure 4-1: Time plots of the residuals (05-61) - (65-61) of different observers when the real system has Line 9 taken out. System without line 9 + different observers: (8^- 8) - (8 _ ) 0.15 r - - 0.1 obs complete - -- -.- - - obs w/o line6 obs w/o line8 obs w/o line9 - 0.05 0 .. . . . . . . . . .. . . . ... . .. co c Cd . . . . . -0.05 - - - - -- - ------------ ---- -0.1 -0.151-.- -0. 2( - -- 1 2 3 4 5 6 7 8 9 10 time (s) Figure 4-2: Time plots of the residuals (66-61) - (66-61) of different observers when the real system has Line 9 taken out. 34 System without line 9 + different observers: (6^ - ^ 0.5 ( -8 1 0.4 - obs w/o line2 obs w/o line6 obs w/o line8 obs w/o line9 obs complete - - -- - - 03.. 0.2 .- -- -- - - - - - . - -- 0.1. - - - - - - - -- -- 0- - aa - 0.1 1 2 3 -.. . 4 5 time (s) 6 7 --- . -.-.-.-- .-.- - ~- ~ ~~ ~ ~ ~ - -0.2 -0.3,0 -.-.. -.. .- .-. -.. .. . --.. -. . - .. -- --.. ... .- --. -. . .-. 8 9 1 10 Figure 4-3: Time plots of the residuals (68-61) - (68-61) of different observers when the real system has Line 9 taken out. isolation of power networks. However, to achieve such a scheme, we had better well comprehend the properties of the faults of interest. Having a solid understanding of the fault characteristics, we hope to use those properties as our fault identification criteria. 4.2 Understanding Faults on the Network: Line Parameter Disturbances This section investigates the effects of line-parameter disturbances on the classical 9-bus power network. The motivation is to shed light on interesting characteristics originating from line parameter disturbances in the hope that these observations will suggest useful insights for fault isolation application. First we need to know what information we can use as inputs for our investigation. It is worth emphasizing that in practice the output of the actual system, the output of the observer (or the output prediction of the observer) and the predicted state evolutions are all the information we know. Therefore it is reasonable and obligated for us to focus on using this information to form a comprehensive framework for understanding faults in the real system. 35 However, before getting deeper into details about faults, we need to know about the normal operation of the system, so that we have a basis for comparisons in future studies about faults. 4.2.1 Normal Operation In order to understand faults well, we need to realize what happens at the normal operating point. Such knowledge can be helpful when we want to have a base for comparison and for suggestions about the behavior of the network after a fault occurs. Here we show the steady-state angle values of all the nodes and the steady-state loadflow values for all the lines in the classical 9-bus example in Figure 4-4, under the operating conditions labeled in the figure. Note that the direction of the arrow on each transmission line indicates the power flow direction. Note that we are assuming that all transmission lines of the network are lossless. As a result, the power injected into one end of a line equals the power coming out at the other end of the line. Another interesting consequence is that the power injections of all generators (e.g., node 1, node 2 and node 3) into the network equal the power extractions of load buses (e.g., node 5, node 6 and node 8) from the network. Also, from our observation, the absolute angles of all the nodes always keep decreasing right after the simulation starts 2 , but the absolute speeds of the generators will first slightly fluctuate downwards and eventually reach steady-state values. 4.2.2 Investigation of the Steady-State Output Error Vectors The seminal thesis of Beard [10] ;suggests that each fault will affect the network behavior to generate a certain geometric pattern of the corresponding steady-state output error 3 vector (iy) used in the observer; therefore, we begin our study by doing simulations to scrutinize the pattern. 2 This phenomenon will not be problematic to us because we are interested only the evolutions of relative angles. The reason is that, by looking at (2.2), we can see only relative angles, not the absoluate angles, play a role in determining to values of f(x, u, w). 3 Here error means the predicted values by the observer minus the real values of the system. 36 7 o, Line 2 Sno"m = = 0.0128pu '7 Line 9 0.7627 p.u. 0.2430 p.u. -0.0179pu 0.8505 p.u. 8 94 .1149pu 2 nom = 9 Line 3 Line 8 1.6307 p.u. nom 2 -0.0427put 3 Line 6 Line 7 0.8680 p.u. 0.6075 p.u. 5 PO" = -0.1313pu 6 f P"' = -0.1255pu Line 4 Line 5 0.4083 p.u. 0.309 p.u. 4P' = -0.0962pu 0.7173 p.u. 4 Line 1 no " = -0.0548pu Figure 4-4: Normal operation of the classical 9-bus sytem: angles and power flows. 37 63"' = 0.032pu Steady-state e vector when different lines got cut off x * line 4 off line 5 off line 6 off * line 7 off * line 8 off o line 9 off 0.12 0 0.05 E 0. (D 0 005, ai -0.. 0.2 0.1 - - 0 0.1 -0.1 -0.2 0 -0.3 steady-state e of the flow sensor 0.2 -0.4 -0.1 steady-state e of the angle sensor Figure 4-5: Steady-state output error plot of all six simulations. Setup This study uses the information obtained from six simulations. Each simulation has both 4 the observer and the system run together. The observer's model is nominal , and it consists 5 of the same three sensors we used in the previous section . The system's model in the ith 6 simulation is the nominal model without line (i + 3). Both the system and the observer 7 have the loadflow solution of the nominal model as the initial conditions. We then use the information from the simulations to plot Figure 4-5, which shows the steady-state output error vectors of all the simulations. we This setup is reasonable because usually we do not know which fault is going to happen; therefore, system. the in behavior hope that our nominal observer can detect any abnormal it is a 5 Note that in the case that we are only interested in the steady-state values and we know that values steady-state their that know we because measurements injection bus load use not shall we fault, line always stay the same the 6 We do not deal with simulations whose systems do not have lines connected to generators because steady us give not will generator a to connecting a line on perturbation a system of study is so small that 4 state. 7 We want to see the transients of the real states and those of the predicted states after the simulation begins. 38 Steady-state e vector when different lines got cut off of the system with a 5% line perturbation - x * * * o 0.1 line 4 off line 5 off line 6 off line 7 off line 8 off line 9 off 005 -0.05, 02 -01 0.10 01 -- 0.2 0.1 -- -- 0 -0.3 0.2 .-00.1 -0.2 . - 0 -0.3 steady-state e of the flow sensor -0-4 -0.1 steady-state e of the angle sensor Figure 4-6: EY vector plot of all six simulations with all the line parameters perturbed within five percent of the original values. Line-Parameter Sensitivity Study The pattern in Figure 4-5 suggests a promising application in fault isolation since we can use the directions of the steady-state output error vectors, which are always available, as a fault identification criterion. However, we need to make sure that the exhibited pat- tern in Figure 4-5 is not too sensitive to perturbations on all the line parameters of the system because practically we do not usually have completely accurate information about the line parameters of the network. Therefore, line-parameter sensitivity studies should be performed to ensure us that the pattern of the Ey vectors is not too susceptible to small line-parameter variations. To ensure consistent results, we do additional simulations similar to those we did in the previous section. However, this time we have all the line parameters of the actual system perturbed within five percent and ten percent of the nominal values. The results are encouraging: Figure 4-6 and Figure 4-7 respectively show similar patterns of steadystate output error vectors to that in Figure 4-5 when all line parameters are perturbed within five percent and ten percent. 39 Steady-state e vector when different lines got cut off of the system with a 10% line perturbation line 4 off line 5 off line 6 off - line 7 off * line 8 off 0 line 9 off 0 x * 0.1 -0.05,-02 00 -01 0.1 01 -0.02 -0.3 0 0.2 .-- -0.1 .--0.2 0 -0.3 steady-state e of the flow sensor 1 -. -0.4 0.1 steady-state e of the angle sensor Figure 4-7: eY vector plot of all six simulations with all the line parameters perturbed within ten percent of the original values. Effects of Power Variations Other possible variations that can happen in power network include changes in power injections and power extractions. Thus we further investigate the sensitivity of the steady-state error vector pattern to such changes. The motivation, besides ensuring the consistency of the error pattern, is to understand the effects of possible unknown variations such as changes in power to Ey vectors. Here we change the power injections of generators or the power extractions of loads by plus or minus ten percent. Figure 4-8 shows that such variations have a bigger effect on the directions of E. vectors than line-parameter variations of the same magnitudes do. 4.2.3 Gaining Insights into E, Vectors This section attempts to show how to interpret a component of a steady-state output error vector in Figure 4-5. Understanding the reasoning behind the pattern of the plot will provide us a more solid comprehension of the network behavior after a fault. Table 4.1 presents the values, from different scenarios, of all steady-state output error components: angle measurement error; flow measurement error; and bus-injection error. 40 Steady-state e0 vector when different lines got cut off plus 10% change in Pbus injection 0 line 4 off * line 5 off line 6 off l ine 7 off * line 8 off x o line 9 off 005 0 0 -0.05 02 - 0.1 0.3 0 01 -0.1 02 -0.2 0 -0.3 steady-state e of the flow sensor -0.4 -0.1 steady-state e Yof the angle se nsor Figure 4-8: eY vector plot of all six simulations with all power injections and extractions perturbed roughly by ten percent. Table 4.1: The measurement errors for all three sensors of the observers when there is no line or power variation. Line-out angle measurement error 4 5 6 7 8 9 0.2599 0.0284 0.0763 -0.0536 -0.0667 0.0212 flow measurement error [bus injection error 0.1513 -0.1147 -0.3086 0.2160 0.2690 -0.0857 41 -0.0464 0.0335 0.0870 -0.0671 -0.0843 0.0252 To illustrate the way we understand the values in Table 4.1, we consider the example of the flow measurement error value when Line 4 is taken out of the system. In this case, it is worth noting that the flow measurement is on Line 8, which is the line connecting node 7 and node 8 of the classical 9-bus network. We notice that node 5, which is originally connected to both Line 4 and Line 6, requires a constant power extraction from the network at all times. Therefore, if Line 4 is cut off from the real system, there must be more power flow from line 6 to node 5. However, knowing that the power supplied to both Line 6 and Line 8 is from the generator at node 2, we expect that the increase in power on Line 6 will consequently decrease the power flow on Line 8 since the power injection at node 2 has to be kept constant. Thus, the real system should have a lower flow on Line 8 than the corresponding prediction of our observer, since our nominal observer model did not have any information about the fault on Line 4. Therefore, our reasoning concludes that the flow measurement error value for this case must be positive. Such a reasoning in the previous paragraph is especially helpful in understanding the system behavior after a fault. However, we usually find it difficult to reason the signs of the other components such as bus injections and angle evolutions without refering to the DAE swing model. For example, it is difficult to know whether the angle of node 5 decreases after the fault on Line 4. Figure 4-9 shows the steady-state values of the angles of all the nodes and the flows of all the lines after Line 4 gets cut in from the classical 9-bus system. We can see that all the angles at the steady-state decrease from their nominal values. This is because the variables are affected by the second-order factors, which make it harder for one to mentally picture the mechanism affecting the values of the components. 4.2.4 Achieving Fault Isolation via a Nominal Network Observer Here we propose a way to do fault isolation for complete single line-out faults on the classical 9-bus system. Using the information that we have about the steady-state output error vectors in terms of directions and magnitudes, we hope to identify the line fault that makes the system provide the steady-state output error vector we have. First it is useful to process the information about the directions of the steady-state output error vectors into a numerical format. To quantify the directions of steady-state output error vectors, we need to have reference vectors. In this case, we decided to have vectors [1 0 0]', [0 1 0]' and [0 0 1]' as our reference vectors. Note that the values in 42 4 Line 2 = -1.0673pu '1 8 1.0915pu - .96 Line 9 0.3321 p.u. 0.6743 p.u. 0.8552 p.u. 8 8pu 3 Line 6 0.1809 p.u. 5 = -1.2835pu S Line 7 1.3053 p.u. 4 = -1.0228pu 9 Line 3 Line 8 1.6374 p.u. S4= - S 6 S4 = -1.0551pu Line 4 Line 5 0 p.u. 0.7296 p.u. = -0.9861pu 0.7296 p.u. 4 Line 1 4= -0, 9440pu Figure 4-9: Steady-state after Line 4 getting cut off from classical 9-bus sytem: angles and power flows. 43 = -0.9727pu Table 4.2: The direction of 2, vectors of the previous four studies. Line-out no perturbation 5% line perturb. 4 5 6 7 8 9 (0.547,1.051,1.724) (1.338,2.776,1.294) (1.337,2.783,1.304) (1.803,0.378,1.864) (1.803,0.380,1.866) (1.338,2.775,1.293) (0.532,1.065,1.721) (1.306,2.756,1.297) (1.334,2.782,1.305) (1.805,0.38,1.864) (1.799,0.379,1.868) (1.343,2.778,1.293) 10% line perturb. [10% power variation (0.55,1.047,1.723) (1.37,2.796,1.293) (1.324,2.772,1.302) (1.826,0.39,1.858) (1.81,0.384,1.865) (1.308,2.76,1.300) (0.498,1.119,1.767) (1.343,2.869,1.424) (1.338,2.826,1.36) (1.807,0.474,1.973) (1.806,0.438,1.932) (1.345,2.886,1.453) Table 4.2 are in the (a, b, c) format, which denotes that the corresponding ey vector is a radians referenced to [1 0 0]' (representing the x-axis), b radians referenced to [0 1 0]' (representing the y-axis) and c radians referenced to [0 0 1]' (representing the z-axis). By looking at Table 4.2, we can make a major observation about the directions, namely that there are only three main directions that any ey vector can fall into for our example. Here, we use eg to denote the steady-state output error vector resulting from line a getting cut off. From the result we have, one direction has just 1'; another has both E and E8, the other direction has 5 ,7 and E9. Therefore, using just the direction information we have, we can feel comfortable distinguishing between the Ey's from different directions. However, in order to detect the faults that have their steady-state output error vectors aligned well together, we still need more information. In this case, the information about the magnitudes of the vectors can significantly improve our situation. Using the information about the magnitudes of the steady-state output error vectors in Table 4.3, we can better distinguish faults whose 2, vectors align in the same direction. For example, to distinguish between Line 7 getting cut and Line 6 getting cut, we compare the magnitude of the e from our sensors to the magnitude of E and that of e8. If the magnitude of the vector that we get from our sensors is closer to that of E7, then the fault is originating from Line 7 getting cu. The same idea can also apply to the identification of the faults orginiating from Line 5 out, Line 6 out and Line 9 out. 44 Table 4.3: The magnitude changes of Cy vectors of all the studies. Line-out no perturbation 4 5 6 7 8 9 0.3043 0.1228 0.3296 0.2325 0.2897 0.0918 4.3 5% line perturb. [10% line perturb. 0.3130 0.1237 0.3302 0.2331 0.2897 0.0918 10% power variation 0.2975 0.1230 0.3298 0.2325 0.2900 0.0923 0.3394 0.1464 0.3219 0.1743 0.3034 0.1196 Analysis of Steady-State Output Error Vectors Here we present an analysis of the steady-state output error vector pattern in Figure 4-5. The objective of this analyis is to gain some insights into the relations between the steadystate output error Ey and the perturbation on Line 9 by applying the Taylor series expansion to the nonlinear measurement model in (2.5). In this section, we assume that the value of the admittance of Line 9 is zero in order to simplify our analysis; therefore, we can focus on using only the change of the susceptance of m Line 9 as a representation of the magnitude of a fault on Line 9 (B9 = B act - Bno~ ). This assumption is reasonable since it is usually the case that a line has its susceptance much greater than its admittance. Besides the above assumption, it is worth noting that we use nom and act to denote the nominal observer model and the actual system model respectively throughout. We first begin by defining the steady-state output of the actual system steady-state predicted output of the observer model g (x, u, w, B) = (x g( ,w = g) _=go(,U* Bq) L2z,B9=Bnom (g) and the (g) in (4.1) and (4.2): at g(:, no u *, 0, B ct) X 0, Be ""m) (4.1) (4.2) Using Taylor series expansion up to the second order, we can reveal another relation between the steady-state output error Cy and the change in the susceptance of Line 9 as 45 follows. Note that we define 5 = Y =X _ gnom( - x. *,* 0, Bn m ) 4.3.1 BB9 S±a 2 gnom(, U*, 0, Bnom) -2 2 B B9 a 2 gnom(iU*, 0, Bnom u*, 0, Bnom agnom(5, X + 1 2 gnom (, u*, 0 , Bg O )OX2 2 2 +B9 (4.3) Discussion about the Analysis Equation (4.3) illuminates useful insights into the relation 8 between the steady-state output error and the perturbation of the susceptance of Line 9. However, one may notice a possible problem hidden in (4.3). The problem is that t used in the calculatation for x is usually not available in practice. In this thesis, we assume that all the possible 's can be substituted by using the loadflow solution of the corresponding actual system. Those values are prestored in a table and ready to use. This assumption is reasonable for the small example system of this thesis. By further investigating the structure of (4.2) in the case of our observer, the vector gnom(x7, u*, 0, Bnom) has three rows; each of which contains the output from its correspond- ing sensor: gnom(X, u*, 0, B90 m ) G1 - B 1 sin(61 = - 64) - G 1 cos(61 G8 + B 8 sin(68 - 67) - G 8 cos(6 8 - 64) (4.4) - 67) With this measurement vector, the second, third and fifth terms in (4.3) will be zero. We can then automatically simplify the relation from (4.3) to that in (4.5) below. Although the ensuing equation is simple and obviously useful in fault detection, a crucial assumption is that each possible ; and its corresponding ey have a one-to-one correspondence: 9 _agnom(5 ,u*, 0, Bnom aOX + (,1 x (4.5) Furthermore, the price we pay here is the irrecoverably vanished direct connection between 8 The fourth and fifth terms are written in a suggestive notation, but because x is a vector, the detailed expressions have to be written more carefully. We omit the details here, in order to keep the notation simple. 46 the e vector and B9 . However, the indirect connection between the 0 and F (when Line 9 is out) still exists. Therefore, fault isolation is still possible, but to solely depend on (4.5) for fault isolations, we take a possible risk of relying too much on the one-to-one correspondence assumption that cannot be confirmed, especially if the system itself is highly evolving or volatile to small perturbations. 4.3.2 Numerical Results of the Analysis We now want to demonstrate that the preceding analysis can help us achieve good numerical estimation. First, we use (4.5) to generate the first order approximation. Here we have 09nom(7-, u*, 0, B ax 0m 1y = [-0.0212 - 0.0252 0.0857]' (4.6) ) 7 = [-0.0212 - 0.0252 0.0857]' (4.7) ,so the first-order analysis is already satisfactory. We also do a similar approximation using the same approach to get the relation between E8 y and its corresponding B 8 , to rule out any doubt that the good result we got from the approximation for the perturbation on Line 9 was because the last two terms of (4.3) are gone. In the case of Line 8 getting cut, all three terms in (4.3) stay nonzero. The results we get are equally good for this case. The reason behind such accurate estimates is that the steady-state errors of the state predictions are small, and the measurement vector is either a zero-order or a first-order function of the line parameters of interest. Therefore, generally the first-order approximations from (4.3) have given us very good results. Although giving us impressive results, the possible risk of the assumption about the one-to-one correspondence still persists. In order to ensure reliable fault isolation, we have to develop a complementary tool to (4.3). 4.3.3 Exploring on the Nonlinear DAE Swing Model: Complement Tool For Fault Isolation The nonlinear observer model in (2.2) is a possible alternative in helping us get around the risk we discussed in the previous analysis. First we show the nonlinear observer model in (4.8) and the nonlinear DAE swing system 47 model in (4.9): u, w, B 9 ) fom(, + L(-- f (x, u, w, B 9 ) x,B 9 U*, 0, B"") + Le-y =BC = fact (,u *, 0, = 0 (4.8) 9 B9ct Using the Taylor series expansion we can generate a second-order approximation of the actual system model in terms of the observer model and its first and second derivatives in (4.10): fact (,U*, ~ofnom(5,U*0Bg"m) + Ofnom(X, u*, 0, Bnom)_ 0, Bct) Ox Ofnom(X, u*, 0, B 9 "om) B+± 1- 2 fnom(-, +B 9 2 102 fnom( f*, 0, B " m )~2 B9 2 f B n + 2 fnom(5, u*, 0, B90 m OB 9 0x + , 0, B non) g2 ;x , 9 **' 2 1x )B xi 9 (4.10) After that, we use (4.8), (4.9) and (4.10) to obtain (4.11). This equation shows the relation between the steady state output error (Ey) and the change in the susceptance of Line 9. = fnom(i, u*, 0, B 0"") LE Dx 2 + 1 fnom (7, + + O&fnom(', u*, 0, Bnom)B xBF 0 U*, 0, B1 ") Ox 2 2 + 2 fnom(5, U*, 0, B OB 9 a_ + 2 ) 2 norn(5, u*, 0, Bom) OB2 B9 (4.11) iFB An important consideration is the distinction between the relations shown in (4.11) and (4.3). We expect the relation in (4.11) to give richer information, but to be less sensitive to a choice of sensors used by the observer. The claim can be substantiated by investigating the structures of the derivatives in (4.11) and (4.3). Although the relation in (4.11) has not been proven to guarantee the one-to-one correspondence between eY and 5 or B 9 , it can help double check the conclusion we get from (4.3). From the analytical point of view, the constraint in (4.11) is promising in helping us achieve better fault isolation. However, (4.11) in estimation tests like those we did for (4.3) has not given us satisfactory results. We leave the resolution of this for a future 48 investigation. 4.4 Summary We have finished our preliminary study on the use of our network observer in fault isolation. First we presented a simple method of multiple observers for fault isolation in the power network. Besides presenting the applicability of the scheme in doing fault isolation, the multiple observer scheme helped us show that the inherited model of an observer is a crucial factor for an observer to achieve optimal state predictions. After that, we studied the geometric pattern of the steady-state output error vectors. The simulations we did have confirmed for us that the exhibited pattern was not too sensitive to small line-parameter disturbances and small power variations. The pattern also suggested a useful way to do fault detection and diagnosis using the directions and the magnitudes of the steady-state output error vectors resulting from different faults. Next we tried to gain insight into the network behavior after a complete single line-out fault occurs. We also provided examples of using Taylor series expansion in the analyses to understand the relation between a steady-state output error vector and its corresponding disturbance on line-parameters. The relation we derived from the measurement model provides us satisfactory estimates, but that from the DAE swing model gives us a poor results. Further investigation of the underachieving second order approximation from the relation we get from the DAE swing model is still needed. 49 Chapter 5 Summary 5.1 Brief Content Overview Here, we provide a brief summary of the work in this thesis. In Chapter 1, we presented our motivation for creating a power network observer and some basic terminology of monitoring processes. Then, in Chapter 2, we first illustrated the fundamental nonlinear models including the DAE swing model and the measurement model; both are crucial in the working of our network observer. Next, we went through the processes of linearizing and collapsing the nonlinear models to achieve a state-space swing model. The ensuing state-space model of the system enables us to follow the classical method of obtaining an observer model. Using the LQE method, we can then compute a linear gain for the linear observer. The integration of the gain and the nonlinear models forms our power network observer model. Chapter 3 showed numerial studies of our network observer. Having the classical ninebus example as a test system, the investigation uses two representative events: a line drop and a change in the power injection at a load node, to examine the performance of our observer. The results of the observer predictions were good in terms of both fast convergence rates and low offsets between the real state values and predicted ones. Also the result of the simulation comparing the performance of the observer with the LQE gain to that of the observer with the pole-placement gain suggests that the observer with the LQE gain usually outperforms the other. This evidence helps support our decision in using the LQE method to compute our network observer gain. Chapter 4 suggested two fault isolation methods using our network observer. 50 Both studies focused on fault isolation of complete line-out faults in the classical nine-bus network. Despite being computationally expensive and unscalable, the multiple observer scheme is an accurate and simple fault isolation method, especially for small networks. Another important lesson we learned from this scheme is that the similarity between inherited swingstate model of the observer and that of the real system is crucial for our observer to achieve good state predictions. The other method we focused in Chapter 4 was the nominal observer scheme, which uses the observer whose model is the same as the nominal model of the real system to do fault isolation. This method uses the direction and the magnitude information of stable e, vector patterns exhibited after failure as a criterion for fault isolation. In the end, we provided an analysis based on the nonlinear measurement model to gain insights into the relation between a steady-state output error vector and its corresponding fault. The numerical results of the analysis based on the nonlinear measurement model were very satisfactory. We then explored on the analysis using the nonlinear DAE swing model. Although the analysis was thought to be promising, the result of numerical studies were doubtfully unsatisfactory. 5.2 Suggestions for Future Studies Here we provide suggestions for future extensions of the work in this thesis. To deploy an observer-based method, we have assumed throughout that we know the system parameters values. However, in practice, some system parameters cannot be measured; as a result, the fault isolation using only an observer-based method may not be sufficient. Thus, we suggest that a combination between parameter estimation and observer-based method will be of considerable interest to make the fault isolation scheme less sensitive to information insufficiency and (expectedly) more adaptive. The decision criteria for determining a suitable choice of sensors and placements for a power network observer will definitely need to be sorted out. Besides knowing the trade off between different types of sensors, the decision rule should also take the topological and electrical characteristic of the network into account. Having such rules, we hope to put more trust on our observer to be less volatile to disturbances and be more accurate in giving out estimates. A more systematic way of determining proper values of 51 Q and R of the real systems is essential to make our numerical study realistic. Although both values are considered as design parameters in our thesis, we do not have high degrees of freedom in choosing their values because they actually represent real "noises." Therefore, to ensure that we will achieving similar performances that we got in simulations in the real world system, we must develop a pragmatic way to determine the value ranges of Q and R in the real systems and use those values as our design parameters. More research on comparison between the performance of the network observer with the LQE gain and that of the observer with the pole-placement gain should be conducted. In this case, interesting issues are determining the scenario in which one outperforms the other, finding by how much better one's performance is compared to the other's and checking whether the topology of the power network does affect the performances of both observers. In Chapter 4, we investigated the patterns of the steady-state output error vectors resulting from complete line-out faults. It is worth further investigating the scalability of the nominal observer scheme. Additionally, it would be interesting to expand the scope of our study by exploring on the characteristics of single faults of other types. For examples, we would like to know the exhibited patterns of EY vectors resulting from faults of other types. Ultimately, we may use pattern recognitions of the EY vectors to help us determine the types of faults happening to the power network. Finally, other extensions should be pursued such as fault identifications of multiple faults of either the same type or different types. However, it is crucial that we continue developing solid understandings of network's behaviors both before and after disturbances. Although we realize that there is much improvement needed for the work in this thesis, we hope that the power network observer we developed will be a valuable building block that will help researchers better understand complex interactions of the power network and more effectively achieve efficient fault monitoring processes of the power networks. 52 Bibliography [1] I. Stolz, "Observers and graphic displays for the swing motions of a power system", Master's thesis, Technical University of Berlin (research done at MIT), October 1994. [2] P. W. Sauer and M. A. Pai, Power System Dynamics and Stability, Prentice Hall Inc., 1998. [3] E. Muramatsu and M. Ikeda, "Estimation of parameters in state equations via multiple observers", Proceedings of the 39th IEEE Conference on Decision and Control, pp. 197-202, 2000. [4] L. H. Chiang, E. L. Russell, and R. D. Braatz, Fault Detection and Diagnosis in Industrial Systems, Springer-Verlag, 2001. [5] J. V. 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