IBER TRANSACTIONS ON POWBR SYSTEMS, VOI.. I S . NO.

I, PRRRUALY

znnn

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Asses sing Eigenvalue Sensitivities

Evandro E. Souza Lima, Membec IEEE, and Luis Filomeno de Jesus Femandes Abstract-The motivation for this paper is the fact that in practice, the parameters of a p o w r system are only approximately known. The paper discusses the sensitivity of eigenvalues in terms of state matrix entry changes (model uncertainty) and parameter changes (parameter uncertainty). The cnnccpts of asymptotic stability robustness for model and parameter tincertainty arc presented. b o indexes derived from eigenvahie sensitivity matrices are suggested to measure eigenvalne sensitivity and asymptotic small-signal stability roliustness. As an example, the sensitivities of thc clectromeclianical modes of a 9-machine system arc analyzed. The results show lack of asymptotic stability robustness for both model and parameter uiicertainties. The paper shows that lack of asymptotic stability robustness is a trend of actual multimachine power systems because too small stability margins and large eigenvalue sensitivities occur simultaneously. Index Terms-&igenanalysis, Ill-Conditioned Problem, Modal Analysis, Robustness, Sensitivity Function, Small-Signal Stability. The problem of the reliability of eigcnvalue estimation been eventually disciisscd 141,161,hut no systematic study eigenvalue sensitivities bad been proposed until 15.1.That work has demonstrated through an example that some eigenvalues, associated with voltage oscillations of a single machine with an excitation system connected to an infinite 11 11, have very large sensitivities in relation to some entries of the state matrix. This paper extends the eigenvalue sensitivity analysis given in [5] and points out that the main cause for eigenvalue misestimation is their sensitivities in relation to data. Most of small-signal stability studies are not based on measured models but on calculated models, i.e., the state matrix entries n i j are obtained through algebraic expressions relating parameter values. Because of this, a distinction between eigenvalue sensitivity in relation to any u i j and to any system parameter was made at the beginning of the paper. Two indexes derived fxom the logarithmic sensitivity matrix (LS-matrix, [ 5 ] )are suggested to measure eigenvalue sensitivity for model uncertainty and to assess asymptotic small-signal stability robustness. The inethodology is illustrated by the study of electromechanical mode sensitivities of a nine-machine system stabilized by a pole-placement PSS design 1121. Large sensitivities to model and to parameter uncertainties are shown, lack of asymptotic stability robustness of the design is demonstrated. Usually, non-oscillatory modes arc not the primary focus of small-signal stability studies. In the nine-machinc example, it is shown that there are four non-oscillatory modes that can easily cause non-oscillatory instability. These eigenvalues are associated mainly with machine fields, excitation systems, and PSSS. The paper shows that large eigenvalue sensitivities inherent to multimachine power systems and that power systems work with too small stability margins. Hence, negative damping modes can easily occur in widespread manner in the system. At the end, the authors refer to a siiniilation in which a single machine system with a rule-based fuzzy PSS rcmains stable for severe loading and parameter changes, whilc the same system with ii conventional PSS becomes unstable.

1. INTRODUCTION

N PRACTICE, full information on the parameters of an entire system may be dilficult, if not impossible, to obtain [ I I. Only approximations to the actual system, machine, and regulator parameters are known, and they may vary during the system operation [Z]. Therefore, there arc always differences between the model on which the design i s based and the actual power system. These differences are usually referred to as model uncertuinties 131. For small-signal stability stndies, non-linear equations describing actual powcr systems are linearized around operating points, and plant models of first order differential equations are implicitly or explicitly established as

I.

Since it is assumed that ( I ) depicts the esscncc of the actual plant dynamics, the 7 1 x n matrix A is called system or state matrix. If A has distinct eigenvalnes, X(A) = {XI,. . ., An}, the n x I state vector z(1) i s given by
z(t) =
k=1
CbUk~

c
b=l

y;r:(0)l)khh*l

(2)

11. PRRLIMINARIES where Ch are constants that depend on the initial conditions, v g are the right column eigenvectors, yf are the transposed conIn setting out a mathematical model we should have in mind jugated left eigeuvectors corresponding to A y , and z ( 0 ) is the that all of the factors that influence in some way the dynamic initial state vector [ 4 ] , 1.51. Thus, significant efforts [4], 161-1 101 behavior of a powcr system can not be taken into account end have bccn made for the calculation of the eigenvalues; particuno factor can remain absolutely constant during the system oplarly those associated with electromechanical modes. eration. Hence, it is natural to consider that on establishing (l), erManuscript receivul August 6, 19%. rors on parameter values always happen. Therefore crisp models The a ~ l l i ~ arc r s with the Ueptn de Hog. Elelrim, UnB. CEP. 70910-900, only have a meaning when small variations of the parameters do Brasilia, DF, Brazil (c-mail: e.limaLasi.cnm.br). not substantially vary the character of the system performance. Publisher llcm ldcnlilicr S 0885-8~50(00)01887-3.

zao
A. Matrix Comoutation Framework: Stable Algorithms and Condition of a Problem
I

]BEE TRANSACTIONS ON POWER SYSTEMS,VOL. IS, NO. I, FEBRUARY 2000

The subject of rounding error was placed in its proper perspective in matrix computation, with the distinction between the concepts o l ill-conditioned problem and unstable algorithm 1151-1 171. The groundwork was the demonstration that the efSect.s of rounding errors could be accounted for by a perturbation in the originalproblem, Thus, it is required that a good algorithm yield a solution that is near the exact solution of a slightly perturbed problem. Algorithms with this property are called stable [15]. For the eigenvalue problem, it is well known that methods based on the QR algorithm are stable, i.e., they yield a set of approximate eigenvalues @the matrix .4 that are the eigenvalues cif a slightlyperturbeclmatrix A E , where E is a n n x 11 small random matrix [151. However, if the eigenvalues arc very sensitive with respect to data, even eigenvalues computed by the QR algorithm can he far from the exact solution. Such eigenvalues are said to he ill-conditioned. Thus, the accuracy o f eigenvalue calculations depend on the sharpness qf the numerical algorithm, as well as on the degree of eigenvalue sensitivities in relation to data. To assess the effects of the perturbation E on the eigenvalues of.4, a condition number (CN) has been associated with each eigenvaluc to have, a priori, an upper bound on the eigenvalue absolute sensitivity -CN(Xk) = l/(yi'vl:), [5], [15]-[18]. It has been roughly estimated [I 61 that if order 6 perturbations are made,in A, then an eigenvalue X may be perturbed by /AX1 5 6 x CN(X). Also, it has been stated [lX] that large CNs imply that the rnatrix is near a matrix with multiple eigenvalues.

Actual inaccuracies on the data can cause significant . . changes on ,some elements o f A, shifing the eigenvalues much more than the ruanding effect of usual numerical algorithms. These inaccuracies make the positions of eigenvalues doubtful, fi some eigenvalues are actually on the lefr-half complex plane (LHP) or right-halfcomplexplane (RHP).
111. SENSlTIVlTlES TO MODEL AND TO PARAMETER UNCERTAINTIES (SMU AND SPU)
When the elements of a state-matrix are obtained by means of measurements, it is natural that eigenvalue sensitivities be estimated with respect to these elements. Sensitivities estimated in such way are called sensitivity to model uncertainty (SMU) [3]. However, usually the n i j 's are explicitly obtained from system parameters as

with ( i , j = 1, . ' , n), or through implicit algebraic relations taken from matrix equations. Therefore, an eigenvalue A k can be considered either as a function of the elements of the state matrix or as a function of the system parameters, that is
XI,

=Xa(w1, " ' , a , , n ) = h ( e l , . . . ,

mp),

(4)

w i t h ( k = l , . . . , n ). When the sensitivity is calculated in relation to parameters, as described in (4), it will be called sensitivity to parameter uncertainty (SPU).

A. Absolute Sensitivir);
aij can be obtained

H. Condition of the Eigenvalue Problem in the Power Systern

Framework
Occasionally, some comments about the ill-conditioning of power system eigenvalues and the rounding effect of numerical algorithms havc bcen made, especially in paper discussions [4], 161. However, cven when sensitivities were admitted, it has been argued that sensitivities to coefficients are not meaningfiil-referring to characteristic polynomial [4]-but sensitivities with respect to system paramelers are. This very argument was one of the causes of the little importance given to investigations about the reliability of outcomes of small-signal stability studies, until now [51. In order to address this matter, in the next section, besides the concept of sensitivity to model uncertainty (SMU) [3], the concept o i sensitivity to parameter uncertainty (SPU) is presented. The QR algorithm has been used to validate the eigenvalue calculations of each new method developed for the analysis of large power system [4], LC]-[lO], [13]. Generally, the comparisons have showed results agreeing to about 2 significant figures, therefore with relative errors of about 10V2, enough accuracy for cngineering pinposes. Based on such comparisons, one can say that these numerical methods like the QR algorithm do not introduce significant perturbations on the A-matrices of actual large power systems. Howcver, simulations of actual inaccuracies in some parameters (vi., example, Section V and [ 5 ] ) show that:

An estimate of the absolute sensitivity of Ai, in relation to any [5]by

where yr.( i ) is the conjugate of the ith coordinate of yl:. If explicit algebraic equations bold (3), the sensitivity of XI: with respect to any system parameter mi is given by

where the first expression was originally used in [19].

B. Relative Sensitivity

Relative sensitivity to model uncertainty may be obtained by the reciprocal of Bode'sfunction [3] or simply the logarithmic sensitivity (LS) of the eigenvalue [20], given by

7 ) ,we obtain the relative sensitivity By replacing aij by a I in ( to parameter uncertainty

LIMA A N 0 FBRNANUES: ASSESSING EIOENVAI.UUB SENSITIVITIHS

30 I

When the element a i j of the state matrix (7) or the parameter

a! (8) changes by a certain percentage, S i ; ! or ,S$ magnifies this percentage in the Xi, change. Thus, values of LS greater than one indicate increased relative ermrs or decreased precision.

ESI indicates how much the relative error of the state matrix entries is magnified on the estimated eigenvalue. Like the LS (S), values of ESI (A) > 1 indicate that there is a loss of precision.
B. The Asymptotic Stability Robustness Index (ASRIJ

C. Sensitiviry Matrices,for Model Uncertainty [SI Matrices whose entries are eigcnvalue derivatives or cigenvalue logarithmic sensitivities in relation to the u i j ' s can be built from (5) and (7): a) A matrix of derivatives of XI. with respect to the correis built from (5) spondent entries of A , D i CfLX", (9) b) A matrix of the logarithmic sensitivities of Xk. (LS-matrix) S p t C n x nis , constmcted from (7) and (9).

The ASRI establishes ii hound for the relative error on state matrix entries so that this eigenvalue does not migrate to the RHP. To guess how easily an eigenvalue migrates to the right half complex plane (KHP), under the influence of n i j uncertainties, the relative variation of the real part of A x can be evaluated instcad of its magnitude, and a bound for the a i j relative errors isattained(l3)when IdRe(Xx)l = 1 Re(Xs)/.Hence, astability robustness index (ASRI) may be defincd as

, S p= I DA* A
Xi,

A =

?/iiviL0A ,
Xkyf7jk

'I'

(I0)

This index is adequate to be applied for dominant modes, which usually are in neighborhoods of the imaginary axis. If X k is r e d ASRI(Xi,) i s simply the inverse ~ ~ E S I ( X I . ) . C. Comments on the Proposed Indexes

The symbol "0' denotes element-by-element multiplication. IV. EIGENVALUE SENSITIVITY AND ASYMPTOTIC STABILITY ROBUSTNESS ASSESSMENTS Two indexes, dcrived from a matrix norm, are suggested.
A. The Eicenvalue Sensitivitv Index (ESI) . ,

The ESI measures the relative sensitivity of its magnitude in relation to the relative error of the state matrix entries. It is defined as the summation of thc absolute values of the entries of S ? (10). Derivatives ( 5 ) of simple cigcnvalues in relation to any u i j always exist in a neighborhood of the point ((11 1 , . . . , ann). From (4) and ( 7 ) .the relationship between the total differential (1x1. and As can be written as
-= X k Z, , J . =I

dXi,

dX
daij

=
i,j=l

$2. (11)
nij

do..

a) The CN, j" Section I[-/,, has heen usecl to concisely estimate an uppcr bound for the absolute eigenvalue sensitivity. The ESI is being proposed to give an upper bound for the relative cigenvaluc sensitivity. Like the CN, combining iufoimation about a set of numbers into only a single number also leads to thc ESI (13). It is not surprising that there is loss of information in the process. b) In [SI it was stated that some parameters could hardly he estimated within relative errors of 10%. It is importaul to notice that ASK1 was calculated under the assumption that the relative errors for each u i j are equal. Thus, i t is reasonable to assume that the value of 5% is like an average value. Therefore, there might be higher and lower error values, and, to be safe, it would he recommended that if ASRI(X) 5 3% for a dominant eigenvalue, a thorough sensitivity analysis in relation to thc system parameters must be done.

Taking the absolute values on both sides of (1 I), we have

D. Sensitivities for System Parameter Uncertainty (SPUJ

In order to compute the absolute (6) and relative sensitivities (8) for any system parameter q , BA/&[ must be calculated. I f only a numerical form of A is available, this matrix derivative can be numerically estimated as dA/&r = AA/Aml where AA H'"x" is a matrix increment in A and Anr is a scalar increment in or.

Assuming the same relative error to all a i j , then

v. AN EXAMPLE OF SENSITIVITY AND ASYMPTOTIC STABILITY

ROBUSTNESS ASSESSMENT
A. Model Description

where the symbol 11.11 represcnts the matrix norm defined as the summation of the absolute values of all entries 1151, [21 j. The

The couccpts oregoing presented are now illustrated by tests carried out on a 48th-order, 9-machine, 21-bus system taken from 1121. Fig. 1 shows its one-line diagram where bus 10 is considered to be an infinite bus. Each machine is described by a fourth ordcr model in the following order of state-variables

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13

TABLE 1 EIGENVALUES, CN'S AND BSI's OF THE CLOS~D-LOOP NINS MACHINC TCST SYSTEM [I21

1 .

ESl(h) C N Q
1.16 1.22 1.15 1.16 3.41 6.71 5.01 6.51 2.45 8.38 3.32 7.76 11.88 4.34 930 093 214 370 163 149 279 901 406 752 184 882 159 675 682 469

Eig-"a'"e
[rad I SI -41.181 -39.189 -36.599 -35.118

ESI(1) CN(1)
0.94
11.88

-aim

Fig. I. A stabilized nine-machinc system [I21

6, U , E; and Kt:f.1. The open-loop system (without PSS's) was unstable, with four eigenvalue pairs in the RHP. According to [ 121, "the best damping found for the entire system was oblaiued by assigning a set of non-uniform dampings of 0.3,0.8,0.7 and 0.4, to machines 3, 7 , 8, and 9"-actually the authors are referring to damping ratios. Duc to the introdnction of the PSSs, three other state variables were added to the machine model. In the present work, a test ofeigenvalue robustness was performed, by modifying only one machine parameter. Another test was done modifying six machine parameters and two PSS parameters. In Appendices A and B, some generator and PSS parameters are copied in Table V and Table VI. Remaining data, to constluct the closed loop state matrix (with PSSs), wesc takcn from [12].

556 187

-3.5SISfjl3.7S38 - 19.523 -9.W55fj11.850 -17.546 -17.012 -15.859 -9.2730fj10.018 -14.402 250.88 -10.284fj6.4307 lS0.27 -10.221 ij2.9156 108.49 -0.3342fj9.1231 151.06

1.94 6.55 3.68 10.24 56.06 29.88 67.12 54.39 8.77 11.59

154 691 232 516 316 788 1710

1860

1728 762
120

194

212
107 114 139

Eigenvalues [rad I SI -0.2244fi8.6495 - 1.9029fj7.5422 -0.1112fj7.1568 - 0.8465 fj7.3720 -0.2688fj6.1335 - 1.8404ij5.8493 -3.8283 fj3.9082 -4.2768fj3.2105 -2.6691 fj3.4485 - l.1237fj2.5624 - 4.6060 - 2.6563 -0.2211 -0.2032 -0.2074 -0.2047

TABLE II
RIFPNvAI.UES OP'rLln MECIIANICAL MODES[RADISJ, FROM IV1 AND FROM TABLE I

[IZ,Table

B. Eigenvalue Calculations
-1.83941j5.8490 Using a program written in FORTRAN, the matrix A of the 0.22483ij6.12731 - 1.8404fj5.8493 stabilized system [I21 was obtained 1221 and its eigenvalues 0.50830L j5.32354 - 4.2782 tj3.2087 - 4.2768 fj3.2105 calculated using EISPACK routines [231. The same eigenvalues 0.52595 fj5.44622 - 3.8301 tj3.9075i 3.8283 fj3.9082 - l.1214kj2.5695i - 3.1237fj2.5624 were calculated using a Computer Aided System Design 0.09219 fj2.80204 (CASD) software package [18], but using an approximation -0.09469 ij7.2452 - 0.1118 fj7.1568i - 0.1112fj7.1568 with four decimal figures of this matrix A. The set of eigen-0.33543 fj912669 - 0.3342 fj9.1235i - 0.3342fj9.1231 -0.269fj6.1339i values, their CNs and ESIs calculated for this last matrix arc -0.19702 fj630435 -0,2688 fj6.1335 0.2249 fj8.6497i shown in Table 1. -0.2188 fj8.64231 -0.2244fj8.6495 This last set of eigenvalues is nearly identical to those from - 0.06273 fj7.0242 - 0.845 fj7.3728i -0.8465 fj7.3720 the EISPACK routines. The relative errors among the correspondent eigenvalues are about I OW3, except for a few cases in which the relative errors are about I 0V2. This coincidence was ex- andlor parameter variations cause, at least, uncertainties on pected because the QR algorithm is the basis for both software the A-matrix such as E 2 0.01. As the CNs range is as mentioned above, these errors may be far more unimportant than packages. Moreover, relative errors of the same magnitude are vel.i- thosc caused by rounding errors introduced by the numerical fied, if the set of eigenvalues in Table I is also compared with algorithms. This land of perturbations may mislead some that in 112, Table 1111. In the 2nd and 3rd columns of Table 11, eigenvalue estimates. the mechanical modes of the nine machines are copied from [12, Table IV]. The 4th column is composed of the modes cal- C. Eigenvalue Sensitivity for Model Uncertainty culated using the CASD package [18]. In Table I, the CN's range is 107 5 CN(X) 5 1860. These These results briefly described above evidence that rounding CNs are always significantly larger than the CNs of any 48 x 48 errors of different implementations of stable algorithms do matrix with random entries chosen from a uniform distribution not introduce a significant perturbation on any eigenvalue, and with the same Euclidean norm of the state miltrix IlAll2 = In other words, the'product E x CN(X), see Section 11-A, is 2331.7. Onc such matrix was simulated and the CNs' range small if compared with any eigenvalue. The CNs range is was just 1.66 5 CN(X) 5 8.30. However, the eigenvalues 107 5 CN(X) 5 1860, but the E ' S are insignificant. This is a of the random matrix were widespread on the complex plane, fortunate consequence of the large relative accuracy, of approx- -1078.5 5 Re(X) 5 -1101.9 and -1172.9 5 Im(X) 5 imately 16 decimal digits, of the modern microprocessors 1161, -1 172.9. This tcst confirms the statement in Section 11-A, that [MI. It is reasonable to suppose that parameter inaccuracies the closer the eigenvalues, the larger the C N s .

LIMA AND FERNANDBS: ASSESSING BIGENVALUE SBNSII'IVIT1F.S

MAQNFJDES W LCG.SEN3ll"eS

W ReAL[-O.1112+7.1571)

MAONlTUDES OF LOO. SENSllMrlES OF RUL ( 4.2E3at6.133 )

Pig.2.

Plotof milgnitudesolLSsofthereelp:atuftheeigenvaliic -U.I I l a t

Pig. 3. Plot of magnitudes olLSs of the rcd part of thecigenvalue -0.2688+

D.13.3Ri (radls) in relation to the eiiliies of A.

7.1668i (radis) in relittion to thc entries of matrix A .

The rated angular velocity ( w , ~ = 377 rad/s) is constant, thus the corrcsponding A-entries were not considered in ESI calculations, nevertheless most of ESIs are bigger than I. In Table I, the ESIs of the real eigenvalues -0.221 1 , -0.2032, -0.2074 and -0.221 I are too large: 250.9, 150.3, 108.5 and 151.1, respectively. Thus, their ASRA are only 0.4,0.7, 0.9 and 0.7%, respectively. These four modes are associated mainly with the fields, excitation systems and PSS's of machines 3, 7, 8, and 9. Themechanical mode, -[1.224&j8.G495, ESI = 0.94, hasa smallerrealpartthan-ll.2688f~6.1535,butit has alargerESI, equal to 3.68. Hence, this eigenvaluc and -0.1112 f j7.1568, ESI = 1.94, are selected as examples for a coniprehensivc sensitivity analysis. Fig. 2 shows the plot of the LS matrix of the real part of -0.1112 f j7.1568, the electromechanical mode with the smallest real part. It is associated mainly with the mechanical oscillations of machines I , 2, 4 and 5. Fig. 3 is the plot for to -0.2688 f jG.1335 (radls). It is relatcd mainly with the machines 4, 5, 6 and 7, this last one with a PSS. Table 111presents the five biggest LS's observed in Fig. 2 and Fig. 3. The LSs associated with 71111 are not included. Fig. 4 shows the 9 electromechanical modes of the examplc and their corresponding ASRls (l4), with the eigenvalue sensitivities in relation to tu11 excluded. However, small ASRIs for non-dominant eigenvalues only show that the real parts of thesc eigenvalues have large sensitivities. For instancc, the ASRl's of 2.1 and4.6ofthe -.1.8283ij3.9082and-4.2768~j3.210:, inodes just indicate that the relative errors of the real parts of these modes would be about 47, 6 and 21, 7 times the average relative error of the aij's. The electromechanical mode -0. I I12 ij7.1568 has a small ASRI = I .7, indicating that it can migrate to the RBP under the influence of small variations on some A-entries. By the way, if the absolute values of ail,, mi, a65 are increased by 10% and thoseofu61, a1716 aredecreasedbythesamcamount, this mode will change to +0.0081 j7.2484. The entry a8l was chosen,

TABLE III LARGEST ENTRIPS OP THR 1.S MAIKICYS O r RE(-U.lI 1 2

AND RI?.-0.2688

* ,j6.1336)
0,

IRADISI

,j7,I668)

~Re(-O.2688+/6.1335) pu ag

a4 1

- 1.40
1.69

a17 16

- 2.19

a6 I
a6 5 (11716 a2120

a25 24

3.21
1.63
1.44

- 3.99
3.60

32
a34 30 a34 32

- 1.44

1 . 9 3

o.* a.+

4.d.

Fig. 4. Eigenvalues with psitivc imaginary puts of the 9 electromechanical inodes [I21 ancl their ASRls, in S.

in spite of its LS not being one of the five largest LS, as those in Table 111.

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EMNVALUES OF ORGMLAND PERTURBEDDATA

I t
I
0

-2 REAL PART

-1

Fig. 5. The 9 cleclroincchmical modes and their ASRI's of Fig. 4 but wilh z i , = 0.15poinsteadof.r;, = 0 . 1 2 p u [ 1 2 ] .

Fig. 6. Eigenvalues with positive imaginary parts of 9 original and aitcr data perturbation "0" given on alectramechanical modes Table IV.

"+"

TABLE IV

ORlOlNAL AND P!3RTlJRDED MACIIINE AND PARAMRTPRS, PRR UNIT, AND H , T'S IN SECOND

Pss

REACTANCES IN

D. Eigenvalue Sensitivity for Pnrnmeter Uncertainty (ESPU) The examination of LS-matrix and the symbolic form of the
matrix A [22] allows the straightforward determination of the largest eigenvalue SPU's. For instance, it was verified that just a change in the unsaturated &axis subtransient reactance xL1 of the machine I , from = 0.12-0.15 pu. Table V, brings the (rad/s) into the RHP, more precisely mode -0.1 1152~tj7.1568 to +0.009 j7.0311, as shown in Fig. 5 . Furthermore, it was noticed that many combinations of a few parameter perturbations of about 10% or less also destabilize the original system. For example, Table IV shows a total of six machine parameters and twu PSS parameters pcrturbed by about 10%. For these perturbed parameter values the electromechanical mode -0.2688 f j S . 1335 becomes +0.002 & jG.2317 pu, Fig. 6.

VI. LARGE EIGENVALUE SENSITIVITIES AND TOO SMALL STABILITY MARGINS

In [Z], a control design technique based on the concepts of phase and gain margins showed that if a damping ratio of C = 0.5 were assumed for the mechanical dominant mode, a single machine connected to an infinite bus would work with reasonable phase and gain margins, Cor a variety of machine parameters and loading conditions. In [24], for a simple multimachine

system, the same phase and gain margin technique would provide a damping ratio of 6 = 0.26 for a dominant mode, only if all the machines were provided with PSSs. The analyzed multimachine PSS design i s based on a pole-placement technique [ 121. However, the two electromechanical modes more carefully examined, Figs. 2 and 3, -0.1112 i 57.15638 and -0.2688 f j6.1335, have damping ratios of only 0.016 and 0.043. The robustness tests above confirm the suspicion that such small damping ratios do not corrcspond to reasonable stability margins. Also, a recent work based on an optimal control method does not get for some dominant modes, damping ratios larger than 0.07, even for a simple ten-machine power system [25]. It was mentioned in Section 11-A that matrix computation specialists consider that large eigenvalue sensitivities (CNs) are tightly related with eigenvaluc closeness. Also, it is well known that the eigenvalues of every multimachine system fall in clusters, on the complex plane. Hence, roughly speaking, if the eigenvalues of the power system remain close to the imaginary axis, negative damping modes can easily occur even in a simple multimachine power system. The general procedure of robustness test suggested in this paper may be summarked as follows: 1. First, the easier SMU analysis should be performed, determining the ESI's (13) and ASRIs (14). 2. If large ESIs, or small ASRIs are verified, a SPU analysis must be done, even if a symbolic expression for the state matrix is not yet available. The authors would like to see these tests being applied to a large number of actual power systems. These studies should help to see the small-stability problem in the proper perspective; the authors think that a fuzzy rule-based approach is an attractive alternative for power system controller designs. A rule-based fuzzy controller is a non-linear controller, easy to design, and thanks to fuzzy chips, produces responses nearly a hundred times shorter than those of a conventional PID controller [26]. Moreover, using an adaptive rule-based fuzzy control scheme, one can design control actions that can improve

ISMA AND PF,IlNANDBS: ASSHSSINO EtGENVALUH SHNSITIVITIES

30s

both small-signal stability and transient stability, in an independcnl way.

GENERATOR DATA ARR I N PBR-UNIT,Excrrr I I ANI)

TABLE V

Ti, IN SECOND [I21

&he

MaI
2

Subindices

Xd

xq
0.70 060 . 0.12

TA0

VII. CONC1,USIONS

14

0.70
~~~

This paper defines separately the concepts of eigenvalue sensitivity with respect to the elements or the state inalrix, SMU, aud to parameter uncertaiuty, SPU. In small-signal stability studies the SMU must be always estimated: the eigenvalue sensitivity index (ESI), the logarithmic sensitivily (LS) matrix and the asymptotic stability robustness index ( A S R I ) proposed here are useful tools to accomplish SMU estimates. If an LS and/or EST bigger than one or an ASRI about 5% are detected For dominant eigenvalues, the SPU of these modes must be investigated. These procedures were carried out for two electromechanical oscillatory inodcs of a nine-machine system: ESl's of I .Y4 and 3.68 show (hat the natural frequencies have large sensitivities with rcspccl lo some state matrix entries; ASRI's of 1.7 and 2.0% evidence lack of asymptotic stahility robustness for model uncertainty of the system. A change of the iinsalurated d-axis transient reactance of just one machine from z& = (I. I2 pu to o:( = 0.15 pu caused loss of the asymptotic stability. Also, a variation of 10% in six machine parameters and in two PSS parameters displaced to the RHP an clcctroinechanical mode with a damping ratio of 0.043. Hence, lack of asymptotic stability robustness Cor parameter uncertainty was also vcrificd. Four non-oscillatory inodes, usually not considered on smallsignal studies, have the smallest ASRl's, 0.4,0.7,0.Y and 0.7%. Such extremely low ASRls w e a l that these modes can he the earliest causes of instability. These eigenvalues are mainly associated with niachine fields, excilation systems and PSS's. It is shown that in generel, the eigenvalues of the inullimachine systems tend to have large sensitivity. Thus, poor damping ratiw of about 0.06 are evidences of lack of asymptotic stability. The authors hope that the robustucss tests proposed stimulate the research for new types of power system controllers. We think that inodein adaptive non-linear controllers, like adaptive rule-bascd fuzzy controllers, could, under severe and smallsignal transient disturbances, have a better performance than controllers based on linear control techniques.

3 4 5 6 7 8 9

5-R 9-15 16-19 20.23 24-27 28-34 35-41 4248

nm

nin

0.50 1.60 0.95 0.95 1.00 1.00 0.39

0.40
1.60 0.95 0.95

1.00 1.00 0.32

0.15 0.23 0.15 0.15 0.17 0.17 0.06

5.00 12.25 5 00 is00 .~~~ 10.00 5.00 6.40 5.00 5.00 9.90 5.00 9.90 9.00 5.00 5.00 9.00 16.00 5.00
~

7.00
700

8.00 7.00 7.00 7.00 7.00

7.00
6.00

TABLE VI POWER SYSTEM STABII.IZRR DATA[I21

BUSNO.

KS
18.63 27.87 30.94 36.34

T(s)
5.0 5.0 5.0 5.0

q,T3(s)
0.1016 0.1039 0.1197 0.1384

T2.T4(s) 0.035 0.035 0.035 0.035

3 7 8 9

APPENDIX R
All PSS transfer functions arc composed of a washout block plus a second order transfer function, i. e.,

The time constant 7 ; . of the washout block and the time constants 7 ; and 7; were preselected by the designer. The PSS time i wcrc calculated using the constants 'ri = '/:+ and the gain I pole-placement mcthod given in [12]. Table VI exhibits the adjusted PSS parameters. ACKNOWLEDGMENT The authors gmtefully acknowledge N. H. Dantas and A. E da Rocha from the University of Brasilia, for their thorough reviews and thoughtful recommendations. The authors would also like to thank A. Pedroso, from COPPE-UFRJ at Rio de Janeiro, and E D. Freitas froin the University of Brasilia for their several fruitful discussions.

REFERENCES
111 K N . ' t u , E/ieclric I b i i w S y . ~ l e m Dynrrmics: Acadcmic Press, 1983, pp. I7 0 172. [2l E P. de Mcllo and C. Cnncardia, "Concepts of synchronous machine stability as aifcctcd by excitation system c ~ n l m l , "T,n,u. on Power Ap, , o m u s OWJ ,sy.~rrm.~, YUI. xx, ~pp.I WZOZ, A*,?. 1969. 131 0. F. Franklin, 1. I ) .Powcll, and A Ememi-Naeini, FeedDack Connol

APPENDIX A Table V presents the generator data. The second column shows the subindices of the stale variables zi concerned to each machine. Reactances are in pu, I-I and 'I;, are io second. Each generator is equipped with a static excitation system consisting of a first order transfer function with a gain IC* and a time constant 7'". Machines 1-6 have I<,, = IO0 pu and '/i = 0.05 s. Machines 7, 8 and 9 havc K,, = 50 pu and '/A = (1.1 s.

of l ~ y t a m i c S~S~C Addison-Wesley ~S: Publishing Company, 1994,p. 144-145,191-192.~05,4~0-431,573-574. 1 4 1 A. Semlyen and I.. Wang, ''Sequentid cumpotation of the complete cigcnsyeteln foc the stiirly ronc in small signal stability malysis of Trans. on P o ~ . o S y , s t e m s vol. , 3, no. 2, pp, 715-725, 1988. 1 5 1 E. E. S. Lima, "A sensitivity analysis of cigcnatructures," IEEE Pans. 011 I'ower.Sy,"le,nr,vol. 12, no. 3,pp. 1393-1399, Aug. 1997. [6l S. Okubu, H. Suzuki, and K. Ueciimit, "Modal analysis for power dynalnic system.'' ?iwm on Power Annarrrlns ond Svsiems. vol. 97. no. 4, pp 131~-131X,July/Aug. 1978.

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~1~

EvandroE. SouzaLima (M81) receivedhisB.S.E.E. degreelramITA(Brari1) in 1966 and his D.E.A. and Dr.hg. degrees in automation from the Universite Paul Sabatier, Toulouse. France, in 1969 and 1972 respectively. Since 1996 he has been a retired Professor of the Deparlment of Electrical Enginecring of the University of Brasilia and he also worked as B visiting Senior Researcher of the same institution until February 1998. His main interests are in convol methods npplied to power systems, mainly rule-based fuzzy controllers,

Luis Filnmeno de Jesus Fernandes was born in 1961, in Luanda, Angohi. He received the B.S.E.E. degree fram the University of Angola, in 1990 and the M.Sc. degree in electrical engineering fram lhe University of Brasilia, Brazil, in 1996. His main inlercals arc concorned with power system dynamics.