1 Damping Torque Estimation and Oscillatory Stability Margin Prediction Hassan Ghasemi and Claudio Cañizares Department of Electrical and Computer Engineering University of Watreloo, Waterloo, ON N2L 3G1, Canada Emails: hghasemi@uwaterloo.ca and ccanizar@uwaterloo.ca Abstract— The damping torque of linearized models of power systems is studied here as a possible on-line security index, based on system identification techniques applied to realistic measurements. First, the theoretical values of damping and synchronizing coefficients of the electromagnetic torque are discussed in detail. These values are then used to investigate the accuracy of damping coefficient identified from on-line measurements using the ordinary least square (OLS) method. It is demonstrated that OLS may not be able to correctly estimate the coefficients due to the nonlinear nature of power system oscillations. Hence, generalized least square (GLS) and robust fitting with bisquare weights (RFBW) are applied to this system identification problem, showing to be better alternatives. Based on these results, the damping coefficient is proposed and studied as an index to calculate the distance to the closest oscillatory instability point. The results obtained from 3 test cases show that the index is an effective tool, and can be of significant help to operators for on-line security monitoring of power systems. Index Terms— Damping torque, system identification, oscillatory stability, stability indices, bifurcations. I. I NTRODUCTION On-line stability monitoring and system surveillance are considered useful tools in the operation of power systems, as these allow operators to guarantee system security by ensuring that there is enough stability margin even in the case of severe contingencies. These stability margins are typically associated with voltage and/or oscillatory instabilities which have been the cause for recent major blackouts (e.g. August 2003 NorthEast blackout [1], August 1996 WSCC blackout [2]). Some research has been carried on detection of oscillatory instability points as well as their prediction and control [3], [4], [5], [6]. They may be categorized as off-line and online methods. Off-line methods are basically system studies based on certain models and their corresponding differential algebraic equations (DAE’s), and hence are highly dependent on modeling assumptions as well as availability of accurate system data. On the other hand, on-line methods, if properly designed and implemented, can properly capture the actual dynamic behavior of the system without the need for modeling assumptions from on-line measurements. In [3] and [4], the authors propose indices to predict the closest oscillatory instability or Hopf bifurcation (HB) point. These indices are based on the critical electromechanical mode of the system that eventually crosses the imaginary This research was partially supported by NSERC, Canada. axis, as system loading changes, assuming that the critical mode is known. When the system is close to HB point, these indices present a fairly linear profile allowing for estimation of stability/security margins. However, electromechanical modes may present a highly nonlinear behavior, making it difficult to determine the critical mode, unless the system is very “close” to the instability point; in this case, these indices fail to produce accurate estimates of the stability/security margins. The authors in [7] and [8] investigate the behavior of the damping and synchronizing torque of the system in a single-machine-infinite-bus (SMIB), using the time domain simulation results of the system and utilizing an ordinary least square (OLS) method. This is then applied to a multimachine power system in [9], using classical model of generators without modeling exciters and governors. Other system identification techniques such as Kalman filtering and genetic algorithm have also been utilized to estimate damping and synchronizing coefficients to achieve less computational time as well as robustness to noisy measurements [10], [11]. Since the authors in [9] demonstrate that damping torque variations are closely related to the trend of electromechanical modes, this torque could be in principle used as another index to calculate the stability/security margins. However, the accuracy of these estimated values have not been studied. In this paper, the theoretical values of the damping and synchronizing coefficients of the electromechanical torque of linearized models (LM) of power systems are discussed, in order to investigate the accuracy of parameter estimates obtained using OLS techniques. The LM used is based on subtransient models of generators as well as a full representation of exciters and governors. Alternative methods known as generalized least square (GLS) and robust fitting with bisquare weights (RFBW) are proposed to handle the cases when OLS does not provide accurate estimates. Furthermore, the use of the estimated damping torque coefficient as an index is studied. The paper is structured as follows: In Section II, the theoretical background on damping and synchronizing torques is presented, and the procedure to derive the damping and synchronizing coefficients from an LM is described. The identification techniques used to estimate damping coefficient from the measured response of the system are explained in Section III. The results of applying the proposed identification methods to calculate the damping coefficient are presented and discussed in Section IV for a variety of test cases, discussing the behavior of the damping torque coefficient as 2 a stability/security index. Finally, Section V summarizes the main contributions of this paper. ∆ Tm j (s ) + 1 2 Hs ∆ ω j (s ) - ∆ Te j (s ) II. BACKGROUND The concept of damping and synchronizing torques for a single-machine-infinite-bus (SMIB) system was first introduced in [12]. Thus, electromechanical torque T e deviations of a machine can be expressed in terms of its speed ω and angle δ deviations, known as damping and synchronizing torque, respectively. The damping and synchronizing torques are the in time phase components proportional to the speed and angle deviations [7], and are defined as: ∆Te (t) = Kd ω0 ∆ω(t) + Ks ∆δ(t) damping synchronizing (1) or in the frequency domain: Ks T j ( s ) = K d j + j ω0 s Fig. 1. Torque-speed block diagram. A. Damping & Synchronizing Coefficient From Linearized Models The state-space model of a power system, when linearized about an operating point, can be represented as: ∆ẋ(t) = A ∆x(t) ∆y(t) = C ∆x(t) (5) where ∆x ∈ is a vector of state variables that represents the state variables of generators, loads and other system controllers; ∆y ∈ m is the vector of output variables; and A and C are constant matrices resulting from the linearization process. Let assume that only the i th mode of the system λi = αi + jβi is excited by an initial condition x 0 in the direction of right eigenvector U i associated with λi . Hence, any output y k (t) can be expressed as y k (t) = Ck Ui eλi t , or yk (s) = Ck Ui /(s − λi ) where Ck is the k th row of C. In this case, one may write the following relationship between the speed and electrical torque of machine j, defined as D j : n Ks ) ω0 ∆ω(s) ∆Te (s) = (Kd + s (2) where Kd (p.u./rad/sec) and K s (p.u.) are damping and synchronizing coefficients, respectively; and ω 0 (rad/sec) is the system angular frequency. The generator’s angle and speed deviations in (1) are typically measured with respect to a center of inertia (COI), i.e. δ i = δ̂i − δCOI and ωi = ω̂i − ωCOI , where δCOI ωCOI g = = g 1 Mi δ̂i MT i=1 (3) Dj = 1 dδCOI ω0 dt where MT = i=1 Mi is the total inertia of the g generators. Since ω0 ∆ω(t) = d∆δ(t)/dt or in discrete form ω0 ∆ω[k] = (∆δ[k] − ∆δ[k − 1])/Ts , where Ts is the sampling time, one can rewrite (1) as: ∆Te [k] = A ∆δ[k − 1] + B ∆δ[k] (4) where A = −Kd /Ts and B = Kd /Ts + Ks . Equation (4) can be used to calculate A and B from sampled signals, yielding Kd and Ks . Using (4), which only requires two signals T e and δ, as opposed to (1), which requires three signals T e , ω and δ, reduces the errors due to mean value and low frequency trends in the measured signals, due to the effect of the governor’s response. For a single-machine-infinite-bus (SMIB) system, the synchronizing and damping coefficients correctly define the frequency and damping of the electromechanical mode. However, for a multi-machine power system, the electromechanical oscillations contain different modes, and hence a single mode cannot simply be assigned to a single machine [9], since the oscillations of each machine are a linear combination of all the modes. Hence, in this case, one must be aware that the damping coefficient of a given machine includes the effect of several modes. CTej Ui ∆Tej (s) ∆Tej (t) = = ∆ωj (t) ∆ωj (s) Cωj Ui (6) This ratio is a complex number, i.e. D j = DRj + jDIj and can be calculated using state space model. Thus, from (2) and (6), α D Ij + DRj β Kdj = (7) ω0 2 −DIj |λi | Ksj = ω0 β The Kdj and Ksj coefficients may be used in the torquespeed block diagram as depicted in Fig. 1. This system is stable if both Kdj and Ksj are positive, and becomes oscillatory instable at an operating condition where K d = 0 (HB point). Hence, Kd may be used as an index to predict the closest oscillatory instability. It is worth mentioning that the K d and Ks coefficients presented here are different from the damping and synchronizing coefficients discussed in [13], [14], since in the latter, these coefficients are defined by disabling the shaft dynamics in all generators, which is not the case here. III. I DENTIFICATION T ECHNIQUES A. Ordinary Least Square (OLS): Damping and synchronizing coefficients in (1) can be estimated using an ordinary least square (OLS) method [7]. It is 3 basically a fitting problem which can be described as: Y = [Ω ∆] θ + = Xθ + C. Robust Fitting with Bisquare Weights (RFBW) (8) where Y =[Te [1] Te [2] ... Te [N ]]T ∈ N ; T Ω = ω0 [∆ω[1] ∆ω[2] ... ∆ω[N ] ] ∈ N ; ∆ =[∆δ[1] ∆δ[2] ... ∆δ[N ]]T ∈ N ; ∈ N represents “residuals” introduced to account for fitting errors and measurement noise; θ = [K d , Ks ]T ; and N is the number of samples. The ordinary least square estimate can be obtained as: (9) θ̂OLS = (X T X)−1 X T Y. Here, θ̂OLS is unbiased, efficient (or Markov estimate), and consistent when is white noise with zero mean [15]. Furthermore, it is also identical to the maximum likelihood estimator when is normally distributed. However, the condition of whiteness for the current application is not guaranteed, thus θ̂ might be biased. This will be clearly shown in a number of case studies in Section IV. B. Generalized Least Square (GLS) From the system identification point of view, (8) can be represented as follows: y[k] = x[k] θ + H(q −1 ) e[k] −1 (10) −1 where e[k] is white noise; H (q ) is a whitening filter; and q is the backward shifting operator defined by q −1 y[k] = y[k − 1]. Selecting a proper candidate model set in this case, which includes the true model, is an essential aspect to obtain accurate parameter estimates. On the other hand, overparameterization can lead to high computational costs as well as numerical problems (e.g. convergence and local minima). Therefore, one should search for a model set that includes the true model with as low number of parameters as possible. It is also important to consider that choosing a rather simple model, i.e. under-parameterization, might lead to inaccurate parameter estimates [16]. The candidate model (10) with H(q −1 ) = 1, which leads to (9), is not a general model and may not correctly represent the power system dynamics. For example, when the perturbations are large and hence the linearity assumption does not hold, the OLS estimates can lead to erroneous results. Experience shows that by adding a transfer function such as H(q −1 ) = 1/(1 + h1 q −1 + h2 q −2 + ... + hp q −p ) with p = 1 or 2, good results can be obtained [15]. This method is also known as generalized least square (GLS) and can be used to correctly model the residuals or filter the nonlinear effects. In this case, θ along with the parameters of the whitening filter have to be estimated using prediction error methods (PEM). These methods are basically based on an optimization problem such as: M in s.t. V e[k] = = N 1 2 e [k] N H k=1 −1 −1 (q ) {y[k] − x[k] θ} (11) Robust fitting may also be employed as another remedial method for handling the nonlinear effects, which can occur due to large deviations from an operating point. This method is basically an iterative weighted least square (WLS) method, and is able to give different weights to each residues during the fitting process; data with lower quality are given less weight, since the part of the signal that is distorted due to the nonlinear effects is hard to fit, and hence should be less important in the estimation process. One may consider using small perturbations as a way to avoid nonlinearities; however, in the current application, small disturbances may not be feasible, since the perturbations have to be large enough to be distinguished from measurement noise. Robust fitting employs the following objective function, which assigns weights to different predicted errors: M in V = N 1 ωk 2 [k] N (12) k=1 The estimated damping and synchronizing coefficients in this case are: θ̂W LS = (X T W X)−1 X T W Y. (13) where W = diag{ω1 , ω2 , ... , ωN } ∈ N ×N . There are different weights which can be utilized in the objective function (12) [17]; in this work, bisquare weights are used. This method has been previously used in economics to decrease the sensitivity of least square to “extreme” values called outliers. IV. T EST CASES Several test cases based on 2 simple test systems and their associated transient stability models, and the Power System Toolbox (PST) [18] were used to generate the required signals, i.e. electrical torque deviations, generator angle and speed deviations. White Gaussian noise was added to the mentioned signals as measurement noise, such that the signalto-noise ratio (SNR) would be 40 db. A Monte-Carlo type of simulation was used to test the feasibility and accuracy of the identified damping coefficient by simulating 20 independent cases at each operating condition. Assuming a direction for load change and generation dispatch, the damping coefficients using (7) for the electromechanical mode of interest were computed at different operating conditions using the small signal stability analysis functions of PST. These values were then compared to the mean value of the results obtained from the identification methods OLS, GLS and RFBW based on the time domain simulation results for the system. The damping coefficient behavior with respect to load increase was studied as a possible index to predict the margin to the closest oscillatory instability. It is important to mention that, in order to achieve highly accurate parameter estimates, a proper time window for the measurement that does not contain nonlinear and saturation effects should be selected. However, it is not practical to delay the measurements until the oscillations are small enough and nonlinear effects have completely disappeared, because this can result in low SNR and consequently erroneous estimates. 4 1 G1 Fig. 2. 5 6 7 8 9 10 11 3 G1 G3 G2 Single-Machine-Infinite-Bus (SMIB). G4 2 LM OLS GLS RFBW 0.07 4 Area 1 Fig. 4. Area 2 Two-area benchmark system. 0.06 (a): Inter−area mode 5.5 0.04 Imag (rad/s) Kd (p.u./rad/s) 0.05 0.03 0.02 * 5 : Schedule 1 o : Schedule 2 4.5 0.01 4 0 −0.3 −0.2 −0.01 −0.1 0 (b): Local mode − Area 1 0.1 0.2 *o : Schedule 1 500 600 700 Fig. 3. Damping coefficient Kd for SMIB. In all test cases, in order to excite the system, a three phase fault was applied and quickly removed. A sampling time of 0.1 sec was used so that the measured signals contain at least three oscillations periods. Choosing a longer window did not provide satisfactory results, since once the oscillations are well damped out, measured signals would not be informative enough. This is especially important for the RFBW method, as this would try to assign larger weights to the tale of the signal, which has an almost negligible magnitude, leading to erroneous results. A. Single-Machine-Infinite-Bus (SMIB) The generator in the simple test system depicted in Fig. 2 was modeled using sub-transient model. There is an electromechanical mode which moves toward the right half plane (RHP) as the load increases from 100 MW to 700 MW, resulting in an increase in tie-line power as well as a gradual decrease in the generator’s damping coefficient K d . The results obtained for “theoretical” and estimated values of K d are shown in Fig. 3; observe that all the identification methods were able to correctly calculate K d . However, for heavy loads, the different values for K d obtained from the various methods used coincide, which is to be expected, since at light loading conditions the mode is well-damped. This is akin to the case when eigenvalues are to be identified using the time domain response of the system, as reported in [3], [19]. B. Two-area Benchmark System The single line diagram of the two-area benchmark system used here is shown in Fig. 4 [20]. There is an inter-area mode and two local modes that change as the loads are increased. Depending on the load and dispatch scenarios, one could 7.4 7.2 : Schedule 2 7 −1.1 −1 −0.9 −0.8 −0.7 (c): Local mode − Area 2 −0.6 −0.5 * : Schedule 1 8.6 Imag (rad/s) 400 Loading (MW) o : Schedule 2 8.4 8.2 8 −1.2 −1 −0.8 −0.6 −0.4 −0.2 −1 Real (sec ) 0 0.2 Fig. 5. Eigenvalue profiles for different dispatch scenarios; Schedules 1 and 2. 1 Schedule 1 Schedule 2 HB 0.99 * 0.98 * 0.97 HB 0.96 7 300 V (p.u.) 200 Imag (rad/s) 7.6 −0.02 100 0.95 0.94 0.93 0.92 2800 Fig. 6. 2900 3000 3100 3200 3300 Loading (MW) 3400 3500 3600 PV curve at Bus 7 for the 2-area benchmark system. 3700 3800 5 G G 0.01 0 0.02 0.01 2500 3000 Loading (MW) 3500 −0.01 2000 G 0.02 0 0.015 0.04 0.06 0.04 0.02 −0.02 −0.02 2500 3000 Loading (MW) 3500 2400 4 0.05 2600 2800 3000 Loading (MW) G 3200 3400 2400 3 0.005 0 −0.005 0.03 0.02 0.01 0 −0.01 2500 3000 Loading (MW) 3500 −0.02 2000 3200 3400 3200 3400 4 0.08 0.06 Kd (p.u./rad/s) 0.01 2600 2800 3000 Loading (MW) G 0.04 Kd (p.u./rad/s) Kd (p.u./rad/s) 3 −0.01 2000 0.04 G 0.02 0.08 0 0 Kd (p.u./rad/s) −0.01 2000 0.06 0.03 2 LM:Inter−area mode LM:Local mode Area−2 OLS GLS RFBW 0.08 Kd (p.u./rad/s) 0.02 d K (p.u./rad/s) 0.03 1 0.04 Kd (p.u./rad/s) LM: Inter−area mode OLS GLS RFBW G G 2 1 Kd (p.u./rad/s) 0.04 0.02 0 −0.02 2500 3000 Loading (MW) 3500 0.04 0.02 0 −0.02 2400 2600 2800 3000 Loading (MW) 3200 3400 2400 2600 2800 3000 Loading (MW) Fig. 7. Damping coefficients of all generators for the 2-area benchmark system for Schedule 1. Fig. 8. Damping coefficients of all generators for the 2-area benchmark system for Schedule 2. expect to have different eigenvalue profiles. For instance, in this system, two dispatch scenarios, Schedules 1 and 2, result in fairly different eigenvalue profiles, as depicted in Fig. 5. There is an HB point before the nose point, as shown in the corresponding PV curves depicted in Fig. 6. 1) Schedule 1: This dispatch results in the inter-area mode becoming unstable as loading increases. In this case, generators G2 and G3 are dispatched proportionally to their base power as the loads at Bus 7 and 9 increase. Loads are modeled as constant PQ loads and are increased with a constant power factor. The inter-area mode becomes unstable at a loading level of about 3050 MW. This can also be observed clearly in Fig. 7, which depicts the theoretical and estimated values of K d for this case study. Observe that all the calculated K d ’s tend to zero as the load increases; however, the GLS method offers superior performance in terms of predicting the HB point, since the estimates are fairly close to the theoretical values. 2) Schedule 2: Schedule 2 is an interesting dispatch scenario where the inter-area mode is primarily the critical one until at certain loading level (3030 MW), the local mode in Area 2 becomes critical, crossing the imaginary axis and hence leading the system to oscillatory instability conditions at a loading level of about 3150 MW. In this case, the loads are increased as in Schedule 1; however, only Generator G 3 is dispatched to respond to the load change. This certainly stresses G3 more, and thus the local mode in Area 2 becomes critical, as shown in Fig. 5. For this scenario, it is possible to compute two values of Kd using (7) which are associated with the inter-area mode and the local mode in Area 2, as depicted in Fig. 8. Since both inter-area and local mode in Area 2 are dominant modes, time domain simulation results, in this case, would be influenced by both of them, and so would be the identified K d ’s. Notice that in this case, the values obtained for K d from OLS are not accurate. Neither are the predicted stability margins. On the other hand, the K d ’s obtained using GLS present the best results in terms of accuracy in estimation as well as prediction. The RFBW’s accuracy is between the OLS and GLS, and from computational point of view, it is slower than OLS and faster than the GLS. The advantage of using K d , when compared to eigenvalue based indices, is that, in order to monitor system stability/security margin, the damping coefficient is able to provide accurate margins without the need for monitoring particular modes. This can be an issue for eigenvalue-based indices. For instance, the damping torque is able to capture the oscillatory phenomenon for both schedules; on the other hand, for Schedule 2, if only the inter-area mode were used as an index, it would yield inaccurate margins. V. C ONCLUSION The procedure to derive the theoretical values of damping and synchronizing coefficients obtained using linearized models of power system was demonstrated. The accuracy of the estimates based on system identification and measured time domain response of the system was investigated by comparing them to theoretical values. The GLS and RFBW identification methods are better alternatives to the OLS method. In particular, it is shown that OLS may not be able to accurately estimate the coefficients due to the nonlinear effects that appear in the measured response of a power system, especially when the system is well-damped. These effects can be reduced using smaller perturbations. However, there is a trade off between the magnitude of the perturbation and SNR of the measured signals, i.e. the lower the SNR, the less accurate the estimates. The damping coefficient is shown to be a useful index to predict the distance to instability points when system load changes. It is basically a close duplicate of the electromechanical modes’ behavior; however, it does not require the monitoring of certain modes which can be an issue in large systems. Hence, this index may help system operators 6 to determine proximity to an oscillatory instability, without requiring modeling assumptions and simulations and thus allowing to take proper action in the case of contingencies and/for congestion problems. ACKNOWLEDGMENT Hassan Ghasemi (S’01) received his B.Sc. and M.Sc. degree from the University of Tehran, Iran, in 1999 and 2001, respectively. He did research on analysis and design of machine drives during his master program. He also worked in Jovain Electrical Machines Co. (JEMCO) 2000-2001 as a parttime electrical engineer. He has been in the Ph.D. program at the Electrical and Computer Engineering Department, University of Waterloo, Canada, since 2002 working in the field of power system modeling and application of system identification to stability analysis of power systems. The authors would like to express their gratitude to Powertech Labs Inc. personnel and Hamidreza Zareipour from University of Waterloo for their valuable help, comments and discussions. R EFERENCES [1] “Interim Report: Causes of the August 14th Blackout in the United States and Canada,” Tech. Rep., November 2003, available at http://www.nrcan-rncan.gc.ca/media/docs/814BlackoutReport.pdf. [2] “System Disturbance Stability Studies for Western System Coordinating Council (WSCC),” EPRI Final Report prepared by Powertech Labs Inc., Surrey, BC, Canada, Tech. Rep. TR-108256, September 1997. [3] H. Ghasemi, C. A. Cañizares, and A. 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Trudnowski, “Use of ARMA block processing for estimating stationary low-frequency electromechanical modes of power systems,” IEEE Trans. Power Systems, vol. 18, no. 1, pp. 167–173, 2003. [20] P. Kundur, Power System Stability and Control. New York: McGrawHill, 1994. Claudio A. Cañizares (SM’00) received in April 1984 the Electrical Engineer diploma from the Escuela Politécnica Nacional (EPN), Quito-Ecuador, where he held different teaching and administrative positions from 1983 to 1993. His MS (1988) and PhD (1991) degrees in Electrical Engineering are from the University of Wisconsin-Madison. Dr. Cañizares has held various academic and administrative positions at the E&CE Department of the University of Waterloo since 1993 and is currently a full professor. His research activities concentrate in the study of stability, modeling, simulation, control and computational issues in power systems in the context of electricity markets.