E TEP

Multifiquency Analysis
with Time-Domain Simulation
J. Usaola, J. G . Mayordomo
Abstract
This paper presents a novel method for harmonic analysis that uses techniques both in the time and the frequency domain. The linearparts of a network are modelled in the frequency domain, while the non-linear ones
(converters, saturable transformers, etc.) can be modelled more easily in the time domain. Harmonic balance
equations in the multi-frequency domain are set, and solved by a Newton-Raphson iterative procedure, with
which it is easier to study cases with problems of convergence.

1 Introduction
Harmonic analysis methods can be classified in two
general categories: frequency-domain and time-domain
methods. Time-domain techniques involve numerical integration of the non-linear system of differential equations, from some assumed initial conditions until steady
state is reached. Then, a Fourier analysis is performed to
the voltage andcurrent waveforms of interest.This method may need long computation times, and it is not pnctical on some occasions. For this reason fast steady-state
techniques were developed [I], with which the steady
state is found without having to calculate the whole transient. These techniques have been frequently used [2-41.
Frequency-domain analysis methods, such as harmonic power flows like [ 161, can deal more efficiently
with the linear parts of a network, and the size of the
problem can be reduced using equivalents. However, to
deal with non-linear elements is more difficult than in
time domain. Analysis of non-linear networks in the frequency domain is accurately performed with the harmonic balance technique. For instance, in [ 5 ] converters
in unbalanced systems are analyzed with a Gauss iterative procedure. In [6] the load-flow algorithm is used to
solve this problem, but only balanced systems are considered. In [7] and [8] a Newton-Raphson iterative algorithm is used in unbalanced systems. From these works,
it seems that the powerful Newton-Raphson method is
more useful when strong non-linearities or resonances
are present, since the Gauss algorithm usually fails to
converge under these conditions. Nevertheless, the mentioned techniques can only take into account some kinds
of non-linearitiesand even these, only under certain simplifying assumptions to avoid unmanageable equations.
For instance, it is rather cumbersome to express analytically the relationship between harmonic voltages and
currents in converters in unbalanced networks if ripple
in their DC side is going to be considered, as shown in
[9]and [ 171. These equations must be found, for the lacobian matrix of a Newton-Raphson algorithm, and they
would not be useful for any other non-linear load.
ETEP Vol. 6, No. 1, JanuaryFebruary 1996

In this paper a hybrid approach is described. It has

been devised for three-phase networks with several nonlinear systems that must be defined by the user. This
method has several advantages - as the linear part of the
network is modelled in the frequency domain, equivalents can be found, so that the computational effort decreases. Besides, elements such as distributed parameter lines, or with frequency-dependent parameters could
be modelled. The non-linear parts of the network of any
structure (converters, non-linear inductances, etc.) are
modelled in the time domain, with the only limitation of
the required computation time. Finally, the use of Newton-Raphson method improves the convergence.The algorithm has been implemented in a computer program
called HYBRIS.

2 Description of the Method

In harmonic balance methods, the system is usually
divided into its linear and non-linear part, and the harmonic voltages in the node, where a non-linear load has
been connected, must be found solving the non-linear
eq. (1)

Is - Y U = f (0,

(1)
where U is the vector of harmonic phase voltages, Y the
three-phase harmonic admittance mamx, Is the vector of
harmonic current sources andf (U) the current demanded by the non-linear device, dependent on the harmonic
voltages. Eq. (1) must be solved with an iterative method, such as Gauss or Newton-Raphson. If the Gauss
method is chosen, the iterative process is

Y(k)U(k)"+'=I&)

-Z(k)(i,

(2)

where Z(k)(i is the array of phase harmonic currents of

order k demanded by the non-linear system at iteration
'i', namely I ( k ) = [ILl(k) IL2(k) IU(k)lr. In each iteration, the non-linear device is replaced by a current
source. U(k) is also the array of phase voltages, U(k)
= [ULl(k) U L Z W VL3(k)lT.
53

.ETEP
The simplicity of this method is its greatest advantage, although its convergence may easily fail, especially when strong resonances are present. In these cases a
Newton-Raphson algorithm could be a better choice.
The iterative equation providing the voltage increments
in iteration 'm+ 1' is:

(Y+ W(i)AU(i'' =Zs-YU"-f(u").

(3)

W is asensitivity matrix between different harmonic variables:

(4)

eral and can deal with any non-linear load. From now on
we shall drop the superscript 'i' that indicates the iteration,since all the operations done belong to the same one.
Let us consider a known non-linear device connected to a set of periodic voltages u ( r )which demands a set
of currents i(r) of period To. N samples of the currents
and voltages equally spaced along Toare known. We will
find the sensitivity between the harmonic 'k' of the currents and the harmonic '1'of the voltages. The extension
to a system with several nonlinear devices will be shown
later on.We will also drop the superscript 'i', because we
will work within an iteration.
In such a system, the k-th harmonic of the currents
could be written as

kim.

The matrix w" is composed of sub-matrices

This term is the sensitivity sub-matrix of the harmonic
'k' of the current with respect to the harmonic 'm'of the
voltage at iteration 'T.All the harmonics are coupled in
this equation, and the separation between harmonics
performed in eq. (2) is no longer possible. Therefore, the
following tasks should be performed:

Decomposition of the network into its linear and nonlinear parts.

Modelling of the linear network in the frequency domain and computation of an equivalent by Gaussian
elimination. Loads are modelled as impedances assuming rated voltages.
Computation of harmonic currents injected by the
non-linear devices. This is performed by means of a
time-domain simulation for each device, in which the
voltage U is known from the previous iteration.
Formulation and solution of the non-linear algebraic
eq. (1) with a Newton-Raphson iterative procedure.
To do this, it is used the sensitivity matrix W, obtained
from time-domain simulation data in each iteration.
This is the most important part of the proposed algorithm, because it allows to use of this powerful iterative method in a multi-frequency algorithm.
lime-domain simulation can be Derformed bv a
state-variables approach or by any otheimethod, such as
nodal analysis with Norton equivalents associated to
each dynamic element, like EMTP [ 101. Although timedomain simulation may require large computation times
to reach steady state, the systems simulated in the time
domain are of moderate size, because they are only small
parts of the whole network. Besides, fast steady-state
techniques could be applied. These techniques search
the initial conditions from which steady state directly begins.The Newton method proposed by Aprille [ 11 s e e m
to be the most effective of those algorithms, and its application to power systems was described in [4].

3 Sensitivity Matrix
The sensitivity matrix w" of eq. (3) was obtained in
[ 111 for non-linear resistors in linear dynamic networks
and was extended in [ 121 and [ 151 to non-linear induc-

tances. However, these methods can not be applied to

converters or other complex non-linear devices in threephase networks, while the method described here is gen54

In this equation r,, could be written as r,, = (n/N)To.

Many devices cm be modelled as piecewise linear, for
instance, a converter. In this case there will be Q intervals with different topologies and expressions of currents. In the interval q, the currents will have transient
and steady-state components, and their expression for
the instant r,, is
N-l

jq(r,,)

= iP(r,,)+

j ( 2 % /N)mn

C Yq(m)U(m)e

(6)

m=O

where ip(rn)is the array of transient component of the

three-phase currents and Yq(rn) is the harmonic admittance matrix of order m of the circuit. An example is
shown in Appendix 1. If we include expression (6) in
eq. (5), we obtain:

(7)

nq is the sample from where the interval q begins. Manipulating eq. (7) we obtain:

.U(rn).
O(k)comes from iP(r,,).If now we take the derivative of
currents with respect to voltages:

Along one period, the different values of the admittance could have a shape such as Fig. 1.As these values
follow a periodic pattern, at each time instant r,, the harmonic admittance of order 'm',Y,,(m), could be written
in the following way:
(9)

ETEP Vol. 6, No. 1, JanuarylFebruary 1996

ETEP
Data input
Form linear network equivalent
Set initial conditions
Steady state found from

ETI 109.4A

admittances

Fig 4. Non-linear part of the network in Fig. 3

Non-linear equations in frequency

domain

those obtained from more conventional techniques is

demonstrated through two examples that study the behaviour of a six-pulse diode rectifier connected to a
three-phase network. This is shown in Fig. 3 and 4. Data
about this network are given in [8].

- Example 1

4
New harmonic voltages

Calculation of mismatch E

Harmonic computation in linear network

rnllo9.2i

End

Fig. 2. Flow chart of HYBRIS (N-R:Newton-Raphson)

If this mismatch is smaller than a tolerance, the process has finished. Otherwise, return to Step II. The flowchart of Fig. 2 represents the computationalprocedure.

Two cases have been studied. In case a) there are no

capacitors in bus 8. The harmonic voltages in this bus
and the harmoniccurrents injected by the converterhave
been found for three different values of the smoothing
reactance, and E had to change to keep the demanded
power unchanged. Results are shown in Tab. 1.Tab. 2
displays the same variables for case b), when capacitors
of 4.8 Mvar has been connected to bus 8. The capacitors
of case b) produce a strong resonance that raises the
value of the 5th harmonic voltage. This makes the convergence worse and the number of iterations increases.
The solutioncould not be reached using Gauss algorithm
in any of the cases. Results were obtained with a mismatch smaller than
and have been compared with
the harmonic analysis program in the frequency domain
ARMO-E [8].
Tab. 3 shows a comparison between the sensitivities in the last iteration of case b) with Xd= 5 p. u.
between some harmonic voltages and currents, found

5 Examples

&=5

In this section some examples are provided to show

the capabilities of the algorithm implemented in program HYBRIS. Equivalence between its results and

E=2.1837
6 it.

U,

mod.

arg.
6.3MVA
a=l.o

, + A6'=2IMvA
.o

4.8 Mvar

II

mod.

U5

mod.

I,

mod.

U7

mod.

I7

mod.

UII

mod.
arg.
mod.

arg.

arg.
arg. .

Ill
ET1109.3A

A =0"5

h 7 . 2 5 MW

Fig 3. Example 1 (S- =I0MVA)

56

arg-

0.9893
-5.45"
0.7326
- 18.86'
0.0523
- 10.98"
0.1289
84.02"
-0.0477
-59.89"
0.0774
47.27"
0.0203
-47.92"
0.0318
140.45"

E=2.1783
7 it.

&=0.05
E=2.1689
6 it.

0.9886
-5.45"
0.7357
- 19.55"
0.0571
- 18.43"
0.1410
76.56"
0.0426
-52.48"
0.0691
54.67"
0.0195
42.51 "
0.0305
135.03"

0.9874
-5.45"
0.7422
-20.73"
0.0686
-28.01"
0.1693
67.00"
0.0342
-34.58"
0.0556
72.56"
0.0189
29.91"
0.0296
122.36

&=OS
.

Tab. 1. Example 1, case a) (values in p. u.)

ETEP Vol. 6,No. I, JanuaryFebruary 1996

E TEP
xd=5
E = 2.2423
10 it.

UI

mod.

I,

mod.

U,

mod.
arg.

Is

mod.

(17

mod.
arg.
mod.

1.034I
-5.50"
0.6953
- 12.04"
0.2664
-39.22"
0.059 I
125.79"
0.0034
- 178.46"

w.

17

UII
III

0.0064

mod.
arg .
mod.

a.

77.28"
0.0098
128.13"
0.0365
37.0 I

X, = 0.5
E = 2.2378
7 it.
1.0312I
-5.5 I"
0.7055
- 14.%"
0.2542
-35.82"
0.0564
129.03"
0.0565
156.09"
0.1058
56.06"
0.0044

- 147.98
0.0165
123.93"

X d = 0.05
E = 2.3 128
8 it.

1.0370
-5.47"
0.6824
-9.17"
0.1069
-37.85"
0.0238
I 27.04"
0.1083
- 138.72
0.2026
116.47"
0.0200
- 12.66"
0.0741
256.28"

UI

Re

Im

-0.213
0.212
-0.213
0.212

-0.170
-0.490
-0.172
-0.497

5.449 -2.292 0.1 13 1.318 0.450

4.480 0.482 -1.356 -0.097 -0.883
5.555 -2.175 0.102 1.310 0.447
4.849 0.583 -1.356 -0.102 -0.884

0.689
0.141
0.682
0.141

11 HYBRIS Re -2.044
Im -12.504
ARMO-E Re -2.054
Irn -12.146
IS HYBRIS

Re
Irn
ARMO-E Re
Irn

f7

HYBRIS Re
Irn
ARMO-E Re
Irn

Re

ET1109.SA

Fig. 5. Voltage u

~ L and
I

current iL2at bus 8

Ul

UJ

Im

UL2LI
lL2

uL2L3
'L3

Tab. 2. Example 1, case b) (values in p. u.)

Re

Irn

1.221 -0.116 -0.432

2.285 0.974 -1.104
1.184 -0.117 -0.435
2.057 0.970 - 1 . 1 1 1

3.412 -1.283 -0.187 0.964 0.119 0.801

1.548 1.463 -1.242 -0.626 -1.109 -0.117
3.480 -1.203 -0.198 0.955 0.1 14 0.795
1.471 1.492 -1.237 -0.625 -1.109 -0.114

t-

TI109.6A

Fig. 6. Voltage uWu and current iw at bus 8

t
UL2 L I
'L3

Tab. 3. Comphson between sensitivities from HYBRIS and

ARMO-A
t-

l31109.7A

with HYBRIS and with the program ARMO-E, that uses

Xia Cpr Heydt's formulation [ 6 ] .Differences are due to
time discretization, that only allows discrete variations
of the overlap angles.

Example 2

In this example one of the phases of the capacitors

(star-connected and isolated from ground) in bus 8 has
changed from 1.6 Mvar to 0.2 Mvar. This imbalance increases the distortion of the waveforms, as shown in
Fig. 5 to 7,obtained with the program HYBRIS. An
interruption in the commutation process may be appreciated in Fig. 5, and a detail of this wave-form is given
in Fig. 7. This phenomenon cannot be easily considered
in the frequency domain, especially when ripple in the
DC side must be modelled, but it does not bring special
problems to time domain simulation. The high value of
15th harmonic voltage (more than 0.16 p.u. in phase
'Ll')is one of the reasons of this interruption. In this
case, the structural imbalances in the network are isolated from ground, and therefore there are neither zero seETEP Vol. 6, No. 1, JanuarylFebmary 1996

Fig. 7. Detail of Fig. 5 showing the intemption of the commutation process

quence voltages nor currents. Harmonic magnitudes of

orders 3, 9, 15, etc., have only direct and inverse sequences components. Comparisons of these results with
those obtained by EMTP are shown in Fig. 8.
0.20
p.u.

0.16
0.12
U

0.08
0.04
0
1
ET1109.8A

11

13 15

17

19

V -

Fig. 8. Harmonic voltages (phase LI) in bus 8

57

ETEP
6 Conclusions
A new harmonic analysis method has been described. It uses time-domain simulation for the non-linear part of the network while the linear part of the network is modelled as an harmonic equivalent.Newton algorithm has been used to reach convergence. This method allows the study of complex networks without the
computation times required by EMTP and other timesimulation programs. This method has been implemented in a computer program called HYESRIS. Numerical
results have been compared with EMTP.

7 List of Symbols, Sub- and Superscripts

In the same figure, if valves 4,5 and 6 are conducting, the relationships between the line voltages and the
loop currents 11,12, I3 are:

2,= j 2 0 4 ,
Z2=Z3=R+jko(24+4),
Z I 2= Z I 3= Z,, = Z31= j o 4 ,
2, = Z32= R + j w ( 2 4 + Ld)Inverting the matrix:

7.1 Symbols
vector of harmonic currents of order k
= [ILI(~)I ~ 2 ( k )Iu(k)I)
I L I L ~ L harmonic
~ ( ~ ) phase currents of order k
vector of instantaneous phase currents at
i(t)
time instant t ( i ( t )= [ iLl(k) i ~ ~ ( iU(k)lT)
k)
vector of harmonic current sources coming
from the linear part of the system
number of samples per period
sample from where the interval q begins
harmonic of order r of the evolution with
time of the harmonic admittance of order m
of a non-linear system in its steady state
number of intervals in a period in with unchanged topology of the non-linear system
fundamental period
vector of harmonic phase volta es of order k
%
( W k ) = [ ULl(k) UL2W UL3(k>l 1
sub-matrix of the sensitivities between the
real part of the phase current harmonic k
with respect to the imaginary part of the
phase voltage harmonic m
harmonic admittance matrix of order m

Z(k)

If we consider that

the relationship between the line currents and the phase

currents is:

7.2 Sub- and Superscripts

i

k, I, m
n
4
R, I

iteration
harmonic order
time instant
interval inside a period of a piecewise linear
system
real and imaginary part of complex number
transpose

Appendix 1: Example of Harmonic Admittance

Matrix for a Converter
In a converter such as that shown in Fig. 4, when
valves 1and 2 are conducting, the matrix that relatesharmonic phase currents with harmonic voltage sources in
steady state is:

58

Appendix 2: Sensitivities in Real and Imaginary

Parts
Instantaneous currents and voltages are real variables, with periodic values after N samples, so their harmonic values have the following property:
Z ( k ) = Z*(N-k),

(AW

U ( k )= U(N-k),

(Alb)

where the asterisk (*) denotes the complex conjugate.

Therefore, there are only 1 + ( N - 1)/2 independentharmonics. For one singIe-phasenon-linear load, the sensitivity matrix P has ( 2 N - 1)x ( 2 N - 1) complex terms,
where N is the number of harmonics considered (1 is
subtractedbecause of LX).
However, if the sensitivities
of currents with respect to real and imaginary parts of
voltages are found, the matrix W would have (2N - 1)

ETEP Vol. 6, No. I, JanuaryEebruary 1996

E TEP
x ( 2 N - 1) real terms,'halvingthe memory requirements.
In order to find these exmessions. let us write harmonic
currents in real and imaginary pa& namely:

References
:
analysis of non[I1 Aprille, Z J.; Trick, T. 14.Steady-state
linear circuits with periodic inputs. Proc.IEEE60 (1972)
no. 1, pp. 108- 114
Rajagopalan, V : Computer-Aided Analysis of

Power Electronic Systems. New York/USA: M.

Dekker, 1987
+
(ZR(k) sin (21cf0r)+jZ1(k) cos(27tf0r)).
[31 Grotzbach, M.; von Lutz, R.: Evaluation of Converter
k=l
Harmonics in Power Systems by a Direct and AnalyticalTherefore, the relationships between real and comly Based State Variable Approach. EPE, Brussels/
Belgium 1985, Proc. vol. 1, pp. 2.153-2.158
plex currents are:
[41 Usaola,1.;Mayordorno, J . G.: Fast Steady-State TechzR(k) = j(Z(k) ~ * ( k ) ) ,
(Am
nique for Harmonic Analysis. IV. Int. Conf. on Harmonics in Power Syst., BudapestIHungaria 1990,
Z'(k) = Z ( k ) + Z*(k),
(A2b)
Proc. pp. 336-342
ZR(0) = 2Z(O).
(A2c) [5l Yacamini, R.; de Oliveira, J.C.: Harmonics in Multiple
Converter Systems: a Generalized Approach. Proc. IEE
The same equations could be easily found for the
127(1980)no.2,pp.96-106
voltages. Now, to find the expressions of the new sen- [6] Xia. D.; Heydt, G. T: Harmonic Power Flow Studies. P.
sitivities, the current must be arranged in the followI a. 11. IEEE Trans. on Power Appar. a. Syst. PAS. PAS101 (1982) no. 6, pp. I 257- 1270
ing way:
(71 Christoforidis, G. P.; Meliopoulos, A. P.: Effects of Modelling on the Accuracy of Harmonic Analysis. IEEE
~ ( k=) Z R +jz'(k) = ~ ( k )pk
Trans. on Power Delivery PWRD-5 (1990) no. 3,
pp. 1598- 1 607
Mayordomo, J. G.: Pire: Coyto. A.: Computer Program
for Analyzing Converter Harmonics in Power Systems.
Application to Static VAR Compensation Analysis.
if we make
IEEE Int. Workshop on Control Syst. in New Energy
AppI., MadridSpain 1987, Proc. pp. 115- 124
Xia,
D.; Shen, 2;Liao. Q.: Solution of non charac(A4) [91
teristic harmonics caused by multiple factor in
HVDC transmission systems. 111. Int. Conf. on Harmonics in Power Systems, NashvilleAJSA 1988,
P...(...I = PR( ...)+ jqf,(...I,
(A51
Proc. DD. 222-228
[ 101 Dommel. H. W : Electromagnetic Transients Program
using eq. ( A l ) and equalling real and imaginary parts of
Reference Manual (EMTP Theory Book). Portland,
eq. (A3), the sensitivities remain as follows:
OregonNSA: Bonneville Power Adm., 1986
[ 1 I ] Kundert, K.S.;Sangiovanni-Vincentelli,A.: Simulation
of Nonlinear Circuits in the Frequency Domain. IEEE
Trans. on Computer-Aided Design CAD-5 (1986) no. 4,
pp. 521-535
[ 121 Semlyen, A.; Acha, E.; Arrillaga, J.: Newton-type Algorithms for the Harmonic Phasor Analysis of Nonlinear Power Circuits in Periodical Steady-State with Special Reference to Magnetic Non-linearities. IEEE
Trans. on Power Delivery PWRD-7 (1992) no. 3,
pp. 1090- 1098
1131 Brigham, 0.: The Fast Fourier Transform and its
Applications. Englewood Cliffs, NJNSA: PrenticeHall, 1988
[ 141 Usaola, J.: Steady-State of Power Systems with Nonlinear Elements with an Hybrid Algorithm in the Time and
Frequency Domains (in Spanish). Ph.D. Thesis, ETS
de 11. Madridspain, 1990
[I51 Medina. A.; Arrillaga, J.: Generalised Modelling of
Power.Transformers in the Harmonic Domain. IEEE
Trans. on Power Delivery PWRD-7 (1992) no. 3,
pp. 1458-1465
[16] Valcdrcel, M.; Mayordorno, J. G.: Harmonic Power
Flow for Unbalanced Systems. IEEE Trans. on Power
Delivery PWRD-8 (1993)no. 4, pp. 2052-2059
[ 171 Carpinelii. G.; Gagliardi, E ; Russo, M.; Sturchio, A.:
Steady-State Mathematical Models of Battery Storage
Plants with Line-commutated Converters. V. Int. Conf.
on Harmonics in Power Syst.. Atlanta/USA 1992,
ROC.
pp. 24 I - 250
(N-1112

+ (o)u(o)

the
Manuscript received on April 11. I994

ETEP Vol. 6, No. I, JanuaryFebruary 1996

59

ETEP
The Authors
Julio Usaola (1961) received his B.S.
degree and his Ph.D. degree in Electrical Engineering from E.T.S. de Ingenieros Industrides de MadridSpain in
1986and 1990,respectively.In 1988he
joined the Department of Electrical Engineering in E.T.S. de IngenikrosIndustriales de Madrid, supported by a grant
of the Spanish Ministq of Education,
where he remained until 1994. He is
presently a Lechuer in the Department
of Engineering in the Universidad Carlos III de Madrid. His research interests include circuit theory and harmonic analysis in
power systems. (Universidad Carlos 111de Madrid, Escuela Politecnica Superior, Butarque 15, E-28911 Legants (Madrid)/
Spain, T +34 116249404, Fax +34 116249465)

60

Julio G. Mayordomo (1956) received

his B.S. degree and his Ph.D. degree
in Electrical Engineering from E.T.S.
de Ingenieros Industriales de Madrid/
Spain in 1980 and 1986, respectively.
In 1980 he joined the Department of
Electrical Engineering where he is
presently Lecturer of Electrical Engineering. His research interests include
transient phenomena in networks and
harmonic analysis in power systems.
(E.T.S.I.I., Dpto. Ingenieria Eltctrica. Jost Gutitrrez
Abascal 2, E-28006 Madridspain, T + 34 1 13 36 3 1 74,
Fax +34 113 363008)

ETEP Vol. 6, No. 1, JanuuylFebruary 1996