Shanks' Method For Dynamic Phasor Estimation
Shanks' Method For Dynamic Phasor Estimation
Abstract—A new algorithm for phasor estimation is proposed. into account the rate of change and acceleration of the dynamic
It is based on a signal model that allows amplitude and phase phasor [3] and [14]. These new terms provide better phasor
dynamic variations. An autoregressive moving average (ARMA) estimates and crucial information about the dynamic change
model is assumed for the oscillating signal. Its autoregressive
part is fixed, and it is defined only by the nominal fundamental of the power system during an oscillation. Thus, they can be
frequency. Its best moving average parameters are estimated with used to improve the monitoring and control of the power system
Shanks’ method. These parameters provide the key information under transient conditions. Previous results that are related to
from which the phasor state vector is estimated through the partial this intention of improving phasor estimation during dynamic
fraction expansion of the ARMA rational polynomial. These esti- system conditions can be found in [4]–[6]. The well-known
mates could be useful, not only for the monitoring and controlling
of the power system, but also for discriminating between a fault Stankovic’s approach can be found in [7] and [8].
and an oscillation state. The representation of the signal by an autoregressive moving
average (ARMA) signal model and the identification of its
Index Terms—Autoregressive moving average (ARMA) signal
model, complex envelope, demodulation, digital filters, dynamic parameters over short time intervals lead to a new method for
phasor, frequency estimation, interpolation, phasor estimation, phasor estimation. The autoregressive (AR) coefficients of the
Shanks’ method. model only depend on the nominal fundamental frequency. On
the other hand, its best moving average (MA) parameters are
I. I NTRODUCTION estimated using Shanks’ method. These parameters carry the
information of the phasor that corresponds to the given power
interval. The traditional model has constant amplitude and following z-transform:
phase, as in the following equation:
ρ1 − ρ2 2 ejθ0 z −1
(2) (2)
(2)
(2) 1 ρ0
S (z) = +
s(t) = a0 cos(ω0 t + ϕ0 ), 0 ≤ t ≤ T. (1) 2 1 − ejθ0 z −1 (1 − ejθ0 z −1 )2
ρ2 ejθ0 z −1
(2) (2)∗
ρ0
+ −1
+
This model has no room for the dynamic variations proper (1 − e z )
jθ 0 3 1 − e−jθ0 z −1
∗
to an oscillation and constitutes a severe restriction for the (2)
ρ1 − ρ2
(2)
2 e−jθ0 z −1
monitoring and control of the power systems. In this paper, we +
relax amplitude and phase to a band-limited time function over (1 − e−jθ0 z
−1 )2
ρ2 e−jθ0 z −1
(2)∗
the observation window, as can be seen in
+ . (7)
(1 − e−jθ0 z −1 )3
s(t) = a(t) cos (ω0 t + ϕ(t)) , 0 ≤ t ≤ T. (2) This can be reduced to a rational function of the form
q
Fig. 2. Unit responses of the AR signals. The envelopes are given by the
Note that VH V in (10) corresponds to the autocorrelation right-hand side of the constant, linear, and quadratic Taylor polynomials,
matrix Rvv of v(n) and that VH sd corresponds to the cross- respectively.
correlation vector rhd v between the given signal sd (n) and the
unit response of the AR filter v(n). Thus, the solution can be demodulation of the given signal, and to its exact demodulation
written as if the given signal is in the model subspace.
(2)
Remember that P̂0 corresponds to a sample of the dynamic
b̂ = R−1
vv rhd v . (12) (2) (2)
phasor P̂1 to its rate of change and P̂2 to its acceleration.
The relationship between the Taylor coefficients and amplitude
Once the best estimates of {bk }qk=0 are obtained, the transfer and phase are the following:
function of the estimated signal can be written as
(2)
â(0) = 2 P̂0
q
−k
b̂k z (2)
(2) k=0 ϕ̂(0) = ∠P̂0
Ŝ (z) =
p . (13)
â (0) = 2 Re P̂1 e−j ϕ̂(0)
(2)
1+ ak z −k
k=1
2 Im P̂1 e−j ϕ̂(0)
(2)
By analyzing the former approximation from the linear alge- ϕ̂ (0) =
bra point of view, the unit response of the AR filter v(n) and its â(0)
delays cover the subspaces defined by the component sequences
â (0) = â(0)ϕ̂2 (0) + 2 Re P̂2 e−j ϕ̂(0)
(2)
of the signal model, namely, the constant component ejθ0 n , the
linear nejθ0 n , and the quadratic n2 ejθ0 n , n ≥ 0. It is precisely
2 Im P̂2 e−j ϕ̂(0) − 2â (0)ϕ̂ (0)
(2)
onto this subspace that the given signal sd (n) is projected and in
which the ARMA model of the estimated signal ŝ(n) is found, ϕ̂ (0) = . (14)
â(0)
as shown in Fig. 1.
It is important to emphasize that AR signals are causal. Fig. 2 With these relationships, it is also possible to build Taylor
shows the unit responses of the constant, linear, and quadratic polynomials for amplitude and phase as follows:
AR signals. They appear normalized by their maximum value.
â (0)(τ n)2
Note that their envelopes correspond only to the right-hand side â(2) (n) = â(0) + â (0)τ n +
of a zeroth-, first-, and second-order Taylor polynomial, respec- 2!
tively. Thus, the AR signals involved in Shanks’ method are ϕ̂ (0)(τ n)2
unable to generate the left-hand side of the Taylor polynomials, ϕ̂(2) (n) = ϕ̂(0) + ϕ̂ (0)τ n + , 0 ≤ n ≤ N.
2!
and therefore, with right-handed AR signals, the error reduction (15)
of the Taylor approximation will be applied only over the right-
hand side of the Taylor interval, missing the reduction on its left It is important to emphasize that the derivative of the phase
half. This is the main limitation of the vector basis of the signal ϕ̂ (0) corresponds to the frequency deviations around the nom-
subspace used by Shanks’ model. inal fundamental frequency, as can be seen in (2). In addition,
its second derivative ϕ̂ (0) corresponds to the derivative of the
(2)
The best estimates of the Taylor coefficients P̂i , i = 0, 1, 2,
are obtained by expanding (13) in partial fractions, as in (7), frequency that is typical of a disturbance in the power system.
and then solving into (4). This solution corresponds to the best This measurement is very important under power exchanges or
816 IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, VOL. 57, NO. 4, APRIL 2008
(0) (1)
Fig. 3. Frequency response of the phasor estimate P̂0 . A concave gain is Fig. 4. Magnitude response of the phasor estimate P̂0 . For windows lower
reached at u = 1 and a linear gain at u = −1, indicating the infiltration of the than one cycle, convex gains are achieved at u = ±1, which indicate infiltration
acceleration at u = 1 and the derivative at u = −1. of acceleration at both frequencies. For larger windows, concave and linear
gains are reached, as in the previous model.
V. N OISE R EJECTION
The proposed phasor state vector estimate is a least-squares
estimate in the overdetermined case [12] for the following
signal-plus-noise model:
s = Vb + n (16)
comes, in fact, from the flaw of its time-unbalanced vector [7] A. M. Stankovic and T. Aydin, “Analysis of asymmetrical faults in power
basis. It is also known that this method becomes more accurate systems using dynamic phasors,” IEEE Trans. Power Syst., vol. 15, no. 3,
pp. 1062–1068, Aug. 2000.
when the order of the MA part is increased. This is because [8] A. M. Stankovic, H. Lev-Ari, and M. Perisic, “Analysis and implementa-
high-order MA models are able to fit time-symmetric signals tion of model-based linear estimation of dynamic phasors,” IEEE Trans.
such as Taylor polynomials. Finally, we need to mention that Power Syst., vol. 19, no. 4, pp. 1903–1910, Nov. 2004.
[9] L. W. Couch, II, Digital Analog Communication Systems, 5th ed.
our main goal was to theoretically relate the solution proposed Englewood Cliffs, NJ: Prentice-Hall, 1997, ch. 4, p. 228.
in [3] and [14] to Shanks’ method, not to research the best [10] J. G. Proakis and G. Monolakis, Digital Signal Processing, 3rd ed.
hardware platforms or algorithmic execution times for critical New York: Prentice-Hall, 1996, ch. 8, pp. 709–710.
[11] J. G. Proakis and C. M. Rader, Algorithms for Statistical Signal
applications. Processing, 1st ed. Englewood Cliffs, NJ: Prentice-Hall, 2001, ch. 4,
pp. 177–217.
[12] A. J. Thorpe and L. L. Scharf, “Data adaptive rank-shaping methods for
VIII. C ONCLUSION solving least squares problems,” IEEE Trans. Signal Process., vol. 43,
no. 7, pp. 1591–1601, Jul. 1995.
An ARMA signal model has been proposed for estimat- [13] J. Zuo, Z. Zhong, R. M. Gardner, H. Zhang, and Y. Liu, “Off-line event
ing the dynamic phasor of a power signal through its partial filter for the wide area frequency measurements,” in Proc. IEEE PES
General Meeting, Montreal, QC, Canada, Jun. 2006, pp. 1–6.
fraction expansion. ARMA parameters were estimated with [14] J. A. de la O Serna, “Dynamic phasor estimates for power systems os-
Shanks’ method, and phasor estimates were obtained from cillations,” IEEE Trans. Instrum. Meas., vol. 56, no. 5, pp. 1648–1657,
the partial fraction expansion of its transfer function. Shanks’ Oct. 2007.
phasor estimates could be useful for certain applications such
as discriminating between fault and oscillation states in power
signals and controlling applications that require a phasor state
vector. Alejandro Torres Muñoz was born in San Nicolás
The main limitation of the ARMA model is its time asym- de los Garza, Nuevo León, México, in 1982. He
received the B.S. degree in mechanical and elec-
metry, which allows approximation of the signal only over the trical engineering from the Autonomous University
right part of the Taylor interval. Errors are also generated with of Nuevo León (UANL), Monterrey, México, where
the partial fraction expansion algorithm. Thus, further research he is currently working toward the M.S. degree in
electrical engineering.
is needed to resolve these shortcomings, although a well-known
algorithm has already been applied to estimate phasors under
power system oscillations.
R EFERENCES
[1] L. Wang, “Frequency responses of phasor-based microprocessor relay-
ing algorithms,” IEEE Trans. Power Del., vol. 14, no. 1, pp. 98–109,
Jan. 1999. José Antonio de la O Serna (SM’03) was born in
[2] A. G. Phadke and J. S. Thorp, Computer Relaying for Power Systems. San Pedro, Coahuila, Mexico, in 1953. He received
Hoboken, NJ: Wiley, 1988. the Ph.D. degree from Telecom Paris, Paris, France,
[3] J. A. de la O Serna, “Dynamic phasor estimates for power systems oscilla- in 1982.
tions and transient detection,” IEEE Trans. Instrum. Meas., vol. 56, no. 5, From 1982 to 1986, he was a Professor with
pp. 1648–1657, Oct. 2007. Monterrey Institute of Technology, Monterrey,
[4] J. A. de la O Serna, “On the use of amplitude shaping pulses as win- México. In 1987, he joined the Ph.D. program in
dows for harmonic analysis,” IEEE Trans. Instrum. Meas., vol. 50, no. 6, electrical engineering at the Autonomous University
pp. 1556–1562, Dec. 2001. of Nuevo León (UANL), Monterrey, where he was
[5] J. A. de la O Serna, “Phasor estimation from phasorlets,” IEEE Trans. a member of the Doctoral Committee. From 1988
Instrum. Meas., vol. 54, no. 1, pp. 134–143, Feb. 2005. to 1993, he was with the Department of Electrical
[6] J. A. de la O Serna and K. Martin, “Improving phasor measurement Engineering, National Polytechnic School, Yaoundé, Cameroon. He is currently
under power system oscillations,” IEEE Trans. Power Syst., vol. 18, no. 1, a Research Professor with UANL.
pp. 160–166, Feb. 2003. Dr. de la O Serna is a member of the Mexican Research System.