Indices to Detect Hopf Bifurcations in Power Systems

N. Mithulananthan
University of Waterloo Department of Electrical & Computer Engineering Waterloo, ON, Canada N2L 3G1 c.canizares@ece.uwaterloo.ca

NAPS-2000, Waterloo, ON, October 2000

Claudio A. Ca~izares n

John Reeve

Abstract|Simple performance indices with predictable shapes, for detecting and predicting stability problems such as voltage collapse or system oscillations, have been a concern of planning and operating engineers in power utilities. In this paper, two simple indices to detect oscillatory problems (Hopf Bifurcations) in power systems are proposed, based on the system state matrix as well as an augmented system matrix. Oscillatory problems associated with Hopf bifurcations for various contingencies and di erent static load models are studied using the proposed indices in three di erent test systems. Keywords: On-line performance indices, system oscillations, Hopf bifurcations, singular value decomposition.
I. Introduction

small 11], hence the system is unable to withstand perturbations. This is very relevant for present power systems, as many of today's networks operate near their stability limits due to economical and environmental reasons. Some recent system collapses (e.g., 9, 10]) can be explained using bifurcation theory these collapses have resulted in major outages. With a way of predicting and controlling bifurcations, these incidents could have been minimized or avoided all together. Many indices to detect proximity to saddle-node and limits induced bifurcations have been proposed, as described in detailed in 5]. These indices are currently being used in actual operating environments to determine how close a system is to these types of bifurcations, so that preventive and/or corrective actions can be taken to avoid consequential system collapses. Great attention has been given to the issue of controlling the oscillatory problems associated with Hopf bifurcations 13, 14, 15, 16, 17]. However, very scant attention has been paid to predicting proximity to such bifurcations. Some work has been done in directly detecting these bifurcations. For example, in 7], generic techniques to directly detect Hopf bifurcations are discussed however, the authors demonstrate the di culty of applying these techniques to practical power systems. In 18], an optimization technique is used to predict the closest Hopf bifurcation in power systems. No particular indices have been proposed for detecting proximity to Hopf bifurcations. A simple test function that can be used to detect Hopf bifurcations is proposed in 19] for generic nonlinear systems it is simply based on the maximum of the real parts of the eigenvalues. The problem with applying such a test function to power systems is that the computation of the eigenvalues is extensive and, the system eigenvalues are highly nonlinear 7]. Thus, a smooth and predictable index for fast Hopf bifurcation detection at low computational e ort is needed in power systems, so that system operators can determine, on-line, proximity to oscillatory problems to apply preventive and/or corrective actions. Hence, in this paper, two such indices are proposed, both based on singular values of \extended" system state matrices. Both of them show a smooth and predictable shape, and can be readily computed so that predictions can be made on-line. This paper is organized as follows: Section II explains the basic theory associated with nonlinear power system models used in this paper Hopf bifurcations are explained in detail in this section. The proposed indices are presented in Section III. In Section IV, the results obtained for various test systems are presented and discussed, together with a brief description of the analysis tools used to obtain these results. Finally, the major contributions made in this paper are highlighted in Section V some future research directions are also discussed in this last section. 1

Nonlinear phenomena such as bifurcation and chaos may occur in power system models, as has been reported in several studies 1, 2, 3, 4]. Among the various types of bifurcations, saddle-node, limit induced, and Hopf bifurcations have been identi ed as some of the main reasons behind instability in power systems 5]. Saddle-node and limit-induced bifurcations basically consist of loss of system equilibria, which is typically correlated with the lack of power ow solutions 5]. In the case of saddle-node bifurcations, a singularity of a system Jacobian and/or state matrix results in the disappearance of such \static" solutions, whereas in the case of limitinduced bifurcations, the lack of steady state solutions are due to system controls reaching limits (e.g., generator reactive power limits). These bifurcations lead to a monotonic collapse of the system variables, and hence are typically associated with voltage collapse problems. Hopf bifurcations, on the other hand, produce \limit cycles" (periodic orbits), leading to oscillatory problems and possible instabilities. These types of bifurcations have been detected in a variety of power system models 6, 7, 8], as well as in actual power systems 9, 10], and could arise due to variable net damping, lossy transmission lines, frequency dependence of the electrical torque, and voltage control issues (e.g., fast acting voltage regulators) 8]. The rst and last reasons are the most common in power systems the rst one is associated with the electromechanical modes of generators, whereas the last one is associated with exciter modes in general. Load models greatly in uence bifurcations, as these have a large e ect on the system eigenvalues 11, 12]. All these bifurcations are usually triggered by contingencies in the system. In general, bifurcations occur on very stressed systems, i.e., heavily loaded systems operating close to the tip of the nose cure or PV curve. At these operating conditions, the region of attraction of the operating point becomes very

II.

Basic Background

Imaginary

In general, power systems are modeled by the following set of di erential and algebraic equations (DAE): x = f (x y p) _ (1) 0 = g (x y p) where x 2 <n is a vector of state variables associated with Hopf dynamic statesm generators, loads, and other system conof Real trollers y 2 < is a vector of algebraic variables associBifurcation ated with steady-state variables by neglecting fast dynamics, e.g., most load voltage phasor magnitudes and angles, HVDC links, etc. 2 <` is a set of uncontrollable parameters, such as variations in active and reactive power of loads and p 2 <k is a set of controllable parameters such as tap and Automatic Voltage Regulator (AVR) settings, SVC reference voltages, etc. Bifurcation analysis is based on an eigenvalue analysis 19], also referred to as small signal stability or steady state stability analysis in power systems 20], as some system parameters and/or p change in (1) 5]. Hence, linearization of these equations is needed at an equilibrium point (xo yo ) Fig. 1. Locus of the critical eigenvalue on a Hopf bifurcation. for given values of the parameters ( p), i.e., at an operating point such that f (xo yo p) g(xo yo p)]T = 0. B. Hopf Bifurcations Thus, on linearizing (1) at (xo yo p) it follows that Hopf bifurcations are also known as oscillatory bifurcations. Such bifurcations are characterized by periodic x = J1 J2 _ x (2) orbits emerging around an equilibrium point, and can be y 0 J3 J4 studied with the help of linearized analyses, with (1) hav{z } | ing a pair of purely imaginary eigenvalues of the state maJ trix A 19]. Consider the dynamical power system where J is the system Jacobian, J1 = @f=@xj0 , J2 = When the parameters and/or p vary, modeled by (1). the equilibrium @f=@yj0 , J3 = @g=@xj0 , and J4 = @g=@yj0 . If J4 is nonsin- points (x y ) change, as do the eigenvalues of the correo gular, the system eigenvalues can be readily computed by sponding osystem state matrix. These equilibrium points eliminating the vector of algebraic variable y in (2), i.e., are asymptotically stable if all the eigenvalues of the system state matrix have negative real parts. As the para; x = (J1 ; J2 J4 1 J3 ) x = A x _ meters change, the eigenvalues associated with the corresponding equilibrium point change as well. The point Thus, the DAE system can then be reduced to a set of where a complex conjugate pair of eigenvalues reach the ODE equations 21]. Hence, bifurcations on power system imaginary axis with respect to the changes in ( p), say models are typically detected by monitoring the eigenval- (xo yo o po ), is known as a Hopf bifurcation point. This ues of matrix A as the system parameters ( p) change. phenomenon is illustrated in Fig. 1 using the locus of the Once the reduced system state matrix A is established, \critical" eigenvalues in the complex plane, i.e., the \bithe following equation can be used to compute the eigen- furcating" complex conjugate pair of eigenvalues. values of the system and thus analyze the steady state At a Hopf bifurcation point (xo yo o po ), the following stability of the equilibrium point: transversality conditions should be satis ed 19]: 1. f (xo yo o po ) g(xo yo o po)]T = 0. Av= v (3) yo o po ) where is the eigenvalue, and v is the eigenvector associ- 2. The Jacobian matrix evaluated at (xo imaginary should only have a simple pair of purely ated with . The main drawback of this method is the need eigenvalues = j . for obtaining the inverse of J4 , and hence the associated loss of sparsity. However, the augmented system equa3. The rate of change of the real part of the purely imagtions can be used directly, so that e cient sparsity-based inary eigenvalues with respect to a varying system paalgorithms may speed up the eigenvalue computation 20] rameter, say i , should be nonzero at this point, i.e., thus, the eigenvalue problem can be restated as d Ref g 6= 0 di o J1 J2 v1 = v1 (4) J3 J4 v2 0 If this is the case, there is a birth of limit cycles at T are the augmented (xo yo o po ) with an initial period of where is the eigenvalue and v1 v2 ] eigenvectors of . By eliminating v2 from (4), (3) can be To = 2 readily obtained. 2

A. Power System Modeling and Eigenvalues

These conditions basically state that a Hopf bifurcation corresponds to a system equilibrium with a pair of purely imaginary eigenvalues with all other eigenvalues having non-zero real parts, and that the pair of bifurcating or critical eigenvalues cross the imaginary axis with nonzero speed.
III. Hopf Bifurcation Indices

BUS_1 ~ R+jX

BUS_2

Since at a Hopf bifurcation point the system Jacobian has a simple pair of purely imaginaryeigenvalues, the problem can be restated as follows: For the system state matrix A, a complex pair of eigenvalue for can be rewritten in the following form: A vR jvI ] = j vR jvI ] where and are the real and imaginary parts of the eigenvalue , respectively, and vR jvI are the associated eigenvectors. If real and imaginary parts are separated, it follows that (A ; In )vR + vI = 0 (A ; In )vI ; vR = 0

Fig. 2. Two-bus test system.

Since at a Hopf bifurcation = 0, the matrix

J1 6 J3 Jm = 4 ; I 0
2

J2 I 0 J4 0 0 0 J1 J2 0 J3 J4

3 7 5

)
2 4 |

A ; In In vR ; In A ; In vI A + In ; I2n 3 vR ; In A 5 vI {z }
Am

= 0 = 0

becomes singular notice that this also holds at a saddlenode bifurcation point. Therefore, the minimum singular value of the modi ed full Jacobian matrix Jm can be used as another index to indicate proximity to a Hopf or a saddle-node bifurcation. Thus, the following HBI is proposed here: HBI2 = min(Jm ) (6) This index is computationally less involved than HBI1 in (5), and full advantage can be taken of the sparsity of Jm .
IV. Results

Since vR vI ]T 6= 0, at a Hopf bifurcation where = 0, detf Am ; I2n g = 0 i.e., the modi ed matrix Am becomes singular at this point. Observe that this matrix is also singular at a saddle-node bifurcation, as = = 0 in this case. Following the same criteria previously proposed to dene indices for saddle-node bifurcations 5], the singular value of the modi ed state matrix is used here as an index for detecting Hopf bifurcations. Hence, the rst Hopf bifurcation index (HBI) is de ned as follows: HBI1 = min(Am ) (5) where min is the minimum singular value of the modi ed state matrix Am , which becomes zero at a Hopf or saddlenode bifurcation point. Results of applying this index to three di erent test systems are presented in the next section. The HBI1 index proposed here has the problem that it requires the state matrix A, which is computationally expensive, as previously discussed. This problem can be avoided if the full matrix is used as de ned in (4). In this case, for a complex pair of eigenvalues: J1 J2 v1R jv1I = j v1R jv1I J3 J4 v2R jv2I 0 By separating the real and imaginary parts and rearranging these equations: 2 32 3 J1 ; I J2 I 0 v1R 6 J3 J4 0 0 7 6 v2 7 4 ; I 0 J1 ; I J2 5 4 v1R 5 = 0 0 0 J3 J4 v2I I 3

A. Test Systems

In order to illustrate the use of the proposed indices, three di erent test systems were used: 1. The 2-bus test system of Fig. 2 represents a simple generator and load system with shunt capacitance at the load side. The shunt capacitor was varid to force the appearance of a Hopf bifurcation. Typical dynamic data for the generator model as well as its exciter and AVR were extracted from 23] the load was represented as a constant PQ load. 2. A one line diagram of the IEEE 14 bus test system used here is given in Fig. 3. It consists of 5 generators with exciters and AVRs, 3 transformers, 14 buses and 21 lines. Static data for this system can be found in 22]. The data for the generator dynamic model, including exciters and AVRs, was chosen based on typical data given in 23]. 3. The one-line diagram of a two-area system proposed in 20] for oscillation studies is depicted in Fig. 4. It consists of 4 generators, 4 transformers, 11 buses, including two load buses with static capacitors, and 8 lines. Static and generator dynamic data for this system were taken from 20]. Simple exciter and AVR models were used for each machine, except G2, and the loads were modeled as PQ loads. All these test systems were chosen and/or set up so that Hopf bifurcations, i.e., oscillatory problems, could appear under certain system conditions, as discussed below.

16

G GENERATORS C SYNCHRONOUS CONDENSERS 12

13 14 11 10 9 C 6 7 4 5
8 12 Hopf Bifurcation point

14

G 1 C

8
Saddlenode Bifurcation V [kV] 10

2 G THREE WINDING C 9 7 8 4 C

0.05

0.1

0.15

0.2

0.25 L.F. [p.u.]

0.3

0.35

0.4

0.45

0.5

TRANSFORMER EQUIVALENT

Fig. 5. PV curves for the 2-bus test system.

Fig. 3. IEEE 14-bus test system.

G1 ~ 1 5 6 7 8 9 10 11 3 G2 ~

L7 2 ~ G2 Area 1

C7

C9

L9 4 ~ G4 Area 2

Fig. 4. Two area system from 20]

stability of a power system by calculating all its eigenvalues. It also yields several outputs such as the system state matrix A, the participation matrix, left and right eigenvectors, etc. However, it does not provide information regarding the full DAE Jacobian matrix J for this, the PST package was used. PST is a MATLAB based power system analysis toolbox initially developed to perform power system analyses based on user de ned models. It has several graphical tools, namely, a voltage stability, a transient stability and a small signal stability tool. The small signal stability program has two versions the rst one can be used to calculate the eigenvalues of the system numerically, whereas the second one calculates the eigenvalues analytically by forming all Jacobians for the chosen DAE model.
C. Simulation Results 1. Two-bus System The HBI1 index was rst calcu-

B. Power System Analysis Tools

Steady state equilibrium points at each loading level were calculated with the help of UWPFLOW 24], and the corresponding eigenvalues for each test system were calculated using the Multi-Area Small Signal Stability (MASS) program 25], and the Power System Toolbox (PST) 26]. In addition to this, a MATLAB function was written to construct the matrices Am and Jm , and to compute the corresponding singular values to obtain the desired indices HBI1 and HBI2 as de ned in (5) and (6), respectively. UWPFLOW is a research tool that has been designed to calculate local fold bifurcations such as saddle-node and limit-induced bifurcations in power systems. This program was developed based on continuation and direct computational methods. The program generates a variety of outputs that allow for further analyses, such as tangent vectors, left and right eigenvectors associated with the smallest real eigenvalue of the static Jacobian, power ow solutions at di erent loading levels, a variety of voltage stability indices, bus voltage pro les, etc. The program has detailed static models of various power system elements such as generators, loads, HVDC links, and various FACTS, including their \true" control limits. MASS is part of EPRI's Small Signal Stability Program (SSSP), from the Power System Analysis Package (PSAPAC). It can be used to analyze the steady state 4

lated for the 2-bus test system. A Hopf bifurcation was created at a loading factor = 0:35 p.u. by varying the shunt capacitor compensation level and the voltage regulator gains. The modi ed matrix Am was then constructed using MATLAB, based on the state matrix A produced by MASS. The minimum singular value of Am was calculated at di erent loading levels by varying the active and reactive load powers at the same initial ratio until a Hopf bifurcation point in the system was reached. All load power changes were picked up by the only generator in the system. Figure 5 shows the voltage pro le for the test system, as produced by UWPFLOW. The corresponding HBI1 index is depicted in Fig. 6 observe the almost linear relationship with respect to the loading factor . In these gures, = 0 corresponds to a base load of about 150 MW. The load was modeled as constant PQ. 2. 14-bus IEEE System Based on the dynamic data used, the system presents a Hopf bifurcation at = 0:47 p.u., as shown on the PV curve and HBI1 index plot in Figs. 7 and 8, respectively. The loads in the system were modeled as constant PQ loads, and any changes in the load power were picked up by the swing bus, i.e., one of the generators in the system (BUS-1) the loads were increased from initial active and reactive power values. In this case,

0.9

0.9

0.8

0.8

0.7 Normalized HBI_1 Normalized HBI_1 Hopf Bifurcation point 0.3

0.7

0.6

0.6

0.5

0.5

0.4

0.4 Hopf Bifurcation point

0.3

0.2

0.2

0.1

0.1

0.05

0.1

0.15

0.2

0.25 L.F. [p.u.]

0.3

0.35

0.4

0.45

0.5

0.1

0.2

0.3 L.F. [p.u.]

0.4

0.5

0.6

0.7

Fig. 6. HBI1 index for a the 2-bus test system.

15

Fig. 8. HBI1 index for the IEEE 14-bus test system. Base case.

10

Hopf Bifurcation point

Saddlenode bifurcation point

is shown in gures as limits become active, the slope of the index signi cantly changes. 3. Two-area System The two-area system was used to illustrate the use of the HBI2 index, and compare its performance with respect to the HBI1 index. Thus, Figs. 12 and 13 show the static loading margin of the system and corresponding Hopf bifurcation indices HBI1 and HBI2 . As can be seen in Fig. 13, both indices present an almost linear behavior with respect to changes in the loading parameter . In this case, = 0 corresponds to a loading level of about 2,734 MW both system loads were modeled as constant PQ loads and then increased based on their initial values.
V. Conclusions

V [kV]

0.1

0.2

0.3 L.F. [p.u.]

0.4

0.5

0.6

0.7

Fig. 7. Voltage pro le at the weakest bus for the IEEE 14-bus test system. Base case.

= 0 p.u. corresponds to a total initial load of about 259 MW. The proposed HBI1 index was calculated for various system contingencies. Figures 9 and 10 illustrate the PV curves and corresponding HBI1 plots for the di erent contingencies, respectively. It can be seen that Hopf bifurcations occur at lower loading levels depending on the severity of the line contingencies in the system. From these plots, it is clear that the proposed index presents an almost linear relationship with respect to the loading factor . Figure 11 shows the HBI1 index for di erent static load models in the system. Three di erent static load models were considered, namely, constant power (P), constant current (I), and constant impedance (Z). Observe that different static load models yield di erent dynamic stability margins, i.e., Hopf bifurcation points. The Constant PQ load model has the smallest margin, followed by the constant impedance and then the constant current model, would be expected, since PQ loads lack sensitivity to bus voltage changes. The e ect of system limits on the index 5

This paper proposes two indices to detect proximity to Hopf bifurcations in dynamic power system models, with one of them (HBI2 ) presenting signi cant computational advantages that make it suitable for on-line applications. The proposed indices can also be used to detect proximity to saddle-node bifurcations. The indices show a smooth and predictable (linear) behavior with respect to loading changes, making them very adequate for predicting proximity to oscillatory problems in power systems. However, the e ect of limits on the proposed indices needs to be studied further, as these have a signi cant e ect on the shape of the index possible improvements to the proposed indices should also be considered at this point. Furthermore, studies on larger system models have to be performed to better understand the behavior of the index as well as related computational issues in practical applications.
References

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15 Hopf Bifurcation points Base Case Line (24) Outage Line (23) Outage

10

230 Hopf Bifurcation point

V [kV]

Saddlenode bifurcation

220 Limitinduced bifurcation 210

5
200 V [kV] 190

0.1

0.2

0.3 L.F. [p.u.]

0.4

0.5

0.6

0.7

180

Fig. 9. Voltage pro les at the weakest bus for various contingencies for the IEEE 14-bus test system.
9 x 10
3

170

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160

0.02

0.04

0.06

0.08 0.1 L.F. [p.u.]

0.12

0.14

0.16

0.18

Fig. 12. Voltage pro les at bus 8 for the two-area system.

5 HBI_1 4 Hopf Bifurcation points 3 2 1

0.03

0.1

0.2

0.3 L.F. [p.u.]

0.4

0.5

0.6

0.7

HBI_1 HBI_2

Fig. 10. HBI1 index for various contingencies for the IEEE 14-bus test system.
0.01
Hopf Bifurcation Index

0.025

0.009

Constant PQ Constant I Constant Z

0.02

0.008

0.015

0.007

0.006 HBI_1

0.01

Hopf Bifurcation point

0.005
0.005

0.004

Hopf Bifurcation points

0.003

0.02

0.04

0.06

0.08 0.1 L.F. [p.u.]

0.12

0.14

0.16

0.18

0.002

0.001

Fig. 13. HBI1 and HBI2 indices for the two-area system.
0 0.1 0.2 0.3 0.4 0.5 L.F. [p.u.] 0.6 0.7 0.8 0.9 1

Fig. 11. HBI1 index for di erent load models for the IEEE 14-bus test system.

4] 5] 6] 7] 8] 9] 10] 11] 12] 13] 14] 15] 16] 17] 18] 19] 20] 21] 22]

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Nadarajah Mithulananthan was born in Sri Lanka. He received

his B.Sc. (Eng.) and M.Eng. degrees from the University of Peradeniya, Sri Lanka, and the Asian Institute of Technology, Thailand, in May 1993 and August 1997, respectively. Mr. Mithulananthan has worked as an Electrical Engineer at the Generation Planning Branch of the Ceylon Electricity Board, and as a Researcher at Chulalongkorn University, Thailand. He is currently a full time Ph.D. student at the University of Waterloo working on applications and control design of FACTS controllers. Claudio A. Ca~ izares received in April 1984 the Electrical Engin neer diploma from the Escuela Politecnica Nacional (EPN), QuitoEcuador, where he held di erent teaching and administrative positions from 1983 to 1993. His M.Sc. (1988) and Ph.D. (1991) degrees in Electrical Engineering are from the University of Wisconsin{ Madison. Dr. Ca~izares is currently an Associate Professor at the n University of Waterloo, E&CE Department, and his research activities are mostly concentrated in studying stability, modeling and computational issues in ac/dc/FACTS systems. John Reeve received the B.Sc., M.Sc., Ph.D. and D.Sc. degrees from the University of Manchester (UMIST). After employment in the development of protective relays for English Electric, Sta ord, between 1958 and 1961, he was a lecturer at UMIST until joining the University of Waterloo in 1967, where he is currently an Adjunct Professor in the Department of Electrical & Computer Engineering. He was a project manager at EPRI, 1980-81, and was with IREQ, 1989-1990. His research interests since 1961 have been HVDC transmission and high power electronics. He is the President of John Reeve Consultants Limited. Dr. Reeve was chair of the IEEE DC Transmission Subcommittee for 8 years, and is a member of several IEEE and CIGRE Committees on dc transmission and FACTS. He was awarded the IEEE Uno Lamm High Voltage Direct Current Award in 1996.