2005 IEEE/PES Transmission and Distribution

Conference & Exhibition: Asia and Pacific

Dalian, China

An Adaptive Variable Window Algorithm for

Transformer Differential Protection Relay
Yuan yubo[1.2] Lu yuping[2], Xu yang[l] L.L.Lai[3]
].Jiangsu Provincial Electric Power R&D Center, Nanjing 210036, China 2.Electrical Engineering
Department ofSoutheast University, Nanjing 210096, China, 3 Dept ofElectrical, Electronic and
Information Engineering, City University, U.K. EC] VOHB)
Abstract-- The large-scale transformer protection is one of
the most important devices in the protection system of
substation and the requiring operating time is limited to 20ms
or even less, i.e. A short data window orthogonal filter design
method was presented through solving linear matrix equation
after analyzing the physical concepts of sampling value phasor
in fault signal. It could filter integer or fractional harmonic and
guarantee cosine and sine filter possess the same amplitude
versus frequency response characteristics. Then the design
principle was put forward after analyzing the relationship
between frequency property and data window transient
responding performance. As an example, the design method was
used as the adaptive digital filters for the transformer
differential digital transformer differential protection device.
The simulation of the algorithm was put forward in the
MATLAB software platform. The dynamic test result of the
algorithm shows the design method has the good ability for the
transformer differential protection especial in transient
performance. If it has appropriate settings, it won't be
mal-operation on the condition of TA saturation or energizing
inrush. The digital transformer differential protection will be
improved greatly if this digital filter is used.

Index Terms-- phasor analysis, digital filter, short data

window;digital transformer differential protection
I.

INTRODUCTION

The extra-high voltage and large scale generator and

transformer unit power system requires protection devices
reliable and fast operation. The large-scale transformer
protection is one of the most important devices in the
protection system of substation and the requiring operating
time is limited to 20ms or even less, i.e. The time left is only
about 1015ms excluding the time delay of relays. So the
digital protection demands for a high requirement of
protective algorithm. In fact, the operating time of digital
protection depends on the length of data window for the
calculation of current and voltage after faults. Serious
harmonic pollution is produced by nonlinear equipment in
the power system, in particular, aperiodic components during
faults will result in the distortion of voltage and current
amplitude and they will have negative effects on digital
protection. Engineers have do a lot of measures to overcome
the shortage mentioned above. Unfortunately, there are also
some unexpected mal-operation events heard from the field.

0-7803-9114-4/05/$20.00 2005 IEEE.

The transformer protection relay was related on the hardware

and software of the protection device. The filter algorithm is
the most important module in the protection software. Its
stable and transient characteristic has the great influence on
the protection device while the transient response is not paid
more attention on now.
With the development of power system and protection
relay device, the full-wave Fourier algorithm is hard to
satisfy this requirement for a built-in data window delay time
which is called digital filter transient. In the field of digital
protection and control, the algorithm with short data window
is preferable [1,2]. Reference[3,4,5] presented the concept of
sampling vector and extended the full-wave Fourier
transform to short data window algorithm. Reference[6]
advanced the theory of general filter design and discussed the
fundamental solution forms of filter coefficients. Reference[7]
proposed the design method of short data window with the
harmony of amplitude and phase. . Papers [8,9] presented a
distance protection scheme based on adaptive data window
with better rapidness than the traditional ones. In general, the
published papers only analyzed and discussed the
characteristics under the stable state and neglected the
transient performance of digital filters for protection. It was
discovered that the transient characteristics of digital filters
greatly influenced the reliability of modem digital protection.
This paper analyzes the sampling phasor in detail,
proposes general design theory of fast filters based on phasor
analysis with short data window and applies it to digital
protection. A short data window orthogonal filter design
method was presented through solving linear matrix equation
after analyzing the physical concepts of sampling value
phasor in fault signal. It could filter integer or fractional
harmonic. Then the design principle was put forward after
analyzing the relationship between frequency property and
data window transient responding performance. The
orthogonal filters with the short data window can be applied
to the adaptive filtering algorithm with the variable data
window to achieve the better accuracy and speed. As an
example, the design method was used as the adaptive digital
filters for the transformer differential digital protection
device. The simulation of the algorithm was put forward in
the MATLAB software platform. The dynamic test result of

shows the system of digital protection with the sampling

period of N=12. In the following complex frame of phasor
with 12 sampling data, if x1 (n) is the phasor of the current
fundamental component, then x1 (n - k) is the phasor
corresponding to the k sampling data. So does the second
harmonic component.

the algorithm shows the design method has the good

performance for the transformer differential protection
especially in transient performance. If it has appropriate
settings, it won't be mal-operation on the condition of TA
saturation or energizing inrush. It is easy to be realized in the
protection hardware based on DSP platform and the
performance of the digital transformer differential protection
will be improved greatly with this digital filter.

X~2 (n -6)

xl(n-10)

PHASE ANALYSIS OF SAMPLING SEQUENCE

Suppose the fault current signal of power system is

2)

x(t) = x0

N12
+

E xi sin(iot + (i)

(-2

frame.
For s +harmonic
component, there are
complex
y(n)
k0x(n)
+ k1x(n-)
( -~23)(6
always a group of coefficients satisfying
ko.xi (n) + kj xi (n - 1) + k2 x~i (n - 2) = 0 (5)
So the filter can be designed like this
(6)
y(n) = kox(n) + kx(n -1) + k2yx(n- 2)
Thus sequence y(n) eliminates the specific harmonic
satisfying (6). Fig.3 illuminates phasor of how to eliminate

is the DC component, i is the index of harmonic

component, and Xi indicates the amplitude of i harmonic
component. 0 is the frequency of fundamental component,
T is the period of fundamental component.
Consider the sampling period is Ts and N = TITS .
Substitute t = nTs into the (1) then get
,

N12

2T

E xi sin(i N

n+

(oi )

the second harmonic component.

y(n ) (

(2)

Fig. 1 illustrates that the sampling data in the memory of a

signal for digital protection will be refreshed at intervals. And
then the data at the position of x(t) will be replaced with
the new data, i.e. the sequence of data window move forward
in the time axis at intervals. Every unit in the memory will be
regarded as a sequence changed with the time interval.
Sequence x(n) is just previous to Sequence x(n-1). So
the i harmonic component will be represented as a complex
expression:
51i(n)

j(

2(:

<(n21

xn-i)

x,(n-

r-------- -l

x(1)

x(2)

(n)
)

x(n-1)

x(n)

(n-i)

A1i

is
N'i
and it is known from Fourier analysis that any periodic
signal can be represented with all kinds of harmonic
components, consider DC component i = 0, then (2) can be
written as
N12

x~(n) =

E
i=O

N12

(n)

A2'Ti+(i

y(n) b(O)x(n) + b(I)x(n -1) +

=

M-1

b(M

I)x(n - m + 1),7

= E b(k)x(n - k)
k =O

Where M is the number of sampling data in the data

window and b(k) is the coefficient of the filter.
Digital filter is to eliminate the needless harmonic and to
reserve the needful harmonic. (7) can be written in phasor:

(4)

j(e TN+

x(n) = Im ag[x~(n)]

2\

III. III DESIGN OF FIR FILTERS BASED ON PHASOR

ANALYSIS
Digital protection demands for rapid responds and track
with the input signal of filter method. So the duration of data
window should be minimized. Finite impulse responds (FIR)
filter only has infinite data and it has little cumulative error
and no steady problem. So FIR is widely applied to digital
protection. The differential equation of FIR filter is as
follows:

Fig. 1 The movement of data window

Thephasorof xi(n) priorto

l
- 2)
g1 (n)ji xl ~~~~~(n

Through this filter, sequence y(n) has no the second

harmonic component and the output of fundamental
component is Y, (n=xl() -)e /
This method of filters is substantially a finite impulse
respond (FIR) filter, so the general design method of filters
with short data window can be deduced by the combination
of phasor analysis and FIR filters.

(3)

XM
x/(l)

1)

/t\

Fig 3 the phasor of filtering out second harmonic

in+q,)
N

xi e

1) + x(n - 2)

X2, (n)

i=

(5)

Fig 2 the figures of sample phasor for base wave and second harmonic
It is known that three phasors must be correlated in the

x0

'x
2 (n 1)

5)

xl(n)4(-6)+

(1)

i=l

x(nTs) = xo

(4)~~~~~~~~~~~~~7

II.

i=O

It is known from (4) that the n sampling data of i

harmonic component can be regarded as a phasor in the
complex reference frame. The rotating factor if i harmonic

Y(n) =

M-1
k=O

bk(n - k)(8

The output sequence can also be written in phasor.

Substitute (3) into (7) and change the order of sum
component and then we get

component is e N and the DC component does not rotate

in the complex frame due to i =0 For example, Fig.2
.

k=O

filtering matrix will only add the real part of coefficient. If

M=2L, it is concluded that matrix A is full order, and the
equation has no solution. When M=2L+1, the equation has a
group of solution. Reference [3,5] acquire the real and image
part of signal and the amplitude of signal by moving forward
of data window. But it is so complicated not to facilitate the
computer to realize it. This paper uses orthogonal phasor of
fundamental component and acquires the cosine and sine
parts of signal by adding restricting condition in the matrix.
For example, if there are a system with 12 sampling data
each period and 0, 2, 3, 4, 5, 6 harmonic component should
be filtered, the data window should have at least 11 sampling
data, at the same time, the amplitude and phase of the signal
should be calculated, then two orthogonal filters should be
designed and the width of data window should be plus 1 and
M=12.
IV THE RESTRICTION OF ORTHOGONAL FILTER
Digital filter designed by (15) could not calculate the
amplitude of signals. In fact, the amplitude of signals should
be calculated through the two orthogonal filters of which
output fundamental amplitudes are equal 1. Fig.3 illustrates
that an input signal passes through the two orthogonal filters
and the fundamental phasor YjCl is T / 2 prior to sj> .
Though the combination of jc> and Yj , the amplitude and
phase of fundamental component can be calculated. In
addition, the coefficients of these two filters are respectively
defined the cosine coefficient bc and the sine coefficient bs.

N12M-1

N12

M-1

Y(n) = E b, E xi (n - k) = E
i=O

i=O k=O

b,.xj (n - k)

(9)

The i harmonic component passes through the filter and

the output phasor is
M-1

(10)

C (n)p = 9bk) i (n - k)
k=o

Compare (9) and (10)

N12

y(n)=

y,i(n)

(11)

i=O

(11) actually makes use of linear superposition property, i.e.

the output y(n) is the superposition of all kinds of
harmonic component passing through filters. In order to filter
M-1

bkxi,(n= k) =
yi~~~~~~~~~~~~~~~~~~~~~~(n)
k=0

harmonic component, just satisfy

and then the output will not have the harmonic.

b(O)

[xi(n),

Substitute all of sampling data of

then we get

FxieAx 2Tn+(,]
N',xie A 2T(n-1)i+qp

x1e

[](12)

b(l)

xi (n -1), ..., xi (n - M + 1)]

b(M -1)

harmonic into (12),

b(0) 1

b(l)

2T(n-Al+l)i+(p,

AN

b,(n)
j~~~~~~~~~(n

1[0] (13)

Both sides of the equation are divided by e N

2__

A[ 0,]

2_

(-i)i]

b(1)

(-M +1)i]]! b()

Lbs(n)

,then:

In order to calculate the cosine and sine filtering

coefficient, the corresponding restriction condition of

amplitude and phase should be added to the filtering matrix
by the analysis of Fig.3(b). Suppose that the fundamental
output phasor ysj (n) of the cosine filter is 0 prior to the
input phasor xj (n) and the gain of the filter is 1, at the
same time, the fundamental output phasor cl (n) of the
sine filter is 9T /2- 0 lag to the input phasor xj (n). These
above constriction condition can be written as (16) and (17).

(-I)i]

sin[ -(0)i] sin[

sin[

(-AM +

y()
Fig.3 The design of orthogonal filter

14

[o] (14)

lb(M 1)
Split exponential coefficient into real and image parts. If
suppose
Fcos[- (o)] cos[ 2 (- )i] cos[ -(-AM + l)i]
A-

y~~~~~(ns n

4(n)

b(M- 1)

)i]I

the filter matrix, then b =[b(O), b(l), ..., b(M - l)]T

is the coefficients of filters. So solution b satisfying
Aib = 0 is the coefficients to filter i harmonic.
In addition, in order to filter I harmonic after filtering i
harmonic, restricted condition matrix Al of filtering /
harmonic
should be
added to the
matrix
A= ..AiT ...A' *- thenweget

M-1

Y,, (n) =

I b, (k)x*, (n - k)
k=O

M -1

Ysj (n)

A1bb

I b, (k)xlj (n
k=O

xl (n)e jo

(16)

k) = xl (n)e j(;T /2-0)

[cos 0 ,sin ]O A1bb = [sin 0, cosS]

(17)
Where A1 is the filtering matrix, so the total filtering
matrix A is

Ab= O
(15)
Through solving the (15), filtering coefficients b can be

A = --Ai ..Al

given.

..

And suppose

Where i and I are between ON/2.

The minimum data window of filters for digital protection
is as follows. First suppose L is the number of harmonic to be
filtered. And A is a matrix of 2L*M. If (15) has non-zero
solution, then M > 2L The filtering matrix will add 2 rows
when a harmonic component is filtered, i.e. the width M of
data window is plus 2. For DC and N12 harmonic component,
the coefficient of the corresponding image part in the filtering
matrix is equal to zero, which naturally satisfies (14). And the

V,

[0,

0,

* *.,

AlT

cos 0,

sin

f]T

'18)
sin 0, - cos ff it
The cosine and sine filter coefficients should satisfy

v = [,

0,

Abc = VC Abs = Vs

'19)

A is full rank matrix, so the no homogeneous (19) has

solution. The least width of data window both to

non-zero

response curve of Fig.5(b) is smoother. The curve of Fig.5(a)

responses more rapidly and fluctuates more widely and the
gain of high frequency is relatively larger. While the curve of
Fig.5(a) is smoother and the gain of high frequency is
relatively litter. During the whole dynamic process of faults,
some of data window are before faults and the others are after
faults, so this process is called filter transient. It is know
through theoretical analysis that the periodic extension of
data in the data window concludes plenty of harmonics and
results in the overshot in the amplitude frequency
characteristic curve. To obtain the better transient
performance of filters, the gain of high frequency needs to be
reduced and the reliability of digital protection will be

filter harmonics and to calculate the amplitude and phase is

2(L + 1). In addition, the least width of data window is
2(L + 2) considering the elimination of DC and
N /2 harmonic component. It is noticed that Fourier filter
method is only an example of digital filter with data window
when M = 12 in phasor analysis. The process of calculation
of the amplitude and phase of other harmonic components is
similar to that of fundamental component.
V SIMULATION EXAMPLES
The design method was used as the fast filter for large
transformer differential protection. It was a fundamental filter
for the digital transformer differential protection. The filters
could easily filter out the second harmonic. In general, digital
filter with short data window designed by phasor analysis can
filter any specific harmonic component, including integral
and fractural harmonics, i.e. the amplitude at the
corresponding frequency is zero in the amplitude frequency
characteristic curve. This characteristic can meet the filtering
requirements of steady periodic signals.
In practice, the requirements of filtering harmonics are
different and the design of filters should be based on the
specific protection. For example, the second harmonic should
be filtered to improve the sensitivity and reliability of the
second harmonic restraint when transformer differential
protection calculates the amplitude of fundamental
component. Fig.5(a) illustrates the amplitude and frequency
characteristic curve of the cosine and sine filters and the
amplitude response curve after faults when M = 8 and 0, 2
and 4 harmonics are filtered. While Fig.5(b) illustrates the
amplitude and frequency characteristic curve of the cosine
and sine filters with the least data window and the same
amplitude frequency characteristic and the amplitude
response curve after faults when M = 10 and 0, 2, 4 and 6
harmonics are filtered. JYc (f) and Ys (f)
are
respectively the amplitude frequency characteristic of the
cosine and sine filters. In addition, i,m is the calculation
amplitude of the fundamental component and i(t) is the
instantaneous current during the duration of faults and the
clearance of faults. It is shown that both of them can rapidly
and accurately calculate the amplitude of the fundamental
component when the faults are steady.
15

(yJ(f)I

improved.
The filter design method was used to build up the variable
window filters for differential protection. During the transient
procedure, the different filters were used to pick-up the
amplitude and angle of the current. The filter coefficient was
calculated by equation (19) according to the different
window length such 2,4,6,8,10,12 which have best transient
performance.

-40-

015

02

025

0.3

0.15

tls

02

025

0.3

0.15

0.2

0.25

0.1

0.15

0.2

0.25

0.1

0.15

0.2

0.25

idb/A 10

-0

0.L15

50.01

-10

0.125

0.2

idc/A

icL,-icH /A

0-2
-40

0.1

0.15

0.2

0.25

(a) The waveform of external fault

1
0

20

3dA0

outA

[
0 10

30

0 20

L
0
0.05

40

0.1

0.15

0.2

0.25

0.1

0.15

0.2

0.25

uB

_o.tBp5

10

30

40

2a0.50. )5

-20

0.05

0.15

02

025

0.3

025

0.3

Fig 6 shows the action of adaptive variable window

algorithm under the TA saturation caused by external fault
occurred. It can see from the fig that TA was saturated in
phase A and phase B. By using this algorithm the point
satisfied with the differential protection will not last for ever,
it will drop down when CT return to liner situation. If the full
wave Fourier algorithm was used in the differential relay, the
point satisfied with protection will last for a whole cycle. The

0.1

0.1

30

(b) the action of adaptive variable window algorithm

Fig 6 TA saturation while external fault occurred

0.05

-30

0.25

20

200

O01

0o

05

40~

0.05

0.2

ibL,-ibH /A 5

F n 20rsn c
-20L

0.15

10

20

0.1

100^

15

ida/A

iaL,-iaH /Am

0.05

01

0.15

02

tls

Fig frquncyrepone harctrisic an tme esons i f-ul dua-tion

Comparing the curves of Fig.5(a) and Fig.5(b), the dynamic

data-window", Proceedings of CSEE,2003,6,Vol(23)

[8] Sidhu, T.S. Ghotra, D.S. Sachdev, M.S. "An adaptive
distance relay and its performance comparison with a fixed
data window distance relay", IEEE Transactions on Power
Delivery, 691- 697,Volume: 17, Jul 2002
[9] Sidhu,T.S. Ghotra, D.S. Sachdev, M.S. "A fast distance
relay using adaptive data window filters", IEEE Power
Engineering Society Summer Meeting, 2000,1407-1412
vol.3,2000

trip signal will be initiated if the point last for a whole cycle.
This algorithm will distinguish the CT saturation condition.
The simulation indicated that the method is suitable for
differential protection to avoid mal-function when CT
saturated.
VI CONCLUSIONS
It is concluded through theoretical analysis and simulation
that the design of FIR orthogonal filters based on phasor
analysis with the least sampling points is substantially the
solution of a filtering matrix. The elimination of harmonics
and the calculation of fundamental amplitude can be
considered as restriction to add to the matrix. The dynamic
performance of transient data window should be fully
considered when designing filters. For instance, if the gain of
high frequency in the amplitude frequency characteristic is
relatively larger, the dynamic performance of filters is worse.
So the filters with the relatively little gain of high frequency
should be chosen. In fact, the amplitude can reflect the faults
only when the data window is full of the data after faults. The
accuracy, speed and dynamic performance have a close
relationship with the sampling frequency, the width of data
window and the choice of filtering coefficients. And the
detailed qualitative relationship is needed to make a further
research. However, the orthogonal filters with the short data
window can be applied to the adaptive filtering algorithm
with the changed data window to achieve the better accuracy
and speed. The design method was used as the adaptive
digital filters for the transformer differential digital protection
device. The dynamic test result of the algorithm shows the
design method has the good performance for the transformer
differential protection especially in transient performance. It
is easy to be realized in the protection hardware based on
DSP platform and the performance of the digital transformer
differential protection will be improved greatly with this
digital filter.

Yubo Yuan was born in Danyang, China, on Apr 29,1975.

He graduated from HoHai University in July 1997 and April
2000, and respectively received B.E. and M.E. Then he
received Ph.D degree at Southeast University and now is a
post doctor at Jiangsu Electric Co. His Current interesting
area is power system protective relay. His email address is
yuanyubo(gseumedumcn .

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and
magnitude-frequency
optional