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Mixed Model Predictive Control with Energy

Function Design for Power System

Mana Tavahodi
B.Eng (Electronics Engineering)
M.Eng (Electrical Engineering)

This thesis submitted in partial fulfilment of the requirement for the degree of

Master of Engineering

Centre for Built Environment and Engineering Research


School of Engineering Systems
Faulty of Built Environment and Engineering

Queensland university of Technology


2007

Statement of Original Authorship

The work contained in this thesis has not been previously submitted for a
degree or diploma at any other education institution. To the best of my
knowledge and belief, the thesis contains no material previously published or
written by another except where due reference is made.

Signed:------------------------------------Date:----------------------------------------

ii

Acknowledgement

The work on this thesis has been a challenging, inspiring and interesting
experience. I would like to express my sincerest appreciation to my principal
supervisor, Prof. Gerard Ledwich, for his patient, time and guidance during my
studies period. He has been one of the best supervisors throughout my
academic career. His endless support guided me to complete this thesis. I
would also like to thank my associate supervisor Dr. Ed Palmer, for his valuable
support and help.
I would like to thank the administration staff, secretarial staff and postgraduate
students of the school of Electrical and Electronic Systems Engineering, for
providing a helpful environment.
Finally, I would like to express my deepest gratitude to my parents, for their
patience, encouragement and their support. Without their generosity, I may
never have been able to survive and complete my studies.

iii

Abstract

For reliable service, a power system must remain stable and capable of withstanding
a wide range of disturbances especially for the large interconnected systems. In the
last decade and a half and in particular after the famous blackout in N.Y. U.S.A.
1965, considerable research effort has gone in to the stability investigation of power
systems. To deal with the requirements of real power systems, various stabilizing
control techniques were being developed over the last decade. Conventional control
engineering approaches are unable to effectively deal with system complexity,
nonlinearities, parameters variations and uncertainties.
This dissertation presents a non-linear control technique which relies on prediction of
the large power system behaviour. One example of a large modern power system
formed by interconnecting the power systems of various states is the South-Eastern
Australian power network made up of the power systems of Queensland, New South
Wales, Victoria and South Australia. The Model Predictive Control (MPC) for the total
power system has been shown to be successful in addressing many large scale
nonlinear control problems. However, for application to the high order problems of
power systems and given the fast control response required, total MPC is still
expensive and is structured for centralized control.
This thesis develops a MPC algorithm to control the field currents of generators
incorporating them in a decentralized overall control scheme. MPC decisions are
based on optimizing the control action in accordance with the predictions of an
identified power system model so that the desired response is obtained. Energy
Function based design provides good control for direct influence items such as SVC
(Static Var Compensators), FACTS (Flexible AC Transmission System) or series
compensators and can be used to define the desired flux for generator.

The approach in this thesis is to use the design flux for best system control as a
reference for MPC. Given even a simple model of the relation between input control
signal and the resulting machine flux, the MPC can be used to find the control
sequence which will start the correct tracking. The continual recalculation of short
time optimal control and then using only the initial control value provides a form of
feedback control for the system in the desired tracking task but in a manner which
retains the nonlinearity of the model.

Table of Contents
ABSTRACT ............................................................................................................................. 1
TABLE OF CONTENTS ........................................................................................................ 3
TABLE OF FIGURES ............................................................................................................ 5
1. INTRODUCTION ............................................................................................................... 7
1.1 MOTIVATION ................................................................................................................... 7
1.2 APPROACHES AND AIMS ................................................................................................. 9
1.3 THESIS LAYOUT............................................................................................................. 11
1.4 PUBLICATION ................................................................................................................ 12
REFERENCE ............................................................................................................................ 13
2. POWER SYSTEM STABILITY...................................................................................... 15
2.1 INTRODUCTION ................................................................................................................. 15
2.2 POWER-ANGLE ................................................................................................................. 17
2.3 THE SWING EQUATION ..................................................................................................... 18
2.4 MULTI-MACHINE MODEL ................................................................................................. 22
2.5 EXCITATION SYSTEM ....................................................................................................... 23
2.5.1 RELATION BETWEEN EXCITER AND STABILITY ............................................................... 23
2.5.2 EXCITER MODEL ............................................................................................................. 24
2.6 ANGLE STABILITY ............................................................................................................ 25
2.6.1 SMALL SIGNAL STABILITY .............................................................................................. 25
2.6.2 TRANSIENT STABILITY .................................................................................................... 27
2.7 ENERGY FUNCTION DESIGN ............................................................................................ 29
REFERENCES .......................................................................................................................... 32
3. MODEL PREDICTIVE CONTROL (MPC) .................................................................. 33
3.1 INTRODUCTION ............................................................................................................. 33
3.2 MPC METHODOLOGY ...................................................................................................... 34
3.3 MPC ELEMENTS ............................................................................................................... 36
3.3.1 THE PROCESS MODEL ...................................................................................................... 36
3.3.2 THE COST FUNCTION ....................................................................................................... 38
3.3.3 THE OPTIMAL CONTROL .................................................................................................. 39
3.4 THE OPTIMIZER ............................................................................................................ 39
3.6 THE APPLICATION OF MPC IN POWER SYSTEM.......................................................... 40
REFERENCE: ........................................................................................................................... 45
4. KALMAN FILTER ........................................................................................................... 46
4.1
4.2
4.3

INTRODUCTION ............................................................................................................. 46
THE DISCRETE KALMAN FILTER................................................................................. 47
THE DISCRETE-TIME EXTENDED KALMAN FILTER (EKF) ....................................... 51

4.4 SUMMARY ...................................................................................................................... 54


REFERENCE: ........................................................................................................................... 55
5. CENTRALIZED MPC...................................................................................................... 56
5.1 SINGLE MACHINE INFINITE BUS (SMIB) .................................................................... 56
5.2 CENTRALIZED MPC FOR SMIB SYSTEM ........................................................................ 59
5.3 TYPICAL EXCITATION CONTROLLER FOR SMIB SYSTEM ............................................. 65
5.4 SUMMARY ...................................................................................................................... 68
REFERENCES .......................................................................................................................... 69
6. NOVEL DECENTRALIZED MPC APPROACH ......................................................... 70
6.1

COMBINATION OF DECENTRALISE MPC AND ENERGY FUNCTION DESIGN IN MULTIMACHINE SYSTEM................................................................................................................... 71


6.2. APPLICATION TO MULTI-MACHINE SYSTEM ................................................................ 73
6.3 KALMAN FILTER DESIGN ................................................................................................. 77
6.4 FIELD VOLTAGE PREDICTION UNIT ................................................................................. 81
6.5 MPC UNIT ......................................................................................................................... 82
7. LIMITATION IN CURRENT APPROACH .................................................................. 88
7.1 SAMPLE TIME EFFECTS .................................................................................................... 88
7.2 COMMENTARY .................................................................................................................. 91
8. CONCLUSIONS................................................................................................................ 92
8.1 SUMMARY OF THE RESULTS......................................................................................... 93
8.1.1 CENTRALIZED MPC IN SMIB SYSTEM ........................................................................... 93
8.1.2 COMBINATION OF DECENTRALIZE MPC AND ENERGY FUNCTION DESIGN IN THREEMACHINE SYSTEM .................................................................................................................... 93
8.2 CONTRIBUTION OF THIS THESIS................................................................................... 94
8.3 FUTURE RESEARCH ...................................................................................................... 95
BIBLIOGRAPHY ................................................................................................................. 96
APPENDIX MATLAB CODES (ON CD)......................................................................... 100

Table of Figures

FIGURE 1: CONTROL STRUCTURE .........................................................................................................10


FIGURE 2.1: STABILITY CLASSIFICATION ...............................................................................................16
FIGURE 2.2: TORQUE-ANGLE CHARACTERISTICS .................................................................................18
FIGURE 2.3: A) EQUAL-AREA CRITERION- SUDDEN CHANGE IN LOAD [3] .............................................21
B) EQUAL-AREA CRITERION- MAXIMUM POWER LIMIT [3] .......................................................................21

FIGURE 2.4: BLOCK DIAGRAM OF TYPE 1 EXCITATION SYSTEM ...........................................................24


FIGURE 2.5: EXCITER SATURATION CURVE ..........................................................................................25
FIGURE 2.6: SINGLE MACHINE INFINITE BUS, THREE-PHASE FAULT AT F.............................................28
FIGURE 3.1: MPC STRUCTURE ............................................................................................................35
FIGURE3.2: THE STEP RESPONSE OF THE LINEAR SECOND ORDER SYSTEM ........................................41
FIGURE 4.1: KALMAN FILTER STRUCTURE ............................................................................................49
FIGURE 5.1: SINGLE MACHINE INFINITE BUS .........................................................................................56
FIGURE 5.2: UNCONTROLLED ANGLE BEHAVIOUR OF THE BASIC SMIB SYSTEM.................................60
FIGURE 5.2: MPC STRUCTURE .............................................................................................................61
FIGURE 5.3: CONTROLLED ANGLE BEHAVIOUR OF THE SMIB SYSTEM BY CENTRALIZED MPC..........61
FIGURE 5.4: POINT BY POINT CONTROL VALUE .....................................................................................62
FIGURE 5.5: COST FUNCTION VALUE THROUGH THE SIMULATION ........................................................62
FIGURE 5.6: UNCONTROLLED ANGLE BEHAVIOR OF THE BASIC SMIB SYSTEM ...................................63
FIGURE 5.7: ANGLE BEHAVIOR OF THE SMIB SYSTEM CONTROLLED BY MPC ...................................64
FIGURE 5.8: ANGLE BEHAVIOUR OF THE SMIB SYSTEM CONTROLLED BY MPC WORKING IN NONLINEAR REGION .............................................................................................................................64

FIGURE 5.9: ANGLE BEHAVIOUR OF THE SMIB SYSTEM CONTROLLED BY MPC WORKING IN NONLINEAR REGION .............................................................................................................................65

FIGURE 5.10: THE POLE-ZERO PLACEMENT OF THE MACHINE .............................................................66


FIGURE 5.11:

COMPENSATOR DESIGN ..................................................................................................66

FIGURE 5.12: ANGLE AFTER APPLYING A TYPICAL EXCITATION CONTROLLER .....................................67


FIGURE 5.13: VALUE OF A TYPICAL EXCITATION CONTROLLER .............................................................67
FIGURE 6.1:

CONTROL STRUCTURE ......................................................................................................71

FIGURE 6.2: THREE MACHINES STRUCTURE .........................................................................................73


FIGURE 6.3: ANGLE DIFFERENCE BEHAVIOR WITHOUT ANY CONTROLLER...........................................76
FIGURE 6.4:
(C)

DISCRETE TIME KALMAN ERROR .......................................................................................78

78

FIGURE 6.5: ANGLE DIFFERENCE OF THE REAL SYSTEM AND THE ESTIMATE ANGLE BY DISCRETE TIME
KALMAN FILTER .............................................................................................................................78
FIGURE 6.5: EXTENDED KALMAN FILTER ERROR ..................................................................................80
FIGURE 6.6: ANGLE DIFFERENCE OF THE REAL SYSTEM AND THE ESTIMATE ANGLE BY EXTENDED
KALMAN FILTER .............................................................................................................................80

FIGURE 6.7: A) DESIGNED FIELD VOLTAGE PREDICTION FOR MACHINE 2 ............................................82


B) DESIGNED FIELD VOLTAGE PREDICTION FOR MACHINE 3 ..................................................................82

FIGURE 6.8:

A) REAL SYSTEM FIELD VOLTAGE TRACKS THE DESIRED FIELD VOLTAGE IN MACHINE 283

B) REAL SYSTEM FIELD VOLTAGE TRACKS THE DESIRED FIELD VOLTAGE IN MACHINE 3.......................83

FIGURE 6.9: CONTROL VALUES OF BOTH CONTROLLERS IN MACHINE 2 AND 3....................................83


FIGURE 6.10: ANGLE DIFFERENCE BEHAVIOUR OF THE MACHINES ......................................................84
FIGURE 6.11:

SATURATION FUNCTION AND THE FIELD VOLTAGE PREDICTION OF MACHINE 2 .............85

FIGURE 6.12: CONTROL VALUES OF BOTH CONTROLLERS IN MACHINE 2 AND 3 .................................85


FIGURE 6.13: A) REAL SYSTEM FIELD VOLTAGE TRACKS THE DESIRED FIELD VOLTAGE IN MACHINE 2
......................................................................................................................................................86
B) REAL SYSTEM FIELD VOLTAGE TRACKS THE DESIRED FIELD VOLTAGE IN MACHINE 3.......................86

FIGURE 6.14: ANGLE DIFFERENCE BEHAVIOUR OF THE MACHINES ......................................................86


FIGURE 7.1: ROOT LOCUS OF THE SYSTEM ..........................................................................................89
FIGURE 7.2:

VELOCITY CHANGES TO THE

........................................................................................89

FIGURE 7.3: ROOT LOCUS OF THE SYSTEM ..........................................................................................90


FIGURE 7.4:

VELOCITY CHANGES TO THE

........................................................................................90

Chapter 1

1. Introduction

1.1 Motivation
The reliability of a power system has been an important topic of study in recent
decades. Power system stability has been recognized as a factor for secure system
operation. A secure system provides a constant frequency and constant voltage
within limits to customers. To achieve this aim a highly reliable and cost effective long
term investment technology is required. Stability limits can define transfer capability.
Also in a complex interconnected system, stability has a great impact to increase the
reliability and the profits. An example of a large power system formed by
interconnection is the South-East Australia power network which connects the five
states of Queensland, New South Wales, Victoria, South Australia and Tasmania.
Although this interconnection gives the system a complicated dynamic it has
advantages such as reduced spinning reserves and a lower electricity price. To
achieve these benefits, appropriate control is required to synchronize the machines
after a disturbance occurs.
In angle stability there are two types of disturbance. Transient angle stability results
from an imbalance between accelerating torque and load torque on a group of
generators that is caused by a system disturbance such as the outage of a major
generator, line, transformer, busbar or load. The consequence may be a loss of

synchronism, frequency instability, system separation and/or blackout. For blackout


occurrences and durations in major cities over the last two decades refer to table 1.

TABLE 1: Blackouts Incidents [1]

Small signal instability results from insufficient synchronizing torque or damping


torque leading to in oscillatory behaviour. If it is not damped, it will cause transient
instability, loss of synchronism, system separation and/or blackout [2], [3] and [4].
In a multi-machine system the voltages and currents of the stator in all the machines
should have the same frequency and the speed of the rotors also should also be
synchronized to that frequency [2]. In such a system which operates in a steady state
condition, when a disturbance occurs and causes readjustment of the voltage angles
the system starts oscillating according to the swing equation (equation 2.15).

Various techniques have been employed to assist with the field based stabilization of
power systems, such as fast exciters and power system stabilizers [2]. Ideally, since
the system is inherently non-linear to stabilize the system using fast exciters or power
system stabilizers a nonlinear control design is needed.
The issue then is the control of a large complex non-linear system. MPC has been
shown to be successful in addressing many large scale nonlinear control problems
and therefore is worth considering for stabilization of a power system [5].
A fast control action is required to stabilize a power system. Using Energy Function
controllers, EEAC (extended equal area criterion) [6, 7] or TEF (transient energy
function) [8] on devices such as SVC and series compensators has been successful
in controlling the elements and has an immediate effect on the output power.
Controlling excitation to achieve the same end has not been as effective due to the
long time constants.

1.2 Approaches and Aims


The main focus of this thesis is to demonstrate the ability of the combination of
decentralized MPC and Energy function design for multi machine systems that have
faced large disturbances. Typically, MPC is implemented in a centralized fashion.
The complete system is modelled, and all control inputs are computed in a one
optimization problem [3]. Direct MPC on the system, as it will be shown in the single
machine infinite bus example, is very effective. However, in complex systems with
hundreds of machines there would be some difficulties. For instance, the first issue is
that in MPC we need to have a complete knowledge of the states at every step in
order for the model to predict the future control steps. In a complex system, due to
the lack of information, the predictions of the model would be difficult to achieve.

The other issue is the computation cost. To optimize the cost function for all of the
large system would be very time consuming and may exceed the computational
capacity for real time optimization [9, 5].
To address these issues, it is proposed that an MPC be applied on machines in a
decentralized fashion. The best tool which provides the ability to design the flux
changes is to use Energy function design or extended EAC (EEAC) [10, 11]. By
maximizing the rate of reduction of kinetic energy, the required field voltage is
achieved to stabilize the system.
In implementing the controller, a KALMAN filter [5] can help in computing and
predicting the states for the machine from the little knowledge which is gained from
the system at each sampling time. From the estimation of the KALMAN filter, the
MPC will be able to have a reasonable estimated model of the system. Also the field
voltage prediction (from the energy function) acts as a reference for the optimizer.
(Fig. 1)

Estimate
states
(KALMAN filter)

Field voltage
prediction

MPC model

Reference for
MPC

Error

Optimization
Figure 1: Control structure

10

1.3 Thesis layout

Introduction (chapter 1)
Chapter 1 provides a brief introduction to power system stability (PSS), the facts that
have encouraged the idea of the research and the approaches of using the
combination of the energy function design and MPC.

Power system stability and control (chapter 2)


Chapter 2 will give the literature review on power system basic concepts such as the
characteristic of the power-angle and swing equation. The literature review has also
been extended in order to understand the problem associated with the disturbances
(small and large disturbances) and excitation systems. The literature review in wide
area of control and energy function design includes developing a model for a multi
machine system.

Model predictive control (chapter 3)


This chapter begins with the theory of optimal control, explaining the Hamiltonian
method of optimization, MPC algorithm and parameters such as prediction horizon
and control horizon. This is followed by an investigation into centralised and
decentralised MPC using Single machine infinite bus (SMIB), as an example for
demonstrating the ability of MPC in a centralized fashion.

KALMAN filter (chapter 4)


Chapter 4 shows how the filter is used to compute and predict the states for the
machine from the little knowledge which is gained from the on-line measurements in
each sampling time. This focuses on the discrete KALMAN filter and extended
KALMAN filter (EKF).

11

Centralized MPC (chapter 5)


The MPC is applied to the SMIB system. The controllers ability is shown in the
nonlinear region of the system. Also the typical lead compensation control for
exciters is designed to compare the behaviour of the two controllers.

Decentralized MPC approach and Multi-machine system application


(chapter 6)
The decentralized approach is explained in this chapter. In order to validate the
proposal method, the three machines model in chapter 2 is developed and MPC is
applied to this model in a decentralized fashion. Also the typical lead compensation
control for exciters is designed to compare the behaviour of the two controllers

Limitation in the current approach (chapter 7)


The limitation of decentralized approach is explained followed by the examples.

Conclusions (chapter 8)
Main conclusions and suggestions for further work are outlined.

1.4 Publication
Tavahodi, M., Ledwich, G., and Palmer, E., Mixed Model Predictive Control/ Energy
Function Control Design for Power Systems, in Australian Universities Power
engineering Conference, AUPEC2006, 10-13 December 2006, The University of
Victoria, Melbourne, Australia.

12

Reference
[1].

Information Sources on selected blackouts, PSerc News, Available ;


http://www.pserc.wisc.edu/Resources.htm

[2].

P. Kundur Power System Stability and Control New York: McGraw-Hill,


1994

[3].

P. M. Anderson and A. A. Fouad, Power system control and stability.


A John Wiley & Sons INC Publication, 2003

[4].

P. W. Sauer and M. A. Pai, Power System Dynamic and Stability.


New Jersey: Prentice Hall, 1998.

[5].

EF Camacho and C. Bordons, Model Predictive Control, Springer-Verlag,


London, 1999.

[6].

V. Vittal, E.Z. Zhou, C. Hwang and A.A Fouad, Derivation of stability limits
using analytical sensitivity of the transient energy margin , IEEE
Transactions on Power System, November 1989, Vol. 4.

[7].

Y. Xue, T. Van Custem and M. Ribbbbens-Pavella, Extended equal area


criterion justifications, generalizations, applications, IEEE Transactions on
Power System, February 1989, Vol. 4, pp. 44-52.

[8].

Y. Xue, T. Van Custem and M. Ribbbbens-Pavella, Real-time analytic


sensitivity method for transient security assessment and preventive control,
IEE Proc. March 1988, Vol. 135, pp 107-117

[9].

EF Camacho and C. Bordons, Model Predictive Control, Springer-Verlag,


London, 1999.

[10]. F.Kentli, Y. Birbir and N. Onat, Examination of the stability limit on the
synchronous machine depending on the excitation current wave shape
Electric Machines and Drives Conference, 2001. IEMDC 2001. IEEE
International 2001, pp. 528 532

13

[11]. G.Welch and G. Bishop, An Introduction to Kalman Filter. Available:


www.cs.unc.edu/~tracker/media/ pdf/SIGGRAPH2001_CoursePack_08.pdf

14

Chapter 2

2. Power System Stability

2.1 Introduction
Operating a reliable system depends on the engineers ability to feed constant
voltage and frequency to the load at all times. Providing uninterrupted service to the
load will be difficult in a complex system which includes hundreds of generators,
protection switches and thousands of kilometres of transmission lines. A stable
power system is one that stays at the equilibrium points in the normal conditions and
will return to an acceptable state of equilibrium after a disturbance occurs. In
practice, both voltage and frequency must be held within close tolerance so that the
consumers equipment operates satisfactorily. Power systems rely on synchronous
machines. To achieve stability, synchronous machines are needed to stay in
synchronism. The dynamics of the generators, power-angle and rotor angle
characteristics will be considered in this study [1].
There are two fundamental elements in a synchronous machine: the field that
normally is on the rotor and the armature which is on stator. The rotor is driven by a
turbine and the field winding energized by direct current. Voltage is produced by a
rotating magnetic field in the armatures winding of the stator. The frequency of the
stator is synchronized with the rotors mechanical speed. When two or more
synchronous machines are interconnected, the stator voltages and currents of all the

15

machines must have the same frequency and the mechanical speed of the rotor in
each machine is synchronized to this frequency. Therefore, the rotors of all
interconnected synchronous machines must be in synchronism [2].
Security of the power system relies on its ability to survive any disturbances which
may occur without any interruption in the services. The stability of a power system
has different classifications.

Power system stability

Angle
Stability

Small
Signal
Stability

Frequency
Stability

Transient
Stability
Transient

Voltage
Stability

Large
Disturbance
Voltage
Stability

Small
Disturbance
Voltage
Stability

Figure 2.1: Stability classification

Voltage instability occurs in a system due to disturbances such as increases in load


demand, or changes in the systems condition [2]. The disturbances are classified
into two subclasses, large-disturbances and small-disturbances. Losses of
generation or circuit contingencies are the examples which cause the largedisturbances. Large-disturbance stability is the ability to control voltage when the
system faces large-disturbances. Small-disturbance voltage stability is concerned
with a systems ability to control voltages following small perturbations such as
incremental changes in the system load. Angle stability will be investigated
intensively in the following sections.
To start the stability concept the main characteristics of the power system will be
discussed.

16

2.2 Power-angle
A stabilized rotor angle in synchronous machines is an important factor to consider
for the power system to remain synchronism. The electromagnetic torque was
applied from the turbine into the generator opposes rotation of the rotor. When the
system is in a steady-state condition, the stator and rotor fields have the same speed
with an angular separation between them. This angle depends on the output
electrical torque of the generator.
If E f and The general active and reactive powers are [3]:

Ef V

P=

Zs

Ef V

Q=

Zs

cos( )

sin( )

Zs

cos( )

(2.1)

Zs

sin( )

(2.2)

For the lossless line Z s = jX s and = 90 o therefore these two formulae reduced to:

P=

EfV
Xs

Q=

cos(90 )

V2
cos(90)
Xs

V
( E f cos( ) V )
Xs
P=

EfV
Xs

sin( )

(2.3)

(2.4)

(2.5)

Where:

XS

Synchronous reactance

V0

Bus voltage

E f

Field voltage

Angle between V and E f

17

The maximum torque, known also as the pull-out torque is at = 90. The machine
will lose synchronism if >90. The pull-out torque can be increased by increasing
the excitation current I f .
The power varies as a sine of the angle in a highly nonlinear relationship. In equation
(2.5), = 0 means no power is transferred and as the angle is increased, the power
transfer increases up to a maximum. After a certain angle, technically 90 (The
maximum power, known also as the pull-out power), a further increase in angle
results in a decrease in power transferred, Fig 2.2. There is thus a maximum steadystate power that can be transmitted between the two machines. When there are more
than two machines, their relative angular displacements affect the interchange of
power in a similar manner. However, limiting values of power transfers and angular
separation are a complex function of generation and load distribution.

Figure 2.2: Torque-angle characteristics

2.3 The swing equation


The angle between the rotor axis and the stator magnetic field is the load or torque
angle ( ).This angle depends on the load of a machine. (A larger value of load
makes bigger)

18

Changing

causes the rotor acceleration and deceleration in synchronous

machines as a function of time which is known as the swing equation [2].

d 2
M
= Ta = Tm Te
dt

(2.6)

Where:

moment of inertia in Kg-m2

Ta the net torque which produces acceleration

Tm

shaft torque, corrected for torque due to rotational losses

Te electromagnetic torque (positive for generator and negative for motor)


If we multiply this equation by the angular velocity ( Pa = Ta ), we obtain:

d 2
M
= Pa = Pm Pe
dt

(2.7)

Where:
M

is the inertia constant of the machine (momentum at synchronous speed which

depends on type and size of the machine)


Pa

is the accelerating power, or difference between input and output in each

corrected for loses.


Pm is the shaft power input, corrected for rotational losses
Pe is electrical power output, corrected for electrical losses

VE
sin )
x

If we consider the damping in the power system we will have:

d 2
d
+ Dm
= Pa = Pm Pe
dt
dt

(2.8)

Dm = Dd m is the damping coefficient. Where Dd is the damping-torque coefficient


and

m = sm +

d
dt

(2.9)

19

If the constant flux linkage is considered in both direct and quadratic axis the
electrical power for a single machine infinite bus will be represented by equation
(2.10)[9]

Pe =

V 2 (X d X q )
VE
sin +
sin 2
2X d X q
Xd

(2.10)

Where X d and X q are the d-axis and q-axis reactance of the generator, V is the
infinite busbar voltage and E is the field voltage.
If the transient saliency ignored which means X d X q , then the equation (2.10) will
be simplified to;

Pe =

VE
sin
Xd

(2.11)

2.3.1 Equal Area Criterion


Equal-area criterion method is used to predict the stability. This method is only
applicable for single machine infinite bus (SMIB) or two-machine system [10]. For a
SMIB system from the equation (2.7) the equation of speed of the machine can be
achieved. If

d
multiplies to this equation and then integrating both sides, equation
dt

(2.13) will be the speed equation of the machine with respect to the synchronously
revolving reference frame:

d [(

d 2
d
) ] = M ( p m Pe )
dt
dt

d
=
dt

( P

Pe ) d

(2.12)

(2.13)

To assure the stability in equation (2.13) the integral should become zero sometime
after the disturbance. Consider the machine is operating at equilibrium point

0 according to equation (2.13) at steady state Pm = Pe . If the input power increases

20

suddenly to Pm , the rotor accelerating and the power angle will be increased,
which causes the incensement in electrical power until electrical power equal to new
input power. Although the acceleration power is zero but the rotor speed is above the
synchronous speed, therefore the will continue to increase to max . In this stage

Pe > Pm which causes the rotor to decelerate. The rotor will oscillate between 0 and

max until reaching the new steady state condition in point A Fig (2.3.a).The integral
will be zero if the areas ABE and ADC be equal which means the system will be
stable.

(a)

(b)

Figure 2.3: a) Equal-area criterion- sudden change in load [3]


b) Equal-area criterion- maximum power limit [3]

This method is also used to find the maximum input power that can be added before
the system becomes unstable. If we look at the Fig (2.3 b) it shows the limit of input
power when

< max < as it was explained previously for stability the two

coloured areas in Fig 2.3.b should be equal. The Newton-Raphson method [3] can be
used to find the maximum permitted input power.

21

2.4 Multi-machine model


In the multi machine classical model [4], if the load flow is represented by a constant
admittance the load can be added to the bus admittance matrix [3]. In this research
this simplified one-axis classical model followed by the typical assumptions [10] is
used with an excitation system which is explained in the next section.
For a power system including n generators, the electromechanical equation for
generator i per unit (p.u.) can be written as:
..

M i i = p mi p ei p Di

p.u.

(2.14)

Where

i = Rotor angle of generator i

Mi = Inertia of generator i
p mi = Mechanical power of generator i
pei = Electrical power if generator i

pDi = Damping power of generator i


The electric power of generator i and damping power can be found from the following
equations.
n

E iV j

j =1
j i

xij

p eij =

sin( i j )

p Di = Di i

(2.15)

(2.16)

Where E i and V j are the voltage magnitude of bus i and j respectively, and Di is the
damping coefficient of generator i. Also xij is the reactance between bus i and j.
Thus, the state equation of a multi-machine system will be:

22

&i = i
..

i =

1
( Pmi Peij PDi )
Mi

p.u.

i = 1,..., n

(2.17)

Where Peij is the electric power change of generator i caused by an angle change
between machine i & j and i is the speed of the rotor of ith machine.
Therefore we can substitute the appropriate values for all of the terms in equation
(2.17) and then linearizing the result around operating points.

2.5 Excitation system


The first suggestion for improving the power system stability is to increase the speed
of the exciter response [5]. The excitation system has the effect on both transient and
steady state stability. There are different types of design for excitation systems which
can be classified in two general categories slow response and fast response
[1],[5].
Primary models were very slow such as the self-excited main exciter, the main
exciter and pilot [5]. Gradually as the interconnected system operation becomes
more common the excitation systems will become more complicated. Since 1968
IEEE Committee reports on excitation system models [6], [7] and [8], the excitation
system has received more attention.

2.5.1 Relation between exciter and stability


In equation (2.15), the power transmitted between the two machines is proportional
to the internal voltages of the two machines, divided by the reactance. The power will
be increased if either internal voltage is increased in the equation (2.17). Therefore, it
is apparent that raising the internal voltage increases the stability limits. In the
transient condition when the fault occurs, during the fault the flux linkage decays by

23

the short circuit time constant. If the fault is maintained for a long time the machine
might survive the first swing of its rotor, but because of the continued decrease in
filed flux linkage it might pull out of step in the second swing or the next one. A
controlled excitation system can control the flux linkage in order to prevent the loss of
synchronism. Hence the excitation system can assist transient stability even though
high-speed clearing of fault is applied. The faster the excitation system responds to
correct low voltage, the more effective improvement will be achieved in stability.

2.5.2 Exciter model


In this section the Type-1 system [4], [1] is considered. The block diagram below
shows the part of the exciter model; note that there is no filter and the rate feed back
is zero.

Figure 2.4: Block diagram of Type 1 excitation system

The exciter is represented by a first-order linear system with the time constant of E .
However, a condition is made to include the effect of saturation in the exciter by the
saturation function S E .

S E = f ( E FD ) = AEX exp( BEX E FD )

(2.18)

Where coefficients AEX and B EX are computed from the saturation data, and E FD is
the exciter output voltage.
According to the block diagram (Fig. 2.4) since E FD is a nonlinear function therefore
it will change the regulator output voltage V R by the following equation (2.19).

24

V&R = VR S E E FD

(2.19)

From the block diagram we can write:

E sE FD = K E E FD + VR S E E FD

(2.20)

equation (2.20) in time domain would be

1
E& FD =
( K E E FD + VR S E E FD )

(2.21)

Note that equation (2.21) will be linear if E FD is very small. (Fig2.5)

Figure 2.5: Exciter saturation curve

2.6 Angle stability


As it was mentioned before, angle stability will be discussed when either small or
large disturbances occurs in the system. In this thesis however we will concentrate
on large disturbances, In this section only a summary of small disturbances (small
signal) will be given and then the behaviour of a power system after it is subjected to
large disturbances (transient stability) will be intensively investigated.

2.6.1 Small signal stability


Small signal stability is defined as the ability of a power system to remain in
synchronism while a small disturbance occurs. These types of disturbances arise due

25

to the small changes in loads and generation which might cause certain instability in
the system. [2]
The stability of the rotor angle depends on two components, the synchronous torque
and the damping torque [10]. As a result of small disturbances the instability steadily
increases in the rotor due to insufficient synchronous torque, or the amplitude of rotor
oscillation increases due to insufficient damping torque [2],[10]. Losing the
synchronism can happen to any of them. It is convenient to assume that the
disturbance disappeared and if the system returns to its original state the stability is
corroborated. Due to the small changes this behaviour can be determined by
examining the linear system equations. By using the Taylor series we can linearize
the multi machine system equation around the equilibrium point (2.22) [2].

x& = f (x, u)
y = g(x, u)

x& = A x + B u
y = Cx + Du

(2.22)

As it has been shown in [2], the poles of this system are the roots of the equation
(2.23) which is the Eigen values of A matrix. If all the Eigen values have the negative
real component then the system will be stable.

det( sI A) = 0

(2.23)

Eigen values provide the valuable information about the nature of system response.
The time constant can be found from the real component of the Eigen values and the
damped frequency of the oscillation is given by the imaginary component. Note that
the linearized equation is valid for very small variation in power from the operating
state. To investigate the stability, when the multi machine system is subjected to the
small signal disturbances, the only thing that is required is to check the Eigen values.

26

If all of them are in the left hand side of the imaginary axis, the system will be stable.
The linearized model of the system especially in multi-machine system is very useful
in designing the compensator series to control the machines. (Chapter 5)

2.6.2 Transient stability


The transient stability studies investigate whether the system remains synchronised
after a severe disturbance such as a line tripping, loss of a generator or loss of a
large load. When this type of disturbances occur the linearized model of the system
wont be able to give a correct answer, and the nonlinear swing equation should be
solved. The most severe type of disturbance is a short circuit therefore the effect of a
short circuit has to be determined in stability studies. There are different types of
short circuits: three-phase, one-line-to-ground, line-to-line or two-line-to-ground. If it
was a three-phase short circuit, the connection line of the machines will cut off the
power flow between the machines. Otherwise, some synchronising power can still be
transmitted. In some cases, despite the fault, the system will be stable. Whether the
system is stable during the fault will depend on: the system itself, the duration of the
fault, type of the fault, location of the fault, how fast it has been cleared, what method
has been used and other conditions referred as the transient stability limits. The
transient stability limit is a kind of power limit that was discussed in (2.3.1). In this
thesis the effect of three-phase short circuit is investigated in a multi machine
system.
When a fault occurs, certain generators which are electrically closer to the fault
location are disturbed to a greater extent than the other generators. These
generators tend to accelerate or decelerate depending on the nature of the fault, from
the rest of the generators in the system. If the fault lasts long enough, eventually one
machine or a group of machines separate from the system causing instability (loss of
synchronism) however; the power network is equipped with automatic devices that

27

sense the existence of the faults in the network and initiate action to clear the fault,
in ways such as isolating the faulty section of the network.
The behaviour of the system which is subjected to three-phase short circuit can be
explained by the Equal-area criterion [3]. Also there are some numerical techniques
which can help us to study the effect of the faults in the nonlinear equation of the
system such as swing equation. Eulers method is well known and the simplest
numerical method [3]. By studying this method we will be able to solve the deferential
equation and provide a better understanding about the numerical solution of ODE
and Runge-Kutta procedure. MATLAB has two commands ode23 and ode45 for
solving high order differential equation based on Runge-Kutta-Fehlberg method [4].
To investigate the transient stability in the SMIB system involves considering a threephase short circuit on the line connecting the generator to the infinite bus which
entirely cuts off the power flow (Fig. 2.6). As a result for the duration of the fault the
output electrical power becomes zero because the governor is slow in acting perhaps
for .7sec however the input power Pm remains constant. Consequently, the torque
angle is accelerating and if the fault is not quickly removed the synchronism will be
lost.

Figure 2.6: Single Machine infinite Bus, three-phase fault at F

For this system Pm has been assumed constant and under steady state condition

Pm = Pe from equation (2.8) for the pre-fault, during the fault and post fault condition
the swing equation will be:

28

d 2
d
1
=
( Pm Pe D m
)
dt
M
dt
d
d 2
1
=
( Pm D m
)
dt
M
dt
d
d 2
1
=
( Pm Pe1 D m
)
dt
M
dt

Pre-fault

(2.24)

During the fault

(2.25)

Post- fault

(2.26)

Where Pe1 is the output power of the new states. In the next few chapters we are
explaining how to eliminate the oscillation which is caused by such a disturbances in
multi machine systems in order to keep them in synchronism.

2.7 Energy Function Design


As mentioned in previous sections, the vital objective of nonlinear dynamic simulation
of power systems is to see whether synchronism is conserved when a disturbance
accrues. This is determined by the variation of rotor angles as a function of time. The
system would be unstable if the rotor angle of a machine continuous to increase with
respect to the rest of the system. The rotor angle of each machine can be measured
with respect to a fixed rotating reference frame that is the synchronous network
reference frame. Hence, instability of a machine means that the rotor angle of the ith
machine pulls away from the rest of the system. Thus relative rotor angles rather
than absolute rotor angles must be monitored to test stability/ instability [4].
Before 1979 much research had been done on the Lyapunov Function for the system
using state-space model [4]. This method is used where the transfer conductance is
zero. To incorporate the transfer conductance term, one of the approaches is to
integrate the motion equation generating what is called an Energy function[4]. In this
section an expression for the individual machine is developed. Multiplying the ith
swing equation (2.14) by post-fault swing equation &i :

29

..

( M i i p mi + p ei + p Di )&i = 0

(2.27)

There is general agreement that the first integral of motion with respect to time (2.17)
represents a proper energy function from (2.27) then we have:

..

( M i i p mi + p ei + p Di )&i dt

(2.28)

si

Where i is the post-fault rotor angle and s is the rotor angle at the equilibrium
point. Therefore for ith machine we obtain:

Vi =

1
2
M i i Pmi ( i si ) + Pei ( i si ) + PDi ( i si )
2

(2.29)

The first term is the kinetic energy ( V KE ) of ith machine and the remaining terms are
considered as the potential energy ( V PE ). The kinetic energy directly relates to
energy of the fault. At the time of fault clearing this energy will reach the maximum
value and it is oscillating later on. The kinetic energy as it has been discussed in [11]
is influenced by && . Thus, the observation of the kinetic energy may reveal valuable
information on determination of the region of stability.
This thesis demonstrates that the energy function design is a valuable tool which
provides the ability to design a flux. In order to find the required flux of the machines
we are using the method that has been used in [11]. Since the first term of equation
(2.29) is the only term involving acceleration we only need to consider that one for
our calculation. Therefore:

1
2
M i &i
2

(2.30)

V&KE = M i &i &&i

(2.31)

V KE =

30

If we substitute equation (2.17) into (2.31) we obtain:

V&KE = &i ( Pmi + Peij + PDi )


n

E iV j

j =1
j i

xij

V&KE = &i ( Pmi

sin( i j ) Di i )

E iV j

j =1
j i

xij

V&KE = &i Pmi &i

(2.32)

sin( i j ) i

(2.33)

(2.34)

Furthermore when changing the flux of the machine from equation (2.34) we only
need to consider the relative term to field voltage which lead us to equation (2.35).
n

E iV j

j =1
j i

xij

V&KE =

sin( i j )&i

(2.35)

To maximise the convergence rate of the kinetic energy function which can be
assured of being positive definite.
n

Vj

j =1
j i

xij

Ei = (

sin( i j )&i )

(2.36)

With equation (2.36) we are able to find the required field voltage for establishes the
stability of our system, where in this equation would be the control gain.

31

References
[1]. P. M. Anderson, A. A. Fouad, and Institute of Electrical and Electronics
Engineers Power System Control and Stability 2nd ed. Piscataway, N.J.:
IEEE Press; Wiley-Interscience, 2003.
[2]. P. Kundur Power System Stability and Control

New York: McGraw-Hill,

1994
[3]. C.L. wadhwa Electrical Power System 3rd ed. New Age International (P) Ltd.
New Delhi, 2000
[4]. P. W. Sauer and M. A. Pai, Power System Dynamic and Stability, New
Jersey: Prentice Hall, 1998.
[5]. E.W Kimbark Power System Stability Volume III Synchronous Machine,
IEEE Press Power Systems Engineering Series, New York, 1995
[6]. IEEE Committee Report, Computer Representation of Excitation Systems,
IEEE Transactions on Power Apparatus and Systems, vol. PAS-87, no. 6, pp.
1460-1464, June 1968.
[7]. IEEE Committee Report, Excitation System Dynamic Characteristics, IEEE
Transactions on Power Apparatus and Systems, vol. PAS-92, pp. 64-75,
Jan/Feb 1973.
[8]. IEEE Committee Report, Excitation System Models for Power Systems
Stability Studies, IEEE Transactions on Power Apparatus and Systems, vol.
PAS-100, pp. 494-509, Feb. 1981.
[9]. A.F. Puchstein, T.C. Lioyd, A.G. Conrad, Alternating-Current Machines 3rd
ed. New Delhi 1996.
[10].

H. Saadat Power system Analysis New York: McGraw-Hill, 1999

[11].

E. Palmer, G. Ledwich, Switching control for power systems with line

losses transmission and distribution, IEE Proceedings, volume 146, pp. 435
- 440 Sept. 1999.

32

Chapter 3

3. Model Predictive Control (MPC)

3.1

Introduction

Since 1988 Model Predictive Control (MPC) with over 2000 industrial installation is
the most widely implemented advanced process control technology [1]. MPC has
gained significant popularity in industry as a tool to optimise system performance
while handing the limitation. However, computation competence has limited the
application range. The term Model Predictive Control does not delegate a specific
control strategy but rather a sufficient range of control methods which make explicit
use of a model of the process to obtain the control signal by minimizing an objective
function.
Model Predictive Control (MPC) has been shown to be successful in addressing
many large scale nonlinear control problems and therefore is worth considering for
stabilization of a power system. While MPC is suitable for almost any kind of
problem, it displays its main strength when applied to problems with:
A large number of manipulated and controlled variables
Constraints imposed on both the manipulated and controlled variables
Changing control objectives and/or equipment (sensor/actuator) failure

33

Time delays
The strengths of MPC that are relevant to the task of power system stabilization are
the explicit handling of constraints such as the requirement for angles across lines to
be kept below 90 degrees.
There are many difficulties that derive from the use of this kind of model such as:
The limitations of Nonlinear Model Predictive Control (NMPC)
Lack of identification techniques for non linear processes
The general tools for NMPC are not necessarily well developed for the specific
nonlinearities of the power system [3,4].

3.2 MPC methodology


Model predictive control is also called recede horizon predictive control [2]. The
receding horizon concept is used because at each sampling instant the optimized
control values for the model system over the prediction horizon are brought up to
date, and at each sampling instant only the first control signal of the sequence
calculated will be used to control the real system [2, 4]. The MPC strategy has been
demonstrated on the following chart Fig.3.1.
There are two important parameters in MPC, 1) Prediction Horizon 2) Control
Horizon.
Prediction horizon is the length of time for the process outputs to approach
steady state values.
Control horizon is the number of discrete time control actions to be optimized
along a future prediction horizon
Not that the control horizon in discrete-time MPC can be represented as the number
of time samples.

34

Time= t k

Measurement
from real
Reference
t k t k +1

Model
t k t k +1
Predicted output

Finding error

Solving the optimization problem


Achieve the best future control
actions

Passing t k signal to the


real system

Time= t k +1
Figure 3.1: MPC Structure

As shown in the above chart, at each time instant

t k the future output will be

predicted through the length of prediction horizon by using the process model. This
output depends on the previous inputs and outputs. By optimising the cost function in
order to keep the model as close as possible to the reference trajectory combine with
a control penalty, the control value will be calculated. The cost function is in the form
of quadratic function of the error between the predicted output and the reference
trajectory. This calculation gives a set of control values through the prediction horizon
and at t k the first control action is applied to the real system. At the next sampling
instant everything is repeated and the calculated control values are updated.

35

The generalized predictive control (GPC) is the most popular predictive control
algorithm which is widely used in the academia and industry. This method was
proposed by Clarke et al [5] which has common ideas with the Model Predictive
control. The basic idea of GPC is to calculate a sequence of future control signals in
such a way that it minimizes a multistage cost function defined over a prediction
horizon. The index to be optimized is the expectation of a quadratic function
measuring the distance between the predicted system output and some predicted
reference sequence over the horizon plus a quadratic function measuring the control
effort. This method obtains a generalized pole placement controller [2] that is a
expansion of pole placement controller.

3.3 MPC elements


The methodology of MPC can be classified in three parts.

The process model from where we obtain the predicted future outputs

The cost function which is the quadratic function of the error between the
predicted output and the reference trajectory.

The optimizer that it minimizes a multistage cost function defined over a


prediction horizon.

3.3.1 The process model


The early industrial MPC applications were time domain, input/output, step or
impulse response models; however state space model discussions are common in
recent research.
In continuous form:

dx
= Ax + Bu
dt
y = Cx + Du

(3.1)

36

Discrete time model:

x k +1 = Ax k + Bu k
y k = Cx k + Du k

(3.2)

The continuous model probably is more recognizable to those with the classical
control background in transfer functions, but discrete model is more convenient for
digital computer implementation.

Linear model
In most industrial process when a small change around the operating point
occurs a linear model of the system is considered, which can often be of a
very high order. These very high order models are very hard to use for the
control process.
There are two main reasons for using linear model. First, the identification of
the linear model based on process data is relatively easy and also linear
model provides good results when the plant is operating in the neighbourhood
of operating point.
Nonlinear model
In some situations the nonlinearity is so severe that the linear model is
insufficient. Also there are some processes which spend great deal of time
from the steady state operating point or some which never are in the steady
state operating point. In such a case the linear control laws are not very
effective. Since there is no general model which clearly represent all
nonlinear systems, constructing the nonlinear model is difficult. System
identification is classified in to: parametric and nonparametric methods. In the
parametric methods the model of the system is assumed and the amounts to
an estimation of the model parameters. In non-parametric methods no
assumption is made and the identification of the system is developed by
computing the frequency response of the system. According to Zhu et al [6]

37

parametric models are better for use in industrial process identification, since
these models are more accurate, require shorter test time, and can be more
user friendly than non parametric models. Thus for industrial processes which
are controlled by MPC, non-parametric models are not ideal. Therefore in this
research a parametric method has been used for identification of the model of
the system and the estimation of the parameters found by the KALMAN filter
which is discussed in the next chapter [6].

3.3.2 The cost function


The primary criterion for MPC is to determine the sequence of control actions over
the prediction horizon that will minimize the sum of the squared deviations of the
predicted output from the reference trajectory. This control objective function is called
the cost function. The cost function is defined for all possible output vectors and all
positive input price vectors. If the system is constrained on states and control actions,
which are given by x k X , u k U where X is a closed set and U is a compact
set. x k and u k are the states and the control action which applies to the system at

t k . The general form of the cost function is defined by equation (3.3) [7]

min J ( xk +1 ) = I ( xk , u k )

( xk ,uk )

k =0

(3.3)

Where x k +1 = f ( x k , u k )
According to this definition of the cost function, a simple criterion function will be:
m

J = [( y k wk ) 2 + u k ]
k =0

(3.4)

38

Where y k +1 is the predicted output at time t k , wk +1 is the reference trajectory at time

t k and m is the prediction horizon. Now the controller output sequence u opt over the
prediction horizon is obtained by minimization of J at each sampling instant [8].

3.3.3 The optimal control


The idea of the optimal control is to determine control signals which cause the plant
to satisfy some physical constraints and at the same time maximize or minimize a
criterion function (cost function). Three following formulations are required for the
optimal control:
1. Plant or model of the system
2. Performance criterion or Cost function
3. A statement of boundary conditions or physical constraints
The first two parts are explained in the above sections. The control u (t ) and state
vectors x(t ) regarding the physical situation of the system can be either unconstraint
or constraint. From the constrained problems we have control and state such as
currents or voltages constrained as:

u min < u < u max

and

x min < x(t ) < x max

(3.5)

This conditions lead to a boundary value problem. We often have the nonlinear twopoint boundary value problems [8]. The numerical techniques are usually used as a
solution for these types of problems.

3.4

The Optimizer

The problem in this research is examined using MATLAB software. The optimizer
command which is used is fmincon. This function can handle the nonlinear
constrained optimization problems. The fmincon function is based on the sequential
quadratic programming (SQP) methods. SQP has arguably become the most

39

successful method for solving nonlinearly constrained programming problems [10,


11]. The limitation of the fmincon that it is a gradient-based method that is designed
to work on problems where the objective and constraint functions are both
continuous and have continuous first derivatives [12].

minf (x)
x

Subjected to:

c( x) 0
ceq( x) = 0
A x b
Aeq x = beq
lb x ub
Where x, b, beq, lb, and ub are vectors, A and Aeq are matrices, c(x) and ceq(x) are
functions that return vectors, and f(x) is a function that returns a scalar. f(x), c(x), and
ceq(x) can be nonlinear functions [ MATLAB Tool box].
The syntax of this function represented by:

x = fmincon(fun, x0, A, b, Aeq, beq, lb, ub, nonlcon,options)


This command enable the solution for the optimum value for the controller in order to
minimize the cost function.

3.6

The application of MPC in power system

To show how the MPC is working, in this part we will demonstrate the two examples
with a second order linear and non-linear model which is simulated in MATLAB.

40

Example 1
If the transfer function of the plant is:

1
s 1.7 s + .95
2

If this continues system will be changed to the discrete time system with the sampling
rate of 1 then the step response of this system would be:
Step Res pons e

Amplitude

10

20

30

40

50

60

70

Time (s ec )

Figure3.2: The step response of the linear second order system

In order to have a better prediction of the future behaviour of the plant, the prediction
horizon should be more than the period of the system. Therefore if the measurement
error exists in the first instant it would still enable the output to follow the reference
trajectory. Therefore we choose prediction horizon equal to 15 and control horizon of
5 for this system with the period of 10. It is not necessary that the control prediction
matches the prediction horizon.
The cost function will be.

min J ( x n ) = (u k + x k )

( x k ,u k )

k =0

The control penalty in equation (3.4) chosen to be 1. Thus the result will be:

41

States values

2
1
0
-1
-2

10
15
Time (Sec)

20

25

10
15
Time (Sec)

20

25

Control value

0.5
0
-0.5
-1

Figure3.3: The result of the MPC for second order linear system with no control penalty

If we change the control penalty to 10, the results will be:

States values

2
1
0
-1
-2

10
15
Time (Sec)

20

25

10
15
Time (Sec)

20

25

Control value

1
0.5
0
-0.5
-1

Figure3.4: The result of the MPC for second order linear system with the 10 times bigger control penalty

42

As it has been shown by increasing the control penalty, the controller will be less
effective; therefore the settling time is bigger.

Example 2

In this example we consider a non-linear second order plant, where the differential
equation of the system is:

dx1
= x2
dt
dx 2
= sin( x1 ) .1x 2 + u
dt
This can be considering as a simplified model of a SMIB (section 2.3). Here to solve
the differential equation the ODE23 command has been used (section 2.6.2). The
cost function will be the same as the previous example. The prediction horizon will be
30 with the control horizon of 15.
The behaviour of the system before applying the controller to it is shown in graph
bellow. (MATLAB codes are available in appendix1)
1.5

Statevalue

0.5

-0.5

-1

-1.5

10

15
20
Tim e(s ec )

25

30

35

Figure3.5: The step response of the linear second order system

The result of the control action and the state response to the control at each
sampling instant is demonstrated in the following graphs. In this case the cost
function was

min J ( x) = (u k + x 2 )
2

k =0

43

Control value

1
0
-1

10

15

10

15

10

15

State value

Time(sec)
1
0
-1

Cost value

Time(sec)
2
1
0

5
Time(sec)

Figure3.6: The result of the MPC for second order nonlinear system

The performance of the MPC is seen figure 3.3, 3.4 and 3.5 in both systems
(nonlinear and linear) was effective enough to eliminate the oscillation after 10 secs.
This example shows that the MPC can easily handle nonlinearity in the system. The
sampling rate is an important factor for implementation. The period of the
electromechanical oscillations for this system is 6 seconds. Therefore, according to
the Nyquist theory the sampling frequency should be faster than 0.3 Hz. In this case
the sampling rate is chosen as 1Hz to achieve good control.

44

Reference:

[1]. S.J. Qin, and T.A. Badgwell, An overview of industrial model predictive control
technology, In chemical process control CPC V, California, 1996.
[2]. EF. Camacho and C. Bordons, Model Predictive Control, Springer-Verlag, London,
1999.
[3]. N. Sandell et al, Survey of decentralized control methods for large scale systems,
IEEE Trans, Automat. Contr., Vol. 23, pp.108-128,April 1978,
[4]. H. Duwaish and W. Naeem, Nonlinear model predictive control of Hammerstein and
Wiener Model using Genetic Algorithms, Proceedings of the 2001 IEEE International
Conference, Sept. 2001
[5]. D.W. Clarcke, C. Mohtadi and P.S. tuffs, Generalized predictive control. Part I. The
Basic Algorithm Automatica, pp. 137-148, 1987
[6]. Y. Zhu, E. Arrieta, F.Butoyi and F.Coryes, Parametric versus Nonparametric models
in MPC Process Identification Hydrocarbon Processing , Vol. 79, 2000.
[7]. D. Limon, T. Alamo, F. Salas and E.F. Camacho, On the stability of constrained
MPC without terminal constraint, IEEE Trans on Automat. Contr., May 2006, Vol.
51, pp. 832-836.
[8]. R. Kalaba and K. Spingarn, Control, Identification, and Input Optimization, New
York, 1982.
[9]. D.S. Naidu, Optimal Control System, CRC Press LLC, New York, 2003
[10]. P. Boggs and J. Tolle, Sequential quadratic programming, Acta Numerica , pp. 1
52, 1995.
[11]. L. E. Scales, Introduction to Non-Linear Optimization, New York, Macmillan, 1985.
[12]. J.A. Snyman, Practical Mathematical Optimization: An introduction to basic
optimization theory and classical and new gradient-based algorithms, Kluwer
Academic Publishers, Dordrect, The Netherlands, 2004.

45

Chapter 4

4. KALMAN Filter

It was mentioned in chapter 1 that a Kalman filter is utilized for estimation of the state
value in the decentralised MPC approach.

In this chapter a brief review on the

theory behind the filter is discussed.

4.1

Introduction

The Wiener filter [4] is used to estimate a signal process in a set of noisy
observation, for stationary and continuous-time system. This limits the filters usage
in practical applications. A famous paper in 1960 by R.E Kalman described a
recursive solution to the discrete- data linear computing problem [1]. The Kalman
filter is an optimum estimator that estimates the state of a system developing
dynamically through time that can distribute the fixed condition which makes it more
applicable in variable processes.
This filter is a set of mathematical equations which provides an efficient
computational means to estimate the state of a process; in a way which it minimizes
the mean of the squared error. The Kalman filter is a very effective filter which is able
to estimate the past, present and future of the states even if the precise nature of the
modelled system is unknown. The Kalman filter is an on-line, recursive algorithm
trying to estimate the true state of a system where only (noisy) observations or

46

measurements are available. The Kalman filter is a recursive estimator. This means
that only the estimated state from the previous time step and the current
measurement are needed to compute the estimate for the current state, and no
history of observations and/or estimates is required. The general idea of the Kalman
filter can be found in [2]. The Kalman function in MATLAB designs a Kalman state
estimator given a state-space model of the plant and the process and measurement
noise covariance data. The Kalman estimator is the optimal solution to the
continuous or discrete estimation problems. This filter is widely applied to control
application such as aerospace, tracking applications related to vessels, spacecraft,
and radar and target trajectories [3]. This chapter includes discussion of the basic
discrete Kalman filter and some discussion of the extended Kalman filter.

4.2

The Discrete Kalman Filter

Consider a discrete dynamic system, in other word, signals will be observed at


equally spaced points in time (sampling instant). If a linear discrete-time system
represented as.

x k +1 = A x k + B u k +

yk = C xk + k
Where the random variables

(State equation)

(4.1)

(Measurement equation)

(4.2)

k and k represent the process and measurement

noise respectively ( k is a zero mean white noise uncorrelated with k ).

{ i j T } = { i j T } = 0

if i j

(4.3)

And their covariance are defined by:

{ k k T } = Q
{ k k T } = R

(4.4)

The optimum state estimation solution that minimizes the mean square error between
the estimate state ( x k ) and state ( x k ) is:

47

x k = ~
x k + L( y k C~
xk )

(4.5)

x k is a priori estimate, x k is the posterior estimate state, the term of


Where ~
( y k C~
x k ) is called residual which presents the discrepancy between the predicted
x k and actual measurement y k . L is a constant matrix which is
measurement C~
known as the Kalman gain that defined by following equations.

ek are the priori and posterior estimate error respectively:


If the ek and ~
ek = x k x k
~
ek = x k ~
xk

(4.6)

Therefore the priori and posterior estimate error covariance are:


T
Pk = E[ek ek ]
~
T
Pk = E[e~k ~
ek ]

(4.7)

The n m matrix L in (4.5) is the Kalman gain which minimizes the posterior error
covariance.

~
~
L k = Pk CT (CPk C T + R) 1

(4.8)

Equation (4.8) shows the maximum gain is when the measurement error covariance
R approaches zero which means that the actual measurement is more and more
reliable whilst the predicted measurement is less trusted. On the other hand if the

prior estimate error covariance Pk approaches zero the again will move towards zero
in this case the actual measurement is less reliable while the predicted measurement
is more trusted.
Algorithm of the Kalman filter according to G.F. Franklin et al [4] can be divided in
two steps:

1. Time update
2. Measurement update (Fig. 4.1)

48

k
Plant

u
y
Kalman
filter

Figure 4.1: Kalman filter structure

In the first step, at the k th sample by using the current states and the estimate
covariance error the priori estimates (4.9) for the next time step are obtained.

~
x k +1 = Ax k + Bu k

(4.9)

~
Pk +1 = APk A T + Q

(4.10)

~
xk +1 is the priori state estimated for the next step and Pk +1 is the priori
Where ~
covariance estimate error in the next step whilst Q is the covariance of process noise
from (4.4). This step happens between the measurements.
In the next step the residue of the priori estimates and the new measurement
improves the posterior estimates and from the new measurement the Kalman gain

L is computed (4.12). This process is a form of feedback control which the filter
estimates the states at a sampling instant and get the feedback in a form of a noisy
measurement.

x k +1 = ~
x k +1 + L k +1 ( y k +1 C~
x k +1 )

(4.11)

~
~
L k +1 = Pk +1C T (CPk +1C T + R) 1

(4.12)

Since L is time varying and obtain based on minimizing the errors, give us a priori
knowledge of the process and measurement noises magnitude [4]. It is obvious that
the smaller the error, the better state estimation.

49

For infinite time horizon state estimation with White Gaussian noise the optimal
solution is constant Kalman gain. For finite time estimation problem Kalman gain is
time varying equation (4.12). For computational simulation and because time
duration is not clearly defined, we chose to implement constant Kalman gain. The
Kalman filter with constant gain has the same structure that has been explained
previously. The only difference is that in this case L and the estimate error is
computed for an assumed level of process and measurement noises. This method is
called steady-state optimal estimation.

The steady-state Kalman filter gain is

obtained from (4.13):

~
~
L = P CT (CP C T + R) 1

(4.13)

This is the standard calculation which is used in MATLAB command KALMAN. in this
comment the Kalman gain L is obtained through an algebraic Riccati equation [5].

[kest,L,P] = kalman (sys,Qn,Rn,Nn)

With known inputs u, process noise w, measurement noise v, and noise covariances
E{ww'} = Qn

E{vv'} = Rn

E{wv'} = Nn. For steady-state filter design Qn and Rn

can be assumed to be one (as an initial value).


In the practical application, the modelling error for designing the filter causes some
problems. There are two major limitations for the value of the gain which affects the
robustness of the estimation. Firstly, for a small gain the estimation would not be
accurate, and that confuses the control actions. Secondly, the gain cannot be so big
that the small noises will be multiplied by the gain and large state error will remain at
the end.
This modelling error can be very severe for a nonlinear dynamic model which
involves the estimation base on the linear model of the system. In such cases

50

Extended Kalman Filter (EKF) approach appears to be computationally efficient


candidate for nonlinear dynamics.

4.3

The Discrete-time Extended Kalman Filter (EKF)

The Kalman filter theory applies to linear-Gaussian problems, but most importantly
can contribute to real world applications which are nonlinear and/or non-Gaussian.
Although this nonlinear estimation problem is hard to solve, the engineer uses linear
approximation to make this theory fit the nonlinear problems that are encountered in
the real world. There are various practical approximation methods available; the
extended Kalman filter (EKF) [6] is the most useful method which has achieved broad
acceptance. To compare this approach to linear approximation in real time
implementation, linearised filtering is more computationally efficient but it is less
robust compared to the EKF. The EKF is the same as the Kalman filter which is a set
of mathematical equations which uses an underlying process model to make an
estimate of the current state of a system and then corrects the estimate using any
available sensor measurements.
The EKF assumes linearity only over the range of state estimation errors. The
estimation can be linearised around the current estimate using the partial derivatives
of the process and measurement functions to compute estimates even in face of
nonlinearity.
Consider a nonlinear discrete-time system represented by:

x k +1 = f ( x k , u k , k )

(4.14)

y k = g ( x k , k )

(4.15)

Where k and k are process and measurement noise respectively. f and g are the
nonlinear function in difference equation form. x k is the previous state estimation and

x k +1 is the current state estimation.

51

Following the same structure that was explained in the previous section, the prior and
posterior state estimation will be obtained by:

)
~
x k +1 = f ( x k , u k )

(4.16)

x k = ~
x k + L( y k g ( ~
x k ))

(4.17)

In order to find the Kalman gain L and ~


x k for updating the measurement we have to
find the covariance error which can be found by the following difference equations:

Fk =

f
| x = x
x k

k = I + Fk t

(4.18)
(4.19)

Where t is the sampling interval and Fk is the Jacobian matrix of partial derivatives
of f with respect to x .The covariance error updated value is obtained by:

~
T
Pk +1 = k Pk k + Qk

(4.20)

If G k is the Jacobian matrix of partial derivatives of g with respect to x then the


Kalman gain will be calculated by equation (4.22).

Gk =
L k +1 =

g
| x = x
x k
~
Pk +1G T

~
GPk +1G T + R

(4.21)

(4.22)

And finally the posterior state estimation obtains by:

x k +1 = ~
x k +1 + L k +1 ( y k +1 g ( ~
x k +1 ))

(4.11)

Up to this point, the expected behaviour of the Kalman was discussed. As was
explained, the filter gain characterized by the covariance matrix of estimation
uncertainty is found by solving the Riccati difference equation. This should be optimal
with respect to all quadratic loss functions which the Kalman gain depends on. If this
is not true an ill-conditioned Kalman filter problem can occur.

52

An ill-conditioned problem is defined as having the high sensitivity of the error in the
out put to variance in the input data.
This problem happens in the Kalman filter due to the:

Modelling

error(large

uncertainties

in

the

matrix

parameters

value

( Q, A, B, C, R, )

Poor choices of scaling or dimensional units which causes a large range of


actual values of these matrixes.

Ill-conditioned theoretical of the matrix Riccati equation with numerical error


which will destabilize the filter estimation error

Large matrix dimensions. The number of arithmetic operations grows as the


square or cube of matrix dimensions, and each operation can introduce round
off errors.

Poor machine precision which makes the round off errors larger.

This problem doesnt mean that the filter is not effective. Since in most of the
application these factors are unavoidable, they were mentioned here to be of concern
in the implementation [3].
In order to have better filtering implementation in designing the filter, there are some
methods to reduce the computational requirements. One of the practical
considerations in extended Kalman filter is to compute the Kalman gain in offline
processing. Therefore it is possible to pre-compute the gain and this reduces the real
time computational load. Another way is to reduce the complexities of matrix
products. Gain scheduling is another approximation method for estimation problems
[3]. Finally the steady-state gain for time-invariant systems is the most common use
of the algebraic Riccati equation.

53

In this thesis the steady-state value is used to find the Kalman gain and as was
mentioned in the pervious section, the steady state method is used to reduce the
computation load. Thus the gain will be constant though the process.

4.4

Summary

The essential equations defining the discrete-time Kalman filter and the extended
discrete-time Kalman filter are summarized in table 4.1.

Discrete-time Kalman filter

Extended discrete-time Kalman filter

x k +1 = Ax k + Bu k + k

x k +1 = f ( x k , u k , k )

y k = Cx k + k

y k = g ( x k , k )
Step 1: Time update

Fk =
~
x k +1 = Ax k + Bu k

f
| x = x
x k

t
~
x k +1 = x k + f ( x k )t + Fk f ( x k )
2

~
Pk +1 = APk A T + Q

~
T
Pk +1 = k Pk k + Qk

Gk =

g
| x = x
x k

Step 2: Measurement update

L k +1 =

~
Pk +1CT
~
CPk +1C T + R

L k +1 =

x k +1 = ~
x k +1 + L k +1 ( y k +1 C~
x k +1 )

~
Pk +1G T

~
GPk +1G T + R

x k +1 = ~
x k +1 + L k +1 ( y k +1 g ( ~
x k +1 ))

Table 4.1: summarized equations defining the discrete-time Kalman filter and the extended discretetime Kalman filter

54

Reference:

[1]. R.E. Kalman, A New Approach to Linear Filtering and Prediction Problems,
Transaction of the ASME-journal of Basic Engineering, pp.35-45, March 1960.
[2]. P.S Maybeck, Stochastic Models, Estimation, and Control, vol I, Academic Press,
Inc, 1979.
[3]. M.S. Grewal and A.P Andrews,Kalman filtering: Theory and Practice, Prentice-Hall,
New Jersey, 1993.
[4]. G.F. Franklin, J.D. Powell and M. Workman, Digital Control of Dynamic System,
Third Edition, Addison-Wesley, 1998.
[5]. B.N. Datta, Numerical Methods for Linear Control Systems, Elsevier Academic
Press, London, 2004.
[6]. J.J. LaViola Jr. A comparison of unscented and extended Kalman filtering for
estimating quaternion motion, IEEE American Control Conference, Vol. 3, pp.24352440, June, 2003.

55

Chapter 5

5. Centralized MPC

In these case studies we will firstly implement a centralised MPC in order to control
the excitation in the SMIB system. Secondly evaluate the result with the typical
excitation control (lead compensator [1]) on the same system.

5.1

Single Machine Infinite Bus (SMIB)

Consider a single machine infinite bus Fig. 5.1, with an infinite bus voltage V, and the
internal voltage E. The acceleration of the machine voltage angle is given by the
swing equation (2.14) where

x L is the admittance of the line.

Figure 5.1: Single machine infinite bus

56

To represent the flux change and the basic machine dynamics, the generating unit is
modelled by a third order system using the classical model and the first order IEEE
excitation system that was explained in chapter 2. Therefore for the lossless line
system, the state equations of this system will be:

d
=
dt

d
1
= D EV sin( ) + Pm
dt
x

dE
1
= ( )[ E ( K E + AEX e BEX E ) + V R ] + u
dt
TE

(5.1)

(5.2)

(5.3)

The system is working in the steady state condition. The large disturbance is applied
to the system for short period of time. The fault in this case is a three phase short
circuit in the line that has been explained before. The period of the electromechanical
oscillations for this system is 7 seconds. Therefore, according to Nyquist theory the
sampling frequency should be faster than 0.28 Hz. In this case the sampling rate is
chosen as 4Hz to achieve good control. The value of the system parameters and
control parameters value in the simulation are shown in the Table 5.1 and Table 5.2
respectively.
Note: the system values which are used here are based on the value from [2]
(appendix 2) and in order to design the control parameters for this system there are
some points that should be considered.

To design the control horizon, the controller should observe at least two
cycles of the system oscillation which means that the control horizon should
be at least twice the period of the system.

57

Prediction horizon should be long enough to show the action of the controller
in the future.

In order to have consistency in the result, the model of the system which is
being used in MPC should be similar to the real world system.

Parameters

values

Mechanical power ( Pm )

.8 p.u.

Damping factor

.1

Machine reactance

.1 p.u.

Line reactance

.3 p.u.

Inertia constant

.745

Derived saturation constant for rotating exciters


( AEX )

.0027

Derived saturation constant for rotating exciters


( BEX )

1.9185

Regulator output voltage ( VR )

1 p.u.

Exciter time constant ( TE )

1 sec

Exciter self-excitation at full load field voltage


( KE )

1 p.u.

Table 5.1: simulation parameters for SIMB system

58

Parameters

values

Simulation time

30 sec

Prediction horizon

30 sec

Control horizon

15 sample

Table 5.2: simulation parameters for MPC

In order to find the steady state condition of this system, we run the system with a
small disturbance long enough till the system reaches the steady state conditions.
These are the value that we got from this method for our three state values.

= 0.10686998097079 ,

=0

E =1

5.2 Centralized MPC for SMIB system


In this section we start our investigation by running the system in the linear region of
the exciter and then add the saturation parameter to the equations. Therefore the
equation (5.3) will be simplified to:

dE
= ( E 1) + u
dt

(5.4)

The behaviour of the angle of the uncontrolled simplified system (without saturation
in the exciter) has been shown in the Fig. 5.2.

59

1.2

Angle (Radian)

1.1
1
0.9
0.8
0.7

10

15
Time (sec)

20

25

30

Figure 5.2: Uncontrolled angle behaviour of the basic SMIB system

The graph shows that at the start, the system is working at steady state condition;
after 1 second that the fault occurs, and the system starts oscillating. The figure
demonstrates that the oscillation is slowly damped. As the graph shows, after 30
seconds, the system still did not reach the steady state condition.
In equation (5.1), in order to reach the steady state condition, the value of velocity of
the machine is equal to zero, and thus

d
= 0 . The cost function of the controller
dt

for this system from equation (3.3) can be selected in equation (5.5):

J = u 2 + 2

(5.5)

The next step is to design a model of the system for MPC. Since we are using the
centralized MPC the MPC model would be the complete system (third order
machine).
First we start at stable initial condition, and then at each sampling instant the value of
state is sent to the MPC unit Fig. 5.2. Secondary the optimization will minimize the
cost function which is based on the MPC model. From this part the control vector will
be found which this vector is the control values through the prediction horizon. Finally
the first control value will be sent to the real system and for the next sample rate.

60

Figure 5.2: MPC structure

The results of the simulation for the basic model of centralized MPC on SMIB system
are shown below.

1.25
1.2

Angle(Radian)

1.15
1.1
1.05
1
0.95
0.9

10

15

20

25

30

Time(Sec)

Figure 5.3: Controlled angle behaviour of the SMIB system by centralized MPC

Fig. 5.3 shows the controlled angle behaviour of the SMIB system by centralized
MPC. If we compare this graph with the uncontrolled angle behaviour of the system
Fig. 5.2, it is clear that the controller is very effective in that it almost cancelled the
oscillation after the first cycle. Note that the control penalty which is used here was

61

.01 with a limited band of 1 < u < 1 . The control result is shown point by point in
Fig.5.4

0.15
0.1

control value

0.05
0
-0.05
-0.1
-0.15
-0.2

10

15
Time(Sec)

20

25

30

Figure 5.4: Point by point control value

The optimization behaviour is shown in the Fig. 5.5. In this graph we will be able to
see how optimization process minimizes the cost function through the simulation.

0.06
0.05

cost value

0.04

0.03
0.02
0.01
0

10

15
Time (Sec)

20

25

30

Figure 5.5: Cost function value through the simulation

The achieved result is satisfactory; we now add a saturation factor to the excitation in
order to show that using MPC can control the system in the nonlinear region. The
state equation for the general IEEE excitation system is mentioned at equation (5.3)

62

and (2.18) by substituting the values of table 5.1 in (5.3) the equation (5.6) will be
found. This equation shows since E has a nonlinear component we expect some
frequency changes to compare with the previous system. The behaviour of the angle
before applying the controller will be shown in Fig. 5.6.

S E = f ( EFD ) = AEX e BEX E

dE
1
= ( )[ E ( K E + S E ) + VR ] + u
dt
TE
dE
= [ E (1 + AEX e BEX E ) + 1] + u
dt

(5.6)

0.24
0.22
0.2
Angle (Radian)

0.18
0.16
0.14
0.12
0.1
0.08
0.06
0.04

10

15
Time (Sec)

20

25

30

Figure 5.6: Uncontrolled angle behavior of the basic SMIB system

Fig.5.6 shows that the oscillation damps gradually due to the damping factor which is
explained in section 2.3. As it was explained before, this system is faster than the
previous one. If we activate the controller the same as the previous system, we
expect angle oscillation to be damped after one or two cycles. The angle behaviour
of the machine is demonstrated in Fig. 5.7. This shows the system is working in
linear region. If we increase the band limit of the control which means forcing E to

63

work closer to the saturation region the system will work in the non-linear region (Fig.
2.5).

0.24
0.22
0.2
Angle (Radian)

0.18
0.16
0.14
0.12
0.1
0.08
0.06
0.04

10

15
Time (Sec)

20

25

30

Figure 5.7: Angle behavior of the SMIB system controlled by MPC

Fig.5.8 shows the angle behaviour in the nonlinear region when the band limits
increased by 10. As it has been shown in the figure below the damping of the
oscillation is acceptable in spite of the non linearity of the system will be settling
down after few cycles.

0.24
0.22

Angle(Radian)

0.2
0.18
0.16
0.14
0.12
0.1
0.08
0.06

10
Time (Sec)

15

20

Figure 5.8: Angle behaviour of the SMIB system controlled by MPC working in non-linear
region

The control value of the simulation result is shown in Fig. 5.9.

64

0.3
0.2

control value

0.1
0
-0.1
-0.2
-0.3
-0.4

10

15
Time (Sec)

20

25

30

Figure 5.9: Angle behaviour of the SMIB system controlled by MPC working in non-linear
region

Up to here, the ability of the Centralised MPC on the SMIB system has been
explained and showed how effective it behaves in different situations. These results
support the idea of using centralized MPC to stabilize the system by controlling the
field voltage. This statement is confirmed by using the typical excitation control and
compares the results of these two controllers. The next section will investigate the
behaviour of the system by using the lead compensator for the above system.

5.3 Typical excitation controller for SMIB system


As it was mentioned previously in this section the basic SMIB system which is going
to be used. In order to design a lead compensator which is a linear control, the first
step is to linearise the system. There are different methods for linearising a nonlinear
system. Here we used the linmod command in MATLAB. LINMOD obtains the
state-space linear model of the system of ordinary differential equations (ODEs)
described in the S-function 'SFUNC' when the state variables and inputs are set to
zero. SFUNC can be a SIMULINK model or m-file models.

[A,B,C,D]=LINMOD('SFUNC',X,U)

65

This command allows the state vector, X, and input, U, to be specified. A linear
model will then be obtained at this operating point.
The next step in controller design is to find the place of poles and zeros of the system
here we used the SISOTOOL command in MATLAB. The next two figures (Fig.5.10
and Fig.5.11) show the Root Locus of the system and the compensator design.

Figure 5.10: The pole-zero placement of the machine

Figure 5.11: compensator design

66

As it has been shown in Fig.5.11 the designed of a standard lead compensator for
this machine is calculated at:

G ( s ) = 5.36

s + .11
s + 11

(5.7)

The simulation result of using this controller for the excitation of the system is show in
the next two figures.
1.04
1.02

Angle (Radian)

1
0.98
0.96
0.94
0.92
0.9
0.88
0.86

10

15
Time (Sec)

20

25

30

Figure 5.12: Angle after applying a typical excitation controller


0.015
0.01

control

0.005

0
-0.005
-0.01
-0.015

10

15
Time(Sec)

20

25

30

Figure 5.13: value of a typical excitation controller

67

The above figures show that the linear controller will damp the oscillation in the angle
but to compare it with the result of the MPC in Fig. 5.3, the system will achieve the
equilibrium point within one cycle of oscillation. This is a considerable improvement
over the system controlled by a typical excitation controller stabilized by standard
lead block equation (5.7) as it has been demonstrated in Fig. 5.12.

5.4

Summary

In this chapter we applied a direct MPC to the power system which was subjected to
a large disturbance (three phase short circuit). In direct or centralized MPC the whole
system is modelled and all the computation is done in one optimization. The results
of the simulation showed that the centralized MPC was an effective non-linear
controller which was able to damp the system oscillation significantly. MPC not only
was effective in the linear region but also showed that it can handle the stability in
non-linear region in an efficient way.
The result of MPC was compared to the typical excitation controller which is showed
that MPC is two times more effective than the lead compensator. MPC eliminated the
system oscillation after one cycle and system returned to steady state condition after
15 second which by using the compensator the system still oscillating after 30
second.

68

References

[1]. L. Hajagos, An update on power system stabilization via excitation control


Power Engineering Society General Meeting, 2003,IEEE, vol.3, July 20003
[2]. P. M. Anderson, A. A. Fouad, and Institute of Electrical and Electronics
Engineers Power System Control and Stability 2nd ed. Piscataway, N.J.:
IEEE Press; Wiley-Interscience, 2003.

69

Chapter 6

6. Novel Decentralized MPC Approach

In the previous sections, MPC was implemented in a centralized fashion. The


complete system is modelled, and all control inputs are computed in one optimization
problem. Direct MPC on the system, as shown in single machine infinite bus
example, is very effective but in a complex system with hundreds of machines there
would be some difficulties. For instance

The first issue is that in MPC we need to have a complete knowledge of the
states at every step for the model to predict the future control steps. In a
complex system, due to the lack of information, the prediction of the model
would be difficult to achieve.

The other issue is the computation cost; in a large system, to optimize the
cost function for all the system with many controllers and steps would be very
time consuming and may exceed computational capacity for real time
optimization

70

6.1

Combination of Decentralise MPC and Energy function


design in multi-machine system

To address these issues, it is proposed to apply a MPC on a local machine in a


decentralized fashion. The best tool which provides the ability to design changing flux
is to use the energy function design which was explained in section 2.7. By
maximizing the rate of reduction of kinetic energy, the required field voltage is
designed to stabilize the system.
In implementing the controller, a Kalman filter can help in computing and predicting
the states for the machine from the little knowledge which is gained from the system
at each sampling time. From the estimation of Kalman filter the MPC will be able to
have a reasonable understanding of the model and also using the field voltage
prediction (from the energy function) as a reference for the optimizer (Fig. 6.1).

Estimate states
(Kalman filter)
Field voltage
prediction
MPC

MPC model

Reference
for MPC

Error

Optimization
Figure 6.1: control structure

71

Fig 5.14 shows that Kalman filter and Energy function design will assist in the use of
MPC in a decentralized fashion. The kalman filter provides the required information
of the whole system and the expected field voltage of the machine will be calculated
by using energy function. By using this decentralised method, the computation cost
in the optimization will be significantly reduced since we optimize using only the local
machine model instead of the model of the whole system. This computational gain is
a valuable advantage in large interconnected systems.
At each sampling instant, the state of the system will be estimated by Kalman filter
and the estimated state will be sent to the MPC model and the field voltage prediction
unit. In the prediction unit, the field voltage of the local machine is calculated by
maximizing the rate of reduction of kinetic energy at each sampling instant and the
field voltage of the machine will be predicted using the length of MPC prediction
horizon. The predicted field voltage will be sent to the optimization unit and it will be
used as a reference for MPC. In MPC unit the state estimated by kalman filter is used
to find the field voltage of the machine. Then the difference between the reference
and the value achieved in MPC model is minimized. This optimization of the error will
provide a vector of control values through out the prediction horizon. Then the first
control value will be applied to the machine. This procedure will be repeated for each
sampling instant.

72

6.2. Application to Multi-Machine System


In this section the proposed method is applied to a three-machine system which is
subjected to a three-phase short circuit. The control is designed in three steps;

Kalman filter design,

Energy function design

MPC.

The system which is considered here is a three machine system (Fig.6.2). The
simplified classical model followed by the typical assumptions is used with an IEEE
Type-1 excitation system [chapter 2]. Basically the same principle used for the singlemachine infinite bus case is followed here.

Figure 6.2: Three machines structure

The state equations for the system will be:

d 1
= 1
dt

(6.1)

d1
1
1
E1V1 sin( 1 2 )
E1V1 sin( 1 3 ) + Pm1
= D1
dt
x12
x13

(6.2)

dE 1
1
= ( )[ E1 ( K E + AEX e BEX E1 ) + V R ] + u1
dt
TE

(6.3)

d 2
= 2
dt

(6.4)

73

d 2
1
1
E 2V2 sin( 2 1 )
E 2V2 sin( 2 3 ) + Pm 2
= D 2
dt
x 21
x 23

(6.5)

dE 2
1
= ( )[ E 2 ( K E + AEX e BEX E2 ) + V R ] + u 2
dt
TE

(6.6)

d 3
= 3
dt

(6.7)

d 3
1
1
= D 3
E3V3 sin( 3 1 )
E 3V3 sin( 3 2 ) + Pm 3
dt
x31
x32

(6.8)

dE 3
1
= ( )[ E 3 ( K E + AEX e BEX E3 ) + V R ] + u 3
dt
TE

(6.9)

Here machine 1 is considered to work as a generator and the other two machines act
as motors. The system is working in the steady state condition. A large disturbance
is applied to the system for short period of time. The fault in this case is a three
phase short circuit in the line between machine 2 and 3.

The period of the

electromechanical oscillations for this system is slower than 2.5 seconds. Therefore,
according to Nyquist theory the sampling frequency should be faster than 0.4 Hz. In
this case the sampling rate is chosen as 2Hz to achieve good control. The value of
the system parameters and control parameters value in the simulation are shown in
the Table 6.1.

74

Machine 1
values

Machine 2
values

Machine 3
values

Parameters
Mechanical power ( Pm )

.7 p.u.

.35 p.u.

.35 p.u.

Damping factor

.1

.1

.1

Inertia constant

1.617

1.165

.745

Impedance

B12 =1.513

B23 =1.088

B13 =1.226

Derived saturation constant for rotating exciters


( AEX )

1.1

1.1

1.1

Derived saturation constant for rotating exciters


( B EX )

2.3979

2.3979

2.3979

Regulator output voltage ( V R )

1 p.u.

1 p.u.

1 p.u.

Exciter time constant ( TE )

1 sec

1 sec

1 sec

Exciter self-excitation at full load field voltage


( KE )

1 p.u.

1 p.u.

1 p.u.

Simulation time

30 sec

30 sec

30 sec

Prediction horizon

30 sec

30 sec

30 sec

Control horizon

15

15

15

Control gain ( )

Table 6.1: simulation parameters for three machine system

75

The steady state condition of this system has been found by the same method for
SMIB system that explained before. These are the value that we got from this
method for all the states.

1 = 0.22303473262429

1 = 0 , E1 = 1

2 = - 0.02599372103147 ,

2 = 0 , E2 = 1

3 = -0.04704101159279 ,

3 = 0 , E3 = 1

By looking at the Fig.6.3, the first step is to design a Kalman filter. In the next section
6.3 we will explain the application of the Kalman filter for estimating the states in this
system (the theory of the Kalman filter has been explained in chapter 4). The angle
difference behaviour of the basic system (without the saturation factor in excitation)
before applying the control is demonstrated in Fig.6.3 after system subjected to a
three phase short circuit disturbance.
Angle difference between machine 2 and 3

0.07

0.29

A n g le d iffe re n c e (R a d ia n )

0.05
0.04
0.03
0.02
0.01
0
-0.01

0.285
0.28
0.275
0.27
0.265
0.26
0.255
0.25

-0.02
0

10

12

14

16

0.245

18

10

15

Time (Sec)

Time (Sec)
Angle difference between machine 1 and 2
0.32

Angle difference (Radian)

A n g le d iffe re n c e (R a d ia n )

0.06

-0.03

Angle difference between machine 1 and 3

0.295

0.3
0.28

0.26
0.24
0.22

0.2

10

12

14

16

18

Time(Sec)

Figure 6.3: Angle difference behavior without any controller

76

To have a better control over the system, if there are n machines, n-1 controllers are
desirable. For example, in the three machine case there are controllers implemented
on two of the machines, where u2 and u3 represent the control actions on machine
two and three respectively.

6.3 Kalman filter design


The theory of this filter was explained in detail in chapter 4. A Kalman filter is located
at each machine. In order to use the discrete Kalman filter we need to linearise the
system as it was mentioned before to linearzie the system we used the LINMOD
command in MATLAB. Since the system is in continuous form by using the C2D
command we can change the system into a discrete form and then we used the
KALMAN command by considering a value of .1 for the process noise weight matrix

Qn by using the trial and error methods. The error of the designed filter for three
machines is shown in Fig.6.4. In part (a) the error of the filter between machine 1 and
machine 2 is demonstrated, in part (b) and(c) the Kalman error between machine
1&3 and the Kalman error between machine 2&3 is shown respectively. It can be
seen that for all the three machines a small error exist in the first cycle of our filter.
Note that for our filter design we dont have complete knowledge of the whole
system. At each machine the only information that we have is the power flow
between two machines from equation (2.15) we can achieve the angle difference of
two connected machines and the field voltage of the local machine. Fig. 6.5 shows
the angle difference of the real system and the estimated states of three machines by
our filter. The model that is used is the basic form which means without considering
the saturation factor in the excitation.

77

12

x 10

-3

8
6
4
2

-2
-4
-6
-8

0
-2

-3

0
kalman error of machine 1&3

Kalman error of machine 1&2

10

x 10

8
10
Time (Sec)

12

14

16

-10

18

10

12

14

16

18

Time (Sec)

(a)

(b)
2

x 10

-3

kalman error of machine 2&3

0
-2
-4
-6
-8
-10
-12

8
10
Time (Sec)

12

14

16

18

(c)

Figure 6.4: discrete time Kalman error


0.295
Angle difference 12
Estimate angle difference 12

Angle difference 13
xhat 13

0.29

Angle difference (Radian)

0.3
0.28

0.26
0.24
0.22

0.285
0.28
0.275
0.27
0.265
0.26
0.255
0.25

0.2

10

12

14

16

0.245

18

10

15

Time (Sec)

Time(Sec)

(a)

(b)

0.07
Angle difference 23
xhat 23

0.06

Angle difference (Radian)

Angle difference (Radian)

0.32

0.05
0.04
0.03
0.02
0.01
0
-0.01
-0.02
-0.03

10

12

14

16

18

Time (Sec)

(c)
Figure 6.5: Angle difference of the real system and the estimate angle by discrete time
Kalman filter

78

The problem with the discrete time Kalman filter in this system is that the linear
model system can be a good model when a small perturbation exists in the real
model and the non-linearity in the system could limit the control action. This deviation
between the linear model and the non-linear model lead us to use the extended
Kalman filter which has been explained previously in section 4.3. In order to use the
extended Kalman filter instead of the using LINMOD we can directly use the ODE23
of the simplified system. We used simplified system due to the lack of information of
the whole system.
Therefore here for example the state equation of the machine 1 can be written as:

d12
= 12
dt

(6.10)

d12
= 2Y12 E1 sin( 12 ) Y13 E1 sin( 13 ) Y23 sin( 12 13 ) D112 + Pm1 + Pm 2 (6.11)
dt
d 13
= 13
dt

(6.12)

d13
= 2Y13 E1 sin( 13 ) Y12 E1 sin( 12 ) Y23 sin( 13 12 ) D113 + Pm1 + Pm 3 (6.13)
dt
dE1
= ( E1 + V R1 ) + u1
dt

(6.14)

Since our controller works in discrete time the duration of the ODE23 time span
should be the same as our sampling time. Therefore we can estimate the states of
the system into the future based on the discrete non-linear values. The result of our
extended filter design has been shown in the next page.
The error of the designed filter for three machines is shown in Fig.6.5. In part (a) the
error of the filter between machine 1 and machine 2 is demonstrated, in part (b)
and(c) the Kalman error between machine 1&3 and the Kalman error between
machine 2&3 is shown respectively. It can be seen that for all the three machines still
there is a small error exist in the first cycle of our filter.

79

0.3

1
0.9

Kalman error of machine 1&3

kalman error of machine 1&2

0.25
0.2
0.15
0.1
0.05
0
-0.05

0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1

10

12

14

16

18

Time (Sec)

10

12

14

16

18

Time (Sec)

(a)

(b)

Kalman error of machine2&3

0.025
0.02
0.015

0.01
0.005
0
-0.005

10

15

Time (sec)

(c)

Figure 6.5: Extended Kalman filter error


0.34
0.32
0.3
0.28
0.26
0.24
0.22
0.2

0.32
0.3
0.28
0.26
0.24
0.22

0.18
0.16

Angle difference 13
xhat 13

0.34

A n g le d iffe re n c e (R a d ia n )

A n g le d iffe re n c e (R a d ia n )

0.36

Angle difference 12
xhat 12

0.2

10

12

14

16

0.18

18

Time (Sec)

(a)

10

12

14

16

18

(b)

0.06

Angle difference 23
xhat 23

0.05

Angle difference (Radian)

Time (Sec)

0.04
0.03
0.02
0.01
0
-0.01
-0.02

10

12

14

16

18

Time (Sec)

(c)

Figure 6.6: Angle difference of the real system and the estimate angle by extended Kalman
filter

80

6.4 Field voltage prediction unit


At each sampling time, we receive the measurement of the power angle differences
between local machine and the other two machines. Then the Kalman filter predicts
the states respect to the measurement error and process error. Another look at the
Fig 6.3 shows that this estimation from the Kalman filter can be sent to the MPC
model of the system and to the filed voltage prediction units.
After designing the Kalman filter the next step is predicting the field voltage by using
kinetic energy. At each sampling time the estimated state vector from the Kalman
filter passes through the voltage predictor. In the predictor, by using the method that
explained in chapter 2, equation (2.36), the desired flux of the local machine will be
predicted. Then the system will be simulated for a period of one sample time with the
new flux from maximising the convergence rate of the kinetic energy function which
can be assured of being positive definite. For the simulation we use ODE23 from
MATLAB of the system with the time span of the sampling time period. By using this
time span despite that ODE23 is continuous, the result would be in discrete. This
simulation of the system will be continuing in this unit for the duration of the
prediction horizon. At the end we will achieve the desired flux of the system for the
duration of the prediction horizon which can be used as a reference for the MPC.
Fig.6.7 will demonstrate the result of the field voltage prediction of the local machines
(machines 2 and 3) in this unit. It can be seen that if the controllers could not make
the exciter settle down fast enough, the designed flux for energy function design will
be the best reference for the controller to follow. The figure shows that the system
starts at the steady state condition and after the disturbance occurs, the flux
oscillates and gets back to the steady state conditions almost after three cycles.

81

Result in machine 2

1.15

1.15

F ie ld v o lta g e p re d ic tio n

F ie ld v o lta g e p re d ic tio n

1.1
1.05
1
0.95
0.9
0.85
0.8
0.75

Result in machine 3

1.2

1.1
1.05
1
0.95
0.9
0.85

10

Time (sec)

(a)

12

14

16

18

0.8

10

12

14

16

18

Time (Sec)

(b)

Figure 6.7: a) Designed field voltage prediction for machine 2


b) Designed field voltage prediction for machine 3

6.5 MPC unit

In this unit we will use the information from both the field voltage prediction unit and
Kalman filter estimation. The designed flux gained from the previous unit will be used
as a reference for the MPC and from the filter estimation the field voltage can be
found through the MPC model. As it was explained in chapter 3 equation (3.4) the
error of these two is used for the cost function in the optimizer followed by the control
value. Therefore; the same method used previously in the SMIB system we use
FMINCON command in MATLAB to optimizing the error at each sampling rate. Note
that in this approach the MPC model is just a first order equation for excitation. This
will reduce the computation cost in comparison to using the whole model of the
system.
Then at each sampling instant a vector of control value for the duration of prediction
horizon is the result of this unit. Then the first value of the control will be sent to the
real system. Fig.6.8 shows how the two controls in local machines (machine 2 and 3)

82

will force the field voltage of the real system to track the desired designed field
voltage.
Result of machine 2

1.15

Er2
Eref2

1.1

1.1

F ie ld v o lta g e

F ie ld v o lta g e

Er3
Eref3

1.15

1.05

0.95
0.9

1.05
1
0.95

0.85

0.9

0.8

0.85

0.75

Result in machine 3

1.2

10

12

14

16

0.8

18

Time (sec)

(a)
Figure 6.8:

10

12

14

16

18

Time (Sec)

(b)

a) Real system field voltage tracks the desired field voltage in machine 2
b) Real system field voltage tracks the desired field voltage in machine 3

The next graphs demonstrate the control values point by point of two controllers
located in machine 2 and machine 3. Finally the effect of these controllers on the
angle differences is shown.

Controller is located in machine2

0.3

Controller is located in machine3

0.6

0.2

0.4

R e a l c o n tro l v a lu e

R e a l c o n tro l v a lu e

0.1
0
-0.1
-0.2
-0.3

0.2
0
-0.2
-0.4

-0.4
-0.6

-0.5
-0.6

10

Time(Sec)

12

14

16

18

-0.8

10

12

14

16

18

Time (Sec)

Figure 6.9: Control values of both controllers in machine 2 and 3

83

Angle difference between machine 2 and 3

0.05

0.32

A n g le d iffe re n c e (R a d ia n )

A n g le d iffe re n c e (R a d ia n )

0.04
0.03
0.02
0.01
0
-0.01
-0.02

Angle differene between machine 1 and 2

0.34

0.3
0.28
0.26
0.24
0.22

10

12

14

16

0.2

18

Time (Sec)

10

12

14

16

18

Time (Sec)

Angle difference between machine 1 and 3

0.36

A n g le d iffe re n c e (R a d ia n )

0.34
0.32
0.3
0.28
0.26
0.24
0.22
0.2

10

12

14

16

18

Time (Sec)

Figure 6.10: Angle difference behaviour of the machines

If we compare the result in Fig.6.5 and Fig. 6.10, clearly the additional controllers
were able to control the oscillation of the angle differences. The damping is more
obvious in the oscillation between machine 2 and 3 due to the existence of a
controller in each machine. It also was effective enough to control the oscillation
between one controlled machine (machine 2 or 3) and one uncontrolled machine
(machine 1).
Since we got a reasonable reason from the controllers (MPC and Energy function
design) we can add the saturation factor in the excitation function and start the
simulation. For the saturation factor we put the exponential function (equation 6.6)

84

and in Fig 6.11 it has been shown that the predicted field voltage is in the nonlinear
region.

1.2

0.8

Predicted Field voltage of machine 2

1 .1 5

0.6

1 .1
1 .0 5

0.4

1
0 .9 5

0.2

0 .9
0 .8 5

0
0

0 .8

0.5

1.5
0 .6

2
0 .8

2.5

1 .2

3
1 .4

1 .6

Figure 6.11: saturation function and the field voltage prediction of machine 2

The results of the two controllers behaviour, also how the MPC forces the field
voltages of the real system to track the desired designed field voltages has been
shown in the next figures.

controller located in machine 2

0.2

controller located in machine 3

0.3

0.1

0.2

R e a l c o n tro l v a lu e

R e a l c o n tro l v a lu e

0
-0.1
-0.2
-0.3
-0.4

0.1
0
-0.1
-0.2

-0.5
-0.3

-0.6
-0.7

10

Time (Sec)

12

14

16

18

-0.4

10

12

14

16

18

Time (Sec)

Figure 6.12: Control values of both controllers in machine 2 and 3

85

Results of machine 2

1.15

Er2
Eref2

1.1

Er3
Eref3
1

F ie ld v o lta g e

1.05

F ie ld v o lta g e

Results of machine 3

1.05

1
0.95
0.9

0.95

0.9

0.85
0.8

10

12

14

16

0.85

18

Time (Sec)

10

12

14

16

18

Time (Sec)

(a)

(b)

Figure 6.13: a) Real system field voltage tracks the desired field voltage in machine 2
b) Real system field voltage tracks the desired field voltage in machine 3

Angle difference between machine 1 and 2

Angle difference between machine 1 and 3

0.33
0.32

0.3

Angle difference (Radian)

Angle difference (R adian)

0.32

0.28

0.26
0.24
0.22

0.31
0.3
0.29
0.28
0.27
0.26
0.25

0.2

10

12

14

16

18

0.24

Time (Sec)

10

12

14

16

18

Time (Sec)
Angle differrence between machine 2 and 3

Angle difference (Radian)

0.035
0.03
0.025
0.02
0.015
0.01
0.005

10

15

Time (Sec)

Figure 6.14: Angle difference behaviour of the machines

These graphs show how effective the controller damps the oscillation, while the
excitation is in the nonlinear region. Although the controller was effective we cant be
assured that this approach could handle the nonlinearity. The simulation results that

86

have been proposed do not have enough nonlinearity existent in the system. It can
be described that still system acts like linear. Since there is a fundamental problem in
the system, therefore it limits the control actions.

87

Chapter 7

7. Limitation in current approach

7.1 Sample time effects


In this section we explain the reason of the limitation of the current implementation of
proposed control method by a simple example.

Example 7.1:
Consider a simple second order nonlinear system:

dx1
= x2
dt

(7.1)

dx 2
= sin( x1 ) 0.1x 2 + u
dt

(7.2)

This example is similar to our case. If we consider u as control value which is


proportional to x&1 similar to equation (2.36) we find that by increasing the control gain
in a sampled data controller the system will get unstable. This will examined by
looking at the discrete-time poles and zeros locations. The system is linearized with
the sampling frequency of 4 Hz. The discrete transfer function of the system will be:

f =

x2 ( z)
.2455 z .2455
= 2
u( z)
z 1.942 z + .9753

(7.3)

88

And the root locus of the system will be:

Figure 7.1: Root locus of the system

Fig. 7.1 shows that there is limitation of increasing the control gain. Too much gain
can lead one pole to be unstable. The maximum gain that we could use before
system oscillated at the Nyquist rate in this example is = 3 . The result of behaviour
of x 2 is demonstrated in Fig. 7.2. It can be seen how the system start to show
oscillation with the higher value of control gain.
alfa=3

alfa=5

0.8
0.6

0.6

0.4

0.4

0.2

x2

x2

0.8

0.2

-0.2

-0.2

-0.4

-0.4

10

12

14

-0.6

Time (Sec)

10

12

14

Time (Sec)

Figure 7.2: velocity changes to the

If we change the sampling rate for example if we use twice the frequency rate 8Hz
transfer function for this system will be:

f =

x2
.124 z .124
= 2
u
z 1.979 z + .9876

(7.4)

89

Figure 7.3: Root locus of the system

Fig. 7.3 shows the root locus if sampling rate changes to 8 Hz. It can be seen that we
can have the same result as the pervious one by using higher gain.
alfa=8

1.2

alfa=12

0.8
0.6

0.6

0.4

0.4

0.2

0.2

-0.2

x2

0.8

-0.2

-0.4

Time (Sec)

Time (Sec)

Figure 7.4: velocity changes to the

If we compare the results we are able to increase the gain a bit further before it
started oscillating at the Nyquist rate by decreasing the sampling frequency. This is
expected since one of the poles for higher gain will go to the left hand of the axis Fig
7.3.

90

7.2 Commentary
In our three-machine two mode case, we tried to use a low sample rate to avoid the
computation cost in the optimization unit of MPC and used the same sample rate for
the prediction unit. These oscillations also can be seen in the result in Fig. 6.7 that
was the starting point of oscillation. The idea here was to use continuous form of

& control in the prediction unit and applying that to the discrete system. The system
has also been tested with the real state value instead of the estimation but the same
problem has still existed in the system.
The above example shows that in our three-machine system if we increase the
factor of in equation (2.36) too far the system will be unstable. This issue does not
let us push the field voltage to the nonlinear region enough to show the clear ability of
the MPC.

91

Chapter 8

8. Conclusions

The work presented aimed to control the excitation system by predicting the flux of
the system in to the future, based on the energy function design as discussed in
chapter 2. The predicted flux used as a reference for the Model Predictive Control,
force the flux of the real system to track the reference. This method has been
proposed due to the difficulties of using centralized MPC in the system such as:

The first issue is that in MPC we need to have a complete knowledge of the
states at every step for the model to predict the future control steps. In a
complex system, due to the lack of information, the prediction of the model
would be difficult to achieve.

The other issue is the computation cost; in a large system to optimize the cost
function for all the system would be very time consuming and may exceed
computational capacity for real time optimization.

Based on the mentioned objective and requirements, novel method was developed
to:

Design an extended Kalman filter to estimate the state of the system from the
little knowledge which is gain from the system at each sampling time.

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Design changing the flux by using Energy function design. By maximizing the
rate of reduction of kinetic energy, the required field voltage is achieved to
stabilize the system.

Apply a MPC on a local machine in a decentralized fashion and also using the
field voltage prediction as a reference for the optimizer.

8.1

Summary of the Results

In this section, the main conclusions of the thesis are summarized.

8.1.1 Centralized MPC in SMIB system


Theory of the MPC was explained in details in chapter 3. The controller was applied
to a SMIB system after subjected to a three-phase short circuit disturbance.
Typically, MPC is implemented in a centralized fashion. The complete system is
modelled, and all control inputs are computed in a one optimization problem. Direct
MPC on the system as it was shown in SMIB is very effective and it was able to
eliminate the oscillation after one cycle.

8.1.2 Combination of decentralize MPC and energy function design


in three-machine system
Kalman filter design
In chapter 4, the theory of the filter was explained. Since in the discrete Kalman filter
the linear model of the system had been used, the linear model of system can be a
good model when a small perturbation exist in the real model and the non-linearity in
the system could limit the control action. This deviation between the linear model and
the non-linear model led us to use the extended Kalman filter. The extended Kalman
filter was designed for a local machine in the three-machine two mode system. The

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results of the simulation showed that filter was successful in estimation of the state
when compared to the real system state.

Field voltage prediction


In chapter 2, the idea of the energy function design has been investigated. The
prediction of the field voltage was based on the estimation of the state from the
Kalman filter. The system was simulated for a period of one sample time with the
new flux from maximising the convergence rate of the kinetic energy function which
can be assured of being positive definite. The result of this unit was the desire flux of
the system for the duration of the prediction horizon which can be used as a
reference for the MPC. In this case the low sample rate was used to avoid the
computation cost in the optimization unit in MPC. The low sample rate in this unit
limited the flux changes and by increasing the control gain system started to oscillate
at the Nyquist rate. Then this oscillation could confuse the optimization.

Model Predictive control


While MPC is used locally to achieve the desired flux, the results produced are
encouraging since it is an effective controller which handled the stability in an
efficient way. The limitation in the prediction unit did not let to drive the field voltage
into the nonlinear region enough to show the ability of the MPC. Dealing with a nonlinear complex model using the proposed algorithm is an area of continuing research.

8.2

Contribution of this thesis

The nonlinearity of the power system was a motivation for using MPC in a nonlinear
controller. The MPC usually is applied to the application in centralized fashion but
due to the complexity of the system, lack of knowledge of the system model and to
minimize the computation cost in optimization, decentralised MPC is preferable.
The tools which are demonstrated in this thesis which are used to prepare enough
information for the MPC to apply in decentralized fashion are:

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Kalman filter

Energy function design

The key idea of the work is to reduce the computational effort for decentralized MPC.
If we had direct control of machine flux then energy function design would give a
good non-linear controller. Because of the time delay and nonlinearity of the field we
could not directly design the field voltage and must use numerical techniques to
achieve the required flux. This thesis showed there was some promise in the
decentralised idea. The results produced in decentralized approach are encouraging
as an effective non-linear controller which handles stability in a computationally
efficient way.

8.3

Future Research

The proposed method of control the exciter was confirmed by the simulation result for
the case of low feedback gains. The first objective of the future work could be using
different sampling rate for the prediction unit from the one that is going to be used for
the MPC. The limitation of using the low sample rate for the whole system as it was
mentioned before was to reduce the computational cost in optimizations. This
limitation does not exist for the prediction unit. Therefore it is possible to use higher
sampling rate for this unit in to the future.
The second objective is since we are using the & product in our control to avoid the
higher frequency oscillation combination of lower sampling rate and using the low
pass filter to find the prediction of the flux. The filter can smooth the prediction results
therefore the MPC has a clear reference to follow.

95

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Appendix
MATLAB codes
(on CD)
Content of the CD
MATLAB codes
Electronic copy of thesis
Published Paper

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