2004 IEEE Intemational Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004)April 2004 Hong Kong
System-Response-Based Eigenvalue Estimation
for On-Line Assessment of
Power System Stability
H. Hiraiwa, Non Member, H. Saitoh, Member, IEEE, E. Tsukada, K . Minazawa,
and J. Toyoda, Member, IEEE
Abstract--This paper proposes a new method for modal
analysis of large power systems that is based on
synchronously measured system responses. The method can
identify the eigenvalues corresponding to weakly damped
electromechanical modes by analyzing the covariance matrix
among rotor angles and speeds of generators. By the method,
a power system is identified as a multi-input multi-output
linear system, so that the characteristics of several modes
can be analyzed simultaneously. In addition, the method to
select a small number of generators for estimating slow
oscillatory modes is discussed, and which is based on the
application of coherencies of generators. The effectiveness of
the new modal analysis is confirmed through the simulation
studies of the IEEJ East10 machine model.
Zndex Terms-Eigenvalue, Global Positioning System,
Modal analysis, Synchronized measurement, System
identification
I. INTRODUCTION
M onitoring a large power system is important task to
keep the system stable. Especially in a deregulated
power industry, real-time supervision of the system is
strongly required because of more efficient use of existing
facilities and operation with tight stability margin. The
authors have been studying on-line assessment of power
system stability that utilizes the GPS based data
acquisition system deployed in the power system of
Tohoku Electric Power Company [6]. Presently, the data
acquisition system collects synchronously active power,
reactive power, voltage, frequency and phase angle from
remote three stations and eight substations.
This paper proposes a new method for modal analysis
of large power systems that is based on synchronously
measured system responses. The authors have developed
the fundamental approach of the modal analysis in [3]. In
the fundamental approach, power system dynamics is
H. Hiraiwa is with Graduate School of Electrical Engineering,
Tohoku Univcrsity, Sendai, Japan (e-mail:
epsys lO@ec.ecei.tohoku.ac.jp)
H. Saitoh is with Managemcnt of Science and Technology
Department, Graduate School of Engineering, Tohoku Univcrsity,
Sendai 980-8579, Japan (e-mail: saitoh@ecei.tohoku.ac.jp)
E. Tsukada is with Power Systcm Engineering Department, Tohoku
Electric Power Company, Sendai, Japan.
K. Minazawa is with Research and Development Ccntcr, Tohoku
Electric Power Company, Sendai, Japan.
J. Toyoda is with Department of Elcctrical and Electronics
Engineering, Hachinohe Institute of Technology, Hachinohe, Japan (e-
mail: toyoda@hi-tech.ae.jp)
0-7803-8237-4/04/$17.0002004IEEE
366
approximately identified as the electromechanical
dynamics of rotor angles and speeds of generators. The
identified system matrix is obtained by applying least-
square parameter estimation method to the synchronized
measurements of the rotor angles and speeds and load
deviations. The modes can be identified as the
eigenvalues and eigenvectors of the system matrix.
As the other approaches for modal analysis based on
the use of system responses, there are the Prony analysis
in [ 5 ] and the ARh4A block processing approach in [l].
The major difference between these approaches and our
method is that our method can identify a power system as
a multi-input multi-output linear system by utilizing the
synchronized measurements, so that the characteristics of
several modes can be analyzed simultaneously.
However, in the practical applications of the
fundamental approach, there is a problem to be solved.
That is the reduction of the number of measuring devices
equipped over the power network in order to observe load
deviations and state variables of generators. In this paper,
to accomplish the reduction, the following two methods
are proposed. One is the mainly proposed method that
can estimate the eigenvalues and eigenvectors
corresponding to weakly damped modes by analyzing the
covariance matrix among the rotor angles and speeds of
generators. The method will be practicable one without
measurement of load deviations if the loads fluctuate in
accordance with the characteristics of white noise. The
other is the method to select a small number of generators
for estimating slow oscillatory modes by applying
coherencies of generators.
The effectiveness of the proposed methods is
confirmed through the simulation studies of the IEEJ East
10 machine model. The results of the simulation studies
show that the proposed methods have the potential of
implementing on-line stability assessment based on
synchronized measurement technique.
11. CONCEPT OF SYSTEM-RESPONSE-BASED
EIGENVALUE
ESTIMATION
Fig.1 shows the concept of the modal analysis
proposed in this paper. The modal analysis is based on
the use of system responses acquired synchronously at
remote measurement locations. The accurate
synchronization is possible by utilizing precise time
information from GPS satellites. If rotor angles and
2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004)April 2004 Hong Kong
speeds of all machines and load deviations are observed
simultaneously, the electromechanical dynamics of a
power system can be approximately identified as the
following state equation.
dx
-- -Ax+Bu
dt
The matrix A is expressed as following.
The state variable x consists of rotor angle deviations
and rotor speed deviations. Since the fluctuations of the
state variables of generators observed in normal state are
principally caused by the load deviations, the input signal
U is considered to be the fluctuations of active power at
load buses. The matrix A and B are the system matrix
and the input matrix of the continuous-time system
respectively. The matrix M is the diagonal matrix
composed of generator inertia constants. The matrix K is
the synchronizing power coefficient matrix. The matrix D
is the diagonal matrix composed of damping constants of
swing equations.
Equation (1) is equal to the linearized equations of
low-order generator model of constant voltage behind
transient reactance. The system identified by (1) does not
include the detailed dynamics of internal flux linkages of
generators and control systems like AVR and Governor.
Since the measurements of x and U are sampled data,
the power system is identified as the following discrete-
time system instead of (1).
xk+,= Fx, +Gu, (2)
where the x k and uk are discrete variables of x and U
respectively. The matrix F and G are the system matrix
and the input matrix of discrete-time system respectively.
Since x and U are measured synchronously, the
matrices F and G are computed by applying least-squares
method to the measurements [3]. Then eigenvalues of the
matrix A are calculated from those of the matrix F by (3),
because the matrices of (1) and ( 2 ) are related by (4). The
eigenvectors of the matrix A are the same as those of the
matrix F.
1 1
Re@) = --In I p I , Im(h)= -,Lp (3)
T T
F = exp(AT) , G = [exp(Ar)-Bdr (4)
367
se GPS Satellite
I d i
I Modal Analysis I
Fig. 1 Concept of modal analysis based on synchronized measurement
using GPS
where T is the sampling period. h i s the eigenvalue of
the matrix A. ,U is the eigenvalue of the matrix F.
The damping constants, modal frequencies and mode
shapes of the electromechanical modes can be obtained
from the eigenvalues and eigenvectors.
111. EIGENVALUE
ESTIMATION
WITH LIMITED
MEASUREMENTS
A . Using Stochastic Characteristics of Load Deviations
From the economical viewpoint, it is difficult to carry
out the estimation of the matrix F using the measurement
data of all load deviations and rotor angles and speeds of
generators because a lot of measuring devices are
necessary for the data acquisition. As described in [ 13, we
assume that the load deviations have white noise
characteristic. Under such assumption, the matrix F can
be computed from the covariances of the state variable x
without using all load deviations U as follows.
First, equation (5) is obtained by multiplying (1) by xi
from right side and taking expectations of the both side.
The second term in the right side, covariance matrix
E{uk}:x becomes a zero matrix, because x k is
uncorrelated with uk. The reason for this uncorrelation is
as follows.
The white noise is the uncorrelated random process
defined as (6).
E(UiUjT}= {R ,
0 , (i f j)
(i=j)
where the matrix R is the diagonal matrix composed of
variances of U.
According to (2), xk is determined by the history of
inputs uI,u2;.',utl, so that xk is uncorrelated with uk, that
is the covariance matrix E {uk xi} becomes a zero matrix.
2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

Consequently, the matrix F is computed from auto- I v . APPLICATION OF COVARIANCE MATRIXMETHOD

TO
covariance matrices E {xk+l):x and E {xk xi} as follows. SIMULATED MEASUREMENTS

A. A Power Svstem Model for Simulation Studies

= [E (’ k+lX k }][E {k‘ ’ })’
k (7)
We call this approach the Covariance Matrix Method
in this paper.
B. Measured Generators Suitable for Slow Mode
Estimation
Generally, the weakly damped modes of large power
systems are low frequency oscillations, and which are
caused by electromechanical interactions between
coherent groups of generators. Since the behavior of the
coherent groups is represented by the state variables at the
CO1 (Center of Inertia) of the groups, the eigenvalues
corresponding to the low frequency oscillations can be
estimated by applying the proposed Covariance Matrix
Method to the synchronized measurements of the CO1
variables.
In [3], the authors have clarified that the CO1 variables
can be approximately observed by using the following
equations.
The effectiveness of Covariance Matrix Method for
eigenvalue estimations was confirmed through the
simulation studies by using a power system model. The
accuracies of the estimated eigenvalues are evaluated by
comparing the estimated ones with true eigenvalues. The
true ones are obtained by the conventional eigenvalue
analysis of the system matrix computed from the
parameters of the power system model.
The power system model used for the simulation
studies is the IEEJ East 10 machine model shown in Fig.2.
The machine dynamics is expressed by the Park’s
equations. AVR and Governor are taken into account. In
the simulation, it is assumed that the active loads at the
bus #18, #I9 and #38 through #47 are fluctuated by white
noises of Gauss distribution. The average of the Gaussian
noise at each load bus is equal to the initial load level of
the bus. The standard deviation of each Gaussian noise is
adjusted to 0.1 % of each initial active load. In the
simulation studies of following sections, the
measurements of 60 [s] are used for the eigenvalue
estimation, and also the sampling period is 0.01 [SI.

B. Estimation of Electromechanical Modes by

Covariance Matrix Method
In this section, the comparison between the following
where the vector i,,, and are
&jcol the approximation of two methods is made.
- Eigenvalue estimation method with the use of
rotor angles and speeds observed at the CO1 of coherent synchronized measurements of loads (which is
groups. The matrix VL represents the degree of the called EEML in this paper)
coherency of generators with respect to the low frequency - Covariance Matrix Method (CMM)
oscillations. The matrix U is the block diagonal matrix Table I shows the true eigenvalues corresponding to the
representing the coherent group of generators. The vector electromechanical modes of the system model and
6 ~~f and o Ref are composed of the rotor angles and estimated eigenvalues obtained by EEML. The estimated
speeds of the generators that are selected as the reference eigenvalues in the table are the averages of twenty sets of
generators to evaluate the degree of coherency among eigenvalues that were estimated from different twenty sets
generators. The matrix Mcol is the diagonal matrix of simulated measurements. In the table, the variances of
composed of inertia constants of coherent groups.
The matrices, VL and U, and the reference generators
can be obtained by using the coherent group identification
technique described in [4]. If those matrices and the
reference generators are known in advance by off-line
analysis, then the CO1 variables i,,, and ,5,(, can be
estimated from the synchronized measurements of 6 Ref
and oRef of the reference generators. According to the
coherent group identification technique, the number of
reference generators becomes equal to the number of
coherent groups. Therefore, in order to estimate the
eigenvalues corresponding to the low frequency
oscillations, it is enough to measure the reference
generators. All generators do not need to be observed.

Fig. 2 The IEEJ 10 Machine Model

368
2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

the estimated eigenvalues are also shown. In Fig.3, the
averages of the estimated eigenvalues and the true ones
are depicted as square and circle symbols respectively.
The true eigenvalues of which modal frequencies are
lower than 0.5 [Hz] in the figure seem to be strongly
related to the dynamics of internal flux linkages of
generators and the control systems of AVRs and
Governors, so that such eigenvalues cannot be estimated
by EEML and CMM.
The table and the figure show that the estimated modal
frequencies 1 over 0.5 [Hz] are nearly equal to the true
ones. However, the errors of the estimated damping
factors 6 are large. Especially, the errors corresponding
to the well-damped modes over 0.8 [Hz] are remarkable.
This is because the components of the well-damped
modes in the measurement data become smaller than
those of weakly damped modes. Therefore, EEML is
useful to estimate the eigenvalues of weakly damped
modes such as mode #l.
Table I1 shows the true eigenvalues and the estimated
eigenvalues obtained by CMM. The estimated
eigenvalues are the averages of the eigenvalues estimated
from the twenty sets of simulated measurements that are
the same as used for the estimation by EEML. In Fig.4,
the estimated eigenvalues and the true ones are depicted
as square and circle symbols respectively.
The table and the figure shows that the errors of the 6
are larger than those by EEML. The larger errors are due
to the pseudorandom numbers used for the load deviations
in the simulations. The finite length pseudorandom
numbers are not complete white noises. Therefore, the
errors of the estimated eigenvalues by CMM will be
reduced by using the longer measurements than 60 [SI.
The result illustrate that CMM is a practical method.
Furthermore, the eigenvectors of electromechanical
modes can be also estimated since a power system is
identified as a multi-input multi-output system by our
proposed method, CMh4. For example, as shown in Fig.5,
the eigenvector corresponding to the slowest mode #1 can
be obtained accurately.

TABLE I TABLE I1
COMPARISON OF TRUEEIGENVALUES WITH ESTIMATED
EIGENVALUES CoMPARIsoN OF TRUE E'GENVALUES
OBTAINEDBY EEML OBTAINEDBY CMM

Estimated Eigenvalue Estimated Eigenvalue

- True Eigenvalue
Mode True Eigenvalue
Average I Variance
Mode
Number
Average I Variance
Number
o[1/s1 I f[Hz] E~[I/SII FrHzl I Valio) I Vadf)
#1 I -0.045 I 0.555 I -0.051 I 0.553 I 2.5E-5 I 8.6E-7
#2 I -0.204 I 0.807 I -0.334 I 0.799 I 9.9E-4 I 5.3E-5
#3 I -0.291 I 0.870 I -0.351 I 0.883 I 0.0026 I 5.OE-5
#4 I -0.294 1 0.909 I -0.332 I 0.905 I 0.0021 I 7.5E-5
#5 I -0.304 I 0.924 I -0.643 I 0.905 I 0.0067 I 1.4E-4
#6 I -0.536 I 1.044 I -0.877 I 1.032 I 0.0039 I 9.OE-5
I #7 I -0.560 I 1.065 I -0.930 I 1.072 I 0.0013 I 2.2E-5 1

I I I I I

I
I I
I
I ; o /
I -
I
I

-4 .___ 5
Damping Factorcl /sec1
Damping Factor[l/secl
Fig. 3 Estimated Eigenvalues Obtained by EEML
Fig 4 Estimated Eigenvalues Obtained by CMM

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2004 E E E International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong
C. Estimation of Slow Oscillatoly Modes by Use of
Coherencies of Generators
In this section, we assume that the eigenvalues of the
two slow oscillatory modes of the model system are
estimated. The frequencies of the modes are about 0.5
[Hz] and 0.8 [Hz] (mode #1 and #2 in Table 11). Table 111
shows the grouping matrix VL of the modes. From the
grouping matrix, it became clear that the ten generators
are classified into three coherent groups. The first group
consists of G8 to G10 (Group #l). The second group
includes G1 to G5 (Group #2). And G6 and G7 are in the
third group (Group #3). According to the coherent group
identification technique, G10, G2 and G6 are the
reference generators of the groups respectively.
In Fig.6, the deviations of estimated CO1 variable 8,,
and true one 6,,, of Group #1 are depicted as a dashed
line and a solid line respectively. S,, is estimated by (8)
from the rotor angles of the reference generators, (310, G2
and G6. The true 6,,, is computed from the rotor angles
of the machines belonging to Group #1, G8, G9 and (310.
Fig.6 shows that the deviation of &, is nearly equal to
the deviation of the true ,s, .
Fig. 5 Estimated Eigenvector Corrcsponding to Mode # I
TABLE 111
GROUPINGMATRIXBASEDON TWO SLOW MODES
370
CMM is applied to the estimated measurements of CO1
variables i,,, and &jco, of Group #1, #2 and #3. Table
IV shows the true eigenvalues and the estimated
eigenvalues of the two slow modes. The estimated
eigenvalues are the averages of the eigenvalues computed
from the twenty sets of simulated measurements that are
the same as used in the previous section. In Fig.7, the
estimated eigenvalues and the true ones are depicted as
square and circle symbols respectively. The table and the
figure show that the estimated eigenvalues of the two
oscillatory modes are nearly equal to the true ones. This
result illustrates that the exact eigenvalues of slow modes
can be estimated if the reference generators are
measurable.
In Fig.8, the true eigenvector and the estimated one
corresponding to mode #1 are depicted as circle symbols
and square symbols respectively. The three dashed circles
express the three coherent groups o f generators. Since the
elements of estimated eigenvector place at the centers of
individual dashed circles, the estimated eigenvector
expresses the relation among the three coherent groups
with respect to the three oscillatory modes. Therefore, the
estimated eigenvector is useful for the analysis of slow
dynamics of power systems.
Time[secl
Fig. 6 Estimated CO1 Deviations of Group # I
TABLE 1V
COMPARISON OF TRUEEIGENVALUES
WITH ESTIMATED
EIGENVALUES
OBTAINEDBY CMM FROM ESTIMATEDCO1
2004 IEEE Intemational Conference on Electric Utility Deregulation, Restructuring a n d Power Technologies (DRPT2004) April 2004 Hong K o n g

VI. REFERENCES

0 EstmatedEigenvalue I
I Periodicals:
I
[I] R. W. Wies, J. W. Pierre, D. J. Trudnowski, “Use of ARMA Block
I I I Processing for Estimation Stationary Low- Frequency
Electromechanical Modes of Power System”, IEEE Trans. on
Power System, Vol. 18, No. 1, pp. 167-173, Feb. 2003
Books:
[2] P. Kundur, N. J. Balu, M. G. Laudy, “Power System Stability and
Control”, McGraw-Hill, 1994
[3] D. Graupe, “Identification of Systems”, Van Nostrand Reinhold
Co., pp.91-99, 1972
[4] J. H. Chow, Lecture Notcs in Control and Information Sciences 46,
I -0 I “Time-Scale Modeling of Dynamic Networks with Applications to
Power Systems”, Springer-Vcrlag, 1982
-s 5
Papers from Conference Proceedings:
Damping F a c t o d l/sec] J. F. Haucr, “The Use of Prony Analysis to Determine Modal
Content and Equivalent Models for Measured Power System
Fig. 7 Estimated Eigenvalues Obtaincd by CMM from Estimated CO1 Response”, 1989 IEEE/PES Symposium on Eigenanalysis and
Frequency Domain Methods for System Dynamics Performance,
90TH0292-3-PWR, pp.105-115, 1990
H. Saitoh, J. Toyoda, K. Shinada, E. Tsukada and T. Goto, “Real-
Time Estimation of Power Nctwork Characteristics by GPS Based
Data Acquisition System”, Proceedings of the 13” PSCC,
Trondheim, Norway, pp.952-958, June 1999
H. Saitoh, K. Miura, 0. Ishioka, H. Satoh, J. Toyoda, “On-Line
Modal Analysis Based on Synchronized Measurement
Technology”, 2002 International Conference on Power System
Technology Proceedings, Kunming, China, Vol.1, pp.8 17-822, Oct
2002
H. Hiraiwa, H. Saitoh, E. Tsukada, K. Minazawa, J. Toyoda, “On-
Line Estimation of Main Oscillating Modes Based on
Synchronized Measurement”, Joint Technical Meeting on Power
Engineering and Power Systems Engineering, Okinawa, Japan, PE-
03-24, PSE-03-35, Sep 2003 (in Japanese)

Real Part VII. BIOGRAPHIES

Fig. 8 Estimated Eigenvector Obtained by CMM from Estimated CO1

Hisayuki Hiraiwa was bom in Japan on June 13, 1978. He received his
BE degree and ME degree from Tohoku University in 2001 and 2003
respectively. He is currently pursuing the Ph.D. degree at Tohoku
University. He is a member of IEE of Japan.

V. CONCLUSIONS Hiroumi Saitoh was born in Japan on July 19, 1960. He received his
This paper proposes the new on-line eigenvalue BE degree, ME degree and Ph.D. degree from Tohoku University in
1984, 1986 and 1989 respectively. In 1989, he joined Tohoku
estimation based on synchronized measurement technique. University as a research associate and then became an associate
The main proposal is that the eigenvalue estimation is professor in 1992. Since 2002, he is a professor of Management of
practicable without monitoring load deviations on the Science and Technology Department in Tohoku University. He is a
member of IEEE and IEE of Japan.
assumption that the load deviations are white noises. In
addition, it is discussed that coherencies of generators are Eiichi Tsukada was born in Japan on January 21, 1954. He received his
useful to select a small number of generators as BE degree and ME degree from Tokyo Institute of Technology. In 1979,
measurement locations. The simulation results of the he joined Tohoku Electric Power Co., Inc.. He is currently a manager of
Power System Engineering Department of the company. He is a member
example system model indicate that the white noise based of IEE of Japan.
eigenvalue estimation is effective to identify weakly
damped electromechanical modes. Kazuo Minazawa was born in Japan on October 14, 1949. He rcceived
The fitrther works are as follows; the preprocessing for his BE degree from Tokyo Denki University in 1972, and joined Tohoku
removing the components of high-frequency modes from Electric Power Co., Inc.. He is currently a manager of Power-System
R&D Center. He is a member of IEE of Japan.
i,,, and hc0,, and the investigation of stochastic
characteristics of actual load deviations. Junichi Toyoda was born in Japan on July 9, 1934. He received his
BSEE degree from Yokohama National University in 1958, and his ME
degree and Ph.D. degree from thc Univcrsity of Tokyo in 1960 and 1963
respectively. From 1963 to 1983, he joined Scikei University, and he
was a professor of Department of Elcctrical Engineering in Tohoku
University from 1983 to 1998. He is now a professor of Hachinohe
Institute of Technology. He is a member of IEEE, CIGRE and IEE of
Japan.

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