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y [ j ] = ci z i j
(1)
i =1
for j=k, k+1, k+2, ,k+N-1.
Here, z i = exp (i t ) and y[j] is the ringdown data at time jt.
The symbol t stands for the sampling interval. The symbol i
represents the ith eigenvalue, ci is the amplitude of ith mode,
(3)
H [k ] = [[k + n 1] [k + n] L [k + N 2]]
y[k ]
y[k + n 1] y[k + n 2] L
y[k + n]
y[k + n 1] L
y[k + 1]
M
M
O
M
(5)
(6)
for k 0
where,
N n1
N n 2
=
(9)
z a1 z
n 1
+ a 2 z
n2
+ L + a n z = 0
0
1
ln( zi )
t
for i = 1, 2, L , n
[k ] = H T [k ]H[k ]
r
s[k ] = H T [k ]y[k ]
(10)
(11)
(16)
(17)
Note that:
[ k ] = H T [k ]H [k ]
= [k 1] + [k + N 2] T [k + N 2]
(18)
N n[ k + n 2] T [ k + n 2]
r
s[ k ] = H T [ k ]y[k ]
= s[k 1] + [ k + N 2] y[ k + N 1]
(14)
[k ] = [a1 a 2 L a n ]
(7)
where n is the number of modes to be estimated. The
parameter ais are the coefficients of characteristic polynomial
and e[i] represents process noise of the system. The leastsquare solution can be described as
r
r
[k ] = min( y[k ] H [k ] [k ])T ( y[k ] H [k ] [k ])
(8)
(4)
y[k ]
z10
z20 L
zn0 c1
1
1
1
z2
zn c2 y[k + 1]
L
z1
(12)
M
M
M
O
M M
N 1
~
1
z12 L
z1n c2
y [k + 1] = z1
(13)
M
M
M
O
M M
N 1
z2N 11 L znN n1 cn
y [k + N 1] z1
Note that the reconstructed ringdown signal ~y [k ] usually
does not perfectly match the measurement y [k ] . The posterior
(19)
[k + n 2] y[k + n 1]
N n
B. Recursive solution
For on-line implementation of Prony analysis, a recursive
form is useful. A recursive implementation of Prony analysis
can be derived as
[k ] = 1 [k ] s[k ]
= [k 1] + [k ] [k + N 2] {y[k + N 1]
1
T [k + N 2] [k 1] N n 1 [k ]
[k + n 2] y[k + n 1] T [k + n 2] [k 1]
(20)
= [k 1] + 1 [k ] [k + N 2] [k + N 1]
N n 1 [k ] [k + n 2] {y[k + n 1]
T [k + n 2] [k 1]
where
[ k + N 1] = y[ k + N 1] [ k + N 2] [ k 1]
T
(21)
(22)
(23)
P[k ] = 1[k ]
After applying the matrix inversion lemma,
[k 1] + [k + N 2]
N n
1
P[k ] = [k ] = [k + N 2] [k + n 2]
T [k + n 2]
(24)
is obtained, where
Q[ k ] = [ k 1] N n [ k + n 2] T [ k + n 2]
(25)
Q[k ] = [k 1] N n[k + n 2] T [k + n 2]
1
= P[k 1]
Relative Noise[k] =
(27)
k + N 1
2
sqrt y [ j ]
j =k
(26)
N + n 1 + T [k + n 2]P[k 1][k + n 2]
(29)
Damp (%)
0.318
0.422
0.635
0.673
10.74
3.63
3.94
7.63
Mode Interaction
North half
North half
bus 18
buses 20, 21
vs.
vs.
vs.
vs.
Southern half
Southern half + bus 45
Rest of the system
bus 24
Ambient data
Prony analysis
can start
2nd
valley
Ringdown
starts
Prony
Window
1st
valley
Fig. 4. Relative noise levels for 100 data sets of Monte Carlo simulation.
Fig. 5. Measurement energy for 100 data sets of Monte Carlo simulation.
Fig. 6. Prediction correction for 100 data sets of Monte Carlo simulation.
combining Fig. 6 with Fig. 4, the first valley of the Fig. 6 can
be eliminated from ringdown data.
To assist comparison, the three indices are normalized and
put together into one figure, shown as Fig. 7. It can be
observed that the three indices show distinguishable behaviors
during the ringdown data. Combining the three indices
together can result into a reliable detection of ringdown data.
Mean+std
Mean-std
Fig. 10. Mode estimation results from ambient data.
VIII. REFERENCES
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
IX. BIOGRAPHIES
Ning Zhou (S01- M05- SM08) received his B.S. and M.S. degrees in
automatic control from the Beijing Institute of Technology in 1992 and 1995,
respectively. In 2005, he received his Ph.D. in EE with a minor in statistics
from the University of Wyoming. From 1995-2000 Ning worked as an
assistant professor in the Automatic Control Department at Beijing Institute of
Technology. He is currently with the Pacific Northwest National Laboratory
as a power system engineer. Ning is a member of the IEEE Power
Engineering Society (PES). His research interests include power system
dynamics and statistical signal processing.
Zhenyu Huang (M'01, SM05) received his B. Eng. from Huazhong
University of Science and Technology, Wuhan, China, and Ph.D. from
Tsinghua University, Beijing, China, in 1994 and 1999, respectively. From
1998 to 2002, he conducted research at the University of Hong Kong, McGill
University, and the University of Alberta. He is currently a staff research
engineer at the Pacific Northwest National Laboratory, Richland, WA, and a
licensed professional engineer in the state of Washington. His research
interests include power system stability and control, high-performance
computing applications, and power system signal processing.
Francis Tuffner (M08) received his B.S. and M.S degrees in electrical
engineering from the University of Wyoming in 2002 and 2004. In 2008, he
finished his Ph.D. in electrical engineering, also at the University of
Wyoming. He is currently with the Pacific Northwest National Laboratory as
a power system engineer. His research interests include signal processing
applied to power systems, embedded control devices, and digital signal
processing.
John W. Pierre (S86-M86-S87-M91-SM99) received the B.S. degree
(1986) in EE with a minor in economics from Montana State University. He
received the M.S. degree (1989) in EE with a minor in statistics and the Ph.D.
degree (1991) in EE from the University of Minnesota. He worked as an
electrical design engineer at Tektronix before attending the University of
Minnesota. Since 1992, he has been a professor at the University of Wyoming
in the Electrical and Computer Engineering Department. He served as Interim
Department Head from 2003 to 2004 and received UWs College of
Engineering Graduate Teaching and Research Award in 2005. For part of his
2007/2008 sabbatical, he worked at Pacific Northwest National Laboratory
and Montana Tech. His research interests include statistical signal processing
applied to power systems as well as DSP education. He is a member of the
IEEE Signal Processing, Education, and Power Engineering Society.
Shuangshuang Jin (M08) received her B.S. in Computer Science from
Wuhan University, China, in 2001, and M.S. and Ph.D. in Computer Science
from Washington State University, United States, in 2003 and 2007. She is
currently a research engineer at the Pacific Northwest National Laboratory,
Richland, WA. Her main areas of interest are high performance computation,
and scientific computation and visualization.