J. Shanghai Jiaotong Univ. (Sci.), 2008, 13(5): 16 DOI: 10.

1007/s12204-008-0501-3

Theoretical Studies of Active Power/angle Sub-matrix for Power System Analysis

CAO Guo-yun1 (

(1. Department of Electrical Engineering, Shanghai Jiaotong University, Shanghai 200240, China; 2. Department of Electrical Engineering, Hong Kong Polytechnic University, Hong Kong, China)

),

ZHANG Qing1 (

),

CHUNG T S2 (

),

CHEN Chen1 (

Abstract: Properties of the active power/angle sub-matrix in the power ow Jacobian for power system analysis were studied. The sub-matrix is a dominant and irreducible matrix under very general conditions of power systems, so that it is invertible. Also the necessary conditions for its singularity were given. These theoretical results can be used to clarify the ambiguous understanding of the sub-matrix in current literature, and also provide the theoretical foundations for the applications based on reduced power ow Jacobian. Numerical simulation on the IEEE 118-bus power system is used to illustrate our results. Key words: dominant matrix; irreducible matrix; power ow Jacobian; reduced power ow Jacobian; power system analysis; V-Q sensitivity CLC number: TM 711 Document code: A

Introduction
Voltage stability has become a main concern for secure operation of a stressed power system, and two kinds of approaches, i.e., the static and dynamic ones have been developed to analyze, compute and design controls to maintain the system voltage stability[13] . The dynamic approach that uses the short- and/or long-term simulation, can provide the time response of a power system under a contingency. As there needs a large amount of computation for the simulation, this approach is usually used for the assessment of the effectiveness of the protection and control designs for the voltage stability, and the postmortem analysis for a particular blackout caused by voltage instability[15] . On the other hand, the static approach, which is mainly based on the power ow equation model of the power system, can not only determine whether the system is voltage stable or not, but also calculate the sensitivities that identify the voltage-weak buses, the important generators and transmission lines that have great inuence on the system voltage stability[415] . Such information can direct us to design controls for voltage stability. Thus both the static and dynamic approaches have their own advantages and disadvantages and they are complementary for power system voltage stability analysis and control.
Received date: 2007-06-26 Foundation item: The National Natural Science Foundation of China (No. 50307007) E-mail: eecao@sjtu.edu.cn

1 Problem Formulation and Literature Review

1.1 Problem Formulation According to the alternative current (AC) power system characteristics and the power system operation practice, the idea of the V-Q sensitivity which is based on the reduced power ow Jacobian is naturally proposed to analyze the voltage stability. The linear techniques such as the singular value and eigenvalue decomposition are applied to the reduced Jacobian which links the incremental changes between the reactive power of the buses and the magnitude of their voltages[410]. Consider an electric power system with n + 1 nodes (buses) that do not count the ground bus, supposing that nodes 1m are PQ buses, nodes m + 1n are PV buses, and node n + 1 is the slack bus; then we can obtain the following standard PF equation:
n+1

Pis = Pi

Ui
j=1

Uj (Gij cos ij + Bij sin ij ),

(1a)

i = 1, 2, , n
n+1

Qis = Qi

Ui
j=1

Uj (Gij sin ij Bij cos ij ),

(1b)

i = 1, 2, , m where, Pis = PGi PLDi and Qis = QGi QLDi are the specied net injected active and reactive power; Pi and Qi are dened as the active and reactive bus power at node i, respectively. If the solution of Eq. (1) is obtained, then the linearized model of Eq. (1) around the

J. Shanghai Jiaotong Univ. (Sci.), 2008, 13(5): 16

solution can be arrived: P Q =J U , (2)

where, P = [P1 , P2 , , Pn ]T and Q = [Q1 , Q2 , , Qm ]T are the incremental changes in the active and reactive bus power respectively; J = P PU is the power ow Jacobian. Q QU To obtain the relationship between Q and U from Eq. (2), we need to let P = 0, and so we can obtain Q = JR U , (3)
1 where JR = [QU Q P PU ] is the reduced power ow Jacobian. The diagonal elements in the inverse of the reduced power ow Jacobian are the V-Q sensitivities related with the corresponding buses. We can see that the formula to express the reduced power ow Jacobian involves the inverse of the active power/angle sub-matrix P . There exist two concepts to treat the issue whether this sub-matrix is singular or non-singular in our current literature. One is to assume that it will be non-singular for the practical applications, as pointed out in Ref. [10] that the case of its singularity does not encounter us in our analysis for the studied or practical power systems. The other concept is to relate its singularity with the loss of rotor angle stability of power systems. Note this idea comes as a generalization from the observation on the lossless single-machine innite bus (SMIB) system when the generator that is modeled by the classical model sends the maximum active power to the innite bus. Thus there needs not ambiguous but clear understanding of the properties of the sub-matrix to provide a solid basis for the applications based on the reduced power ow Jacobian. Further, if the inverse of the submatrix exists, then the Schurs formula can be used to link the determinants between the PF Jacobian and the reduced Jacobian as

1.2 Literature Review It should be noted that Ref. [15] also contained two theorems (theorem 4 and 5) to discuss the properties of the sub-matrix. However there are some ambiguities in the statements and the proofs of the theorems 4 and 5 in Ref. [15]. Essentially theorem 4 in Ref. [15] studied the properties of the sub-matrix P . We would indicate that the requirement by Pj j
n

k=0,k=j

Pj >0 k

(5)

det(J) = det(P )det(JR ).

(4)

From Eq. (4) we know that the singularity of the power ow Jacobian (i.e., a necessary condition for the saddle-node bifurcation associated with the power ow equation) implies the singularity of the reduced Jacobian, thus the voltage collapse point in terms of smallsignal voltage stability determined by the saddle-node bifurcation associated with the power ow equation can also be equivalently determined by the singularity of the reduced Jacobian. So it is mathematically rigorous to reduce Eq. (2) to Eq. (3) by letting P = 0, while it was thought that the inuence of the incremental changes of the active power on the incremental changes of the bus voltage is neglected when we use Eq. (3) to analyze the voltage stability.

0 5 5 inequality holds for the rst row, however it is singular because of the linear dependence of its rows 2 and 3. It seems that the condensation method does not apply for the proofs of the theorems 4 and 5 in Ref. [15]. For example in the proof of theorem 4 for the case n = 3, we cannot obtain that the expression of (q11 + q12 + q13 )q33 + q13 s is strictly positive under the condition that only the third row satises the strict inequality (5) in Ref. [15], if we let q11 = q12 q13 and q13 = 0. The similar defect exists for the case of n = r, for example, if only the row r + 1 satises the strict inequality condition but s = 0 and j qj,r+1 = 0, then we cannot derive the strictly positiveness of qr+1,r+1 (s ) + qj,r+1 s in Ref. [15]. r+1 j Finally, in the proof of theorem 5 in Ref. [15] we cannot obtain that the determinant of n J will equal to zero if one pivot appeared in the denominator changes its sign or becomes zero during the condensation, as we know the determinant will not be continuous but be innite if the pivot equals to zero. Furthermore, the condensation method is not applicable under this case because of the zero of the pivot entry. This paper will demonstrate that the sub-matrix will be a dominant and irreducible matrix under very general conditions for a connected AC power system, i.e., the phase angle dierence between each two buses with direct connection is less than the impedance angle of the branch that links the two buses directly. Now let us give a brief review on the dominant, and the irreducible/reducible matrix. Denition 1 Let A be a square matrix of dimension n with entries aij . Then A is said to be diagonally dominant by its row if
n

with strict inequality for at least one row in P does not ensure that P is irreducible. For example, the matrix 4 1 2 0 3 3 satises inequality (5) where the strict

|aii |
j=1,j=i

|aij |

(6)

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for i from 1 to n. In addition A is said to be strictly diagonally dominant if

n

|aii | >
j=1,j=i

|aij |

(7)

2 Global View on Sub-matrix and Investigation of Sign of Its O-diagonal Elements

2.1 Global View on Sub-matrix The o-diagonal and diagonal elements in P are Hij = Pi = Ui Uj (Gij sin ij Bij cos ij ), j Pi = Bii Ui2 Qi . i i=j (9a) Hii = (9b)

for i from 1 to n; and if Eq. (7) exists for at least one i, then A is said to be weakly diagonally dominant. Denition 2 A nn matrix A is called a reducible matrix if there exists a permutation matrix S such that S T AS = A11 0 A12 A22 (8)

where A11 and A22 are r and n r square matrix. Essentially Eq. (8) means that we can re-number (reorder) the nodes associated with A so that it has the form of the right hand side of Eq. (8). A is an irreducible matrix if it is not a reducible matrix. The following proposition[16] relates the relationship between the non-singularity and dominance of a matrix and will provide the basis our following analysis. Proposition If a square matrix is strictly diagonally dominant or weakly diagonally dominant and also irreducible, then it is invertible. H11 H12 H22 . . . Hi2 . . . Hn2 H(n+1)2 . . . . . . H1i H2i . . . Hii . . . Hni

Substituting Qi dened in Eq. (1b) into Eq. (9b) and rearranging the expression we can obtain Hii = (Hi1 + Hi2 + + Hi(i1) + Hi(i+1) + + Hin ) Hi(n+1) . (10) So we can see that P is the upper-left sub-matrix of P dened below by deleting its last row and column: . . . . . . H1n H2n . . . Hin . . . Hnn H1(n+1) H2(n+1) . . . Hi(n+1) . . . Hn(n+1) H(n+1)(n+1)

H21 . . . P = Hi1 . . . Hn1 H(n+1)1

(11)

H(n+1)i

H(n+1)n

From Eqs. (10) and (11) we know that P is singular as the sum of its each row equals to zero, thus we can anticipate that P will be non-singular. From Eqs. (9a) and (11) we know that P has the same sparity as the admittance matrix of the power system, so the o-diagonal element in P between two nodes is zero if there is no direct connection between them. Also we know that P is always of positional symmetry. Equations (10) and (11) not only provide a global view on the active power/angle sub-matrix, but also can be used to show that this sub-matrix will be dominant by its row if all of the o-diagonal elements in P corresponding to two buses with direct connection have the same sign such as all the values of such elements being positive or negative. 2.2 Investigation of Sign of O-diagonal Element We now investigate the o-diagonal elements between

two nodes with direct connection. For this purpose we rst simplify the notation in Eq. (9), i.e., let ij = , E = Ui , U = Uj , Gij = G and Bij = B, and then Hij can be written as Hij = EU (G sin B cos ) (12)

As indicated by Eq. (9a), the value of the o-diagonal element is dependent on the series impedance parameter between the two corresponding nodes, thus a circuit which is shown in Fig. 1 can be introduced to evaluate Hij where the two nodes are supposed to be connected by the impedance Z = R + jX, and in this case the mutual admittance of Eq. (12) is G + jB = 1 . R + jX

To ensure the o-diagonal element to be negative, we will require that the phase angle dierence between

J. Shanghai Jiaotong Univ. (Sci.), 2008, 13(5): 16

the two nodes should satisfy < < , where = tg1 (X/R) is the impedance angle.
E< Node i jX R U<0 Node j

(13)
N Slack bus i

Fig. 2

Partition of an interconnected power system

Fig. 1

Circuit for evaluating the o-diagonal element

Usually the transmission system operation conditions will meet the above requirement particularly for high voltage transmission system as its reactance X is much larger than its resistance R, while the angle dierence is constrained to a limit value, for example 46 [1] . Especially the phase angle dierence can be any value in the open interval (/2, /2) if neglecting the resistance. Now if all the o-diagonal elements between each two nodes with direct connection are negative, then according to Eq. (10) and the Denition 1 we know that P is at least to be weakly diagonally dominant by its row (as there is at least another node except the slack bus directly connected to the slack bus, thus at least one row in P will meet the inequality (7)), thus it is wellconditioned from the viewpoint of scientic computation. However we cannot ensure that it will always be strictly dominant as this requires that all other nodes are directly connected to the slack bus.

In a word, the system is partitioned so that if excluding the slack bus and all the connections to the slack bus, the nodes within each sub-block are interconnected but none of the sub-blocks is interconnected each other. Proof Under this partition, we can number the nodes of the system so that P is a partitioned diagi onal matrix with the matrix P associated with each sub-block as its diagonal element, i.e., 1 P P = .. .
i P

..

.
N P

(14)

3 Theoretical Studies
3.1 Sucient Conditions for Its Nonsingularity As we indicated that P will be well-conditioned if all the o-diagonal elements between each two nodes with direct connection are negative. Furthermore, we can prove that it will be non-singular for an interconnected power system under these conditions. Theorem 1 (sucient conditions for non-singularity of P ) If all the o-diagonal elements Hij between each two nodes with direct connection are negative, then P is non-singular. Before we give the denite proof of the above theorem, we will rst partition an interconnected power system without loss of generality. We can always subgroup the nodes of an interconnected power system as shown in Fig. 2, such that each sub-block i has at least one transmission connected to the slack bus, and the nodes within each sub-block are still interconnected while excluding all of its connection to the slack bus; otherwise it can be further sub-grouped into dierent blocks. Note that the total number of all the sub-blocks shown in Fig. 2 may be 1.

i Obviously P is also weakly dominant as it has at least one transmission connected to the slack bus. We i will then show that P is irreducible by principle of contradiction. If it is reducible, then there exists a permutation matrix S such that i S T P0 S =

M11 0

M12 M22

(15)

where M11 and M22 are square matrix, which also means that we can re-number the nodes related with i P such that under the new numbering it has the RHS form of Eq. (15). And from the zero sub-matrix in the left-down of RHS of Ref. (15), we know that M12 will also be a zero matrix as a result of positional symmetry i of P . Thus there exist at least two separate parts (one is associated with M11 and the other associated with i M22 ) in the sub-block associated with P , and this is a contradiction to the partition that the nodes within in the sub-block is interconnected while excluding all its i connection to the slack bus. Thus P is irreducible and weakly dominant, then by the preposition shown in the previous section, we know that it is non-singular, and so P is also non-singular. With the above knowledge and based on the Eqs. (10) and (11), we can prove the following contra-positive form of Theorem 1.

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3.2 Necessary Conditions for Its Singularity Theorem 2 (necessary conditions for singularity of P ) If P associated with a connected power system become singular, then at least one of the o-diagonal elements between two nodes with direct connection in P will be zero or positive. Proof by the principle of contradiction Assume that none of the o-diagonal elements with direct connection is positive or zero, then all of such elements must be negative, and so the sub-matrix will be nonsingular according to the above theorem, which is a contradiction. This completes the proof. Remarks There was an assumption that the singularity of P implies the loss of the power system angle stability. Through Theorem 2 we can nd that the singularity means that there exists at least a phase angle dierence between two directly connected nodes exceeding its impedance angle. Thus its singularity is related with the operation condition of the transmission system. Though this condition will certainly inuence the rotor angle stability of the power system, the smalldisturbance analysis of the rotor angle stability of power system should be based on the linearized dierentialalgebraic equation model of power system dynamics. Thus we can see that it is not true to determine the rotor angel small-signal stability by singularity of the sub-matrix, which is generalized from the observation on single-machine innite bus system. There was some doubt that the decoupling between active power and phase angles, and reactive power and voltage magnitude in power system can be extended to the stressed loading conditions[3] . Theorem 1 and 2 give the quantitative results. Generally speaking the decoupling will always exist for power system where the phase angle dierences between each two nodes with direct connection satises Eq. (13).

initial values equal to 1. The solid lines represent the upper branch of the P-V curve, and the dashed ones the lower branch, and all the values such as the least module eigenvalue, the condition numbers and the o-diagonal elements which change their sign rst are shown accordingly.
1.00 0.98 U/(pV) 0.96 0.94 1 2 3 Load increase coefficient (a) Voltage at node 17 4

0.2 Eigenvalue Off-diagonal element Condition number/(104) 0.1 0 0.1 0.2 1 2 3 4 Load increase coefficient (b) Least module eigenvalue of the matrix

4 2 0 2 4 6 8 10 1 2 3 4 Load increase coefficient (c) One off-diagonal element of the matrix

4 Case Studies
In this section we present numeric studies on IEEE 118-bus power system, which is helpful to understand our theoretical studies from the point of view of numerical computation. The data of the system and initial operation conditions are the same as those of Ref. [17]. The studies are based on the continuation power ow where the generation and loads are varied in a uniform way. On each point of the obtained P-V curves we calculate the least module eigenvalue and condition number of P , and also we compute the value of its odiagonal element that change its sign rst. We select the P-V curve at node 17 to be demonstrated in our results. The numerical results are shown in Fig. 3 where all the x coordinates are the uniform coecients for the increase of load and generation whose

14 12 10 8 6 4 2 0 1 2 3 Load increase coefficient (d) Condition number of the matrix 4

Fig. 3

Numerical results for IEEE 118-bus system

We can see that P is well-conditioned on the upper

J. Shanghai Jiaotong Univ. (Sci.), 2008, 13(5): 16 [4] Morison G K, Gao B, Kundur P. Voltage stability analysis using static and dynamic approaches [J]. IEEE Trans Power Systems, 1993, 8(2): 11591171. [5] Gao B, Morison G K, Kundur P. Towards the development of a systematic approach for voltage stability assessment of large-scale power systems [J]. IEEE Trans Power Systems, 1996, 11(3): 13141324. [6] Gao B, Morison G K, Kundur P. Voltage stability evaluation using modal analysis [J]. IEEE Trans Power Systems, 1992, 7(4): 15291542. [7] Lf P A, Smed T, Anderson G, et al. Fast calculation o of a voltage stability index [J]. IEEE Trans Power Systems, 1992, 7(1): 5464. [8] Lf P A, Smed T, Anderson G, et al. Voltage stabilo ity indices for stressed power systems [J]. IEEE Trans Power Systems, 1993, 8(1): 326335. [9] Mansour Y, Xu W, Alvarado F, et al. SVC placement using critical modes of voltage instability [J]. IEEE Trans Power Systems, 1994, 9(2): 757763. [10] Caizares C A, de Souza A C Z, Quintana V H. Comn parison of performance indices for detection of proximity to voltage collapse [J]. IEEE Trans Power Systems, 1996, 11(3): 14411450. [11] Begovic M, Phadke A. Control of voltage stability using sensitivity analysis [J]. IEEE Trans Power Systems, 1992, 7(1): 114123. [12] Dobson I. Observations on the geometry of saddle-node bifurcation and voltage collapse in electric power systems [J]. IEEE Trans Circuits and Systems (I), 1992, 39(3): 240243. [13] Greene S, Dobson I, Alvarado F. Sensitivity of the loading margin to voltage collapse with respect to arbitrary parameters [J]. IEEE Trans Power Systems, 1992, 12(1): 262272. [14] Capitanescu F, Cutsem T V. Unied sensitivity analysis of unstable or low voltage caused by load increases or contingencies [J]. IEEE Trans Power Systems, 2005, 20(1): 321329. [15] Grijalva S, Sauer P W. A necessary condition for power ow Jacobian singularity based on branch complex ows [J]. IEEE Trans Circuits and Systems (I), 2005, 52(7): 14061413. [16] Kolotilina LY. Nonsingularity/singularity for nonstrictly block diagonally dominant matrices [J]. Linear Algebraic and Its Applications, 2003, 359: 133159. [17] Power system test case archive [EB/OL]. http:// www.ee.washington.edu/research/pstca/index.html, 1999.

branch as its condition number has almost been constant. Also it is far from singularity as its least module eigenvalues are always positive. While on the lower branch of the P-V curves there exists a point where the sub-matrix becomes singular; also at this point the least module eigenvalue of this sub-matrix is zero and its condition number becomes much larger, and one of its o-diagonal elements (the one between node 38 and 65) has already changed its sign into a positive value through zero before the occurrence of the singularity of the sub-matrix. The numerical studies conform to our theoretical results of Theorem 1 and Theorem 2.

5 Conclusion
We study the properties of the active power/angle sub-matrix in the power ow Jacobian for power system analysis. Through deducing the Eq. (10) and dening the Eq. (11), the particular structure of the active power/angle sub-matrix is rst revealed, and a lot of useful results can be obtained based on these equations.The sucient conditions for the non-singularity of the sub-matrix are given in Theorem 1, and we discuss that these conditions will be satised with by an inductively dominant AC power systems. On the other hand, the necessary conditions for the singularity of the submatrix can be obtained accordingly, which is stated by Theorem 2. Numerical results are used to demonstrate the theoretical results. These results not only can be used to clarify the ambiguities on the understanding of the properties of the sub-matrix, but also provide a rigorous mathematical basis for the applications based on the reduced PF Jacobian, which is physically meaningful and widely used in the static analysis of the reactive power and voltage stability analysis problems in power systems.

References
[1] Taylor C W. Power system voltage stability [M]. New York: McGraw Hill, 1994. [2] Kundur P. Power system stability and control [M]. New York:McGraw Hill, 1994. [3] Cutsem T V, Vournas C. Voltage stability of electric power systems[M]. New York: Kluwer Academic Publishers, 1998.