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Published in IET Generation, Transmission & Distribution

Received on 12th February 2009
Revised on 5th November 2009
doi: 10.1049/iet-gtd.2009.0071

ISSN 1751-8687

Voltage stability analysis based on probabilistic

power flow and maximum entropy
J.F. Zhang1 C.T. Tse1 W. Wang2 C.Y. Chung1
1
Department of Electrical Engineering, The Hong Kong Polytechnic University, Hong Kong, People’s Republic of China
2
Department of Electrical Engineering, Zhengzhou University, Zhengzhou, Henan, People’s Republic of China
E-mail: eejfzhang@gmail.com

Abstract: Methods of determination of voltage stability margin index had been well established. This study adopts
a new method to determine the probabilistic distribution of margin index taking into account the random
variations of bus loads. First, the probabilistic technique and the Jacobian method are combined to determine
the probabilistic characteristics of stability margins and nodal voltages at the maximum load points. Then,
according to these probabilistic characteristics, maximum entropy method is adopted to determine the
probabilistic distribution of stability margin. Last, the proposed method is investigated on two test systems
with random active and reactive loads. Monte Carlo simulations are used as a reference solution to evaluate
the accuracy of the proposed method.

1 Introduction of combined cumulants and Gram – Charlier series has been

There is an increasing concern about modern power system
voltage stability particularly after some blackouts because of
voltage instability or collapse in different countries [1, 2].
Several methods based on different models for voltage
stability analysis have been presented. Static voltage stability
analysis based on power flow attracts researchers for its
simple and fast calculation. It regards the maximum load
point as the critical point, or the so-called saddle-node
bifurcation. Static voltage stability analysis can provide
margin index for power system operators. Stability margin
is the distance between the current operating point and the
maximum load point. Stability margin is a useful index
because it indicates how close the power system is to
voltage collapse.
Deterministic voltage stability analysis requires specific
value for loads. In practice, the loads vary from time to
time. It is impossible to carry out conventional voltage
stability study for every possible or probable combination of
bus loads because of the extremely large computational
effort required. Probabilistic methodology may be most
suitable to analyse the system uncertainties. Probabilistic
analysis considering the uncertainties in loads, generation
or network has been performed in literatures. The method
used in probabilistic power flow to determine the major
investment on improving transmission system inadequacy
[3]. Probabilistic eigenvalue analysis considering multi-
operating conditions has been used to analyse and design
robust power system stabiliser (PSS) to improve the angular
stability of power system [4, 5]. The results of the
probabilistic load flow have been used to assess voltage
instability [6]. A new nodal loading model, called the
hyper-cone model whose thickness represents the
uncertainty of future loading, has been proposed for voltage
stability assessment of electric power system, and the
formulation of worst cases based on this model, as well as
related numerical methods, has been described in [7].
Sobierajski used the P – Q curve to estimate the probability
of the critical voltage violation under the assumption that
active and reactive power at a given load bus are uniformly
distributed [8]. Schellenberg proposed a cumulant-based
method to solve a maximum loading problem incorporating
a constraint on the maximum variance of the loading
parameter [9]. This method takes advantage of some
properties regarding saddle-node bifurcations to create a
linear mapping relationship between random bus loading
variables and all other system variables so that the cumulants
of system variables are evaluated and the probabilistic density
function (PDF) of stability margin is obtained.

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This paper combines the probabilistic technique and the
Jacobian approach to determine the probabilistic
characteristics of stability margin and nodal voltages at the
maximum load points, and then applies the maximum
entropy technique to study the distribution of stability
margin considering the load variations. Entropy, a
conception in information theory, is a measure of
uncertainty. An entropy application is to deal with problems
involving the determination of unknown distributions but
with available information such as expected values or other
statistical functions [10, 11]. Like the cumulant method,
maximum entropy method is a general method and is not
restricted to a special distribution. With the moments of
random variable of stability margin obtained in terms of
probabilistic Jacobian approach, the distribution can be
determined with maximum entropy.
This paper is arranged as follows. In Section 2, three
prevailed methods to obtain static voltage stability margin
are first revealed. Probabilistic voltage stability margin and
its calculation are proposed in Section 3. The method of
maximum entropy is introduced in Section 4. The
proposed probabilistic method is investigated on two test
systems and the results are compared with Monte Carlo in
Section 5. Section 6 gives conclusions.
2 Static voltage stability analyses
Static voltage stability analysis still attracts researchers’ attention
for its simple calculation and intuition. This analysis regards
the maximum load point as the critical point. The distance
between the current operating point and the maximum load
point is called voltage stability margin. Methods to determine
the maximum load, such as continuation power flow [12,
13], non-linear programming method [14, 15] and Jacobian
method [16, 17], have been used to obtain the saddle-node
bifurcation and stability margin. The pros and cons of these
methods are discussed as below.
2.1 Continuation power flow
The model is described as follows
f (V )  lB  S0 ¼ 0
(1)
l0  l  lcritical
where V is the vector of nodal voltages, B describes load
increases and S0 is the normal injection power vector
(including active and reactive power). l is the load factor.
l ¼ 0 corresponds to normal load level and l ¼ lcritical
corresponds to critical load level.
To access the critical point and stability margin, the iterative
calculation starts from a known solution, and the predictor and
corrector technique is used to obtain the subsequent solution at
different load levels. As the Jacobian matrix of power flow
equations is singular at the maximum load point, it is difficult
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to obtain the solution of power flow near the critical point.
The difficulty is overcome by introducing other parameter
and equation [12, 13]. This makes the power flow Jacobian
non-singular at the voltage collapse point.
Although the continuation power flow method can obtain
the critical point and stability margin without the calculation
difficulty near the critical point, this method only obtains an
approximate solution and is time consuming.
2.2 Non-linear programming method
The voltage collapse point is the maximum load point.
Calculating the maximum load is represented as a static non-
linear programming problem. The objective function is to find
the maximum load factor with the constraints of power flow
equations and other inequalities. The problem is presented as
max l
s:t: f (V )  lB  S0 ¼ 0 (2)
g  h(V )  l
The equalities are the ac power flow equations at different load
level. The inequality constrains contain any variable limitations
as well as reactive power limits of generators. The merit of this
method is that some constrains can be considered easily.
2.3 Jacobian method at critical point
A salient characteristic of the critical point is that the
Jacobian matrix J of power flow equations is singular; J has
a zero eigenvalue but the corresponding eigenvectors (left
and right) are non-zero.
Based on this property, the exact critical point of power
system is directly obtained by solving the extended power
flow equations as follows
f (V )  lB  S0 ¼ 0 (3a)
J TV w ¼ 0 (3b)
wT w  1 ¼ 0 (3c)
where w is the left eigenvector of JV with respect to zero
eigenvalue and T stands for transpose. Equation (3a)
describes the power flow and (3b) and (3c) ensure the JV is
singular at the critical point. This method, also called point
of collapse method, is a particular case of non-linear
programming method.
3 Stability margin assessment by
probabilistic approach
There are always uncertainties in power systems, such as the
variations of loads and the generators outputs. In this paper,
loads are regarded as random variables. Based on the Jacobian
approach mentioned in Section 2.3, the nodal voltages, the
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left eigenvectors and hence stability margin are also random The expectation of (5) is expressed as (6)
variables.

For the sake of convenience, the Jacobian approach method F 1 (V 1 V 1 ,..., V 1 V n ,..., V n V 1 ,..., V n V n )
is combined with probabilistic method to determine the þ F 1 (DV1 DV1 ,..., DV1 DVn ,..., DVn DV 1 ,..., DVn DV n )
characteristics of stability margin. If the voltages in (3) are
expressed with rectangular coordinates, every expression is  l B  S 0 ¼ 0 (6a)
the second-order function of nodal voltage and left
eigenvector. Equation (3) can be represented as
F 2 (V 1 w
 1 ,..., V 1 w
 n ,..., V n w
 1 ,..., V n w
 n)
F 1 (V1 V1 , ... , V1 Vn , ... , Vn V1 , ..., Vn Vn )  lB  S0 ¼ 0 (4a)
þ F 2 (DV1 Dw1 ,..., DV1 Dwn ,..., DVn Dw1 ,..., DVn Dwn )
¼0 (6b)
F 2 (V1 w1 , ... , V1 wn , ... , Vn w1 , ... , Vn wn ) ¼ 0 (4b)

F 3 (w  1 ,..., w
 1w  n ) þ F 3 (Dw1 Dw1 ,..., Dwn Dwn )  1
 nw
F 3 (w1 w1 , ..., wn wn )  1 ¼ 0 (4c)
¼0 (6c)

where Vi and wi , for i ¼ 1 to n, respectively, stand for the

elements of voltage vector and left eigenvector. S0 is As DVi DVj ¼ CVi Vj , DVi Dwj ¼ CVi wj , Dwi Dwj ¼ Cwi wj , (6)
composed of initial injections of active and reactive power can also be represented with covariance of random
PGj0 2 PLj0 and QGj0 2 QLj0 for j ¼ 1 to N. In this study, variances of nodal voltages and left eigenvector. With the
PLj0 and QLj0 are active and reactive power of load at bus j covariances, the means of nodal voltages, stability margin
and are random variables. PGj0 and QGj0 are active and and left eigenvector at critical point can be obtained by
reactive power of generator at bus j and are not random solving (6) with Newton – Raphson method.
variables. S0 is random vector. B describes load increase. In
this paper, B is expectation of S0 , that is B is composed Omitting the second-order terms of (5) and (6), the
by injections of active and reactive powers PGj0  P Lj0 and linearised relationships among nodal voltage V, stability
QGj0  QLj0 for j ¼ 1 to N. l stands for stability margin. At margin l, left eigenvector w and the nodal load S0 are
the critical point, the load at bus j can be represented by shown as
PLj ¼ PLj0 þ lP Lj0 and QLj ¼ QLj0 þ lQLj0 .
2 3 2 3
If (4) is expanded at the means of nodal voltages, stability DV DS0
margin, the left eigenvector and nodal injection J 4 Dw 5 ¼ 4 0 5 (7)
Dl 0

F 1 (V 1 V 1 ,..., V 1 V n ,..., V n V 1 ,..., V n V n )

where
þ F 1 (DV1 V 1 ,..., DV1 V n ,..., DVn V 1 ,..., DVn V n )
þ F 1 (V 1 DV1 ,..., V n DV1 ,..., V 1 DVn ,..., V n DVn ) 2  3
@F 1 
þ F 1 (DV1 DV1 ,..., DV1 DVn ,..., DVn DV1 ,..., DVn DVn ) 6 @V   0 B 7
6 V ¼V 7
6 @F  
@F 2  7
 lB  DlB  S0  DS0 ¼ 0 (5a) 6 2 0 7
J ¼6 7
6 @V V ¼V @w w¼w 7
6  7
4 @F 3  5
F 2 (V 1 w
 1 ,..., V 1 w n ,..., V n w
 1 ,..., V n w 0 0
 n) @w w¼w
þ F 2 (DV1 w  1 ,..., DV1 w  n ,..., DVn w  1 ,..., DVn w
 n)
þ F 2 (V 1 Dw1 ,..., V 1 Dwn ,..., V n Dw1 ,..., V n Dwn ) The deviations from the means of random variables nodal
þ F 2 (DV1 Dw1 ,..., DV1 Dwn ,..., DVn Dw1 ,..., DVn Dwn ) voltage, left eigenvector and stability margin is obtained by
rearranging (7) as
¼0 (5b)
2 3 2 3
DV DS0
F 3 (w  1 ,..., w
 1w  n)
 nw 4 Dw 5 ¼ J 1 4 0 5 (8)
þ F 3 (w
 1 Dw1 ,..., w n Dwn ) Dl 0
þ F 3 (Dw1 w 1 ,..., Dwn w n)
þ F 3 (Dw1 Dw1 ,..., Dwn Dwn )  1 ¼ 0 (5c) The covariances of random variables nodal voltage, left

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eigenvector and stability margin are obtained as 4 Maximum entropy method

2 3 Entropy is a measure to tackle uncertainty. The entropy of a
C VV C Vw CV l PDF p(x) is defined as [11]
6 7
C ¼ 4 C wV C ww C wl 5 ð
C lV C lw C ll H ¼  p(x) ln p(x) dx (11)
02 3 1
DS0
B6 7   C
¼ J 1 E @4 0 5 DST0 0 0 A(J 1 )T An application of entropy is to determine an unknown
0 distribution based on the principle of maximum entropy,
2 3 provided that expected values and its other statistical
C S0 S0 0 0 functions are given. The solution by maximum entropy, in
6 7
¼ J 1 4 0 0 0 5(J 1 )T (9) its general form [18], is
0 0 0 ð
max H ¼  p(x) ln p(x) dx
T ð
The nth moment for [ DV Dw Dl] is computed
from (8). As a result, the nth moment for s:t: E{wn (x)} ¼ wn (x)p(x) dx ¼ mn , n ¼ 0, . . . , N
[V w l]T can be obtained using following equation
(12)
X
n1
r where m0 ¼ 1,w0(x) ¼ 1 and wn(x),n ¼ 1, . . . , N are N
E(X n ) ¼ (X )n þ (DX )n þ Cnr X (DX )nr (10)
r¼1
known functions, and mn , n ¼ 1, . . . , N are N given
expectation data. The classical solution of this problem is
given by
The probabilistic characteristics of critical points can be
described by probabilistic characteristics of stability margins " #
X
N
and nodal voltages. The procedure of probabilistic critical p(x) ¼ exp  ln wn (x) (13)
points calculation is as follows. n¼0

Step 1: Calculate the probabilistic power flow at a load level, The N þ 1 Lagrange parameters l ¼ [l0 , . . . , lN ] are
and obtain the initial voltages and covariances of voltages CV. obtained by solving the following N þ 1 non-linear equations
ð " #
Step 2: Calculate the eigenvalues and eigenvectors of Jacobian X
N

matrix of power flow equation. The left eigenvector
corresponding to minimum real eigenvalue is the initial left
eigenvector.
Step 3: Compute the mismatches in (6); if the mismatches
meet the error requirement, go to step 6, otherwise continue.
Step 4: Form the Jacobian matrix J of extended power flow (6)
with respect to means of nodal voltage, stability margin and
left eigenvector.
Step 5: Calculate the correction of means of nodal voltage,
stability margin and left eigenvector and correct them; go
to step 3.
Step 6: Calculate the covariances of nodal voltage, left
eigenvector and stability margin according to (9). Substitute
the covariances in (6), and calculate the mismatches. If the
mismatches meet the error requirement, stop, otherwise go
to step 4.
wn (x)exp  ln wn (x) dx ¼ mn , n ¼ 0, .. ., N (14)
n¼0
For illustration, the maximum entropy is applied to a simple
exponential distribution with a PDF of
f (x) ¼ lelx (15)
where x  0, l . 0. If l ¼ 4, 0  x  4.
With the PDF, expectations of random variable functions,
for example the geometrical moments, can be calculated as
listed in Table 1. The objective is to determine the
distribution of random variable only with known function
wn(x), n ¼ 0, . . . , 4 and expectations of random variable
functions Efwn(x)g ¼ mn in Table 1. By solving the five
non-linear equations in (14), the five Lagrange parameters
l ¼ [l0 , l1 , l2 , l3 , l4] in (13) are obtained. The PDF of
Table 1 Functions and their expectation of random variable

n 0 1 2 3 4
Consequently, the means and covariances of both nodal
2 3
voltages and stability margin can be determined from the wn(x) 1 x x x x4
probabilistic computation. The other moments of stability
mn 1 0.25 0.125 0.09374 0.09371
margin can be obtained in terms of (10).

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exponential curve almost coincide, and accurate result can

be obtained when N ¼ 4. This shows that maximum
entropy method can determine any unknown distribution if
enough available information of random variables is known.

In this paper, according to (10), the moments of

stability margin and nodal voltage can be computed.
Therefore wn(x) ¼ x n, and mn for n ¼ 1, . . . , 4 are available
information to determine the distribution stability margin.

Figure 1 PDF of exponential distribution 5 Applications of probabilistic

random variable x is (13) with five known Lagrange
parameters l ¼ [l0 , l1 , l2 , l3 , l4 ].
The PDF obtained by maximum entropy is then compared
with known PDF of exponential distribution in Fig. 1. Note
that for this simple case, the derived curve and the actual
approach and maximum entropy
The proposed method is investigated on two test systems: the 39-
bus system and the 57-bus system. Normal distribution is one of
the most common random distributions. All real and reactive
loads in this study are treated as Gaussian random variables.
The loads are independent random variables with means at the

Table 2 Stability margin for the 39-bus system

sL Probabilistic method Monte Carlo Difference (%)

23 23
Mean Variance (10 ) ISM index of 99% Mean Variance (10 ) Mean Variance
(a) 0.025m 1.3513 0.2248 1.3163 1.3510 0.2252 0.0222 0.1776
(b) 0.05m 1.3500 0.8993 1.2801 1.3495 0.9036 0.0371 0.4759
(c) 0.075m 1.3480 2.0238 1.2431 1.3472 2.0428 0.0594 0.9301
(d) 0.1m 1.3450 3.5989 1.2052 1.3436 3.7263 0.1042 3.4189

Figure 2 Probabilistic distributions of stability margin with different sL of the 39-bus system
a sL ¼ 0.025m
b sL ¼ 0.05m
c sL ¼ 0.075m
d sL ¼ 0.1m

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Table 3 Stability margin for the 57-bus system

sL Probabilistic method Monte Carlo Difference (%)

23 23
Mean Variance (10 ) ISM index of 99% Mean Variance (10 ) Mean Variance
(a) 0.025m 0.80157 0.3769 0.7872 0.80158 0.3769 0.0012 0.0000
(b) 0.05m 0.80140 1.5074 0.7727 0.80142 1.5074 0.0025 0.0000
(c) 0.075m 0.80112 3.3916 0.7582 0.80116 3.3914 0.0050 0.0059
(d) 0.1m 0.80073 6.0293 0.7435 0.80078 6.0053 0.0061 0.3996

normal bus loading, denoted by m, from the original system. The
variance of each load has been chosen such that 99% confidence
in within +10% from the normal loading value [9]. The load
standard deviation sL ¼ 0.04m has been used for probabilistic
transient stability analysis in [19]. In order to study the effect
of uncertainty of load on stability margin, different standard
deviations of loads from 0.025m to 0.1m are, respectively,
analysed. For simplicity, there are no limitations for reactive
power of generation or bus voltage levels considered. All the
loads are constant power models. The probabilistic stability
margin and its distribution are determined by applying
probabilistic Jacobian method (Section 3) and maximum
entropy (Section 4). Monte Carlo simulations, consisting of
1000 samples, are used to validate the proposed method.
5.1 Case study on the 39-bus system [20]
With different variance of loads, the means and variances of
stability margins are calculated from (6) and (9) using
probabilistic Jacobian method as listed in Table 2. From
Table 2, it is observed that although the mean of stability
margin has insignificant changes, the variance of stability
margin increases with load standard deviation sL (from
0.025m to 0.1m) as expected. Based on the moments, the
PDFs obtained by the maximum entropy approach are
plotted in Fig. 2. In Table 2, a stability margin index ISM
of, say, 99% confidence is introduced. For example,
ISM ¼ 1.3163 in (a) implies that if the system load is
increased by 1.3163B (B is the load expectation in (4)),
99% of scenarios will not experience voltage collapse (i.e.
99% of area under the PDF in Fig. 2a has a margin greater
than 1.3163) for a system load standard deviation
sL ¼ 0.025m. Of course, if the load variance increases, ISM
will be reduced.
To validate the probabilistic point of collapse method, the
mean and variance are compared with those obtained by

Figure 3 Probabilistic distributions of stability margin with different sL of the 57-bus system
a sL ¼ 0.025m
b sL ¼ 0.05m
c sL ¼ 0.075m
d sL ¼ 0.1m

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Monte Carlo method based on 1000 deterministic loadflows
(Section 2.3) as listed in Table 2. Results show that their
differences in the mean computation are very small, and the
difference in variance is only noticeable with high load
uncertainty.
To validate the maximum entropy method, the kernel
smoothing density estimation is used to obtain the actual
distribution of stability margin (in Fig. 2) from 1000
stability margin samples. From the curve obtained Monte
Carlo, it can be seen that the stability margin is not normal
distribution. The probabilistic distributions of the stability
margins obtained by the two approaches are compared with
different sL shown in Fig. 2 and the results show that their
differences are acceptably small.
5.2 Case study on the 57-bus system [21]
The 57-bus system includes four generating units and three
synchronous condensers. The means and variances of
stability margin with different sL are listed in Table 3 and
the probabilistic distributions are shown in Fig. 3. As
expected, the so-called stability margin index ISM will be
reduced with increase of load standard deviation sL (i.e.
with increase of system uncertainty). The computation
results are then compared with Monte Carlo simulation
and the difference between two methods are quite small.
6 Conclusion
Methods of voltage stability margin index calculation had been
well established, but these methods are based on deterministic
system load flows. This paper proposes a new probabilistic
approach to evaluate this important margin index by taking
into account the uncertainty of system loads. With the
assumption that all loads are independent Gauss distributions,
the prevailed Jacobian method to evaluate stability margin is
modified such that the moments of stability margin and critical
nodal voltage can be obtained. Maximum entropy technique is
then applied to determine the distribution of the stability
margin. As expected, the stability margin will be reduced with
higher load uncertainty, implying that the stability margins
obtained based on traditional deterministic loadflows are too
‘optimistic’. The proposed approach is tested on two test
systems. To validate the proposed probabilistic algorithm, the
distributions of the stability margin are compared with Monte
Carlo technique (by 1000 computation simulations using
deterministic method) and the computation results are found
to be quite close. As a conclusion, the proposed probabilistic
approach (based on single computer run) is very effective and
pragmatic to compute the voltage stability margin under
system uncertainties.
7 Acknowledgments
This work is supported by Research Grants Council of Hong
Kong under project PolyU 5212/03E and the Hong Kong
Polytechnic University.
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[21] http://www.ee.washington.edu/research/pstca/pf57/
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& The Institution of Engineering and Technology 2010