IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO. 1, JANUARY 2002 279 Time-Varying Harmonics: Part II—Harmonic Summation and Propagation Y. Baghzouz, R. F. Burch, A. Capasso, A. Cavallini, A. E. Emanuel, M. Halpin, R. Langella, G. Montanari, K. J. Olejniczak, P. Ribeiro, S. Rios-Marcuello, F. Ruggiero, R. Thallam, A. Testa, and P. Verde Abstract—This paper represents the second part of a two-part article reviewing the state of the art of probabilistic aspects of harmonics in electric power systems. It includes tools for calculating probabilities of rectangular and phasor components of individual as well as multiple harmonic sources. A procedure for determining the statistical distribution of voltages resulting from dispersed and random current sources is reviewed. Some applications of statistical representation of harmonics are also discussed. Index Terms—Statistical analysis, sum of random phasors, timevarying harmonics, voltage distortion. I. INTRODUCTION E LECTRIC utilities have experienced an increase in the level of harmonic currents and voltages on their electrical delivery systems. This is primarily due to the widespread use of power electronic devices found in residential, commercial, and industrial loads. The potential harmonic effects on power equipment and system operation have become a concern for utilities. As a consequence, harmonics can no longer be ignored in industrial power systems since their ignorance may lead to problems such as capacitor failure or transformer and neutral conductor overheating. Over the past two decades, much attention has been given to deterministic harmonic analysis. Deterministic criteria, however, ignore the variability of nonlinear load operating conditions and resulting changes in harmonic currents injected by these loads into the utility network. Field measurements clearly indicate that voltage and current harmonics are time-variant due to continual changes in load conditions, and to some extent in system configuration. A common philosophy is to conduct a deterministic study based on the worst case in order to provide a safety margin in system design and operation. But this often leads to overdesign and excessive costs. Consequently, statistical techniques for harmonic analysis are more suitable, similar to other conventional studies like probabilistic load flow and fault studies [1]. Such an analysis would calculate harmonic currents and voltages based not simply on the expected average or maximum values, but would also obtain the complete spectrum of all probable values together with their respective probabilities. Manuscript received July 19, 1999; revised July 18, 2001. The authors are member of the Probabilistic Aspects Task Force of the Harmonics Working Group Subcommittee of the Transmission and Distribution Committee, Y. Baghzouz–Chair. Y. Baghzouz, Task Force Chairman, is with the Electrical and Computer engineerign Department, University of Las Vegas, Las Vegas, NV 89154 USA. Publisher Item Identifier S 0885-8977(02)00547-2. Probabilistic harmonic analysis in real power networks is not a simple task due to several factors including the following: a) there exist a large number of different nonlinear loads that generate harmonic currents which depend on the magnitude and harmonic content of the voltage supply; b) load composition on a feeder is constantly changing; c) there is a lack of data on how different voltage waveforms affect the harmonic currents of several electronic loads; and d) load modeling at harmonic frequencies is a complex subject that is not fully understood. The objective of the Task Force is to review and summarize probabilistic aspects of harmonics in power systems. Due its length, the subject is divided into two parts: Part I [2] reviews problems associated with direct application of the fast Fourier transform to compute harmonic levels of nonstationary distorted waveforms, harmonic measurement, and various ways to describe recorded data in statistical form. Part II covers the summation of random harmonic phasors, the characteristics of harmonic voltages caused by dispersed nonlinear loads, and some applications of these probabilities. The paper is divided into three sections. The general representation of a harmonic phasor and the marginal distribution of its real and imaginary components are given in Section II. Means of deriving the probability characteristics of the sum of independent random phasors are also discussed in Section II. Section III describes the linearized method for determining harmonic bus voltages caused by distributed harmonic sources. Finally, some applications to probabilistic harmonic indices are addressed in Section IV. II. SUM OF RANDOM HARMONIC PHASORS It is a well-known fact that the sum of a number of harmonics currents with some statistical variations generally leads to less than the arithmetic sum of the maximum values. This section addresses the probability characteristics of such a sum by first reviewing the representation of a harmonic phasor in terms if its joint probability density function (jpdf) and its rectangular components in terms of their marginal probability density functions (pdf). In order to avoid complexity of conditional probabilities used to describe dependent harmonic phasors, only independent harmonic sources are studied in this paper. Furthermore, the following analysis applies to harmonics of any order ; consequently, the subscript is left out in all symbols to simplify notation. A. Representation of Harmonic Phasors A harmonic phasor can be described by either by its mag, or in terms of its rectangular components nitude and phase 0885–8977/02$17.00 © 2002 IEEE 280 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO. 1, JANUARY 2002 . These four parameters are related to one another by , , , the following: if , and if . Eior polar parameters ther rectangular parameters can be used when evaluating phasors. The rectangular components or – projections are chosen because of the convenience they offer when adding phasors. Generally, and are dependent of each other and their distribution is described by a joint probability density function which is related to the joint cumulative distribution by [3] (1) The characteristic measures of the above jpdf include five parameters: the mean values and standard deviations of and , , , , , and the joint second moment about the mean values or covariance defined by (2) Fig. 1. Simple shapes in x–y plane. The correlation coefficient which measures the dependence between the – components is defined by (3) B. Marginal pdf of – Components The marginal pdf of one of the projections of a phasor is calculated by integrating its jpdf over the other variable, e.g., (4) , and are Note that when the correlation coefficient statistically independent and the jpdf simplifies to the product of the marginal pdf of both variables (5) Some special cases where the jpdf is constant over simple curves or surfaces are reviewed next. Consider a phasor whose magnitude is fixed, while its phase varies randomly with a uniform distribution between and , as depicted in Fig. 1(a). The joint pdf is i.e., Fig. 2. Pdf of x–y components of random phasor. , in addition to phase variation as shown by the shaded area in Fig. 1(b), the jpdf becomes (6) satisfying for all or is given by [4] . Then the marginal pdf of for (8) satisfying for all components becomes [5] . Then the pdf of the – (7) (9) elsewhere. The mean value and standard deand , respectively. viation of the – projections are and If the magnitude of the phasor above also varies randomly with a uniform distribution between and its maximum value , and the mean and standard deviations of Here, , respectively. Both pdfs in (7) and either or are and (9) are plotted in Fig. 2. BAGHZOUZ et al.: TIME-VARYING HARMONICS: PART II—HARMONIC SUMMATION AND PROPAGATION Fig. 1(c) shows the case where there is zero correlation be), and the constant jpdf over a rectantween and (i.e., gular surface is (10) , and . As indicated by where (5), the above expression is simply the product of and . It is clear that the , and the mean values of rectangular components are standard deviation can easily be derived in terms of the extremes values of and . Finally, Fig. 1(d) shows the surface in the – plane where there is no correlation between the magnitude and phase, and the constant jpdf is calculated by (11) and . The analytical exwhere pressions of the marginal pdf is relatively complex, but can be derived according to (4). The mean values of the – projections are found directly from the mean phasor value Note that independence between magnitude and phase as in Fig. 1(d) results in dependence between and . The reverse is also valid as illustrated in Fig. 1(c) where independence between and results in dependence between magnitude and phase. required, but this is becoming a manageable computational problem with the advent of faster and inexpensive computers. In case when the number of phasors to be added is sufficiently large and no phasor is dominant over the others, an accurate solution can be found by using one of the most important theorems in probability theory which pertains to the limiting distribution of the sum of independent random variables. This is known as the central limit theorem which states that the pdf of the sum approaches a normal distribution regardless of the distributions of the individual variables, as long as the number of variables is sufficiently large and none is dominant. If the above conditions are satisfied, the pdf of the sum of the – projections in (12) is approximated by (16) where the mean value and variance of this sum are respectively and . given by D. PDF of Magnitude of Sum of Random Phasors The jpdf of the sum of independent phasors, each of which is described by its jpdf in (1), is obtained by applying convolution of bivariate functions by extending (14) to two-variable functions. Once more, such integrations are complicated and one often resorts to Monte Carlo simulation. If a relatively large number of phasors are to be added and none of the phasors is dominant, then the central limit theorem can be applied. In such a case, the resulting jpdf is a normal bivariate distribution given by C. Pdf of Sum of Projections of Independent Phasors Now consider a sum of frequency (17) independent phasors of the same where (12) The pdf of and 281 are obtained by convolution (18) (19) (13) where (20) (14) (21) Another analytical solution method is to first find the Fourier of each pdf , and then take the inverse transform of the product of these functions, i.e. The pdf of the magnitude the sum can be derived by transto polar coordinates forming the rectangular components (15) Both the convolution and Fourier transform methods are known to be difficult to evaluate analytically and numerically. An alternative and most widely used solution is the Monte Carlo simulation method which is simply a repeated process of generating deterministic solutions to the problem, with each solution corresponding to a set of deterministic values of the random variables. Generally, thousands of simulations are (22) Approximate solutions to the above equation are derived under various special cases in [6] and [7]. The magnitude of the total phasor can also be estimated form the marginal pdf of the sum of the and projections calculated earlier [8]–[13], and the accuracy depends on the number 282 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO. 1, JANUARY 2002 Fig. 3. Pdf of magnitude of sum of random phasors with fixed magnitude and random phase. Fig. 4. Pdf of magnitude of sum of random phasors with random magnitude and phase. of phasors to be summed and the correlation between the rectangular components of each phasor. In case of low correlation and a sufficiently large number of phasors, the resulting rectangular components can be considered independent and each having a Gaussian distribution. The distribution of the magnitude of the total phasor can then be derived analytically. Further, in special cases where the mean value of – projections is and equal variance , then the pdf of the magnitude of the sum is a Rayleigh distribution [3] (23) The mean value and standard deviation of the above distribution and , respectively. are To illustrate the above statements, the magnitude of a sum of identical and independent random phasors is considered. Each of the four uniform joint probability distributions with – propu, jections shown in Fig. 1 is investigated (with , pu, pu, pu, , ). Let Cases a)–d) correspond to Fig. 1(a)–(d). The and resulting pdfs of the magnitude of the sum of 3 and 10 phasors are shown in Figs. 3–6, respectively. The following is noted. • Cases a) and b): Rayleigh distribution can be used since both and have zero mean and the same variance. However, since is highly dependent on in individual vectors in Case a), a larger number is required for accurate Rayleigh representation as shown in Fig. 3. On the other hand, the – components are highly (but not totally) independent in Case b); thus requiring only few phasors for a valid Rayleigh approximation as illustrated in Fig. 4. • Cases c) and d): In these cases, Rayleigh distribution is not expected even for a large number of phasors because of the fact that the mean values of the – are nonzero and their variances are unequal. The resulting distribution is expected to be Gaussian even for a small number of Fig. 5. Pdf of magnitude of sum of random phasors with independent x–y components. phasors due to total independence in Case c) (see Fig. 5) and high independence in Case d) (see Fig. 6). E. Practical Considerations In practice, analytical expressions describing joint distributions of harmonics are often unavailable due to their complexity. Unlike the simple distributions considered earlier, actual distributions are usually spread over complex surfaces and in nonuniform fashions. The data that is generally available includes scatter plots from which one can extract simple distributions that fit standard analytical functions such as elliptical shapes. When correlation exists between the real and imaginary BAGHZOUZ et al.: TIME-VARYING HARMONICS: PART II—HARMONIC SUMMATION AND PROPAGATION 283 Fig. 7. 14-Bus transmission system. Fig. 6. Pdf of magnitude of sum of phasors with independent polar components. parts of an elliptical distribution, a multivariable expression of the ellipse is needed as a model (24) Scatter plots of currents are also known to vary more erratically, depending of the type of loads connected to the local supply. Several previous efforts analyzed a cluster of specific loads, and evaluated the resulting harmonic current at the point of common coupling: References [13] and [14] studied a set of electric vehicle battery chargers where the initial state of charge and recharge start time are considered random. Reference [15] examined the diversity of a set computer loads due to difference in phase angles. Finally, [16] studied a set of variable-speed air conditioners with variable duty cycle. The main conclusion of the above studies is that there is often significant harmonic cancellation and that the worst case (i.e., arithmetic sum) is often too conservative, sometimes higher than the expected value by an order of magnitude. III. PROBABILISTIC HARMONIC VOLTAGES When random harmonic currents are injected at multiple nodes within a utility network, it is desired to determine the characteristics of the resulting harmonic voltages at different buses. In general, harmonic current injection depends on the voltage supply. For most of nonlinear loads, however, this effect of secondary order as long as the voltage distortion is below 5% [17] which is often the case in practice. Therefore, one can assume that the harmonic currents are independent of the bus voltages, without much error. In such a case, the resulting voltage expression at any bus of a network with nodes is derived by simple linear circuit theorems such as the superposition principle, i.e. (25) is the harmonic transfer impedance between buses where and . Note that the harmonic voltage above is a sum of weighted independent harmonic currents: the pdf of each voltage component is equal to jpdf of the corresponding current but scaled in magnitude and phase according to its transfer impedance. Hence, the methods of the previous section can be utilized to derive the pdf of . In case where the harmonic current depends on the harmonic voltage, an analytical relationship of the two signals is needed. Unfortunately, such knowledge is limited as it is available only for one type of nonlinear load, namely, the six-pulse rectifier. Harmonic iterative power flow methods are available for deterministic studies [18] where the Jacobian matrix is many folds larger than conventional power flow at fundamental frequency and the convergence tends to be one order of magnitude longer than those of the conventional power flow at fundamental frequency. Such a deterministic study has been extended to probabilistic ones [18]. For illustration purposes, one of the test systems selected by the Task Force on Harmonics Modeling and Simulation [19], namely the Test System no. 1 is selected for analysis. The system is a 14-bus balanced transmission system whose one-line diagram is shown in Fig. 7. The complete system data and harmonic sources are listed in [19]. It is desired to evaluate the fifth-harmonic voltage at bus 10 caused by the fifth-harmonic currents at buses 3 and 8. The deterministic pu at bus 3 values of these currents are at bus 8. The current phase angles are and referred to a common reference (i.e., shifted according to the load flow results). With the per-unit values of fifth-harmonic and both approximated to transfer impedances 284 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO. 1, JANUARY 2002 IEEE Std. 519-1992 recognizes time variation of harmonics, but the recommended voltage and current harmonic limits are static and do not take into account actual randomness. Meanwhile, other standards include the variation by setting limits in terms of percentile. For example, a CIGRE study [23] set limits with 95 percentile (i.e., the limits are allowed to be exceeded 5% of the time). Others included time duration of harmonic bursts [24]. Universal limits will be accepted after harmonic effects on equipment are quantified and well documented. Further work on this subject is recommended. V. CONCLUSION Fig. 8. Pdf fifth-harmonic voltage at bus 10. , the resulting harmonic voltage magnitude at bus 10 pu. Now let the above currents each contain an additional random component with the following characteristics: • Random component of current at bus 3: and vary inand pu, dependently and uniformly between respectively. • Random component of current at bus 8: and vary inand , dependently and uniformly between respectively. The surfaces covered by the above random phasors are similar to those in Fig. 1(c) and (d). The resulting pdf of the magnitude of the harmonic voltage at bus 10 is derived by mean of Monte Carlo simulation and it is shown in Fig. 8 (solid line). The figure also displays two other curves illustrating the effect of transfer impedance on the pdf of harmonic voltage. While the curves remain nearly Gaussian, both the mean and standard deviations are sensitive to the relative magnitudes of the transfer impedances. is IV. APPLICATIONS Complete characterization of power system harmonic levels will provide important information to electric utility engineers and equipment designers. Some of the potential applications of statistical indexes of harmonic voltages include a re-evaluation of harmonic effects on equipment and a corresponding review of existing recommended limits. The effect of harmonics on equipment is documented in [20] when static distortion is generally assumed. The effect of harmonic randomness on temperature rise and dielectric stress of electrical equipment is investigated in [21], [22]. While each device has a different reaction to harmonics, it is generally acceptable to have bursts of short durations. Consequently, assuming worst case situations when designing equipment may be too conservative and more costly. This paper has reviewed existing methods for harmonic summation and propagation in situations where harmonic sources contain random components. 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[23] CIGRE WG 36-05, “Assessing voltage quality with relation to harmonics, flicker and unbalance,”, Paris, France, CIGRE Rep. 36-203, 34th Session, 1992. [24] W. Xu, Y. Mansour, C. Siggers, and M. B. Hughes, “Developing utility harmonic regulations based on IEEE Std. 519—B.C. Hydro’s approach,” IEEE Trans. Power Delivery, vol. 10, pp. 137–143, July 1995. 285 A. Cavallini, photograph and biography not available at the time of publication. A. E. Emanuel, photograph and biography not available at the time of publication. M. Halpin, photograph and biography not available at the time of publication. R. Langella, photograph and biography not available at the time of publication. G. Montanari, photograph and biography not available at the time of publication. K. J. Olejniczak, photograph and biography not available at the time of publication. P. Ribeiro, photograph and biography not available at the time of publication. S. Rios-Marcuello, photograph and biography not available at the time of publication. F. Ruggiero, photograph and biography not available at the time of publication. Y. Baghzouz, photograph and biography not available at the time of publication. R. Thallam, photograph and biography not available at the time of publication. R. F. Burch, photograph and biography not available at the time of publication. A. Capasso, photograph and biography not available at the time of publication. A. Testa, photograph and biography not available at the time of publication. P. Verde, photograph and biography not available at the time of publication.