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Newton-Raphson Iteration
Power System Analysis
Saffet AYASUN
Dept. of Electrical & Electronics
Engineering
Nigde University
2
Taylor Series Expansion
Scalar case
Vector case
( ) ( ) ( ) h.o.t. f x x f x f x x
'
+ A = + A +
where h.o.t. stands for higher-order terms
1 1
1 1 1
1
2 2
2 2 1
1
1
1
( ) ( )
( ) ( ) + h.o.t.
( ) ( )
( ) ( ) + h.o.t.
( ) ( )
( ) ( ) + h.o.t.
n
n
n
n
n n
n n n
n
f f
f f x x
x x
f f
f f x x
x x
f f
f f x x
x x
c c
= + A + + A
c c
c c
= + A + + A
c c
c c
= + A + + A
c c
x x
x +x x
x x
x +x x
x x
x +x x
3
Taylor Series Expansion
In matrix notation
J(x) is the generalization of the scalar derivative
called Jacobian matrix
h.o.t. + f(x+x) = f(x) +J(x)x
where
1 1
1
1
( ) ( )
( ) ( )
n
n n
n
f f
x x
f f
x x
c c
c c
c c
c c
(
(
(
(
(
(
(
x x
x x
J(x)
1
2
n
x
x
x
A
(
(
A
(
A
(
(
A
(
x
( ) f x
'
4
N-R Iteration Formula
Observation
The above formula fits into our general scheme with
The h.o.t. are usually negligible as
The disadvantage of N-R method is the need to
update J(x) for every iteration
The inverse calculation is computationally expensive
Using , we can write
can then be solved using LU decomposition
1
1
( )
v v v v
+
( =
x x J(x ) f x
v v
= A(x ) J(x )
A x 0
1 v v v +
A x x x ( )
v v v
A = J x f x
v
Ax
5
Example1
Given
Flat start
2
1 2 2 2 3
2
2 3 3 2 3
( ) 1.0 100 200 100 0
( ) 0.5 100 100 200 0
V V V V
V VV V
+ =
+ =
f x
f x
1 1
2 3
2 2
2 3
2 3 2
3 2 3
100 400 100 100
( )
100 100 100 400
f f
V V
f f
V V
V V V
V V V
c c
c c
c c
c c
(
(
+
(
(
= =
(
+ (
(
J x
(0) (0)
2 3
( 1) V V = =
1
(0) (0)
2 1 2 1
1
100
1 2 1 2 300
( (
( = =
( (
J J
(0)
1.0
( )
0.5
(
=
(
f x
6
Example1
Thus
(1)
1 2 1 1.0 0.991667
1
1 1 2 0.5 0.993333 300
( ( ( (
= =
( ( ( (
x
Number of iterations = 3.00
Results =
Iter# 1 0.99166666666667 0.99333333333333
Iter# 2 0.99159891791909 0.99328255263228
Iter# 3 0.99159891344860 0.99328254952484
mismatch =
0.00833333333334 0.00333333333330
0.00000057394566 0.00000017170305
0.00000000000004 0
>>
7
Application to Power Flow
Recall
The i
th
component is
The i
th
bus power
Let
bus
= I Y V
1
1, 2, ...,
n
i ik k
k
I y V i n
=
= =
*
*
1
* *
1
1, 2, ...,
n
i i i i ik k
k
n
i ik k
k
S V I V y V
V y V i n
=
=
| |
= =
|
\ .
= =
1 1
i i
j V j
i
V V e V e
u Z
=
ik i k
u u u
ik ik ik
y g jb +
8
Application to Power Flow
Back to the bus power
Taking the real and imaginary parts
* *
1 1
1
( )
(cos sin )( ) 1, 2, ...,
ik
n n
j
i i ik k i k ik ik
k k
n
i k ik ik ik ik
k
S V y V V V e g jb
V V j g jb i n
u
u u
= =
=
= =
= + =
| |
1
cos( ) sin( ) 1, 2, ...,
n
i i k ik i k ik i k
k
P V V g b i n u u u u
=
= + =
| |
1
sin( ) cos( ) 1, 2, ...,
n
i i k ik i k ik i k
k
Q V V g b i n u u u u
=
= =
9
Application to Power Flow
Strip away the 1
st
equation (involving P
1
and Q
1
)
The P
i
and Q
i
are specified
Assume and are known
It remains to find
n-1 unknown
n-1 unknown
Define
1
V
1
( 0) u =
i
V
i
u
2
n
u
u
(
(
=
(
(
2
n
V
V
(
(
=
(
(
V
(
=
(
x
V
10
Application to Power Flow
Also define
Equivalent power flow equations
Form by
| |
1
( ) cos( ) sin( ) 1, 2, ...,
n
i i k ik i k ik i k
k
P V V g b i n u u u u
=
+ =
x
| |
1
( ) sin( ) cos( ) 1, 2, ...,
n
i i k ik i k ik i k
k
Q V V g b i n u u u u
=
=
x
( ) 2, 3, ...,
( ) 2, 3, ...,
i i
i i
P P i n
Q Q i n
= =
= =
x
x
( ) = f x 0
( ) 0 2, 3, ...,
( ) 0 2, 3, ...,
i i
i i
P P i n
Q Q i n
= =
= =
x
x
11
Application to Power Flow
In matrix notation
Consider J, the Jacobian of f
2 2
2 2
( )
( )
( )
( )
( )
n n
n n
P P
P P
Q Q
Q Q
(
(
(
(
=
(
(
(
(
(
x
x
f x 0
x
x
(
(
11 12
21 22
J J
J =
J J
( ) /
i k
P u = c c
11
J x
( ) /
i k
P V = c c
12
J x
( ) /
i k
Q V = c c
22
J x
( ) /
i k
Q u = c c
21
J x
12
Application to Power Flow
Define mismatch vectors:
Recall the N-R iteration form
This gives us
We finally get
( )
v v v
A = J x f x
2 2
( )
( )
( )
n n
P P
x
P P
(
(
A =
(
(
x
P
x
2 2
( )
( )
( )
n n
Q Q
x
Q Q
(
(
A =
(
(
x
Q
x
( )
A
(
=
(
A
P(x)
f x
Q(x)
11 12
21 22
v
v v
v
v v
( A
A (
(
= (
(
(
A
A
(
P(x) J J
Q(x) J J
V
13
Example: 3-bus system
Find
G G
1
3
2 1 0
Z
2
0.6661
G
P =
2
1.05 V =
3
2.8653 1.2244
D
S j = +
2 3 3 1 1
, , , ,
G G
V S Q u u
Line data: z = j0.1 pu and B = j0.02
bus
j19.98 j10 j10
Y j10 j19.98 j10
j10 j10 j19.98
(
(
=
(
(
14
Example: 3-bus system
We have three buses: 1 slack, 1 PV bus and 1 PQ bus
Bus Known Unknown
1 |V
1
|, u
1
P
1
, Q
1
2 |V
2
|, P
2
u
2
, Q
2
3 P
3
, Q
3
|V
3
|, u
3
Pick P
2
, P
3
, and Q
3
equations:
3
2 G2 D2 2 k 2k 2 k 2 3 2 3
k=1
P = P - P = | V || V | B sin( - ) =10.5sin +10.5| V | sin( - ) = 0.6661
3
3 G3 D3 3 k 3k 3 k 3 3 3 3 2
k 1
P P P | V || V | B sin( ) 10| V | sin 10.5| V | sin( )
2.8653
=
= = u u = u + u u
=
3
3 G3 D3 3 k 3k 3 k
k 1
2
3 3 3 3 2 3
Q Q Q | V || V | ( B cos( ))
10| V | cos 10.5| V | cos( ) 19.98| V | 1.2244
=
= = u u
= u u u + =
15
Steps in NR method
S1. Choose an initial guess
S2. Set (v) = 0
S3. Evaluate
S4. Stop if
S5. Evaluate
S6. Solve
S7. Let
S8. Let , GO TO S3
(0)
x
( ) ( )
F (x )
v v
( )
F s c
v
( )
( )
x x
F
J
x
=
c
=
c v
v
( ) ( ) ( )
J x F A =
v v v
( 1) ( ) ( )
x x x
+
= + A
v v v
1 = + v v
16
Steps in NR method
S1. Initial guess,
(0)
0
x 0
1 0
(
(
=
(
(
.
S2. (v) = 0
S3. Evaluate mismatch
(0) (0)
P x
F (x )=
Q x
A
(
(
A
( )
( )
0
2
2
0
3 3
0
3
3
P x
P 0 6661 0 0 6661
P P x 2 8653 0 2 8653
Q 1 2244 0 52 0 7044
Q x
(
( ( ( (
(
( ( ( (
= =
(
( ( ( (
(
( ( ( (
(
( )
. .
( ) . .
. . .
( )
( )
F s
v
c
S4. Check stopping critrion
( 1 5) e c =
S5. Evaluate
( )
( )
x x
F
J
x
=
c
=
c v
v
17
Jacobian Matrix
3
3 3 2
2
Q
10 5 V ( ) 0
c
= u u =
cu
. | | sin
3
3 3 3 3 2
3
Q
10 V 10 5 V ( ) 0
c
= u + u u =
cu
| | sin . | | sin
3
3 3 2 3
3
Q
10 10 5 ( )+39.96|V 19 46
V
c
= u u u =
c
cos . cos | .
| |
2
2 3 2 3
2
P
10 5 10 5 V ( ) 21 . cos . | | cos
c
= u + u u =
cu
2
3 2 3
3
P
10 5 V ( ) 10 5 . | | cos .
c
= u u =
cu
2
2 3
3
P
10 5 ( ) 0
V
c
= u u =
c
. sin
| |
3
3 3 2
2
P
10 5 V ( ) 10 5
c
= u u =
cu
. | | cos .
3
3 3 3 3 2
3
P
10 V 10 5 V ( ) 20 5
c
= u + u u =
cu
| | cos . | | cos .
3
3 3 2
3
P
10 10 5 ( ) 0
V
c
= u + u u =
c
sin . sin
| |
11 12
21 22
2 2 2
2 3 3
3 3 3
2 3 3
3 3 3
2 3 3
( )
J J
J
J J
P P P
V
P P P
V
Q Q Q
V
u u
u u
u u
(
=
(
(
c c c
(
c c c
(
(
c c c
= (
c c c
(
(
c c c
(
c c c (
x
18
Steps in NR method
(0)
21 10 5 0
J 10 5 20 5 0
0 0 19 46
(
(
=
(
(
.
. .
.
S6. Solve
( ) ( ) ( )
J x F A =
v v v
2
3
3
21 10 5 0 0 6661
10 5 20 5 0 2 8653
0 0 19 46 V 0 7044
Au ( ( (
( ( (
Au =
( ( (
( A ( (
. .
. . .
. | | .
( )
2 9393
0 0513rad
x 0 1666rad 9 5111
0 0362 0 0362
(
(
(
(
A = =
(
(
(
(
(
v
.
.
. .
. .
19
Steps in NR method
S7.
(1) (0) (0)
2 9393 2 9393
0
x x x 0 9 5111 9 5111
1 0 0 0362 0 9638
( (
(
( (
(
= + A = + =
( (
(
( (
(
( (
. .
. .
. . .
mismatch
2
3
3
0.04592
-0.11361
-0.22529
P
P
Q
A
( (
( (
A =
( (
( ( A
S8 S3
solution =
1.00000000000000 -2.93959105345090 -9.51391722439362 0.96380267214800
2.00000000000000 -2.99949092532863 -9.99088102439952 0.95024693670976
3.00000000000000 -3.00006482518537 -10.00003172521045 0.94999845426330
4.00000000000000 -3.00006497475730 -10.00003498612721 0.94999836906172
20
21
Decoupled Power Flow
Examine Jacobian
2 2 2
2 3 3
3 3 3
2 3 3
3 3 3
2 3 3
( )
P P P
V
P P P
J
V
Q Q Q
V
u u
u u
u u
(
c c c
(
c c c
(
(
c c c
= (
c c c
(
(
c c c
(
c c c (
x
2
2 23 2 3 23 2 3
3
P
V G B
V
c
= u u + u u (
c
| | cos( ) sin( )
| |
| |
| |
3
1 31 3 1 31 3 1
3
2 32 3 2 32 3 2
P
V G B
V
+ V G B
c
= u u + u u
c
u u + u u
cos( ) sin( )
| |
cos( ) sin( )
| |
| |
3
3 1 31 3 1 31 3 1
3
3 2 32 3 2 32 3 2
Q
V V G B
V V G B
c
= u u + u u
cu
+ u u + u u
cos( ) sin( )
cos( ) sin( )
| |
3
3 2 32 3 2 32 3 2
2
Q
V V G B
c
= u u + u u
cu
cos( ) sin( )
22
Decoupled Power Flow
J12 & J21 are very small in real power systems
J11 & J22 dominate the Jacobian matrix
J11 not small Active power depends on angle theta
J22 not small Reactive power depends on |Vi|
Decoupling between active (P) and reactive (Q)
powers
Off-diagonal entries of Jacobian are ignored
11 12
21 22
J J
J J
(
(
11
22
0
0
J
J
(
(
11
22
J 0 P x
=
V 0 J Q x
( )
( )
Au A ( ( (
( ( (
A A
23
Decoupled Power Flow
Advantages
Reduce the number of calculations to evaluate the
Jacobian matrix
Reduce the number of calculations to solve for
Disadvantages
May require more iterations than the complete NR
load flow
Has slow convergence if initial guess is far away
from the solution
V Au A , | |
24
Fast Decoupled Power Flow
Further simplification on diagonal entries
small G2k
small
with same |Vi|
2 2
/ P u c c
2 k
u u
2
2
2 2 2 2 2 2 2 22
1 1
2
2
cos( ) cos( )
n n
k k k k k k
k k
k
P
V V B V V B V B u u u u
u
= =
=
c
~ =
c
2
2
2 2 22
1
2
n
k
k
P
V B B
u
=
c | |
~
|
c
\ .
2
2
2 2 2 22
1
2
n
k k
k
P
V V B V B
u
=
c
~
c
2 22
1
n
k
k
B B
=
2
2
2 22
2
P
V B
u
c
~
c
25
Fast Decoupled Power Flow
Similarly,
Introduce matrix B
J11 & J22 can be written as
where
2
2 3 23
3
P
V V B
u
c
~
c
3
2 23
3
Q
V B
V
c
~
c
22 23 2
2
n
n nn
B B B
B B
(
(
(
(
B
(stripping away 1st row and
column of Ybus then use
only imaginary part)
| | | |
| |
11
22
J = - V B V
J = - V B
| |
2
3
0 0
0
n
V
V
V
(
(
(
(
(
(
V
26
Fast Decoupled Power Flow
Recall decoupled power flow,
We can replace the above equations with
Final approximation: the 2nd [V]~I
Note: [V] is diagonal matrix no inversion is required
11
22
J 0 P x
=
V 0 J Q x
( )
( )
Au A ( ( (
( ( (
A A
| | | |
| |
- V B V P x
- V B V Q x
( )
( )
Au = A
A = A
| |
| |
1
1
-B V P x
-B V V Q x
( )
( )
Au = A
A = A
27
Fast Decoupled Power Flow
Example
then we have
which become
22 23
32 33
19.98 10
10 19.98
B B
B B
( (
= =
( (
B
2
2
3
3
3
19.98 10
1.05
10 19.98
P
P
V
u
u
A
(
(
A
( (
( =
( (
A
A
(
(
3
3
3
( 19.98)
Q
V
V
A
A =
2
2
3
3
3
0.0668 0.0334
1.05
0.0334 0.0668
P
P
V
u
u
A
(
(
A
( (
( =
( (
A
A
(
(
3
3
3
0.0501
Q
V
V
A
A =