1

Uncertainty Analysis of Load Models in Small Signal Stability

LI Meiyan, MA Jin, and Z. Y. Dong, Senior Member IEEE
maintain synchronism under small disturbances. To investigate the small signal stability of a power system, it is needed to model the dynamic components in details. Load is one of the most important and complex components to be modeled among the elements in simulation [2-3]. Different types of load models have been proposed by field measurements. Based on voltage and frequency, static load and dynamic induction motor type load models are well reported [4-5].However, there are still considerable uncertainties in load modeling. Modeling the load correctly makes good sense, especially at the critical location of the contemporary power grid [6]. In a multi-machine power system, cases study shows that the load condition change will affect the Inter-Area Mode significantly, compared to the negligible effect on the Local Mode[1].Uncertainties with respect to operating conditions e.g. nodal injection, load characteristics have great impacts on the least damped inter-area mode and the eigenvalue locus. Monte-Carlo method is a well developed uncertainty simulation tool to estimate probability density function of the desired output according to the probability density functions of parameters. However, it requires a large number of sample data and repeated stochastic simulations. Furthermore, power systems have characteristic of the high-dimensionality and strong non-linearity, Monte-Carlo method is rarely applied in uncertainty analysis of power system dynamic simulations. This requires an alternative analytical technique to reliably handle the power system stability analysis involving load modeling, and to clearly identify the impacts of different load models on the small-signal stability. To solve the above-mentioned limitations on uncertainty analysis, the Probabilistic Collocation Method (PCM) has been proposed to analyze the uncertainties in parameters of load models [7-9].In their studies, the uncertainties may be related to load models or fault time and the outcomes may be maximum frequency, generator angle, and voltage amplitude over the course of the simulations. Since the expectation value of desired response can be expressed as polynomial function via PCM, only several collocation values of parameters are required. Once the probability density function of parameter is determined, much fewer simulations are needed to estimate the uncertainties and probability distributions of the responses. By applying the PCM method, this paper studies the uncertainties of nodal injection and load characteristics; the outcomes may be the eigenvalues and least inter-area damped ratio. The very reduced-order model can be evaluated quickly to determine the effect of the uncertainties on small signal

Abstract-- Load modeling plays an important role in power system dynamic stability assessment and enhancement. Uncertainties with respect to different load characteristics and operating conditions have great effects on power system small signal stability analysis and control. However, owing to the time-varied and random load characteristics, it is difficult to construct load model accurately. Therefore, it is important to analyze the effects of the load uncertainty on the power system dynamic analysis. One of the most widely used methods in the uncertainty analysis is Monte-Carlo method, requiring many sample data obtained from repeated simulations, which limits its applications in the power system uncertainty analysis. This paper applies the Probabilistic Collocation Method (PCM) to analyze quantitative uncertainties, such as motor load proportions and nodal injection power on small signal stability analysis. It allows the uncertainty analysis of the power systems to be studied using only a handful of simulations. By using the proposed method, the desired output is directly described as a polynomial of the uncertain parameters. Consequently, high calculation accuracy could be reached by low-dimensionality polynomial functions and fewer simulations. The effects of the load model uncertainty combining the nodal injection uncertainty on the power system dynamic stability are calculated and analyzed based on the IEEE typical test system. Index Terms-- Composite Load Model, Small signal stability, The Probabilistic Collocation Method, Uncertainty Analysis.

I. INTRODUCTION

S the originally isolated power grids in China are interconnected and integrated into one big power system, the problem of small signal stability has become more and more striking. Low frequency oscillation has become one of the prominent problems in Chinese utilities. Under certain circumstance, due to the deficiency of sufficient damping, the low frequency oscillation even becomes the cause of restricting the power nets generation capability, and limiting the large units to operate fully according to their designed capacity [1]. Small signal stability is the ability of the power system to

This work is supported in part by NSFC (No.50707009) and (No.50595410), in part by the Ministry of Education (20070079014), in part by the Scientific New Star Plan of BeiJing, in part by Chinese National Key Basic Research Special Fund (No.2004CB217901) and in part by 111 project (B08013). Li Meiyan, Ma Jin, are with Key Laboratory of Power System Protection and Dynamic Security Monitoring and Control of Ministry of Education, North China Electric Power University, 102206, Beijing, China (e-mail:wslmyvinny@163.com). Z. Y. Dong, is with Hong Kong Polytechnic University, China (e-mail: eecwyu@polyu.edu.hk).

stability. Case in this paper shows that some load buses uncertainties would affect the small signal stability significantly whereas some other load buses uncertainties effects would be negligible. The rest of this paper is organized as follows. After introducing Probabilistic Collocation Method and the structure of the composite load model in Section II, Section III selects the vital parameters of nodal injection and the composite load model respectively, and determines the collocation points of the parameters for simulation. Section IV presents the uncertainty analysis of the composite load model at each load bus on IEEE 39-bus system. Section V concludes the whole paper. II. INTRODUCTION TO PROBABILISTIC COLLOCATION METHOD COMPOSITE AND DYNAMIC LOAD MODEL

Since H 0 ( x), H 1 ( x),...H n ( x ) are already known, only need to run the model n+1 times the real outputs of the response Y could be obtained (n depends on the order of the model), then according to Eq.1, the coefficients Y0 , Y1 , , Yn can be solved. The final step of PCM is to check the error of approximation. By using the approximation, it needs to check and evaluate how good the approximation is. The overall error is measured as the sum-square-root (ssr) error. For the error check, the next higher order orthogonal polynomials collocation points are used. If the errors are large, then a higher order polynomial approximation should be used to estimate the uncertainty. Therefore, based on the conceptions of orthogonal polynomial and the Gaussian quadrature integration technique, the roots of the next higher order polynomial distribute in the high probability region, and a good estimation for

Y (x) can be achieved that is close to the real value of Y ( x ) . The larger A. Probabilistic Collocation Method [7-8] The central notion of the Probabilistic Collocation Method deviation of Y (x ) from Y ( x ) only occurs in the low
(PCM) is to establish a polynomial approximation between the uncertain parameters and the desired output of the system. Suppose Y (x ) is the real response of the system, the goal of PCM is to find the estimated value Y (x ) via the following polynomial function. (1) Y ( x) = Y0 H 0 ( x) + Y1 H 1 ( x) + + Yn H n ( x) Where Y0 , Y1 , , Yn are the coefficients of polynomial function, H 0 ( x), H 1 ( x), , H n ( x) express the orthogonal polynomials of the uncertain parameter x . The first step in PCM, a set of orthogonal polynomial of H i ( x) (i=0, 1,, n-1) should be derived. probability region. The statistical information could also be fast estimated by Eqs.3-4, such as the expectation value and the standard deviation. (3) E (Y ) = E (Y0 + Y1 H 1 ( x) + ... + Yn H n ( x)) = Y0

D(Y ) = E 2 (Y ) ( E (Y )) 2 =

Y
i =1

E (hi2 )

(4)

0, ( H j , H k ) = f ( x) H j ( x) H k ( x)dx = A A j > 0,
Herein,

jk j=k

(2)

B. Composite Load Model Structure The induction motor in combination of ZIP usually defined as the composite model, which has been widely adopted in load modeling in order to be more coincidental with the reality. The composite model consists of a static part modeled as ZIP and a dynamic part. The structure of this composite load model is shown in Fig.1.

f (x) is the probability density function (pdf) describing the uncertainty of a system parameter, H j ( x) and

H k ( x) are polynomials j th and k th order of x

respectively, which could be solved according to Eq.(2). The set of orthogonal polynomials for that distribution could be derived, by using f ( x ) as the weighting function. The 1th order polynomial is always defined to be 0 and the 0th order polynomial to be 1: H1(x) = 0, H0(x) = 1 The second and also the crucial step in efficiently estimating a good approximation is to choose the values of the input parameters. To solve the coefficients Y0 , Y1 , , Yn , the collocation points of x should be generated. To do this, the idea from the Gaussian quadrature integration technique of estimating integrals is borrowed. In the Gaussian quadrature method, the integral of a polynomial can be estimated as a summation with no error by using the roots of the next higher order polynomial. Similarly, in the Probabilistic Collocation Method, the roots of next higher order orthogonal polynomial should be selected for the uncertain parameters.

Fig.1. Composite load model consisting of ZIP and induction motor load

The static part of this composite load model can be described as: * * V 2 * V * PS = PZ (V ) + PI (V ) + PP 0 0 (5) V 2 V Q* = Q* ( ) + Q* ( ) + Q* Z V I V P S 0 0 It satisfies, * * * PZ + PI + PP = 1 K pm (6)

Q * QZ + Q* + Q* = 1 motor I P Q0

(7)

where

Q0 is the reactive load in the steady-state, Qmotor is

the reactive power consumed by the motor in the steady-state. For this composite load model, a very important parameter to be identified is the level of the motor load in the total load, which is defined as k pm [11-12]:
P k pm = motor , P0

varies within 20% region of the steady-state. Then the mean values and standard deviations of Y with different order approximation model can be calculated. IEEE 39-bus system is shown in Fig.2 [15].

(8)

where P0 is the active load of the steady-state, Pmotor is the reactive power consumed by the motor in the steady-state. The dynamic part of Fig.1 could be described by the state equations as follows:
dEd 1 = Ed + ( X X ) I q ( 1) Eq dt T dE 1 q = Eq ( X X ) I d + ( 1) Ed (9) dt T d 1 2 dt = 2 H ( A + B + C )T0 ( Ed I d + Eq I q )

Fig.2 IEEE 39-bus system

1 R (U E ) + X (U E ) Id = 2 q q 2 s d d Rs + X 1 R (U E ) X (U E ) I = d d q R2 + X 2 s q q s

(10)

III. APPLYING PCM ON THE POWER SYSTEM DYNAMIC

STABILITY ANALYSIS

A. PARAMETER SELECTION FOR UNCERTAINTY ANALYSIS In this paper, the nodal injection P and the ratio of the dynamic load k pm are selected as the uncertain parameters. The nodal injection is the active power of each load. It will be changed according to different operating condition, and thus transform the systems structure which would influence the oscillation modes damping ratio and eigenvalues. Thus, nodal injection of the composite load model is selected as one of the input. Regarding the composite load model, the model represents induction motor model when k pm = 1 , while the model represents static load model if k pm = 0 . According to our researches on parameter sensitivity, k pm is one of the most important parameters that have high sensitivity [13-14]. Consequently, k pm of the composite load model is selected as another input, while the least damped inter-area mode eigenvalues and damping ratio are regarded as the model responses. Then the mean values and standard deviations of Y with different order approximation model can be calculated. B. OVERALL ERROR MEASUREMENT Suppose k pm has a uniform probability distribution from 0.1 to 1.0,and P also has a uniform probability distribution

The overall error is measured as the sum-square-root (ssr) error [9]. The steps in checking the error of approximation are as follows. First, solve the roots of the first to the third order orthogonal polynomials. Then generate the collocation values, and calculate the error. Secondly, derive the expressions of different order approximation model via PCM, such as linear order approximation model, second order approximation model and so on. A small error indicates that PCM can be used in the uncertainty analysis of small signal stability. Herein, the models of 10 generators in the system all adopt 6-order model, and the model of the excitation system is IEEE Type1 excitation system. For example, study the load at bus 4 and calculate the ssr of 1st to 3rd approximation models. Results are listed in Table I.
TABLE 1:THE SUM-SQUARE-ROOT ERROR OF 1ST-3RD
MODELS APPROXIMATION

Order ssr 1 4.0462e-006 2 1.3291e-008 3 5.2165e-006 From the table, it can be seen that the 2nd order models ssr error is 1.3291e-008, which indicates an enough accurate approximation. Thus in this paper, 2nd approximation model is used to estimate the uncertainty of small signal stability. IV. CASE STUDY In order to further observe the uncertainty effects of the composite load model and nodal injection on the small signal stability, we study the case of 10 machines and 39 buses before PCM is applied into the uncertainty analysis. Herein, the studied load adopts the composite load model, while the static load models (50% constant power parallel with 50% constant impedance) are adopted at other load buses. The inter-area mode oscillation has been investigated for a long time. Inter-area oscillations are very harmful and may cause a total breakdown of the power transfer, especially when there are transmission lines weakly coupled in power systems

carrying heavy loads. Therefore, the uncertainty of the

Load bus Critical Eigenvalue Real Part E 3 4 7 8 12 15 16 18 20 21 23 24 25 26 27 28 29 31 39 -0.019 -0.0254 -0.034 -0.0302 -0.062 -0.0269 -0.0431 -0.0598 -0.0458 -0.0509 -0.0909 -0.0526 -0.0355 -0.0905 -0.072 -0.0912 -0.0915 -0.0893 -0.0787 Imaginary Part

inter-area mode oscillation should be study carefully.

TABLE 2: THE EXPECTATION AND THE STANDARD DEVIATION

The Least Damped Inter-Area Oscillation Damping Ratio(%) Frequency

0.0132 1.0296 7.32E-04 0.0143 0.0134 0.018 0.0128 0.0011 0.07 0.0183 0.0013 0.0633 0.04 0.0015 0.0376 0.0013 0.0016 1.63E-04 0.0406

E 1.5447 1.5048 1.5205 1.4833 1.3331 1.4923 1.4302 1.3389 1.2983 1.3593 1.1812 1.2491 1.122 1.1839 1.2505 1.1761 1.1738 1.2087 1.3395

0.0889 0.0447 0.0291 0.0843 0.0616 0.1473 0.1005 0.0169 0.1594 0.101 0.0147 0.1246 0.0205 0.0126 0.1686 0.0153 0.0169 4.14E-04 0.3113

E 1.2186 1.6824 2.2385 2.0451 4.7076 1.8459 3.1028 4.4667 5.7696 3.7749 7.6698 6.394 9.3384 7.6255 5.8574 7.7295 7.7767 7.3708 6.6011

0.8741 0.3917 0.0837 1.0535 1.2815 2.0653 1.0511 0.14 3.0225 1.6187 0.1861 2.5782 0.5647 0.1963 3.8612 0.1981 0.2371 0.0149 4.3466

E 0.2458 0.2396 0.242 0.2361 0.2122 0.2375 0.2276 0.2131 0.2066 0.2163 0.188 0.1988 0.1786 0.1884 0.199 0.1872 0.1868 0.1924 0.2087

0.0141 0.007 0.0046 0.0134 0.0098 0.0234 0.016 0.0027 0.0254 0.0161 0.0023 0.0198 0.0033 0.002 0.0268 0.0024 0.0027 6.27E-05 0.0349

PCM could reduce the num of the simulations and give the fast estimate on the statistic characteristics of the simulation results, such as the expectation ( E ) and the standard deviation as shown in Table2. A. Effect of Composite Load Model Locations and Nodal Injection on Eigenvalue Movement Consider the two factors: the ratio of the dynamic load and the nodal injection. Fig.3 shows the uncertainties of eigenvalue movement. It is clear from Fig.3 that the expectation of the eigenvalues of the least damped inter-area mode is different depending on the load composition and the operation condition. With the criterion of damping ratio less than 3%, the eigenvalues of the load3, load4, load7, load8, and load15 are prone to move to the right half of the s-plane and eventually leading to unstable behavior of the system under any small changes. Thus these loads should be modeled or monitored carefully. B. Effect on the Standard Deviation of Damping Ratio When change the nodal injection and the ratio of the dynamic load with the collocation points of the second approximation model at each load bus respectively, Fig.4 shows the standard deviation of damping ratio. It is observed that the standard deviations of bus7 and bus31 are negligible, whereas the

standard deviations of damping ratio of buses 20, 27, and 39 are significantly high. Rest of the load buses can be classified as the 2nd rated sensitive buses with respect to load parameters. Hence it can be concluded that the composite load with large standard deviation of damping ratio should be installed with load characteristic recorder and gained more attention, since they will entail a substantial degree of uncertainty and have great impacts on the simulation results.
2 1.8 1.6 1.4 jw(rad/s) 1.2 1 0.8 0.6 0.4 0.2 -0.11 -0.1 -0.09 -0.08 -0.07 -0.06 -0.05 -0.04 -0.03 -0.02 -0.01 damping(1/s) 25 39 18 12 16 21

<0.03
7 20 8 15 4 3

23 31 24 27 29 2826

Fig.3 The eigenvalue expectation of the inter-mode oscillation

C. Time Domain Simulation of the Inter-Area Mode Oscillation The Small Signal stability analysis should be handled in every case in parallel with time domain simulations to validate the results in both directions. Suppose a disturbance is occurred, and the active power of line 4-14 is observed. For example, as shown in Fig.5, model the load at bus 3 and load bus28 according to their highest probability values respectively (Applying the parameters with their highest probability values at each load would let their responses approximate to their expectation value). Although load3 is in the vicinity the oscillated line while load 28 is far away, the larger amplitude and longer oscillated time of the former indicate the system is under poorly damped inter-area oscillation. This result is not surprising, since the expectation of eigenvalue at load 3 is close to the imaginary axis and hence prone to small signal instability. So when the inter-area oscillation event happens, the model changes at load 28 may be more helpful on damping the oscillation than the model changes at load 3. The simulation results verify the above analysis.
4.5 4 standard deviation of damping ratio 3.5 3 2.5 2 1.5 1 0.5 0

Firstly, it could rapidly calculate the collocation points of each parameter according to its probability density function. Secondly, it could establish the polynomial function between uncertain parameters and response. In other words, the complex and strong non-linear models could be represented by some simpler models during the uncertainty analysis. Thirdly, via the polynomial function of the selected model, it could reduce the number of the simulations and give the fast estimation on the statistical information of the simulation results, such as the expectation and the standard deviation, which is suitable for uncertainty analysis to be used in large-scale power systems. This technique is computationally very efficient when the total number of uncertain parameters is few. Therefore, in this paper, the Probabilistic Collocation Method is applied to analyze the influences of the uncertainties of load model on small signal stability. Case study of IEEE 39-bus system shows the validity of PCM. The results from eigenvalue analysis and time-domain simulation indicate that the significant parameters, such as the ratio of dynamic motor and nodal injection of some load, may have great effect on the small signal stability, especially the inter-area mode oscillation, which will provide useful information for further system stability analysis. VI. REFERENCES
SUN Qu, XU Guang-hu, CHEN Chen, Effects of Uncertainties in Composite Load Models on Low Frequency Oscillations in Power Systems. Automation of Electric Power Systems, Vol.27, No.10, pp.11-14, 66, 2003. [2] IEEE Task Force on Load Representation for Dynamic Performance,Standard Load Models for Power Flow and Dynamic Performance Simulation, IEEE Trans on Power Systems, Vol.10, No.3, pp. 1302-1313,Aug. 1995. [3] P.Kundur, Power System Stability and ControlMcGraw-Hill, Inc 1993. [4] D. Karlsson and D. J. Hill, Modeling and identification of nonlinear dynamic loads in power system, IEEE Trans. Power Systems, vol. 9, no. 1, pp. 157-166, 1994. [5] IEEE task force on load representation for dynamic performance system dynamic performance Subcommittee and power system Engineering Committee, Standard load models for power flow and dynamic performance simulation, IEEE Trans. Power Sys., vol. 10, no. 3, pp. 1302-1313, 1995. [6] L. Pereira, D. Kosterev, P. Mackin, D. Davies, J. Undrill, and W. Zhu, An interim dynamic induction motor model for stability studies in the wscc, IEEE Trans. Power Systems, vol. 17, no. 4, pp. 1108-1115, 2002. [7] M. Webster, M.A. Tatang, and G.J. McRae, Application of the Probabilistic Collocation Method for an Uncertainty Analysis of a Simple Ocean Model. Joint Program on the Science and Policy of Global Change. MIT, Cambridge, MA, Tech. Rep.4, Jan. 1996. [8] James R. Hockenberry, Bernard C. Lesieutre, Evaluation of Uncertainty in Dynamic Simulations of Power System Models:The Probabilistic Collocation Method. IEEE Trans. on Power Systems, Vol.19, No.3, pp.1483-1491, 2004. [9] Han Dong, Ma Jin, He Renmu, Effect of Uncertainties in Parameters of Load Model on Dynamic Stability Based on Probabilistic Collocation Method, IEEE PowerTech, 2007.7. [10] Sastry S. Isukapalli, Uncertainty Analysis of Transport-Transformation Models. A dissertation submitted to the graduate school--New Brunswick of the requirements for the degree of DOCTOR OF PHILOSOPHY, Jan. 1999. [11] He Renmu, Ma Jin, David J. Hill. Composite Load Modeling via Measurement Approach. IEEE Trans. on Power Systems, Vol.21, No.2,pp. 663-672, May. 2006. [1]

10

15

20 load bus

25

30

35

40

Fig.4 the standard deviations of damping ratio

300 200 100 0 -100 -200 -300 -400 -500

L28 L3

Active Power

8 time/s

10

12

14

Fig.5 The active power between line4-14

V. CONCLUSION The probabilistic collocation method provides several advantages compared to the traditional uncertainty methods.

6 [12] Ma Jin, He Renmu, David J. Hill. Load Modeling Based on Support Vector Techniques and Fields Measurements. IEEE Trans. on Power Systems, Vol.21, No.2, pp. 726-735, May. 2006. [13] Ma Jin, Wang Jinggang, He Renmu, Sensitivity Analysis of Power System Dynamic Simulation. Automation Electric Power System, Vol.29,No.17, pp.20-27, 2005. [14] Ma Jin, He Renmu, Wang Jinggang, Zhou Yanjun, Simplified Identification Strategy for Composite Load Model Parameters. Power System Technology, Vol.30, No.9, pp.28-34, 2006. [15] WEN Xiao-yu, A Novel Approach for Identification and Tracing of Oscillatory Stability and Damping Ratio Margin Boundaries. A dissertation submitted to the graduate faculty of the requirements for the degree of DOCTOR OF PHILOSOPHY, Iowa State University, 2005.

VII. BIOGRAPHIES
Li Meiyan was born in Guangzhou, Guangdong, China on October 15, 1984. She received the B.S. degree from North China Electric Power University, Beijing, China, in 2007. Her studied field was electrical engineering. Currently, she is pursuing the M.S. degree in North China Electric Power University, Beijing. Her main research interests are dynamic simulation assessment, load modeling, and dynamic power system. Ma Jin was born in Taiyuan, Shanxi, China on March 5, 1975. He received the B.S. and M.S. degrees from Zhejiang University, Hangzhou, China, in 1997 and 2000, respectively, and his Ph.D. degree from Tsinghua University, Beijing, China, in 2004, all in electrical engineering. Currently, he is with North China Electric Power University, Beijing. His main research interests are load modeling, nonlinear system control, dynamic power system, and power system economics. Z.Y.Dong (M99, SM06) received his PhD in Electrical and Information Engineering from The University of Sydney, Australia in 1999. He is now an associate professor at Hong Kong Polytechnic University, China. His research interest includes power system security assessment and enhancement, electricity market, and computational intelligence & its application in electric power engineering.