A Thesis
Submitted to the Faculty
of
Drexel University
by
Anawach Sangswang
in partial fulfillment of the
requirements for the degree
of
Doctor of Philosophy
June 2003
ii
ACKNOWLEDGMENTS
It has been a privilege to work in the Center for Electric Power Engineering, Drexel
University. There are many people to thank. Before anyone else, I would like to thank my
advisor Dr. Chika Nwankpa for creative advice, research focus, and support throughout
my graduate study career. He taught me a considerable amount about power electronic
circuits and their associated stochastic perspective. It is what allowed me to complete my
work. The opportunities and learning experience he has given me are gratefully
appreciated.
Next, I thank the members of my thesis committee: Dr. Dagmar Niebur, Dr. Karen Miu,
Dr. Thomas Halpin, and Dr. Harry Kwatny for their help and guidance. I would also like
to thank Dr. Amadi Nwankpa for strong technical support.
I wish to thank all my fellow students in CEPE for an ideal atmosphere. Special thanks
go to Chris Dafis, Dr. Stephen Carullo, and Dr. Saffet Ayasun whose friendship made the
most difficult time more enjoyable. I learned something from each of them.
More importantly, I would like to thank my parents, sister and grandmother for giving me
unconditional love and support from the other side of the world.
iii
TABLE OF CONTENTS
LIST OF TABLES............................................................................................................. vi
LIST OF FIGURES.......................................................................................................... vii
ABSTRACT ...................................................................................................................... xi
1. INTRODUCTION...........................................................................................................1
1.1 Background ..........................................................................................................3
1.1.1 Deterministic Power Electronic Converter Models..................................3
1.1.2 Noises in Power Electronic Converters ....................................................7
1.1.3 Evolution of Stochastic Partial Differential Equations.............................9
1.2 Motivation ..........................................................................................................11
1.3 Organization of Thesis .......................................................................................14
2. AVERAGED MODELING OF SWITCHING POWER CONVERTERS................15
2.1 Pulse Width Modulation (PWM) Switching ......................................................15
2.2 Averaging Theory...............................................................................................19
2.2.1 Overview of Averaging Theory .............................................................20
2.2.2 Averaged Model of a DCDC Boost Converter .....................................21
2.2.3 Averaged Model of a Boost Converter with Feedback Controls ...........24
2.3 Threephase Inverter Modeling..........................................................................27
2.3.1 Sinusoidal PWM Switching ...................................................................28
2.3.2 Threephase Inverter Model ...................................................................32
2.4 Shortcomings of Deterministic Modeling Techniques.......................................38
3. EXPERIMENTAL STUDY OF RANDOM EFECTS ON A POWER
CONVERTER............................................................................................................40
3.1 Noise in Power Electronic Converter.................................................................40
3.1.1 Sources of Noise.....................................................................................41
3.1.2 Noise Model ...........................................................................................44
3.2 Experimental Verification..................................................................................46
iv
3.2.1 Experimental Details ..............................................................................48
3.2.2 Experimental Results..............................................................................49
3.3 Analysis of Experimental Results ......................................................................52
4. STOCHASTIC MODELING IN POWER ELECTRONICS.....................................55
4.1 Noise Modeling in Power Electronic Systems ...................................................55
4.2 White Noise Modeling in Power Electronic Converters ....................................57
4.2.1 Formulation of the Problem...................................................................58
4.2.2 Switching Time Uncertainty of a Boost Converter................................59
4.2.3. Load Uncertainty of a Boost Converter .................................................63
4.2.4 Switching Time Uncertainty of a Threephase Inverter.........................64
4.3 Colored Noise Modeling in Power Electronic Converters.................................69
4.3.1 Formulation of the Problem...................................................................69
4.3.2 Switching Time Uncertainty of a Boost Converter................................70
4.4 Error analysis on the Stochastic Model ..............................................................72
4.4.1 Monte Carlo Simulations ......................................................................72
4.4.2 Error Analysis ........................................................................................76
5. PERFORMANCE EVALUATION UNDER INFLUENCE OF RANDOM
NOISE ........................................................................................................................81
5.1 Dynamic Security Index ....................................................................................82
5.2 Dynamic Security Index of a Boost Converter due to White Noise ..................86
5.2.1 Energy Function of a Boost Converter....................................................86
5.2.2 Derivation of MFPT for Switching Time Uncertainty............................89
5.2.3 Numerical Examples of MFPT for Switching Time Uncertainty ..........95
5.2.4 Derivation of MFPT for Load Uncertainty ...........................................100
5.2.5 Numerical Examples of MFPT for Load Uncertainty...........................102
5.3 Dynamic Security Index of a Threephase Inverter due to White Noise ..........106
5.3.1 Derivation of MFPT..............................................................................106
5.3.2 Numerical Examples of MFPT .............................................................109
5.4 Dynamic Security Index of a Boost Converter due to Colored Noise ...............113
5.4.1 Derivation of MFPT..............................................................................113
5.4.2 Numerical Examples of MFPT .............................................................115
v
6. CONCLUSIONS AND FUTURE WORK...............................................................121
6.1 Conclusions ........................................................................................................121
6.2 Summary of Research Contributions .................................................................123
6.3 Future Research Directions ................................................................................123
LIST OF REFERENCES.................................................................................................125
APPENDIX A: EXPERIMENTAL AND MONTE CARLO SIMULATION
RESULTS..............................................................................................129
APPENDIX B: DETAILED DERIVATIONS OF (5.49) and (5.50)..............................138
APPENDIX C: DERIVATION OF
*
1
C ,
2
C , AND
*
3
C IN (5.61) ..................................146
APPENDIX D: DETAILED MFPT DERIVATION FOR A THREEPHASE
INVERTER...........................................................................................149
APPENDIX E: MFPT DERIVATION OF (5.74) ...........................................................163
VITA................................................................................................................................172
vi
LIST OF TABLES
3.1 Statistical Properties of Output Voltage at Different Load Levels............................50
3.2 Statistical Properties of Input Current at Different Load Levels...............................50
3.3 JarqueBera Test Results for Gaussian Distribution on Output Voltage...................53
3.4 JarqueBera Test Results for Gaussian Distribution on Input Current ......................54
3.5 KolmogorovSimrnov Test Results for Two Samples ..............................................54
4.1 Statistical Properties of Input Current at Different Load Levels...............................74
4.2 Statistical Properties of Output Voltage at Different Load Levels.............................74
4.3 3 JarqueBera Hypothesis Test Results of System States...........................................76
vii
LIST OF FIGURES
1.1 Existing disturbances in a power electronic system..................................................2
1.2 Classification of switching power electronic converter analysis...............................7
1.3 A block diagram of noise effect study in power electronic converter.....................13
2.1 Basic concept of PWM switching ...........................................................................16
2.2 A PWM switching signal.........................................................................................16
2.3 An openloop dcdc boost converter .......................................................................18
2.4 Switch on interval circuit topology .........................................................................18
2.5 Switch off interval circuit topology.........................................................................19
2.6 A voltagemode control boost converter .................................................................25
2.7 A currentmode control boost converter..................................................................26
2.8 Sinusoidal PWM switching concept........................................................................27
2.9 Sinusoidal PWM switching signal...........................................................................28
2.10 Threephase pulsewidth modulation ......................................................................29
2.11 Output voltage of a threephase inverter and its fundamental component ..............30
2.12 Harmonic spectrum of the linetoline output .........................................................31
2.13 Threephase inverter system ...................................................................................31
3.1 A model of noise measurement ...............................................................................46
3.2 Experimental setup for measurement of noise properties .......................................47
3.3 Power circuit of a boost converter...........................................................................49
3.4 Control circuit of a boost converter.........................................................................49
3.5 Histogram of input current at 9 load resistance ..................................................51
3.6 Histogram of output voltage at 9 load resistance ................................................51
4.1 A practical power electronic system........................................................................56
viii
4.2 An equivalent noisefree system of a practical system............................................56
4.3 Ideal switching signal .............................................................................................59
4.4 Switching signals with perturbation .......................................................................59
4.5 A currentmode controlled boost converter ............................................................60
4.6 Ideal switching waveform .......................................................................................65
4.7 Linear commutation model of the switch waveform ..............................................66
4.8 A histogram of input current from Monte Carlo simulation at 9 ........................75
4.9 A histogram of output voltage from Monte Carlo simulation at 9 ......................76
4.10 General block diagram of dcdc boost converter ....................................................77
4.11 Measurement error on input current at 9 .............................................................79
4.12 Measurement error on output voltage at 9 ..........................................................79
5.1 A deterministic trajectory in a dynamical system...................................................83
5.2 Stochastic trajectories in a dynamical system ........................................................83
5.3 An equivalent capacitor ..........................................................................................88
5.4 Variation of MFPT with noise intensity .................................................................96
5.5 Variation of critical energy with load resistance.....................................................97
5.6 Variation of MFPT with load resistance..................................................................98
5.7 Variation of critical energy with input voltage........................................................99
5.8 Variation of MFPT with input voltage ....................................................................99
5.9 Variation of MFPT with noise intensity................................................................102
5.10 Variation of critical energy with load resistance ..................................................103
5.11 Variation of MFPT with load resistance ...............................................................104
5.12 Variation of critical energy with input voltage......................................................105
5.13 Variation of MFPT with input voltage .................................................................105
ix
5.14 ln(MFPT) vs. load inductance increase ...............................................................110
5.15 Critical energy vs. load inductance increase ........................................................110
5.16 ln(MFPT) vs. load resistance increase .................................................................111
5.17 Critical energy vs. load inductance increase ........................................................112
5.18 Variation of MFPT due to noise bandwidth and intensity ....................................116
5.19 ln(MFPT) vs. noise bandwidth ............................................................................117
5.20 ln(MFPT) vs. noise intensity ...............................................................................117
5.21 Variation of MFPT vs. load resistance ................................................................118
5.22 Variation of MFPT vs. noise intensity at different noise power .........................119
A.1 A histogram of input current at 19
L
R = ..........................................................129
A.2 A histogram of output voltage at 19
L
R = ........................................................130
A.3 A histogram of input current at 30
L
R = ..........................................................130
A.4 A histogram of output voltage at 30
L
R = ........................................................131
A.5 A histogram of input current at 38
L
R = ..........................................................131
A.6 A histogram of output voltage at 38
L
R = ........................................................132
A.7 A histogram of input current at 50
L
R = ..........................................................132
A.8 A histogram of output voltage at 50
L
R = ........................................................133
A.9 A histogram of input current and measurement error at 19
L
R = ....................134
A.10 A histogram of output voltage and measurement error at 19
L
R = ..................134
A.11 A histogram of input current and measurement error at 30
L
R = ....................135
A.12 A histogram of output voltage and measurement error at 30
L
R = ..................135
A.13 A histogram of input current and measurement error at 38
L
R = ....................136
A.14 A histogram of output voltage and measurement error at 38
L
R = ..................136
x
A.15 A histogram of input current and measurement error at 50
L
R = ....................137
A.16 A histogram of output voltage and measurement error at 50
L
R = ..................137
xi
ABSTRACT
Uncertainty Modeling of Power Electronic Converter Dynamics
Anawach Sangswang
Chikaodinaka Nwankpa, Ph.D.
The presence of unavoidable disturbances has become an issue concerning power
electronic converter modeling and design. These disturbances result in system parameter
uncertainties, which may significantly alter predicted performance of a power converter.
In this thesis, power electronic converter performance is studied under the influence of
random noise. We experimentally verify existence of random noise and measure its
statistical properties on the operating characteristics of a switching power converter.
Available deterministic approaches do not provide insight into important effects of
random noise on dynamics of a power converter. To address this problem, we develop
converter models that include the effect of random noise on dynamics of practical
converters. We also develop a security index to quantify the converter performance. This
index is known as mean first passage time (MFPT). It represents the time for trajectories
represented by the converter model, to evolve from an operating point to the boundary of
domain of attraction.
1
1. INTRODUCTION
The field of power electronics has gone through rapid technological advancement in the
last four decades. Its applications are expanding in industrial, commercial, residential and
military environments. The important benefits of incorporating power electronic systems
into many engineering applications are energy conservation and reduced operating cost.
They have fulfilled the functional requirements successfully with high efficiency. There
are several striking features of power electronics, the foremost among them being the
extensive use of inductors and capacitors as intermittent energy storage. In many
applications of power electronics, an inductor may carry a high current at a high
frequency. The capacitors are also stressed where they usually operate at high frequency
with current surges passing through them periodically. These factors have made power
electronics an exciting and challenging field in which the scope of the applications is
growing at a fast pace. Unfortunately, the widespread use of power electronics is now one
of the sources of the increasing electrical pollutions (a form of harmonics or
electromagnetic noises) [1]. These devices draw distorted and often fluctuating current
that can disturb not only other utilities indirectly connected to the polluting device, but
also the device itself. They also generate highfrequency conducted and radiated noise
due to the sharp edges of the waveform characteristics of the switching power processors
employed in them. The miniaturization of power converters by higher switching
frequencies and high density packaging increases the importance of noise problems.
2
Power
processor
Controller
Power input Power output
Control signals
Reference
Measurement
i
v
i
i
o
i o
v
Parasitics
sensor
accuracy
EMI
Ambient temperature
Load fluctuations
Harmonics
Load
Figure: 1.1 Existing disturbances in a power electronic system
Like many engineering areas in the real world, all power electronic devices suffer from
both internal and external disturbances. The growing applications of power electronics
demand better performance, high functionality, and more reliable solutions, therefore
taking the noise problem into account has become critically important. As shown in Fig.
1.1, sources of disturbances can be categorized as: i) parasitics; ii) harmonics; iii) load
fluctuations; iv) electromagnetic interferences; v) sensor accuracy; and vi) ambient
temperature. While each source of noise can be analyzed separately as has been done in
the past [26], power converter designers should consider the system as a whole. A
systemwide perspective is important because there are dependencies between each
disturbance; the mitigation of one disturbance may have consequences on others. To fully
quantify the converter performance, effects of these disturbances must be reflected in the
system dynamics.
3
1.1 Background
In recent years, the field of power electronics has experienced intense developments in
semiconductor devices, circuit topologies, control methods and computeraided analyses.
Mathematical models and analytical tools facilitating the design are still being pursued
enthusiastically. This section provides backgrounds on the deterministic power electronic
converter models, random noise in power electronics, and the evolution of stochastic
differential equations.
1.1.1 Deterministic Power Electronic Converter Models
A switching action is found to be common in power electronic systems. During the
switching cycle, several circuit configurations can be distinguished. Therefore, the basic
operation of any power electronic circuit involves toggling among a set of piecewise
linear or nonlinear circuits. Each circuit has its own mathematical model relating the
system dynamics. The differential equations that describe the converter operation can be
written as:
( ) ( , )
i
x t f x u = (1.1)
where x denotes the system states which usually are inductor currents and capacitor
voltages, ( ) u t denotes the input vector which consists of voltage or current sources and i
represents the status of switching devices. Typically, there are two modes of operation in
a switching power converter, continuous and discontinuous conduction modes, indicated
by the inductor current. In continuous conduction mode where the inductor current is
always greater than zero, there are two sets of differential equations: one set describes the
4
circuit operation during the switch on interval ( 0 i = ) and the other set describes the
switch off interval ( 1 i = ). For discontinuous conduction mode, there is an additional set
of differential equations describing the zero state of the inductor current ( 2 i = ). The
switching action implies an inherently discrete set of quantities which naturally leads to
discretetime analysis methods. However, discretetime analysis yields rather
complicated mathematics consisting of difference equations and zdomain transfer
functions that practicing engineers are not familiar with. In addition to the switching
action, the nonlinearities arise due to power devices and passive components, such as
transformers, inductors, and parasitics. To expedite the design and analysis of power
electronic systems, a simple approximation that retains important properties of the model
is needed. In the past, power electronic researchers have developed various linear
approaches to modeling and analysis of power converters.
In 1976, Middlebrook et al. [7] proposed a statespace averaging technique which has
become one of the most popular tools in analysis and design of power converters. It
represents the small signal behavior of switching converters in terms of a set of linear
time invariant state equations where each state equation is driven by the duty ratio of the
switching converter. Therefore, the averaged model is obtained by weighing the system
matrices based on the duty ratio. In 1990, Krein et al. [8] applied the KrylovBogoliubov
Miltropolsky (KBM) method of generalized averaging in switching power converters to
obtain a linear approximation of the converter model. The KBM idea provides the
clarification of the relationship between the original circuit and the averaged model by
approximating the solution of the system within an arbitrary accuracy using a power
5
series in a small parameter. This small parameter is related to the ratio of the switching
period and the system time constants. The result of the KBM method supports and
provides theoretical justification for the commonly used statespace averaging technique
in [7] however, the method is suitable only for fast switching pulse width modulated
(PWM) circuits. In the work of Sanders et al. [9] a more general averaging scheme that
can accommodate arbitrary types of waveforms was investigated. The method is based on
a timedependent Fourier series representation for a sliding window on a given
waveform. A simplified model can be obtained from omitting the insignificant term in the
Fourier series. For instance, the statespace averaging model can be obtained by retaining
only the dc coefficients. In 1996, Leman and Bass [10] addressed the shortcomings of the
traditional averaged model by including the switching frequency effects into the system
model. This switching frequency dependent term corrects the output dc offset and
improves the accuracy in the closedloop stability prediction of the statespace averaging
method.
In addition to the above effort in developing averaging techniques, much effort has been
spent in obtaining smallsignal models. For instance, Verghese, et al. [11] derived the
smallsignal sampled data model that provides a relationship between two consecutive
perturbations in the state variable vector. It is an improvement over the averaged
modeling technique. It takes into account the sampling effect due to switching and can
predict the boundary of periodone instability. This approach, however, has experienced
difficulties in obtaining a nominal periodic solution which is required as a first step in the
analysis.
6
Oruganti and Lee [12] proposed a basic approach to obtaining a steadystate solution for
power converters. The limitation of this method is that it is restricted to second order
systems. The important benefit of the smallsignal model is that it serves basic design
concerns such as closedloop stability and transient response. It allows for a direct
application of conventional frequencydomain approaches. However, as a tradeoff for
simplicity, it is unable of predicting nonlinear phenomena and random fluctuations in
system parameters.
Recently, nonlinear phenomena in power electronic circuits such as subharmonics,
bifurcations, and chaos, have received wide attention in power electronic communities.
The concept of chaos in deterministic power electronics were introduced by Deane and
Hamill [13] where a set of ordinary differential equations has an alarming property of
introducing a noiselike behavior which is essentially unquantifiable and unpredictable.
The discrete modeling technique has been used in which a discretetime formulation of
the switchedmode operation does not involve discontinuities associated to control
actions and results in smooth functions that describe the system. The work on chaos has
been further extended. Tse et al. [14] determined the condition of period doubling
bifurcation, which is the route to chaos, by evaluating the Jacobian of the iterative map
around the fixed point. Di Bernado and Vasca [15] reported various sampling schemes of
discrete maps to identify bifurcations and chaos.
7
Switching power
electronic
converters
Steady state Dynamics
Discrete time
(large signal)
Continuous time
(large signal)
Continuous time
(small signal)
Figure: 1.2 Classification of switching power electronic converter analysis
In summary, various methods of analysis for switching power converters have been
developed. In most cases, they result in either significant reduction of the required
amount of mathematical manipulations of the derivations or models that represent all the
essential properties with satisfactory accuracy. A simplified classification scheme of the
analyses in power converters are shown in Fig. 1.2.
1.1.2 Noises in Power Electronic Converters
As the demand for better functionality, reliability and performance of power converter
increases, design engineers need to account for existing disturbances in power electronic
circuitry such as parasitic effects, measurement and sensor inaccuracies, electromagnetic
interference (EMI), harmonics, and ambient temperature effects. These disturbances have
been considered causes of random noises in power converters. A great deal of research
has been done to investigate the existence and effects of noise. Vilathgamuwa et al. [2]
8
reported that the input current and the switching voltage of a power electronic converter
are rich in switching frequency harmonic components. Particularly hardswitching
converters such as those of PWM types generate wideband spectra that give rise to
conducted EMI interference. In the same report, conducted noise propagating through
power lines, was also reported as another source of noise. Since most industrial and
domestic equipment are connected to commercial power mains, the noise has a direct
path to conduct through the power systems. In the work of Midya and Krein [3], the
presence of noise in the PWM process was illustrated. Interaction between noise and the
PWM controller was confirmed to change probability distribution characteristics. They
experimentally confirmed that noise signals with zero mean can produce dc output bias in
power converters. Johnson et al. [4] reported effects of ambient temperature to power
semiconductor devices. Since power electronic components are designed to operate in a
certain range of temperature, ambient temperature change can influence operating
characteristics of the devices. For example, leakage current in a BJT is doubled for every
12 C which results in higher offstate loss. The threshold voltage of a MOSFET can
vary over the range of 2 to 100 / mV C . In addition, electrolytic capacitors were
reported with high possibility of failure under high ambient temperatures. The authors
have identified ambient temperature as an issue involving reliability concerns. Mazumder
et al. [5] pointed out the shortcoming of the averaged model in predicting fastscale
instabilities. They also demonstrated the impact of parasitic parameters as a cause of
instability. Parasitics become very important and analysis based on a nominal model may
not be accurate. The parasitic effects were included to the system dynamics as a
stochastic recursion relation. The random nature of harmonics injected into the network
9
by distorting loads was reported by Cavallini et al. [6]. They proposed a procedure to
evaluate the resultant probability density and cumulative functions of the sum of
harmonic currents at buses of electrical networks.
1.1.3 Evolution of Stochastic Partial Differential Equations
Random effects of existing disturbances in power electronic converters may essentially
affect dynamics of the converters. Even if the system is initially at a stable equilibrium
point, random noise may force the system out of the domain of attraction of the
corresponding equilibrium point. In such a case, the system will eventually leave the
stability boundary with probability one [16]. Taking random noise into account, the
deterministic concept of stability no longer applies. A concept of first passage time may
be used to quantify the robustness of the dynamical systems under influence of random
perturbations. Historically, the random effects are modeled as additive Gaussian
distributed white noise. If the strength of the noise is small, the resulting diffusion
process can be solved asymptotically [17]. Cohen and Lewis [18] first obtained such a
solution by a ray method. Later Freidlin and Wentzell [19] approximated the lowest
eigenvalue of the system by means of an asymptotic solution of a diffusion process where
the expected value of the first passage time was shown as exponential growth. Ludwig
[17] obtained more rigorous results of the expected passage time. They converted
differential equations into an integral equation where the integral equation can be solved
asymptotically by applying standard methods. Matkowsky and Schuss [16] developed
another method to solve the same problem. They used an asymptotic expansion of a small
parameter of the probability distribution of points on the boundary of the domain, where
10
trajectories of the perturbed system first exit. From the derived probability distribution,
the expected exit times can be found. The derivation process for the mean first passage
time (MFPT) may be summarized by the following:
Let be a bounded domain in the ndimensional real number space,
n
, containing the
origin O and , the boundary of the domain. In addition, let be the union of and
. Let the system equations be written as:
( )
dx
f x
dt
= (1.2)
where
1
( ) ( ( ),..., ( ))
n
f x f x f x = is a bounded smooth vector field in . Applying an
additive Gaussian noise (e.g. white noise) to the system, the resulting stochastic trajectory
of the system is the solution of the following equation:
( ) ( ) x f x c x w
= + (1.3)
where ( ) c x is referred to as the diffusion matrix, ( ) w t is an ndimensional gaussian white
noise process and is a small real parameter ( 0 ). Let
*
be the first passage time
of the trajectory of ( ) x t
= (1.4)
and is the conditional mean of
*
or the MFPT described by,
* *
0
( ) Pr(  (0) )
x t
Exp td t x x
= = =
(1.5)
Kushner [20] has shown that the gaussian white noise might be an acceptable
approximation in many systems in practice. However, in some cases when the noise is
11
small, the mean escape time can be quite sensitive to the underlying statistics. The white
noise does not always provide a good description of the fluctuations occurring in nature.
The white noise possesses infinite average power which is unrealizable. It is an ideal case
of the correlations of real processes. A specific investigation is necessary to better
describe different classes of systems and perturbations. A more realistic description is
given by an exponentially correlated process, which is referred to as colored noise or as
an OrnsteinUhlenbeck process [21]. The colored noise process is the solution of the
following stochastic differential equation,
2 u u w = + (1.6)
where w represents the standard zero mean Gaussian white noise, denotes the
bandwidth of the process and is noise intensity. The correlation function is given by
1 2
1 2
( ) ( )
t t
u t u t e
= (1.7)
The bandwidth parameter ( ) is chosen so that as approaches infinity the random
process becomes standard white noise [22].
1.2 Motivation
Most of the past works in power electronics have used a deterministic approach. As the
power electronic field has become more matured, there are needs for power converters
with better functionality and performance. In addition, the wide use of these power
converters has motivated the need for deeper understanding of the existing disturbances
and a clearer picture of how the systems dynamically respond to them. Deterministic
approaches assume a noise/perturbationfree environment. Widely used techniques such
12
as averaging methods provide smallsignal behavior around a given dc operating point
where the transient responses and closedloop stability can be predicted. On the other
hand, in real applications where noise is always present, the operating characteristics are
often accompanied by unavoidable random noises. The noise interferes with the system
parameters and ultimately degrades the performance of the system. Smallsignal concepts
do not provide insight of how the power converters respond to disturbances dynamically.
In dynamic modeling, the parameter uncertainty is usually modeled by small random
perturbations. Even though power electronics have firmly established their importance as
indispensable components in many engineering applications, little or none has been
accomplished concerning appropriate representation of the random perturbations due to
realistic disturbances in practical power converters. As mentioned earlier, most of the
work reported recently has focused on identifying the nonlinear phenomena and
explaining them as a noiselike behavior which are virtually unquantifiable and
unpredictable. In fact, the behavior of chaotic systems is predictable with a given set of
initial conditions but a small error in initial conditions is rapidly amplified and not
practically predictable. Since the field of power electronics emphasizes reliability and
predictability, stochastic models are much more useful. The key differences between the
deterministic and stochastic system is that deterministic motion is obvious and
reproducible but the stochastic motion is not, because of fluctuations around the
trajectories. The application of stochastic differential equation theory to qualitatively
express the reliability of the dynamical systems such as quantum optics and electronics,
and communication theory are well known research topics for years. In the related area of
electrical power systems, there have been research efforts focusing on effects of small
13
disturbance stability due to load fluctuations and transmission line parameter
uncertainties on power systems [2324]. Regardless of the increasing number of power
converters being used, their stochastic models that account for uncertainties have not
been properly addressed.
Hypothesis
Characterization
Stochastic model
Random
perturbations
Model
validation
Performance evaluation
MFPT
Critical energy
Measurement
Noise verification
Figure: 1.3 A block diagram of noise effect study in power electronic converter
This thesis is the first step of an attempt to incorporate random effects due to realistic
disturbances into power electronic converter dynamics. A simplified block diagram of the
study of noise effects and their associated properties is illustrated in Fig. 1.3. First, the
hypothesis of the noise model is formulated, supported by the central limit theorem. An
experimental platform was designed to measure and characterize random effects of the
converter operating characteristics, input current and output voltage. Next, stochastic
models of power electronic converters have been developed to include random effects
into the system dynamics where disturbances are lumped and introduced to the system
model as random processes. The concept of mean first passage time (MFPT) is
introduced to quantify the converter performance under the influence of uncertainties.
The MFPT which is the expected elapsed time before leaving the stability region is
14
defined as a security index. Comparisons between MFPT and its deterministic counter
part, critical energy, are provided under influences of uncertainties.
1.3 Organization of Thesis
The rest of the thesis is organized as follows. Chapter 2 describes the deterministic
analysis of power electronic converters. It briefly summarizes the history of averaging in
a dcdc boost converter with currentmode control and an inverter. Also, the
shortcomings of the averaging techniques are discussed. Chapter 3 provides an
experimental study of power electronic converters. An analysis of statistical properties of
the noise is also provided. Chapter 4 presents stochastic models of power electronic
converters based on obtained results from the experiment. The result of a proposed
stochastic model is compared with experimental data. Chapter 5 presents the performance
evaluation of the power converter under influence of uncertainties. The security index,
MFPT, is obtained for the cases of white and colored noises. Chapter 6 concludes the
investigation and provides suggestions for further research.
15
2. AVERAGED MODELING OF SWITCHING POWER CONVERTERS
Switching power converters provide a dramatic improvement in weight and efficiency
compared to linear regulators. These advantages are more counterbalanced than
inconveniences of more complicated circuit configurations and the fact that they need
higher power density devices. Since their dynamic behavior is one of the main objectives
of the design, an indepth understanding of the operation is only possible with easy to use
and accurate models. This chapter provides a brief review of the most important method
of modeling switching power converters, the averaging method. The pulse width
modulation (PWM) switching technique is introduced in section 2.1. In section 2.2, the
averaging theory is discussed along with its application on a dcdc boost converter.
Section 2.3 provides examples of the averaging method on a threephase inverter.
2.1 Pulse Width Modulation (PWM) Switching
A PWM switching concept is to control the output voltage by switching at a constant
frequency and adjusting the on duration of the switch. The switching signal which
controls the on and off state of the switch is generated by comparing a reference signal,
ref
V , and a repetitive triangular waveform, ( , ) tri t T . As shown in Fig. 2.1, both
ref
V and
( , ) tri t T signals are fed to positive and negative terminals of a comparator respectively.
The comparator output is then used to control the switching action.
16
ref
V
) , ( T t tri
( ) h t
Figure: 2.1 Basic concept of PWM switching
Figure: 2.2 A PWM switching signal
If the
ref
V signal is greater than the ( , ) tri t T signal, the output of the comparator becomes
logic high which turns the switch on. On the other hand if the ( , ) tri t T signal rises
above the
ref
V signal, the comparator gives logic low and the switch goes back to off
state. The objective of PWM switching scheme is to achieve a desired output voltage.
Fig. 2.2 shows a typical switching signal generated in a PWM switching scheme. The
switch duty ratio (D) can be expressed as:
on
t
off
t
T
( , ) tri t T
ref
V
17
on
t
D
T
= (2.1)
where
on
t is the on interval and T is the switching period. D is varied from zero to one
depending on the level of the
ref
V signal. Note that the peaktopeak level of the ( , ) tri t T
signal is usually fixed to 1V so that the value of the
ref
V signal is interchangeable with D.
The on and off switching states introduce discontinuities into the system model which
result in different circuit configurations. Mathematical models corresponding to each
circuit configuration of the PWM switching converter can be represented by
( , )
i
dx
f t x
dt
= (2.2)
where the subscript i denotes the interval in which the expression in (2.2) is valid. In a
normal mode of operation, known as the continuous conduction mode, there are two
stages: the first interval during the switch is on (i = 1) and the second interval during the
switch is off (i = 2). In a special circumstance, where the inductor current is
discontinuous, there is an additional circuit configuration due to the zero state of the
current, (i = 3). This operation is known as the discontinuous conduction mode.
Throughout this thesis, we assume that the converter operates in a continuous conduction
mode.
As an example, we consider a basic dcdc boost converter [25] shown in Fig. 2.3. There
are two storage elements in this circuit inductor (L) and capacitor (C). The dc input
voltage and load are represented by E and R, respectively. The switching signal is
generated by a comparison of
ref
V signal and ( , ) tri t T signal as described in Fig. 2.1.
18
L
Diode
C R
E
) (t v
C
) (t i
L
) , ( T t tri
ref
V
Figure: 2.3 An openloop dcdc boost converter
It is customary and convenient to take the inductor current (
L
i ) and capacitor voltage
(
C
v ) as state variables. Each switching stage can be represented by a corresponding
circuit topology. The onduration circuit configuration is shown in Fig. 2.4. In this stage,
the switch is conducting and the diode is not conducting. The system equations
describing the oninterval circuit configuration in Fig. 2.4 can be found as,
1
L
C
C
di E
dt L
dv
v
dt RC
(2.3)
The above equation is valid only for the onduration which lasts for ,
on
t shown in Fig. 2.2.
L
C R
E
) (t v
C
) (t i
L
Figure: 2.4 Switch on interval circuit topology
19
L
C R
E
) (t v
C
) (t i
L
Figure: 2.5 Switch off interval circuit topology
The circuit corresponding to the second interval, off duration, is shown in Fig. 2.5. In this
duration the switch is open and the diode is conducting. Similarly, the system equations
for the offinterval circuit topology are given as:
1
1 1
L
C
C
L C
di E
v
dt L L
dv
i v
dt C RC
= +
(2.4)
Note that mathematical models for other switching PWM power converters can be
obtained in the same manner.
2.2 Averaging Theory
Switching PWM converters are periodic variable structure systems where the circuit
topologies change periodically due to switching actions as described in the previous
section. The PWM switching signal controls the switch status and introduces
discontinuities to the converter systems. As a result, the mathematical model representing
the converter dynamics switches intermittently between a set of differential equations
with discontinuation in the right hand side. In order to expedite the design of the
20
converter, a transformation of a discontinuous system model into a continuous one is
imperative. A logical approach that well serves this objective is an averaging method. In
fact, averaging methods have been widely used as approximation techniques for solving
differential equations for years [26]. With averaging methods, discontinuities in the
original model are smoothed and the averaged model becomes continuous.
Historically, existence and uniqueness of the solutions to an ordinary differential equation
is based on the assumption of continuity of the right hand side of the system. However
for a discontinuous system such as PWM switching converter, continuous
approximations of the discontinuous system, retain the important system properties, must
be established. To serve this purpose, averaging methods have been used as
approximation techniques for solving differential equations.
2.2.1 Overview of Averaging Theory
Let us consider a standard form [26] of a discontinuous system,
( , )
dx
f t x
dt
= (2.5)
where x denotes a state variable with the initial condition
0 0
( ) x t x = , denotes a small
positive parameter ( 0 1 < << ) and ( , ) f t x denotes a vector valued discontinuous
function. The averaged system of (2.5) is defined as [27],
0
( )
av
av
dx
f x
dt
= (2.6)
21
where
av
x represents a state variable of an averaged system and
0 0
( )
av
x t x = . The
averaging operator is defined as
0
1
( ) lim ( , )
t T
T
t
f x f x d
T
+
(2.7)
As the following result was rigorously shown in [26]:
0
lim ( ) ( ) 0
av
x t x t
= for
0 0
[ , / ] t t T (2.8)
where
0
T is an arbitrary constant. Equation (2.8) implies that the solutions of the
averaged system equation (2.6) are arbitrarily close to the original system (2.5) in the
time interval [ ]
0 0
, / t T . The smaller the value of , the closer the solutions of the
original and the averaged systems.
2.2.2 Averaged Model of a DCDC Boost Converter
In a continuousconduction operation of a boost converter shown in Fig. 2.3, the system
equations in (2.3) and (2.4) are toggled in a cyclic manner where they are driven by
switchon and switchoff conditions respectively. We can now transform the system in
(2.3) and (2.4) to statespace form as,
1 1
0 0
( , )
1 1 1
0 0
L L
C C
E
i i
d
L L
h t T
L
v v dt
C RC C
 
( (
(

( (
( (
(
 = + + ( (
( (
(

( (
(

( (
\ .
(2.9)
where switching function ( , ) h t T is defined as
( , ) [ ( , )]
ref
h t T U V tri t T = (2.10)
22
The function [ ] U i is a unit step function and ( , ) tri t T denotes a triangle wave signal
which is defined as
( , ) tri t T =
mod t T
T
(2.11)
The
ref
V signal corresponds to a duty ratio (D) which has value between 0 and 1. From
(2.10) and (2.11), it can be shown that the switching function ( , ) h t T is equal to 1 for an
interval
on
t and 0 for the remaining interval
off
t . For a fixed switching frequency, the
interval
on
t and
off
t can be normalized to D and (1D) respectively. The system in (2.9)
can be rewritten in a compact form as,
0 1
[ ( , ) ] ( )
dx
A h t T A x t b
dt
= + + (2.12)
where
0
1
0
1 1
L
A
C RC
(
(
= (
(
(
(2.13)
1
1
0
1
0
L
A
C
(
(
= (
(
(
(2.14)
and
0
E
b L
(
(
=
(
(
(2.15)
To apply averaging technique to the system in (2.12), the parameter must be
appropriately chosen. The parameter is chosen as [8]:
23
T = (2.16)
where
1 1 1
max , , ,
E
L C RC L
=
`
)
(2.17)
The system time is also scaled as
t T = (2.18)
We apply the above scaling, (2.1618), to the system in (2.12) which yields
0 1
( ) 1 ( ) 1
[ ] ( )
dx h
A A x b
d
= + + (2.19)
where
( , ) [ ( ,1)] [ ( ,1)]
ref
h t T U V tri U D tri = = (2.20)
To transform the above discontinuous system to the averaged system, we apply the
averaging operator in (2.7) to equation (2.19) which yields,
0 1
1 1
( ) [ ] ( )
av av
D
x A A x b
= + + (2.21)
The averaged model in (2.20) can be written in the original time scale as,
0 1
( )
[ ] ( )
av
av
dx t
A DA x t b
dt
= + + (2.22)
Equation (2.16) tells us that this averaged model is applicable for any T that satisfies
T . Since is the scaling factor dependent on system parameter, the only variable
that can be adjusted for accuracy of the approximation is the switching period.
In the time domain, the trajectories of the averaged model approximate the moving
average along the trajectories of the original system. For a fixed switching frequency, the
averaging method is an approach resulting in a complete linear model of a switching
24
converter where frequency domain analysis like the Laplace transform can be applied
directly to obtain important features such as transfer functions of, input to output voltage,
and duty ratio to output voltage. The accuracy of the averaging method relies on
assumptions of a small output ripple and a corner frequency of the averaging output filter
being much lower than the switching frequency. Fortunately, these assumptions are true
in most switching converters.
Although the application of averaging theory in differential equation analysis has been
around for a long time, the most widely accepted averagemodel technique in power
electronics was first introduced in 1974 by Middlebrook and Cuk [7]. The method is
known as the statespace averaged technique. The conventional statespace averaging
method is formulated by taking a weighted average of system matrices where the
weighting factor for each system matrix is the switch duty ratio (D). The resulting
mathematical model obtained by the conventional statespace averaging method is the
same as that obtained by averaging theory.
2.2.3 Averaged Model of a Boost Converter with Feedback Controls
The output voltage of the dcdc converter is usually regulated in response to the attached
load and the input voltage changes. A form of feedback control is necessary to improve
the dynamic performance of the converter and regulate circuit states (usually output
voltage), at a prescribed constant value. There are two approaches that are currently being
implemented: voltagemode and currentmode control [25].
25
L
C R
ref
V
E
) (t v
C
) (t i
L
) , ( T t tri
) (x d
k
Diode
Figure: 2.6 A voltagemode control boost converter
The voltagemode control is a classical configuration using available output information
to decide what value the control quantity must assume to maintain the desired output. It is
accomplished by using a negative feedback control as shown in Fig. 2.6. The converter
output voltage (
C
v ) is fed back through a compensation configuration (k) and compared
with its reference value (
ref
V ). The error signal between the actual output and the
reference, ( ) d x , is then compared with a fixed frequency triangular waveform. Then, the
comparator produces a switching function that controls the duty ratio of the switch in the
converter. This control of the switch duty ratio adjusts the voltage across the inductor and
the inductor current. The inductor current recharges the capacitor and eventually adjusts
the output voltage value to its reference value. Modeling the boost converter with
voltagemode controls starts with an averaged model of the converter power stage, which
is derived by applying the classical averaging method under the assumption of known
duty ratio. The corresponding averaged model of the voltagemode boost converter can
be obtained by replacing D by ( ) d x in equation (2.22) [10], resulting in:
26
0 1
( )
[ ( ) ] ( )
av
av
dx t
A d x A x t b
dt
= + + (2.23)
where
( )
ref C
d x V kv = (2.24)
In fact, the output voltage is determined by the current injected into the capacitor and
load. Therefore a change in the injected current causes a change in output voltage. If the
information of the injected current is available, a prediction of the output voltage
behavior is also possible. This concept results in a currentmode control where an inner
control loop is used in addition to the voltage feedback, as illustrated in Fig. 2.7.
L
C R
2
k
1
k
ref
V
E
) (t v
C
) (t i
L
) , ( T t tri
) (x d
Diode
Figure: 2.7 A currentmode control boost converter
The inductor current feeding the output capacitor is controlled directly in the current
mode control. The objective is to force the peak inductor current to follow a reference
signal which is derived from the output voltage feedback loop. The currentmode control
provides improved performance, such as, faster response, improved damping, and
automatic overcurrent protection [28]. It is now the most widely used control mode in
27
stepup dcdc applications. Similar to the voltagemode control, the corresponding
averaged model of the currentmode control boost converter is given by,
0 1
( )
[ ( ) ] ( )
av
av
dx t
A d x A x t b
dt
= + + (2.25)
where
1 2
( )
ref L C
d x V k i k v = (2.26)
The averaged model with feedback controls (2.23) and (2.25) are shown to be nonlinear
due to the substitution of linear combinations of the converter states.
2.3 Threephase Inverter Modeling
There are a variety of circuit configurations of power converters where each converter
fulfills a functional requirement of a specific application. One of the most commonly
used power converters is a PWM dcac converter which is also known as an inverter.
They are widely used in ac motor drive applications and uninterruptible power supplies
(UPS). Similar to dcdc converters, an averaging method can be applied to an inverter to
obtain a continuoustime model. However, it is a bit more complex in an inverter case
since we want the output to be a sinusoidal waveform. This section provides a summary
of the averaging application on an inverter system.
sin
V
tri
V
Figure: 2.8 sinusoidal PWM switching concept
28
2.3.1 Sinusoidal PWM Switching
To produce a sinusoidal output voltage waveform at a desired frequency, the switching
signal is generated from a comparison of a sinusoidal waveform,
sin
V , at the fundamental
frequency and a triangular waveform,
tri
V , at the switching frequency as illustrated in Fig.
2.8. The frequency of the triangular waveform establishes the inverter switching
frequency and is generally held constant. A typical sinusoidal PWM switching signal is
shown in Fig. 2.9.
t
t
tri
V
sin
V
1.0
0.5
1.0
0.5
1.0
0
0
out
V
Figure: 2.9 sinusoidal PWM switching signal
29
When
sin
V is greater than
tri
V , the comparator generates logic high to turn the switch on.
On the other hand, when
sin
V is smaller than
tri
V , the comparator produces logic low to
turn the switch off. By varying the amplitude of the sinusoidal signal, the pulse width is
varied as well as the average value. In a sinusoidal PWM switching scheme, there are a
few terms that need to be defined. The amplitude modulation ratio is defined as:
sin
a
tri
V
m
V
= (2.27)
where
sin
tri
V is the peak value of
triangular waveform. The frequency modulation ratio is defined as:
sin
tri
f
f
m
f
= (2.28)
where
tri
f is the frequency of the triangular waveform, also known as the switching
frequency (
s
f ), and
sin
f is the frequency of the reference sinusoidal waveform.
0 0.002 0.004 0.006 0.008 0.01 0.012 0.014 0.016 0.018 0.02
1.5
1
0.5
0
0.5
1
1.5
time(s)
V
o
l
t
s
(
V
)
V
tri
V
sin,A
V
sin,B
V
sin,C
Figure: 2.10 Threephase pulsewidth modulation
30
To obtain balanced threephase output voltages, the same triangular waveform is
compared with three sinusoidal converter voltages that are 120 degrees shifted, as shown
in Fig. 2.10. The linetoline output waveform of a threephase inverter and its
fundamental component is shown in Fig. 2.11. In the case of linear modulation ( 0
a
m ),
the fundamental component varies linearly with the amplitude modulation ratio. The peak
value of the fundamental component is given by [25]:
1
( )
2
d
AN a
V
V m = (2.29)
where
d
V is the dc input voltage. If the magnitude of the triangular waveform is held
fixed, the amplitude of the sinusoidal waveform can be adjusted to control the magnitude
of the output fundamental component. Therefore, the input of the sinusoidal PWM is
mostly an uncontrolled dc voltage source. The harmonic spectrum of the output voltage
(Fig. 2.11) is presented in Fig. 2.12 where the normalized harmonic components
( )
AB h
d
V
V
with the most significant amplitudes are plotted.
) (
1
component l fundamenta V
LL
) (
AB Lout L
V V
Figure: 2.11 Output voltage of a threephase inverter and its fundamental component
31
0 . 1
( )
AB h
d
V
V
S
f
S
f 2
component st 1
Hz
Figure: 2.12 Harmonic spectrum of the linetoline output
As illustrated, his switching scheme results in harmonic voltages in the range of the
switching frequency and higher. In the case of high switching frequency, these harmonic
components can be easily filtered out using a passive filter.
d
V
+
+
A
A
+
B
B
+
C
C
f
R
f
R
f
R
f
L
f
L
f
L
C
C
C
L
R
L
L
L
L
L
L
L
R
L
R
a
b
c
ia
i
ca
v
la
i
Figure: 2.13 Threephase inverter system
32
2.3.2 Threephase Inverter Model
The inverter system consists of a dc voltage source, a voltagesource inverter, lowpass
filter circuits, and generic RL loads as illustrated in Fig. 2.13. The system is governed by
a set of differential equations where the system inputs are represented by the dc input
voltages and the switching functions (
*
i
S ). The system equations that describe the
inverter dynamic behavior can be written as:
(2.30)
where,
*
1
S ,
*
2
S , and
*
3
S are switching functions related to phase A, B and C respectively.
The output waveform of the inverter contains a train of pulses, both positive and negative
as depicted in Fig. 2.11 with both fundamental and high frequency components. The high
frequency components are generally much smaller in amplitude than the fundamental
*
1
*
2
*
3
1
( ) ( )
1
( ) ( )
1
( ) ( )
f
ia d
ia ca
f f f
la l ca
la
l l
ca ia la
f
ib d
ib cb
f f f
lb l cb
lb
l l
cb ib lb
f
ic d
ic cc
f f f
lc l cc
lc
l l
c
R
di V
i v S
dt L L L
di r v
i
dt L L
dv i i
dt C C
R
di V
i v S
dt L L L
di r v
i
dt L L
dv i i
dt C C
R
di V
i v S
dt L L L
di r v
i
dt L L
dv
= +
= +
=
= +
= +
=
= +
= +
c ic lc
i i
dt C C
33
one, and they can be filtered out fairly easily by a small passive filter attached to the
output. In typical PWM inverter systems, the switching frequency is much higher than
the fundamental one. It is reasonable to approximate the output voltage using the
fundamental component only and neglect the high frequency components, especially in a
system where low pass filters are included (Fig. 2.13). The switching function (
*
1
S ),
which originally was a discrete variable, can be approximated by its timeaveraged value.
The same averaging approach that was used with a dcdc converter in the previous
section can be applied here. As a result, the switching function,
*
i
S , can be represented by
2
cos( ( 1) )
2 3
a
m
t i
where 1 3 i = ,
a
m is the amplitude modulation ratio and
is a phase shift [29]. The complete 3phase system equations of the inverter can be
written in state space form as:
x Ax u = + (2.31)
where
(2.32)
1
0 0 0 0 0 0 0
1
0 0 0 0 0 0 0
1 1
0 0 0 0 0 0 0
1
0 0 0 0 0 0 0
1
0 0 0 0 0 0 0
1 1
0 0 0 0 0 0 0
1
0 0 0 0 0 0 0
1
0 0 0 0 0 0 0
1 1
0 0 0 0 0 0 0
f
f f
l
l l
f
f f
l
l l
f
f f
l
l l
R
L L
R
L L
C C
R
L L
R
A
L L
C C
R
L L
R
L L
C C
(
(
(
(
(
(
(
(
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(
34
[ ]
T
ia la ca ib lb cb ic lc cc
x i i v i i v i i v = (2.33)
and
1 1 2 1 2
cos( ) 0 0 cos 0 0 cos 0 0
2 2 3 2 3
T
a dc a dc a dc
f f f
m V m V m V
u t t t
L L L
(
   
= +
(
 
\ . \ .
(
(2.34)
The averaging process transforms the discrete switching function
*
i
S to a continuous
modulating signal. The system input vector ( u ) becomes a threephase sinusoidal supply
where each phase corresponds to the reference sinusoidal waveform in the PWM
switching scheme.
To obtain a timeinvariant system, it is necessary to transform the system equations to the
rotating frame of reference. The typical technique that is applied is the transformation to
the rotating reference frame ( 0 d q ) [30]. The advantage of using 0 d q
transformation, apart from obtaining a timeinvariant system, is that the three physical
phase variables (a, b, and c) are reduced to two abstract variables (d and q) in the
balanced condition (which is a typical condition for practical threephase inverter
systems). Thus only two out of three variables are independent meaning that the degree
of freedom has been changed from three to two, which simplifies the analysis of the
threephase system equations. The 0 d q transformation matrix T is defined as [31]:
[ ]
1 2 3
T T T T = (2.35)
where
35
1
1
0 0
2
1
0 0
2
1
0 0
2
2
cos( ) 0 0 3
0 cos( ) 0
0 0 cos( )
sin( ) 0 0
0 sin( ) 0
0 0 sin( )
T
t
t
t
t
t
t
(
(
(
(
(
(
(
=
(
(
(
(
(
(
(
(2.36)
2
1
0 0
2
1
0 0
2
1
0 0
2
2
cos( ) 0 0
3
2 2
0 cos( ) 0
3 3
2
0 0 cos( )
3
2
sin( ) 0 0
3
2
0 sin( ) 0
3
2
0 0 sin( )
3
t
T t
t
t
t
t
(
(
(
(
(
(
(
(
(
(
( =
(
(
(
(
(
(
(
(
(
(
(
(2.37)
and
36
3
1
0 0
2
1
0 0
2
1
0 0
2
2
cos( ) 0 0
3
2 2
0 cos( ) 0
3 3
2
0 0 cos( )
3
2
sin( ) 0 0
3
2
0 sin( ) 0
3
2
0 0 sin( )
3
t
T t
t
t
t
t
(
(
(
(
(
(
(
(
+
(
(
( = +
(
(
+
(
(
+
(
(
(
+
(
(
+
(
(
(2.38)
The state and input vectors can be transformed to the rotating reference frame by:
r
x Tx = (2.39)
r
u Tu = (2.40)
where
r
x and
r
u are state and input vectors on the rotating reference frame, respectively.
Applying (2.3540),
r
x and
r
u can be found as
0 0 0
T
r i l c id ld cd iq lq cq
x i i v i i v i i v ( =
(2.41)
and
1
0 0 0 0 0 0 0 0
2
T
dc
r
f
MV
u
L
(
=
(
(
(2.42)
where subscript 0 denotes the zero component, d denotes the direct component, and q
denotes the quadrature component. The system equations on the reference frame become:
r r r r
x A x u = + (2.43)
where
37
1 1
[ ]
r
A TT TAT
= +
(2.44)
Using (2.3138), the matrix
r
A is expressed as:
(2.45)
Assuming balanced conditions, the zerosequence components are completely decoupled
from the rest of the system. By removing the zerosequence components, the system
equations become a sixdimensional system:
1
0 0 0 0 0 0 0
1
0 0 0 0 0 0 0
1 1
0 0 0 0 0 0 0
1
0 0 0 0 0 0
1
0 0 0 0 0 0
1 1
0 0 0 0 0 0
1
0 0 0 0 0 0
1
0 0 0 0 0 0
1 1
0 0 0 0 0 0
f
f f
l
l l
f
f f
l
r
l l
f
f f
l
l l
R
L L
R
L L
C C
R
L L
R
A
L L
C C
R
L L
R
L L
C C
(
(
(
(
(
(
(
(
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(
(
38
1
2
1 1
1
1
1 1
f
id cd dc
id iq
f f f
ld l cd
ld lq
l l
cd
id ld cq
iq f
id iq cq
f f
lq
l
ld lq cq
l l
cq
cd iq lq
R
di v v
i i M
dt L L L
di R v
i i
dt L L
dv
i i v
dt C C
di R
i i v
dt L L
di
R
i i v
dt L L
dv
v i i
dt C C
= +
= +
= +
= +
(2.46)
The above system is an averaged model on the rotating frame of reference which is a
timeinvariant system.
2.4 Shortcomings of Deterministic Modeling Techniques
The averaged model presented in 2.46 is a compromise between accuracy and simplicity.
In an openloop PWM converter, the averaging methods yield timeinvariant systems that
are familiar to engineers. It is considered essential in determining the features of
switching power converters. However, simplicity and validity are tradeoffs using the
averaged model for analysis. For example, the switching PWM converters, under current
mode control, are nonlinear systems. Such a system may be stable in the vicinity of the
operating point but may not be stable when the system experiences a large perturbation or
variation. Particularly, a boost converter is well known for exhibiting instability during
startup and during abnormally low input voltage levels. Smallsignal concepts cannot
accurately predict the stability classification when the system is subjected to large signal
39
perturbations. Furthermore, the application of the openloop approximation for closeloop
control may be questionable due to the unaccountability of certain nonlinearities [8]. The
accuracy of the averaged model is known to be dependent on the imposed conditions,
such as the switching frequency and large ripple magnitudes. In addition to the limited
validity of the averaged model, dc offset discrepancy and the prediction of a closedloop
instability have been reported as results of the conventional averaged model [10]. More
importantly, the smallsignal concept does not provide insight into the effect of realistic
disturbances which have been reported by many designers [32]. Existing noise may
create unexpected effects to the operating characteristics of the converter and even
degrade its performance. Noise can vary widely among converters from type to type and
manufacturer to manufacturer with reasons ranging from the fundamental technology
employed, to simple differences in the design choices and to variations in the intended
applications. These disturbances become major issues concerning the reliability of power
converters and have been identified as sources of instability. Moreover, user demands for
higher power densities, higher efficiencies, and smaller packages further complicate the
problem. In seeking a competitive edge, it is imperative that engineers carefully take
noise issues into consideration during the design stage.
40
3. EXPERIMENTAL STUDY OF RANDOM EFFECTS ON POWER
ELECTRONIC CONVERTER
The concept of an averaged model for the analysis of power converters was introduced in
chapter 2 as deterministic modeling method. While the deterministic concepts are useful
in obtaining desired transient responses, they do not include effects of noise. In this
chapter, the existence of random noise in a practical switching converter is
experimentally verified. The theoretical background of the underlining statistics of
random noise is discussed in section 3.1. Due to the many sources of disturbances in a
power converter, the central limit theorem can be applied to obtain a probability density
function of the converter output voltage and input current. In section 3.2, the overall
effect of random noise on the operating characteristics of a practical converter is verified.
An experimental platform was prepared to measure and characterize noise and its
statistical properties. The obtained experimental results are also given in this section. A
goodnessoffit test is performed to verify the hypothesis of Gaussian distribution in
section 3.3.
3.1 Noise in Power Electronic Converter
Realistically, a system is often accompanied by random noise. The noise interferes with
system parameters and ultimately limits the performance of the system. In power
electronics, no matter how robust the designs are, when the products or converters
become available for use, there are many random influences which design engineers have
no control over. The idea of including random effects in the power converter model is to
41
provide necessary information for design engineers to make products more reliable and
work well under circumstances that the engineers could hardly have foreseen in advance.
3.1.1 Sources of Noise
Engineers of power conversion equipment should be aware of effects of existing
disturbances inherent in power electronic converters, which affect converter performance
and other design parameters. The only criterion on noise in power electronic converters
has concentrated on audiosusceptibility [33]. However, in practical power converters
there are both internal and external disturbances that have effects on converter dynamics
and the overall performance. These disturbances may result in degrading the performance
and reliability of the converter. The major sources of these disturbances can be
categorized as follows:
Parasitic effects: Parasitic parameters are known to be present in circuit
components such as: stray capacitance in switching devices, the threshold voltage
in a diode, and the saturated inductance and effective series resistance (ESR) in a
capacitor. Also, there are unmodeled parasitic components between each layer of
power semiconductor devices which are ignored in circuit theory. The parasitic
effects can also depend on how well the printed circuit board (PCB) is designed.
These components have a significant impact on converter operation at high
switching frequencies and duty ratios [5].
Measurement and sensor inaccuracies: Accuracy of the voltage and current values
depends on the types of sensors being used. For example, a halleffect device has
poor frequency response while a currentsensing resistor introduces an additional
42
resistance to the circuit. Harmonics of voltages and currents also greatly
contribute to random measurement errors especially for distorted waveforms such
as PWM signals and square waves that contain infinite harmonic components.
The pulsewidth modulation (PWM) process: Noise interacts with the PWM
converter control process producing a duty ratio bias and altering the distribution
of the noise. These effects are fundamental characteristics of PWM, as
implemented in power converters. In openloop dcdc converter control, any
amount of noise will produce a dc offset that can appear at the output. Under very
low noise conditions, this offset is negligible, but realistic noise conditions were
shown to produce dc offsets in the range of 110% of the input voltage [3]. On
the other hand in closedloop dcdc converter control, noise is sustained in the
system through the feedback control path, which can alter the predicted
performance of the converter.
Electromagnetic interference (EMI): It is a wellknown fact that all types of
semiconductor devices emit intentional/unintentional signals. Emissions of these
signals are considered noise or electrical pollution and they must be suppressed to
prevent interference to other components. Another security reason of minimizing
electromagnetic interference is to prevent undesired operational monitoring.
When a current or voltage abruptly changes, the / dv dt and / di dt changes
produce harmonics on the input and output signals. The faster the rise and fall
time the greater the energy is concentrated in the high frequency components.
Hence the waveform that results from the switching action will cause appreciable
EMI. In a dcdc switching regulator, the waveforms contain switching frequency
43
harmonic components but only the dc component contributes to the average
output power. Therefore these harmonic components can cause interferences [2].
Component placement on the PCB is very critical in EMI considerations because
the proximity of energy storage devices and control circuitry may cause undesired
interactions.
Ambient temperature effect: Power electronic components are designed to operate
in a certain temperature range. Changes in ambient temperature increase the
effects of thermal noise which can influence the operating characteristics of the
devices. For example, the leakage current in a BJT is doubled for every 12 C .
The threshold voltage of a MOSFET can vary over the range of 2 to
100 / mV C [4]. In addition, electrolytic capacitors have a high possibility of
failure under high ambient temperatures. Internal heat dissipation is caused by
conduction losses which are proportional to the voltage drop across the junction.
To minimize them, devices with low onresistance and minimum leakage must be
used. Because leakage current increases with temperature, the danger of thermal
runaway always looms in the background. Therefore, the characterization of
components under hightemperature operation is not the only challenge but shifts
in these characteristics, caused by temperature changes, must also be addressed.
Internal dissipation must be minimized to keep the junction temperature rise
(above ambient temperature) as low as possible since the junction temperature of
the device is the limiting factor.
Harmonics: The proliferation of power electronic equipment connected to the
utility grid has raised concerns about harmonics. All power converters can add
44
disturbances to the power lines by injecting harmonic currents into the utility grid.
These harmonic components can cause input voltage distortions, additional
heating, overvoltages in distribution and transmission systems, errors in metering
and the malfunction of protective relays [6, 25]. In addition to issues on power
quality, distorted input signals also affect the power converter itself. For example,
distorted waveforms can be seen at the output due to distorted input waveforms.
Also, the capacitors are severely stressed and losses in the switching devices are
higher due to the large harmonic components.
3.1.2 Noise Model
A general and complete way to model the effects of existing disturbances is to use the
concept of random variables. This enables the problem to be described in a probabilistic
manner. As a first attempt in the incorporation of the random effects into system
dynamics, one may consider the cumulative impact of a set of disturbances. Since the
overall effect of disturbances is a result of several different sources of noise, the impact
of each source can be lumped and introduced to the system as a random process [48]. Let
i
x be an independent random variable representing each disturbance. By nature of the
analysis and the properties of the random variables, we apply a technique that is simpler
than analyzing a general ndimensional probability model. Thus, we form the new
random variable z representing the combined effect of each disturbance as follows:
1
( )
n
i i
i
g
=
= =
z x x (3.1)
45
If each disturbance is independent and arbitrarily distributed then we can express the
statistics of z in terms of the joint probability density function of the random variables
1 2
, ,...,
n
x x x as the convolution of their individual density functions [35]:
1 2
1 2
( ) ( ) ( ) ( )
n
n
f f f f =
z x x x
z x x x (3.2)
where ( )
i
i
f
x
x represents the probability density function of random variable
i
x . The
convolution in (3.2) allows a mapping from ndimensional random variables to a single
random variable, which greatly simplifies the analysis. Since ( )
i
i
f
x
x is positive and
continuous then, from the central limit theorem and the property of convolutions, the
convolution of a large number of positive functions can be approximated by gaussian
distribution [35]. Hence, ( ) f
z
z is approximately gaussian distributed. Note that the
independent condition is not absolutely necessary [36] since we can always represent
each random variable
i
x as,
i j
i i
i i
+
=
=
x y (3.3)
where
1 2
, ,...
j
y y y are independent random variables and the theorem still holds true.
Thus, the random noise introduced to the system can be modeled as a gaussian distributed
white noise. It approximates the description of practical quantities well, particularly when
such quantities are the result of many small independent random effects acting to create
the quantity of interest, even though each individual disturbance may not be gaussian
distributed. In fact, it has been empirically observed that various natural phenomena
follow approximately a gaussian distribution. A suggested explanation is that these
phenomena are sums of a large number of independent random effects and hence are
approximately gaussian distributed by the central limit theorem.
46
3.2 Experimental Verification
Our aim in this experiment is to estimate necessary statistical properties such as the mean
and standard deviation values and distribution of the system states (input current and
output voltage). These statistics are used to characterize the inherent noise properties of
the converter operating characteristics.
System
1
x
1 1 1
x x e = +
2
x
2 2 2
x x e
= +
Figure 3.1: A model of noise measurement
First, we recognize that the measurements we make contain both the true value of the
deterministic quantity and noise. To explore the nature of the noise, we propose an
additive noise model defined as follows:
i i i
x x e = + (3.4)
where
i
x is the measured value from the experiment,
i
x is a true value in a deterministic
sense and
i
e is the noise. The concept of the proposed model is illustrated in Fig. 3.1. The
only assumption of the proposed model in (3.4) is that the mean value of the noise is
zero, to avoid a systematic bias which introduces a constant difference between x and x .
Since the systematic bias can be reduced through calibration, the assumption is justified.
47
As long as all conditions surrounding the experiment, such as ambient temperature and
humidity as well as the position of each equipment, are kept constant, we can derive a
probability density that describes the noise from a series of measured values. At this
point, there are two conventional assumptions in the experiment. The first assumption is
that the process is assumed to be stationary and the statistical properties are independent
of when they are measured. The second assumption is ergodicity, which means the
statistics of the measured values can be constructed from taking measurements of the
quantity of interest at successive times. Therefore, we make many repetitions of the
experiment in identical conditions to obtain a series of measurements on the same
quantity. This way we can characterize the noise properties and their effects on the
system quantities of interest.
GPIB
Power Supply
GPIB
Oscilloscope
DCDC BOOST
CONVERTER
ATGPIB/TNT
PC
Figure 3.2: Experimental setup for measurement of noise properties
48
3.2.1 Experimental Details
In order to measure the noise properties in a boost converter, a hardware experimental
setup is prepared as illustrated in Fig. 3.2. To facilitate our experimental study, the power
supply and oscilloscope each contain a general purpose instrument bus (GPIB: IEEE
488) interface. A personal computer is equipped with a National Instruments AT
GPIB/TNT controller board. In each individual test the converter is run 1000 times with
automated recording of the data to ensure 95% level of confidence with a 3% margin of
error. The experimental dcdc boost converter circuit is shown in Fig. 3.3. The boost
converter is intended to be commercialofftheshelf (COTS) equipment since our aim is
to measure noise properties in a practical converter. The COTS converter is a medium
power range that can be purchased anywhere. The dc input voltage and switching
frequency are set to 12V and 45kHz, respectively. The nominal duty ratio is 50%. The
power circuit is in a conventional configuration with a power MOSFET and Schottky
diode. It also has a varistor to absorb surge currents and overvoltages. The control circuit
of the boost converter is illustrated in Fig. 3.4. In the control circuit, a fixed frequency
current mode controller (UC2843A PWM chip) is used. This chip is capable of driving a
power MOSFET. The inductor current is fed back through a 0.025 1% currentsensing
resistor. Note that disturbances including parasitic effects, measurement/sensor errors,
and EMI are inherent in the converter. To include the effect of ambient temperature
change, we vary the resistive load causing the converter to consume more current, which
directly affects the temperature of the converter package. The resistive load is varied
from 9 50 . At each load level, the converter is left running for 30 seconds. This
allows the converter temperature to reach its steady state value.
49
0.025 1%
44 IRFZ
200uH
20270
15A 2045 B
2200uF
2200uF
L
R
12V
A
4.7
B
C
Figure 3.3: Power circuit of a boost converter
2907
UC2843A
Current
Mode
PWM
Control
IC
1
2
3
4
5
6
7
8
150k
15V +
15V +
20k
1500pF
470pF
1k
1.7k
2.4k
2222
A
B
10k
C
Figure 3.4: Control circuit of a boost converter
3.2.2 Experimental Results
We obtained results for a resistive load at 5 different values. For each load level, the data
from the automated recording of the input current ( )
L
i and output voltage ( )
C
v is stored
50
in the test computer. The mean and standard deviation (S.D.) values of the output voltage
and input current are shown in Table 3.1 and Table 3.2, respectively.
Table 3.1: Statistical Properties of Output Voltage at Different Load Levels
Output voltage (V)
Load(ohms) Mean S.D.
9 23.8030 0.0242
19 23.9278 0.0240
30 23.9641 0.0242
38 24.0645 0.0243
50 24.0844 0.0257
Table 3.2: Statistical Properties of Input Current at Different Load Levels
Input current (A)
Load(ohms) Mean S.D.
9 5.6627 0.0142
19 2.5611 0.0092
30 1.7525 0.0091
38 1.2550 0.0097
50 1.0027 0.0099
Histograms of the input current and output voltage are shown in Figs. 3.5 and 3.6,
respectively, at a load level of 9. A sample of the histogram of the input current at a
load value 9
L
R = is illustrated in Fig. 3.5. The mean and standard deviation values are
5.6627A and 0.0142A respectively. The histogram of the output voltage at the same load
level where the mean and standard deviation values are 23.803A and 0.0242A,
respectively, is illustrated in Fig. 3.6.
51
5.62 5.64 5.66 5.68 5.7
0
0.02
0.04
0.06
0.08
0.10
0.12
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
Input current (A)
Figure 3.5: Histogram of input current at 9 load resistance
23.7 23.75 23.8 23.85
0
0.02
0.04
0.06
0.08
0.10
0.12
0.14
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
Output voltage (V)
Figure 3.6: Histogram of output voltage at 9 load resistance
52
Observe that for load level of 9
L
R = , the standard deviation of the input current is
approximately around 0.005V more than the other load levels. One possible explanation
is that the converter is operating at 64W ( 9
L
R = ) which is close to the output rating of
80W. Therefore every component of the converter generates a considerable amount of
heat due to the high current. At this load level, the thermal noise becomes a significant
part that greatly contributes to the uncertainties in the converter. Histograms obtained
from the same experiment for other load levels are shown in Appendix A.1.
3.3 Analysis of Experimental Results
In section 3.1.2, the hypothesis of a gaussian distributed noise model is supported by the
central limit theorem. Clearly, if the hypothesis is true, the obtained experimental results
must approximate the gaussian distributed function sufficiently well. If the experimental
results deviate too much from the gaussian distributed function, the hypothesis is to be
rejected. In this section, we wish to make statistical decisions about the population on the
basis of the sampled data. Our focus is whether or not the sampled data is gaussian
distributed. To achieve this, an assessment of the degree of correspondence between the
experimentally observed data and a hypothesized distribution is needed. A goodnessof
fit test is used to compare experimental data with that of a gaussian distributed sample
with a predefined significance level ( ) which is defined as the limit of the deviation. If
the deviation is larger than , there is a reason to doubt that the hypothesis is true and it
is rejected. On the other hand, if the deviation does not exceed , this means that there is
not enough evidence to reject the hypothesis and it is accepted. In practice, a significance
53
level of 0.05 or 0.01 is customary. If for example 0.05 = or a 5% level of significance
is chosen, we are 95% confident that we have made the right decision on the sample.
Two classical approaches used in testing the goodness of fit are the JarqueBera and
KolmogorovSmirnov tests. The JarqueBera test evaluates the null hypothesis that a
given data sample has a gaussian distribution, against the alternative hypothesis that the
same data sample does not have a gaussian distribution [34]. The JarqueBera test is a
parametric test based on assumptions of the distribution. For a normal distribution, the
sample skewness should be near 0 and the sample kurtosis should be near 3. The Jarque
Bera test determines whether the sample skewness and kurtosis are unusually different
than their expected values, as measured by a chisquare statistic. The test is performed at
significance levels ( ) of 0.05 and 0.01. The purpose of the hypothesis test is to establish
whether the evidence supports the rejection of the hypothesis. As shown in Tables 3.3
and 3.4, the JarqueBera test accepts the hypothesis that the sample data taken from the
converter at all load levels is Gaussian distributed.
Table 3.3: JarqueBera Test Results for Gaussian Distribution on Output Voltage
Significance level
Load(ohms) 0.05 0.01
9 H = 0 H = 0
19 H = 0 H = 0
30 H = 0 H = 0
38 H = 0 H = 0
50 H = 0 H = 0
** H = 0 : indicates acceptance of null hypothesis
H = 1 : indicates rejection of null hypothesis
54
Table 3.4: JarqueBera Test Results for Gaussian Distribution on Input Current
Significance level
Load(ohms) 0.05 0.01
9 H = 0 H = 0
19 H = 0 H = 0
30 H = 0 H = 0
38 H = 0 H = 0
50 H = 0 H = 0
** H = 0 : indicates acceptance of null hypothesis
H = 1 : indicates rejection of null hypothesis
Table 3.5: KolmogorovSimrnov Test Results for Two Samples
Significance level
Load(ohms) 0.05 0.01
9 H = 0 H = 0
19 H = 0 H = 0
30 H = 0 H = 0
38 H = 0 H = 0
50 H = 0 H = 0
** H = 0 : indicates acceptance of null hypothesis
H = 1 : indicates rejection of null hypothesis
We also run the most widely used goodnessoffit test, the KolmogorovSmirnov test, to
compare the distribution of two samples, the output voltage and input current. The
KolmogorovSmirnov test evaluates the null hypothesis that the output voltage and input
current have the same distribution and the alternative hypothesis is that they have
different distributions. The results in Table 3.5 indicate that KolmogorovSmirnov test
accepts the null hypothesis which means both samples have the same distribution.
Therefore we can conclude from the results of JarqueBera and KolmogorovSmirnov
tests that the probability density of both input current and output voltage are gaussian
distributed.
55
4. STOCHASTIC MODELING IN POWER ELECTRONICS
A large part of the experimental study in chapter 3 was demonstrating the noise
properties in a switching PWM converter. In most cases, deterministic concepts simply
ignore existing disturbances in converter modeling. In particular, the system is assumed
to be free of noise. In real applications however, such an assumption is never justified
since all systems generate one or more types of noise internally and are subjected to
external interferences. The knowledge of noise effects would be of little value to
engineers unless it can be used to determine how random noise could alter the desired
dynamic performance of the system. This chapter is concerned with including effects of
random noise into the converter models.
Section 4.1 introduces the principle of noise modeling in a practical system. White noise
modeling is discussed in section 4.2. In section 4.3, colored noise modeling is detailed.
Section 4.4 illustrates error analysis of the stochastic modeling approach.
4.1 Noise Modeling in Power Electronic Systems
Proper understanding of realistic disturbances is a key issue to maximize the capacity and
cost effectiveness of a power electronic converter. One of the most important steps in
analytically investigating the effects of existing disturbances in any dynamical system is
deciding what model to use to describe the system dynamics with the incorporated noise
effects. Considerable effort has been spent to improve and validate the deterministic
modeling concept [37]. However, deterministic modeling is of little or no use in
56
predicting and analyzing random effects of the type present in a power converter. In the
case of power electronics as in Fig. 4.1, when the converter is operating, dynamics of the
converter may be considerably different under influence of existing noise.
Power input
Power output
i
v
i
i
o
v
o
i
Power converter
(noisy system)
Figure 4.1: A practical power electronic system
Power input
Power output
i
v
i
i
o
v
o
i
Power converter
(noisefree system)
Noise
w
Figure 4.2: An equivalent noisefree system of the practical system
To fully quantify the performance of a practical converter, there is a need to incorporate
the noise effects in the model. We find that for an appropriate modeling technique
incorporating both the system and the external source that drives the system, the random
effects due to inherent disturbances can be considered a result of an external source of
noise. In effect, we can replace the noisy system with an equivalent noisefree system that
57
is driven by an additional noisy source as shown in Fig. 4.2. In this method, important
properties of the practical system can be retained using a suitably chosen external noise
source.
We wish to model the noise effects in the converter model by introducing stochastic
concepts. A central problem in the application of stochastic theory is the estimation of a
signal in the presence of noise. There are many schemes in developing a stochastic
model. In this thesis, the stochastic model is developed based on wellestablished
deterministic model by including noise effects as additive noise. The random noise is
modeled as zeromean gaussian distributed noise, based on the experimental results
presented in Chapter 3. We consider cases for both white and colored noise models in this
chapter.
4.2 White Noise Modeling in Power Electronic Converters
White noise ( w ) is a fundamental concept of random perturbations in stochastic theory. It
is a starting point from which a wide range of stochastic descriptions can be derived. An
idealized formulation of the fluctuation concept in the white noise case is that
1
( ) w t and
2
( ) w t are statistically uncorrelated for every t and
1 2
t t . Thus we require that [36]:
1 2 1 2
( ) ( ) ( ) w t w t t t = (4.1)
As a result, the white noise has an infinite bandwidth. From a realistic point of view,
white noise is unrealizable from the fact that it possesses infinite power and there is no
58
such quantity that can have infinite power. However the concept of white noise provides
a meaningful approximation of a realistic fluctuation such as bandlimited white noise.
4.2.1 Formulation of the Problem
Conventionally, a mathematical model that describes the dynamical behavior of a system
is written in the form of:
( )
dx
f x
dt
= (4.2)
where x denotes system states and :
n n
f represents the system dynamics. The
model in (4.2) is a deterministic model where the trajectories of the solutions are obvious
and reproducible. If the system in (4.2) is perturbed by gaussian white noise, we can
rewrite the system equations in a stochastic recursion as:
( ) ( ) ( ) x f x c x w t
= + (4.3)
where ( ) c x is a certain known function, ( ) w t is a fluctuating random term representing
the noise and is a small real parameter ( 0 ). The resulting stochastic trajectory of
the system in (4.3) describes fluctuations around the motion of the system. To preserve
the definition of the original system in (4.2), we require that the expected value of the
random term to be zero ( 0 w = ) because any nonzero mean can be absorbed into the
definition of the system. An important application of the above stochastic model is that it
can be used to estimate the escape time of the system from a given operating point.
59
4.2.2 Switching Time Uncertainty of a Boost Converter
This section demonstrates an application of white noise modeling on a currentmode
controlled boost converter. To properly develop a stochastic model of a power electronic
converter, the dynamical behavior of the converter has been investigated and the sources
of the uncertainty have also been determined. The switching time uncertainty is clearly
evident when switches are being turned on and off. All of the disturbances discussed in
Chapter 3 affect the turnon and turnoff switching waveforms.
0
on
T T
t
S
V
Figure 4.3: Ideal switching signal
on
T T 0
t
S
V
t
Figure 4.4: Switching signals with perturbation
The specific approach to be used is a model that reflects the effects of the disturbances
through switching time uncertainty. The ideal switching waveform where random noise is
being neglected is illustrated in Fig. 4.3. As the experimental results in Chapter 3 have
60
confirmed the existence of noise and we recognize that the switching waveform in Fig.
4.3 does not hold in a realistic situation. To account for this problem in a practical
converter, we model effects of random noise as variation in the switching time. Random
perturbations caused by disturbances are lumped and their effects are introduced to the
switching waveform as illustrated in Fig. 4.4. The uncertainty is modeled as zero mean
gaussian distributed white noises.
L D
C R
2
k
1
k
ref
V
E
) (t v
C
) (t i
L
) , ( T t tri
L
r
) (x d
Figure 4.5: A currentmode controlled boost converter
We consider a currentmode controlled boost converter, depicted in Fig. 4.5 where the
internal resistance (
L
r ) of the inductor has been added as a small damping to the circuit.
Similar to the system in (2.25), the corresponding averaged model has the following
form:
0 1
( )
[ ( ) ] ( )
dx t
A d x A x t b
dt
= + + (4.4)
where
61
0
1
1 1
L
r
L L
A
C RC
(
(
= (
(
(
,
1
1
0
1
0
L
A
C
(
(
= (
(
(
,
0
E
b
L
(
(
=
(
, ( ) [ ]
T
L C
x t i v = and
1 2
( )
ref L C
d x V k i k v = . With a substitution of ( ) d x , the system in (4.4) can be fully
expressed as:
2 1 2
2 1 2
1
1 1
ref
L L
L C C L C C
ref
C
L C L L C L
V
di r k k E
i v v i v v
dt L L L L L L
V
dv k k
i v i i v i
dt C RC C C C
= + +
= + +
(4.5)
The random noise effect is applied directly into the system via the reference voltage
(
ref
V ). Since the duty ratio, ( ) d x , of the converter is a function of
ref
V and the feedback
terms, by way of PWM switching scheme, this application is reflected in fluctuations in
the switching time as shown in Fig 4.4. To reflect switching time perturbations in a
stochastic form, we make the following substitution:
(1 )
ref ref
V V w (4.6)
where w is the proposed noise model. is noise intensity defined as
/ x = (4.7)
is the standard deviation value and x is the mean value of the
ref
V which reflects the
switching time uncertainty. We therefore modify the system equations (4.5) to be:
2 1 2
2 1 2
(1 )
1
(1 )
1 1
ref
L L
L C C L C C
ref
C
L C L L C L
V w
di r k k E
i v v i v v
dt L L L L L L
V w
dv k k
i v i i v i
dt C RC C C C
= + +
= + +
(4.8)
This is a system of stochastic differential equations [21]. The noise is varied using an
appropriate scaling factor defined as:
62
2
ref
V
= (4.9)
where is the damping ratio defined as:
L
r
L
= (4.10)
The terms and may be further used to rescale the intensity of fluctuations for
mathematical convenience. In order to transfer the system equations to the form of a
standard form diffusion process, the following substitutions are made:
2 1 2
2 1 2
1
1 1
L
C
ref
i C C L C C
ref
v L C L L C L
V
k k E
v v i v v
L L L L L
V
k k
i v i i v i
C RC C C C
= + +
= + +
(4.11)
and the diffusion matrix is defined as:
1 1
T
s C L
v i
L C
(
=
(
Q (4.12)
Therefore, the corresponding equations representing the dynamics of the perturbed
system become:
( , )
2
( , )
L
C
L i L C
L
C v L C
i i v
i d
w
v i v
dt
(
(
= +
(
(
Q (4.13)
The above stochastic differential equation is referred to as a diffusion process with a
nonzero drift and zero jump coefficients [36]. The white noise introduced to the model
is additive noise. The stochastic model becomes the original deterministic model if the
noise is removed from the system by setting the noise intensity ( ) to zero. This
stochastic model describes the dynamics of the converter, which includes the fluctuations
around the trajectories resulting from the switching time uncertainty.
63
4.2.3 Load Uncertainty of a Boost Converter
In this subsection, we develop a stochastic model of a dcdc boost converter based on the
introduction of random perturbations to the load. The causes of load uncertainty are
realistic disturbances that are dependent on the specific application. This section
addresses the problem by modeling inherent disturbances through their direct and indirect
effects on the load leading to a randomly fluctuating load. Perturbations to the load are
modeled as zero mean gaussian distributed white noise processes. The white noise is a
reasonable approximation for load uncertainty. It is mainly due to the fact that the
converter is attached to the loads almost all the time. Small random perturbations, which
are the result of inherent disturbances and fluctuating environment, are always present to
the converter. This results in a longterm disturbance which can be modeled as white
noise. Thus the inherent disturbances can be lumped and incorporated into the system
dynamics as load uncertainty. To investigate the effect of load perturbations we need to
put our system equations in stochastic form. We make the following substitution:
1
R
1
(1 ) w
R
(4.14)
where w is the proposed noise model and is the noise intensity. We modify the system
equations (4.5) as:
2 1 2
2 1 2
1
1 1
(1 )
ref
L L
L C C L C C
ref
C C
L L L C L
V
di r k k E
i v v i v v
dt L L L L L L
V
dv v k k
i i i v i w
dt C C C C C R
= + +
= + +
(4.15)
The system in (4.5) becomes a set of stochastic differential equations. For stability
analysis, the noise is varied using an appropriate scaling factor, , which is defined as:
64
2 RC
= (4.16)
where is the damping ratio
L
r
L
. As mentioned earlier, and may be used to rescale
the intensity of load fluctuations.
To put the system equations into the form of a diffusion process, the following
substitutions are made:
2 1 2
2 1 2
1
( , )
1 1
( , )
L
C
ref
i L C C C L C C
ref
C
v L C L L L C L
V
k k E
i v v v i v v
L L L L L
V
v k k
i v i i i v i
C C C C C R
= + +
= + +
(4.17)
and the diffusion matrix is defined as:
0
l
C
v
(
=
(
Q (4.18)
The corresponding equations representing the dynamics of the perturbed boost converter
system become:
( , )
2
( , )
L
C
L i L C
L
l
C v L C
i i v
i d
w
v i v
dt
(
(
= +
(
(
Q (4.19)
The stochastic differential equation in (4.19) is a diffusion process that describes the
system dynamics under the influence of load uncertainty.
4.2.4 Switching Time Uncertainty of a Threephase Inverter
The analytical formulation of developing a stochastic model is not limited to only a
switching dcdc converter. In this subsection, a stochastic model of the original three
phase inverter system in section 2.3.2 is developed. The random process is modeled as
65
switching time uncertainty. The causes of the switching time uncertainty are similar to
those in the case of dcdc converters effecting the turnon and turnoff switching
waveforms. The switching time is frequently referred to as the source of noise because of
the necessary inclusion of a commutation model [3839].
Vo
t
Figure 4.6: Ideal switching waveform
A simple pulse train shown, in Fig. 4.6, is an example of an output waveform of the
inverter which represents an ideal case of a sinusoidal PWM inverter. However, for a real
device, we intuitively expect that it does not have these ideal characteristics, due to the
commutation characteristics of the switch. During the turnon transition, it takes a few
hundred nanoseconds, depending on the device type, to move excess minority carriers
into the device [25]. As for the turnoff transition, it also takes the same amount of time
to move excess minority carriers out of the device. This results in commutation of the
switching characteristics. As illustrated in Fig. 4.7, commutation occurs when the switch
changes its status, regardless of the width of the pulse. In fact, the rise and fall times
become obvious when a snubber circuit, consisted of an inductor, is employed to reduce
the switching stress. In addition the commutation causes power dissipation which greatly
reduces the performance and efficiency of the switching device and the inverter. Note
66
that, if the power dissipates too much, the device can fail and, in an extreme case, it may
damage itself and other circuit components.
Vo
t
t t t t t t t t
Figure 4.7: Linear commutation model of the switch waveform
In order to investigate switching time uncertainty, perturbations at each switch are
modeled as white zero mean gaussian noise processes. This noise is applied directly into
the system via the amplitude modulation ratio (M). By way of the PWM switching
scheme, this noise effect is reflected in fluctuations of the switching time. We introduce
the algebraic constraint:
0 M m = (4.20)
where M is the desired amplitude ratio of the fundamentalfrequency component and m
is the actual one. To investigate the effect of switching time perturbations in a stochastic
form, we make the following substitution for M :
M (1 ) M w + (4.21)
where w is the proposed noise model and is the intensity. First, we modify the first
equation in (2.46) to be:
1
( ) (1 )
2
f
id dc
id cd
f f f
R
di v M
i v w
dt L L L
= + + (4.22)
67
Two solutions exist to this problem. One is to assume that the varying function ( ) m t can
always be implicitly solved as a function of the noise, w , and substitute for ( ) m t in the
equation. The problem with this technique is the lack of a quantification of the
commutation rise and fall times. The other is using a singular perturbation technique to
modify the algebraic constraint to an ordinary differential equation, where the rise and
fall times are quantified through the singular perturbed parameter. The latter approach is
chosen for this thesis. Therefore, we introduce the singular perturbation technique to the
algebraic constraint as:
dm
M m Mw
dt
= + (4.23)
where is a small real number ( 0) . Equation (4.22) is then further modified to:
1
( ) (1 )
2
f
id dc
id cd
f f f
R
di v m
i v w
dt L L L
= + + (4.24)
For stability analysis, the noise is varied using an appropriate scaling factor, , which is
defined as:
2
M
= (4.25)
where denotes the damping ratio:
f
f
R
L
= (4.26)
These parameters ( , ) may be used to rescale the intensity of the noise. Using the
following substitutions:
68
1
2
1 1
1
1
1 1
1
( )
cd dc
id iq
f f
cd
ld lq
l
cd id ld cq
iq id cq
f
lq ld cq
l
cq cd iq lq
m
v v
i m
L L
v
i
L
i i v
C C
i v
L
i v
L
v i i
C C
m M
= +
= +
= + +
= +
= +
(4.27)
the corresponding equations representing the dynamics of the perturbed system become:
( , , )
( , )
( , , )
( , )
( , )
( , , )
( , ) 2
id
id id iq cd
ld
r ld ld lq cd
cd
cd id lq cq
iq
iq iq id cq
lq
r lq lq ld cq
cq
cq iq lq cd
m
di
i i v m
dt
di
i i v
dt
dv
i i v
dt
di
i i v
dt
di
i i v
dt
dv
i i v
dt
dm
m M w
dt
= +
(4.28)
where
r
denotes relative damping defined as:
l
l
r
L
R
= (4.29)
69
4.3 Colored Noise Modeling of Power Electronic Converters
In the previous section, white noise modeling was discussed and its application was
illustrated on a boost converter system. To obtain a realistic converter model with small
noise effects, it is assumed that the random perturbation is zeromean gaussian distributed
white noise. Even though the white noise assumption greatly simplifies the computation
and provides a meaningful approximation of a realistic system, it is not adequate in many
classes of applications [20]. Therefore further investigation is required to better represent
a realistic situation. An application of a colored noise process is discussed in this section.
Unlike white noise, colored noise has a finite bandwidth providing a closer
approximation of a practical system.
4.3.1 Formulation of the Problem
A realistic version of random processes with limited bandwidth to be considered is
OrnsteinUhlenbeck process [21]. In this scheme the random noise is modeled as additive
colored noise generated by the following equation:
2 u u w = + (4.30)
where w is gaussian white noise, is the bandwidth of the random process u, and is
the scaled noise intensity. The autocorrelation function of the colored noise is given by
1 2 1 2
( ) ( ) exp( ) u t u t t t = (4.31)
which tends to zero as the correlation time,
1 2
( ) t t , approaches infinity. Note that
process u is derived from a white noise process. The parameter has been chosen such
70
that if we set the bandwidth ( ) in (4.30) to infinity, the process becomes standard white
noise [22].
Though the fluctuation force ( ) u t is Markovian, the evolution of the state space vector
represented by ( , ) x y is nonMarkovian, because the trajectories depend on the past
history of the fluctuating force. Thus, available approaches based on the FokkerPlanck
and Kolmogorov equations are inappropriate for this process. However, if we modify the
state space vector to include the colored noise u , then the joint process consisting of state
variables ( , , ) x y u becomes Markovian and the method of analysis for Morkov processes
are appropriate in the new ( , , ) x y u space [41]. Next, we transform the problem of a
dynamic system driven by colored noise into a process driven by white noise through an
auxiliary variable u. The colored noise process can be written as:
( ) ( ) ( ) x f x c x u t
= + (4.32)
where ( ) f x
= + + +
= + +
= +
(4.34)
The noise is varied using an appropriate scaling factor defined as:
2
ref
V
= (4.35)
where is the damping ratio,
L
r
L
= (4.36)
To transform the system model into a diffusion process the following substitutions are
made:
1 2
2 1 2
2 1 2
[Q Q ] [ / / ]
1
1 1
L
C
T T
C L
ref
i C C L C C
ref
v L C L L C L
v L i C
V
k k E
v v i v v
L L L L L
V
k k
i v i i v i
C RC C C C
= + +
= + +
(4.37)
and the system in (4.34) is transformed to
72
1
2
( , ) Q
( , ) Q
2
L
C
L
L i L C
C
v L C
di
i i v u
dt
dv
i v u
dt
du
u w
dt
= +
= +
= +
(4.38)
This stochastic model describes the fluctuation around the motion resulting from intrinsic
disturbances present in the system.
4.4 Error Analysis on the Stochastic Model
In this section we explore, in an illustrative way, how the noise affects the system states
of a dcdc boost converter. The error analysis of the stochastic model is presented. We
perform Monte Carlo simulations on the stochastic model where simulation results are
compared with the experimental results provided in Chapter 3.
4.4.1 Monte Carlo Simulations
In the following, the developed stochastic model provided in (4.13) is used to
demonstrate the effect of random noise on the converter input current (
L
i ) and the output
voltage (
C
v ). The stochastic model is a standard diffusion process where the trajectories
of the solutions are Brownian motion paths [37]. We know that Brownian motion paths
are continuous but not differentiable therefore classical Riemann integration cannot be
used to obtain sensible results. In order to perform error analysis, Monte Carlo numerical
simulation, an approximation method, is used to obtain the probability density of states
L
i
73
and
C
v . Though the Monte Carlo method is rather slow, it provides a range of potential
values, which reflect the uncertainty about the true value. The Monte Carlo simulation
used in this section involves conventional numerical integration methods, which are
applied to the ordinary differential equations that describe the system dynamics. The
simulation calculates multiple scenarios of a model by repeatedly sampling values from
the probability distributions of the noise model and using those values as a perturbation
for each trial. No matter how complicated the stochastic model is being investigated, the
underlying idea of Monte Carlo is a straightforward application of the relative frequency
interpretation of a probabilistic sense. It replicates a random experiment many times and
uses relative frequencies of events of interest to estimate their true probabilities and
density functions. The more replications, the better these estimates should be.
We perform the simulation by considering the stochastic model of equation (4.13). The
properties of ergodicity and stationary are assumed. This allows us to treat the stochastic
model as a spatial structure. We generate random numbers of size 1000 from the
distribution of the noise model ( w ), which is gaussian distribution. This gives us an array
of 1000 random numbers. Each random number in the array is then applied to the
equation (4.13) as a sample of w . For each trial the stochastic model can be viewed as an
ordinary differential equation where conventional integration is appropriate. The Matlab
ode45 solver which employs a RungeKutta integration method is used to integrate the
differential equation. At this stage, the solutions,
L
i and
C
v , are obtained. These solutions
are then averaged over time. This gives us an observed random sample from the
distribution of
L
i and
C
v . The process is then repeated for 1000 times to obtain a clear
74
picture of the distribution of
L
i and
C
v . The mean and standard deviation values for
L
i
and
C
v are shown in Table 4.1 and 4.2 respectively. The simulation results show slightly
less mean and standard deviation values than those obtained from the experiment. The
error is shown to be smaller as the load resistance decreases.
Table 4.1: Statistical Properties of Input Current at Different Load Levels
Input current(A)
Load(ohms) Mean S.D.
9 5.6259 0.0068
19 2.6561 0.0038
30 1.8394 0.0027
38 1.3873 0.0024
50 1.1083 0.0019
Table 4.2: Statistical Properties of Output Voltage at Different Load Levels
Output voltage(V)
Load(ohms) Mean S.D.
9 23.7555 0.0145
19 23.8131 0.0161
30 23.8364 0.0171
38 23.8772 0.0187
50 23.9129 0.0183
To test the probability density of the system states, we use histograms as a primary output
of the simulation since the histogram is a depiction of a probability density function of a
random variable. The histograms of
L
i and
C
v for a load resistance at 9 are shown in
75
Figs. 4.8 and 4.9, respectively. Although the noise applied to the system model is zero
mean gaussian distributed noise, the random effect on the system states may no longer be
gaussian and zero mean, due to the nonlinearities of the system.
In addition to the histograms, we run a JarqueBera test at significance level of 0.05 to
test whether or not the samples obtained from the simulation are gaussian distributed. As
expected, the JarqueBera test rejects the null hypothesis that the obtained samples are
gaussian distributed. In the next subsection we offer a practical observation pertaining to
the nongaussian distribution of the system states, obtained from the Monte Carlo
simulations.
5.6 5.61 5.62 5.63 5.64 5.65
0
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
Input current (A)
Figure 4.8: A histogram of input current from Monte Carlo simulation at 9
76
23.7 23.72 23.74 23.76 23.78 23.8
0
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
Output voltage (V)
Figure 4.9: A histogram of output voltage from Monte Carlo simulation at 9
Table 4.3: JarqueBera Hypothesis Test Results of System States
** H = 0 indicates acceptance of null hypothesis
H = 1 indicates rejection of null hypothesis
4.4.2 Error Analysis
This subsection addresses the distribution of the system states,
L
i and
C
v . A practical
realization of a currentmode controlled boost regulator is depicted in Fig. 4.10. The
Load(ohms) Input current Output voltage
9 H=1 H=1
19 H=1 H=1
30 H=1 H=1
38 H=1 H=1
50 H=1 H=1
77
capacitor voltage and inductor current are fed back to the controller through sensors.
These voltage and current signals are compared with the reference signal in the controller
to determine the duty ratio of the switching devices. The loop is thus completed. It can be
conspicuously seen that measurement sensors play a key role in obtaining inputs for the
controller. Particularly, if the current is obtained through a sensing resistor, the resistance
must be small enough to provide acceptable power dissipation. The result can be small
signal amplitude where, in a noisy environment, the noise can corrupt the sensed current
signal.
DCDC
Boost
Converter
DCDC
Boost
Converter
Sensor/measurement
Measured
voltage/
current
Load
Load voltage/current
Controller
Controller
Figure 4.10: General block diagram of dcdc boost converter
The measurement error increases the variability of the observed data and consequently
decreases the precision of the parameter estimates. The key point is that the measurement
error distribution determines the effects of the measurement error. The empirical reason
is that the accuracy of instrument is known to have variations subjected to many factors
78
including ambient temperature and humidity. For a standard instrument, we can
approximate that the true value is expected to fall within the given accuracy with 99.73%
level of confidence, which spans up to 3 around the mean values [42]. Thus from the
precision provided by the manufacturer, a description of the distribution of measurement
error can be obtained.
We consider the accuracy of the Yokogawa DL708 oscilloscope and its highresolution
measurement module that was used in the experiment with the precision given as 1% for
current measurement and 0.5% for a voltage measurement [43]. For the case of the input
current at a 9 load resistance with the mean value of 5.6259A, the random effect due to
the measurement error is illustrated in Fig. 4.11. Similarly for output voltage, the random
effect due to the measurement error is depicted in Fig. 4.12. The important property of
the random error is that it adds variability to the data but does not affect the average
performance for the group. This means, that in a particular experiment, it may artificially
inflate or deflate the observed data. As shown in Figs. 4.11 and 4.12, the variation of
random error representing the distribution of measurement error, indicated by a solid line,
clearly dominates the distribution of the measured quantity. The measurement error does
not have any consistent effects across the entire sample. Instead, it pushes the observed
data up or down randomly and thus clouds the distribution of measured data to be
gaussian, as observed in the experiment.
79
5.56 5.58 5.6 5.62 5.64 5.66 5.68
0
20
40
60
80
100
120
140
160
180
Input current (A)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure 4.11: Measurement error on input current at 9
23.6 23.65 23.7 23.75 23.8 23.85 23.9
0
20
40
60
80
100
120
140
160
180
Output voltage (V)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure 4.12: Measurement error on output voltage at 9
80
Note that the measurement error shown in this analysis is the optimistic case of sensor
inaccuracies, since the accuracy of the sensors used in a real power converter is generally
worse than the ones in oscilloscope. They often produce appreciable measurement errors
that cause engineers to perceive something other than reality. Since sensor readings play
a key role in the assessment of the system states, it would be beneficial if the sensors
being used were more reliable than the system being monitored. Histograms of voltage
and current obtained from Monte Carlo simulation as well as the measurement error at
other load levels are provided in Appendix A.2.
81
5. PERFORMANCE EVALUATION UNDER INFLUENCE OF RANDOM NOISE
In the previous chapter, stochastic models were introduced as means of providing a
systematic description on dynamics of power electronic converters. Specifically, it forms
a mathematical model for describing characteristics of a power converter in the real
world applications, where random fluctuations are always present. Such noise processes
are due to disturbances from various components in power electronic system including
measurement and estimation of state variables. Strictly speaking, all switching circuits
generate noise within the system and radiate noise to nearby systems. In order to be of
any value, power electronic equipment must be capable of satisfactory operation in the
presence of such noise. So it is necessary to quantify the converter performance. In this
chapter, we extend our work into some important issues involving performance
evaluation of a power converter under influence of realistic disturbance which can be
performed on the proposed stochastic model in chapter 4. Accordingly, the chapter is
concerned primarily with analytical methods needed to quantify the converter
performance.
In section 5.1, we introduce the concept of mean first passage time (MFPT) that allows
the quantification of system dynamics in a probabilistic sense. Derivation of MFPT and
numerical examples for a dcdc converter excited by white noise are given in section 5.2.
In section 5.3, an inverter system is focused. Illustrations of MFPT for a system driven by
colored noise are provided in section 5.4.
82
5.1 Dynamic Security Index
The stochastic element in a dynamical system arises from existing disturbances which
generally are relatively small compared to deterministic quantities such as state variables.
In this case, a trajectory of the solutions is similar to those of deterministic solutions
where small fluctuations around the motion are considered a small perturbation. However
in many cases, the cumulative effect on the dynamical systems of small random
perturbations may be considerable after sufficiently long times. As stated in [16], given
any dynamical system that is continuously perturbed by a zeromean gaussian distributed
noise, the probability that a given stable operating point will eventually leave its stability
region in finite time is essentially one, independent of the magnitude of the noise and
excluding any control actions.
To illustrate the difference between deterministic and stochastic approaches, we consider
trajectories of the solutions for both cases. Let be a bounded domain in the n
dimensional real number space,
n
, containing the origin O and , the boundary of
the domain. In addition, let be the union of and . The system equations can be
written as,
( )
dx
f x
dt
= (5.1)
where
1
( ) ( ( ),..., ( ))
n
f x f x f x = (5.2)
and ( ) f x is a bounded smooth vector field in . Fig. 5.1 shows a trajectory of
deterministic system (5.1) evolving from a stable equilibrium point (
0
x ) to the boundary
83
of the domain ( ) in state space plane where the trajectory exits the boundary through
an exit point (
exit
x ). It is observed that at the exit point where the system energy is above
a certain threshold energy, the system loses its stability. Due to the nature of deterministic
system, the trajectory of the solution is obvious and reproducible meaning that the
trajectory follows the same path to the same exit point for the same system parameters.
0
x
exit
x
Figure 5.1: A deterministic trajectory in a dynamical system
In identifying the boundary of domain of attraction ( ), a concept of energy function is
used. The benefit of the energy function is to determine whether the system remains
stable following a disturbance. First, a critical value of energy (
c
E ) is determined by the
difference between energy values at the unstable and stable equilibrium points which is
provided as,
( , ) ( , )
u u s s
c
E E i v E i v = (5.3)
where ( , )
u u
i v and ( , )
s s
i v are unstable and stable equilibrium points, respectively. Note
that to determine
c
E we use the closest unstable equilibrium point, also known as closest
84
UEP method. The critical energy value provides an estimate of amount of energy that the
system can achieve during perturbation without losing its stability. If the system attains
less amount of energy, the trajectories remain within the domain of attraction and the
stability is assured. However, if the system acquires greater amount of energy, it may lose
stability. Thus
c
E may be used to determine how far a given operating point of a system
is from its boundary of domain of attraction. The higher the critical energy the more
energy needed for the system to reach the boundary of domain of attraction. The energy
function concept reduces the dynamical stability assessment to a comparison of an energy
value of the system with the critical energy value. Based on the above discussion, the
stability region is defined as,
{ } : ( , )  ( , )
c
i v E i v E < (5.4)
and its boundary is defined as,
{ } : ( , )  ( , )
c
i v E i v E = (5.5)
where the
c
E value is defined in (5.3).
In contrast to deterministic concept, the trajectories of a stochastic system are not
reproducible, due to fluctuations around the trajectories. In many real world applications,
such transition phenomena are often modeled as a deterministic system (5.1) excited by a
stochastic process. On application of an additive gaussian noise to the system, the
resulting stochastic trajectory of the system is the solution of the following equation,
( ) ( ) ( ) x f x c x t
= + (5.6)
85
where ( ) c x is referred to as the diffusion matrix, ( ) t is an ndimensional noise model
and is a small real parameter ( 0 ). Fig. 5.2 demonstrates trajectories of the
solutions in stochastic concept where each trajectory represents possible realizations
pertaining to a given probability density function (pdf) of the noise model. Hence they
follow different paths to different exit points along the boundary of the domain of
attraction.
0
x
exit
x
1
exit
x
2
exit
x
3
exit
x
n
exit
x
Figure 5.2: Stochastic trajectories in a dynamical system
An important quantity for the description of such transitions is the time it takes for this
phenomenon to happen. The time that elapses for a trajectory to evolve from a particular
system operating point to initially attain the boundary limits of the stability region is
defined as a first passage time. Consequently, the mean first passage time (MFPT) is
the average of all first passage times over all possible initial operating points of the
system. The basis for the MFPT is a theorem on stochastic differential equations stated as
86
follows:
Let
*
be the first passage time of the trajectory of ( ) x t
= (5.7)
and is the conditional mean of
*
or the MFPT described by,
* *
0
( ) Pr(  (0) )
x t
Exp td t x x
= = =
(5.8)
For sufficiently small , asymptotic solution methods have been developed to derive ,
by Matkowsky and Schuss [16].
5.2 Dynamic Security Index of a Boost Converter due to White Noise
This section considers an application of the MFPT on a dynamical system excited by the
gaussian distributed white noise. The MFPT from the domain of attraction is defined as a
security index of a power converter. An asymptotic expression of the MFPT is derived.
Sensitivities of the MFPT to different system parameters are presented.
5.2.1 Energy Function of a Boost Converter
In assessment of the dynamical system stability, Lyapunov function is one of the most
common approaches in deterministic sense. It allows determination of system stability
without explicitly integrating the differential equations [43]. The method studies energy
of the system and its rate of change to ascertain stability. As stated earlier, the MFPT
87
value depends on the corresponding critical energy value. This subsection derives the
energy function of a currentcontrolled boost converter system, to be used in MFPT
formulation, by first integral method. To avoid confusion, we change the notation used
for the input voltage source from E to
dc
V .
The first integral energy function corresponding to the boost converter can be evaluated
using the system model in equation (4.5). First, the current equation is multiplied by
L
Li
which results in
2 2 2
1 2
L
L L L C L C L L C dc L C L ref
di
Li r i v i k v i k i v V i v i V
dt
= + + (5.9)
Next, the voltage equation is multiplied by
C
Cv which results in
2
2 2
1 2
C C
C C L C L L C C L ref
dv v
Cv v i k v i k i v v i V
dt R
= + + (5.10)
Combining (5.9) and (5.10) we can obtain,
2
2 C C L
L C L L dc L
dv v di
Li Cv r i V i
dt dt R
+ = + (5.11)
In other word, it can be viewed as the following equation
0
2 2 2 2
1 1 1
2 2
t
L C L dc L L C
t
d
Li Cv i V dt K r i v
dt R
(
+ + = (
(
(5.12)
The first integral of (5.12) is energy function in the form of
0
2 2
1 1
2 2
t
L C L dc
t
E Li Cv i V dt K = + +
(5.13)
and the derivative of the energy function is shown to be
88
2 2
1
0
L L C
dE
r i v
dt R
= < (5.14)
In the above equation, the derivative of energy E is shown to be negative definite which
indicates that our boost converter is a dissipative system. Next, we need to show that the
energy function E is positive definite. Let us consider the integral term in (5.13). The
integral term contains both input voltage (
dc
V ) and current (
L
i ). We can view the input
voltage source as an energy storage element. Since a capacitor is capable of storing
energy therefore it is reasonable to replace the input source as a large equivalent capacitor
as shown in Fig. 5.3.
dc
V
eq
C
L
i
dq
i
dt
=
' v
Figure 5.3: An equivalent capacitor
Our primary interest is in the currentvoltage characteristics of the capacitor which can be
expressed as,
( )
L
dq
i t
dt
= (5.15)
and the charge on the equivalent capacitor is proportional to the voltage across it such
that
eq
q C v = (5.16)
89
where v is the capacitor voltage. Thus, the current equation in (5.15) is rewritten as,
( )
L eq
dv
i t C
dt
= (5.17)
Next we make a substitution of ( )
L
i t into the integral term of (5.13) which yields
[ ]
0 0 0
0
( ) ( )
t t t
L dc dc L dc eq dc eq
t t t
i V dt V i dt V C dv V C v t v t = = =
(5.18)
Since
0
( ) ( )
dc
v t v t V = = then the integral term is shown to be zero and the energy
function is reduced to
2 2
1 1
2 2
L C
E Li Cv K = + + (5.19)
It is seen that, at a stable equilibrium point, the relative energy is equal to zero provided
that,
( ) ( )
2 2
1 1
2 2
s s
L C
K L i C v = (5.20)
where
s
L
i and
s
C
v denote stable input current and output voltage respectively.
5.2.2 Derivation of MFPT for Switching Time Uncertainty
In this subsection the MFPT is derived for the case of switching time uncertainty. Let us
consider a stochastic model (4.13) of a dcdc boost converter
( , )
2
( , )
L
C
L i L C
L
s
C v L C
i i v
i d
w
v i v
dt
(
(
= +
(
(
Q (5.21)
where
90
2 1 2
2 1 2
1
1 1
1 1
L
C
ref
i C C L C C
ref
v L C L L C L
T
s C L
V
k k E
v v i v v
L L L L L
V
k k
i v i i v i
C RC C C C
v i
L C
= + +
= + +
(
=
(
Q
(5.22)
Let the domain of attraction and its boundary be defined by (5.4) and (5.5) respectively.
The MFPT is defined as
[ ]
{ }
0 0
inf  ( , ) (0) , (0)
L C c L L C C
Exp t E i v E i i v v = = = = (5.23)
It has been shown in [16] and [23] that for the above system MFPT, denoted by ( ), is a
solution of the following problem,
2 2 2
11 12 21 22 2 2
( ) ( )
1 ( , )
L C
L i v
L L C C L C
L C
p p p p i
i i v v i v
i v
 
+ + + +

\ .
(5.24)
which also satisfies the following boundary condition,
0 ( , )
L C
i v = (5.25)
In the above equation
ij
p is an element of a symmetrical matrix P which is defined as
2
2
2
2
C L C
L C L
v i v
L LC
i v i
LC C
(
(
( = =
(
(
T
s s
P Q Q (5.26)
The problem in (5.24) is called backward ChapmanKolmogorov equation which is
derived from stochastic differential equation (SDE) in (5.21). Since it is rather difficult to
find the exact solution of (5.24), in this thesis, we seek for an asymptotic solution where
(5.24) is reduced to a boundary value problem of an ordinary differential equation
(ODE). An asymptotic expression of the solution, can then be obtained from the ODE.
91
In the case where ( , )
L
i L C
i v and ( , )
C
v L C
i v are smooth and bounded in the domain of
attraction ( ), the solution of the Kolmogorov equation (5.24) is also bounded. This
implies that is finite ( < ). In power electronics, the damping ratio is usually a
small parameter, hence in order to obtain an asymptotic solution for (5.24), is
expanded in power series of ,
0 1 2
1
....
= + + + (5.27)
Substituting the above into (5.24) leads to
2 2 2 2 2 2 2
0 0 1 2 1 2
2 2 2 2
2 2 2 2
0 0 1 2 1 2
2 2 2 2
2 1 1
.... ....
1 1
.... ( ) ....
L
C C L
L L L L C L C L C
L
L i
C C C L L L
v v i
L i i i LC i v i v i v
i
i
C v v v i i i
   
+ + + + + +
 
\ . \ .
(
  
+ + + + + + + +
( 
( \ \ .
0 1 2
1
.... 1 ( , )
C
v L C
C C C
i v
v v v

.
 
+ + + =

\ .
(5.28)
Let us consider terms according to the order of in (5.28). First we start with the
leading term
1
(5.30)
and
92
( , )
( , )
L
C
L
i L C
C
v L C
di
i v
ds
dv
i v
ds
(5.31)
Equation (5.30) implies that
0
is constant on the surface which is determined by the
solution of equation (5.31). If 0 = , the system is not at its equilibrium point and
traverses a constant energy which is the solution of (5.31). Hence,
0 0
( ) E = (5.32)
which indicates that
0
is constant on an energy contour. Next we consider the zeroth
order
0
( ) which results in the following equation,
2 2 2 2 2
0 0 0 0
1 1 2 2 2 2
2
( ) 1
C C L L
L
L L C C L
v v i i
L i
L i LC i v C v i
 
= + +

\ .
(5.33)
The solvability condition [44] states that the right hand side (RHS) of (5.33) is orthogonal
to the solution of the following adjoint homogeneous equation of (5.29),
* *
1
( ) 0 L P = (5.34)
where
*
1 1
L L = (5.35)
and
*
P is a function of E. Therefore, the solvability condition for (5.33) is given by,
1 1
0
1
lim ( ) 0
t
t
L ds
t
(5.36)
Because (5.31) represents an energy conservation system whose trajectories remain in an
energy contour, integration of (5.36) is actually performed along an energy contour. Let
the period of integration along an energy contour be defined as,
93
( )
s
E
T E d =
(5.37)
and T(E) is nonzero. Hence, (5.36) is equivalent to
1 1
0
1
( ) 0
( )
T
L ds
T E
=
(5.38)
Next, we assume that the probability of starting at any point on the energy contour is the
same; the integration along time and integration along energy contour are interchangeable
[45]. We can write the following integration,
2 2 2 2 2
0 0 0 0
2 2 2 2
2 1
1 0
( )
C C L L
L s
E
L L C C L
v v i i
i d
T E L i LC i v C v i
(
 
+ + =
( 
(
\ .
(5.39)
where
( )
s
E
T E d =
(5.40)
and
s
d is the surface element. Since we already found in (5.32) that
0
is a function of
E, thus we can obtain,
0
0
( )
L L
E
E
i i
=
(5.41)
and
2
2 2
0
0 0 2 2
( ) ( )
L L L
E E
E E
i i i
 
= +

\ .
(5.42)
where
0
( ) E and
0
( ) E are first and second derivatives with respect to E. Similarly,
0
0
( )
C C
E
E
v v
=
(5.43)
and
94
2
2 2
0
0 0 2 2
( ) ( )
C C C
E E
E E
v v v
 
= +

\ .
(5.44)
In addition, we also have
2 2
0
0 0
( ) ( )
L C L C L C
E E E
E E
i v i v i v
= +
(5.45)
Substituting (5.4145) into (5.39) results in,
2
2 2 2
0 0 0 0 2 2
2
2 2
0 0 0 2 2
2 1
( ) ( ) ( ) ( )
( )
( ) ( ) ( ) 1 0
C C L
E
L L L C L C
L
L s
C C L
v v i E E E E E
E E E E
T E L i i LC i v i v
i E E E
E E i E d
C v v i
 
   
 + +
 

\ . \ .
\ .
 
(    
 + + + =
(  

\ . \ .
\ .
(5.46)
Rearranging the coefficients,
0
is determined as the solution of the following boundary
value problem,
1 0 2 3 0
0 0
( ) ( ) ( ( ) ( )) ( ) 1
( ) 0, (0)
C
C E E C E C E E
E
+ =
= <
(5.47)
where,
2 2
2 2
1 2 2
2 2 2 2 2
2 2 2 2 2
3
2 1
( )
( )
2 1
( )
( )
1
( )
( )
C C L L
s
E
L C L L
C C L L
s
E
L L C C
L s
E
L
v v i i E E E E
C E d
T E L i LC v i C i
v v i i E E E
C E d
T E L i LC i v C v
E
C E i d
T E i
(
   
( = +
 
(
\ . \ .
(
= +
(
=
(
(5.48)
Since the state variables in equation (5.47) are in Cartesian system but the integration is
to be performed on an ellipsoid, the following transformations are needed to simplify the
calculation. First the energy contour is reshaped to a sphere in spherical coordinates.
95
Then state variables are transferred to polar coordinates. These transformations are
explained in Appendix B.1. Finally, the problem described by (5.47) becomes
* *
1 0 2 3 0
0 0
( ) ( ) ( ) 1
( ) 0, (0)
C
C E C C E E
E
+ =
= <
(5.49)
where
0
is the leading term in the expansion of in powers of . Our primary focus
on the MFPT is on the system where it is at its stable equilibrium point at 0 t = and
0 E = . This means that we need to calculate the value of (0) . The asymptotic
expression for (0) is derived as [45],
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) ( ) /( ) / ( / ) 1
*
3 0
1
(0) ( )
c
c
E
C t C C E C C C C C
c
E t e dt e
C
(
(
(5.50)
The details on evaluating the integration in polar coordinates, the coefficients
*
1 2
, , C C and
*
3
C as well as the asymptotic expression for (0) are given in Appendices B.2 and B.3,
respectively.
5.2.3 Numerical Examples of MFPT for Switching Time Uncertainty
An example is given for illustration purposes. Effects of small random perturbations on
switching time of the boost converter are compared between the MFPT and its
deterministic counterpart, critical energy( )
c
E . Matlab is used to simulate and provide
voltages and currents at the operating point and the stability boundary. A computer
program has been developed in Visual Fortran [46] to determine MFPT and critical
energy. The following parameters of a currentcontrolled boost converter system are
used: 5 , 0.001 , 5 ,
dc L
V V r L mH = = = and 10 C F = . The current and voltage
96
feedback gains are set to 1 0.02, 2 0.01 k k = = , respectively. Output voltage is set to 12V
through
ref
V . The scaled damping of the system ( / )
L
r L = is 0.2. Fig. 5.4 shows a plot
of MFPT values vs. scaled noise intensity. The lesser the noise intensity the longer time it
takes for the system to reach the boundary of the stability region. It is apparent that
MFPT can capture the effects of small disturbances. Natural logarithmic values are used
to represent the MFPT results because they are more suitable when a plot has drastic
changes in one of its variables like the MFPT values.
1
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
0.005 0.01 0.015 0.02 0.025 0.03 0.035
noise intensity ( )
l
n
(
)
Figure 5.4: Variation of MFPT with noise intensity
We perform analyses of the security indices for the boost converter with a load resistance
and input voltage variations. For the load variation analysis, load resistance ( ) R is varied
from 20 to 40. Fig. 5.5 shows a plot of critical energy vs. load resistance, which is
considered a deterministic indicator for the converter. As load resistance increases, a
regulated converter keeps output voltage constant by decreasing output current. This
97
means the load is drawing less power and the converter is operating further from the
stability boundary. Since the critical energy value indicates the amount of energy needed
for the system to reach the boundary of domain of attraction, a higher critical energy
value means that the converter is less vulnerable for a given set of parameters. Unlike
MFPT, the distinct disadvantage of critical energy is that it does not capture small
random perturbation effects on switching times of the converter. Fig. 5.6 shows a plot of
natural logarithm value of the MFPT, ln , vs. load resistance increases at three different
scaled noise values ( ) of noise,
4
1.138 10
,
4
4.550 10
, and
4
10 10
corresponding
to
2
1 10
,
2
2 10
and
2
3 10
Figure 5.6: Variation of MFPT with load resistance
For the analysis on input voltage variation, input voltage is changing from 5 to 11V.
Therefore the duty ratio must be controlled in order to keep the output voltage constant at
12V. A plot of critical energy vs. input voltage variation is shown in Fig. 5.7. When the
input voltage is low, the critical energy value is also low. The explanation of this
phenomenon is that low input voltage requires the duty ratio to be high. This high duty
ratio attempts to exceed the maximum power transfer capability of the converter which
yields high losses because of poor switch utilization. Consequently the converter has a
small critical energy value at small input voltage. While our stochastic index describes
this phenomenon adequately, it also captures the effects of random fluctuations of
switching times as evident in Fig. 5.8. When the noise intensity is low, the system stays
longer in the stability region, indicated with higher ln( ) . The lower noise intensity value
indicates less effect of disturbances.
99
0
0.2
0.4
0.6
0.8
1
1.2
1.4
4 6 8 10 12
input voltage (V)
C
r
i
t
i
c
a
l
E
n
e
r
g
y
(
)
c
E
Figure 5.7: Variation of critical energy with input voltage
1
1.5
2
2.5
3
3.5
4
4.5
5
4 6 8 10 12
input voltage (V)
l
n
(
)
0.01 =
0.02 =
0.03 =
Figure 5.8: Variation of MFPT with input voltage
100
5.2.4 Derivation of MFPT for Load Uncertainty
For the case of load uncertainty, a similar procedure based on singular perturbations
involving the same asymptotic expansion in terms of is analyzed. In this subsection
we consider the system describe by equation (4.19) where the disturbance is reflected in
the model as load perturbation as,
( , )
2
( , )
L
C
L i L C
L
l
C v L C
i i v
i d
w
v i v
dt
(
(
= +
(
(
Q (5.52)
where
[ ]
2 1 2
2 1 2
1
( , )
1 1
( , )
0
L
C
ref
i L C C C L C C
ref
C
v L C L L L C L
T
l C
V
k k E
i v v v i v v
L L L L L
V
v k k
i v i i i v i
C C C C C R
v
= + +
= + +
Q
(5.53)
It has been shown [23] that the MFPT, , is a solution of the following boundary value
problem,
2
2
2
( ) 1 ( , )
0 ( , )
L C
C L i v L C
C L C
L C
v i i v
v i v
i v
 
+ =

\ .
(5.54)
The above equation is analogous to (5.24). Next we apply the following expansion of ,
0 1 2
1
....
= + + + (5.55)
So (5.54) becomes,
101
2 2 2
2 0 0 1 2 1 2
2 2 2
0 1 2
1 1
.... ( ) ....
1
.... 1 ( , )
L
C
C L i
C C C L L L
v L C
C C C
v i
v v v i i i
i v
v v v
   
+ + + + + + +
 
\ . \ .
 
+ + + =

\ .
(5.56)
Rearranging the above equation according to the coefficient of , the terms of the order.
Certain analogies along with some contrasts are seen in this load perturbation case.
Among the contrasts are the following. The equation analogous to (5.33) is
2
2 0 0
1 1 2
( ) 1
C L
C L
L v i
v i
= +
(5.57)
From (5.57), we can derive the load uncertainty version of (5.39) as,
2
2 0 0
2
1
1 0
( )
C L s
E
C L
v i d
T E v i
(
+ =
(
(5.58)
Hence for the load perturbation case, the boundary value problem is given as,
1 0 2 3 0
0 0
( ) ( ) ( ( ) ( )) ( ) 1
( ) 0, (0)
C
C E E C E C E E
E
+ =
= <
(5.59)
where,
2
2
1
2
2
2 2
3
1
( )
( )
1
( )
( )
1
( )
( )
C s
E
C
C s
E
C
L s
E
L
E
C E v d
T E v
E
C E v d
T E v
E
C E i d
T E i
(
 
( =

(
\ .
(
=
(
=
(
(5.60)
Similar to the case of switching time uncertainties, the energy function is reshaped. Then
we transform equation (5.59) into polar coordinates and the problem becomes
102
* *
1 0 2 3 0
0 0
( ) ( ) ( ) 1
( ) 0, (0)
C
C E C C E E
E
+ =
= <
(5.61)
where
0
is the leading term in the expansion of in powers of . The above equation
is analogous to the equation (5.49) where the solution is in given in the same form,
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) ( ) /( ) / ( / ) 1
*
3 0
1
(0) ( )
c
c
E
C t C C E C C C C C
c
E t e dt e
C
(
(
(5.62)
However, the coefficients
*
1 2
, , C C and
*
3
C as well as the resulting asymptotic expression
for (0) are different because of
1 2
( ), ( ), C E C E and
3
( ) C E in (5.60). Derivations of
*
1 2
, , C C and
*
3
C in details are given in Appendix C.
5.2.5 Numerical Examples of MFPT for Load Uncertainty
0
10
20
30
40
50
60
0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18
l
n
(
)
M
F
P
T
noise intensity ( )
Figure 5.9: Variation of MFPT with noise intensity
103
Fig. 5.9 shows a plot of natural logarithm values of MFPT vs. noise intensity. The
following parameters of a currentcontrolled boost converter system are used:
5 , 0.001 , 5 ,
L
E V r L mH = = = and 10 C F = . The current and voltage feedback gains
are set to k1 = 0.02, k2 = 0.01, respectively. Output voltage is set to 12V through
ref
V .
The system damping is 0.2. Since the noise intensity is given by the ratio of standard
deviation and the mean value. The higher noise intensity means more variation of
uncertainty. As expected the MFPT value exhibits a large drop as the noise intensity
increases.
0
2
4
6
8
10
12
14
16
20 25 30 35 40
load resistance ( )
C
r
i
t
i
c
a
l
E
n
e
r
g
y
Figure 5.10: Variation of critical energy with load resistance
104
0
5
10
15
20
25
20 25 30 35 40
load resistance ( )
0.13 =
0.14 =
0.15 =
l
n
(
)
M
F
P
T
Figure 5.11: Variation of MFPT with load resistance
The example considered now is in the same situation as in the case of switching time
perturbation where the sensitivity of load resistance is examined. We vary load resistance
from 20 to 40. As the load resistances increases the critical energy value also
increases, shown in Fig. 5.10. Since the currentmode controlled boost converter is a
regulated power supply, it is capable of maintaining a preset voltage across a variable
load resistance. This means that as the load resistance increases the voltage is kept
constant and the current is reduced. Thus less power is being drawn to the load and the
system can sustain more energy before it loses stability. Numerical values of MFPT have
been obtained. Fig. 5.11 shows MFPT values at different noise intensities vs. load
resistance variation. In comparing Figs. 5.10 and 5.11, it is immediately noticed that our
stochastic security index plots are qualitatively similar to the critical energy plot under
load variation. The plot in Fig. 5.11 is useful in realistic situation such as from standby to
operating states where the need for large load variation can be achieved.
105
0
2
4
6
8
10
12
14
16
5.5 6.5 7.5 8.5 9.5 10.5
C
r
i
t
i
c
a
l
E
n
e
r
g
y
input voltage (V)
Figure 5.12: Variation of critical energy with input voltage
0
20
40
60
80
100
120
140
160
180
5.5 6.5 7.5 8.5 9.5 10.5
0.13 =
0.14 =
0.15 =
l
n
(
)
M
F
P
T
input voltage (V)
Figure 5.13: Variation of MFPT with input voltage
It is useful to know how much the input voltage variation can be tolerated and how it
affects system stability. Fig. 5.12 shows a plot of critical energy vs. input voltage
106
variation. As explained earlier in the case of switching time uncertainty, a dcdc
converter is most stable when the input voltage is closest to the output voltage. Our
security index plots in Fig. 5.13 indicate the same trend as the critical energy but the
effect of noise intensity is captured. It can be seen that the conversion of 10V to 12V
suggests more robust operating condition than the conversion of 6V to 12V. A prudent
selection of converter input voltage, for example, can considerably minimize stability
problem and maximize efficiency. For a given rating of a boost converter, higher input
voltage limits the input current requirement, which in turn lessens the loss from print
circuit trace, contact and wire resistances.
5.3 Dynamic Security Index of a Threephase Inverter due to White Noise
A reliable security index is very important in order to determine robustness and
sensitivity of the system parameters. Converter designers and operating personnel may
reduce down time of power electronic converters by taking this security index into
consideration. Its applications do not limit only to dcdc converters. This section
discusses derivation of MFPT and numerical examples for a threephase inverter case.
5.3.1 Derivation of MFPT
For a threephase inverter case, the system model after transformation to dq axis is a
linear system. In addition, since there is no feedback control, there is a single global
attracting point. It does not matter what is the initial condition, the system always settles
down to the same operating point. However, most commercial inverters have voltage and
107
current deviation limits. Based on this fact, we put constraints on the inverter output
voltages and currents where we empirically define them as a predefined operating
boundary of the inverter. Once the system has been perturbed and the trajectories attain
the boundary, the constraint of the system is considered violated. This operating
boundary may vary for different converters.
Depending on inherent random factors in the systems, the violation of the constraint of
this type is unpredictable in deterministic concept. In this regard the stochastic approach
will provide an indicator where design engineers may anticipate a constraint violation due
to random disturbances. Thus, from the system in (4.28), the averaging of time that
elapses before the constraint is violated, is represented by the solution of a boundary
value problem given as,
2
2
( ) ( )
( ) ( ) 1 ( , , )
0
id id r ld ld cd
id ld cd
iq iq r lq lq cq m
iq lq cq
i i
m i i v
i i m i v
i i v m
+ +
+ + =
= ( , , ) m i v
(5.63)
where is the MFPT to the constraint violation. As in the previous cases, it is very
difficult and sometimes impossible to obtain an exact solution to the type of boundary
value problem as in (5.63). Instead, an asymptotic solution is sought by the following
expansion,
0 1 2
1
....
= + + + (5.64)
108
Thus, the problem in (5.63) is first reduced to a boundary value problem of ordinary
differential equation (ODE), then its solution for an asymptotic expression of is found.
In the first stage of the asymptotic derivation, it was discovered that as the damping ratio
is close to zero, the system will traverse a constant energy contour. As shown earlier,
it is concluded that
0 0
( ) E = (5.65)
where E is the energy function of an unperturbed inverter system shown in Appendix D
The equation (5.65) indicates that the MFPT is a function of energy function E.
In describing the boundary of constraints, let the energy at the predefined boundary,
c
E ,
be the energy value at the point where the constraint is violated. We define the viable
region as,
{ } : ( , , )  ( , , )
c
m i v E m i v E < (5.66)
and the boundary of is defined as
{ } : ( , , )  ( , , )
c
m i v E m i v E = (5.67)
Since the vector ( ), ( ), , ( ), ( ), ,
T
id id r ld ld cd iq iq r lq lq cq m
i i i i (
is
smooth and bounded in , equation (5.63) has a bounded solution which means that is
a finite value. Therefore the MFPT of the inverter system (4.28) is given by the following
conditional expectation value,
[ ] { }
inf  ( , ) (0) , (0)
c
Exp t E i v E i i v v = = = = (5.68)
For a computationally tractable implementation of the MFPT, an asymptotic expression
for the indicator is derived in Appendix D and given as follows,
109
/ 1
( )
c
E d c
A E
e
(5.69)
where d is a constant dependent on system parameters, while
1
( )
c
A E is a function of
critical energy.
5.3.2 Numerical Examples of MFPT
Computer simulations are run to simulate and obtain energy level at the boundary and
MFPT. A 10% deviation of voltage and current from the operating point is set as a
predefined stability region of the inverter. Matlab is used to simulate and provide
voltages and currents at the boundary. A computer program is developed to obtain the
MFPT. The following parameters of an inverter system in Fig. 2.13 are used: 5 ,
f
L mH =
16mH,
L
L = 150 , C uF = 100 ,
DC
V V = 0.6
a
M = . The scaled damping of the inverter is
set to 0.2. Amplitude modulation ratio convergence rate is 0.001. Fig. 5.14 shows
natural logarithm value of the MFPT, ln , vs. load resistance increase at three different
scaled noise values,
5
4.41 10
,
5
4.80 10
and
5
5.06 10
corresponding to
6
7 10
,
6
7.3 10
and
6
7.5 10
,
6
6 10
, and
6
5 10
corresponding to
5
4.41 10
,
5
3.24 10
and
5
2.25 10
Figure 5.17: Critical energy vs. load inductance increase
The results in Fig. 5.16 show us that the converter takes shorter time to reach the
boundary at higher
L
R value which represents higher power level. Our stochastic index
describes this phenomenon adequately, whereas the deterministic counterpart, notably
energy level at the boundary cannot account for the effect of random perturbations. As
shown in Fig. 5.17, one cannot predict performance of the converter because the motion
of
c
E shows no pattern as
L
R increases.
c
E does not give enough information of the
converter performance compared to ln . The significant disadvantage of the
deterministic one, in practical converters is that it does not capture noise or fluctuations
in the system parameters.
113
5.4 Dynamic Security Index of a Boost Converter due to Colored Noise
The stochastic model of a currentmode controlled dcdc boost converter where the
system is excited by colored noise has been developed in chapter 4. The important benefit
of the colored noise modeling over the white noise is that effect of bandwidth of the noise
is incorporated. Thus it makes the noise model more realistic since the white noise cannot
actually exist because of its infinite power in all frequencies. Particularly in power
electronic system where there are limiting factors such as parasitic components in
switching devices and an inductor in the system. This section provides derivation of
MFPT for colored noise case and numerical examples of MFPT.
5.4.1 Derivation of MFPT
In the derivation of the MFPT, it has been shown in [22] and [40] that the following
substitution is appropriate in a small damping system,
u u = (5.70)
Thus the stochastic model in (4.38) is transformed to the following equation, with the
prime dropped,
1
2
( , )
( , )
2
L
C
L
L i L C
C
v L C
di
i i v Qu
dt
dv
i v Q u
dt
du
u w
dt
= +
= +
= +
(5.71)
The mean first passage time is the average length of the time for the system to cross a
designated region boundary for the first time. The above OrnsteinUhlenbeck process
114
leads to calculation of . As discussed in the white noise case, the differential equation
for caluculating the MFPT of the system is associated to the following backward
Kolmogorov equation given by,
( )
( )
2
1 2
2
( , )
( , ) 1 ( , , )
0 ( , , )
L
C
L i L C
L
v L C L C
C
L C
i i v Qu
u i
i v Q u u i v u
v u
i v u
= + +
+ + =
(5.72)
Since it is very difficult to find the exact solution of (5.72), to seek the solution of L ,
we expand in the asymptotic series as a function of ,
0 1 2 3
1 1
= + + + + (5.73)
Substituting (5.72) into (5.71) yields,
( )
( )
2 2 2
0 1 2
2 2 2
0 1 2
1
0 1 2
2
0 1 2
1 1
1 1
( , )
1 1
( , )
1 1
1
L
C
L i L C
L L L
v L C
C C C
u u u
i i v Qu
i i i
i v Q u
v v v
u
u u u
 
= + + + 

\ .
 
+ + + + +


\ .
 
+ + + + +


\ .
 
+ + + =


\ .
L
(5.74)
Similar to the previous discussions, in order for (5.74) to hold, the coefficients of each
power of are zero. Following the approach described in Appendix E, the problem in
(5.74) is reduced to the following boundary value problem of ordinary differential
equation,
115
{ }
0 0
0
( ) ( ) ( ) ( ) ( ) 1
( ) 0
c
f E E g E h E E
E
+ =
(5.75)
where f(E), g(E), and h(E) are also defined in Appendix E. The MFPT, , for the colored
noise perturbed system is given as [22],
( ) /
0
(0)
( ) lim
( ) ( ) c
E
E E
T
E e
f E T E
= (5.75)
where T(E) is the period of integration along an energy contour and ( ) E is defined as,
0
( )
( )
( )
E
h
E d
f
(5.76)
5.4.2 Numerical Examples of MFPT
The concept of colored noise is rather important in a practical aspect. It allows for the
representation of random perturbation in a more realistic situation than white noise. In
this subsection, we investigate how the security index responds to the noise bandwidth
and noise intensity. A computer program has been developed to determine MFPT. Here,
the following parameters of a currentcontrolled boost converter system are used:
5 , E V = 0.001 ,
L
r = 5 , L mH = and 10 C F = . The current and voltage feedback gains
are set to 2 0.01 k = , 1 0.02, k = respectively. Output voltage is set to 12V through
ref
V .
The scaled damping of the system is 0.2. The variation of MFPT as noise bandwidth, ,
and intensity, , change is depicted in Fig. 5.18. It is clear that both parameters have
effects on MFPT values. The noise effect becomes increasingly significant, indicated by
low MFPT value, at large bandwidth.
116
0
0.005
0.01
0
0.2
0.4
0.6
0.8
1
1.2
0
50
100
150
200
250
300
noise intensity
noise bandwidth
l
n
(
M
F
P
T
)
Figure 5.18: Variation of MFPT due to noise bandwidth and intensity
The impact of noise bandwidth on MFPT values is shown in Fig. 5.19. It shows two
projections (at different intensities) of Fig. 5.18 onto the ln( ) plane. The MFPT
value exhibits a large initial drop as the bandwidth increases. Most dynamical systems
that are subjected to random noise follow this trend where MFPT values are smaller as
increases. Noise intensity, , also affects the MFPT value. Higher value of indicates
higher fluctuation around the trajectories, thus lower MFPT value. A plot of MFPT vs.
is shown in Fig. 5.20. It shows two projections (at different bandwidths) onto ln( )
plane.
117
0 0.2 0.4 0.6 0.8 1 1.2
0
50
100
150
200
250
300
noise bandwidth ()
l
n
(
M
F
P
T
)
= 0.002
= 0.010
Figure 5.19: ln(MFPT) vs. noise bandwidth
0 0.002 0.004 0.006 0.008 0.01 0.012
0
20
40
60
80
100
120
140
160
180
noise intensity ()
l
n
(
M
F
P
T
)
= 0.2
= 1.0
Figure 5.20: ln(MFPT) vs. noise intensity
118
As expected, from the two plots, has a drastic effect on MFPT values. From Figs. 5.19
and 5.20, it can be seen that some form of filtering which can lower the noise bandwidth
would help mitigate noise effect in power converters.
To convey an understanding of colored noise effects at different operating conditions, we
plot MFPT vs. load resistance variation at different noise intensities. Notice how MFPT
varies as the load resistance changes. They exhibit qualitatively similar to the white noise
case where MFPT increases as load resistance increases, shown in Fig. 5.21 however,
with larger MFPT values due to limited noise bandwidth.
11 11.5 12 12.5 13 13.5 14 14.5 15
0
200
400
600
800
1000
1200
1400
1600
1800
load resistance (
)
l
n
(
M
F
P
T
)
= 0.01
= 0.02
= 0.03
Figure 5.21: Variation of MFPT vs. load resistance
119
It has been shown that MFPT depends on both and . It would be meaningful to
compare their effects on the converter performance. If a fair comparison is to be made,
the product of and should be kept constant, allowing each parameter to vary
depending on the other. Thus we approximate a constant k representing constant noise
power as,
k = (5.77)
The above equation implies that for a fixed value of k, decreases as increases and
vice versa. In Fig. 5.22, we plot the MFPT vs. at three different values of k. The MFPT
becomes larger as increases which is contrary to Fig. 5.21. In fact, these results are to
be expected as (5.77) is applied.
0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05
2
2.5
3
3.5
4
4.5
5
5.5
6
6.5
7
noise intensity ()
l
n
(
M
F
P
T
)
constant = 0.01
constant = 0.02
constant = 0.03
Figure 5.22: Variation of MFPT vs. noise intensity at different noise power
120
Another interesting aspect of the plot in Fig. 5.22 is that a larger noise power results in
lower MFPT. Therefore, we may conclude that, in this case, the noise bandwidth has a
stronger effect on MFPT values than the noise intensity. Note that the analysis performed
here is valid only for a given set of system parameters. For other sets of parameters, the
noise intensity may have a stronger effect on the MFPT. Though the filtering circuit can
reduce the noise bandwidth, it may have minimal effect on noise intensity. Since the
optimal design approach is not possible without thoroughly understanding the converter
behavior, stochastic modeling and the MFPT will help engineers deal with noise issues
rather than a brute force filtering approach.
121
6. CONCLUSIONS AND FUTURE WORK
6.1 Conclusions
Random effects of existing disturbances are shown to be critical issues concerning the
reliability and the performance of power electronic converters. Recent studies have
indicated that these disturbances can alter or even degrade the predicted converter
performance. This thesis has addressed some of the key issues involving random effects
of these realistic disturbances.
We investigate the noise properties of a dcdc boost converter. Due to various sources of
noise, the central limit theorem is applied to support the hypothesis that the random
effects on the operating characteristics of the converter is gaussian distributed. An
experimental platform was created to verify the characteristics of the random noise. The
experimental results confirm that the probability density of existing noise is gaussian
distributed.
We also present an enhancement of the commonly used averaged model of the switching
converter that can capture the effects of random noise. The model is developed using the
theory of stochastic differential equations based on the noise properties obtained from the
experiment. The disturbances are lumped together and introduced to the system model as
a random process. The noise effects can be shown in the system model through system
parameter uncertainties. In this thesis, we investigate noise effects due to the switching
time uncertainties and load fluctuations where they are modeled as zero mean gaussian
122
distributed white noise. In addition to white noise, we also study a more realistic case of a
noise model, the colored noise model, which allows the noise bandwidth to be varied.
The colored noise model has shown to be less conservative than the white noise case.
Since the stochastic model can capture noise effects and provide a more realistic
description on the system dynamics, a clearer picture of the operating limit of the
converter can be achieved.
To evaluate the converter performance under the influence of random noise, the dynamic
security index has been formulated based on the concept of mean first passage time
(MFPT). The proposed index is compared with its deterministic counterpart, critical
energy. The significant advantages of the MFPT, in the context of practical applications
are that it captures uncertainties and provides a clearer picture of the system robustness at
particular system parameters where realistic disturbances are considered. The more
formal advantage is related to the design process, in the sense that it can be used to
perform sensitivity analysis of the converter. As it is recommended that it would be
beneficial if the converter is to operate slightly less than the designed rating to increase
reliability of the converter. While it is not precisely known how less is slightly less,
design engineers usually use their past experience. However, our security index helps in
providing a clearer picture of how far the system is operating from the boundary of the
domain of attraction in a realistic situation where the system is subjected to random
noise.
123
6.2 Summary of Research Contributions
Several key research contributions are highlighted below:
Proposed and verified the random effects from existing disturbances to be
gaussian distributed.
Developed stochastic models for power electronic converters that include the
effects of realistic uncertainties
Developed a dynamic security index that evaluates the long term effects of small
perturbations on the system dynamics of power converters.
Analyzed the converter performance under the influences of switching time
uncertainties and load fluctuations. This includes the case where random noise is
modeled as colored noise in addition to white noise.
Examined a methodology that leads to a computationally feasible dynamic
security index (MFPT).
6.3 Future Research Directions
This thesis has provided the groundwork for a variety of continuing research directions.
Further research might focus on following issues:
More elaborate power converter models such as a frequency dependent term or
different mode of operation can be incorporated to provide better descriptions of
the converter dynamics. Thus, the description of system dynamics under random
perturbations will be more accurate.
124
Power electronics is an emerging discipline in which new circuits and
applications are created every day. It is necessary for each circuit and the
associated disturbances to be studied separately since there is no general solution
available for all circuits. Therefore, different types of power electronic converter
circuits such as a singlephase inverter, pulsewidth modulated rectifier and
resonant converters might be pursued.
Continued investigation of more specific sources of noise is definitely needed to
uncover the mechanisms of how noise interacts with system parameters, which
will help converter designers thoroughly understand the dynamical behaviors of
the converters in a realistic situation. Knowing how and when the noise interferes
with the system will certainly help mitigate it.
125
LIST OF REFERENCES
[1] R.E. Tarter, SolidState Power Conversion Handbook, John Wiley and Sons, Inc.,
New York 1993
[2] M. Vilathgamuwa, J. Deng, and K.J. Tseng, EMI suppression with switching
frequency modulated DCDC converters, IEEE Industry Applications Magazine,
vol. 5, issue 6, pp. 2733, Nov.Dec. 1999.
[3] P. Midya and P.T. Krein, Noise Properties of PulseWidth Modulated Power
Converters: OpenLoop Effects, IEEE Transactions on Power Electronics, Vol.
15, No. 6, November 2000.
[4] R.W. Johnson, J.R. Bromstead, and G.B. Weir, 200 degree C operation of
semiconductor power devices, IEEE Transactions on Components, Hybrids, and
Manufacturing Technology, vol. 16, issue 7, pp. 759764, Nov. 1993.
[5] S.K. Mazumder, A.H. Nayfeh, and D. Boroyevich, Theoretical and experimental
investigation of the fastand slowscale instabilities of a dcdc converter, IEEE
Transactions on Power Electronics, vol. 16, issue 2, pp. 201216, Mar. 2001.
[6] A. Cavallini, G.C. Montanari, and M. Cacciari, Stochastic evaluation of
harmonics at network buses, IEEE Transactions on Power Delivery, vol. 10,
No.3, pp. 16061613, July 1995.
[7] R.D. Middlebrook and S. Cuk, A General Unified Approach to Modeling
SwitchingConverter Power Stages, IEEE Power Electronics Specialists
Conference Records, pp. 1834, 1976.
[8] P.T. Krein, J. Bentsman, R.M. Bass, and B.L. Lesieutre, On the Use of
Averaging for the Analysis of Power Electronic Systems, IEEE Transactions on
Power Electronics, vol. 5, pp.182190, Apr. 1990.
[9] S.R. Sanders, J.M. Noworolske, X.Z. Liu, and G.C. Verghese, Generalized
Averaging Method for Power Conversion Circuits, IEEE Transactions on Power
Electronics, vol. 6, No. 2, Apr. 1991.
[10] B. Lehmann and R.M. Bass, Switching Frequency Dependent Averaged Models
for PWM DCDC Converters, IEEE Transactions on Power Electronics, vol. 11,
No. 1, Jan. 1996.
[11] G.C. Verghese, M. E. Elbuluk and J.G. Kassakian, A general approach to
sampleddata modeling for power electronic circuits, IEEE Transactions on
Power Electronics, pp. 7689, Apr. 1986.
126
[12] R. Oruganti and F.C. Lee, State plane analysis of parallel resonant converters,
in IEEE Power Electronics Specialists Conference Records, 1985, pp. 5673.
[13] J. H. Deane and D. C. Hamill, Instability, subharmonics, and chaos in power
electronic systems, IEEE Transactions on Power Electronics, vol. 5, no. 3, pp.
260268, July 1990.
[14] C.K. Tse, Flip bifurcation and chaos in a threestate boost switching regulator,
IEEE Transactions on Circuits and Systems Part I: Fundamental Theory and
Applications, vol. 42, no. 1, pp. 1623, January 1994.
[15] M. di Bernardo, and F. Vasca, DiscreteTime Maps for the Analysis of
Bifurcations and Chaos in DC/DC Converters, IEEE Transactions on Circuits
and SystemsPart I: Fundamental Theory and Applications, vol. 47, no. 2, pp.
130143, Feb. 2000.
[16] B.J. Matkowsky and Z. Schuss, The Exit Problem for Randomly Perturbed
Dynamical Systems, SIAM Journal of Applied Mathematics Vol. 33, No. 2, Sep.
1977.
[17] D. Ludwig, Persistence of Dynamic systems under Random Perturbations,
SIAM Review, vol. 17, pp. 605640, 1975.
[18] J.K. Cohen and R.M. Lewis, A ray method for the asymptotic solution of the
diffusion equation, J. Inst. Math. Appl., 3, pp. 266290, 1967.
[19] M.I. Freidlin and A.D. Wentzel, Random Perturbations of Dynamical Systems,
SpringerVerlag, New York, 1984.
[20] H.J. Kushner, Robustness and Approximation of escape times and large
deviations estimates for systems with small noise effects, SIAM Journal of
Applied Mathematics Vol. 44, No. 1, pp. 160182, Feb. 1984.
[21] Z. Schuss, Theory and Applications of Stochastic Differential Equation, John
Wiley and Sons, New York, 1980.
[22] M.M.K. Dygas, B.J. Matkowsky, and Z. Schuss, Colored Noise in Dynamical
Systems, SIAM Journal of Applied Mathematics, vol. 48, issue 2, pp. 425441,
Apr. 1988.
[23] C.O. Nwankpa, S.M. Shahidehpour and Z. Schuss, A Stochastic Approach to
Small Disturbance Stability Analysis IEEE Transactions on Power Systems,
Vol. 7, No. 4, November 1992, pp. 15191528.
127
[24] C.O. Nwankpa and R.M. Hassan, A Stochastic Based Voltage Collapse
Indicator, IEEE Transactions on Power Systems, Vol. 8, No. 3, August 1993 pp.
11871194.
[25] N. Mohan, T.M. Undeland and W.P. Robbins, Power ElectronicsConverters,
Applications and Design, 2
nd
edition, New York, Wiley, 1995.
[26] N.N. Bogoliubov, Y.A. Mitropolsky, Asymptotic Methods in the Theory of Non
linear Oscillations, Hindustan Pub. Cop., Delhi, India 1961.
[27] A.F. Filippov, Differential Equations with Discontinuous Righthand Sides,
Kluwer Academic Publishers, 1988.
[28] A. Capel, G. Ferrante, D. OSullivan and A. Weinberg, Application of the
injected current model for the dynamic analysis of switching regulators with the
new concept of LC
3
modulator, IEEE Power Electronics Specialists Conference
Records, 1978, pp. 135147.
[29] R. Wu, S.B. Dewan, and G.R. Slemon, Analysis of an actodc Voltage Source
Converter Using PWM with Phase and Amplitude Control, IEEE Transactions
on Industry Applications, vol. 27, No. 2, March/April 1991.
[30] A.M. Trzynadlowski, The Field Orientation Principle in Control of Induction
Motors, Boston, Kluwer Academic, Boston, M 1994.
[31] N. AbdelRahim and J.E. Quaicoe, Threephase voltagesource UPS inverter
with voltagecontrolled currentregulated feedback control scheme, Industrial
Electronics, Control and Instrumentation, IECON94, Volume: 1, 1994, Page(s):
497 502
[32] R. Ambatipudi, Simple Techniques Minimize CrossCoupling in Distributed
Power Systems, Power Electronics Technology (PCIM) magazine, March issue,
1998.
[33] D. M. Sable, R. B. Ridley, and B. H. Cho, Comparison of performance of single
loop and currentinjection control for pwm converters that operate in both
continuous and discontinuous modes of operation, IEEE Transactions on Power
Electronics, vol. 7, pp. 136142, Jan. 1992.
[34] G.G. Judge, R.C. Hill, W.E. Griffiths, H. Lutkepohl, and T.C. Lee, Introduction
to the Theory and Practice of Econometrics, New York, Wiley 1985.
[35] A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3
rd
edition, New York, McGrawHill 1991.
128
[36] C. W. Gardiner, Handbook of Stochastic Methods for Physics, Chemistry and the
Natural Sciences, 2
nd
edition, New York, SpringerVerlag, 1997.
[37] S. Banerjee and G. C. Verghese, Nonlinear Phenomena in Power Electronics:
Attractors, Bifurcations, Chaos, and Nonlinear Control, New Jersey, IEEE Press,
2001.
[38] C.O. Nwankpa, A stochastic model for power electronic switching converters
Proceedings on 1992 IEEE International Symposium Circuits and Systems,
ISCAS92, Chicago, Illinois, vol.2, Page(s): 738 741.
[39] A. Sangswang and C.O. Nwankpa, A Stochastic Inverter Model due to
Switching Time Uncertainties, Proceedings of 2001 European Power Electronics
Conference, EPE2001, Graz, Austria, 2001.
[40] C.O. Nwankpa, S.M. Shahidehpour, and Z. Schuss, A generalized approach to
the mean first passage time of a dynamic power system, International Journal of
Systems Science, 1993, vol. 24, no. 11, pp. 20972115.
[41] Performing Jitter Measurements with the TDS 700D/500D Digital Phosphor
Oscilloscopes, Application notes for Oscilloscope, Tektronix, Inc. Beaverton,
Oregon 1998.
[42] DL 708 Digital Scope Users Manual, 2nd ed., Yokogawa Electric Corp., Tokyo,
Japan 1996.
[43] H.K. Khalil, Nonlinear Systems, 2
nd
ed., Upper Saddle River, Prentice Hall 1996.
[44] E. Zauderer, Partial Differential Equations of Applied Mathematics, John Wiley
and Sons, New York, 1983
[45] C.O. Nwankpa, Stochastic Models for Power System Dynamic Stability
Analysis, Ph.D. Thesis, Illinois Institute of Technology, Chicago, IL., 1990.
[46] M. Etzel and K. Dickinson, Digital Visual Fortran Programmer's Guide, Digital
Press, Apr. 1999.
[47] W.H. Fleming, Functions of Several Variables, Reading, MA, AddisonWesley
Pub., 1965.
[48] A. Sangswang and C.O. Nwankpa, Effects of Switching Time Uncertainties on
PulseWidth Modulated Power Converters: Modeling and Analysis, to appear in
IEEE Transactions on Circuits and Systems  Part I: Fundamental Theory and
Applications, special issue on Analysis, Design and Applications of Switching
Circuits and Systems
129
APPENDIX A: EXPERIMENTAL AND MONTE CARLO SIMULATION
RESULTS
A.1 Experimental Results
This section provides experimental data performed in chapter 3 for load resistance at 19,
30, 38, and 50.
2.53 2.54 2.55 2.56 2.57 2.58
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Input current (A)
Figure A.1: A histogram of input current at 19
L
R =
130
23.85 23.9 23.95 24
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Output voltage (V)
Figure A.2: A histogram of output voltage at 19
L
R =
1.72 1.73 1.74 1.75 1.76 1.77 1.78
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Input current (A)
Figure A.3: A histogram of input current at 30
L
R =
131
23.88 23.9 23.92 23.94 23.96 23.98 24 24.02 24.04 24.06
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Output voltage (V)
Figure A.4: A histogram of output voltage at 30
L
R =
1.22 1.23 1.24 1.25 1.26 1.27 1.28 1.29
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Input current (A)
Figure A.5: A histogram of input current at 38
L
R =
132
24 24.02 24.04 24.06 24.08 24.1 24.12 24.14
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Output voltage (V)
Figure A.6: A histogram of output voltage at 38
L
R =
0.97 0.98 0.99 1 1.01 1.02 1.03
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Input current (A)
Figure A.7: A histogram of input current at 50
L
R =
133
24 24.02 24.04 24.06 24.08 24.1 24.12 24.14 24.16
0
20
40
60
80
100
120
140
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
f
u
n
c
t
i
o
n
(
p
d
f
)
Output voltage (V)
Figure A.8: A histogram of output voltage at 50
L
R =
A.2 Monte Carlo Simulation Results and Error Analysis
This section provides results from Monte Carlo simulation performed in chapter 4 for
load resistance at 19, 30, 38, and 50 along with distribution of measurement error.
134
2.62 2.63 2.64 2.65 2.66 2.67 2.68 2.69
0
20
40
60
80
100
120
140
160
180
Input current (A)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure A.9: A histogram of input current and measurement error at 19
L
R =
23.65 23.7 23.75 23.8 23.85 23.9 23.95 24
0
20
40
60
80
100
120
140
160
180
Output voltage (V)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure A.10: A histogram of output voltage and measurement error at 19
L
R =
135
1.815 1.82 1.825 1.83 1.835 1.84 1.845 1.85 1.855 1.86
0
20
40
60
80
100
120
140
160
180
Input current (A)
F
r
e
q
u
e
n
c
y
Distribution of
measurement error
Distribution of data with
no measurement error
Figure A.11: A histogram of input current and measurement error at 30
L
R =
23.7 23.75 23.8 23.85 23.9 23.95 24
0
20
40
60
80
100
120
140
160
180
Output voltage (V)
F
r
e
q
u
e
n
c
y
Distribution of
measurement error
Distribution of data with
no measurement error
Figure A.12: A histogram of output voltage and measurement error at 30
L
R =
136
1.37 1.375 1.38 1.385 1.39 1.395 1.4 1.405
0
20
40
60
80
100
120
140
160
Input current (A)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure A.13: A histogram of input current and measurement error at 38
L
R =
23.75 23.8 23.85 23.9 23.95 24 24.05
0
20
40
60
80
100
120
140
160
Output voltage (V)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Didstribution of
measurement error
Figure A.14: A histogram of output voltage and measurement error at 38
L
R =
137
1.095 1.1 1.105 1.11 1.115 1.12
0
20
40
60
80
100
120
140
160
Input current (A)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure A.15: A histogram of input current and measurement error at 50
L
R =
23.75 23.8 23.85 23.9 23.95 24 24.05
0
20
40
60
80
100
120
140
160
Output voltage (V)
F
r
e
q
u
e
n
c
y
Distribution of data with
no measurement error
Distribution of
measurement error
Figure A.16: A histogram of output voltage and measurement error at 50
L
R =
138
APPENDIX B: DETAILED DERIVATIONS OF (5.49) AND (5.50)
B.1 Transformation of Coordinate System
In order to reshape the energy contour to a sphere, a Taylor series expansion is taken for
energy function in (5.19) around the stable equilibrium point yielding,
2
0
( , )
0
s
s s s s L L
L L C C L L C C
s
C C
L i i
E i i v v i i v v
C v v
( (
( = +
( (
(B.1)
where
2
( ) O i represents higher order terms and satisfies
2
, 0
( , )
lim 0
,
s s
L L C C
s s
L L C C
s s
i i v v
L L C C
i i v v
i i v v
=
(B.2)
Therefore,
T
E = z Hz (B.3)
Next we transform the state vector into standard form. Let
= z Ru (B.4)
where R is a 2 2 orthogonal transformation matrix of H and u is a vector.
Substituting = z Ru into the energy function yields,
T T
E = u R HRu (B.5)
139
In order for (B.5) to be a standard form, the following must be satisfied,
T
= R HR N (B.6)
where N is a diagonal matrix. This implies that R is the orthogonal transformation matrix
of H. Since H is a diagonal matrix, R is also a diagonal matrix. Let R be defined as
1
2
0
0
R
R
(
=
(
R (B.7)
Then,
T
(
=
(
T
1 1 1
T
2 2 2
R H R 0
R HR = N
0 R H R
(B.8)
where N is diagonal matrix given by,
1
2
0
0
(
=
(
N (B.9)
Now let
[ ]
1 2
T
= A (B.10)
where
1 1 1
v = (B.11)
and
2 2 2
v = (B.12)
So the energy function is given as
T
E = A A (B.13)
The energy contour equation becomes an equation for a sphere where,
1/ 2
1
1/ 2
2
0
0
(
=
(
*
N (B.14)
140
Thus the transformation from z to A can be written as
1 *
z = R(N ) A (B.15)
We use (B.15) to change the integrands of
1
C ,
2
C , and
3
C to quadratic forms and the
integrals are evaluated in polar coordinates. Let
1 1
2 1
cos
sin
E
E
(B.16)
In this system of coordinates the Jacobian matrix [48] is given
J E = (B.17)
and the surface element is defined as
1 s
d Jd = (B.18)
B.2 Derivation of
*
1
C ,
2
C , and
*
3
C in (5.49)
To evaluate
*
1
C ,
2
C , and
*
3
C in (5.49), the following equations will be used,
L
L
E
Lz
z
(B.19)
2
2
L
E
L
z
(B.20)
C
C
E
Cz
z
(B.21)
2
2
C
E
C
z
(B.22)
and
141
2 2
0
C L L C
E E
z z z z
= =
(B.23)
We start with evaluating
2
C in (5.48),
2 2 2 2 2
2 2 2 2 2
( ) 2 ( ) 1
( )
( )
s s
C C L L
s
E
L L C C
v v i i E E E
C E d
T E L z LC z z C z
(
= +
(
(B.24)
Substituting
2 2
2 2
, ,
L C
E E
z z
and
2
L C
E
z z
in (B.24) we obtain,
2 2
2 2
2
( ) ( ) 1 1 1
( ) ( ) ( )
( )
s s
s s C L
s C L
E
v i
C E d v i
L C T E L C
 
= + = +

\ .
(B.25)
Thus
2
( ) C E is a constant depending on system parameters and stable equilibrium point.
Next we change the state variables ( , )
L C
z z to
1 2
( , ) and then to the polar coordinates
E and
i
where the transformations in (B.1516) are applied. Before moving on to
1
( ) C E and
3
( ) C E , we need to evaluate ( ) T E . Recalling (B.18),
2
0
( ) 2
s
E
T E d Ed E
= = =
(B.26)
Next we consider the integrand of
1
( ) C E . By substituting (B.1922) we have,
2 2 2 2
1
1
( ) ( ) 2 ( )
( )
s s s s
C L C L C L L C s
E
C E v z v i z z i z d
T E
( = +
(B.27)
The first integrand in (B.27) is given by,
2 2
11
( )
s T
C L
v z D = z z (B.28)
where
2
11
( ) 0
0 0
s
C
v
D
(
=
(
(B.29)
The second term is given by,
142
12
2
s s T
C L L C
v i z z D = z z (B.30)
where
12
0
0
s s
C L
s s
C L
v i
D
v i
(
=
(
(B.31)
The last term is given by,
2 2
13
( )
s T
L C
i z D = z z (B.32)
where
11 2
0 0
0 ( )
s
L
D
i
(
=
(
(B.33)
So the integrand of
1
( ) C E can be written in the matrix form as
2 2
2 2
1 2 2
( ) 2 ( )
s s s s
T C C L L
L C L C
v v i i E E E E
D
L z LC z z C z
(
       
( + =
   
(
\ . \ . \ . \ .
z z (B.34)
where
2
1 11 12 13
2
( )
( )
s s s
C C L
s s s
C L L
v v i
D D D D
v i i
(
= + =
(
(B.35)
Next we apply the transformation of polar coordinate (B.15) yielding,
1 1
T
D = =
T * 1 T * 1 T
1 1 1 1 1 1 1 1 1
z z A (N ) R D R (N ) A A FA (B.36)
where,
=
* 1 T * 1
1 1 1 1 1 1
F (N ) R D R (N ) (B.37)
The next step is evaluating the integral involved in
1
C ,
( )
2 2
1 11 1 1 22 2 1 12 1 2
( ) ( ) 2( )
s s
E E
d F F F d = + +
T
1 1 1
A F A
(B.38)
We obtain the first term of the integral in (B.38) as,
143
2
2 2 (3/ 2)
1 11 1 1 11 1 11
0
( ) ( ) ( cos )( ) ( )
s
E
F d F E E d F E
= =
(B.39)
Next we consider the second term which is given by,
2
2 2 (3/ 2)
1 22 2 1 22 1 22
0
( ) ( ) ( sin )( ) ( )
s
E
F d F E E d F E
= =
(B.40)
And the last term,
2
1 12 1 2 1 12
0
2( ) 2( ) cos sin 0
s
E
F d F d
= =
(B.41)
Thus we evaluate (B.38) as
[ ]
(3/ 2)
1 11 1 22
( ) ( )
s
E
d E F F = +
T
1 1 1
A F A
(B.42)
Thus we have the expression for
1
( ) C E as,
[ ]
*
1 1 11 1 22 1
( ) ( ) ( )
2
E
C E F F C E = + = (B.43)
where
[ ]
*
1 1 11 1 22
1
( ) ( )
2
C F F = + (B.44)
Likewise, we obtain the following expression for
3
( ) C E ,
[ ]
*
3 3 11 3 22 3
( ) ( ) ( )
2
E
C E F F C E = + = (B.45)
where
[ ]
*
3 3 11 3 22
1
( ) ( )
2
C F F = + (B.46)
144
B.3 Asymptotic solution of the problem in (5.49)
For completeness of the thesis, this section follows the derivation of the solution to the
following boundary value problem which have been found in [45],
* *
1 0 2 3 0
0 0
( ) ( ) ( ) 1
( ) 0 (0)
c
C E E C C E E
E
+ =
= <
(B.47)
The general solution of the above equation can be found as
0
=
* * * * * *
3 1 3 1 2 1 2 1
/ ( ) /( ) / ( / ) 1
1 2 *
1 0 0
1
E s
C s C C t C C C C C
s e t e dt K ds K
C
(
+ +
(
(B.48)
Using the boundary condition
0
( ) 0
c
E = we obtain,
2
K =
* * * * * *
3 1 3 1 2 1 2 1
/ ( ) /( ) / ( / ) 1
1 *
1 0 0
1
c
E s
C s C C t C C C C C
s e t e dt K ds
C
(
+
(
(B.49)
Substituting (B.49) in (B.48), we have
* * * * * *
3 1 3 1 2 1 2 1
/ ( ) /( ) / ( / ) 1
0 1 *
1 0
1
c
E s
C s C C t C C C C C
E
s e t e dt K ds
C
(
=
(
(B.50)
Next we apply the other boundary condition
0
(0) < at E = 0. First, we expand
0
( ) E
around E = 0,
* * * * * * * * *
3 1 3 1 3 1 2 1 2 1 2 1
*
2 1
/ ( ) /( ) / / ( / ) 1 /
0 1 *
1 0 0 0
/ 2
1
0
1
( )
( )
c c
E E s
C s C C t C C s C C C C C C C
C C
u
E s e t e dt ds K s e ds
C
K u E O E
=
(
=
(
(
+
(B.51)
If
*
2 1
/ 1 C C which is the case for a gradient like system like those in power electronic
systems, then E = 0 is the only singular point. Since
* *
3 1
/ C s C
e
is a bounded function of
0
c
s E < and
145
* * * * * *
3 1 2 1 3 1 2 1
* *
2 1 2 1
( ) /( ) ( / ) 1 ( ) /( ) ( / ) 1
* *
1 0 1
/ / 1 *
0 0
2
2 1
1 1
1
lim lim 0
( / )
s
C t C C C C t C C C
C C C C
s s
t e dt s e
C C
C
s C C s
= =
(B.52)
We observe that as 0 E the term
* * *
3 1 2 1
/ /
1
0
c
E
C s C C C
K s e
(
=
(
(B.53)
Now (B.53) is the exact solution of (B.47). However we use Laplaces method to find the
asymptotic solution instead of evaluating the double integral in (B.53). Since
* * * * * *
3 1 3 1 2 1 2 1
/ ( ) /( ) / ( / ) 1
*
1 0
1
0
s
C s C C t C C C C C
s e t e dt
C
(
>
(
(B.54)
and
* *
3 1
/ C s C
e
is at its maximum value at
c
s E = . We employ the Laplace methods method
to obtain
0
(0) =
* * * * * *
3 1 3 1 2 1 2 1
/ ( ) /( ) / ( / ) 1
*
1 0 0
1
c
E s
C s C C t C C C C C
s e t e dt ds
C
(
(
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) / / ( / ) 1
*
1 0 0
1
( )
c c
E E
C t C C s C C C C C
c
E t e dt e ds
C
( (
( (
( (
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) / / ( / ) 1
*
3 0
1
( )
c
c
E
C t C C E C C C C C
c
E t e dt e
C
(
(
(
(B.55)
As
0
is the first term of we can approximate the asymptotic solution of (B.47) as,
(0)
0
1
=
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) ( ) /( ) / ( / ) 1
*
3 0
1
( )
c
c
E
C t C C E C C C C C
c
E t e dt e
C
(
(
(
(B.56)
146
APPENDIX C: DERIVATION OF
*
1
C ,
2
C , AND
*
3
C IN (5.61)
Similar to steps in Appendix B, first the energy contour is reshaped to a sphere in
spherical coordinates and then the state variables are transformed to polar coordinates.
The transformation in Appendix B.1 can be applied here. Now we proceed with
2
C in
(5.60) which is given as,
2
2
2 2
1
( ) ( )
( )
s
C s
E
C
E
C E v d
T E z
(
=
(
v
(C.1)
Using (B.22), it follows that
2 2
2
1
( ) ( ) ( )
( )
s s
C s C
E
C E v Cd v C
T E
= =
v
(C.2)
Next we consider the integrand of
1
( ) C E .
2
2
1
1
( ) ( )
( )
s
C s
E
C
E
C E v d
T E z
 
=

\ .
v
(C.3)
By substituting (B.21) we have,
2 2 2
1
1
( ) ( )
( )
s
C C s
E
C E v C z d
T E
=
v
(C.4)
The integrand of (C.4) is given by
2 2 2
( )
s
C C
v C z =
T
1
z D z (C.5)
where
147
1 2 2
0 0
0 ( )
s
C
D
v C
(
=
(
(C.6)
Next we apply the polar coordinate transformation in (B.15) yielding,
1 1
T
D = =
T * 1 T * 1 T
1 1 1 1 1 1 1 1 1
z z A (N ) R D R (N ) A A FA (C.7)
where
=
* 1 T * 1
1 1 1 1 1 1
F (N ) R D R (N ) (C.8)
The next step is evaluating the integral involved in
1
C ,
( )
2 2
1 11 1 1 22 2 1 12 1 2
( ) ( ) 2( )
s s
E E
d F F F d = + +
T
1 1 1
A F A
v v
(C.9)
The first term of the integrand in (C.9) can be obtained as,
2
2 2 (3/ 2)
1 11 1 1 11 1 11
0
( ) ( ) ( cos )( ) ( )
s
E
F d F E E d F E
= =
v
(C.10)
Next we consider the second term which is given by,
2
2 2 (3/ 2)
1 22 2 1 22 1 22
0
( ) ( ) ( sin )( ) ( )
s
E
F d F E E d F E
= =
v
(C.11)
And the last term yields
2
1 12 1 2 1 12
0
2( ) 2( ) cos sin 0
s
E
F d F d
= =
v
(C.12)
Thus we evaluate (C.9) to be
[ ]
(3/ 2)
1 11 1 22
( ) ( )
s
E
d E F F = +
T
1 1 1
A F A
v
(C.13)
and the expression for
1
( ) C E is given as,
[ ]
*
1 1 11 1 22 1
( ) ( ) ( )
2
E
C E F F C E = + = (C.14)
148
where
[ ]
*
1 1 11 1 22
1
( ) ( )
2
C F F = + (C.15)
Following steps in deriving the integrand of
1
C , the integrand of
3
C is given as,
2
3 L
Lz =
T
z D z (C.16)
where
1 2 2
0 0
0 ( )
s
C
D
v C
(
=
(
(C.17)
Likewise, the following expression for
3
( ) C E can be obtained,
[ ]
*
3 3 11 3 22 3
( ) ( ) ( )
2
E
C E F F C E = + = (C.18)
where
[ ]
*
3 3 11 3 22
1
( ) ( )
2
C F F = + (C.19)
149
APPENDIX D: DETAILED MFPT DERIVATION FOR A THREEPHASE
INVERTER
D.1 Transformation of the PDE (5.63) to an ODE
Rewriting the boundary value problem of a PDE given by (5.63),
2
2
( ) ( ) ( )
( ) 1 ( , , )
id id r ld ld cd iq iq
id ld cd iq
r lq lq cq m
lq cq
i i i
m i i v i
i m i v
i v m
+ + +
+ =
(D.1)
where
0 = ( , , ) m i v (D.2)
For a small , can be expanded as a function of ,
0 1 2
1
....
= + + + (D.3)
Substituting (D.3) into (D.1) leads to the following equation,
150
2 2
0 0 1 1
2 2
0 0 1 1
0 1
1 1
.... ( ) ....
1 1
( ) .... ....
1
( ) .... ( )
id id
id id
r ld ld cd
ld ld cd cd
iq iq r lq lq
iq iq
i
m m i i
i
i i v v
i i
i i
   
+ + + + +
 
\ . \ .
   
+ + + + +
 
\ . \ .
 
+ + + +


\ .
0 1
0 0 1 1
1
....
1 1
.... .... 1
ld ld
cq m
cq cq
i i
v v m m
 
+ +

\ .
 
 
+ + + + =



\ .
\ .
(D.4)
Rearranging terms in (D.4) according to the order of , the coefficient of
1
results in
the following first order PDE,
0 0 0 0 0 0 0
1 0
( ) 0
id ld cd iq lq cq m
id ld cd iq lq cq
L
i i v i i i m
= =
(D.5)
The characteristic equation of (D.5) is
0
0
s
=
(D.6)
and
( , , )
( , )
( , )
( , )
( , )
( , )
( , )
id
id iq cd
iq
iq id cd
ld
ld lq cd
lq
lq ld cq
cd
cd id lq cq
cq
cq iq lq cd
m
di
i v m
ds
di
i v
ds
di
i v
ds
di
i v
ds
dv
i i v
ds
dv
i i v
ds
dm
m M
ds
(D.7)
151
Equation (D.6) states that
0
is constant on the surface which is determined by the
solution of equation (D.7). If is set to zero, the system will not stay at its equilibrium.
Instead, it will traverse a constant energy contour which is the solution of (D.7). Hence
we conclude that
0 0
( ) E = (D.8)
Next we consider the zeroth order
0
( ) which yields
2
0 0 0 0 0
1 1 2
( ) 1
id r ld iq r lq
id ld iq lq
L i i i i
m i i i i
= + + + + =
(D.9)
This is the inhomogeneous form of (D.5). The solvability condition states that the right
hand side of (D.9) must be orthogonal to the zero mode (homogeneous) of the adjoint of
the operator in (D.5) therefore,
* *
1
( ) 0 L P = (D.9)
where
* *
1 1
( ) L P L = (D.10)
Based on these discussions, we find that
*
P is a function of E. If we assume that the
probability of starting at any point on the energy contour is the same, the integration
along time can be can be changed to the integration along the energy contour,
2
0 0 0 0 0
2
1
1 0
( )
id iq r ld lq s
id iq ld lq E
i i i i d
T E m i i i i
   
+ + =  
 
\ . \ .
!
(D.11)
where
( )
s
E
T E d =
!
(D.12)
and
s
is the surface element.
152
Using (D.8), we can obtain,
0
0
0
0
0
0
( )
( )
( )
k k
E
E
E
E
i i
E
E
m m
(D.13)
and
2
2 2 2
0
0 0 0 0
2 2 2
( ) ( ) ( ) ( )
E E E E E
E E E E
m m m m m m
 
= + = +

\ .
(D.14)
Substituting (D.13) and (D.14) into (D.11) yields,
2
2
0 0 0 0 2
0 0
1
( ) ( ) ( ) ( )
( )
( ) ( ) 1 0
id iq
id iq E
r ld r lq s
ld lq
E E E E
E E i E i E
T E m m i i
E E
i E i E d
i i
   
   
+  
 
 
\ .
\ .
\ . \ .
(  
 
+ + = ( 


( \ .
\ .
!
(D.15)
which can be rearranged to
2
2
0 0 2
0
( ) ( )
( ) ( )
1
( ) 1
( )
s s
E E
id iq r ld r lq s
id iq ld lq E
E E
d E d E
T E m T E m
E E E E
i i i i d E
T E i i i i
 
+

\ .
 
+ + + =


\ .
! !
!
(D.16)
Thus we put (D.16) in the form of the following boundary value problem of an ODE,
1 0 2 3 0
0
0
( ) ( ) ( ) 1
( ) 0
(0)
C
C E C C E
E
+ =
<
(D.17)
where
153
2
1
2
2 2
3
1
( )
( )
1
( )
( )
1
( )
( )
s
E
s
E
id iq r ld r lq s
id iq ld lq E
E
C E d
T E m
E
C E d
T E m
E E E E
C E i i i i d
T E i i i i
 
=

\ .
 
= + + +


\ .
!
!
!
(D.18)
D.2 Energy Function
This section derives the energy function of the inverter system which is used in MFPT
derivation. The energy function is derived by first integral method. We consider the
deterministic version of (4.28) where random perturbation is set to zero. First, the current
equations are multiplied by
j k
L i and summed up which results in
2 2 2 2
1
2
iq lq
id ld
f id l ld f iq l lq
f id cd id l ld cd ld f iq cq iq l lq cq lq dc
di di
di di
L i Li L i Li
dt dt dt dt
R i v i Ri v i R i v i Ri v i V m
+ + +
= + + +
(D.19)
Next, the voltage equations are multiplied by
m
Cv and their summation results in
( ) ( )
cq
cd
cd cq cd id ld cq iq lq
dv
dv
Cv Cv v i i v i i
dt dt
+ = + (D.20)
Combining voltage, current, and m equations yields
2 2 2 2
1
2
iq lq cq
id ld cd
f id l ld f iq l lq cd cq
f id l ld f iq l lq id dc
di di dv
di di dv
L i Li L i Li Cv Cv
dt dt dt dt dt dt
R i Ri R i Ri i V m
+ + + + +
= +
(D.21)
In other word,
154
0
2 2 2 2 2 2
2 2 2 2
1 1 1 1
( ) ( ) ( )
2 2 2 2
( ) ( )
t
f id iq l ld lq cd cq id dc
t
f id iq l ld lq
d
L i i L i i C v v i V mdt K
dt
R i i R i i
(
+ + + + + + (
(
= + +
(D.22)
The first integral of (D.22) is energy function in the form of
0
2 2 2 2 2 2
1 1 1 1
( ) ( ) ( )
2 2 2 2
t
f id iq l ld lq cd cq id dc
t
E L i i L i i C v v i V mdt K = + + + + + +
(D.23)
and the derivative of the energy function is
2 2 2 2
( ) ( ) 0
f id iq l ld lq
dE
R i i R i i
dt
= + + < (D.24)
Next we need to show that the energy function in (D.23) is positive definite (i.e.
0
1
2
t
id dc
t
i V mdt
is negative). In (D.23),
2
dc
id
mV
i can be viewed as input power (
in
P ). Hence,
0 0 0
0
1
( ) ( )
2
t t t
id dc in
t t t
i V mdt P dt dE E t E t = = =
(D.25)
for a dissipative system like power electronic system,
0
( ) ( ) E t E t < is always the case. We
conclude that
0
0
t
in
t
P dt <
(D.26)
Thus, we have shown that (D.23) is positive definite and valid as a candidate of
Lyapunov function. To simplify (D.23), let us define
2
dc
mV
v = (D.27)
Similar to section 5.2.1, we replace the input source as a large equivalent capacitor. The
voltagecurrent characteristics can be expressed as,
q Cv = (D.28)
155
and
( )
id eq
dq dv
i t C
dt dt
= = (D.29)
Substituting (D.27) and (D.29) into (D.23) results in
2 2 2 2 2 2 2
1 1 1 1
( ) ( ) ( ) ( )
2 2 2 2
f id iq l ld lq cd cq eq
E L i i L i i C v v C v K = + + + + + + (D.30)
or
2
2 2 2 2 2 2 2
1 1 1 1
( ) ( ) ( )
2 2 2 2 2
f id iq l ld lq cd cq eq dc
m
E L i i L i i C v v C V K
 
= + + + + + +

\ .
(D.31
where
2
2 2 2 2 2 2 2
1 1 1 1
( ) ( ) ( ) ( ) ( ) ( )
2 2 2 2 2
s s s s s s
f id iq l ld lq cd cq eq dc
M
K L i i L i i C v v C V
 
( ( ( = + + + +

\ .
(D.32)
D.3 Transformation of Coordinate System
To reshape the energy contour to a sphere, Taylor series expansion is taken for energy
function around the stable equilibrium point, yielding,
2
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
s s s s s s
id id ld ld cd cd iq iq lq lq cq cq
s
f
id id
s
l
ld ld
s
cd cd
s
f
iq iq
s
l
lq lq
s
cq cq
eq dc
E i i i i v v i i i i v v m M
L
i i
L
i i
C
v v
L
i i
L
i i
C
v v
C V
m M
( =
(
(
(
(
(
(
(
(
(
(
(
2
( , , , , , , )
s s s s s s
id id ld ld cd cd iq iq lq lq cq cq
i i i i v v i i i i v v m M
(
(
(
(
(
(
(
(
(
(
(
+
(D.33)
156
where
2
( ) i represents higher order terms. Thus (D.33) can be written as,
E =
T
z Hz (D.34)
where
2
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
f
l
f
l
eq dc
L
L
C
L
L
C
C V
(
(
(
(
(
=
(
(
(
(
(
(
H (D.35)
and
( , , , , , , )
s s s s s s T
id id ld ld cd cd iq iq lq lq cq cq
i i i i v v i i i i v v m M = z (D.36)
The next step in reshaping the energy contour into a sphere is the following
transformation of the state vector into a standard form. Let us define
= z Ru
#
# (D.37)
where R
#
is 7 7 orthogonal transformation matrix of H and u# is a 7 1 vector.
Substituting (D.37) into (D.34) leads to a standard ellipsoidal form,
E =
T T
u R HRu
# #
# # (D.38)
To change (D.33) into the standard form, the following condition must be satisfied,
=
T
R HR N
# #
(D.39)
where N is a diagonal matrix. R
#
is the orthogonal diagonalizing matrices of H where
N is given as,
157
1
2
3
4
5
6
7
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
(
(
(
(
(
=
(
(
(
(
(
N (D.40)
Let
1 2 3 4 5 6 7
( , , , , , , )
T
= A (D.41)
and the energy function is given as,
E =
T
A A (D.42)
The energy contour equation becomes an equation for a sphere. If we assume that
1/ 2
1
1/ 2
2
1/ 2
3
* 1/ 2
4
1/ 2
5
1/ 2
6
1/ 2
7
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
(
(
(
(
(
=
(
(
(
(
(
(
N (D.43)
the transformation from z to A can be written as,
* 1
z = R(N ) A (D.44)
In order to determine
1
( ) C E ,
2
( ) C E and
3
( ) C E in (D.18), (D.44) is used to change their
integrands to quadratic forms and the integrals are evaluated in polar coordinates.
Let
158
1 1
2 1 2
3 1 2 3
4 1 2 3 4
5 1 2 3 4 5
6 1 2 3 4 5 6
7 1 2 3 4 5 6
cos
sin cos
sin sin cos
sin sin sin cos
sin sin sin sin cos
sin sin sin sin sin cos
sin sin sin sin sin sin
E
E
E
E
E
E
E
(D.45)
This defines the spherical coordinate system which is also a system of orthogonal
coordinates where the Jacobian matrix [48] is given by,
( )
6
5 4 3 2
1 2 3 4 5
sin sin sin sin sin J E = (D.46)
and the surface element is given as,
1 2 6 s
d Jd d d = $ (D.47)
Applying the transformations (F.17) and (F.18), the integrands of
1
( ) C E ,
2
( ) C E and
3
( ) C E along with the period of integration are obtained in the next section.
D.4 Derivation of
1
( ) C E ,
2
( ) C E and
3
( ) C E
In this appendix,
1
( ) C E ,
2
( ) C E and
3
( ) C E given in (D.18) will be evaluated in term of
the parameters of the system. The following equations will be used in the derivation.
2
1
4
eq dc m
m
E
C V z
z
(D.48)
2
2
2
1
4
eq dc
m
E
C V
z
(D.49)
f id
id
E
L z
z
(D.50)
159
f iq
iq
E
L z
z
(D.51)
f ld
ld
E
L z
z
(D.52)
f lq
lq
E
L z
z
(D.53)
Before we proceed to
1
C ,
2
C , and
3
C , let us evaluate the ( ) T E ,
2
6 5
1 5 6 1
0 0 0
( ) ( ) sin sin
s
E
T E d E d d
= =
$ $ $
!
(D.54)
which follows that,
( ) T E =
4
3 3
2
3 5
E
(D.55)
Let us consider
2
( ) C E . Substituting (D.49) and using ( )
s
E
T E d =
!
yields,
2 2
2
1 1 1
( )
4 ( ) 4
eq dc s eq dc
E
C E C V d C V
T E
= =
!
(D.56)
2
C is a constant depending on system parameters and the stable equilibrium point. For
1
C and
3
C , we will change the state variables
i
z to
i
and then to polar coordinates E
and
i
. The integrands of
1
C and
3
C map the constant energy ellipsoid into a sphere and
will be expressed as quadratic forms in
i
z , the transformations in (D.44) and (D.45) are
applied. The integrand of
1
C can be expanded as follows,
2
2
2 2
1
1
4
T
eq dc m
m
E
C V z
z
   
= =
 
\ .
\ .
z D z (D.57)
where
1
D is a diagonal matrix whose elements are defined as,
160
2
2
0 for =1,2,..6
1
for =7
4
ii
ii eq dc
D i
D C V i
=
 
=

\ .
(D.58)
and
m
( , z , z , z , z , z , z )
T
id ld cd iq lq cq
z = z (D.59)
Applying transformation (D.44), we change the state variables from z to A. Hence,
1 1
1 1 1 1 1 1 1
T T T T
= =
* *
z D z A (N ) R D R(N ) A A FA (D.60)
where
1 1
1 1
T
=
* *
F (N ) R D R(N ) (D.61)
As for
3
( ) C E , we expand its integrand as,
2 2 2 2
id iq r ld r lq f id f iq r l ld r l lq
id iq ld lq
E E E E
z z z z L z L z L z L z
z z z z
+ + + = + + +
(D.62)
The above equation can be put into a matrix form as,
2 2 2 2
f id f iq r l ld r l lq
L z L z L z L z + + + =
T
3
z D z (D.63)
where
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
f
r l
f
r l
L
L
L
L
(
(
(
(
(
=
(
(
(
(
(
3
D (D.64)
Applying the transformation (D.44) yields
1 1
3 3 3 3 3 3 3
T T T T
= =
* *
z D z A (N ) R D R(N ) A A F A (D.65)
where
161
1 1
3 3
T
=
* *
F (N ) R D R(N ) (D.66)
The next step is to apply transformations (D.4547). First, we evaluate the integration
involved in
1
C .
( )
7
2
1 1 1 1
1
( )
T
s k s
kk
k
E E
d
=
=
A FA F
! !
(D.67)
It follows that
( )
( )
( )
2
7 7
2
2 2
1 1 1 6
1 1
0 0 0
5
1 5 6 1
( ) (sin sin )
(sin sin )
k s
kk kk
k k
E
d E
d d
= =
=
F F $ $
$ $
!
(D.68)
hence,
( )
( )
4 7
8
3
1 1 1 1
1
2
3 5 7
T
s
kk
k
E
d E
=
=
A FA F
!
(D.69)
The expression of
1
( ) C E can be obtained as,
( )
7
*
1 1 1
1
1
( )
7
kk
k
C E E C E
=
= =
F (D.70)
where
( )
7
*
1 1
1
1
7
kk
k
C
=
=
F (D.71)
Following the same procedure, we find
3
( ) C E as,
( )
7
*
3 3 3
1
1
( )
7
kk
k
C E E C E
=
= =
F (D.72)
where
( )
7
*
3 3
1
1
7
kk
k
C
=
=
F (D.73)
162
Since the boundary value problem in (D.17) is in the same form as (5.49), the exact
solution and its expression from section B.3 is applied. Recalling (B.55),
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) / / ( / ) 1
0 *
3 0
1
(0) ( )
c
c
E
C t C C E C C C C C
c
E t e dt e
C
(
=
(
(
(D.74)
As
0
is the first term in the asymptotic expansion of when is small, the leading
term of (0) is
* * * * * *
3 1 3 1 2 1 2 1
( ) /( ) ( ) /( ) / ( / ) 1
*
3 0
/ 1
1
(0) ( )
( )
c
c
c
E
C t C C E C C C C C
c
E d c
E t e dt e
C
A E
e
(
(
=
(D.75)
where
* * * *
3 1 2 1 2 1
( ) /( ) / ( / ) 1
1 *
3 0
1
( ) ( )
c
E
C t C C C C C
c c
A E E t e dt
C
(
=
(
(
(D.76)
and
*
1
*
3
C
d
C
= (D.77)
163
APPENDIX E: MFPT DERIVATION OF (5.74)
Let us consider (5.73),
( )
( )
2 2 2
0 1 2
2 2 2
0 1 2
1
0 1 2
2
0 1 2
1 1
1 1
( , )
1 1
( , )
1 1
1
L
C
L i L C
L L L
v L C
C C C
u u u
i i v Qu
i i i
i v Q u
v v v
u
u u u
 
= + + + 

\ .
 
+ + + + +


\ .
 
+ + + + +


\ .
 
+ + + =


\ .
L
(E.1)
We start with the coefficients of the leading order (
1
=
=
(E.4)
164
where
0
( ) H u is a set of orthogonal polynomial that forms a basis of
0
. From
boundedness condition of the problem in (E.2), we have
0
0
n
= for 1 n > . It follows that,
0
( ) 1 H u = (E.5)
thus equation (E.2) is now reduced to
0 0
( , ) ( , ) 0
L C
i L C v L C
L C
i v i v
i v
=
(E.6)
The characteristic equations [44] of the system may be written as
0
0
s
=
(E.7)
and
( , )
( , )
L
C
L
i L C
C
v L C
i
i v
s
v
i v
s
(E.8)
The system in (E.7) states that
0
is constant on the surface. Since, in our system, the
damping is very small ( 0 ), the system is conservative meaning that it will not stay at
the equilibrium point. Instead it will traverse the energy contour. Thus we conclude that
0 0
( ) E = (E.9)
This indicates that
0
is constant on an energy contour.
Let us consider the next order of . Setting the coefficients of
1
to zero, we have
2
0 0 1 1 1 1
1 2 2
( , ) ( , ) 0
L C
i L C v L C
L L C C
i v Qu i v Q u u
u i i v v u
+ + =
(E.10)
Repeating steps in
1
= (E.13)
The solvability condition states that the right hand side of (E.12) is orthogonal to the
solution of the adjoint homogeneous equation of (E.12). Then
2
*
0 2
( ) ( , ) ( , ) 0
L C
i L C v L C
L C
P P P P
P i v i v u
u i v u
= + + + =
L (E.14)
Now the unique, normalized, integrable solution of (E.14) [22] is given by,
2
2
1
u
P e
A B
(E.15)
given that
2
2
2
u
A e du
= =
(E.16)
and
( )
s
E
B d T E = =
(E.17)
where T(E) denotes the period of integration along the energy contour and
s
is the
surface element. If a solution
0
of the equation (E.12) exists and P is the solution of the
adjoint problem then, from solvability condition,
166
0 1
0
1
lim ( ) 0
t
t
L Pds
t
(E.18)
Assume that the probability of starting at any point on the energy contour is the same.
The integration along time can be changed to the integration along the energy contour
surface. Substituting
0 1
( ) L and P in (E.18) yields,
2 2
2 2
0 1 2
( ) 0
u u
s s
L C E E
E E
E Que dud Q ue dud
A B i v
(
+ =
(
(
(E.19)
This equation satisfies the solvability condition. Next, let us consider the zeroth order of
. The coefficients of
0
can be written as,
0 1 1
0 1 2
( ) 1
L
L L C
L i Qu Q u
i i v
=
(E.20)
or
1 1
0 0 1 2
( ) 1
L
L L C
E E E
L i Qu Q u
i E i E v
=
(E.21)
By the previous argument the right hand side of (E.21) must satisfy the same solvability
condition as the one in (E.12). By converting the partial differential equation to an
integral equation and using Fredholm Alternative to write down the solvability
condition, we obtain
1 1
1 2
0
( ) 0
s s
L C E E
L s s
L E E
E E
Qu Pdud Q u Pdud
i E v E
E
i E Pdud Pdud
i
+ =
(E.22)
We can now rearrange the above equation to
167
1 1 2 1
0
( ) 0
s s
L C E E
L s s
L E E
E E
Qu Pdud Q u Pdud
i E v E
E
i E Pdud Pdud
i
(
+
(
+ =
(E.23)
This is the Fredholm Alternative associates with equation (E.21). Next we wish to
transfer (E.23) to the an ODE. We start with the terms in square bracket of (E.23). By
substituting P from (E.15) in the first term yields,
2 2
2 2
1 1 2 1
0
u u
s s
L C E E
E E
Qu e dud Q u e dud
A B i E v E
(
+ =
(
(
(E.24)
Suppose we define a function
2
2
1
u
q q
W Q u e du
(E.25)
for q = 1, and 2. Since
q
W is averaged on the energy contour E, without loss of
generality, at the stable equilibrium point, we can set E = 0 which yields
0
q
W = (E.26)
Next we multiply (E.12) by
2
2
u
q
R ue
(
(
+
(
(
= (
(
(
(E.29)
Hence
q
W can be found as,
( ) ( )
0
0
( ) ( )
E
E E
q
W E A e e E dE
(
=
(
(E.30)
where
0
( )
L C
E
i v
L C
dE
E
E E
i v
(E.31)
and
( )
( , ) ( , )
L C
L C
i L C v L C
L C
E E
i v
E
E E
i v i v
i v
+
=
(E.32)
Differentiating
q
W with respect to E and substitute
W
E
(
+ = +
(
(E.33)
where
( ) ( ) ( ) ( )
0 0
( ) ( ) ( )
E E
E E E E
s
L C E
E E
f E e e E dE e e E dE d
B i v
( (
= +
` ( (
)
(E.34)
and
( ) ( ) ( ) ( )
0 0
( ) ( ) ( )
E E
E E E E
s
L C E
E E
g E e e E dE e e E dE d
B i E v E
( (
= +
` ( (
)
(E.35)
169
From (E.34) and (E.35), we can express the relationship between f(E) and g(E) as [22]
( )
( ) ( ) ( )
( )
T E
g E f E f E
T E
= + (E.36)
Now we will consider the second term in (E.23). By substituting P we obtain,
2
2
0 0
0
0 0
1
( ) ( )
1
( )
1
( ) ( ) (
u
L s L s
L L E E
L s
L E
L s
L E
E E
i E Pdud i E e dud
i A B i
E
i E Ad
A B i
E
i d E h E E
B i
=
(
= =
(
)
(E.37)
where
1
( )
L s
L E
E
h E i d
B i
(
=
(
(E.38)
and the third part yields,
2
2
1
1 1
1
u
s s
E E
s s
E E
Pdud e dud
A B
Ad d
A B B
= =
=
(E.39)
Hence, equation (E.23) can be transformed into ODE as
{ }
0 0
( ) ( ) ( ) ( ) ( ) 1 f E E g E h E E + = (E.40)
Next we want to find the solution of (E.40) which can be transformed to the following
system equation
{ }
0
( )
( ) ( ) ( ) ( ) ( ) 1
E
f E E g E h E E
=
+ =
(E.41)
170
Solving for ( ) E we found,
( ) ( ) 1
( ) ( )
( ) ( )
g E h E
E E
f E f E
+ = (E.42)
Using integrating factor, we multiply (E.42) by
0
( ) ( )
( )
E
g h
d
f
e
which yields,
0 0
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) 1
( ) ( )
( ) ( )
E E
g h g h
d d
f f g E h E
E E e e
f E f E
(
+ =
(
(E.43)
and
0 0
( ) ( ) ( ) ( )
( ) ( ) 1
( )
( )
E E
g h g h
d d
f f
E
E e e
f E
(
(
=
(
(
(E.44)
Therefore ( ) E can be found as,
0 0
( ) ( ) ( ) ( )
( ) ( )
0
1
( )
( )
E
g h g h
E d d
f f
E e e d
f
 
=

\ .
(E.45)
The boundary condition states that
0
( ) 0
c
E = thus,
0 0
( ) ( ) ( ) ( )
( ) ( )
0
0
1
( )
( )
c
g h g h
E
d d
f f
E
E e e d d
f
 
=

\ .
(E.46)
From the relationship between f(E) and g(E) in (E.36) we found that
( ) ( ) ( )
( ) ( ) ( )
g E f E T E
f E f E T E
= + (E.47)
Integrate (E.47) with respect to E
( )
ln( ( ) ( ))
( )
g E
dE f E T E
f E
=
(E.48)
171
Substituting (E.48) into (E.46) yields,
0 0
1 ( ) 1 ( )
( ) ( )
0
0
1 1
( ) ( )
( ) ( )
c
h h
E
d d
f f
E
E e T e d d
f T
=
(E.49)
It has been shown in [22] that the leading term in the expansion of MFPT can be
asymptotically evaluated as
( ) /
0
(0)
( ) lim
( ) ( ) c
E
E E
T
E e
f E T E
= (E.50)
where
0
( )
( )
( )
E
h
E d
f
(E.51)
172
VITA
Anawach Sangswang, a citizen of Thailand was born in Bangkok, Thailand on June 29
th
,
1974. He received his BS degree in Electrical Engineering from King Mongkuts Institute
of Technology Thonburi, Bangkok, Thailand in 1995 and his MS degree in Electrical
Engineering from Drexel University, Philadelphia in 1999. From 1995 to 1997, he was a
Lecturer at King Mongkuts Institute of Technology Thonburi. Since then he has pursued
the doctoral program in the area of power electronics. He is a student member of IEEE.
His areas of interests include dynamical analysis, stochastic modeling in power
electronics. Listed below are some sample publications, which he published during his
graduate career at Drexel University:
A. Sangswang and C.O. Nwankpa, Effects of Switching time Uncertainties on Pulse
Width Modulated Power Converters: Modeling and Analysis, to appear in IEEE
Transactions on Circuits and SystemsI: Fundamental Theory and Applications, Special
Issue on Analysis, Design and Applications of Switching Circuits and Systems.
A. Sangswang and C.O. Nwankpa, Performance Evaluation of a Boost Converter under
Influence of Random Noise, 2003 34
th
IEEE Power Electronics Specialists Conference,
Acapulco, Mexico.
A. Sangswang and C.O. Nwankpa, Random Noise in Switching DCDC Converter:
Verification and Analysis, IEEE International Symposium on Circuits and Systems, May
2003, Bangkok, Thailand.