Evaluation of Marginal Costs of Buses for Installing Passive Filters

in Large Industrial Distribution Systems Using Linear Programming

Hong, Ying-Y i IEEE Member

Liu, Chien-Hsun

Department of Electrical Engineering, Chung Yuan University

Chung Li 320, Taiwan
Email: ~lion.~clc.c.ee.c\.cu.edu.t w
Tel: +886-3-4563171 ext 4800; Fax:+886-3-4372194

Abstract - This paper presents a new method for determining a set

of candidate buses which should be considered for passive filter
installation in large industrial distribution systems. Linear
programming (LP) was used to evaluate the marginal costs of buses.
The objective function for the linear programming is the linearized
harmonic voltages and the cost of the slackness for the harmonic
standard. The equality constraints consist of the linearized
harmonic power flow equations. The linearized harmonic standard
is formulated as inequality constraints. A large marginal cost
obtained from LP flags a requirement for installing filters and its
corresponding bus is considered as a candidate bus. A 6-bus
power station system and an 18-bus industrial power system were
used as examples for showing the applicability of the proposed
method.
Key words: Marginal cost, Passive filter, Linear programming

When a factory has had existing passive filters for

several years and the harmonic distortion pattern changes,
the problem of installing new or restructuring the existing
passive filters should be studied. There are several
approaches to achieve this: For example, one may simply
ignore the existing passive filters and then conduct a new
filter planning study. To understand the harmonic
propagation in an arbitrary topology network, a harmonic
power flow tool is used for filtering planning. The
harmonic analysis tool assists in the comprehension of
system resonance points, harmonic voltages and harmonic
power flows [ 1-31. However, the cost relationship between
the existindnew filters for such an approach is not
considered. This treatment will most likely result in a high
investment. In this paper, the above problem was addressed
and solved.

I. INTRODUCTION
The harmonics generated from nonlinear loads, e.g.,
power electronic devices, have a great impact upon the
power quality in a power system. Passive filters are
considered as the most effective devices for reducing
voltage distortions caused by harmonics [1-51. However,
the installation of passive filters in a power system is a very
complicated undertaking. The factors concerning installation
include the ( I ) pollution condition (single or multiple
harmonic sources), (2) harmonic standard, (3) network
structure, (4) existence of old passive filters, ( 5 ) locations of
the passive filters and (6) the sizes and cost of the passive
filters, etc [6-81. In this paper, the factors (1-5) are
addressed.
Traditionally, one can use a harmonic power flow
program using the harmonic Y or Z matrix to design
passive filters [9,10] if the system structure is complicated.
One may also use a Thevenin equivalent 2-bus system to
design passive filters if the system structure is simple and
the locations for sizing are obvious [ I 1,121. Nonlinear
optimization methods can be utilized to determine the filter
sizes [ 131; however, the studied system structure was very
simple and the locations for sizing were not discussed in

in this paper, a new approach, based on linear

programming (LP), is proposed for evaluating the marginal
costs of all system buses for installing passive filters to solve
the above problem. A large marginal cost obtained from LP
flags a requirement for installing filters. The proposed
method is especially suitable for large industrial distribution
systems by considering the complex harmonic admittance
matrices.
The objective function for the linear
programming is the linearized harmonic voltages and the
cost of the slackness for the harmonic standard. The equality
constraints consist of the linear harmonic power flow
equations, which are separated into the real and the
imaginary parts. The linearized harmonic standard
constraints are included in the inequality constraints. Since
linear programming, rather than nonlinear programming, is
employed, the computational speed is faster.
In this paper, a 6-bus power station system and an 18bus industrial power system for a metal factory was
examined using the proposed method. From the simulation
results, it was found that the proposed method is effective
for determining a set of proper candidate buses. These
candidate buses should be considered further for studying
passive filter planning.

[13].
11.

MODELS & POBLEM FORMULATION

A single tuned filter model is provided first for the

proposed method. The LP-based method incorporated with
the filter model is then presented.

0-7803-6338-8/00/$10.00(~)2000EEE

1305

A. Filter Model

The purpose of the filter design is the selection of a

suitable capacitor/reactor combination that changes the
frequency response characteristics of the system and limits
the harmonic distortion to a specified level. The cost of a
single tuned filter is calculated using the fundamental
frequency capacitance, inductance and resistance. Thus, in
this subsection, a model for a single tuned filter based on
the fundamental frequency components is discussed.

If the filter is single-tuned, then the inductive admittance for

the h-th harmonic can be given by

The capacitive' admittance of the filter in the h-th

harmonic is expressed by the following equation.

From Eq. (6) and Eq. (7), it can be found that

Y c ( h ) : admittance of the capacitive components for the hth harmonic order

Xc(1) : fundamental capacitive reactance for the filter
0 0 : fundamental frequency
C : the fundamental capacitance for the filter

From Eq. (4) and Eq. (8), Y t ( h ) can be obtained as follows:

(9)
Eq. (9) represents the inductive admittance of the filter in
terms of the fundamental capacitance of the filter.

The reactive power from the filter can be given as:

where Vc(1) is the fundamental voltage magnitude for

the capacitor. Then, the capacitive admittance of the filter
can be obtained from Eqs.( 1) and (2):

(3)

The single-tuned filters consist of the inductor,

capacitor and resistor. Assume that the resistor in the
filter is small. The impedance of the filters can be
expressed as follows:

From Eqs. (3), (9) and ( l o ) , one can obtain Eq. ( 1 1 ) :

Assume that Vc(1) is 1.0 p.u. Then the filter capacitive

admittance can be given by
(4- 1)
(4-2)

Generally, the tuned resonance frequency (nh) does not equal

the harmonic order (h) because the filter will be burned out
owing to the series resonance [ 131. At the tuned frequency,
the capacitive and inductive reactances of the filter become
identical:

where X c ( n h ) and XL(nh) represent the capacitive and

inductive reactances at frequency n , q . Hence

1306

On the other hand, the fundamental frequency reactive

power for the filter is

Thus,

Based on Eqs. (1 1) and (13), the admittance of the filter can

be expressed as:

Eq. (14) can be used to calculate a single-tuned shunt filter

admittance, which is in terms of the fundamental capacitive
reactive power.

Therefore, Eq. (20) can be written fiirther as follows:

B. Problem Fornuilation Using Y-Bus Method

The harmonic Y-bus matrix for the harmonic order h
can be expressed as:
The diagonal terms of the matrix B(h) will include the term
expressed in Eq. (14) if single tuned filters are included at
the corresponding buses.
(15)
111. PROPOSED METHOD

where
Yo(h) : mutual admittance between buses i and j for the hth harmonic order
Yjj(h) : self-admittance at bus i for the h-th harmonic order
H: total the harmonic order (...,h ,....H)
N: bus number

The proposed method is designed to minimize the

linearized voltage distortion and the slackness of the voltage
standard in order to obtain the marginal costs of the buses
for the existing filters:

The vectors of the harmonic current and the harmonic

voltages for the h-th harmonic are represented as follows:

The harmonic power flow equation can then be obtained as

where
eOl,i : initial real part of the harmonic voltage at bus i
fol,i : initial imaginary part of the harmonic voltage at bus i
ehi : unknown real part of harmonic voltage at bus i
fhi : unknown imaginary part of harmonic voltage at bus i
shi : unknown slackness for harmonic standard for bus i

Considering the real and the imaginary parts for the above
vectors, one can rewrite Eq. (1 8) as Eq. (19):

The above objective function is subject to the equality

constraint, harmonic power flow equation in Eq. (23) and
the inequality constraints (harmonic standard). Here are
the discussions for the linearized inequality constraints:
(1) If,/eihi

+ fihj
2 Vi:",

then

or

where
Eh and Fh can be positive or negative in Eq. (20); however,
the elements of EhandFhshould be expressed as the
difference between 2 positive real numbers as in Eqs. (21)
and (22) because linear programming will be used:

Vi:!n

: the harmonic voltage upper limit at bus i

VDI hi
hi

-v;y

+ 2y'imyOld

hi

hi

lim Old

E 2vhi

h' i

1307

Fmm Utility

161M.8KV
CABLE

13

where
vD2 hi

Old
vhi

Figure 1 One-line Diagram for 6-bus System

Table 1 Harmonic Voltage Variation for 6-bus System

Note that ehiand fhiare expressed individually with a

difference between two positive real numbers, as shown Eqs.
(21) and (22). Moreover, Shi is always positive.
Any LP package providing marginal costs can be used
to solve the above problem. The IMSL package was
adopted in this paper. The marginal cost for each bus is the
sum of the dual variables of the corresponding real and
imaginary harmonic power flow equations. The marginal
cost can be interpreted as follows:
The rate of cost change of the slackness with a unit variation
for the harmonic power flow equation a t bus i.

IV. SIMULATION RESULTS

Bus I

I Bus I

Harmonic Voltages

Table 2 Marginal Costs for 6-bus Svstem

Marginal Costs

Before filter planning1 After fiter planning (New Harmonic current

5TH I 7TH 1 5TH I 7TH 1

I

5TH

I 7TH
t

1-0.5 1E-2 I-0.27E-2 I-0.69E-2 I-0.30E-2 1 -0.278-2 I-0.10E-1

2 I0.67E-1 I0.14E-1 I-0.12E-1 I0.12E-1 I

3 0.67E-1 0.14E-1 -0.14E-1 0.12E-1
4 0.25E+O 0.57E-I 0.75E-1 0.54E-1
0.13E-1 0.27E-2 0.60E-2 0.27E-2
5
6 10.23E+OI0.56E-1 I0.27E-2 I0.53E-1 I

-0.10E-1
-0.10E-1
0.19E-3
0.20E-3
-0.3E-3

I0.47E-1
0.46E-1
.0.20E+O
0.98E-2
10.17E+OI

In this paper, a 6-bus pumped storage power station

system and an 18-bus metal power system were studied.

Based on the simulation results, it can be found that:

A. Pumped Storage Pobver Station System

(1) The marginal cost is negative for bus 6 with an existing

This station employs SFCs with inverters, which

generate harmonic currents, to start pumped motors. The
dominant harmonics are orders 5 and 7. Detailed data for
this system can be found in the appendix. The one-line
diagram for this system is shown in Figure 1. Originally, the
5'" and 7'h harmonic currents at bus 4 (6) are 0.0683 and
0.031 1 (0.0637 and 0.0312) P.u., respectively. Since the
loads vary owing to different type SFC changes, the
harmonic current pattern changes. The new Sth and 7'h
harmonic currents at bus 4 ( 6 ) are 0.026 and 0.075 (0.025
and 0.073) P.u., respectively. Original filters were placed
at buses 4 and 6.

Shharmonic filter. This implies that the size of this

filter should be reduced.
(2) The marginal costs for the 7'h harmonic become larger
for buses 4 and 6. The sizes of these filters should be
increased.
(3) Some of the marginal costs are positive for buses without
the existing 7'h harmonic passive filters, e.g., buses 2, 3,
and 5. These sites should be considered further as
candidates for the installation of new passive filters.
(4) A proper set of candidate buses for the Shharmonic
includes buses 4, 6 (their sizes may be reduced) and 5;
moreover, a proper set of candidate buses for the 7'h
harmonic includes buses 2-6.

Table 1 shows the harmonic voltages before the filter

planning, after filter planning and due to new harmonic
currents. Table 2 illustrates the marginal costs before the
filter planning, after filter planning and due to new harmonic
currents.

1308

B. ]&bus Industrial Power System

An 18-bus industrial power system for a metal factory
was also examined. This system is composed of 18 plants
with 17 main transformers. Many plants have nonlinear

loads with large converters, which inject harmonic currents

into the power system. The most serious harmonic
pollution in this system arises from six-pulse AC/DC power
converters. The dominant harmonics in the system are of the
orders 5,7, 11, 13, 17, 19,23 and 25. Detailed data for this
system can be referred to [9]. The one-line diagram for this
system is shown in Figure 2. Passive filter planning was
studied and reported for this system several years ago [9].
The original harmonic current pattern is illustrated in Figure
3. Because the nonlinear/linear loads of the factory vary,
the harmonic distortion pattern changes as shown in Figure 4.
It is necessary to study the passive filter planning again. The
first step for passive filter planning is to locate the candidate
buses.
Table 3 shows the harmonic voltages before the filter
planning, after filter planning and due to new harmonic
currents. Table 4 illustrates the marginal costs before the
filter planning, after filter planning and due to new harmonic
currents.
I

Froin Utility

0.07

0.06
0.05
0.04
0.03
0.02
0.01
0

K]
H5th

2 4 5 6 7 8 910111214

Figure 4 The 5th and 7th Harmonic Currents at the

Harmonic Locations after Loads Vary
Table 3 Harmonic Voltage Variation for 18-bus System

1-51 KV

0.245E-1
0.158E-I
0.338E-1
0.712E-2
0.664E-2

14

15
16
17
18

Bus

Figure 2 One-line Diagram for 18-bus System

0.06

O.253E-1 0.216E-1 0.303E-2

0.260E-1 0.129E-I 0.163E-1
O.IOIE+O 0.312E-1 0.916E-I
0.123E-1 0.584E-2 0.776E-2
0.496E-2 0.640E-2 0.286E-2

0.408E-1
0.143E-1
0.145E-I
0.645E-2
0.160E-I

0.888E-2
0.2OjE-2
0.213E-2
0.973E-3
0.179E-2

Marginal Costs
Before tilter planning After filter planning New harmonic current
5TH
7th
5th
7th
5th
I 7th

0.29E-1I0.47E-1 0.23E-1 I0.15E-1 0.24E-1 I0.58E-2

2 I0.94E-1 10.14E+OI 0.85E-1 I0.26E-1I 0.93E-I
3 10.12E+010.23E+OI0.85E-I I0.92E-I I 0.74E-I
1

1 -

0.05

0.04
0.03
0.02
I

10 I0.56E-1 I0.83E-1I0.51E-1 I0.34E-11 0.68E-1 I0.14E-I

1 1 IO.l5E+010.21E+OIO.I4E+OI0.93E-II 0.93E-1 I0.45E-1

0.01

0
4 6 7 8 10 1 1 12 13 14 16

Figure 3 The 5th and 7th Harmonic Currents at the

Harmonic Locations

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Based on the simulation results, one may summarize as

follows:

( I ) Some of the marginal costs become smaller at some

buses with existing passive filters. This implies that t h e
sizes of these filters can be considered to be reduced.
(2) Some of t h e marginal costs become larger at some buses
with existing passive filters. The sizes of these filters
should be intended t o be increased.
(3) The harmonic voltases show the same tendency w.r.t. the
marginal costs a t the corresponding buses. However, the
marginal cost provides economic information for further
filter planning.
(4) Although all marginal costs for this case are positive, one
may consider the largest x marginal costs corresponding
to x buses, x is a reasonable number to engineers, as
candidate buses for further filter planning.
V. CONCLUSIONS

In this paper, a problem for locating a set of candidate

buses for passive filter installation was studied. It was
addressed that there are existing passive filters in the system
and the harmonic pattern has changed. This paper presented
a new method based on LP for determining such a set of
candidate buses. Especially, this method is suitable for
large systems because the harmonic power flow equations
were studied. LP was used for evaluating the marginal costs
of buses and for faster computation. The final results with
candidate buses that can be used further to study the passive
filter-planning problem.

[9] Y.H. Yan, C.S. Chen, C.S. Moo and C.T. Hsu, "Harmonic Analysis for
Industrial Customers." IEEE Trans. on IA, Vol. 30, No. 2, Mar., 1994,
pp.462-468.
[IO] E.B. Makram and E.V. Subramaniani, A.A. Girgis and R. Catoe,
"Harmonic Filter Design Actual Recorded Data", IEEE trans. on IA, Vol.
29, No. 6, Nov./Dec. 1993, pp. 1176-1182.
[I I] S.M. Peeran, C.W.P. Cascadden, "Application, Design and
Specification of Harmonic Filters for Variable Frequency Drives," IEEE
Trans. on IA, Vol. 3 I, No. 4, July/August 1995, pp. 841-849.
[I21 R.L. Almonte and W.Ashley, "Harmonics at the Utility Industrial
Interface: A Real World Example," IEEE Trans. on IA, Vol. 31: No. 6,
Nov./Dec. 3995, pp. 1419-1426.
[I31 K.P. Lin, M.H. Lin and T.P. Lin, "An Advanced Computer Code for
Single-Tuned Harmonic Filter Design," IEEE Trans. on IA, Vol. 34, No. 4,
July/August 1998, pp. 640-648.
[I41 J. Arrillaga, B.C. Smith, N.R. Watson and A.R. Wood, Power System
Harmonics Analysis, John Wiley and Sons, New York, 1997.

VII. BIOGRAPHIES
Hong, Ying-Yi received his Ph.D. from the Institute of EE at
National Tsing-Hua University, Taiwan in December 1990. From
February 1991 to July 1995, he served as an associate professor in
the Department of EE at CYCU. He was promoted to the rank of
full professor in August 1995. At present, he is the Chair in the
Department of Electrical Engineering at CYCU. His areas of
interest are power system analysis, power quality analysis and
artificial intelligence applications.

Liu, Chien-Hsun received his BSEE degrees from the Chung

Yuan Christian University, Taiwan, in 1993. He has been the
Taiwan Power Company since 1995 where his main task is the
power quality analysis. At present, he is a part-time graduate.
student in CYCU. His areas of interest are the power quality
analysis and the application of fuzzy theory.

APPENDIX
VI. REFERENCES
[ 1J Task Force on Harmonics Modeling and Simulations, "Modeling and
Simulation of the Propagation of Harmonics in Electric Power Networks,
Part I: Concepts, Models and Simulation Techniques," IEEE PES 3995
Winter Meeting. New York, Jan. 29-Feb. 2, 1995, Paper 264-2 PWRD.
[2] Task Force on Harmonics Modeling and Simulations, "Modeling and
Simulation of the Propagation of Harmonics in Electric Power Networks,
Part 11: Sample Systems and Examples," IEEE PES 1995 Winter Meeting,
New York. Jan. 29-Feb. 2, 1995, Paper 265-9 PWRD.
[3] "IEEE Recommended Practices and Requirements for Harmonic
Control in Electrical Power Systems," 1.EEE- S!dl _S19,!992, IEEE, New
York, 1993.
[4] J. Arrillaga, D.A. Bradley and P.S.Bodger, Poiiw Syslertr Harmonics,
John Wiley and Sons, New York, 1985.
[j] V. Sharnia R.J. Fleming and L. Niekamp, "An Iterative Approach for
Analysis of Harmonic Penetration in Power Transmission Network," IEEE
Trans. on Power Delivery, Vol. 6, No. 4, Oct. 1991, pp.1698-1706.
[6] W.M. Grady, M.J. Saniotyj. A.H. Noyola, "Minimizing Network
Harnionic Voltage Distortion with an Active Power Line Conditioner,"
IEEE Trans. on Power Delivery, Vo1.6, No.4, October 1991. pp.1690-1697.
[7] W.M. Grady. M.J. Saniotyj, A.H. Noyola, "The Application of Network
Objective Functions for Actively Minimizing the Impact of Voltage
Harmonics in Power Systems," IEEE Trans. on Power Delivery. Vo1.7,
N0.3. J ~ l y1992, pp.1379-1386.
[SI W.K. Chang. W.M. Grady. M.J. Samotyj. "Meeting IEEE-SI9
Harmonic Voltage and Voltage Distortion Constraints with an Active
Power Line Conditioner." IEEE Trans. on Power Delivery. Vol. 9. No. 3,
July 1991. pp. 1531-1537,

1310

Load (MW)

0.0

0.0

2
3
4
5
6

8 1.26
0.0
3.54
160.0
3.54

125.4
186.0
3.54
129.0
3.54

Branch Data for 6-bus System

Table A.2

Bus
I

Capacitor (KVAR)

BUS
1

Table A.3 Filter Data

5TH
7TH
kvar I mH
kvar I mH
1200 I 26.2
3800 1 4.2
16.5
16.5 I 1000 1 29.9 1 3700 I 4.1

Voltage
(KV)