Prony Paper
Prony Paper
1, February 1990
Keywords: Prony, signal analysis, modal analysis, This paper reports early results in the application
dynamics, stability, eigenvalue, singular of SIGPAKZ to power system problems. It also
value includes benchmarks against known models and a brief
mathematical description of Prony analysis.
I. INTRODUCTION
11. A BRIEF DESCRIPTION OF PRONY'S METHOD
Prony analysis 11-11] is an emerging methodology that
extends Fourier analysis by directly estimating the Like Fourier analysis, what we shall call Prony
frequency, damping, strength, and relative phase of analysis originated in an earlier century [l]. Its
modal components present in a given signal. The practical use has awaited the digital computer, and
ability to extract such information from transient means for dealing with some inherently ill-conditioned
stability program (TSP) simulations and from mathematics.
large-scale system tests or disturbances would be
very useful to power system engineers. Suppose that a linear, time-invariant dynamic system
is brought to an "initial" state x(to)=x, at time
Such a tool would be particularly valuable for TSP to. by means of some test input or disturbance.
output analysis, where it could provide Then, if the input is removed and there are no
subsequent inputs or disturbances to the system, it
o parametric surrmaries for damping studies (data will "ring down" according to a differential equation
compression) of form
o quantified information for adjusting remedial = A x (1)
controls (sensitivity analysis and performance
evaluation) where x is the state of the system and n is the
number of components in x (i.e., the order of the
o insight into modal interaction mechanisms (modal system). Let Xi,pi,q$. be respectively the
analysis ) eigenvalues, right elgenvectors, and left
eigenvectors of (n x n) matrix A. (See 1151 or [161
o reduced simulation times for damping evaluation for details). Then the solution to (1) can be
(prediction) expressed as
@ 1990 IEEE
0885-8950/90/02~80/Wl.~
81
For simplicity, suppose that there is just one output This can be expressed more compactly as
from the system and that it is of form
ZB = Y . (7B)
y(t) = c x(t). (3)
If the,zi are found then the eigenvalues Xi can
Prony methods and their recent extensions are be calculated from them via (6B). The zi are
designed to directly estimate the parameters for the necessarily the roots of some nth-order polynomial
exponential terms in (U)and/or (3), by fitting a with (unknown) coefficients ai, and thus satisfy
function
z" - (alzn-1 + a2zn-2 + ... + anzO = o (8)
Q
g(t) = 1 Ai exp(qt) cos(2nfjt + +i) (4) Next construct the (1 x N) matrix
i=l
'i = [-an -+-I ... -ai 1 o ... 01 = [-a 101 (9)
to an observed record for y(t). In doing this it may
also be necessary to model offsets, trends, noise, and apply it to (7): after some minor reordering,
and other extraneous effects in the signal.
XY = y(n) - [aly(n-1) + ... + a,g(0)1
Let the record for y(t) consist of N samples
y(tk)=y(k), k=O,l,...,N-l, that are evenly spaced = 'iZB
by an amount At. The strategy for obtaining a (10)
Prony solution (PRS) can be sumnarized as follows:
B1zY + . . . +Bnzon B1
Biz: + . . . +Bnzt 1 1
z2 -- 1
zn B2
.zN-1
- L BN-
82
m
-30
.SlGYRL-TO-NOISE
-.. -
MODE ORMPING
RRTlO I 120.8700 FOR NMOOES
FRO lHZl REL W T
-
111
PHASE RHPLITUOE
-
5
2
a.
4 0 1
2
3
9
0.0239805
0.0318909
0.0596168
0.0508920
0.0367901
0.0912621
0.3095262
0.4608535
0.2690819
0 9999797
30.119507
0.18656311 116.559008
-9 998126
013286152 -119:239292
0.01911529
0.0100207
0.02111690
0.0176505
5 0.0938688 0.5357990 0.5398253 0.052731 0.0287265
-50 6 0.0227360 0.5975186 0.5201265 76.9631113 0.0279370
7
8
0.0857313
0.0257093
0.7275286
0.7926979
y!:$b: ; ~ ~ : ~ ~ ~ ~ < ~
0.0353275
0.0537119
9 0.0633062 1.0928168 0.1917231 -811.687450 0.0076122
-60
10 0.0560979 1.1506912 0.1709997 -21.813123 0.0091579
11 0.0176936 1.2396901 0.07857211 -86.217689 0.0092203
12 0.0265690 1.2919787 0 0757616 -28 926462 0.0090693
13 0.0384194 1.5015666 0: 1254782 167:056919 0.0067397
19 0.19969U1 1.6059325 0.9596698 -61.027965 0.0299209
-m
POUT 1 / 1 TSPRN=COOOO.0~00~~.~~
SNR = 120.87
-MEIISUIIEO S16*11L
-A--- PION1 M M E L
TlHE I N SECONDS
Fig. 4. Prony fit for PRSCKS4 model bl TBAR = Fig. 5. General structure of the Western U.S.
20 seconds (200 samples) power system
2000
O o o TIME I N -CYCLES * o
C ..PRONY
t aS1GNRL-IO-NOISE R A T I O
C D I S P L A Y IRIM L E V E L -
-
S-TABLE FOR PRS NUMBER 1: TSPRN C 91.00.
69.9550 FOR NMOOES
O.lOOOOE*OO
56
- - 990.003
c
C MOOE DAMPING FRO IHZI REL HT PHASE RMPLITUOE
C 9 0.1505101 0.1082269 0.1106290 59.908092 3.2976931
C 5 0.02111010 0.6289195 1.0000000 -178.260696 23.09401171
C 6 0.10327711 0.6833275 0.2172331 -118.116087 5.0167906
E 7 0.0761593 0.7818811
-
C .*PRONY S - M O L E FOR PRS NUMBER 2: I S P A N
C .SIGNAL-IO-NOISE RATIO
E 89.00.
75.6260 FOR NMOOES
E O I S P L A Y T R I M L E V E L - 0.10000E*00
56
-
0.81871U2 7.611981
-
18.90711213
980.003
C MOOE ORMPING FRO IHZI REL HI PHASE AnPLiTunE REAL RXIS x 104
C 5 0.3891222 0.5557588 0.1753990 95.627236 3.6571974
C 6 0.0212116 0.6286833 1.0000000 -26.579108 20.8513308
Fig. 7. PRS locus for sliding-window fits to
-
C 7 0.0711585 0.78191197 0.5791028 -161.512752 12.0813190
C .*PRONT 5-TABLE FOR PRS NUMBER 3: TSPRN
C .SIGNRL-TO-NOISE
C
RATIO
D I S P L A Y T R I M LEVEL.
-
O.lOOOOE*OO
E 129.00. 1020.003
67.9670 FOR NMOOES 57 - Kemano ringdown
C
C
.mPRONY 5-TRBLE FOR PRS NUMBER 5s TSPRN
.SIGNRL-TE-NOISE RATIO
O I S P L R Y T R l N LEVEL.
- C 2011.00. 1100.003
72.8790 FOR NMOOES
O.IOOOOE+OO
56 - The PRS tables show Grand Coulee and Shasta about 180
degrees behind Kemano for this mode, and Palo Verde
about 370 degrees behind.
c
C MOO€ DAMPING FRO I H Z I REL H I PHASE ANPLIIUDE
C 6 0.0215031 0.6284879 1.0000000 66.599927 16.1728315
C 7 0.06998611 0.7700647 0.2988102 55.219579 4.0239653 Except for Kemano, all signals show a significant
C 9 0.1962575 0.9072315 0.1158Y86 -38.773916 1.8735996
mode near 0.76 Hz. The indicated damping for this
mode is about 0.012-0.018--except at Grand Coulee,
TABLE 11. PRS tables for sliding-window fits to for which the damping is ten times higher. This
Kemano ringdown result is persistent enough to raise the possibility
85
G COULEE 2 1 3 . 8 I COULEE 2 1 3 . 8 I '4 ELECTRICRL POYER Continuation of this analysis would provide a
R22/RII : INPUT =HAL MVR IUINDYDI cx 1.003
0 progressively better view of the phase distribution
0
-c m for the eigenvectors associated with key modes (for
+rm1 which machine electrical power is implicitly being
-10 taken as a state variable). Insight into the
--so interaction mechanisms for each mode can be extended
by examining complex power flow on major lines 1161.
v)
-20
' PIRSE .
-30
-U0
--U00
-YO m
w
Y
-50 m
'
U
Y
-60 1,.
0.0
, , ,, , , , , , ., , , . . , , ,
0.5
FREOUENCT I N HERTZ
1.0
* .. I . . .. I I
1.5
. I . 8 . - 8 1-360
2.0
-50
Loo z
=
Y
m
n.
-60
0
, , , . , , , . .
500
, , , . . , . I . I
1000
, . I I I . I I . . ,
1500
~ ~ a - 1
1
2000
-20
l l M E I N CTCLES
T I H E I N CYCLES
REAL A X I S x IO-'
-
R22/RLI : INPUT =HRL HVR IWINOHOI cx 1.003
C COULEE 2 GENERATION
-10
C *.PRONY
C
6
*SIGNRL-TO-NOISE -
5-TABLE FOR PRS NUMBER I : TSPRN
RATIO
D I S P L R Y T R I M LEVEL-
76.9200
O.lOOOOE*OO
C 99.00,
FOR NMOOES * 57
990.001
-20
kC MODE
5
ORMPING
0.1719990
FRO IHZ)
0.58119895
REL UT
0.66U3203
PHASE
-29.8U1l629
AMPLITUDE
8.5027202
C 6 0.0213050 0.6285593 0.2825898 2.2.11899 3.6169033
C 7 0.0935907 0.7885799 0.95768SO 55.072929 5.8579688
C 9 0.1081152 1.0315957 0.3U159911 -87.653386 U.37217U5
-30 C IO 0.0271096 1.1117995 0.3803902 -l93.306719 9.8680235
m
-
z
-U0
5 12
C 9.PRON'I
F
0.0191389 1.9166899
.
0.2276238
S-TABLE F O R PRS UWBER 2 4 TSPRU 1 89-00.
C 6IGNRL-TO-NOISE RATIO
DISPLRY T R I M LEVEI-
- -96.593526
-
z
U.
c?
2 MODE ORMPING FRO IHZI R E 1 UT PHRSE AMPLITUDE
C 5 0.2252735 0.5069690 0.8897686 -l69.3l2289 5.1761101
C 6 0.0208683 0.6289520 0.5996029 153.159691 3.2153256
-50 c 7 o.io39~11 0.7586371 0.8187653 -72.668157 4.790002~
C IO 0.0390882 1.1175969 1.0000000 106.202965 5.8502755
C 11 0.0570722 1.2150878 0.3609350 163.975121 2.1086990
C 12 0.0203290 l.111SO188 0.47971S6 -60.196025 2.8064682
-60
C 13 0.0993880 1.5523321 0.1311808 -169.160932 0.7679939
-
C SHRSTR CENERRTION
-70 C *SIGNAL-TO-NOISE
C
-
C *=PRONY S-TABLE FOR PRS NUMEER 1: TSPAN
RRTlO
D I S P L R Y T R I M LEVEL-
78.6570
0.10000E*00
C 99.00.
FOR NMOOES = 57
990.001
C .SlGNRL-TO-NOISE
C
RATIO
D I S P L A Y T R I M LEVEL-
-
C *=PRONY S-TRBLE FOR PRS NUMBER I: TSPRN C
71.0880 FOR NMOOES
O.IOOOOE+OO
-
411.00.
56
940.001
C
C MODE OAMPING FRO I H Z I REL UT PHASE RMPL ITUOE
1500 2000 C 2 0.0892829 0.2331630 0-1595Y70 -20.028538 0.7Y01033
TIME I N CYCLES C 3 0.0551856 0.3072306 0.1606265 -173.803898 0.7951106
C 5 0.0187972 0.6302957 0.3667230 -96.289759 1.7011966
C 6 0.0023850 0.76U6566 0- 1266312 - 1 1 O ~ O I J u 2 0.587U139
C 7 0.0590879 0.8138000 0.6002199 -110.655109 2.78112636
C 9 0.1960338 1.0095698 1.0000000 39.799072 U.6387779
Fig. 10B. Palo Verde ringdown for brief Mvar C IO 0.0360597 1.0991668 0.2893185 -99.696175 1.3188909
C I1 0.0589623 1.2081369 0.1717699 -96.377798 0.7968022
pu1,seat Malin C 12 0.1070655 1.3505293 0.1828986 -87.170322 0.8189261
RERL R X l S x IO-' Comparison of Figures 11A and 11B shows that the SMES
power injection into the grid has reduced the level
of the oscillations, and that it may have improved
Fig. 1OC. PRS locus for sliding-window fits to their damping. A rough indication of their modal
Palo Verde ringdown content is provided by the (unscaled) autospectra of
Figures 12A and 12B, which show that the injection
has also affected the natural frequency of the
1.1
-
J
z
2
1.0
c
a
L
f
0.9
T I M E I N CYCLES
1.1
U
J
c)
q- 1.0
T I M E I N CYCLES
x
a
*
-
a
z
0
-
a
z
REAL A X I S I IO-'
Fig. 1 U . Autospectrum of Malin voltage swiogs Fig. 13B. PRS locus for sliding-window fits to
(no SMES pulse) Malin voltage (1000 MW SHES pulse) TBAR
= 15 seconds (225 samples)
IX. CONCLUSIONS
critical modes near 0.27 Hz and 0.70 Hz. The
associated PRS tables and PRS loci (Figures 13A,B) Prony analysis--and SIGPAKZ in particular--have
display these effects more clearly, in a quantitative already proven useful in the direct modal analysis of
format well suited to the refinement of pulse level power system response signals at BPA. The next phase
and timing. of development will emphasize application guidelines
88
and computational efficiency. The latter is strongly 131 J.F. Hauer, "An Overview of BPA Software for
affected by model order, which incurs n-cubed Signal Processing and Other Systems Analysis
complexity costs during singular-value decompositions. Tasks Involved in Identification and Control of
Power System Dynamics," letter to the WSCC 0.7
While Prony analysis may well assume a place Hz Oscillation Ad Hoc Work Group, Nov. 16, 1987.
alongside eigenanalysis and Fourier methods, it will
certainly not replace them. Each such tool has its 141 J.F. Hauer, "Description of Reduced-Scale FFT
own merits and applications, and provides a different Software Package SIG-PAKR," BPA working notes,
view into dynamic system behavior. May 23, 1988. Distributed to the WSCC 0.7 Hz Ad
Hoc Work Group, June 6, 1988.
A.J. Poggio, M.L. Van Blaricum, E.K. Miller, and [191 P. Strobach, "Recursive covariance ladder
R. Mittra, "Evaluation of a processing technique algorithms for ARMA system identification," IEEE
for transient data," IEEE Trans. Antennas and Trans. Acoustics, Speech, and Signal Processing,
Propagation, pp. 165-173, January 1987. pp. 560-580, April 1988.
M.L. Van Blaricum and R. Mittra, "Problems and [20] J.F. Hauer, "Fast Damping Estimators for Use
solutions associated with Prony's method for with the Transient Stability Program," BPA
processing transient data," IEEE Trans. Memrandum, Feb. 20, 1987. Comrmnicated to the
Antennas and Propagation, pp. 174-182, January WSCC 0.7 Hz Ad Hoc Work Group on October 22,
1978. 1987.
D.W. Tufts and R. Kumaresan, "Singular value [21] J.F. Hauer, "Reactive Power Control as a Means
decomposition and improved frequency estimation for Enhanced Interarea Damping in the Western
using linear prediction," IEEE Trans. U.S. Power System-A Frequency-Domain
Acoustics, Speech, and Signal Processing, pp. Perspective Considering Robustness Needs ,"
671-675, Aug. 1982. invited paper in Application of Static Var
Systems for System Dynamic Performance, IEEE
D.W. Tufts and R. Kumaresan, "Frequency Publication 87TH0187-5-PWR, pp. 79-92.
estimation of multiple sinusoids: making linear Proceedings of a symposium presented at the IEEE
prediction perform like maximum likelihood," PES 1987 Winter Meeting, New Orleans, LA, and at
Proc. IEEE, pp. 975-989, Sept. 1982. the IEEE PES 1987 Surmner Meeting, San Francisco,
CA.
R. Kumaresan and D.W. Tufts, "Estimating the
parameters of exponentially damped sinusoids and 1221 J.F. Hauer, "Robust Damping Controls for Large
pole-zero modeling in noise," IEEE Trans. Power Systems," IEEE Control Systems Magazine,
Acoustics, Speech, and Signal Processing, pp. pp. 12-19, January 1989.
833-840, Dec. 1982.
there centered upon constrained optimization of Labs., Seattle, the Research Triangle Institute,
dynamic systems. Since 1975 he has been with the Green Mountain Geophysics, and Ball Aerospace
Bonneville Power Administration, where his work deals Corporation.
with the identification, analysis and control of
power system dynamics. Dr. Scharf is a past member of the ASSP ADCOM and the
Editorial Board of Signal Processing. He is a past
Dr. Hauer is a member of the IEEE Power Engineering Associate Editor for the IEEE Transactions on
and Control Systems Societies. Acoustics, Speech, and Signal Processing. He was the
Technical Program Chairman for the 1980 International
Louis L. Scharf received the PH.D degree in Conference on ASSP. He is a member of Eta Kappa Nu.
.Electrical Engineering from the University of
Washington, Seattle, in 1969.
From 1969 to 1971, he was a member of the Technical Cedric J. Demeure was born in Bruxelles, Belgium, on
Staff at Honeywell's Marine Systems Center in September 11, 1960. He received the Engineering
Seattle. He was a Faculty member at Colorado State degree from the Ecole Nationale Superieure des
University, Fort Collins, from 1971 to 1981, where he Telecomnunications, Paris, France, in 1983, the M.S.
last served as a Professor of Electrical Engineering degree from the University of Rhode Island, Kingston,
at the University of Rhode Island, Kingston. He is RI, in 1984 and the Ph.D degree from the University
currently a Professor of Electrical and Computer of Colorado (Boulder) in 1988, all in Electrical
Engineering at the University of Colorado, Boulder, Engineering. In 1985, he worked for the radar branch
where he teaches and conducts research in signal of Thomson-CSF, Pairs, France, as research engineer
processing. In 1974 he was a Visiting Associate in signal processing.
Professor at Duke University, Durham, NC. In 1977 he
was at the University of South Paris, Orsay, where he He is currently working in the Department of
was a member of the Technical Staff in the CNRS Electrical and Computer Engineering at the University
Laboratoire des Signa- et Systemes, Gif-sur-Yvette. of Colorado (Boulder), as a research associate and a
In 1981 he was a Visiting Professor Superieure des lecturer. His main research interests are Digital
Teleconrrmnications, Paris. He has served as a Signal Processing, Statistical Modeling, and fast
Consultant to Honeywell Inc., the Applied Physics algorithms.