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Centro de Investigación y de Estudios Avanzados
del Instituto Politécnico Nacional

Unidad
Unidad Guadalajara
Análisis no Lineal de Sistemas de

Potencia usando
Metodologías Descomposición
TCAD Modal
para diseñar de
diodos
Koopman
epitaxiales y Teoría de Perturbación
de recuperación rápida de silicio
usando una estructura con contacto tipo
+ +
mosaico P /N
Tesis que presenta:

HectorAlfredo
Marcos Eduardo Aldrete Vidrio
Hernández Ortega
para obtener el grado de:

Maestro enCiencias
Doctor en Ciencias
en la especialidad de:
Ingeniería Eléctrica
Director de Tesis
Dr.Dr. Arturo
Juan Román
Martín Messina
Santana Corte
Dr. Juan Luis del Valle Padilla
CINVESTAV del IPN Unidad Guadalajara, Guadalajara, Jalisco,

Guadalajara, Jal., Enero de 2019.
Junio del 2002.
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Metodologías
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Linealpara diseñar diodos
de Sistemas de
epitaxiales
Potencia de recuperación
usando rápidaModal
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Tesisde
Tesis deDoctorado
Maestría enenCiencias
Ciencias
Ingeniería Eléctrica
Por:
HectorAlfredo
Marcos Eduardo Aldrete Vidrio
Hernández Ortega
Ingeniero enMaestro
Comunicaciones y Electrónica
en Ciencias
Universidad
CINVESTAV deUnidad
del IPN Guadalajara 1992-1996
Guadalajara 2012-2014
Becario del CONACyT,expediente

de CONACyT, expedienteno.
no.282116
143876
Director de Tesis
Dr.Dr.
Juan Martín
Arturo Santana
Román Corte
Messina
Dr. Juan Luis del Valle Padilla
CINVESTAV del
CINVESTAV del IPN
IPN Unidad
Unidad Guadalajara,
Guadalajara, Enero
Junio del 2002.
de 2019.
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ii
Acknowledgements
I would like to express my sincere gratitude to my advisor, Dr. Arturo Román

Messina, for sharing his knowledge, understanding and patience, and for providing
me with the necessary support and enthusiasm required to make this dissertation
possible.
I would also like to thank to my family for the support that they had provided me
through my entire life.
To my professors and friends at CINVESTAV Guadalajara, as well as to my friends

at Indaparapeo, Michoacán, México.
Finally, acknowledgements are also due to the CONACYT for its support.
Resumenȱ
ȱ
Losȱ movimientosȱ transitoriosȱ delȱ sistemaȱ puedenȱ variarȱ desdeȱ unȱ comportaȬ
mientoȱlocalȱaȱeventosȱdeȱescalaȱglobal,ȱyȱpuedenȱestarȱaltamenteȱcorrelacionados;ȱ
especialmenteȱenȱelȱcasoȱdeȱoscilacionesȱpobrementeȱamortiguadasȱoȱinestablesȱ
queȱsurgenȱdespuésȱdeȱgrandesȱdisturbios.ȱTalesȱinteraccionesȱpuedenȱserȱdescriȬ
tasȱútilmenteȱenȱtérminosȱdeȱmodosȱinteractuandoȱporȱmedioȱdeȱlaȱestructuraȱdeȱ
laȱredȱyȱdeȱlasȱcondicionesȱiniciales.ȱȱ
Entenderȱ cómoȱ estosȱ modosȱ evolucionanȱ eȱ interactúanȱ esȱ claveȱ noȱ solaȬ
menteȱparaȱevaluarȱlaȱestabilidadȱdelȱsistema,ȱsinoȱtambiénȱparaȱidentificarȱlosȱ
dispositivosȱdinámicos,ȱyȱsusȱsistemasȱdeȱcontrol,ȱqueȱesténȱenvueltosȱenȱlasȱosȬ
cilaciones,ȱyȱparaȱelȱdiseñoȱdeȱcontroles.ȱȱ
Enȱestaȱtesis,ȱunȱnuevoȱmarcoȱdeȱtrabajoȱbasadoȱenȱmodelosȱqueȱcombinaȱ
elȱanálisisȱmodalȱdeȱKoopmanȱyȱlaȱteoríaȱdeȱperturbaciónȱesȱintroducido.ȱEnȱesteȱ
marco,ȱ elȱ comportamientoȱ noȱ linealȱ esȱ interpretadoȱ comoȱ laȱ proyecciónȱ deȱ lasȱ
funcionesȱpropiasȱdelȱoperadorȱdeȱKoopmanȱdeȱunȱsistemaȱextendidoȱsobreȱlasȱ
variablesȱfísicasȱdelȱsistema.ȱȱ
Esquemasȱ eficientesȱ paraȱ suȱ cálculoȱ sonȱ derivados,ȱ asíȱ comoȱ medidasȱ
cuantitativasȱdeȱobservabilidadȱyȱparticipaciónȱdeȱlosȱmodosȱnoȱlineales.ȱȱ
Porȱotraȱparte,ȱconȱelȱobjetivoȱdeȱreducirȱelȱcostoȱcomputacionalȱdelȱcálculoȱ
deȱlasȱmatricesȱdeȱcoeficientes,ȱunaȱnovedosaȱtécnicaȱdeȱlinealizaciónȱesȱpropuestaȱ
basadaȱenȱlaȱteoríaȱdeȱlaȱperturbaciónȱyȱlaȱreglaȱdeȱlaȱcadena.ȱȱ
Posteriormente,ȱelȱdesarrolloȱdeȱunȱcontroladorȱcuadráticoȱnoȱlinealȱ(trunȬ
cado)ȱconȱlimitacionesȱestructuralesȱesȱpresentado,ȱbasadoȱenȱelȱanálisisȱperturȬ
badoȱdeȱKoopmanȱyȱlaȱteoríaȱdeȱcontrolȱlinealȱóptimo.ȱȱ
ResultadosȱnuméricosȱenȱvariosȱsistemasȱdeȱpotenciaȱmultiȬmáquinaȱsonȱ
usadosȱparaȱvalidarȱeȱilustrarȱlasȱmetodologíasȱpropuestas.ȱAsíȱtambién,ȱseȱenlisȬ
tanȱlosȱtrabajosȱfuturosȱyȱramasȱdeȱinvestigaciónȱoriginadosȱdeȱesteȱtrabajo.ȱȱ
iv
Abstractȱ
ȱ
Powerȱsystem’sȱtransientȱmotionsȱmayȱvaryȱfromȱlocalizedȱbehaviorȱtoȱlargeȬscaleȱ
globalȱ motionȱ andȱ mayȱ beȱ highlyȱ correlated,ȱ especiallyȱ inȱ theȱ caseȱ ofȱ poorlyȱ
dampedȱorȱunstableȱoscillationsȱfollowingȱlargeȱdisturbances.ȱSuchȱinteractionsȱ
canȱbeȱusefullyȱdescribedȱinȱtermsȱofȱmodesȱinteractingȱwithȱeachȱotherȱviaȱtheȱ
networkȱstructureȱandȱviaȱtheȱinitialȱoperatingȱconditions.ȱ
UnderstandingȱhowȱtheseȱmodesȱevolveȱandȱinteractȱisȱkeyȱnotȱonlyȱtoȱasȬ
sessingȱsystemȱstability,ȱbutȱalsoȱtoȱidentifyingȱdynamicȱdevicesȱandȱtheirȱcontrolȱ
systemsȱinvolvedȱinȱtheȱoscillations,ȱandȱtoȱdesignȱcontrollers.ȱȱ
Inȱ thisȱ dissertation,ȱ aȱ newȱ modelȬbasedȱ frameworkȱ thatȱ combinesȱ

Koopmanȱmodeȱanalysisȱandȱperturbationȱtheoryȱisȱproposed,ȱwhereȱnonȬlinearȱ
behaviorȱisȱinterpretedȱasȱaȱprojectionȱofȱtheȱKoopmanȱoperatorȱeigenfunctionsȱ
ofȱanȱextendedȱcoordinateȱsystemȱontoȱtheȱphysicalȱvariablesȱofȱtheȱsystem.ȱȱ
EfficientȱschemesȱforȱtheȱcomputationȱofȱtheseȱextendedȱmodelsȱandȱquanȬ
titativeȱmeasuresȱforȱassessingȱtheȱnonȬlinearȱmodesȱobservabilityȱandȱparticipaȬ
tionȱareȱderived.ȱȱ
Furthermore,ȱaȱnovelȱlinearizationȱmethodȱbasedȱonȱperturbationȱtheoryȱ
andȱtheȱchainȱruleȱisȱintroducedȱtoȱreduceȱtheȱcomputationalȱburdenȱofȱobtainingȱ
theȱmatricesȱofȱcoefficients.ȱȱ
Posteriorly,ȱtheȱdevelopmentȱofȱaȱ(truncated)ȱnonȬlinearȱquadraticȱcontrolȬ
lerȱ withȱ structuralȱ constraintsȱ isȱ presented,ȱ basedȱ onȱ theȱ perturbedȱ Koopmanȱ
modeȱanalysisȱmethodȱandȱtheȱlinearȱoptimalȱcontrolȱtheory.ȱ
Finally,ȱ numericalȱ resultsȱ forȱ severalȱ multiȬmachineȱ powerȱ systemsȱ areȱ

usedȱtoȱvalidateȱandȱillustrateȱtheȱproposedȱmethodologies.ȱAsȱwell,ȱtheȱfutureȱ
workȱandȱresearchȱpathsȱoriginatedȱfromȱthisȱworkȱareȱmentioned.ȱ
iii
Resumenȱ
ȱ
Losȱ movimientosȱ transitoriosȱ delȱ sistemaȱ puedenȱ variarȱ desdeȱ unȱ comportaȬ
mientoȱlocalȱaȱeventosȱdeȱescalaȱglobal,ȱyȱpuedenȱestarȱaltamenteȱcorrelacionados;ȱ
especialmenteȱenȱelȱcasoȱdeȱoscilacionesȱpobrementeȱamortiguadasȱoȱinestablesȱ
queȱsurgenȱdespuésȱdeȱgrandesȱdisturbios.ȱTalesȱinteraccionesȱpuedenȱserȱdescriȬ
tasȱútilmenteȱenȱtérminosȱdeȱmodosȱinteractuandoȱporȱmedioȱdeȱlaȱestructuraȱdeȱ
laȱredȱyȱdeȱlasȱcondicionesȱiniciales.ȱȱ
Entenderȱ cómoȱ estosȱ modosȱ evolucionanȱ eȱ interactúanȱ esȱ claveȱ noȱ solaȬ
menteȱparaȱevaluarȱlaȱestabilidadȱdelȱsistema,ȱsinoȱtambiénȱparaȱidentificarȱlosȱ
dispositivosȱdinámicos,ȱyȱsusȱsistemasȱdeȱcontrol,ȱqueȱesténȱenvueltosȱenȱlasȱosȬ
cilaciones,ȱyȱparaȱelȱdiseñoȱdeȱcontroles.ȱȱ
Enȱestaȱtesis,ȱunȱnuevoȱmarcoȱdeȱtrabajoȱbasadoȱenȱmodelosȱqueȱcombinaȱ
elȱanálisisȱmodalȱdeȱKoopmanȱyȱlaȱteoríaȱdeȱperturbaciónȱesȱintroducido.ȱEnȱesteȱ
marco,ȱ elȱ comportamientoȱ noȱ linealȱ esȱ interpretadoȱ comoȱ laȱ proyecciónȱ deȱ lasȱ
funcionesȱpropiasȱdelȱoperadorȱdeȱKoopmanȱdeȱunȱsistemaȱextendidoȱsobreȱlasȱ
variablesȱfísicasȱdelȱsistema.ȱȱ
Esquemasȱ eficientesȱ paraȱ suȱ cálculoȱ sonȱ derivados,ȱ asíȱ comoȱ medidasȱ
cuantitativasȱdeȱobservabilidadȱyȱparticipaciónȱdeȱlosȱmodosȱnoȱlineales.ȱȱ
Porȱotraȱparte,ȱconȱelȱobjetivoȱdeȱreducirȱelȱcostoȱcomputacionalȱdelȱcálculoȱ
deȱlasȱmatricesȱdeȱcoeficientes,ȱunaȱnovedosaȱtécnicaȱdeȱlinealizaciónȱesȱpropuestaȱ
basadaȱenȱlaȱteoríaȱdeȱlaȱperturbaciónȱyȱlaȱreglaȱdeȱlaȱcadena.ȱȱ
Posteriormente,ȱelȱdesarrolloȱdeȱunȱcontroladorȱcuadráticoȱnoȱlinealȱ(trunȬ
cado)ȱconȱlimitacionesȱestructuralesȱesȱpresentado,ȱbasadoȱenȱelȱanálisisȱperturȬ
badoȱdeȱKoopmanȱyȱlaȱteoríaȱdeȱcontrolȱlinealȱóptimo.ȱȱ
ResultadosȱnuméricosȱenȱvariosȱsistemasȱdeȱpotenciaȱmultiȬmáquinaȱsonȱ
usadosȱparaȱvalidarȱeȱilustrarȱlasȱmetodologíasȱpropuestas.ȱAsíȱtambién,ȱseȱenlisȬ
tanȱlosȱtrabajosȱfuturosȱyȱramasȱdeȱinvestigaciónȱoriginadosȱdeȱesteȱtrabajo.ȱȱ
iv
Table of Contents
Index of tables………………………………………………….x
Index of figures……………………………………………….xii
Glossary............................................................................. xv
A. Abbreviations ........................................................................................ xv
B. Functions .............................................................................................. xvi
A. Indexes ................................................................................................ xvii
B. Parameters ......................................................................................... xviii
C. Sets ....................................................................................................... xxi
D. Symbols ............................................................................................... xxii
E. Variables ............................................................................................ xxiii
Chapter 1. Introduction...................................................... 1
1.1 Background and motivation .................................................................... 2
1.2 Problem statement ................................................................................... 2
1.3 A brief review of previous work ............................................................... 3
1.4 Dissertation objectives ............................................................................. 6
1.5 Research contributions ............................................................................ 6
1.6 Organization of the dissertation .............................................................. 7
1.7 Publications .............................................................................................. 8
1.7.1 Conference papers ............................................................................. 8
1.7.2 Refereed journal papers .................................................................... 8
1.8 References................................................................................................. 9
Chapter 2. Koopman Mode Analysis ............................... 14

2.1 The Koopman operator .......................................................................... 15
2.1.1 Koopman eigenfunctions ................................................................. 16
2.1.2 Koopman modes ............................................................................... 17
2.2 Especial cases of analysis ...................................................................... 18
2.2.1 KMA of diagonal systems ................................................................ 18
2.2.2 KMA of a linear system ................................................................... 19
2.2.3 KMA of the output variables of a linear system ............................ 19
2.3 Approximate methods ............................................................................ 21
2.3.1 Numerical data-driven methods ..................................................... 22
2.3.1.1 Koopman mode decomposition ............................................................... 22
2.3.1.2 Dynamic mode decomposition ................................................................ 25
2.3.2 Model-based approaches ................................................................. 26
2.3.2.1 Extended dynamic mode decomposition ................................................. 27
v
2.3.2.2 Finite linear representations ..................................................................... 29
2.4 Concluding remarks ............................................................................... 29
2.5 References............................................................................................... 30
Chapter 3. Recursive Linearization................................. 32

3.1 Mathematical background ..................................................................... 33
3.2 Conventional linearization methods ..................................................... 34
3.2.1 First-order linearization methods ................................................... 35
3.2.1.1 Analytical linearization ............................................................................ 36
3.2.1.2 Forward-difference approximation (FDA) .............................................. 36
3.2.1.3 Center-difference approximation (CDA) ................................................. 38
3.2.2 Second- and higher-order approximations ..................................... 39
3.2.2.1 Analytic linearization ............................................................................... 40
3.2.2.2 Perturbation-based methods ..................................................................... 42
3.3 Recursive linearization .......................................................................... 45
3.3.1 Mathematical formulation .............................................................. 46
3.3.1.1 First order ................................................................................................. 46
3.3.1.2 Second order ............................................................................................ 47
3.3.1.3 Third order ............................................................................................... 50
3.3.2 An efficient scheme for the third-order recursive linearization .... 51
3.3.2.1 Perturbation vectors ................................................................................. 52
3.3.2.2 First stage ................................................................................................. 53
3.3.2.3 Second stage ............................................................................................ 54
3.3.2.4 Third stage ............................................................................................... 55
3.3.3 Recursive linearization for complex-valued systems ..................... 56
3.5 References............................................................................................... 57
Chapter 4. Koopman eigenfunctions-based extended

model ................................................................................. 59
4.1 Mathematical formulation ..................................................................... 60
4.1.1 Perturbed non-linear models .......................................................... 60
4.1.2 Transformation to an upper-triangular system ............................. 61
4.1.3 Transformation to a diagonal system ............................................. 63
4.1.4 Initial conditions for the Koopman eigenfunctions ........................ 64
4.1.5 Solution of the non-linear response in physical variables ............. 65
4.2 Outline of the proposed framework ....................................................... 66
4.3 Single-machine, infinite-bus system: an illustrative example ............. 68
4.4 Non-linearity indexes ............................................................................. 70
4.5 Efficient computation of PKMA............................................................. 71
4.5.1 Higher-order matrices of coefficients .............................................. 72
4.5.1.1 Quadratic eigenfunctions ......................................................................... 73
4.5.1.2 Cubic eigenfunctions ............................................................................... 74
4.5.2 Efficient eigendecomposition of the extended system .................... 74
vi
4.5.3 Efficient computation of initial conditions ..................................... 77
4.5.4 Sparsity-promoting criteria............................................................. 78
4.7 References............................................................................................... 81
Chapter 5. Koopman Observability Measures ................ 84

5.1 Linear modal observability measures ................................................... 85
5.1.1 Quantitative measures of observability.......................................... 85
5.1.2 Effect of constant entries................................................................. 86
5.2 Koopman observability measures under Koopman operator theory ... 87
5.3 Koopman measures of observability in KMD ....................................... 89
5.3.1 The ranking criteria problem .......................................................... 89
5.3.2 An observability-based approach .................................................... 90
5.4 Koopman observability measures under perturbation theory ............. 91
5.4.1 Derivation of the quantitative observability measures ................. 91
5.4.2 Weighted observability measures ................................................... 93
5.4.3 Importance for wide-area monitoring and control ......................... 94
5.6 References............................................................................................... 95
Chapter 6. Recursive Linearization of Power System

Models ............................................................................... 97
6.1 Non-linear model of a multi-machine power system ............................ 98
6.1.1 Transient model of the generator ................................................... 98
6.1.2 Simple exciter dynamics.................................................................. 99
6.1.3 Power system stabilizer................................................................. 100
6.2 Recursive analysis of third order......................................................... 101
6.2.1 Recursive linearization of the dynamical equations .................... 101
6.2.2 Analysis of the system’s embedded sub-functions ....................... 102
6.2.2.1 Synchronous machines and grid equations ............................................ 102
6.2.2.2 Simple exciter and PSS .......................................................................... 103
6.3 Input matrices and interactions state-input ....................................... 104
6.3.1 First-order dynamics ..................................................................... 105
6.3.2 Second-order dynamics .................................................................. 105
6.3.3 Third-order dynamics .................................................................... 106
6.4 Third-order analysis of the output matrices ....................................... 106
6.4.1 Bus voltages ................................................................................... 107
6.4.1.1 Non-linear equations .............................................................................. 107
6.4.1.2 Analysis of non-linear content ............................................................... 107
6.4.2 Active power flows ......................................................................... 108
6.4.2.2 Recursively linearized modules ............................................................. 109
6.5 Concluding remarks ............................................................................. 110
6.6 References............................................................................................. 110
vii
Chapter 7. PKMA-based Truncated Non-linear Quadratic
Controller ....................................................................... 112
7.1 Problem formulation ............................................................................ 113
7.1.1 Linear structurally-constrained LQR controllers ........................ 113
7.1.1.1 Distributed control ................................................................................. 114
7.1.1.2 Constrained LQR control ....................................................................... 114
7.1.2 General characteristics of the required quadratic controller ...... 117
7.2 LQR design for quadratic Carleman models....................................... 118
7.2.1 Quadratic Carleman linearization-based models......................... 118
7.2.2 Bilinear-quadratic optimal control ............................................... 118
7.2.3 Optimal control of quadratic Carleman models ........................... 119
7.3 Controller design in Jordan space ....................................................... 121
7.3.1 First order ...................................................................................... 122
7.3.2 Second order .................................................................................. 123
7.3.3 Structurally-constrained design ................................................... 125
7.3.3.1 Sparse structure ...................................................................................... 125
7.3.3.2 Iterative process ..................................................................................... 126
7.3.3.3 Bilinear effect on the quadratic PKMA model ...................................... 128
7.3.3.4 Diagonalization of the closed-loop system ............................................ 129
7.3.3.5 Truncated quadratic LQR controller. ..................................................... 131
7.4 Scheme for future online application .................................................. 132
7.6 References............................................................................................. 135
Chapter 8. Numerical Results ....................................... 138

8.1 Systems of study .................................................................................. 139
8.1.1 Three-machine test system ........................................................... 139
8.1.2 Two-area, four-machine power system ......................................... 140
8.1.3 16-generator, 68-bus power system .............................................. 141
8.1.4 IEEE 50-machine power system ................................................... 143
8.1.5 Other multi-machine power systems ............................................ 144
8.2 Recursive linearization ........................................................................ 145
8.2.1 Size-variable synthetic case of application ................................... 146
8.2.1.2 Recursive linearization analysis............................................................. 147
8.2.2 Comparison with conventional linearization techniques............. 147
8.2.2.1 Qualitative comparison .......................................................................... 147
8.2.2.2 Quantitative comparison – synthetic case of study ................................ 148
8.2.2.3 Quantitative comparison – multi-machine power systems .................... 151
8.3 Perturbed Koopman mode analysis..................................................... 153
8.3.1 Three-machine test system ........................................................... 154
8.3.2 IEEE 50-machine test system ....................................................... 155
8.3.3 Qualitative comparison with the MNF ......................................... 157
8.3.4 Non-linearity indexes .................................................................... 157
viii
8.3.5 Complexity analysis ...................................................................... 159
8.4 Koopman observability measures........................................................ 160
8.4.1 Application to transient stability data ......................................... 161
8.4.1.1 The IEEE 39-bus system........................................................................ 161
8.4.1.2 Six-area, 377-machine model of the Mexican Interconnected System
(MIS) .................................................................................................................. 162
8.4.2 Application to measured data ....................................................... 167
8.4.3 Application to extended Koopman eigenfunctions-based models 170
8.4.3.1 Two-area power system ......................................................................... 171
8.4.3.2 16-machine test system .......................................................................... 173
8.5 PKMA-based quadratic non-linear controller ..................................... 175
8.5.1 Two-area, four-machine power system ......................................... 175
8.5.2 IEEE 16-machine, 68-bus power system ...................................... 176
8.5.2.1 Full quadratic non-linear controller ....................................................... 176
8.5.2.2 Truncated quadratic non-linear controller ............................................. 179
8.5.2.3 Online design ......................................................................................... 181
8.7 References............................................................................................. 185
Chapter 9. Conclusions .................................................. 189

9.1 General conclusions ............................................................................. 189
9.2 Future work .......................................................................................... 190
ix
Index of tables
Table 8.1. Loading conditions in p.u. on a 100 MVA base. .......................... 140
Table 8.2. Linear modes of the three-machine system. ............................... 140
Table 8.3. Selected linear stability eigenmodes of the two-area, four-machine
power system. ................................................................................................ 141
Table 8.4. Linear stability eigenmodes of the 16-machine, 68-bus power
system. ........................................................................................................... 142
Table 8.5. Selected oscillatory modes of the IEEE 50-machine system. ..... 144
Table 8.6. Selected multi-machine cases of study. ....................................... 144
Table 8.7. Computational times and achieved accuracy. ............................. 155
Table 8.8. Koopman modes with largest amplitudes. .................................. 156
Table 8.9. Computational times and achieved accuracy. ............................. 157
Table 8.10. Eight largest non-linear interaction indices for Koopman
eigenfunctions. IEEE 50-machine test system ............................................. 158
Table 8.11. Eight largest non-linear interaction indices for the 3rd order MNF.
........................................................................................................................ 159
Table 8.12. Computational times and achieved accuracy. ........................... 160
Table 8.13. Complexity of extended Koopman model for the IEEE 50-machine
system ............................................................................................................ 160
Table 8.14. Nine top-ranked KMs. Norm and absolute value criteria. ....... 162
Table 8.15. Eigenvalues of the MIS for the base case condition. ................. 163
Table 8.16. Five top-ranked KMs for Case 1. ............................................... 164
Table 8.17. Comparison of modal estimates for Case 2. Time window: 0-10
sec. .................................................................................................................. 166
Table 8.18. Computational effort in seconds. Time window: 0-10 sec. ........ 167
Table 8.19. Identified KMs. Time interval: 0-160 sec. ................................. 169
Table 8.20. Most observable slow non-linear Koopman modes of the two-area
system. ........................................................................................................... 173
Table 8.21. Most observable slow non-linear Koopman modes of the 16-
machine system. ............................................................................................ 174
Table 8.22. Quadratic controller’s performance for different configurations.
........................................................................................................................ 179
Table 8.23.Numerical comparison for a different number of non-linear modes.
........................................................................................................................ 180
x
Table 8.24. Time required for computing K11 for the different configurations.
........................................................................................................................ 183
Table 8.25. Value of J for the regarded communication networks. ............. 183
Table 8.26. Time required for the regarded communication networks. Seconds.
........................................................................................................................ 183
xi
Index of figures
Fig. 3.1. Comparison of the conventional first-order linearization process with

the proposed recursive linearization............................................................... 45
Fig. 3.2. Flow diagram of the proposed algorithm for implementation. ........ 52
Fig. 4.1. Flowchart of the proposed methodology. Extensions to the basic
model are indicated with an italic font. .......................................................... 67
Fig. 4.2. Single-machine, infinite bus test system. Parameters are expressed
in pu on a 2200 MVA base [9]. ........................................................................ 68
Fig. 6.1. Schematic representation of the utilized simple exciter model. ..... 99
Fig. 6.2. Schematic representation of the considered power system stabilizer
model. ............................................................................................................. 101
Fig. 6.3. Scheme of the recursive linearization of the vector θbus. ................ 108
Fig. 7.1. Scheme of a sparse communication structure (continuous blue lines),
in comparison with the full communication network (including the red dotted
lines). .............................................................................................................. 115
Fig. 7.2. An illustrative construction of the quadratic communication
network. ......................................................................................................... 125
Fig. 7.3. Flow diagram of the quadratic PKMA-based LQR controller design.
The blocks marked with * and ** require some attention. .......................... 133
Fig. 7.4. Scheme for the online application of the truncated quadratic PKMA
controller. ....................................................................................................... 134
Fig. 8.1. Schematic representation of the two-area, four-machine power
system of [1]. .................................................................................................. 140
Fig. 8.2. Schematic representation of the two-area, four-machine power
system of [2]. .................................................................................................. 141
Fig. 8.3. Schematic representation of the 16-machine, 68-bus power system
[4]. ................................................................................................................... 143
Fig. 8.4. Comparison of the CPU time required for computing (a) A11 and (b)
H2 of the synthetic system with the Analytic linearization (AL), recursive
linearization (RL), forward-difference approximation (FDA), and center-
difference approximation (CDA) methods. ................................................... 148
Fig. 8.5. Comparison of the CPU time required for computing H3 of the
synthetic system with the recursive linearization (RL), forward-difference
approximation (FDA), and center-difference approximation (CDA) methods.
........................................................................................................................ 149
xii
Fig. 8.6. (a) Absolute error of the computed A11 matrix of the synthetic system.
(b) Eigenvalue with the largest magnitude. Comparison of the RL, FDA, and
CDA methods with N = 100 and perturbation from ρ=1×10-4 through ρ =1×10-
1. ...................................................................................................................... 149
Fig. 8.7. Absolute error of the computed matrices (a) H2 and (b) H3. Comparison
of the RL, FDA, and CDA methods. N = 100 and perturbation from ρ=1×10-4
through ρ =1×10-1. .......................................................................................... 150
Fig. 8.9. (a) Absolute error of the computed A11 matrix. (b) Eigenvalue
corresponding to the inter-area mode. Comparison of the RL, FDA, and CDA
methods for the 50-machine power system with a PSS at bus 111 and a
perturbation magnitude from ρ = 1×10-5 through ρ = 1×10-1. .. 151
Fig. 8.10. Comparison of the recursive linearization method with the
conventional linearization techniques for the power systems of Table 8.4. (a)
CPU time required for computing H2 and (b) H3. (c) Absolute error of the
computed matrix H2 and (d) H3 with ρ=1×10-4. ............................................. 152
Fig. 8.11. Absolute error of the computed matrices (a) H2 and (b) H3.
Comparison of the RL, FDA, and CDA methods. IEEE 50-machine power
system with a PSS at bus 111 and perturbation from ρ=1×10-5 through ρ
=1×10-1............................................................................................................ 153
Fig. 8.12. Comparison of PKMA method of third order with the third-order
MNF, the linear solution, and the full solution. Speed deviation of Gen 3. 155
Fig. 8.13. Comparison of PKMA estimates with the linear solution, the full
solution, and the MNF without terms of fourth and sixth order. (a) Speed
deviation of Gen 94. (b) Rotor speed deviation of Gen 137. ......................... 156
Fig. 8.14. Speed deviation of dominant machines. (a) Case 1. (b) Case 2. .. 164
Fig. 8.15. Global behavior of the leading KMs in Table 8.16 based on the
modulus of the Koopman measures of observability. ................................... 165
Fig. 8.16. Global behavior of the three leading oscillatory KMs in Table 8.17
based on the Koopman observability measures. .......................................... 167
Fig. 8.17. Normalized time traces of recorded data. (a) Frequency
measurements. (b) Power and voltage measurements................................. 168
Fig. 8.18. Details of the recorder measurements. (a) Voltage (PMU #22) and
power (PMUs #19, 20, and 21) measurements. (b) Frequency measurements
(PMUs #1-18). ................................................................................................ 168
Fig. 8.19. Time evolution of the 0.99 Hz Koopman mode. ........................... 169
Fig. 8.20. Mode shape of the 0.99 Hz KM. (a) PMUs #1-18. (b) PMUs #19-22.
........................................................................................................................ 170
Fig. 8.21. Highest ςj when the rotor speed deviations of all the generators are
the system’s output signals. Two-area power system. ................................. 171
xiii
Fig. 8.22. Highest ˆ j when the rotor speed deviations of all the generators are
Fig. 8.23. Highest ˆ j when the rotor speed deviations of all the generators are
Fig. 8.24. Highest  j when the rotor speed deviations of all the generators are
the system’s output signals. 16-machine power system. ............................. 174
Fig. 8.25. Scheme for the two-area, four-machine system used for analysis.
........................................................................................................................ 175
........................................................................................................................ 176
Fig. 8.27. Communication structures: a) 1 Case 1. b) 2 Case 1, c) 1 Case 2,
and d) 2 Case 2. ............................................................................................ 177
Fig. 8.28. Communication structure 1ord for configurations (a) 2, and (b) 4.
........................................................................................................................ 178
Fig. 8.29. Comparison of speed deviations for the linear LQR (black) and the
quadratic LQR (blue). .................................................................................... 178
Fig. 8.30. Extra configurations for the 16-machine power system. ............. 182
xiv
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ȱĳj(ǻy), ĳl(ǻy),ȱȱĳm(ǻy) ȱȱȱȱȱ

ĳk(ǻy).
IN×N ¢ȱ¡ȱȱ N×Nǯȱ
Icj∈ℜR×Nj ȱ¡ȱȱȱΩjordȱ ȱȱ¢ȱƼȱȱȱ¢ȱ
ŗȂǯȱ
I 2j k ,l ∈ℜ ¡ȱȱȱȱȱĳklȱȱȱȱȱĳjǯȱ
I 3j k ,l , m ∈ℜ ¡ȱȱȱȱȱĳklmȱȱȱȱȱĳjǯȱ
I 3j ,k l , m , p ∈ℜ ¡ȱȱȱȱȱĳlmpȱȱȱȱȱĳjkǯȱ
ˆ ∈
K m× m
ȱȱȱȱ ȱȱȱ¢ȱȱ
O
ȱȱȱǯȱȱ
K11∈Ωŗ ȱȱ¡ǯȱȱ
Kjk∈ℜNj×Nk ȱ¡ȱȱkȬȱȱȱȱȱjȬȱȱ¢ȱ¢Ȭ
ǯȱȱ
jk∈
K Nj×Nk ȱ¡ȱȱkȬȱȱȱȱȱȱjȬȱȱȬ
ȱǯȱȱ
K̂ jk∈ Nj×Nk ȱ¡ȱȱkȬȱȱȱȱȱȱjȬȱȱȬ

ȱǯȱȱ
[[YL

L11∈ℜN×N ¡ȱ¡ȱȱȱȱȱ Ωŗ.
L j,k∈ℜN×N ¡ȱȱȱȱȱȱȱȱȱ ȱ
ǻxȱȱȱȱǻujȱȱǻuk.
~
Lj3 ∈ℜN×R2 ¡ȱȱȬȱȱȱȱȱȱȱȱ
ȱȱȱxjȱ ȱȱȱxǰȱuǰȱȱuǯȱ
ȁ1 ∈ N×N ȱ¡ȱ ȱȱȬȱȱ¢ȱȬ
ǯȱ
ȁ k∈ Nk×Nk ȱ¡ȱ ȱȱ kȬȱȱ ȱȱȱȬȱ

¢ǯ
ȁnord∈ M×M ȱ¡ȱ ȱȱ¢ȱȱȱȱ1ȱȱnǯȱ
k∈
ȁ Nk×Nk ȱ¡ȱ ȱȱkȬȱȱȱȱȱȬȱ
¢ǯ
Ȝj∈ ȱ¢ȱȱȱȱ¢ǯȱ
λ j∈ ȱȱHnordǯ
Mj∈ℜR×N2 ¢ȱ ¡ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ
ȱȱȱȱǯȱȱ
Ȃ 1∈ N×N ȱ¡ȱ ȱȱȬȱȱ¢ȱǯȱ
j∈ℜN×N2
M Matrix of coefficients of third order ȱ ȱ ȱ ȱ
ǻ2xȱȱȱȱǻuj.
ˆ ∈ ^ N × N
Ȃ ȱ¡ȱ ȱȱ¡ȱ ȱ μ~ j.

Ȃ ∈ ^ M ×M ȱ¡ȱ ȱȱ¡ȱ ȱ μ̂ j.
j ∈ℜN×RN
M ¡ȱȱȬȱȱȱȱȱȱȱȱ
3
ȱȱȱxjȱ ȱȱȱxǰȱxǰȱȱuǯȱ
[[YLL

ȝj∈ ȱ ȱ ȱȱǯȱ
μ~ j∈ ȱ ȱ ¡ȱ ȱǯȱȱ
~
μ̂ j∈ ȱ ȱ ¡ȱ ȱȱȱȱ C ǯȱ
N j ∈ℜN×R ¡ȱȱȱȱȱȬȱȱȱȱ¢ȱȱ
ȱȱȱ ȱȱȱǻxȱȱȱȱǻuǯȱ
N kj ∈ℜNj×R ¡ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ Ȭ
ȱȱȱȱǻxȱȱȱȱǻukȱȱȱȱ
¢ȱȱȱjǯȱȱ

N 2j ∈ℜN×R ¡ȱȱȬȱȱȱȱȱȱȱȱ
ȱȱȱxjȱ ȱȱȱxȱȱuǯȱ
j∈
N Nj×R ¡ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ Ȭ
k
ȱȱȬȱȱȱǻyȱȱȱȱǻukȱȬ
ȱȱȱ¢ȱȱȱjǯȱȱ
ˆ j∈
N Nj×R ¡ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ Ȭ
k
ȱȱȬȱȱȱǻ y ȱȱȱȱǻukȱȬ

ȱȱȱ¢ȱȱȱjǯȱȱ
oj∈ℜN Vector of ȱ¢ȱ ¡ OPKMAǯȱ
ô j∈ℜN Vector of ȱ¢ȱ ¡ Ô PKMAǯȱ
o j∈ℜN PKMAǯȱ
Vector of ȱ¢ȱ ¡ O
OKMA∈ℜN×M ¡ȱȱ ȱ¢ȱ ȱ ȱȬ

ȱ¢ǯȱ

OKMD∈ ℜÑ ×M ¡ȱȱ ȱ¢ȱ ȱȱ ȱȱ
ȱǯȱ
[[YLLL

OPKMA∈ℜN×M ¡ȱ ȱ ȱ ¢ȱ ȱ ȱ ȱ
ȱȱ¢ȱǯȱ
Ô PKMA∈ℜN×M ȱ¡ȱȱ ȱ¢ȱ ȱȱȬ

ȱ ȱȱ¢ȱǯȱ
PKMA∈ℜN×M ȱ¡ȱȱ ȱ¢ȱ ȱȱȬ

O
ȱ ȱȱ¢ȱǯȱ
p1(t)∈ℜR ȱ£ȱǯȱȱ
pˆ jk ∈ℜ ȱȱȱkȬȱȱȱȱȱȱȱjǯȱ
P11∈ℜN×N ȱȬȱ¡ȱ¢ȱȱȬȱȱȬ
ǯȱȱ
P 11∈ N×N

ȱ ¡ȱ ¢ȱ ȱ ȱ ȱ ȱ ȱ Ȭ
ǯȱȱǯȱ
P 2ord∈ N2ord×N2ord
ȱ¡ȱ¢ȱȱȱȱȱȱȬ
ǯȱȱǯȱ
ĭk (ǻy)∈ Nkȱ ȱȱ ȱȱȱȱkȱȱȱǰȱ

ȱȱ¢ȱ ǯȱ
ĭnord (ǻy)∈ M
ȱȱȱ ȱȱȱȱŗȱȱnȱȱȱ
ǰȱȱȱ¢ȱ ǯȱ
ĳj∈ ȱ ȱ ȱȱȱȱǯȱȱ
‫׋‬j∈ ȱ ȱ ȱȱȱȱȂȱǯȱȱ
φˆ j∈ ȱ ȱ ¡ȱ ȱȱȱȱȱǯȱ
ȌǻznordǼ∈ Mȱ ȱȱ ȱȱȱȱŗȱȱnȱȱzȬȬ

ǰȱȱȱ¢ȱ ǯȱ
[[L[

ȌkǻtǼ∈ Nkȱ ȱȱȱȱȱkȱȱzȬǯȱ
M ×m
Ȍ̂ ∈ ¡ȱȱ¢ȱȱψ̂ jǯȱ
M
ψ̂ j∈ Ȭȱȱȱȱ¢ȱȱȱȱǯȱ
ȡ∈ℜȱ ȱ ȱ ȱ ȱ ȱ Ȭȱ £ȱ

ǯȱ
Q11∈ℜƼȱ ȱ Ȭȱ ¡ȱ ȱ ȱ ȱ ȱ ȱ ȱ
ȱǯȱ¢ȱǯȱ
11∈ℜƼȱ
Q ȱ Ȭȱ ¡ȱ ȱ ȱ ȱ ȱ ȱ ȱ
ȱǯȱȱǯȱ
Q2ord∈ℜŘƼŘȱ ȱȬȱ¡ȱ ȱȱȱȱȱ
ȱȱȱȱȱȱȱǯȱȱ
2ord∈ℜŘƼŘȱ
Q ȱȬȱ¡ȱ ȱȱȱȱ
ȱȱȱȱȱȱȱȱǯȱȱ
R∈ℜR×Rȱ ȱȬȱ¡ȱ ȱȱȱȱȱȱȱ
ǯȱ
σj∈ℜ ¢ȱȱȱȱȱ¢ȱȱȜjǯȱ
Ȣj∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱojǯȱ
ςˆ j∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱ ô jǯȱ
ς j∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱ o jǯȱ

Ȉ ∈ ^M ×M

ǯȱ
ȱ¡ȱ ȱȱȱȱȱ X
~ N × N
T∈ ȱ ¡ȱȱȱȱȱȱ¡ȱ ȱǯȱ
~
T̂ ∈ ^M ×M ¡ȱȱȱȱ C ǯȱ
[[[

t∈ℜ ǯȱ
Ĳj,k,…∈ℜ ȱȱȱȱ ȱȱȜj,k,…ǯȱ
u∈ℜR ȱ ȱȱȱȱȱȱ¢ȱ¢ǯȱ
uOpt∈ℜR ȱȱȱ ȱȱȱǯȱ
ǻ2u∈ℜR2ȱ ȱȱȱȱȱȂȱȱȱȱŘǯȱ
ǻ3u∈ℜR3ȱ ȱȱȱȱȱȂȱȱȱȱřǯȱ
uj+∈ℜRȱ ȱȱȱȱ¢ȱȱȱȱȡȱȱusepȱȱ
ȱjȬȱǯȱ
uj-∈ℜRȱ ȱȱȱȱ¢ȱȱȱȱȡȱȱ
usepȱȱȱjȬȱǯȱ
ǻuj+∈ℜRȱ ȱȱuj+ȱȱusepǯȱ
ǻuj-∈ℜRȱ ȱȱui-ȱȱusepǯȱ
U11∈ N×Nȱ ¡ȱȱȱȱȱȱȱ¡ȱȱȱ¢ǯȱ

Û ∈ ^M ×M ȱ ǯȱ
ȱ¡ȱȱȱȱȱ X
υ jk ∈ ȱ
l
ȱȱȱȱlȬȱȬȱȱȱǻx2ȱȱȱȬ
ȱȱǻyjǻykǯȱ
vj_∈ Nȱȱ ȱȱȱȱȱ¡ȱȱȱ¢ǯȱ
ৼj_∈ N
ȱȱ ǻǼȱ ȱǯȱ
ৼj,k_∈ Nȱ ȱȱȱȱ ǯȱ
ৼj,k,ll∈ Nȱ ȱȱȱȱǯȱ
[[[L

V11∈ N×Nȱ ¡ȱȱȱȱȱȱȱ¡ȱȱȱȬȱ
¢ǯȱ

V̂ ∈ ^M × Ñ ȱ ¡ȱȱȬȱ¡ȱ ȱǯȱ
V̂ 11∈ N×N
ȱ ¡ȱȱȱȱȱȱȱ¡ȱȱȱȬȱ
¢ǯȱ
11∈
V N×Nȱ ¡ȱȱȱ ȱȱȱ ȱ ȱȱ Ȭȱ
¢ȱȱȱȬȱ¢Ȃȱȱǯȱȱ
Ǒ ∈ ^ Ñ ×M ȱ

ǯȱ
ȱ¡ȱȱȱȱȱ X
W nord∈ M×M £ȱ¡ȱȱȱȱȱHnordǯȱ
Wnord∈ M×M Matrix of right eigenvectors of ¡ȱHnordǯȱ
Wjk∈ Nj×Nk Sub-matrix of WnordȱȱȱȱȌkǻtǼȱȱȬ

ȱĭj(t).
W jk∈ Nj×Nk Sub-matrix of W nord.
wj_∈ Nȱ ȱȱȱȱȱ¡ȱȱȱ¢ǯȱ
j_∈
w Mȱ ȱȱȱHnordǯȱ
w j_∈ Mȱ £ȱȱȱȱHnordǯȱ
,Y
X ∈ℜM ×N ȱȱȱǯȱ
xk∈ℜNȱȱ ȱȱȱȱ¢ȱȱȬȱ ǯȱ
x∈ℜNȱ ȱ ȱȱȱȱ¢ȱȱȬȱ ǯȱ
ǻ2xi,j∈ℜN2ȱ ȱȱȱȱȱȱȱȱȱŘȱȱ
ȱȱ£ȱǯȱ
ǻ2x∈ℜN2ȱ ȱȱȱȱȱȂȱȱȱȱŘǯȱ
[[[LL

ǻ3x∈ℜN3ȱ ȱȱȱȱȱȂȱȱȱȱřǯȱ
ǻ3xi,j,k∈ℜN3ȱ ȱȱȱȱȱȱȱȱȱřȱȱ
ȱȱ£ȱǯȱ
xi+∈ℜNȱ ȱȱȱȱ¢ȱȱȱȱȡȱȱxsepȱȱ
ȱiȬȱǯȱ
xi-∈ℜNȱ ȱȱȱȱ¢ȱȱȱȱȡȱȱ
xsepȱȱȱiȬȱǯȱ
ǻxi+∈ℜNȱ ȱȱxi+ȱȱxsepǯȱ
ǻxi-∈ℜNȱ ȱȱxi-ȱȱxsepǯȱ
ǻxi∈ℜNȱ ȱȱxi+ȱȱ-xi-ǯȱ
਄Ui+∈ℜNȱ ȱȱȱȱȱȱ¢ȱȱȱȱȱ
ȱȱȡȱȱȱiȬȱȱǯȱ
ǻ਄Ui+∈ℜNȱ ȱȱ਄Ui+ȱȱ਄sepǯȱ
ǻkx∈ℜNkȱ ȱȱȱȱȱȱȱȱkȱȱȱȬ
ȱ£ȱǯȱȱ
ǻ1xi∈ℜNkȱ ȱȱȱȱȱŗȱȱȱȱ£ȱȬ
ǯȱ
ȟj∈ m ȱȱȱ¡ȱ ȱȱ K̂ ǯȱ
y∈ N
ȱ ȱȱȱȱȬȱ¢ǯȱ
y ∈ N ȱ ȱȱȱȱȬȱ¢ǯȱ
ǔ∈ℜL ȱ ȱȱȱȱȱȱ¢ȱ¢ǯȱ
ǻǔi+∈ℜL ȱȱȱȱȱ ȱ਄i+ȱȱǯȱ
[[[LLL

ǻǔi-∈ℜL ȱȱȱȱȱ ȱ਄i-ȱȱǯȱ
z∈ Mȱ ȱ ȱǯȱȱ
zj∈ Mȱ ȱ ȱȱȱȱjǯȱȱ
znord∈ Mȱ ȱȱȱȱŗȱȱnǯȱ

[[[LY

Chapter 1
Introduction
This introductory chapter presents a brief description of the research work in this disser‐
tation.
The background and motivations are explained as well as the statement of the
problem that is addressed in the research.
A concise review of the previous work related to the topics treated in this disser‐
tation is presented. Also, the goals and objectives of this research work, the obtained re‐
sults, and the limitations of the proposed approach are stated.
Moreover, the main contributions are summarized, and the publications generat‐
ed from this work are listed.
The last part of the chapter is an outline of the general structure of the disserta‐
tion.

1.1 Background and motivation
The description and characterization of spatiotemporal oscillatory dynamics is a
central question in power system stability and control [1]‐[5]. Global mode anal‐
ysis techniques are of interest because they can be used to extract a small set of
global variables with which to characterize the short‐term swing dynamics in
cases where linear methods fail.
With such an approach, the essential dynamical coordinates or modes of
high‐dimensional measured trajectories that have an important influence on
system behavior can be isolated, and the mechanisms leading to a system insta‐
bility can be identified [4].
Transient motions associated with system modes can vary from localized
behavior to large‐scale global motion and may be highly correlated for a given
time interval, especially in the case of poorly damped or unstable oscillations
following large disturbances [1], [2]. Such interactions can be usefully described
in terms of modes interacting with each other via the network structure and via
the initial operating conditions [2], [3].
Understanding how these modes evolve and interact is key not only to
assessing system stability but also to identifying dynamic devices and their con‐
trol systems involved in the oscillations and to design controllers [6], [7].
The extracted global coordinates can then be correlated with specific sys‐
tem behavior and be used to identify coherent patterns and global trends. This is
the subject of this research.
1.2 Problem statement
The increasing complexity of electric power systems and their operation under
high loading conditions require the availability of efficient techniques capable to
provide useful information about intrinsic global dynamic behavior [2], [3], [8]‐
[10], as well as appropriate schemes for monitoring and control those slow
wide‐area oscillations [11]‐[13].
2
Model‐based techniques for describing global behavior of complex tran‐
sient processes are of particular interest for characterization of wide‐area phe‐
nomena.
Large stressed interconnected systems when subjected to large disturb‐

ances, due to its number of degrees of freedom and the sparse geographical dis‐
tribution, exhibit highly complex phenomena including modal interactions,
temporarily chaotic vibrations, and intermodulation. To determine the mecha‐
nisms governing these physical variations, it is essential to characterize the
large‐scale interactions between the system modes [8].
However, the application of this type of analyses is limited to small pow‐
er systems due to the enormous computational burden [2], opening an oppor‐
tunity to develop methodologies that allow this kind of non‐linear analysis to be
applied on medium‐sized and large multi‐machine power systems.
Finally, the use of efficient analysis techniques is of utmost importance to
the ultimate utilization of these non‐linear analysis techniques to the develop‐
ment of new control laws or devices.
In the following section, the research work related to the mentioned areas
of investigation is briefly described. Areas of application and future research are
also identified.
1.3 A brief review of previous work

Over the last few years, a data‐driven framework for the analysis of high‐
dimensional measured data, based on the Koopman operator with the ability to
characterize the spatiotemporal structure of stability phenomena using spectral
analysis [14], [15] has been introduced.
Central to this framework is the decomposition of observables or outputs
based on the projection onto eigenfunctions of a linear Koopman operator asso‐
3
ciated with the dynamical evolution of the underlying transient process [16]‐
[18].
Analytical model‐based methods to efficiently and accurately compute

the Koopman eigen‐tuples of large and complex dynamical systems are surpris‐
ingly sparse. Apart from a limited number of publications using perturbation
methods, the problem of characterization of large non‐linear power system
models has received limited attention.
In the literature, non‐linear analysis techniques have been efficiently used
to investigate global system behavior [3], [8]‐[10] and modal interactions [19],
[20], to define non‐linearity indexes [2], [5], [9], [21], [22], to predict power sys‐
tem inter‐area separation [20], to assess the effect of renewable energy [23], and
to analyze [19] or design controllers [24]‐[27].
In reference [25], the authors redesign a non‐linear controller to eliminate
Hopf bifurcations from the systemʹs normal operation region. References [26]
and [27] use non‐linear participation factors to locate power system stabilizers
(PSSs) and to retune the generatorʹs excitation system, respectively.
On the other hand, many wide‐area controllers have been designed based
on linearized representations of the system and optimal linear control theory
[11]‐[13], whereas non‐linear controllers have been designed based on linear
feedback linearization [24], [28]‐[29] or Lyapunov energy functions [30]‐[31].
As stated in [24], the Lyapunov function‐based methods need to find a
Lyapunov energy function for a certain system, while the normal forms meth‐
ods have well‐established procedures. These methods are based on Lie deriva‐
tives of a non‐linear power system model [24] and can be used to study the ef‐
fect of non‐linear modal interaction on power system dynamic behavior as well
as to design and locate system controllers.
The extension of these approaches to deal with large, sparse system mod‐
els has been recently addressed in the power system literature [32] but several
4
issues warrant further investigation. These include the incorporation of trans‐
mission network devices, the efficient solution of the resulting models and the
analysis of system‐device interactions, among other issues. More recently, mod‐
el‐driven approaches with the ability to analyze complex system models have
been proposed that provide an alternate characterization of non‐linear system
behavior [33]. These models are of special interest here since they can be used in
conjunction with data‐based analysis methods based on Koopman mode analy‐
sis.
In closing, it must be mentioned that the characterization of dynamical
systems’ global behavior and the development of new control laws has been
usually addressed under perturbation theory, with techniques such as linear
stability analysis [2], [34], the method of normal forms [2], [9], [35], and modal
series [23], [36].
Key issues of these approaches that require further investigation include
[2], [3], [9]:
1. The obtained representations are valid in a region around a stable

(unstable) equilibrium point.
2. The computational burden of computing the higher‐order matrices of
coefficients is high
3. It is required to have knowledge about the system stable equilibrium
points.
4. Obtaining the system response in the non‐linear coordinates is com‐
putationally demanding.
5. The size of the problem grows exponentially with system dimension
and stress.
5
The emergence of new techniques and approaches in non‐linear systems
theory opens the possibility to extend the realm of applicability of non‐linear
methods to circumvent some of the above limitations.
1.4 Dissertation objectives

The primary objective of this dissertation is to provide a novel alternative ap‐
proach to characterizing the global behavior of complex power system models
based on Koopman mode decomposition of a perturbed analytical model. As a
by‐product, techniques to design non‐linear feedback controls are investigated
and methods to automate the analysis techniques are developed.
Specific objectives include:
1. The development of a general high‐order theory for studying non‐linear
behavior in complex power system models.
2. The design of simple and straightforward schemes for the efficient appli‐
cation of the developed methods.
3. To gain insight into the non‐linear phenomena arising from complex sys‐
tem formulations, and how these phenomena can be visualized and char‐
acterized in terms of relevant modes of motion.
4. To derive measures of observability to identify critical system modes
based on the notion of observables in Koopman mode analysis.
5. To develop an analytical framework for relating the measured evolution
of a non‐linear response with the obtained higher‐order approximation.
1.5 Research contributions
The main original contributions of this research work are:
 The development of an analytical approach based on the chain rule to
rapidly linearize a dynamical system up to a certain order of analysis.
6
 The development of a method that combines Koopman mode analysis
with perturbation theory to obtain a closed‐form approximation to the
system response, in which the influence of mode interactions on system
response can be singled out in an efficient manner.
 The development of an efficient methodology to compute the proposed
non‐linear perturbed model, as well as the corresponding initial condi‐
tions and eigendecomposition.
 The derivation of non‐linear measures of observability, measures of non‐
linearity, and non‐linear residues.
 The development of a quadratic non‐linear controller with structural con‐
straints and the inclusion of a truncated set of non‐linear dynamics.
1.6 Organization of the dissertation
This dissertation is structured into nine chapters. After this introductory chap‐
ter, Chapter 2 presents a theoretical background on Koopman operator analysis
and briefly describes its most relevant properties. A review of both, data‐driven
and model‐based Koopman‐based analysis techniques is presented along with a
review of Koopman operator theory.
Chapter 3 presents a novel methodology for the linearization of dynam‐
ical systems of differential equations. This method is named “Recursive Lineari‐
zation” and is based on the chain rule and perturbation theory that extend exist‐
ing analysis methods to the non‐linear case. Efficient algorithms for its straight‐
forward and fast implementation are also introduced.
In addition, a new method that combines Koopman mode analysis and
perturbation theory to analyze and characterize weak non‐linearities of a dy‐
namical system around a stable system equilibrium point is then presented in
Chapter 4. Efficient schemes for its implementations are also provided.
7
In Chapter 5 Koopman observability measures in the Koopman operator
theory and the data‐driven frameworks are derived. These non‐linear observa‐
bility measures are extended to the perturbed Koopman mode analysis.
An illustrative application of the recursive linearization method to ana‐
lyze multi‐machine power systems is presented in Chapter 6. Additionally, non‐
linear interactions of the type state‐state and state‐input are assessed for a cubic
extended Koopman eigenfunctions‐based model.
In Chapter 7 the development of a truncated quadratic non‐linear control‐
ler to damping wide‐area oscillations is presented. The proposed control law is
based on optimal control theory and the perturbed Koopman mode analysis in
Chapter four. Structural constraints of the communication network are consid‐
ered for the controller design, and a structural architecture for online application
is suggested.
Numerical results are provided in Chapter 8 for various test systems
Finally, in Chapter 9 conclusions, and suggestions for future work are
summarized.
1.7 Publications
The following publications are the result of this research work.
1.7.1 Conference papers
‐ M. A. Hernández‐Ortega and A. R. Messina, “Koopman mode analysis of
measured oscillations: An observability‐based approach,” North American
Power Symposium (NAPS), Charlotte, NC, October 2015.
‐ M. A. Hernández‐Ortega and A. R. Messina, “Koopman mode analysis of
very large datasets: Numerical experience,” Transmission and Distribution‐
Latin America (T&D LA), Morelia, Mex., Sept. 2016.
8
1.7.2 Refereed journal papers
‐ M. A. Hernández‐Ortega and A. R. Messina, “An observability‐based
approach to extract spatiotemporal patterns from power system
Koopman mode analysis,” Electric Power Components and Systems, vol. 45,
no. 4, pp. 355‐365, Feb. 2017.
‐ M. A. Hernández‐Ortega and A. R. Messina, “Nonlinear power system
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13
Chapter 2
Koopman Mode Analysis
Over the last few years, Koopman mode analysis has emerged as an alternative approach
to the study of data-driven system representations.
In this context, Koopman mode analysis captures the full information of a (non-
)linear system through the spectral analysis of the Koopman operator and provides a
very general analysis tool to investigate the stability of both, model-based, and data-
driven-based representations. The associated Koopman modes represent spatial flow
structures and have an associated temporal frequency and growth rate that may be
viewed as a non-linear generalization of linear global modes.
In this chapter, a brief description of Koopman mode analysis is developed in a

discrete-time framework. The main properties of this technique are presented, and special
attention is focused on its mathematical formulation.
Further, the most relevant algorithms for estimating approximations of the

Koopman modes are presented. Numerical issues related to its implementation are also
discussed.
2.1 The Koopman operator
Following [1]-[3], consider a continuous-time dynamical system evolving on a
finite M-dimensional smooth manifold Z, such that, for all z∈Z
zɺ (t ) = f (z(t )), z(0) = z(t0 ) (2. 1)
where f is a vector field.
In discrete time, mapping the state z(t0) forward in time, yields zk+1 =
T(z(k)) = T(zk), where zk = z(k∆t), and T is a discrete map, T(∆t): Z → Z.
Let T denote the iterated map T: Z → Z, projecting from the space Z ⊂ M
onto itself, describing a non-linear system in a certain system of coordinates

zk∈ . Then, we can define a set of observables xk∈ℜN, as the projection of the
M
space Z onto the space X ⊂ ℜN, through a function f [1], [2].
The evolution of the system and the observables is given by:
z k +1 = T(z k )
(2. 2)
x k +1 = f (z k +1 ) = f (T(z k ))
Mathematically, the evolution of the observables induces a (discrete-time)

Koopman operator UT, as:
[U T f ](z k ) = [ f T](z k ) (2. 3)
where the terms within brackets [∙] are functions acting over the vector of varia-
bles zk, and f ○T denotes the composition of the functions f and T.
It should be pointed out that, in general, UT is infinite-dimensional. By re-

stricting the Koopman operator to a subspace spanned by a limited number of
observables, however, a finite-dimensional linear representation of a non-linear
system can be obtained [2], [3].
More importantly, when the space of observables is a vector space, the

Koopman operator is linear [2]. Therefore, the study of the spectral properties of
15
UT gives insight into the dynamics of the system in a similar way to the case of
finite-dimensional systems [2], [3].
2.1.1 Koopman eigenfunctions

Let {ψ1, ψ2, …, ψM} denote a set of eigenfunctions of the Koopman operator. In
the discrete-time case, UT satisfies:
[UT ψ j ](z) = µ jψ j (z) (2. 4)
where the terms μj ∈ are the Koopman eigenvalues (KVs).
The following four properties of the Koopman eigenfunctions can readily

be verified [2]:
Property 2.1 (Linearity). Since UT is linear, it holds that for any functions
f1, f2, and scalars α, β
[U T (α f1 + β f 2 )](z 0 ) = α [U T f1 ](z 0 ) + β [U T f 2 ](z 0 ) (2. 5)
Property 2.2 (Potency). Let ψ (z) = zk, k∈ℵ. Then

__
[UT ψ ]( z ) = ψ (µz ) = µ k z k = µ kψ ( z ) (2. 6)
and thus, the function ψ(z) is an eigenfunction of UT with eigenvalue μk.
Property 2.3 (Algebraic structure). If ψ1 and ψ2 are eigenfunctions of UT

with eigenvalues μ1 and μ2, then ψ1ψ2(z) is an eigenfunction of UT with eigenval-
ue μ1μ2:
U T (ψ 1ψ 2 )  ( z ) = [U T ψ 1 ] ( z ) [U T ψ 2 ] ( z ) = ( µ1 µ 2 ) [ψ 1ψ 2 ] ( z ) (2. 7)
Property 2.4 (Spectral equivalence of topologically conjugate systems).

Let S : Y → Y and T : Z → Z be topologically conjugate and let ℋ : Z → Y be the
homeomorphism between them, such that S ○ ℋ = ℋ ○ T. If ψ is an eigenfunction
of US with eigenvalue μ, then ψ ○ ℋ is an eigenfunction of UT at eigenvalue μ [1].
16
2.1.2 Koopman modes
Assume that the function f is defining the observables in the span of a set of lin-
early independent eigenfunctions ψj. Then, the function f in (2.2) can be expand-
ed as
f ( z ) = ∑ j =1ψ j ( z ) vɶ j
∞
(2. 8)
where the vectors of coefficients ṽj ∈ N are the Koopman modes (KMs), and are,
in general, not necessarily orthogonal [2], [3].
The dynamic evolution of the system (2.2), given by the iterations of (2.7)
and (2.8) from the initial value z0, is [2], [4]:
 [
f (z1 ) = f (T(z 0 )) = U T1 f (z 0 ) ]

[ ]
 f (z 2 ) = f (T(z1 )) = U T f (z1 ) = U T f (z 0 )
1 2
[ ] (2. 9)

 ⋮
 [
f (z k ) = U Tk f (z 0 ) ]
and, in accordance with (2.3), (2.4), and (2.8)
∞ ∞
f ( z k ) = ∑ U T k ψ j  ( z 0 ) vɶ j = ∑ µ kjψ j ( z 0 ) vɶ j (2. 10)
j =1 j =1
where the terms μj are the discrete-time Koopman eigenvalues with a decay rate
σ j and oscillate to at a unique frequency γj, such that for the considered frame-
work, their evolution is given by μj k = exp (λjk∆t) = exp ((σj +iγj)k∆t).
To further illustrate this notion, let now {μ1, μ2, …, μN} be the set of linear
eigenvalues of f, and {ψ1, ψ2,…, ψN} be the set of corresponding linear eigenfunc-
tions. By making use of properties 2.2 and 2.3 in equation (2.10), one has that
∞ ∞ N N
f ( z k ) = ∑ j =1 µ kjψ j ( z 0 ) vɶ j + ∑∑∑∑ µ jp µlq ψ jpψ lq  ( z 0 ) vɶ ( p ,q , j ,l )
N
(2. 11)
p =1 q =1 j =1 l =1
where ṽ(p,q,j,l) is the Koopman mode corresponding to the eigenvalue ( µ jp µ lq ).
17
2.2 Particular cases of analysis
Three particular cases for analysis that are of interest to this research are
discussed below:
1. Koopman mode analysis (KMA) of a diagonal system,
2. Koopman mode analysis of a linear system, and
3. Koopman mode analysis of the output signals of a linear system.
2.2.1 KMA of diagonal systems

Let x = [x1, x2, …, xN]T and ẋ = A11x, where A11∈ N×N is a transformation matrix. If
{λ1, λ2,… , λN} is the set of eigenvalues of A11 and λj≠λk for j≠k, then A11 can be
decomposed as A11=V11Λ11U11, where V11 and U11 are the matrices of right and
left eigenvectors of A11, respectively, and Λ11 = diag(λ1, λ2, …, λN) [5].
Use of the transformation x = V11y = V11[y1 y2 … yN]T in the linear model

yields
yɺ = V11−1 [ A11x] = V11−1A11V11y = Λ1y (2. 12)
where Λ1= U11A11V11, and ẏ= [ẏ1 ẏ2 … ẏN]T.
In this relation, the maps Λ1 and A11 are topologically conjugate by

Λ1(V11)-1 = (V11)-1 A11. Further, from (2.12) it can be seen that φj(y) = yj are eigen-
functions of UΛ corresponding to eigenvalues λ_j.
By making use of properties 2.3 and 2.4 with ℋ = (V11)-1, it is immediately

seen that:
ϕ (j ,pk,q ) (y ) = [ϕ j (y )]p [ϕk (y )]q = y jp ykq (2. 13)
is an eigenfunction of UΛ with eigenvalue (pλj+qλk) [1], [2].
18
2.2.2 KMA of a linear system
Let us consider again a linear system with the form ẋ = A11x, and let A11 be de-
composed as A11= V11Λ1U11 with V11 = [v1 v2 ∙∙∙ vN], where vj is a right eigenvector
of A11 corresponding to the linear eigenvalue λ_j. Then, if wj is the j-th right ei-
genvector of the adjoint A11, A11*, we can define the observable ϕj(x) = 〈x, wj〉 and
write [3]
U Aφ j ( x ) = φ j ( A11x ) = A11x, w j = x, A11

*
w j = x, λ *j w j
(2. 14)
= λ j x, w j = λ jφ j ( x )
One concludes that that ϕj is a linear eigenfunction of the Koopman oper-

ator UA. Let be the vector-valued observable be defined as g(x) = x. Then
N N
g ( x ) = ∑ x, w j v j = ∑φ j ( x ) vɶ j (2. 15)
j =1 j =1
From this expression, we can see that the eigenvector vj of the linear map
A11 is the Koopman mode corresponding to ϕj.
2.2.3 KMA of the output variables of a linear system

It can be noted that in Section 2.2.1 the Koopman operator acting on the dynam-
ics of the regarded observables is indeed the linear transformation A11, while in
Section 2.2.2 it is the diagonal matrix Λ1.
In this section, the Koopman operator of a discrete-time linear system

where the observables are defined as the output signals is found. This case is
interesting because it illustrates the way an infinite-dimensional linear operator
acts linearly over the evolution of a bunch of observables. This case has inspired
the developments presented in Chapter 4.
Consider the discrete-time linear system
x k +1 = A11x k
(2. 16)
yˆ k = C1x k
19
where A 11∈ℜN×N is the discrete-time system matrix, C 1∈ℜL×N is the discrete-
time matrix of output signals and ŷk∈ℜL are the system output signals evaluated
at time step k.
We can then define the observables as:
g ( x k ) = yˆ k = C1x k (2. 17)
Thus, at the initial discrete-time point k=0, equation (2.17) gives
g ( x0 ) = yˆ 0 = C1x0 (2. 18)
Then, at k =1
g ( x1 ) = yˆ 1 = C1x1
= C1A11x 0 (2. 19)
+ −1 +
= C1A11C x 0 = C1V11M1 V C x 0
1 11 11
U 1A U 1A
where the symbol + denotes the Moore-Penrose pseudoinverse and M 1∈ N×N

is
a diagonal matrix containing the discrete-time eigenvalues of the system.
Furthermore, from (2.19) it can be noted that for a time step k
g ( x k ) = yˆ k = C1x k
= C1 A11
k
x0 (2. 20)
+ −1 +
= C1 A C yˆ 0 = C1V11M V C yˆ 0
k
11 1
k
1 11 1
U Ak U Ak
and the evolution of the observables can be expressed as:
g ( x k ) = ∑ j =1 µ kj φ j ( x0 ) vɶ j
N
(2. 21)
where the Koopman modes ṽj are calculated as:
ɶ = [ vɶ vɶ ⋯ vɶ ] = C V
V (2. 22)
1 2 N 1 11
20
and the values of the Koopman eigenfunctions may be calculated from:
Θ ( x0 ) = φ1 ( x0 ) φ2 ( x0 ) ⋯ φN ( x0 )  = V11−1x0
T
(2. 23)
Now, by extrapolating the above results to the system (2.2), if T is an infi-

nite-dimensional matrix describing the time-evolution of the Koopman eigen-
functions, and if the state variables of the system (2.2) were output signals, or
the observables, equations (2.17) through (2.23) illustrate how the dynamics of
the Koopman modes are projected onto the observed state variables.
Although a finite set of observables could be recorded, the quantity of the

dynamics regarding the Koopman operator is infinite.
2.3 Approximate methods

Although in Section 2.2, some examples of linear systems and their correspond-
ing Koopman operators were shown, in general, an explicit finite representation
of the Koopman operator for non-linear dynamical systems is unreachable [1].
In literature, two types of strategies are followed to obtain approxima-

tions to the Koopman operator as well as its tuples (Koopman eigenvalues,
Koopman eigenfunctions, and Koopman modes):
i) Data-driven approaches: These techniques do not use any information

about the equations describing the dynamics of the system. The most
important ones are the Koopman mode decomposition (KMD) tech-
nique [3], the dynamic mode decomposition (DMD) method [6], and
the extended dynamic mode decomposition (EDMD) [7].
ii) Model-based approaches: This type of approaches use the equations

modeling a non-linear system to obtain a finite representation of the
Koopman operator. These finite representations may be exact or ap-
proximated, depending on the dimension of the subspace of
Koopman eigenfunctions containing the underlying dynamics [8].
21
In what follows, the data-driven approaches and the two types of finite
representations of the Koopman operator (exact and approximated) are de-
scribed.
2.3.1 Numerical data-driven methods
2.3.1.1 Koopman mode decomposition
The Koopman mode decomposition (KMD) method is a variant of the standard

Arnoldi method, based on the recursive generation of Krylov subspaces [3].
Consider a network of sensors that represent PMUs or other measuring

devices [9]. Let now ~
x j(tk), j=1,…, Mɶ , k=0, …, Ñ, denote an element of observa-
tion, where Mɶ is the number of sensors, Nɶ +1 is the number of samples. In
power systems’ practical applications, typically Mɶ < Nɶ +1.
ɶ
Following [2] and [7], if xɶ k ∈ℜM is a snapshot, then the snapshot data ma-
ɶ ∈ℜMɶ × Nɶ can be defined as:
ɶ ,Y
trices X
ɶ = xɶ
X xɶ 2 ⋯ xɶ Mɶ −1  (2. 24)
 0
ɶ = xɶ xɶ ⋯ xɶ ɶ 
Y (2. 25)
 1 2 M
where for the specific case of the KMD technique,
ɶ =g X
Y ( )
ɶ = XC
ɶˆ (2. 26)
ɶ ɶ
i.e., Ĉ ∈ℜN ×N is the associated companion matrix resembling the effect of the
~
Koopman operator in the data set X , and is constructed as:
0 0 0 0 cˆ0 
1 0 0 ⋯ 0 cˆ1 

ˆ = 0
C 1 0 0 cˆ2  (2. 27)
 
 ⋮ ⋱ ⋮ ⋮ 
0 0 0 ⋯ 1 cˆNɶ −1 

22
where ĉ = (ĉ0, …, ĉ Nɶ −1 )T is the vector of coefficients of the linear combination [10]
xɶ Nɶ = g ( xɶ Nɶ −1 ) = cˆ0 xɶ 0 + ⋯ + cˆNɶ −1xɶ Nɶ −1 + r = Xc

ɶˆ (2. 28)
and r is the residue of the linear combination. We note that, in the limit, r ≈ 0 as
~
Mɶ increases and rank( X ) → Nɶ .
~ ~
Consider now the eigendecomposition Ĉ= T -1 Μ̂ T , Μ̂ =diag( µ~1,…, µ~Nɶ ).
The eigenvalues µ~ j ∈ C of Ĉ are then approximations to the eigenvalues μj of g,
Nɶ
called empirical Ritz eigenvalues. The empirical Ritz eigenvectors v̂ j∈ are
defined to be the columns of the matrix V̂= [ v̂ 1 v̂ 2 ⋅⋅⋅ v̂ Nɶ ], where [3]
V ɶ Tɶ −1
ˆ =X (2. 29)
Using this approach, each snapshot can be decomposed as:
Nɶ
xɶ k = ∑ µɶ jk vˆ j , k = 0,… , Nɶ − 1 (2. 30)
j =1
Then, the last snapshot is given by:
Nɶ
xɶ Nɶ = ∑ µɶ jN vˆ j + r, r ⊥ span {xɶ 0 ,… , xɶ Nɶ −1}
ɶ
(2. 31)
j =1
It can be observed from (2.21), (2.30), and (2.31) that the Ritz eigenvalues,
µ~ j, are approximations to the Koopman eigenvalues μj as the empirical Ritz ei-
genvectors v̂ j are approximations to the Koopman modes ṽj multiplied by the
value of the corresponding Koopman eigenfunctions ϕj(x0), i.e. ϕj(x0)ṽj. However,
equation (2.30) approximates each snapshot via a finite sum of modes, rather
than an infinite sum.
There are three main sources of computational error affecting the imple-
mentation of the Koopman mode decomposition method:
23
1. Ill-conditioning of the computations: This is the most common and im-
ɶ in (2.29), when T
portant factor. It is associated with the inversion of T ɶ
has large entries originated from highly-unstable Koopman eigenvalues

estimations. Two factors generate this condition:
a. The presence of highly unstable dynamics in the analyzed data.

The only one solution for this case is to adjust the considered sam-
pling window.
b. The second reason is an inaccurate computation of the empirical

Ritz eigenvalues. Numerical experience indicates that this problem
lies in the process of computing the vector ĉ. In literature, two
methods are used to compute the linear combination ĉ: In [11], the
~
authors use the Moore-Penrose pseudoinverse of X for
( )
+
ɶ
cˆ = X xɶ Ñ (2. 32)
~
whereas in [12] the economy-size QR decomposition of X is used.
~ ɶ ɶ ɶ
This means that with X = QR, Q∈ ℜ M × M , R∈ ℜ M × Ñ , the vector ĉ is
calculated as:
cˆ = R +Q−1xɶ Ñ (2. 33)
For the case of power systems, we propose the use of the formula
( )
+
ɶ TX
cˆ = X ɶ ɶɶ
Xx (2. 34)
Ñ
which is more stable for the cases where Mɶ < Nɶ +1.
2. Dependence of the results on the last snapshot: This implies that the
Koopman mode estimates may vary from one sampling window to an-
other. Numerical experience shows that this variation on the estimations
decreases as the dataset and the sampling rate increases.
24
3. Similarity with the discrete Fourier transform (DFT): Analogously to the
DFT, the rate of oscillation of the Koopman modes is limited by the
Nyquist criterion; the Koopman eigenvalues are separated around the
unit circle by a differential of frequency Δf almost equal to that defined
for the DFT, except for the most dominant Koopman modes.
This essentially means that the resolution of the Koopman mode decom-
position method increases as the observational period increases.
As can be noted, the second and third numerical issues associated with
the Koopman mode decomposition method are intrinsically enhanced when
large datasets are used. It should be stressed, however that the results of these
numerical methods are still estimations of the true Koopman modes.
A remarkable advantage of this technique is that the sub-process of calcu-

lating the approximate Koopman eigenvalues depends on the computation of
the vector ĉ, which in fact is the less demanding stage of the algorithm.
2.3.1.2 Dynamic mode decomposition
A variation of the Koopman mode decomposition method is the dynamic mode

decomposition (DMD) algorithm. This method is based on the projection of
large-scale datasets onto a dynamical system with fewer freedom degrees. The
dynamic modes are intended to characterize the most energetic Koopman struc-
tures contained in the analyzed dataset [6].
ɶ such that X
This variant computes the SVD of the matrix X ɶ = ÛΣŴH,
Mɶ ×Mɶ ɶ ɶ ɶ ɶ
where Û∈ , Ŵ∈ N ×M , and Σ∈ M ×M is a diagonal matrix containing the
ɶ . ŴH denotes the conjugate transpose of Ŵ [5].
singular values of X
By substituting the above decomposition in (2.26) and rearranging we ob-

tain
ɶ =U
C ɶ ˆ −1 = ΣW
ˆ H YWΣ ˆ ˆ −1
ˆ H CWΣ (2. 35)
25
~
where C generally allows a more robust implementation and preserves the most
dominant patterns encountered in matrix Ĉ. This alternate algorithm is exact
ɶ is full-rank [11].
when X
ɶ is then performed by solving

The extraction of the dynamic patterns of X
the diagonalization problem
⌢
ɶ ˆ −1 = TM
ˆ H YWΣ
U ˆ Tˆ −1 (3. 36)
⌢
where M =diag( µˆ 1 , … , µˆ J ) contains the set of most dominant eigenvalues of Ĉ
~
and T̂ ∈ Nɶ × Nɶ
is the matrix of right eigenvectors of C .
The dynamic modes are set as V̂ = Û T̂ , whereas the time coefficients are
ˆ −1ΣW
computed either with T ˆ H or by scaling the columns of V̂ by appropriate
complex scalars.
The dynamic mode decomposition shares strengths and weaknesses with

other modal decompositions forms such as the proper orthogonal decomposi-
tion (POD) method [3].
In this sense, the main numerical issue of the dynamic mode decomposi-
tion method resides in the fact that its estimates may result in mode mixing and
lead to an ill-conditioning problem, especially for datasets with a reduced num-
ber of sensors [12].
2.3.2 Model-based approaches

In this section, two model-based approaches to approximate the Koopman op-
erator are reviewed in the context of this research. The first one, the extended
dynamic mode decomposition (EDMD), is model-based but data-driven. The
discussion also extends to the analysis of finite approximations based on the
system dynamical equations.
26
2.3.2.1 Extended dynamic mode decomposition
The extended dynamic mode decomposition (EDMD) was first proposed in [7].
This method approximates not just the Koopman modes and eigenvalues, but
also the Koopman eigenfunctions.
ɶ and Y
Here, the definition of the previously used snapshots matrices X ɶ ,
is extended by simply considering
yɶ k = g (xɶ k ) (2. 37)
ɶ and Y
where X ɶ are not necessarily time series [13].
Additionally, a dictionary of candidate non-linear functions ψ̂ j of the col-

ɶ is required:
umns of X
ɶ ) = ψˆ (X
 1 ) ψˆ 2 (X) ⋯ ψˆ m (X) 
ˆ (X
Ψ ɶ ɶ ɶ (2. 38)
that may consist of constant, polynomial, trigonometric, or other non-linear

functions [7], [14].
The optimal choice of the functions being part of the dictionary is an open
problem, but here it is assumed to be rich enough to accurately approximate the
most dominant Koopman tuples [7].
The time evolution of the selected observables can then be written in

terms of the dictionary functions as:
ɶ ) = [Ψ
ˆ ]( X
[U Ψ ɶ)=Ψ
ˆ gˆ ]( X ɶ )K
ˆ (X ˆ +r (2. 39)
O
ˆ ∈C m× m is a finite representation of the Koopman

where r is a residue and K O
operator, related with the dictionary of functions.
ˆ is computed by correlating the func-

In literature, this approximation K O
ɶ ) and Ψ
ˆ (X
tions Ψ ɶ ) [7], or by sparse regression [14].
ˆ (Y
27
ˆ with eigenvalue µ~ j, the ap-
Thus, if ξj is the j-th right eigenvector of K O
proximation to the j-th Koopman eigenfunctions is given by:
φˆj (xɶ k ) = Ψ
ˆ (xɶ )ξ
k j (2. 40)
Now, the observables can be conveniently expressed as part of the span

of the functions ψ̂ j as:
m
g j ( xɶ k ) = ∑ψˆ l ( xɶ k )bˆk ( l ) = Ψ
ˆ ( xɶ )bˆ
k k (2. 41)
l =1
where b̂ k∈ m is a vector of coefficients.
Therefore, the vector of observables at time instant k may be expressed as

follows
g ( xɶ k ) = Bˆ T Ψ
ˆ T ( xɶ )
k (2. 42)
where Bˆ T = [bˆ 1 bˆ 2 ⋯ bˆ m ] .
ˆ (xɶ ) = [φˆ (xɶ ) φˆ (xɶ ) ⋯ φˆ (xɶ )] , and using (2.40), it is

Assuming that Φ k 1 k 2 k m k
obtained that:
ˆ (xɶ ) = Ψ
Φ ˆ (xɶ )Ξ (2. 43)
k k
where Ξ=[ξ1 ξ2 ··· ξm].
This means that, as in reference [7],
m
ˆ ˆ T (xɶ ) = ∑ vˆ φˆ (xɶ )
g (xɶ k ) = VΦ (2. 44)
k j j k
j =1
with
ˆ = [ vˆ
V 1 vˆ 2 ⋯ vˆ m ] = (Ξ−1Bˆ )T (2. 45)
28
Although this method is thought to use data for obtaining the Koopman
tuples, knowledge about the nature of the dynamical system and the analyzed
data is required for a proper selection of the dictionary’s basis functions [7], [14].
2.3.2.2 Finite linear representations
An alternative philosophy to obtain an approximate representation of the

Koopman operator, based on the dynamical system model is presented in [8].
Conceptually, this proposal is based on finding a finite invariant space

where a finite linear representation of the Koopman operator can be easily ob-
tained. This means that it can be just applied to systems characterized by non-
linear polynomial functions.
In Chapter 4 of this dissertation, this idea is extended by means of the

perturbation theory and the use of a few terms of the Taylor series to analyze
more complex systems.
The objective of the presented type of techniques is to determine a finite

linear operator that appropriately represents the dominant linear and non-linear
dynamics of a dynamical system. Then, the theory of linear systems and optimal
linear control can be easily extended to the obtained linear representation.
2.4 Concluding remarks

In this chapter, the theoretical background and main properties and aspects of
Koopman mode analysis are reviewed. The Koopman operator theory provides
a rigorous framework that enables the analysis of non-linear responses in terms
of Koopman modes.
Important features of the Koopman operator spectral analysis, when ap-

plied to some special cases, were also presented.
Furthermore, the currently used methods to estimate the Koopman

modes, eigenvalues, and eigenfunctions were briefly reviewed. Two categories
29
were used: methods based on data and methods based on the dynamical equa-
tions.
Among the data-based techniques, the Koopman mode decomposition

(KMD) and the dynamic mode decomposition (DMD) provide an approxima-
tion based on the analyzed observables, whilst the extended dynamic mode de-
composition (EDMD) is able to extract more complex patterns by extending the
kernel basis functions.
Also of interest, the model-based methods use the non-linear equations

describing a dynamical system to define a set of appropriate basis functions that
may characterize the non-linear behavior of the response.
Of utmost importance, is the idea of using a finite set of non-linear func-

tions that properly approximate a system response by extending the space of the
basis functions. This idea is exploited below to develop new tools based on
Koopman operator theory.
2.5 References
[1] M. Budišíc, R. Mohr, and I. Mezić, “Applied Koopmanism,” Chaos: Inter-

[2] I. Mezić, “Analysis of fluid flows via spectral properties of Koopman oper-
ator”, Annu. Rev. Fluid Mech., vol. 45, pp. 357–378, 2013.
[3] C. Rowley, I. Mezić, S. Bagheri, P. Schlatter, and D. Henningson, “Spectral

analysis of fluid flows,” J. Fluid Mech., vol. 641, pp. 115–127, 2009.
[4] A. Mauroy and I. Mezić., “Global stability analysis using the eigenfunc-
tions of the Koopman operator,” IEEE Trans. Automatic Control, vol. 61,
no. 11, pp. 3356–3369, Nov. 2016.
[5] L. Perko, Differential Equations and Dynamical Systems, 3rd edition, Springer-
Verlag, NY, 2001.
30
[6] P. J. Schmid, “Dynamic mode decomposition of numerical and experi-
mental data,” J. Fluid Mechanics, vol. 656, Cambridge University Press 2010,
pp. 5–28.
[7] M. O. Williams, I. G. Kevredikis, and C. W. Rowley, “A data-driven ap-

proximation of the Koopman operator: extending dynamic mode decom-
position”, J. Nonlinear Sci., vol. 25, pp. 1307–1346, 2015.
[8] S. L. Brunton, B. W. Brunton, J. L. Proctor, and J. N. Kutz, “Koopman in-

variant subspaces and finite linear representations of nonlinear dynamical
systems for control,” PLoS ONE, vol. 11, no. 2, pp.

[10] A. Ruhe, “Rational Krylov sequence methods for eigenvalue computa-

tions,” Linear Alg. Appl., vol. 58, pp. 279–316, 1984.
[11] K. K. Chen, J. H. Tu, and C. W. Rowley, “Variants of dynamic mode de-

composition: boundary conditions, Koopman and Fourier analyses,” J.
Nonlinear Sci., vol. 22, no. 6, pp. 887–915, 2012.
[12] P. J. Schmid, “Application of the dynamic mode decomposition to experi-

mental data,” Experiments in Fluids, vol. 50, no. 4, pp. 1123–1130, 2011.
[13] J. H. Tu, C. W. Rowley, D. M. Luchtenburg, S. L. Brunton, and J. N. Kutz,

“On dynamic mode decomposition: Theory and applications,” J. Comput.
Dyn., vol. 1, no. 2, pp. 391-421, 2014.
[14] S. L. Brunton, J. L. Proctor, and J. N. Kutz, “Discovering governing equa-

tions from data by sparse identification of nonlinear dynamical systems,”
Proc. of the Nat. Acad. Sci. (PNAS), vol. 113, no. 15, pp. 3932-3937, 2016.
31

Chapter 3
Recursive Linearization
Recent studies in the use of analytical perturbation methods have shown that the exploi‐
tation of the structure of the underlying models can greatly enhance the performance of
these tools and produce, in certain applications, efficient algorithms for performing
modal analysis.
In this chapter, a novel methodology for the linearization of a dynamical system
up to the third order based on the use of chain‐rule based techniques is presented that
provides a straightforward and fast alternative for the linearization of large and complex
power system dynamic models.
First, the concept of recursive linearization is introduced to aid in simplifying the
system model. Expressions are developed and techniques for exploiting the structure of
the expansions are then presented. Associated relationships for computing second‐ and
higher‐order approximations to the power series expansion terms of a non‐linear analyt‐
ical model are also developed. This renders the proposed framework highly suitable for
automated non‐linear analysis of complex models.

3.1 Mathematical background
Non‐linear dynamical systems often exhibit complicated performance that fall
outside the domain of traditional linear analysis methods. To obtain more local‐
ized and accurate information, extensions to linear methods are required, which
account for non‐linear behavior around a stable system equilibrium point (sep)
[1]‐[6].
Obtaining these higher‐order approximations is generally a computation‐
ally demanding task that makes the application of non‐linear analysis methods
difficult [3], [5]. In this chapter, a novel linearization scheme is presented, which
reduces computational effort when analyzing complex dynamical systems ex‐
pressed as a set of (real‐ or complex‐valued) ordinary differential equations
(ODEs).
As a basis for our discussion, assume that the non‐linear equations corre‐
sponding to a dynamical system can be expressed as a set of ODEs [1], [2]
x t   ĝ xt , u t  (3. 1)
yˆ t   h' x t  (3. 2)
where xX are the state variables, uU are the input signals, and ŷŶ are the
output signals; XN, UR, and ŶL represent the space where the state var‐
iables, the entries, and the outputs evolve, respectively.
The function ĝ: (X, U) → X defines the evolution of the dynamical system,

and h': X → Ŷ is a non‐linear function projecting the state variables of a dynam‐
ical system onto the output signals.
In the context above, the functions defining the time derivatives of the
state variables can be stacked into a vector ĝ(x, u) = [ĝ1(x, u) ĝ 2(x, u) … ĝN(x, u)]T,
where:
x j  gˆ j  x1,, xN , u1,, uR  (3. 3)
33
Equation (3.3) can also be written as a function f j of embedded sub‐
~ j (x, u) as:
functions g
~
x j  f j  g~1  x1 ,  , x N , u1 ,  , u R , g~2  x1 ,  , x N , u1 ,  , u R ,  , g~r  x1 ,  , x N , u1 ,  , u R  (3. 4)
~ ~ ~ ~ ~ ~ ~
where f =[ f 1 f 2 … f N]T, f : G → X, and G represents the space generated by
~ j(x, u).
the sub‐functions g
In equation (3.3), the functions ĝj have a more complex representation
~ ~ j of (3.4).
than the sub‐functions f j or g
Analogously, for the output signals ŷj, we can write
~
yˆ j  h ' j  x1 , , x N   h j s1  x1 , , x N , , s S  x1 , , x N  (3. 5)
~ ~ ~ ~ ~
where h =[ h 1 h 2 … h L]T and h : S → Ŷ, where S is the space generated by the
sub‐functions sj(x).
From the above description, the power series expansion of ẋ about a sep
results in [3], [4]:
x  F1x, u  F2 x, u  F3 x, u   (3. 6)
where F1, F2, …, Fj refer to the terms of first‐, second‐, and j‐th order.
Additionally, for the output signals, we get
yˆ  H'1 x  H'2 x  H'3 x   (3. 7)
where H’j(Δx) contains terms of order j affecting the outputs’ evolution.
In the next sections, background on linear analysis techniques for compu‐
ting perturbation models is provided.
3.2 Conventional linearization methods
Broadly speaking, two approaches exist for linearizing system models: the ana‐
lytical methods and the perturbation‐based linearization methods [7], [8].
34
Although the conventional analytical method is accurate, it can be quite
computationally expensive [3]. On the other hand, the utilization of perturba‐
tion‐based methods offers a rapid performance but sacrifices accuracy [8].
Recent developments in the application of linear analysis techniques

have provided mechanisms to adaptively compute automated system represen‐
tations. For completeness, conventional methods used to obtain linearized mod‐
els of first‐, second‐, and third‐order are presented.
3.2.1 First‐order linearization methods
If the model of (3.6) presents a small perturbation Δx, only a few terms in the
expansion are usually necessary [1]‐[3].
For linear stability analysis, a linear dynamical model is created from a
stable equilibrium, xsep, that shows how the system responds to small disturb‐
ances [2]. These models can be expressed in the form
x  F1  x,u   A11x  B11u (3. 8)
yˆ  H'1  x   C1x (3. 9)
where A11NN, B11NR, and C1L×N.
First‐order linearization of a non‐linear system requires that matrices A11,
B11, and C1 of (3.8) and (3.9) are computed. These methods can be classified into
three categories [8]:
a) Analytical Linearization (AL),
b) Forward‐Difference Approximation (FDA), and
c) Center‐Difference Approximation (CDA).
The first method is an analytical technique based on the non‐linear equa‐
tions describing a dynamical system. The other two methods, in contrast, are
numerical approximations.
35
In the following, the mathematical background of the three approaches is
presented. A numerical comparison of these methods and the proposed meth‐
odology is deferred until Chapter 8.
3.2.1.1 Analytical linearization
In the analytical linearization (AL) method, a description of the dynamical sys‐
tem in the form of equations (3.1) and (3.2) is used to obtain A11, B11, and C1 di‐
rectly from the linear matrices
 gˆ1 gˆ1 
 x 
xN 
 1 
A11       (3. 10)
 ˆ 
 g N 
gˆ N 
 x1 xN  sep
 gˆ1 gˆ1 
 u 
uR 
 1 
B11       (3. 11)
 ˆ 
 g N 
gˆ N 
 u1 uR  sep
and
 h '1 h '1 
 x  x 
 1 N

C1       (3. 12)
 
 h 'L  h 'L 
 x1 xN  sep
3.2.1.2 Forward‐difference approximation (FDA)
The forward‐difference approximation is a numerical method based on the ad‐
dition of a small perturbation to each state variable to calculate the columns of
the matrix A11 one at a time [7], [8].
36
Starting from an equilibrium condition, a perturbed state vector xi+ is de‐
fined, where a small perturbation ρ is added to the i-th state variable. The differ‐
ence between xi+ and xsep is then denoted as:
xi   xi   x sep   0    0
T
(3. 13)
In this setting, the time derivatives ẋi+ are calculated with the vector Δxi+
as explained below. To make this precise, let the difference between ẋi+ and the
time derivatives at equilibrium (ẋsep = 0) be defined as:
x i   gˆ (xi  )  gˆ (xsep )  x i   x sep  x i  (3. 14)
Then, we can calculate each column i of A11, denoted as A11(i), by noting
that for Δẋi+ we have
0

 
x i   A11xi    A11(1)  A11(i )  A11( N )       A11(i ) (3. 15)
 

 0 
so that
x i 
A11(i )  (3. 16)

In a similar way, the column i of matrix C1 can be obtained from
yˆ i 
C1(i )  (3. 17)

where Δŷi+ is the vector of functions of equation (3.5) evaluated with Δxi+, minus
the same equations evaluated with Δxsep.
Then, the j-th column of matrix B11, B11(j), is calculated as:
x U j 
B11( j )  (3. 18)

37
with
x U j   x U j   x sep  x U j  (3. 19)
and ẋUj+ being the value of (3.3) for a perturbation in the input signal j.
The size of the perturbation ρ affects the results obtained with the FDA
method; these are closer to the AL method as ρ gets smaller [7], [8].
3.2.1.3 Center‐difference approximation (CDA)
For this method, let the mean value between xi+ and ‐xi- be expressed as:
xi   xi 
  0    0
T
xi  (3. 20)
2
Given the size of the perturbation, , the time derivatives ẋi+ and ẋi- can be
calculated.
The difference between ẋi+ and the time derivatives at equilibrium (ẋsep =
0) is determined using (3.14), whereas for the case of ẋi- we have that:
x i   x sep  x i   x i  (3. 21)
The average of the two vectors Δẋi+ and Δẋi- is then given by:
x i  x i x i  x i
x i   (3. 22)
2 2
Following a similar procedure to that of the FDA method, each column
A11(i) can be calculated as:
x i x i   x i 
A11(i )   (3. 23)
 2
Similarly, C1(i) can be expressed in terms of average vectors as:
yˆ i yˆ i   yˆ i 

C1(i )   (3. 24)
 2
38
where Δŷi+ was defined above and Δŷi- is the vector of functions of equation (3.5)
evaluated at Δxi-, minus the same equations evaluated at Δxsep.
Further, the j-th column of matrix B11, B11(j), is calculated from
x U j x U j   x U j 
B11( j )   (3. 25)
 2
where ẋUj- represents the value of equation (3.3) with a negative perturbation in
the input signal j.
3.2.2 Second‐ and higher‐order approximations
The above methods extend readily to the higher‐dimensional case. Following [3]
and [4], the terms of second‐ and third‐order in (3.6) are:

 xT F21x   xT Ν12 u   uT B12 u 
1  1  1 
F2  x,u              (3. 26)
2 2 N 2
x F2 x
T N x Ν2 u 
T u B2 u 
T N
     
and
 x  0   x  0  
 T 1    
 x F3      x  T  1 
 x M3      u 
  0  x     0  x  
1  1 
F3  x,u        
3!   3!  
 x  0
  x  0  
T N 
x F3 
    x  xT M N      u 
3   
  
  0  x    
 0  x  
 u  0   u  0 
 T 1     T 1 
 x L3      u   u B3      u 
  0  u     0  u  
1  1 
      
3!  3! 
u  0  u  0 
   
T N   T N 
 x L3 
    u  u B3 
    u 
   
  0  u     0  u  
(3. 27)
39
3.2.2.1 Analytic linearization
j j
As is seen from equations (3.26) and (3.27), F2 and F3 , j = 1, 2, …, N are constant
matrices given by:
  2 gˆ j  2 gˆ j 
 2  
  x1 x1xN 
F2j       (3. 28)
 2 
  gˆ j  2 gˆ j 
  
 xN x1  2 xN  sep
and
  3 gˆ j  3 gˆ j  3 gˆ j  3 gˆ j 
 3  
  x1  2 x1x2 x1x2 x3 x1 2 xN 
F3j       (3. 29)
 3 
  gˆ j  3 gˆ j  3 gˆ j  3 gˆ j 
 2  
  x1xN x1x2 xN x2 x3xN  3 xN  sep
j
whereas B 2j and B 3 , j = 1, 2, …, N are given by:
  2 gˆ j  2 gˆ j 
 2  
  u1 u1uR 
B 2j       (3. 30)
 2 
  gˆ j  2 gˆ j 
  
 uR u1  2uR  sep
and
 3 gˆ j 3 gˆ j 3 gˆ j 3 gˆ j 
 3  
  u1  2u1u2 u1u2u3 u1 2uR 
B3j       (3. 31)
 3 
  gˆ j 3 gˆ j 3 gˆ j 3 gˆ j 
 2  
  u1uR u1u2uR u2u3uR 3uR  sep
40

 j , and L j can be computed using
Similarly, the coefficient matrices Ν 2j , M 3 3
the second‐order sensitivity matrices
  2 gˆ j  2 gˆ j 
  
 x1u1 x1uR 

Ν 2j       (3. 32)
 2 
  gˆ j  2 gˆ j 
  
 xN u1 xN uR  sep
 3 gˆ j 3 gˆ j 3 gˆ j 
3 gˆ j
 2  
  x1u1 x1x2u1 x1x3u1 x1xN uR 
 j 
M     (3. 33)
3
 
  gˆ j 3 gˆ j 3 gˆ j 3 gˆ j 
3
  
 xN x1u1 xN x2u1 xN x3u1  2 xN uR  sep
 3 gˆ j 3 gˆ j 3 gˆ j 
3 gˆ j
  
 x1 2u1 x1u2u1 x1u3u1 x1 2uR

~
L3j       (3. 34)
 3 gˆ j 3 gˆ j 3 gˆ j 
 gˆ j
3
  
 xN  u1 xN u2u1 xN u3u1 xN  2uR  sep
2
To third order, the output signals ŷ, are:
~
 xT C12 x 
1 
H'2 x      (3. 35)
2 ~
x C x
T L
 2 
 x  0 
 T ~1  
 x C3      x 
  0  x 
1 
H'3 x    (3. 36)
3!  x  0  

T~L
x C3 
    x
 
  0  x 

41
where:
  2 h' j  2 h' j 
 2 
 x x1xN 
~j  1
C2       (3. 37)
  2
h' j  2
h' j 
 x x   2 x 
 N 1 N   sep
  3h' j  3h' j  3h' j  3h' j 

 3  
 x1  2 x1x2 x1x2x3 x1 2 xN 
~j 
C3       (3. 38)
  3h' j  h' j
3
 3h' j  h' j 
3
 2  
  x1xN x1x2xN x2x3xN  3 xN  sep
~ ~
for C 2j , and C 3j , j = 1, 2, …, L.
Higher order terms can be obtained in like manner.
3.2.2.2 Perturbation‐based methods
The higher‐order coefficients of expressions (3.6) and (3.7) can also be approxi‐
mated by perturbation‐based methods.
First, the second‐ and third‐order terms of equations (3.26) and (3.27) are
rewritten in the alternate form
F2  x,u   F2  2 x   j 1 u j N j x  B12  2u
R
(3. 39)
R R R
F3  x,u   F3 3x   u j M j  2 x   u j uk L j ,k x  B13  3u (3. 40)
j 1 j 1 k  j
where F2N×N2, F3N×N3, NjN×N, Mj N×N2, B12N×R2, B13N×R3, and

Lj,kN×N.
In these expressions, Nk and Rk are the number of permutations, of order
k, of the state variables and of the input variables, respectively, that are stacked
into the vectors 2x=[x1x1… xNxN]TN2, 3x=[x1x1x1 … xNxNxN]TN3,
2u=[u1u1 … uRuR]TR2, and 3u=[u1u1u1 … uRuRuR]TR3.
42
Using the above framework, equations (3.35) and (3.36), with C2L×N2
and C3L×N3, can be readily written in the compact form
H'2  x   C2 2 x (3. 41)
H'3  x   C33x (3. 42)
Based on [8] and beginning from equation (3.14), the second‐order partial
derivative of ĝ (x, u) with respect to xjxk can be approximated by:
2 x ij  (x i ) j  x i (x j )  x i (xsep ) 

(3. 43)
 gˆ (xij )  gˆ (xi )  gˆ (x j )  gˆ (xsep )
where xij denotes the vector of states x with a perturbation  in the positions i
and j. For notational simplicity, the symbol denoting the direction of the pertur‐
bation has been omitted here in order to generalize for both, the FDA and CDA
methods.
Then, the column of F2 corresponding to the quadratic term xjxk can be
calculated from
2 x ij
F2(i , j )  (3. 44)
2
For the third‐order perturbation‐based methods we compute the cubic

differences [8]
3x ijk  (2x ij )k  2 x ij (xk )  2 x ij (xsep ) 

 gˆ (xijk )  gˆ (xij )  gˆ (x jk )  gˆ (xik )  (3. 45)
 gˆ (xi )  gˆ (x j )  gˆ (xk )  gˆ (xsep )
whereas the column of F3 corresponding to xixjxk is estimated as:
3x ijk
F3(i, j ,k )  (3. 46)
3
43
The same schemes applied in sections 3.2.1.2 and 3.2.1.3 are applied here
to obtain the FDA and CDA approximations.
This means that equations (3.43) through (3.46) are used with a positive
perturbation  for the FDA, whereas for the CDA a negative perturbation ‐ is
also considered, and the obtained dynamics are averaged.
Extensions to this framework to include the effect of the input variables

and for assessing the higher‐order effects actuating over the output signals can
be easily obtained.
There are several limitations to these approaches.
1. The complexity of the system model grows exponentially. This, in
turn, leads to an exponential growth in the required computational
effort [3].
2. The second caveat to conventional analysis is the sensitivity of the
estimation accuracy on the size of the perturbation . While the
FDA method is fast, it leads to large estimation errors. On the oth‐
er hand, the CDA method is more accurate but results in a twofold
increased of CPU effort when compared with the FDA method [9].
3. The action of the limiters in the physical devices is generally not
properly addressed and may lead to miscalculations in the esti‐
mated models.
Numerical studies for assessing the behavior of the presented method in
the context of these limitations and in comparison with the performance of the
recursive linearization are provided in Chapter 8.
In the following Section, the recursive linearization technique is intro‐
duced. The mathematical formulation and an efficient scheme for its
computation are provided.
44
3.3 Recursive linearization
Several approaches to the automated linearization of non‐linear models are
available in the literature [7]‐[10].
This section introduces a methodology for the linearization of dynamical
systems up to an arbitrary order. The developed procedure is based on pertur‐
bation theory and the chain rule and is applicable for ODE systems.
The kernel of the recursive linearization method is obtained by analyzing
separately the embedded functions describing the parts composing a dynamical
system instead of dealing with the entire non‐linear expression. This is illustrat‐
ed in Fig. 3.1 for the first‐order linearization process.
To introduce the proposed linearization scheme for equations (3.1) and
(3.2) let us express (3.6) and (3.7) in the compact form
x  1 gˆ  2 gˆ  3 gˆ  1x  2x  3x (3. 47)
ŷ  1h'2h'3h' (3. 48)
where Δ(j)ĝ represents the j-th order vector of linearized modules of ĝ, Δ(j)h’ is
the j-th order vector of modules of h’, and Δ(k)ẋ is the set of dynamical equations
denoting the recursive linearization of order k.
Fig. 3.1 Comparison of the conventional first-order linearization process with the proposed
recursive linearization.
45
3.3.1 Mathematical formulation
In order to compute the third‐order expansion of equations (3.47) and (3.48), we
introduce below the mathematical basis of the recursive linearization.
The presented developments are focused on the effect of the state varia‐
bles. The inclusion of u and extensions to the analysis of ŷ are straightforward.
3.3.1.1 First order
The chain rule provides a mechanism to compute the first‐order terms in the
system model Δ(1)ĝ and Δ(1)h’ in equations (3.47) and (3.48). Applying the chain
rule [11] to the j-th function ĝj of equation (3.1) for ĝj yields
gˆ j fj gˆ j g1

x j  x1    xN  x1 
x1 sep xN sep g1 x1 sep
sep
(3. 49)
f g1 f g r f g r
  j xN  j x1    j xN
g1 xN sep
g1 x1 sep
g r xN sep
sep sep sep
or
 
fj  g1 g1 
x j 
  x1    xN    
g1 x1 xN
sep  
 sep sep 
(3. 50)
  
f j  g r g 
  x1    r xN 
g r  x1 xN 
sep
 sep sep 
Defining
g~k
1 ~ g~k
 gk  x1    xN (3. 51)
x1 sep
x N sep
equation (3.50) can be rewritten as
f j f j f j r fj

x j   1 gˆ j   1 g1   1 g 2     1 g r    1 g k (3. 52)
g1 g 2 g r k 1 g
k
sep sep sep sep
46
A key strength of this approach is its scalability. The form of these equa‐
~ k have other simpler functions embedded,
tions suggests that if the functions g
the same scheme presented above can be easily extended.
3.3.1.2 Second order
As with the first‐order case, we have:
gˆ j gˆ j
1  gˆ j
2
x j  x1    xN  x12   

x1 sep xN sep 2  2 x1 sep
(3. 53)
1  gˆ j  2 gˆ j  2 gˆ j
2
 xN2  x1x2    xN 1xN

2  2 xN sep
x1x2 xN 1xN sep
sep
or
1  gˆ j 1  gˆ j
2 2
x j  1 gˆ j  x   
2
1 xN2 
2 x12 sep
2 xN 2 sep
(3. 54)
 2 gˆ j  2 gˆ j
 x1x2    xN 1xN
x1x2 sep
xN 1xN sep
Then, if we analyze the second partial derivative of ĝj, with respect to the
k-th state variable, we have that [11]
~ ~ ~ ~ ~
 2 gˆ j 2 f j   f j    f j g~1 f j g~2 f j g~r 
     ~  ~  ~  (3. 55)
xk
2
xk
2
xk  xk  xk  g1 xk g 2 xk g r xk 
and if we take the first term of the right‐hand part of (3.55) we get:
  fj g1  fj  2 g1 g1 j   fj  fj  2 g1

     
xk  g1 xk  g1 xk
2
xk xk  g1  g1 xk 2
g1    fj  g1   fj  g 2   fj  g r 

           
xk  g1  g1  xk g 2  g1  xk g r  g1  xk  (3. 56)
fj  2 g1 g1  2 fj g1 g1  2 fj g 2 g1  fj g r
2
    
g1 xk 2 xk g12 xk xk g1g 2 xk xk g1g r xk
47
Moreover, for the second partial derivative of ĝj, with respect to the k-th
and the l-th state variables, we have:
 2 gˆ j  2 fj  fj 

 
 
xk xl xk xl xk
 xl 
(3. 57)
  fj g1 fj g 2 fj g r 
    
xk  g1 xl g 2 xl g r xl 
Now, by taking into account the first term of (3.57), as in (3.56), we get:
  fj g1  fj  2 g1 g1   fj  fj  2 g1

     
xk  g1 xl  g1 xk xl xl xk  g1  g1 xk xl
g    fj  g1   fj  g 2   fj  g r 
 1          
xl  g1  g1  xk g 2  g j  xk g r  g1  xk  (3. 58)
fj  2 g1 g1  2 fj g1 g1  2 fj g 2 g1  fj g r
2
    
g1 xk xl xl g12 xk xl g1g 2 xk xl g1g r xk
Equations (3.55) through (3.58) are now used to expand (3.54). After rear‐
rangement, one has that:
1 fj N N   2 g 
x j     gˆ j 
1
2 g1
 

k 1 l 1 xk xl
1
xk xl   

sep  sep 
1 fj  N N  2 g 
   r
xk xl  
2 g r  k 1 l 1 xk xl 
sep  sep 
2 2
1  fj
2  N g  1  fj
2  N g 
  1 xk      r xk   (3. 59)
2 g12  k 1 xk  2 g r 2  k 1 xk 
sep  sep  sep  sep 
 2 fj  N g   N g 
  1 xm     2 xm    
g1g 2  m 1 xm   m 1 xm 
sep  sep   sep 
 2 fj  N g   N g 
   r 1 xm     r xm 
g r 1g r  m 1 xm   m 1 xm 
sep  sep   sep 
48
Defining
1  2 g~k  2 g~k 1  2 g~k

2  g~k 
2 2
x1  x1x2    xN (3. 60)
2 x12 sep
x1x2 sep
2 xN 2 sep
and using (3.60) and (3.51), equation (3.59) can be rewritten as
fj fj
x j     gˆ j     g1       g r 
1 2 2
g1 g r
sep sep
1  fj 1  fj
2 2
     g 
2 2
   g1
1 1
    r
(3. 61)
2 g12 2 g r 2
sep sep
 2 fj  2 fj
   g1   g 2       g r 1   g r
1 1 1 1

g1g 2 g r 1g r
sep sep
By recursively applying (3.60) we can define
~ ~
f j 2  ~f j
2 
 gˆ j  ~  g1    ~ 2  g~r 
g 1 g r
sep sep
~ 2~
1  fj 1  fj
2

2 g~ 2
 g 
1 ~
1
2
 
2 g~r 2
  g~ 
1
r
2
 (3. 62a)
1 sep sep
~ ~
2 f j 1 ~ 1 ~ 2 f j
 ~ ~  g1 g 2    ~ ~ 1 g~r 11 g~r
g g 1 2 g g r 1 r
sep sep
or
~ 2~
f j r
2  ~1 r r  fj
 gˆ j   ~
2 
 g k   ~ ~ 1 g~k 1 g~l
k 1 g k 2 k 1 l 1 g k gl
sep sep
(3. 62b)
Finally, substituting (3.62) in (3.61), it is obtained that
x j  1 gˆ j  2  gˆ j (3. 63)
As in the first‐order linearization, if there are other simpler functions em‐
~ , the presented scheme can be extended.
bedded in the definition of functions g k
49
3.3.1.3 Third order
The Taylor series expansion of ĝj up to third order is
1  gˆ j 1  gˆ j
3 3
x j   1 gˆ j    2 gˆ j  x13    xN3 

6 x13 sep
6 xN3 sep
1  gˆ j 1  gˆ j
3 3
 x12 x2    xN2 xN 1  (3. 64)

2 x12 x2 sep
2 xN2 xN 1 sep
 gˆ j
3
 gˆ j
3
 x1x2 x3    xN  2 xN 1xN

x1x2 x3 sep
xN  2 xN 1xN sep
Details are omitted.
Then, defining
1  g j 1  g j
3 3
 3
 g j  x  3
1 x12 x2 
6 x13 sep
2 x12x2 sep
(3. 65)
 g j
3
1  g j
3
 x1x2 x3    xN3

x1x2x3 sep 6 xN3 sep
and using definitions (3.51) and (3.62) we can obtain:
rfj r  2 fj
 gˆ j  
 3
 g k  
 3
  2 g k  1 g k 
k 1 g
k k 1 g 12
sep sep
 fj
2
   g   g    g   g  
r r
  g g 2
k
1
l
1
k
2
l (3. 66)
k 1 l  k 1 k l sep
1 r r r  3 fj
   1 g k 1 g l  1 g m
6 k 1 l 1 m 1 g k g l g m
sep
Therefore, equation (3.64) may also be expressed as:
x j   1 gˆ j    2  gˆ j    3 gˆ j (3. 67)
3.3.2 An efficient scheme for the third‐order recursive linearization
As emphasized above, the computation of terms Δ(1)ẋ, Δ(2)ẋ, and Δ(3)ẋ is succes‐
sive. In Fig. 3.2 below, an efficient scheme for the computation of the third‐order
50
recursive linearization is depicted that exploits the inner structure of the meth‐
od. The algorithm focuses on the computation of coefficient matrices corre‐
sponding to the state variables dynamics. A physical real‐valued system has
been considered.
Three main stages indicated by dotted‐lined rectangles can be distin‐
guished. First, some basic definitions are introduced.
Fig. 3.2 Flow diagram of the proposed algorithm for implementation.
51
3.3.2.1 Perturbation vectors
So far, the choice of perturbation vectors has been limited to linear models [8].
To introduce the general ideas that follow, let the high‐order perturbation vec‐
tor, xi,j,… be defined as:
xk  1if k {i, j,}

xi , j ,   x1  xN  with 
T
(3. 68)
xk  0 otherwise
and, more generally, to order k
T
 k xi , j ,  x1k x1k 1x2  xNk  (3. 69)
For the complex case,
xl  1 if l  j

1x j ik   x1  xN 
T
with xl  i if l  k (3. 70)
x  0 otherwise
 l
with i=√-1.
Higher‐order perturbed vectors, lxj±ik, and derivatives, (l)ẋj±ik, are de‐

fined similarly.
3.3.2.2 First stage
In this first stage, corresponding to the rightmost dotted rectangle in Fig. 3.2,
just one state variables is perturbed. Thus, the linear perturbed vector Δxi in
(3.68) is defined for each perturbed state, and the corresponding linear deriva‐
tive (1)ẋi , the i-th column of A11, A11(i), can be calculated from
0 
 
 
 1 x i  A11xi   A11(1)  A11(i )  A11( N )  1   A11(i ) (3. 71)
 
 
0 
for i = 1, …, N.
52
In this setting, Δxi and the quadratic and cubic vectors Δ2xi,i and Δ3xi,i are
used as described in the definition (3.69).
The columns of F2 related to the terms Δxi2 are obtained by evaluating the
equations of second order presented in the previous section. Using this proce‐
dure, the vector of perturbed derivatives Δ(2)ẋi,i is obtained, which is equal to the
column of F2 corresponding to Δxi2, F2(i,i):
0 
0 
 
 
 (2) x i ,i  F2  2 xi ,i  F2(1,1) F2(1,2)  F2(i ,i )  F2( N , N )     F2( i ,i ) (3. 72)
1 
 
 
0 
Additionally, the columns of F3 related to the terms Δxi3 are computed by
iteratively evaluating the linearized dynamical equations to obtain Δ(3)ẋi,i,i, as
shown below
0
0
 
 
 (3) x i ,i ,i  F33xi ,i ,i  F3(1,1,1) F3(1,1,2)  F3(i ,i ,i )  F3( N , N , N )     F3(i ,i ,i ) (3. 73)
1 
 
 
0
3.3.2.3 Second stage
In the central dotted rectangle of Fig. 3.2, two different states are perturbed
simultaneously; recalling Section 3.3.2.1, the vector Δxi,j for i ≠ j is defined.
This step defines the vector Δ2xi,j in equation (3.69), which is used to eval‐
uate the equations of second order to obtain Δ(2)ẋi,j. This results in
2  x i , j  F2 2 xi , j  F2(i ,i )  F2( j , j )  F2(i , j )

2
(3. 74)
53
so that
F2(i , j )  22 x i , j  F2(i ,i )  F2( j , j ) (3. 75)
In order to obtain the columns F3(iik) and F3(ikk), use is made of (3.70) with

Δxj+ik, which allows to define the third‐order perturbed vector Δ3xj+ik.
Evaluating the corresponding recursive third‐order equations with Δ3xj+ik
we obtain that Δ(3)ẋj+ik can also be expressed as:
 (3) x j ik  F33x j ik  F3( j , j , j )  iF3( k ,k ,k )  iF3( j , j ,k )  F3( j ,k ,k ) (3. 76)
so that
F3( j , k ,k )  Re  (3) x j ik  F3( j , j , j )  iF3( k ,k , k )  (3. 77)
F3( j , j ,k )  Im  (3) x j  ik  F3( j , j , j )  iF3( k ,k ,k )  (3. 78)
Therefore, all the columns F3(iik) can be rapidly obtained with the latter
procedure.
3.3.2.4 Third stage
Finally, for the third stage of the algorithm, three different state variables are
perturbed at the same time for computing the columns F3(ijk) by using the vector
Δxi,j,k, properly defined according to (3.68).
The vector Δxi,j,k allows to define Δ3xi,j,k. Both coefficients are used to ob‐

tain Δ(3)ẋi,j,k, defined as:
 (3) x i , j ,k  F33xi , j ,k  F3(i ,i ,i )  F3( j , j , j )  F3( k ,k ,k )  F3(i ,i , j ) 

(3. 79)
 F3( j , j ,i )  F3(i ,i ,k )  F3( k ,k ,i )  F3( j , j ,k )  F3( k ,k , j )  F3(i , j ,k )
where, in terms of this notation,
F3(i , j ,k )  (3) x i , j ,k  F3(i ,i ,i )  F3( j , j , j )  F3( k ,k ,k )  F3(i ,i , j ) 

(3. 80)
 F3( j , j ,i )  F3(i ,i ,k )  F3( k ,k ,i )  F3( j , j ,k )  F3( k ,k , j )
54
3.3.3 Recursive linearization for complex‐valued systems
The third‐order recursive linearization procedure presented above has been de‐
veloped for analyzing physical systems where the state variables evolve in a
subset of the real numbers space.
In some cases, however, a linear transformation may be required to ana‐
lyze the dynamical equations in a complex‐valued space. In this sense, the re‐
cursive linearization method can be easily expanded to the complex numbers’
domain. In fact, only the part presented in equation (3.76) through (3.78) corre‐
sponding to the computation of F3(jkk) and F3(jjk) needs to be modified. This is
because, as the system itself is complex, the presented strategy does not provide
a means to distinguish the term F3(jkk) from F3(jjk).
Therefore, for complex‐valued systems, the perturbed vectors Δxj+ik and

Δxj-ik are used according to expression (3.70). Then, the vectors Δ3xj+ik and Δ3xj-ik
rise, and by evaluating the linearized dynamical equations of the system we ob‐
tain Δ(3)ẋj+ik and Δ(3)ẋj-ik, respectively.
The latter term can then be expressed as:
 (3) x j ik  F3 3x j ik  F3( j , j , j )  iF3( k ,k ,k )  iF3( j . j ,k )  F3( j ,k ,k ) (3. 81)
Then, from (3. 76) we can define two terms, 1 and 2, as:
1   (3) x j ik  F3( j , j , j )  iF3( k ,k ,k )  iF3( j , j ,k )  F3( j ,k ,k ) (3. 82)
 2   (3) x j ik  F3( j , j , j )  iF3( k ,k ,k )  iF3( j , j ,k )  F3( j ,k ,k ) (3. 83)
so that the columns F3(jkk) from F3(jjk) can be calculated as follows
1
F3( j , k , k )   1   2  (3. 84)
2
F3( j , j ,k )  i  2  F3( j ,k ,k )  (3. 85)
The same procedure may be used to obtain higher order cascade approx‐
imations.
55
In this Chapter, a novel methodology for linearizing non‐linear dynamical sys‐
tems up to third order has been presented, but the approach in general can be
extended to higher dimensions. For later discussion, the technique is referred to
as the “Recursive Linearization” (RL) method and is based on the chain rule and
perturbation theory.
The mathematical formulation of the RL method was developed to obtain
simple formulae for its application to (real‐ or complex‐valued) non‐linear dy‐
namical systems expressed as a set of ordinary differential equations. Addition‐
ally, a straightforward scheme for computing the linear, quadratic, and cubic
parts of the model was presented for its implementation.
An illustrative case of application of the reported methodology to multi‐
machine power systems is presented further in Chapter 6, whereas a synthetic
size‐variable non‐linear system is utilized in Chapter 8. Numerical results for
the synthetic system and for several multi‐machine power systems are also pre‐
sented in the latter chapter.
3.5 References
[1] L. Perko, Differential Equations and Dynamical Systems, 3rd ed., Springer‐
Verlag, New York, USA, 2001.
[2] R. H. Enns & G. C. McGuire, Nonlinear Physics with Maple for Scientists and
Engineers, Springer, New York, 2000.
[3] J. J. Sanchez‐Gasca, V. Vittal, M.J. Gibbard, A.R. Messina, D.J. Vowles, S.
Liu, and U.D. Annakkage, “Inclusion of higher order terms for small‐signal
(modal) analysis: Committee report‐task force on assessing the need to in‐
clude higher order terms for small‐signal (modal) analysis,” IEEE Trans.
56
[4] C. A. Tsiligiannis and G. Lyberatos, “Normal forms, resonance, and bifur‐
cation analysis via the Carleman linearization,” J. Math. Anal. Appl., vol.
139, pp. 123‐138, 1989.
[5] E. Salajegheh and J. Salajegheh, “Optimum design of structures with dis‐
crete variables using higher order approximation,” Comput. Methods Appl.
Mech. Engrg., vol. 191, no. 13‐14, pp. 1395‐1419, Jan. 2002.
[6] V. Vittal, W. Kliemann, S. K. Starret, and A. A. Fouad, “Analysis of
stressed power systems using normal forms,” Proc. of the IEEE ISCAS, vol.
5, pp. 2553‐2556, USA, 1992.
[7] P. E. Hill, W. Murray, and M. H. Wright, Practical Optimization, Academic
Press, 1981.
[8] J. Persson & L. Söder, ʺComparison of three linearization methods,ʺ Proc.
of the 16th PSCC, Glasgow, 14‐18 July 2008.
[9] W. Fellin et al, Analyzing Uncertainty in Civil Engineering, Springer, Berlin,
Germ. 2005.
[10] P. W. Sauer, M. A. Pai, and J. H. Chow, Power System Dynamics and Stabil‐
ity: With Synchrophasor Measurement and Power System Toolbox, Second edi‐
tion, John Wiley & Sons, NJ, USA, 2017.
[11] E. Kreyszig, Advanced Engineering Mathematics, John Wiley & Sons, 2005.
57
Chapter 4
Koopman eigenfunctions-based
extended model
Koopman mode analysis has shown considerable promise for the analysis and
characterization of the global behavior of power system transient processes recorded us-
ing wide-area sensors.
In this chapter, a new framework for feature extraction and mode decomposition
of model-based power system representations based on the Koopman operator is present-
ed. By combining perturbation theory with Koopman mode analysis, the proposed tech-
nique allows obtaining a closed-form approximation to the system response, in which the
influence of mode interactions can be singled out in an efficient manner.
First, a systematic and general high-order theory for studying non-linear behav-
ior in large power system models is presented. Drawing on this framework, weak non-
linearities up to an arbitrary order can be explicitly represented using conventional per-
turbation analysis. Non-linear behavior is then interpreted as the projection of the
Koopman operator eigenfunctions of an extended coordinate system onto the physical
variables of the system.
Methods for the specification and selection of the initial conditions of the
Koopman eigenfunctions-based extended model are proposed, and indices to measure
non-linear behavior are developed. Also, algorithms for efficient computation and spar-
sity promoting criteria intended to obtain reduced-order non-linear models are suggest-
ed.
4.1 Mathematical formulation
In this section, the linear and non-linear Koopman eigenfunctions obtained from
the linearization of a dynamical system are used to construct an extended ana-
lytical system that includes these eigenfunctions up to an arbitrary order.
First, some basic concepts are introduced.
4.1.1 Perturbed non-linear models

In the perturbation theory framework, a dynamical system model is reinterpret-
ed as a perturbed model [1], [2]. Let x  x1 x2  x N T . Around a stable sys-
tem equilibrium point (sep), each of the state variables is re-expressed as:
x j t   x j sep  x j t  (4. 1)
where xjsep is a term in equilibrium and Δxj(t) is a time-varying incremental part.
It follows from (4.1) that
dx j t  dx j sep dx j t 
 x j t     x j t 
dt dt dt
Therefore, under perturbation theory, the non-linear expression describ-

ing the time evolution of a dynamical system can be expressed as:
x j t   ĝ j ( x j  x j (t )) (4. 2)
sep
In order to avoid confusion, it must be highlighted that the time-varying

incremental term Δxj is the value of the j-th state variable determined from the
non-linear equations of the dynamical system after subtracting its value in equi-
librium.
Henceforth, the representation of the state variables as shown in expres-

sion (4.1) and (4.2) is adopted in order to obtain perturbed models of the dynam-
ical systems.
59
4.1.2 Transformation to an upper-triangular system
In order to obtain an expression for the analyzed dynamical system in terms of
the Koopman eigenfunctions obtained from its linearization, we use Property
2.4 and the results of Section 2.2.1 and propose a homeomorphism that trans-
forms the physical system
x  ĝx (4. 3)
into a system that is diagonal under a first-order linearization:
y  hy  (4. 4)
The required homeomorphism is, in fact, given by the matrix of left ei-
genvectors of the Jacobian of ĝ, (V11)-1, so that (4.3) is transformed into [1]
y  h  y   V111 gˆ  V11y  (4. 5)
From perturbation theory, equation (4.5) can be expanded about a stable

system equilibrium point (sep), as the power series
y  Λy  H 2 y   H 3 y   H 4 y    (4. 6)
where Hk (Δy)=[h1k (Δy) h2k (Δy) ∙∙∙ hNk (Δy)]T, and h1k (Δy) is the k-th order
non-linear function of Δy corresponding to Δẏk [1]-[3].
Define now the Koopman eigenfunctions in the y-coordinates space as

φj(Δy) = Δyj, φjk(Δy) = φj(Δy)φk(Δy) = ΔyjΔyk,…
Using this framework, the terms hjk(Δy) in the Koopman expansion (4.6)
can be expressed as [2], [3]
h2 k y    Nj1  lN j hk2 jl y j yl   Nj1  lN j hk2 jl  j y l y  (4. 7)
h3k  y    j 1  l  j  m l hk3 jlm y j yl ym 

N N N
  j 1  l  j  ml hk3 jlm  j  y  l  y  m  y 

N N N
(4. 8)
60
It follows that each term of equations (4.6) can be rewritten in terms of the
linear and non-linear Koopman eigenfunctions as [4]:
y k  k k y    Nj1 lN j hk2 jl  j y l y  

(4. 9)
  Nj1 lN j  m  l hk jlm  j y l y  m y   
N 3
Assume now that the variables Δyk are the observables of an extended
system characterized by the dynamics of the Koopman eigenfunctions φj up to
the n-th order, such that:
 Φ1  y    Λ1 H12 H13 H1n   Φ1  y  

    
Φ 2  y    Λ2 H 23 H 2 n  Φ 2  y  
 Φ3  y     Λ3   Φ3  y    H nord Φ nord  y  (4. 10)
    
   0  
Φ  y    Λ n  Φ n  y  
 
 n  
where Φk (Δy) denotes the vector of Koopman eigenfunctions of order k, Λ1 =

diag (λ1, λ2,…,λN), Λ2 = diag (2λ1, λ1+λ2, λ1+λ3, …, 2λ2, …, 2λN), …, Λn = diag (nλ1,
(n-1)λ1+λ2, …, (n-2)λ1+2λ2, …, nλ2, …, nλN).
In the equation above, the matrices H1k, k=1,…, n are constant matrices de-
fined as [2], [3]
  k1  y   k1  y   k1  y  

 k 
 1  y  1  y  2  y   N  y  
k k 1
 k 
   2  y   k  2  y   k  2  y  
H1k   1  y  1  y  2  y   N  y  
k k 1 k
 
 
 k 
   N  y   k N  y    N  y  
k
   y k 1  y 
k 1
2  y   N  y   sep
k
 1
Matrices Hjk, j = 2,…, n-1, k = j + 1, …, n, are linear combinations of the co-

efficients of the matrix H1l with l = k-j+1.
61
Formally,
H jk  Flineal  H1,k  j 1  (4. 11)
with Flineal being a linear function. More attention is focused on (4.11) in Section
4.5. By now, it is assumed that the sub-matrices of the system (4.10) are given.
Equation (4.10) provides an approximation of order n to the discrete-time

Koopman operator UT of equation (2.3), where T = Hnord, in which the terms of
order n+1 or greater are neglected. This representation is closely related to the
Carleman linearization procedure and provides an alternative form to compute
the normal form representation of a non-linear dynamical system [5] as dis-
cussed below.
4.1.3 Transformation to a diagonal system

It can be noted that in the extended system of equation (4.10), Hnord is a constant
upper-triangular matrix, so that its spectrum is determined by the terms on its
diagonal [1].
In order to provide some intuition for the proposed transformation as-

1
sume that no resonance conditions are found. A homeomorphism Wnord is pro-
1 1
posed such that Wnord Λnord = Wnord Hnord – see Section 2.2, where:
 Λ1 
 Λ2
0 
Λ nord   (4. 12)
 0  
 Λ n 

1
In terms of this representation, the new coordinates are znord = Wnord
Φnord(Δy), and
z nord  Λ nord z nord (4. 13)
Modifications to this basic approach to account for resonance conditions

are described in [5] and are, therefore, not discussed here.
62
The rest of the process is similar to other related analysis techniques. No-
tice from (4.13), that we can define the terms ψj(znord) = zj as the Koopman eigen-
functions of the Koopman operator UΛnord at eigenvalues j  diag(Λnord) in the z-
coordinates system.
The solution of system (4.13) is:
Ψnord  t   z nord  t   exp  Λnord t  z nord  0  (4. 14)
where znord(0) is the vector of initial conditions in the z-coordinates.
4.1.4 Initial conditions for the Koopman eigenfunctions

The computation of the vector of initial conditions znord(0) gives a closed-form
solution for the characterization of the non-linear response (4.10), for the n-th
order of approximation. This characterization is accurate if, as supposed, the
terms of order n+1 or greater are negligible [2], [3].
The procedure can be summarized as follows:
a) Given the initial conditions of the physical variables Δx0, calculate the
vector of initial conditions in the y-coordinates, Δy0 =V-1Δx0 [3],
b) Compute the initial point for the evolution of the extended system of
equation (4.10) as a function of the Koopman eigenfunctions φj(Δy), start-
ing with Δyj(0) as:
 j y 0  y j 0 
 j y 0 k y 0  y j 0 y k 0 
(4. 15)
 j y 0 k y 0 l y 0   y j 0 y k 0 yl 0 

c) Compute the vector znord(0) as:
z nord  0   Wnord
1
Φnord  0  (4. 16)
63
4.1.5 Solution of the non-linear response in physical variables
An advantage of using the Koopman-based approach is its simplicity. Once the
solution of equation (4.13) is obtained, the non-linear response of the system can
be expressed in the physical variables of the system as in (4.4).
First, expression (4.14) is transformed to the coordinates of the Koopman

eigenfunctions-based extended model through the transformation
Φ nord t   Wnord Ψ nord t  (4. 17)
or more explicitly as:
 Φ1 t  I N  N W12 W13  W1n   e Λ1t Ψ1 0  

Φ t   0  
 2   W22 W23  W2 n  e Λ 2t Ψ 2 0 
Φ 3 t    0 0 W33  W3n   e Λ 3t Ψ 3 0  (4. 18)
    
           
Φ n t   0 0 0  Wnn  e Ψ n 0 
 Λ n t
where IN×N is an N×N identity matrix, sub-matrices Wjj, j = 2, 3, …, n are diagonal

matrices of complex coefficients, and Wjk, j =2, 3, …, n, k = j+1, …, n are complex-
valued matrices.
It can be seen from equation (4.18) that the time evolution of the
Koopman modes of order 2 to n, i.e. eΛ2t, eΛ3t, …, eΛnt, are projected onto the first-
order Koopman eigenfunctions Φ1(t) through the matrices W12, W13, …, and W1n,
respectively.
Transforming back to the physical domain results in
x(t )  V11 Φ1 (t ) (4. 19)
where V11 is the matrix of right eigenvectors of the linear state representation. In
terms of the notation above,
x  t   V1ord e Λ1t Ψ1  0   V2ord e Λ2t Ψ 2  0  

(4. 20)
 V3ord e Λ3t Ψ3  0    Vnord e Λnt Ψ n  0 
64
which may be written as
x  t   v1 1 (0)e 1t   v N  N (0)e N t 

 v1,1 1,1 (0)e 2 1t   v N , N N , N (0)e 2 N t  (4. 21)
 v1,1,1 1,1,1 (0)e 31t   v N , N , N N , N , N (0)e 3N t 
with Ṽ1ord=V11, and
V2 ord  V 11W12  [ v11 v1 2 vN N ]

V3ord  V 11W13  [ v111 v11 2 vN N N ] (4. 22)
Here, vectors ṽj, ṽjk, ṽjkl, … represent the spatial structures of the
Koopman modes of first and higher order, and the vectors ṽj coincide with the
linear right eigenvectors of the linear stability modes of the system [4].
It should be emphasized that even if the vectors ṽj are orthogonal, the

vectors ṽjk, ṽjkl, are not necessarily orthogonal [4], [6].
4.2 Outline of the proposed framework

A simplified flowchart illustrating the proposed framework is given in Fig. 4.1.
Starting with a given operating point, the analytical system model is expanded
into a Taylor series as [3]
x  A11x  F2  x   F3  x   (4. 23)
Then, the linear transformation Δx=V11Δy is applied to (4.23) to obtain

(4.6). Equations (4.7) through (4.22) are used to compute fundamental system
behavior.
The inclusion of measured data is possible due to recent advances in dy-

namic state estimation [7], [8]. Basic outputs of the hybrid framework include
modal parameters, observability-based measures, and optimum observables.
The basic algorithm of the proposed methodology can be summarized as

shown in Algorithm 4.1.
65
Fig. 4.1. Flowchart of the proposed methodology. Extensions to the basic model are indicated
with an italic font.
Algorithm 4.1. The perturbed KMA procedure
Given a non-linear model of the form (4.3):

1) Compute the system response using a step-by-step transient stability
program and determine the conditions x0= xcl at the end of the disturb-
ance.
2) Approximate the post-disturbance trajectory behavior using the n-th
order model (4.23). Compute the modal decomposition of the linear
model, A=V11Λ1U11.
3) Transform (4.23) into (4.6) using the procedure in Section 4.1.2.
4) Construct the extended model (4.10):
a. Compute the decomposition Λnord (Wnord)-1=(Wnord)-1Hnord.
b. Compute z(0) using the procedure in Section 4.1.4.
5) Generate time-domain solutions in the z, y, and physical variables using
(4.14), (4.17), and (4.19), respectively.
Several refinements to this model are possible such as the computation of

sensitivities to changing operating conditions, the analysis of actuated control
systems, and the computation of optimum observables (sensor placement).
66
4.3 Single-machine, infinite-bus system: an illustrative example
To illustrate the development of the theory, consider a single-machine, infinite-
bus (SMIB) system shown in Fig. 4.2 [9].
Fig. 4.2. Single-machine, infinite bus test system. Parameters are expressed in pu on a 2200 MVA
base [9].
Two powerflow cases are considered:
a) A low-stress condition with P = 0.90 pu, Q = 0.30 pu, ET =1.0 pu, θ =36.0°,
and
b) A high-stress condition with P = 1.12 pu, ET =1.0 pu, θ = 47.0°, Q = 0.49 pu.
In both cases, the perturbation of interest is an increment on the angular

position of the rotor, ∆δ, of 30 degrees. Additionally, the maximum transferred
active power, PMax, is equal to 1.1762 pu and the damping coefficient of the ma-
chine is D =10 pu [10].
Following [9] and [11], the fourth-order machine model is given by:
gˆ1 (x)    0 
1
gˆ 2 (x)    (PMech  Te  D )
2H
1 (4. 24)
gˆ 3 (x)  E 'q  (E fd  E 'q  (X d  Xd )id )
T 'd 0
1
gˆ 4 (x)  Ed  [(X q  Xq )iq  Ed ]
T 'q 0
where the above symbols have the usual meaning [11].
67
Defining x=[δ Δω E’q E’d]T and applying the transformation x=V11y, the
generator terminal voltages E’D and E’Q can be expressed in D-Q (network coor-
dinates) as:
 4   4   4   4 
E ' D y     v4 j y j  sin   v1 j y j     v3 j y j  cos   v1 j y j 
 
 j 1   j 1   j 1   j 1 
 4   4   4   4 
E 'Q y     v3 j y j  sin   v1 j y j     v4 j y j  cos   v1 j y j 
 
 j 1   j 1   j 1   j 1 
where it is assumed that:
E ' D  E 'd sin ( )  E 'q cos ( )
E 'Q  E'q sin ( )  E'd cos( )
It then follows that:
ITre (y)  jITim (y)  [G grid  jBgrid ][E 'D (y)  jE 'Q (y)]
where Ggrid+jBgrid is the matrix of transfer admittances between the system ma-
chines.
Transforming to d-q coordinates,
  
id (y )  ITre (y )sin  4j 1 v1 j y j  ITim (y )cos  4j 1 v1 j y j 
iq (y )  ITre (y )cos 4j 1 v1 j y j   ITim (y )sin 4j 1 v1 j y j 
and
ed  y    j 1 v4 j y j  R aid  y   Xd iq  y 
4
eq  y    j 1 v3 j y j  R aiq  y   Xd id  y 
4
with
PE (y)  ed (y) id (y)  eq (y) iq (y)
Te(y)  PE (y)  Ra  id2 (y)  iq2 (y) 
68
Using the procedure presented in Section 4.1.2, the system of equations
(4.24) becomes
gˆ1 (V11y )  0  j 1 v2 j y j
4
gˆ 2 (V11y ) 
1
2H

PMech  Te(y )  D  j 1 v2 j y j
4

gˆ 3 (V11y ) 
1
T'd 0

E fd   j 1 v3 j y j   X d  Xd  id (y )
4

gˆ 4 (V11y ) 
1 
T 'q 0 
 X q  Xq  iq (y )   j 1 v4 j y j 
4
so that
 y1   h 1 (y )   gˆ1 (V11y ) 
 y   h (y )  ˆ 
 2    2   V 1  g 2 (V11y ) 
 y3   h3 (y )  11
 gˆ 3 (V11y ) 
     
 y4   h4 (y )   gˆ 4 (V11y ) 
It is observed from the above analysis that equation (4.6) can be obtained
directly from the above-transformed equations, or alternatively using the proce-
dure presented in Section 4.2.
Extensions to more complex system representations is immediate.
4.4 Non-linearity indexes

To assess the relative importance of the non-linear terms into a dynamical re-
sponse, a non-linear interaction index is introduced here inspired by [12].
First, recalling (4.18), the cubic expression for the time-evolving Koopman
eigenfunctions in Jordan space φj(t) can be expressed as follows:
 j (t )   j (t )   k 1  l k w12 j ( k ,l ) k ,l (t )   k 1  l k  ml w12 j ( k ,l ,m) k ,l ,m (t ) (4. 25)

N N N N N
where the terms w12j(k,l) and w13j(k,l,m) are weights pondering the relative im-
portance of non-linear terms in system response.
69
Therefore, a non-linearity index (NInj), of order n, is defined as
| max( w1,n j  k ,l ,  max( k ,l , (t ))) |

NIn j 
| max( j (t )) |
where max(ψk,l…(t))=ψk,l…(0) for stable modes and max(ψk,l…(t))=ψk,l…(T) for unsta-

ble modes, and w1nj(k,l,..) represents the interaction coefficient of the linear modes
λk, λl, …(refer to (4.25)) for the Koopman eigenfunction φj contained in matrix
W1n in (4.18).
This index provides a measure of the effect of the terms of order n relative
to the first order terms.
4.5 Efficient computation of PKMA

One of the most limiting drawbacks of the perturbation-based methods for ana-
lyzing non-linearities in dynamical systems is the huge computational effort [3],
[13], [14] required to obtain the Koopman coefficients.
In order to overcome this limitations weakness in the perturbed

Koopman mode analysis (PKMA) framework, two strategies are proposed in
this research:
1. The utilization of a recursive linearization (RL) procedure to compute

the matrices of coefficients that are the input data for the PKMA
method.
2. An efficient procedure to compute some steps of the perturbed

Koopman mode analysis method.
In this section, we focus on the second point, by means of the following

four efficient sub-processes:
1. Efficient computation of the higher-order matrices of coefficients.
2. Efficient eigendecomposition of matrix Hnord.
70
3. Efficient solution of the Koopman extended system.
4. Utilization of sparsity promoting criteria to reduce the computational

burden.
These proposed efficient procedures are presented below for a cubic

Koopman eigenfunctions-based extended model.
4.5.1 Higher-order matrices of coefficients

In order to derive an efficient numerical algorithm to compute the matrices H kj ,
j = 2,… , n-1, k = j + 1, …, n, concepts from the recursive linearization method are
used here.
Following Section 4.1.2, the first-, second-, and third-order Koopman ei-
genfunctions in the Jordan space are:
 j y  yj (4. 26)
 j ,k  y   y j ,k  y j yk (4. 27)
 j ,k ,l  y   y j ,k ,l  y j yk yl (4. 28)
This leads to:
 j y  yj (4. 29)
 j ,k  y   y j ,k  y j yk  yk y j (4. 30)
 j ,k ,l  y   y j ,k ,l  yk yl y j  y j yl yk  y j yk yl (4. 31)
The Taylor series of expression (4.26), according to equations (4.6) and

(4.10), and with the recursive linearization’s notation of equation (3.50), is:
N N N N N
 j  y   y j   j y j   h2j k ,l yk yl   h3j k ,l ,m yk yl ym (4. 32)
k 1 l  k k 1 l  k m l
 (1) y j
 (2) y j  (3) y j
These expressions are used below for the following derivations.
71
4.5.1.1 Quadratic eigenfunctions
Use of (3.57) in (4.30) results in:
 
 (1) j ,k  y    (1) y j ,k  [ y j yk  yk y j ]sep y j  [ y j yk  yk y j ]sep yk 
y j yk (4. 33)
 yksep y j  yk sep  (1) y j  y j sep  (1) yk  y jsep yk  0
With these assumptions, the values at equilibrium of the Jordan variables

yj, yk, as well as their time derivatives, are equal to zero.
Then, the application of (3.72) to equation (4.30) gives
(2) j ,k  y    (2) y j ,k  yk sep  (2) y j  y j sep  (2) yk  y j  (1) yk  yk  (1) y j 

(4. 34)
 y j (1) yk  yk (1) y j  ( j  k )y j yk
which is equivalent to matrix Λ2 defining the effect of the quadratic eigenfunc-

tions over themselves, as seen in (4.10).
Now, use of (3.82) in (4.30) yields
 (3) j ,k  y    (3) y j ,k  yk sep  (3) y j  y j sep  (3) yk  y j  (2) yk  yk  (2) y j 

N N N N (4. 35)
 y j  (2) yk  yk  (2) y j  y j  h2k l ,m yl ym  yk  h2j l ,m yl ym
l 1 m l l 1 m l
This expression can be used to efficiently compute the matrix H 32 of

(4.10).
4.5.1.2 Cubic eigenfunctions
Following a similar procedure to that of the quadratic formulation, application

of (3.57), (3.72) and (3.82) to (4.34) gives
 (1) j ,k ,l  y    (1) y j ,k ,l  ( yk sep yl sep  yl sep yk sep )y j  ( y j sep yl sep  yl sep y j sep )yk 
 ( y j sep yksep  yk sep y jsep )yl  yk sep yl sep  (1) y j  (4. 36)
 y j sep yl sep  (1) yk  y j sep yk sep  (1) yl  0
72
 (2) j ,k ,l  y    (2) y j ,k ,l  yk sep yl sep  (2) y j  y j sep yl sep  (2) yk  y j sep yk sep  (2) yl 
 yl sep y j yk  yksep y j yl  yl sep yk yl  y j sep yk  (1) yl  yk sep y j  (1) yl  (4. 37)
 y j sep yl  (1) yk  yl sep y j  (1) yk  yk sep yl  (1) y j  yl sep yk  (1) y j  0
and
 (3) j ,k ,l  y    (3) y j ,k ,l  yk sep yl sep  (3) y j  y j sep yl sep  (3) yk  y j sep yk sep  (3) yl 
 y j sep yk  (2) yl  yk sep y j  (2) yl  y j sep yl  (2) yk 
 yl sep y j  (2) yk  yk sep yl  (2) y j  yl sep yk  (2) y j  (4. 38)
 y j yk  (1) yl  y j yl  (1) yk  yk yl  (1) y j 
 ( j  k  l )y j yk yl
This is the analytical explanation for the appearance of two zero-valued

matrices and the diagonal matrix Λ3 in the third row of Hnord, as shown in equa-
tion (4.10).
The projection of the input signals’ effect on the higher-order eigenfunc-

tions can be derived in a similar way.
4.5.2 Efficient eigendecomposition of the extended system

To gain insight into the structure of matrix Wnord of (4.18), a simple two-state
example is considered.
In this representation, the cubic extended matrix, H3ord, is
1 0 1
h21,1 1
h21,2 1
h22,2 1
h31,1,1 1
h31,1,2 1
h31,2,2 1
h32,2,2 
 
0 2 h221,1 h221,2 h22 2,2 h321,1,1 h321,1,2 h321,2,2 2
h3 2,2,2 
0 0 21 0 0 h31,11,1,1 h31,11,1,2 h31,11,2,2 h31,12,2,2 
 
0 0 0 1  2 0 h31,21,1,1 h31,21,1,2 h31,21,2,2 h31,2 2,2,2 
H 3ord 0 0 0 0 22 h32,21,1,1 h32,21,1,2 h32,21,2,2 h32,2 2,2,2 
 
0 0 0 0 0 31 0 0 0 
0 0 0 0 0 0 21  2 0 0 
 
0 0 0 0 0 0 0 1  22 0 
 
0 0 0 0 0 0 0 0 32 
where the terms h3j ,k l ,m, p can be determined with the help of definition (4.35).
73
To understand the structure of the columns w j of W3ord, we evaluate the
eigenvalue problem W3ord w j=  j w j:
1 0 1
h21,1 1
h21,2 1
h22,2 1
h31,1,1 1
h31,1,2 1
h31,2,2 1
h32,2,2   w1 j    j w1 j 
    
0 2 h221,1 h221,2 h22 2,2 h321,1,1 h321,1,2 h321,2,2 h32 2,2,2   w2 j   j w2 j 
0 0 21 0 0 h31,11,1,1 h31,11,1,2 h31,11,2,2 h31,12,2,2   w3 j    j w3 j 
    
0 0 0 1  2 0 h31,21,1,1 h31,21,1,2 h31,21,2,2 h31,2 2,2,2   w4 j   j w4 j 
0 0 0 0 22 h32,21,1,1 h32,21,1,2 h32,21,2,2 h32,2 2,2,2   w5 j     j w5 j 
    
0 0 0 0 0 31 0 0 0   w6 j    j w6 j 
 
0 0 0 0 0 0 21  2 0 0   w7 j   j w7 j 
  
0 0 0 0 0 0 0 1  22 0   w8 j    j w8 j 
    
0 0 0 0 0 0 0 0 32   w9 j    j w9 j 
(4. 39)
where  j is an eigenvalue of H3ord and N=2. The constants N2=3 and N3=4 denote
the number of quadratic and cubic Koopman eigenfunctions, respectively.
From equation (4.39), it can be easily noted that w 1=e1 and w 2=e2, where
ej is the j-th column of the identity matrix IN3ord×N3ord, and N3ord=N+N2+N3.
~
Then, for the subset  j {2λ1, λ1+ λ2, 2λ2}, we have that w kj =0 for k=3,…,
N3ord, j=3, 4, 5, and j≠k. Furthermore, by setting w jj=1, it can be defined that:
h2l j ,k
w2l j ,k  (4. 40)
 j  k  l
~
Now, for  j {3λ1, 2λ1+ λ2, λ1+ 2λ2, 3λ2}, it can be found that w kj =0 for
j,k=6,…, N3ord, and j≠k. Once again, w jj can be set to a unitary value, resulting in:
h3m, p j ,k ,l
w3m, pj,k ,l  (4. 41)
( j  k  l )  (m   p )
and
h3m j ,k ,l   p 1  q  p h2m p ,q w3p ,qj ,k ,l

N N
m
w  (4. 42)
3 j , k ,l
 j  k  l  m
74
Using expressions (4.40) through (4.42), W3ord can be rewritten as
 I N N W12 W13 
W3ord  0 N 2 N I N 2 N 2 W23  
 0 N 3 N 0 N 3 N 2 I N 3 N 3 
1 0 w121,1 w121,2 w12 2,2 1
w31,1,1 1
w31,1,2 1
w31,2,2 w31 2,2,2 
 2 2 
0 1 w21,1 w21,2 w222,2 2
w31,1,1 2
w31,1,2 2
w31,2,2 w322,2,2 
0 0 1 0 0 w31,11,1,1 w31,11,1,2 w31,11,2,2 w31,12,2,2 
 
0 0 0 1 0 w31,21,1,1 w31,21,1,2 w31,21,2,2 w31,22,2,2 
 0 0 0 0 1 w32,21,1,1 w32,21,1,2 w32,21,2,2 w32,22,2,2 
 
0 0 0 0 0 1 0 0 0 
0 0 0 0 0 0 1 0 0 
 
0 0 0 0 0 0 0 1 0 
 
0 0 0 0 0 0 0 0 1 
The computation of W3ord with these formulations is much easier and

more efficient than the utilization of conventional eigendecomposition algo-
rithms.
It can be noted that when all the diagonal elements of W3ord are chosen to
be equal to 1, the definitions (4.40) and (4.42) are consistent with the standard
normal forms method [3], [14].
In fact, definitions (4.40) through (4.42) can be used to obtain participa-

tion factors and residues, in a similar way to the normal forms method [15].
However, for other cases (when the norm of w j must be unitary, for in-
stance) the computed non-linear participation factors and residues would not be
the same for both techniques.
4.5.3 Efficient computation of initial conditions

The first step to obtaining the time evolution of the extended system in physical
coordinates is to calculate z3ord(0). Here, we take again the two-state system to
expand equation W3ord z3ord = Φ3ord as follows
75
 y10  1 0 w121,1 w121,2 w12 2,2 1
w31,1,1 1
w31,1,2 1
w31,2,2 w31 2,2,2   z10 
 y   2 2  
 20  0 1 w21,1 w21,2 w222,2 2
w31,1,1 2
w31,1,2 2
w31,2,2 w322,2,2   z20 
 y1,10  0 0 1 0 0 w31,11,1,1 w31,11,1,2 w31,11,2,2 w31,12,2,2   z1,10 
    
 y1,20  0 0 0 1 0 w31,21,1,1 w31,21,1,2 w31,21,2,2 w31,22,2,2   z1,20 
 y1,20   0 0 0 0 1 w32,21,1,1 w32,21,1,2 w32,21,2,2 w32,22,2,2   z1,20  (4. 43)
    
 y1,1,10  0 0 0 0 0 1 0 0 0   z1,1,10 
 y  0 0 0 0 0 0 1 0 0   z1,1,20 
 1,1,20    
 y1,2,20  0 0 0 0 0 0 0 1 0   z1,2,20 
 y    
 2,2,20  0 0 0 0 0 0 0 0 1   z2,2,20 
where yj0=yj(0), yjk0=yj(0)yk(0), and yjkl0=yj(0)yk(0)yl(0).
It can be seen from equation (4.43) that
z jkl 0  y jkl 0
N N N
z jk 0  y jk 0    w3jk lmp zlmp 0
l 1 m l p  m
N N N N N
z j 0  y j 0   k2j kl zkl 0   k3j klm zklm 0
k 1 l  k k 1 l  k m  l
1
whose use is simpler than the direct computation of W3ord .
4.5.4 Sparsity-promoting criteria

With the aim of increasing the sparsity of the third-order system, matrix H3ord is
first rewritten in an extended manner:
 1 (y )  1 0 1
h21,1 h21 N , N 1
h31,1,1 h31N , N , N   1 (y ) 
    
    
  N (y )   0 N h2N 1,1 h2N N , N h3N 1,1,1 h3N N , N , N    N (y ) 
    
 1,1 (y )   0 0 21 0 h31,11,1,1 h31,1N , N , N   1,1 (y ) 
   
     
  N , N (y )   0 0 0 2 N h3N , N 1,1,1 h31,1N , N , N    N , N (y ) 
  (y )   0 0 0 0 31 0   1,1,1 (y ) 
 1,1,1    
    
     
 N , N , N (y )   0 0 0 0 0 3N   N , N , N (y ) 
(4. 44)
76
We note that the extended system (4.44) is sparse in the lower triangular
part, but, the matrices Hjk, j = 1,…, n-1, k = j + 1, …, n are not.
Therefore, three indexes of importance can be defined as follows:
h2j k ,l
I 2j k , l  100 (4. 45)
j
h3j k ,l ,m
I j
 100 (4. 46)
j
3 k ,l , m
h3j ,k l ,m, p
I j ,k
 100 (4. 47)
 j  k
3 l ,m, p
Furthermore, from (4.44) it can be noted that the dynamics are dominated
by the diagonal elements of H3ord.
Based on this observation and the importance indexes of equations (4.45)

through (4.47), a first criterion promoting sparsity is proposed:
h2j k ,l  0 if I 2j k ,l  1 (4. 48a)
h3j k ,l ,m  0 if I3j k ,l ,m  1
(4. 48b)
h3j ,k l ,m, p  0 if I3j ,k l ,m, p  1

(4. 48c)
A second sparsity-promoting criterion for H3ord is based on the following

time constants:
1
j  (4. 49)
Re ( j )
1
 jk  (4. 50)
Re ( j  k )
1
 jkl  (4. 51)
Re ( j  k  l )
77
Then, with the help of (4.49), (4.50), and (4.51), the following criteria can
be stated:
h2j k ,l  0 for k  1, , N , l  k, , N , if 5 j   2 (4. 52a)
h3j k ,l ,m  0 for k  1, , N , l  k, , N , m  l, , N , if 5 j   2
(4. 52b)
h2j k ,l  0 for j  1, , N , if 5 k ,l   2
(4. 52c)
h3j k ,l ,m  0 for j  1, , N , if 5 k ,l ,m   2
(4. 52d)
h3j ,k l ,m, p  0 for j  1, , N , k  j, , N , if 5 l ,m, p   2

(4. 52e)
After applying the criteria (4.48) and (4.52), the sparsity of H3ord can be
highly increased. Furthermore, the use of the two proposed criteria promotes
the sparsity, but also leads to an order reduction of the extended system.
In fact, each criterion of (4.52) directly leads to the elimination of a col-

umn and a row of H3ord, whereas (4.48) could lead to the same phenomenon if
after its application a higher-order mode gets isolated.

In this chapter, a general model-based analysis tool for the study of power sys-
tem dynamic behavior that combines Koopman mode analysis with perturba-
tion theory is proposed. The formulation can be used to supplement information
on current data-driven approaches in which knowledge of the underlying sys-
tem model is not required.
The method can be used to analyze the influence of multimode interac-

tions of various types on the non-linear response of non-linear dynamical sys-
tems, as well as to assess the nature and strength of interactions between system
components.
The usefulness of the proposed framework lies in its simplicity; the phys-
ical variables of a system are interpreted as the observables of an extended sys-
78
tem that has the linear and non-linear Koopman functions as its state variables.
Such insights can guide the selection of control structures and can also help to
uncover hidden features in system dynamics that might not be accurately identi-
fied using conventional linear analysis.
Using this framework, efficient techniques for the PKMA implementation

are obtained, as well as useful definitions of non-linear indexes, residues, and
sparsity promoting criteria.
In the next chapter, quantitative measures of observability are derived

under linear systems theory for Koopman operator theory, the Koopman mode
decomposition (KMD) algorithm, and the presented perturbed Koopman mode
analysis.
These observability measures and other concepts presented in this chap-

ter are used in the following chapters to assess the non-linear effects intrinsic to
the modeling used for power systems and to develop non-linear quadratic con-
trollers.
4.7 References
[1] L. Perko, Differential Equations and Dynamical Systems, 3rd edition, Springer-
Verlag, NY, 2001.
[2] R. H. Enns and G. C. McGuire, Non-linear Physics with Maple for Scientists
and Engineers, Springer, New York, 2000.
[3] J. J. Sanchez-Gasca, V. Vittal, M.J. Gibbard, A.R. Messina, D.J. Vowles, S.

Liu, and U.D. Annakkage, “Inclusion of higher order terms for small-signal
(modal) analysis: Committee report-task force on assessing the need to in-
clude higher order terms for small-signal (modal) analysis,” IEEE Trans.
Power Syst., vol. 20, no. 4, pp. 1886-1904, Nov. 2005.
[4] M. Budišić, R. Mohr, and I. Mezić., “Applied Koopmanisms,” Chaos: An In-

terdisciplinary Journal of Nonlinear Sci., vol. 22, no 4, Dec. 2012.
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[5] C. A. Tsiligiannis and G. Lyberatos, “Normal forms, resonance, and bifur-
139, pp. 123-138, 1989.
ator,” Annu. Rev. Fluid Mech., vol. 45, pp. 357-378, 2013.
[7] M. Ghosal and V. Rao, “Fusion of multirate measurements for non-linear

dynamic state estimation of the power systems,” IEEE Trans. Smart Grid,
in press, http://ieeexplore.ieee.org/document/8004460/.
[8] A. K. Singh and B. C. Pal, “Decentralized dynamic state estimation in pow-

er systems using unscented transformation,” IEEE Trans. Power Syst., vol.
29, no. 2, pp. 794-804, Mar. 2014.
[9] P. Kundur, Power System Stability and Control, Mc-Graw Hill, NY, USA,
1994.
[10] I. Martinez, A. R. Messina, and E. Barocio, “Higher-order normal form

analysis of stressed power systems: a fundamental study,” Elect. Power
Comps. and Syst., vol. 32, no. 12, pp. 1301-1317, 2004.
[11] P. Anderson and A. Fouad, Power System Control and Stability (IEEE Press
Power Engineering Series). Piscataway, NJ, USA, 2003.
[12] S. Liu, Assessing placement of controllers and nonlinear behavior of electrical

power systems using normal form information, Ph.D. dissertation, Iowa State
Univ. Ames, IA, USA, 2006.
[13] V. Vittal, N. Bhatia, and A. A. Fouad, “Analysis of the inter-area mode

[14] T. Tian, X. Kestelyn, O. Thomas, A. Hiroyuki, and A. R. Messina, “An ac-

curate third-order normal form approximation for power system non-
80
linear analysis,” IEEE Trans. Power Syst., vol. 33, no. 2, pp. 2128-2139, Mar.
2018.
[15] S. K. Starret and A. A. Fouad, “Non-linear measures of mode-machine par-

no. 2, pp. 389-394, May 1998.
81
Chapter 5
Koopman Observability Measures
Koopman mode analysis has shown considerable promise for the analysis and
characterization of global behavior of power system transient processes recorded using
wide-area sensors.
In this chapter, a framework for feature extraction and mode decomposition of

spatiotemporal dynamics based on the Koopman operator is presented. A physical inter-
pretation of the Koopman modes as columns of a matrix of observability measures is de-
rived, and criteria for selecting a reduced set of Koopman modes are proposed.
This approach allows to selectively isolate and quantify the dominant physical
mechanisms underlying the recorded power system response, and it can be used for
wide-area monitoring and assessment.
5.1 Linear modal observability measures
5.1.1 Quantitative measures of observability

A strategic selection of relevant Koopman modes can be obtained from the no-
tion of linear measures of observability. To introduce the general ideas that fol-
low, consider a linear system described by the state-space model [1], [2]
x  A11x  B11u, x0  x(0) (5. 1)
yˆ  C1x (5. 2)
where xN are the state variables, A11N×N is the system matrix, B11N×R is
the inputs matrix, uR is the vector of system inputs, x0 is the vector of initial
conditions, C1L×N is the output matrix, and ŷL is the vector of system out-
puts [1], [2].
A useful alternative measure of observability is motivated by the follow-

ing expression for ŷ [2]:
N
yˆ  t    C1v j  wTj x0  wTj B11  e u  τ  dτ  e
t   j  jt
(5. 3)
j 1
 0 
where j is the j-th eigenvalue of A11, and vj N

and wj N
are the corre-
sponding right and left eigenvectors, respectively. Other useful alternative defi-
nitions of observability are given in [3].
From this expression and ignoring the effect of the input signals u(t), it is
clear that the elements of the vector C1vj determine the extent to which the j-th
mode appears at the different outputs of the system.
Then, by rewriting C1 = row[ c1T , cT2 , , cTL ], we obtain the matrix of linear
observability measures C1V11
c1T v1 c1T v 2 c1T v N 

 
C1V11    (5. 4)
cTL v1 cTL v 2 c L v N 
T

83
where the magnitude of the terms cjTvk measures how much the k-th mode ap-
pears in the j-th output of ŷ(t).
Further, the observability measure cjTvk can also be interpreted as the j-th
output signal at t = 0+, subject to an initial condition x(0) = vk, i.e.
yˆ j  0   cTj v k  wTj v j   cTj v k (5. 5)
From the preceding result, it follows that any given vector of initial con-
ditions x(0) can be expressed as a linear combination
N
x  0   a j v j
j 1
with aj  .
Consequently, the linear observability measures can be written now as

akcjTvk, being these elements of the matrix product C1V11Ka,
c1T v1 c1T v 2 c1T v N   a1 0

  
C1V11K a    
(5. 6)
cTL v1 cTL v 2 cTL v N   0 aN 

C1V11 Ka
where Ka  N×N
is a diagonal matrix containing the coefficients aj.
5.1.2 Effect of constant entries

The analysis extends readily to the state model in (5.1) when the input signals
are constant values, i.e., u(t) = u0. Straightforward analysis yields
N N
1
yˆ  t    C1 v j w Tj x 0 e 
 jt t
C1 v j w Tj B11u 0 (1  e j ) (5. 7)
j 1 j 1 j
Noting further that
N
B11u 0   b j v j
j 1
84
with bj  , equation (5.7) can be re-expressed as:
 b   b1 
 a1  1 0   e1t  cT v
c v1
T
c vN 
T
1 c v N   1
T 
   
1 1 1 1 1
  
yˆ  t         (5. 8)
cTL v1    N t   T  
 c L v N  
T
b e  c L v1 c L v N   bN
T
0 aN  N   
C1V11  N   N 
K coef
Close inspection of this model shows that the first term of the right-hand
part (rhp) of (5.8) captures the time-varying behavior of ŷ(t), whereas the second
term on the rhp is interpreted as an offset value of ŷ(t) associated with the con-
stant-value inputs.
Motivated by this analysis, we examine the use of matrix C1V11Ka to de-

termine approximate quantitative values of modal observability associated with
specific system behavior.
As a byproduct, an appropriate adjustment of the coefficient matrix Ka al-

lows selectively extracting system dynamics of interest associated with specific
system behavior as well as identifying spatial measures of modal observability.
5.2 Koopman observability measures under Koopman operator theory

To pursue the analogy between the Koopman observability measures and the
linear observability measures, let h’:X → Ŷ be the output function (a generaliza-
tion of matrix C1), which projects the space spanned by the state variables onto
the subspace of the observed variables, as:
yˆ  tk   h '(x(tk )) (5. 9)
such that
x  tk 1   gˆ (x(tk )) (5. 10)
85
Then [4]-[5],
yˆ  tk 1   g  x  tk 1     g gˆ   x  tk    Ug  x  tk   
 (5. 11)
 U k 1 g  x  0      kj 1 j  x0  v j
j 1
where g(x0) = ŷ0, ϕj is the k-th Koopman eigenfunction, and ṽj  N

is the cor-
responding Koopman mode.
For the special case of a linear system
x k 1  A11x k
we define the Koopman eigenfunctions
 j (x k )  x k , w j
for the observables ĝ (xk)= A11xk.
In this case,
yˆ  tk   g  x  tk    C1x  tk  (5. 12)
and we have from (5.11) that:
 
yˆ k 1   g gˆ   xk   C1   j j (xk ) v j    j j (xk )C1v j (5. 13)
j 1 j 1
which is equivalent to (5.7).
The right part of equation (5.8) corresponds to a Koopman mode with

j =0, μj = exp(jt)=1, and therefore
v j 
is analogous to  C1 v j (5. 14)
86
As a consequence, the Koopman modes ṽj can be stacked into a matrix
OKMA (a matrix of Koopman observability measures) as
O KMA  [ v1 v2 vM ] (5. 15)
This matrix OKMA is analogous to the matrix C1V11 of Section 5.1.1.
It follows that if the entire set of Koopman eigen-tuples of the analyzed

dynamical system is available, these non-linear quantitative measures will give
the means to identify the most dominant dynamics.
5.3 Koopman measures of observability in KMD
5.3.1 The ranking criteria problem

A fundamental issue when dealing with data-based numerical approximations
of the Koopman operator is to distinguish between the physical and the spuri-
ous modes generated and to properly rank the most dominant ones [6].
Several criteria to select the most dominant Koopman modes have been
proposed in literature. For the Koopman mode decomposition (KMD) method,
Koopman modes can be ranked by their amplitude, frequency or growth rate, or
energy parameters.
For other similar approaches, such as dynamic mode decomposition

(DMD), the most used criterion is the energy content of the temporal coefficients
of the Koopman decomposition [7].
In turn, the Koopman modes are ranked by either
1. The Ritz eigenmodes’ amplitude, || v̂ j ||, [5], [7], [8], or
2. The magnitude of the approximate Koopman eigenvalues, || ~ j || [9],

[10].
87
However, these criteria may lead to false conclusions and do not contem-
plate a method to separate the physically meaningful modes from the spurious
modes.
The following section reinterprets the notion of modal observability

measures in terms of the Koopman modes.
5.3.2 An observability-based approach

Since the empirical Ritz values and eigenvectors obtained from the Koopman
mode decomposition method approximate the Koopman eigenvalues and the
Koopman modes [8], it follows that:
 M
yˆ  tk     kj  j  x0  v j    kj vˆ j (5. 16)
j 1 j 1
Numerical experience with the analysis of complex measured data shows

that the most observables modes are related to those Ritz values with the least
absolute values.
Drawing on this observation, attention is focused on the subset = {  1,

 2, …,  p} such that |  1|>|  2|>∙∙∙>|  p|>∙∙∙>|  Ñ|, with p < Ñ so that the analysis
centers on the inter-area dominant behavior.
The selection of the optimal number of Koopman modes p that are part of
is not a trivial problem. In our experience, p = Ñ*2/3 is found to give good re-
sults.
From (5.16), it is evident that:
vˆ j   j (x0 )
for
vˆ j
 vj
vˆ j
where || v̂ j || denotes the L2 norm of v̂ j.

88
Thus, it is postulated that the empirical Ritz eigenvectors v̂ j, in analogy
with matrix C1V11, can be interpreted as the columns of a matrix
 vˆ11 vˆ12 vˆ1 p 

 
O KMD   vˆ 1 vˆ 2 vˆ p     (5. 17)
vˆ vˆM 2 vˆMp 
 M1
In this sense,
 bj 
| vˆ jk |  ak   cTj v k
  j 

The columns of the observability matrix in equation (5.17) are then

normalized to unit length, such that:
vˆ j
vj 

where κ = max( v̂ jk) for j = 1, …, M , k = 1, …, p and  j .
Clearly, if ŷ(t)=x(t), then
vˆ j
 vj (5. 18)
|| vˆ j ||
i.e., the normalized Koopman modes will approximate the linear stability modes.
In the more general case, the Koopman observability measures extend the
linear results to the non-linear setting.
5.4 Koopman observability measures under perturbation theory
5.4.1 Derivation of the quantitative observability measures

After obtaining a Koopman eigenfunctions-based extended model of a dynam-
ical system, a large number of linear and non-linear Koopman dynamics are
found.
Koopman observability measures are introduced here under perturbation

theory, to reduce the set of dynamics that must be taken into account.
89
First, making use of the recursive linearization method, equation (5.9) can
be approximated as
yˆ    h'    h'    h' = C1x  C2x2  C3x3

1 2 3
(5. 19)
and from (4.20)
x  t   V1ord e Λ1t Ψ1  0   V2 ord e Λ 2t Ψ 2  0   V3ord e Λ3t Ψ 3  0 

z1 (t ) z 2 (t ) z 3 (t )
we can write
yˆ  C1V1ord z1 (t )  C1V2ord z 2 (t )  C1V3ord z 3 (t ) 

(5. 20)
Cˆ z (t )  C ˆ z (t )  C ˆ z (t )  O  4 
22 2 23 3 33 3
where Ĉ22 L×N 2

and Ĉ23 L×N 3
are associated with C2Δx2 and Ĉ33 L×N 3
is relat-
ed to C3Δx3. The term O(4) contains the elements of fourth and higher order
originated from C2Δx2 and C3Δx3.
When the output signals are a linear combination of the state variables,
matrices C2 and C3 are null. In this case, equation (5.20) is simplified as:
yˆ  C1V1ord z1 (t )  C1V2ord z 2 (t )  C1V3ord z3 (t ) (5. 21)
Now, following [2], to accurately define the Koopman observability

measures, the columns of the matrix W3ord (refer to equation 4.55) need to be
normalized so that ||wj||2=1 for j =1, 2, …, M.
By defining the third-order matrix of output signals in the space of the

Koopman eigenfunctions as:
C3ord  C1V11 0 N N 2 0 N N 3  (5. 22)
the matrix of Koopman observability measures, OPKMA, can be written as:
OPKMA  C3ord W3ord  [C1V11 C1V11W12 C1V11W13 ] (5. 23)
where W 12 and W 13 are the corresponding sub-matrices of matrix W 3ord, which

is equal to matrix W3ord after the unitary normalization of its columns.
90
5.4.2 Weighted observability measures
In analogy with the modal observability measures of [2], the matrix OPKMA con-
tains general information about how much observable are the linear and non-
linear modes in the measured output signals.
In some cases, however, the determination of the most observable dy-

namics being excited during a specific event is of importance. In this setting, a
set of pondered Koopman observability measures can be defined as:
ˆ
O PKMA  C3ord W3ord diag (z 3ord (0)) 
(5. 24)
 C1V11diag (z1 (0)) C1V11W12 diag (z 2 (0)) C1V11W13diag (z 3 (0)) 
where the disturbance of interest produces the vector of initial conditions

z3ord(0)=[z1(0)T z2(0)T z3(0)T ]T.
The pondered Koopman observability measures of equation (5.24) are

equivalent to the residues corresponding to an extended system of order n for a
set of measured output signals [11].
A useful alternative for definition (5.24) is found by considering the spar-

sity promoting criteria of Section 4.5.4:
O PKMA  C3ord W3ord diag (z 3ord (0))diag (τ 3ord ) 

 [C1V11diag (z1 (0))diag (τ1 ) C1V11W12 diag (z 2 (0))diag (τ 2 ) (5. 25)
C1V11W13 diag (z 3 (0))diag (τ 3 )]
Here, 1 = [1 ··· N]T, 2 = [1,1 ··· N,N]T, 3 = [1,1,1 ··· N,N,N]T, and 3ord = [1 T
2 T 3 T]T, and j, jk, jkl are the corresponding time constant defined in equations
4.65 to 4.67.
The weighted residues allow the analysis to be centered on the most ex-
cited, observable, and slow oscillations.
91
5.4.3 Importance for wide-area monitoring and control
The provided non-linear measures of observability can be used to assess the sta-
bility of the system and to generate proper laws of wide-area oscillations control
[12]-[14].
In this sense, the use of the Koopman observability measures can be

viewed from two perspectives:
1. The perspective of the optimal measuring devices placement, or
2. The perspective of optimally using the installed measuring devices.
From the first point of view, the proposed non-linear measures of observ-
ability can be used to optimally locate sensors in a network, making sure that as
the linear as the non-linear dominant dynamics will be monitored appropriate-
ly.
For the second outlook, when a set of PMU devices are currently in-
stalled, the primary objective is to be able of determining which variables must
be measured, and which modes will be observable in each of them.
Of utmost interest, the combination of both perspectives can derive in a

distributed scheme of monitoring and control, where local data can be processed
to provide global information and calculate a distributed control law [14].

In this chapter, an observability-based approach to extract dominant spatiotem-
poral patterns for Koopman mode analysis has been presented.
The method interprets global dynamic behavior in terms of linear combi-

nations of Koopman modes from which techniques to isolate and quantify the
dominant physical mechanisms underlying the observed dynamical behavior
are derived.
92
A physical interpretation of the Koopman modes as columns of a matrix
of observability measures has been provided that extends linear results to the
non-linear setting.
Furthermore, the use of observability measures is seen to add important

information to modal analysis, which is of interest in the analysis and identifica-
tion of reduced-order models and provides direct comparison to conventional
linear analysis techniques.
Finally, some possible future advances in the wide-area monitoring and

control were mentioned. In this regard, Chapter 7 proposes a wide-area non-
linear controller, where the pondered Koopman observability measures are used
to identify the most dominant quadratic modes.
5.6 References
[1] K. Ogata, Modern Control Engineering, New Jersey, Prentice Hall, 2002.
[2] S. M. Chan, “Modal controllability and observability of power system

models,” Elect. Power Energy Syst., vol. 6, no. 2, pp. 83–88, April 1984.
[3] J. Qi, K. Sun, and W. Kang, “Optimal PMU placement for power system
dynamic state estimation by using empirical observability Grammian,”
IEEE Trans. on Power Syst., vol. 30, no. 4, pp. 2041–2054, July 2015.
[4] M. Budišíc, R. Mohr, and I. Mezić, “Applied Koopmanism,” Chaos: Inter-

ator”, Annu. Rev. Fluid Mech., vol. 45, pp. 357–378, 2013.
[6] K. K. Chen, J. H. Tu, and C. W. Rowley, “Variants of dynamic mode de-

composition: boundary conditions, Koopman and Fourier analyses,” J.
Nonlinear Sci., vol. 22, no. 6, pp. 887–915, 2012.
93
[8] C. Rowley, I. Mezić, S. Bagheri, P. Schlatter, and D. Henningson, “Spectral

analysis of fluid flows,” J. Fluid Mech., vol. 641, pp. 115–127, 2009.
[9] Y. Susuki and I. Mezić, “Nonlinear Koopman modes and coherency identi-
fication of coupled swing dynamics,” IEEE Trans. Power Syst., vol. 26, no.
4, pp. 1894-1904, Nov. 2011.
[10] J. F. Raak, Investigation of Power Grid Islanding based on Nonlinear Koopman

Modes, M.S. thesis, Royal Institute of Technology, Stockholm, Sweden,
2013.
[11] S. K. Starret and A. A. Fouad, “Nonlinear measures of mode-machine par-

no. 2, pp. 389-394, May 1998.
[12] A. Chakrabortty and P. M. Khargonekar, “Introduction to wide-area control of

power systems,” IEEE American Control Conference (ACC) 2013, pp. 6758-6770,
Washington, DC, USA, June 2013.

American Control Conference (ACC) 2017, pp. 2093-2098, Seattle, WA, USA,
July 2017.
[14] S. Nabavi, J. Zhang, and A. Chakrabortty, "Distributed optimization algo-

rithms for wide-area oscillation monitoring in power systems using inter-
regional PMU-PDC architectures,” IEEE Trans. Smart Grid, vol. 6, no. 5, pp.
2529-2538, Sept. 2015.
94
Chapter 6
Recursive Linearization of Power
System Models
The recursive linearization (RL) method developed in Chapter 3 is illustrated on a sim‐
ple power system model. By assuming that the system is represented by a transient mod‐
el, explicit analytical expressions are derived that show the efficiency and applicability of
automated linearization.
This simple model captures the inherent non‐linear dynamics and can be used to
study interactions between state variables as well as interactions with the system’s input
signals when a cubic Koopman eigenfunctions‐based model is utilized.
This analysis is intended to give valuable information for predicting the system’s
dynamical response in the presence of specific entries.
Based on this theoretical framework, the projection of the linear, quadratic, and
cubic representation onto some selected output signals is determined. This knowledge is
of fundamental importance for connecting the analytical knowledge obtained by means
of the model‐based Koopman mode analysis with the data‐driven techniques based on the
Koopman operator theory.
6.1 Non-linear model of a multi-machine power system
To illustrate the application of recursive linearization to complex system repre‐
sentations, a non‐linear power system model in which terms higher than the
third order in the amplitude of motion are discarded, is adopted.
In this representation, synchronous machines are represented by a transi‐
ent d‐q model and equipped with a simple exciter. Loads are considered as con‐
stant impedances and a power system stabilizer is added to the generator mod‐
el. The methods adopted, however, are general and can be applied to arbitrary
system representations.
6.1.1 Transient model of the generator
The equations of motion for the rotor of generator j are [1]‐[5]:
d j
 0   j  (6. 1)
dt
d  j 1

dt

2H j
 PMech j  Tej  D j  j  (6. 2)
dEq j 1

dt

Td 0 j
VEx j  (X d j  Xd j ) id j  Eq j  (6. 3)
dEd j 1
  X q j  Xq j  iq j  E 'd j  (6. 4)
dt Tq0 j  
where the above symbols have the usual meaning [5].
From the theory of synchronous machines, the electrical torque Tej in (6.2)
is defined as:
Te j  ed j id j  eq j iq j  R a j  id2 j  iq2 j  (6. 5)

     
Electrical active output Electrical losses
power
where edj and eqj are calculated from the expressions
ed j  E 'd j  R a j id j  X'd j iq j (6. 6)
96
and
eq j  E 'q j  R a j iq j  X'd j id j (6. 7)
Similarly, the d‐axis and q‐axis components of the terminal current on
system framework, idj and iqj, are calculated as:
id j  ITre j sin( j )  ITim j cos( j ) (6. 8)
iq j  ITre j cos( j )  ITim j sin( j ) (6. 9)
in which, ITrej and ITimj are the real and imaginary parts of ITj, the complex ter‐
minal current in the system frame, so that
 ITre1  jITim 1     E 'D1  jE 'Q1 

    
   Yred    (6. 10)
    E 'Dng  jE 'Q ng 
 ITre ng  jITim ng  
where j = √(‐1), ng is the number of generators of the power system, and Yred is
the matrix of admittances of the system, reduced to the internal buses of the
generators.
In equation (6.10), E’Dj and E’Qj are the terminal voltages in the network
frame, given by:
E 'D j  E 'd j sin( j )  E 'q j cos( j ) (6. 11)
E 'Q j  E 'q j sin( j )  E 'd j cos( j ) (6. 12)
6.1.2 Simple exciter dynamics
A block‐diagram representation of the exciter used in this analysis is shown in
Fig. 6.1 [3].

Fig. 6.1. Schematic representation of the utilized simple exciter model.
97
With reference to Fig. 6.1, we can write [3], [5]:
dVTr j ET j  VTr j
 (6. 13)
dt TR j
dVAs j Err j  VAs j

 (6. 14)
dt Tb j
dE fd j K A jVA j  E fd j
 (6. 15)
dt TA j
where ETj is the absolute value of the machine terminal voltage in p.u., defined
by
2 2
ET j  ed j  eq j (6. 16)
and pssoutj is the output signal of the PSS [3].
6.1.3 Power system stabilizer
A block diagram of the considered power system stabilizer (PSS) is shown in
Fig. 6.2, where the input signal is the rotor speed deviation of machine j, and the
output is a modulation signal that modifies the reference value of the exciter –
refer to Fig. 6.1 [3].
For this model,
1

d
dt
pss1 j 
TW j
 GPSS j  pss1 j  (6. 17)
1

d
dt
pss2 j 
Td 1 j
Var1 j  pss2 j  (6. 18)
1

d
dt
pss3 j 
Td 2 j
Var2 j  pss3 j  (6. 19)
where pss1 j, pss2 j, and pss3 j are the PSS’ state variables, GPSS j is the gain of the

PSS, and Tw j is the washout time constant.
98

Fig. 6.2. Schematic representation of the considered power system stabilizer model.
6.2 Recursive analysis of third order
In this section, the third‐order recursive linearization method is applied to the
simplified system model. For reference, the state model is defined as x = [δT,
ΔωT, Eq T, E d T, VTrT, VAsT, EfdT, pss1T, pss2T, pss3T] T.
A method to determine the linearized system equations is as follows.
6.2.1 Recursive linearization of the dynamical equations
As a first step, the dynamical system equations are linearized to obtain the mod‐
el of equation (3.50),
x  1 x   2 x  3 x
where
δ  0  ω  (6. 20)
ω  (PMech 
 
(1)
Te  D  
ω 

(2)
 e 
T 

(3)
e)  M
T (6. 21)
First order Sec ond order Third order
   (E  E   X  X   (1) i 

E q

fd q

d d
d
First order
(6. 22)
  Xd  Xd   (2) id   Xd  Xd   (3) id )  Td 0
   
Sec ond order Third order
   (( X  X )  (1) i  E  (X  X )  (2) i  ( X  X )  3 i )  T

E (6. 23)
q q q0
d

q q
 q
d 
q q

q q
99
In an analogous manner, the linear equations for the synchronous ma‐
chines model and their controllers are,
  ((1) E  V  (2) E  (3) E )  T

V (6. 24)
Tr
 TTr
T T R
  (V  V  pssout  V )  T
V (6. 25)
As ref Tr As b
and
  (K   (1) V  E )  T
E (6. 26)
fd A A fd A
so that,
 1  TW   GPSS ω  pss1 

pss (6. 27)
 2  Td 1  (1) Var1  pss 2 

pss (6. 28)
 3  Td 2  (1) Var2  pss3 

pss (6. 29)
In these equations, the symbol ∙ represents the Hadamard product [6], i.e.
x∙y = [x1y1 x2y2 … xnyn]T for x, yn . Additionally, the symbol x denotes x≡ [1/x1
1/x2 … 1/xn]T.
6.2.2 Analysis of the system’s embedded sub‐functions
The linearized modules of the inner dynamics of equations (6.1) to (6.4), (6.13) to
(6.15), and (6.17) to (6.19) can be obtained by following the procedure below.
6.2.2.1 Synchronous machines and grid equations
From (6.5) through (6.9), we can solve for the electric torque, Te, as:
 ( k ) Te   ( k 1) id  Ed   ( k 1) iq  Eq 

  eq sep  R a  iq  Xd  id    ( k ) iq  (6. 30)
  ed sep  R a  id  Xd  iq    ( k ) id
for k=1, 2,…
100
The modules (k)iq and (k)id, are given by:
k
1  j  ( k - j )  j  ( k - j ) 
 ( k ) iq    cos  δsep    ITre  sin  δsep    ITim   δ (6. 31)
j
j 0 j!  2   2  
k
1  j  ( k - j )  j  ( k - j ) 
 ( k ) id    sin  δsep    ITre  cos  δsep    ITim   δ (6. 32)
j
j 0 j!  2   2  
where:
T
δ j   1j  2j   ngj 
Noting now that Yred = Gred + jBred, we can write
 ( k ) I Tre  G red  ( k ) E 'D  B red  ( k ) E 'Q

(6. 33)
(k ) ITim  Gred (k )E 'Q  Bred (k )E 'D (6. 34)
Comparison of equations (6.11) and (6.12) with (6.8) and (6.9), shows that
both groups of equations have the same structure. Further, the formulations for
(k)E’D and (k)E’Q are analogous to those in equations (6.31) and (6.32). The de‐
tails are omitted.
6.2.2.2 Simple exciter and PSS
Linearization of the terminal voltages terms, (k)ET, in (6.16) yields
K1
 ( k ) ET     ( j ) ed   ( k  j ) ed   ( j ) ed   ( k  j ) ed   ETsep 
j 0
1 K  K1  j 
   l !( j  l )!  ed   ed   ed   ed  
( j l ) ( j l )
 (l ) (l )
2 j 1  l 0
(6. 35)
 K2  j  
   m !(k  j  m)!  ( m ) ed   ( k  j m ) ed   ( m ) ed   ( k  j m ) ed     ET3 sep 
 m 0  
2k  3 ( 0)
  ed   (1) ed   (0) ed   (1) ed   E1Tsep
k
   (1) k 1 2( k 1)
 k !
where k=1, 2, 3; K=k/2, K1(j)= j/2 , and K2(j)=(k-j)/2.
101
In (6.35), the terms (k)ed and (k)eq are given by
 ( k ) ed   ( k ) Ed  R a   ( k ) id  Xd   ( k ) iq (6. 36)
 ( k ) eq   ( k ) Eq  R a   ( k ) iq  Xd   ( k ) id (6. 37)
The modules corresponding to the other internal dynamics represented in
the diagrams of figures 6.1 and 6.2 can be easily obtained by applying the same
procedure.
6.3 Input matrices and interactions state-input
In this section, the effect of the input signals on the non‐linear evolution of the
considered multi‐machine power system model is studied. From our previous
analyzes, we assume that the third‐order model of the system considering in‐
puts, u, can be written as
 y   Λ1 H12 H13   y   B 11 B 

12 B 13   u 
 y    0 Λ  
 2  2 H 23   y 2   B 21 B 22 B 23  u 2  
 y 3   0 0 Λ3   y 3   B 
31 B 32 B  u 
33   3 
 N y j N 1  j 1  k  j y j yk M 1jk   j 1 y j L1j 

N N N
(6. 38)
 j 1 j
  j 1 y j N2  j 1  k  j y j yk M 2jk  u   j 1 y j L 2j  u2

N N N N
 j
 N   N 
 j 1 y j N j  j 1  k  j y j yk M 3jk   j 1 y j L 3j 
3 N N
with y2=[y1y1 y1y2··· yNyN]T, u2=[u1u1 u1u2··· uNuN]T, y3=[y1y1y1

y1y1y2 ··· yNyNyN]T and u3=[u1u1u1 u1u1u2 ··· uNuNuN]T.
Recall from Chapter 3, that A11 is the Jacobian matrix of the system, V11 is
the corresponding matrix of right eigenvectors, and Λ1 a diagonal matrix con‐
taining the linear stability eigenvalues.
 in (6.38) is computed as:
From these assumptions, matrix B11
B 11  V111B11 (6. 39)
where B11 is the input matrix of the system.
102
The other interaction matrices are defined similarly.
6.3.1 First‐order dynamics
In deriving the first‐order dynamics, we note from equations (6.1) and (6.21),
and Figure 6.1 that PMech does not have any direct influence on the second or
higher order terms. This is also seen for the reference voltage, Vref. As a result,
 = 0 and B
one has that B  = 0.
12 13
From the analysis above, it can be noted that there is not any an interac‐
tion between the input signals, PMech and Vref, and the state variables. Therefore,
 1 , and L
 1 , M
the matrices N 1 are null.
j jk j
6.3.2 Second‐order dynamics
Assume that equation (4.32) is expressed in the form
R N N N N N
y j   j y j   b1j k u j   h2j k ,l yk yl   h3j k ,l ,m yk yl ym (6. 40)
k 1 k 1 l  k k 1 l  k m l
where B 11=[ b1j k ].
Then, equations (4.33) to (4.35) and (6.40) are used to describe the evolu‐
tion of the quadratic Koopman eigenfunctions. Straightforward computation
shows that:
y j ,k  y j y k  yk y j 

 R N N

 y j  k yk   bk1l ul   h2k lm yl ym   (6. 41)
 l 1 l 1 m l 
 R N N

 yk   j y j   b j l ul   h2j lm yl ym   O  4 
1
 l 1 l 1 m l 
where fourth and higher‐order effects are contained in O(4) and are neglected in
the analysis that follows.
103
Of interest, it can be noted from (6.41) that for the quadratic Koopman ei‐
genfunctions, the only set of non‐linear interactions that is not null is the one
 2 , obtained from B
related to the matrices N  , i.e.
j 11
2 F
N j

lineal B11  
6.3.3 Third‐order dynamics
From (6.40) equations (4.36), (4.37), and (4.38), we have that
y jkl  y j yk yl  yk yl y j  y j yk yl 

 
 
R
 y j yk  l yl   bl1 mum   y j yl k yk   m 1 bk1um  (6. 42)
R

 m 1 
 y y  y 
k l  j
R
j 
b1u  O  4 
m 1 j m 
 , B , B , N
Of note, matrices of coefficients B  3 , and L 3 are null, whilst
31 32 33 j j
 3 can be obtained from the coefficients b1 , via

M jk jk
 3 F
M jk

lineal B11  
which leads upon simplification to the third‐order model
 
 y   Λ1 H12 H13   y  B11 0 0 
 y    0 Λ H 23   y 2    0 u
 2
N
 2  y jN 0 (6. 43)
2
 j 1 j

 y 3   0 0 Λ3   y 3   
 j 1  k  j y j yk M jk 
N N 3
 0 0
Attention is now turned to the assessment of the non‐linear content un‐
derlying some output signals of interest.
6.4 Third-order analysis of the output matrices
The selected observables of interest are the magnitudes and phases of the bus
voltages and the active power flow being transferred through the tie lines [2],
[3]. The analysis can be extended to include other output functions.
104
6.4.1 Bus voltages
6.4.1.1 Non‐linear equations
Let Y12=G12+jB12 be the matrix of admittances that projects the internal voltages
of the generators onto the bus voltages of the system as [3]
Vbus  Vbre  jVbim  (G12  jB12 )(E 'D  jE 'Q ) (6. 44)
It follows that,
Ebus  Vbre
2
 Vbim
2
(6. 45)
and
θbus  arctan(FV ) (6. 46)
where
FV  Vbre  Vbim (6. 47)
6.4.1.2 Analysis of non‐linear content
Insight into the non‐linear effects of the state variables on the evolution of the
bus voltages can be obtained from cubic recursive linearization of the model.
In assessing these effects it should be observed that the analysis of equa‐
tion (6.44) is straightforward, whereas the formulation (6.45) for computing the
bus voltages Ebus is equivalent to the analysis of the bus magnitude equations in
(6.16). As a direct consequence, the terms (k)Vbre and (k)Vbim need not to be in‐
cluded in the analysis, whilst, for the modular analysis of Ebus, the same struc‐
ture presented in (6.35) must be considered.
Analysis of the vector of bus voltages’ phases, θbus, is more complicated
due to the nature of the function arctan and deserves some context. The lineari‐
zation of the bus angles is illustrated in Figure 6.3.
105

Fig. 6.3. Scheme of the recursive linearization of the vector θbus.
where
K FV  (1ng  FV sep  FV sep )
The linearization of the auxiliary term FV follows the same lines as that
presented in Fig. 6.3. The derivation has been omitted for reasons of space.
6.4.2 Active power flows
Let the vector of active power flows of all the lines of the system be Plinenl,
where nl represents the number of tie lines [1]‐[3], and VS nl
and VR nl
, be
the vectors of bus voltage magnitudes at the sending – receiving ends of the
lines, respectively, obtained from simple projections of the vector of bus voltag‐
es Vbus.
The procedure adopted to compute the output matrices is summarized
below.
6.4.2.1 Non‐linear equations
Thus, for instance, if VSj is equal to the voltage at bus 1,
VS j  e1Vbus
where ej is the j‐th column of a properly‐sized identity matrix.
106
Noting that YL is the matrix of series admittances of the lines and that Bsh
is the vector of shunt susceptances, the line currents are determined from [3]
I L  YL ( VS  VR )  B sh VS (6. 48)
Recalling that YL = GL +jBL, we can write
VS  VSre  jVSim
V R  V Rre  j VRim
Similarly, the real and imaginary parts of the line currents, ILre and ILim,
are determined from equation (6.48), and can be expressed as:
I Lre  G L ( VSre  VRre )  B L ( VSim  VRim )  B sh VSre (6. 49)
I Lim  G L ( VSim  VRim )  B L ( VSre  VRre )  B sh VSim (6. 50)
and [1], [2]
Sline  VS  I*L
Also,
Pline  VSre  I Lre  VSim  I Lim (6. 51)
Based on these representations, the non‐linear effects of the state varia‐
bles on the output variables can be examined as discussed below.
6.4.2.2 Recursively linearized modules
Applying the recursive linearization method to equations (6.49) and (6.50) re‐
sults in:
  k  I Lre  G L [    VSre     VRre ]  B L [    VSim     VRim ]  B Sh    VSre (6. 52)

k k k k k
  k  I Lim  B L [    VSre     VRre ]  G L [    VSim     VRim ]  B Sh    VSim (6. 53)

k k k k k
Similarly, it can be proved that:
 ( k ) Pline   j 0  ( j ) VSre   ( k  j ) I Lre  ( j ) VSim   ( k  j ) I Lim

k
(6. 54)
107
Finally, the modular expression of order k for the selected output signals,
following the notation of equation (3.48), would be:
   k  Ebus 
 k 
   h'    θbus 
k
(6. 55)
 k  
  Pline 

In this Chapter, the recursive linearization method was illustrated on a simple
power system model. The model, however, is general and can be applied to ar‐
bitrary power system representations.
An interesting observation from the analysis of higher‐order expansions

is that even if the inputs of the system do not have a direct non‐linear effect on
the evolution of the system, input‐state interactions arise from the higher‐order
Koopman eigenfunctions.
It is also observed that although the recursive linearization provides a
simple algebraic formulation, the number of required operations may grow ex‐
ponentially for some complex non‐linear functions. This may be a limiting factor
when higher‐order representations of complex dynamical systems are required.
In the next Chapter, the usefulness of the obtained third‐order model is
demonstrated when it is used to calculate a non‐linear quadratic controller.
6.6 References
[1] P. Kundur, Power System Stability and Control, The EPRI Power System En‐
gineering Series, McGraw‐Hill, New York, 1994.
[2] P. W. Sauer and M. A. Pai, Power system dynamics and stability, Prentice
Hall, New Jersey, 1998.
108
[3] G. Rogers, Power Systems Oscillations, Kluwer Academic Publishers, MA,
2000.
[4] J. J. Sanchez‐Gasca, V. Vittal, M.J. Gibbard, A.R. Messina, D.J. Vowles, S.
Liu, and U.D. Annakkage, “Inclusion of higher order terms for small‐signal
(modal) analysis: Committee report‐task force on assessing the need to in‐
clude higher order terms for small‐signal (modal) analysis,” IEEE Trans.
[5] P. Anderson and A. Fouad, Power System Control and Stability (IEEE Press
Power Engineering Series). Piscataway, NJ, USA, 2003.
[6] K. J. Horadam, Hadamard Matrices and Their Applications, Princeton Univer‐
sity Press, NJ, USA, 2006.
109
Chapter 7
PKMA-based Truncated Non-
linear Quadratic Controller
In this chapter, the development of a truncated non-linear quadratic controller based on
the perturbed Koopman mode analysis (PKMA) method and the linear optimal control
theory is presented.
The theoretical developments behind the non-linear controller design are first es-
tablished, including the analysis of the bilinear effect arising in the quadratic Koopman
eigenfunctions-based extended models, the structural constraints on the quadratic gains
matrix, and the study of the second-order phenomena in the closed-loop system.
The derivation of the truncated quadratic controller is then provided, highlight-

ing all the considerations made during the designing process.
Additionally, efficient algorithms for computing some sub-processes and

implementing the obtained non-linear control law are presented. The use of the
Koopman observability measures is considered to center the analysis on the most domi-
nant quadratic modes depending on the applied disturbance.
Finally, the main advantages and drawbacks of the proposed approach are
discussed, and a scheme for future online applications is provided.
7.1 Problem formulation
The high dimensionality of electric power systems and the possibly-limited
communications lead to the necessity of structurally constrained controllers [1]-
[3]. Moreover, the power system operation under high loading conditions and
the occurrence of stressing disturbances may require the design of high-order
controllers capable of extending the area of attraction of the linear quadratic
regulator (LQR) and of increasing the reliability of the system [4]-[7].
In this Section, the design of structurally-constrained LQR controllers is

reviewed. As well, the general features required for designing a quadratic non-
linear control law are established.
7.1.1 Linear structurally-constrained LQR controllers

Following [1] and [2], let us consider a discrete-time linearized power system
model:
x  k  1  A11x  k   B11u  k   Bd d  k  (7. 1)
where x(k)=[x1(k), …, xN(k)]T is the vector of state variables, u(k)=[u1(k), …, up(k)]T

is the vector of input variables, A11N×N is the Jacobian matrix of the system,
and B11N×p is the control input matrix. The matrix BdN×d is the disturbance
input matrix, and d(k) is the disturbance applied to the system. The quantity
Bdd(k) is usually unknown [1].
The objective is to design a feedback control of the form [8]
u  k   K11x  k  (7. 2)
that damps the closed-loop oscillations, where K11 satisfies the structural con-
straints denoted by 1 and minimizes the objective function:

J   xT (k )Q11x(k )  uT (k )Ru(k ) (7. 3)
k 0
where Q11N×N and Rp×p are positive semi-definite matrices.
111
7.1.1.1 Distributed control
The problem of designing a distributed control strategy for determining 1 was
treated in [1] based on the modal participation analysis. In this sense, the evolu-
tion of the j-th system state variable can be expressed as:
Nˆ
x j  k    k 1 pˆ jk k   k 1 pˆ jk k   j  k 
N
(7. 4)
where p̂ jk is the residue of the k-th linear eigenmode in the state variable xj,
N is the number of state variables of the system, and N̂ is the number of elec-
tromechanical (or dominant) modes. The term βj(k) represents the joint effect of
the non-dominant linear modes.
By using this partition, and considering those residues with a greater

value than a threshold value η1, a sparse structure is determined for the gain
matrix K11, which would have the form [1]:
 u1   0   x1 
u  
 2   0    x2 
(7. 5)
    
    
u p   0 0   xN 
1
with symbols × indicating the positions where a gain must be placed for the
feedback gain matrix K11.
In order to emphasize the importance of the sparsity of matrix K11, Fig.

7.1 illustrates the full communication network of a 6-machine system including
all the links connecting the generators in comparison with a sparse communica-
tion structure determined by 1 and consisting of the continuous blue links. For
more details on the determination of , please refer to [1].
7.1.1.2 Constrained LQR control

Once 1 has been determined using the strategy described above, the problem is
now to obtain the optimal gain matrix K111 that minimizes the function J of
equation (7.3).
112
Fig. 7.1. Scheme of a sparse communication structure (continuous blue lines), in comparison
with the full communication network (including the red dotted lines).
Following [2], the optimal gain matrix K11 that minimizes (7.3) is given by
K11   (R  B11
T
P11B11 )1B1T P11A11 (7. 6)
with P11 being the unique positive semi-definite N×N matrix satisfying the dis-
crete algebraic Riccati equation (DARE)
P11  Q11  A11

T
P11B11 (R  B11
T
P11B11 )1B11
T
P11A11  A11
T
P11A11 (7. 7)
However, the computed gain matrix, in general, do not satisfy the struc-
tural constraint of 1 [1].
In order to obtain the desired K11, we first define the matrix Ic1 as the in-
dicator matrix, which is equal to 1, but with 1’s instead of the ×’s. Then, the
following identity holds for the structurally-constrained gain matrix K11
Fˆ (K11 )  K11  Ic1  0 (7. 8)
where F̂ (K11) is the orthogonal projection of K11 onto the state variables ig-
nored by 1 [2]. In (7.8), the symbol · represents the Hadamard product [9].
Then, according to [2], for the discrete-time system of (7.1), and a control
law of the form (7.2), if the gain matrix K11 satisfies
K11  L11  (R  B11

T
P11B1 )1B11
T
P11A11 (7. 9)
113
where L11 is an arbitrary matrix, and P11 is the solution of the generalized dis-
crete algebraic Riccati equation (GDARE):
P11  Q11  A11

T
P11B11 (R  B11
T
P11B11 )1B11
T
P11A11  A11
T
P11A11  LT11 (R  B11
T
P11B11 ) L11 (7. 10)
then the closed-loop system A11-B11K11 is Hurwitz [2].
Additionally, in order to enforce the structural constraints, the matrix L11

must be chosen as [2]:
L11  Fˆ ( (P11 )) (7. 11)
with
 (P11 )  (R  B11

T
P11B11 )1B11
T
P11A11 (7. 12)
A simple and practical algorithm for the iterative solution of the problem
of finding P11 can be found in reference [1] and is here presented as the Algo-
rithm 7.1
Algorithm 7.1. Algorithm to find P11 for the configuration 1.

(0)
1) Obtain P11 from (7.7) – Initialize
2) Start k=0
3) L11
(k 1)
   P11(k)   Ic1 – Enforce structure 1
(k 1)
4) Q11  Q11
(0)
 L(11k 1)T  R  B11
T
P11(k ) B11  L(11k 1) ,
P11(k 1)  A11

T (k 1)
P11 B11  P11(k 1)   Q11(k 1) – Enforce structure 1
T (k 1)
P11 A11  A11
P11(k 1)  P11(k)

5) If  1 , then – Check convergence
P11(0)
6) K11   P11  L11 (k)  (k 1)
7) Else, k  k+1 and go to step 3 – end if.
114
7.1.2 General characteristics of the required quadratic controller
As has been established previously in several research works, the inclusion of
the second-order terms in the small-signal stability analysis of power systems
can be very demanding and unpractical [4]-[6].
The second-order controller design strategy proposed in this document

aims to avoid these drawbacks and to open the opportunity of an online appli-
cation to damping inter-area oscillations in power systems.
With this objective in mind, the main requirements for designing the de-
sired controller are:
1) Adequate assessment of the second-order phenomena that need to be

considered.
2) The introduction of ranking criteria to identify the most dominant

quadratic terms.
3) The extension of the structurally-constrained controller design de-

scribed in Section 7.1.1 to include quadratic terms.
4) A methodology to only include a small set of dominant quadratic

terms in the designing process, to reduce the computational burden.
5) The definition of a criterion to identify the cases requiring a quadratic

controller.
Furthermore, the computation of the quadratic LQR controller with the

considerations described above must be accomplished in a short period so that
the proposed scheme can be applied online.
115
7.2 LQR design for quadratic Carleman models
7.2.1 Quadratic Carleman linearization-based models

Following [4], [6], [7], and [10], let us assume a non-linear dynamical system is
approximated using the perturbed model of equation (3.6), rewritten here for
convenience until the second-order of approximation:
x  F1x, u  F2 x, u  
where
F1  x,u   A11x  B11u
F2  x,u   F2 x 2   j 1 N1j x j u  B12 u 2

N
The matrices A11, F2, and B11, B12, and N1j are properly sized real-valued
matrices of coefficients [7].
Now, the second-order non-linear variables can be defined as:
x jk  x j xk
and the following second-order Carleman model can be built [7]:
 x   A11 A12   x   B11 


 x   0 A   x    u (7. 13)
  j 1 x j N j 
N 2
 2  22   2
A2 ord x2 ord
In (7.13), the quadratic effects of B12 and N1j have been considered as
null, based on the results of the previous Chapter.
7.2.2 Bilinear-quadratic optimal control

The system of equation (7.13) is strictly a bilinear system [7], [10], [11]. The
quadratic cost functional to be minimized for this problem is given by [11]:
J 
2 0

1  T
x 2 ord Q 2 ord x 2 ord  uT Ru  dt (7. 14)
116
where Q2ord and R are symmetric positive definite matrices, and the matrix of
weights Q2ordN2ord×N2ord is defined as [12]:
Q 0
Q 2ord   11  (7. 15)
 0 0
For this type of dynamical systems, there exist some procedures for de-
termining an optimal control law [11], [13]-[15], where the optimal feedback uOpt
is computed as

uOpt  R 1 B11   j 1 x j  t  N 2j
N
 T
p1  t  (7. 16)
with
p1t   K11t xt  (7. 17)
being an adjoint variable of the optimization process [11].
Moreover, the optimal control law is calculated iteratively in time for a

specific vector of initial conditions x0 [11], [13]-[15].
As these techniques are computationally demanding and dependent on

the initial conditions x0, their application for wide-area oscillations damping in
power systems is unpractical.
In the next Section, an alternative manner of calculating a feedback con-

trol for the system of (7.13) is presented.
7.2.3 Optimal control of quadratic Carleman models

As can be seen from equation (7.13), the bilinearity of the model arises from the
evolution of the quadratic terms, and it is directly related to the interaction of
the first-order variables.
In order to assess how a quasi-linear feedback control can be found for a

system of the form (7.13), we first compute the optimal uOpt for the linear system
x  A11x  B11u (7. 18)
117
which is given by [8]
uOpt  R 1B11
T
P11x  K11x (7. 19)
Now, by substituting (7.19) in (7.13), we get
 x   A11 A12   x  B11K11 0   x 

 x    0 A   x    0 K 22   x 2 
(7. 20)
 2  22   2 
where K22x2 comes from the reinterpretation of
 N
j 1 
x j N 2j K11x (7. 21)
The projection of (7.21) to the term K22x2 is achieved by the introduction

of a set of unitary matrices Mj projecting the interaction of the matrix of coeffi-
cients K11 with the bilinear matrices Nj as shown below:
 N
j 1 
N 2j K11M j  K 22 (7. 22)
With the help of (7.22), a new algorithm for determining a quasi-linear

design of an LQR controller for the system of (7.13) can be proposed:
Algorithm 7.2. Iterative calculation of the quadratic LQR.

Given a non-linear model of the form (7.13),
1) Compute the input signal of iteration 0, u(0), as the linear optimal solu-
tion uOpt for the linear system (7.18) according to (7.19)
 k 1   k
2) For iteration k, using K11 compute matrix K 22 with (7.22).
3) Calculate u(k) as the optimal feedback for the linear system
 x   A11 A12   x  B11  (k )

 x     k    u (7. 23)
 2  0 A 22  K   x 2   0 
22
as
   
u(k )  K11 x  K12 x2
k k
(7. 24)
118
 k 1 k 
4) If K 11  K 11   2 go to step 2. If not, go to the next step.
5) Compute the eigenvalues of the controlled dynamical system

k   
 x   A11 A12   x  B11K11  x 
k
B11K12
 x    0 
A 22   x 2   0
  (7. 25)
 2  K 22   x 2 
k 
As can be noted in the Algorithm 7.2, the effect of the third-order terms
 
originated in ẋ2 due to K12 is neglected.
k
  k   k
The inclusion of matrix K 22 in (7.23) to calculate the gain matrices K11
 
k
and K12 in (7.24) is intended to avoid ill-conditioned optimization issues and to
  k
achieve a better calculation of K12 . It must be pointed out that, in general, one
iteration of Algorithm 7.2 is enough.
However, the main drawback of this proposal is that the entire set of sec-
ond-order terms must be aggregated into the analysis to adequately compute
the gain matrices, exponentially increasing the required computational time.
In the next Section, this question is attacked as well as the problem of in-
cluding structural constraints.
7.3 Controller design in Jordan space

In this Section, the quadratic controller design is performed in the Jordan coor-
dinates using the perturbed Koopman mode analysis (PKMA) technique and the
optimal linear control theory.
An objective comparison against the designing process based on the Car-

leman linearization presented above is provided. The advantages of using a sec-
ond-order Koopman eigenfunctions-based extended model instead of a Car-
leman quadratic model are highlighted and exploited to obtain a strategy to
compute a truncated quadratic controller.
119
7.3.1 First order
Following [8], for a linear system of the form (7.18), the optimal feedback law is
the one shown in (7.19) that minimizes the function J of (7.3).
Now, using the Jordan transformation
x  V11y (7. 26)
the system of (7.18) is transformed into:
y  Λ1y  B11u (7. 27)
where
B11  V111B11 (7. 28)
Then, the optimal feedback uOpt of equation (7.19) is re-expressed as:
uOpt  K11y (7. 29)
with
K11  V111K11 (7. 30)
Therefore, the cost function J of (7.14) is now written as:
J
1  H
2 0

y Q11y  uT Ru dt  (7. 31)
where (·)H means the conjugate transpose operation and Q 11 is Hermitian [8].
In order to gain insight into the nature of Q 11, we recall the part of
equation (7.3) regarding the cost of the state variables, which can be expressed
as:
xT Q11x  f J  x  f J  x 
T
where
f J  x   DJ x (7. 32)
120
Thus, using (7.32) the matrix Q 11 can be defined as:
Q11  V111DTJ DJ V11 (7. 33)
Then, the optimization problem is solved similarly than in the physical

coordinates, with the discrete-time algebraic Riccati equation
Λ1H P11  P11Λ1  P11B11R 1B11

T
P11  Q11  0 (7. 34)
with P11  V111P11V11 being a Hermitian matrix [8].
7.3.2 Second order

Now, with the perturbed Koopman mode decomposition (PKMA) technique the
following bilinear representation is obtained,
 y   Λ1 H12   y   B11 
 y    0   u
Λ 2   y 2    j 1 y j N 2j 
N (7. 35)
 2   
with the proper definition of N 2j C N2×R.
Following the procedure presented in Section 7.2.3, the optimal feedback

would be given as:
 y 
uOpt   K11 K12    (7. 36)
 y 2 
The definition of K 11 is given by equation (7.30), whereas the relationship

between the matrix K 12 and the physical variables needs to be determined.
Using the complete projection of the second-order Carleman model of

(7.20) onto the Jordan space through the transformation (7.26), it would result in
 y   Λ1 V111A12 V22   y   B11 

 y       u (7. 37)
  2    j 1 j j 
 2  0 Λ  y 
N
y ˆ
N 2
2
121
with Nˆ 2j denoting V221N 2j , which is different to the matrix N 2j of (7.35), as will be
shown below.
Following this idea, the computed control law would result in a matrix
K̂12 that can be interpreted through
ˆ y  K
K ˆ V x (7. 38)
12 2 12 22 2
where
A 22  V221Λ 2 V22
Then, from equation (7.25) we can define:
ˆ  V 1A V  [ hˆ 12
H hˆ 12 hˆ 12
12 11 12 22 1 2 N2 ]
If we also define H12  [ h12

1 h12
2 h12N2 ] from (7.35), we can note that
h12j   j hˆ 12j
i.e., the columns of matrix H12 obtained through the PKMA method are equal to
the columns of matrix Ĥ12 multiplied by a complex-valued scalar αj.
However, the transformation from the Carleman model (7.13) to the

model of equation (7.37) needs to be avoided to reduce the computational bur-
den.
With this in mind, we first consider the matrix U11= V111 =[ujk] so that the
Jordan variables yj can be expressed in terms of the state variables xj as:
y j   k 1 u jk xk
N
and using the definition of the second order terms provided in Chapter 4 we get
y jk  y j yk   N
l 1
u jl xl   N
m 1 km 
u xm   l 1 u jl ukl xl2 
N
(7. 39)
  l 1  ml 1  u jl ukm  u jmukl  xl xm   jk1  jk 2  jk N  x2
N N
2
122
Therefore, whether a predetermined set of quadratic terms need to be
considered, they can be easily projected to the physical space by means of (7.39).
The interpretation of the computed gain matrix K 12 of in terms of the

state variables xj is reached by using the projection (7.39) instead of (7.38).
7.3.3 Structurally-constrained design

The structural constraints considered for the linear LQR design shown in Sec-
tion 7.1.1 are extended here for the quadratic Koopman eigenfunctions-based
representation of a dynamical system.
The developments provided in the previous subsection are used to obtain

a scheme where a few quadratic terms can be included.
7.3.3.1 Sparse structure

As with the first-order system representation, the first step is to determine the
sparse structure of the controller 1ord that is now defined as:
1ord  1  2 (7. 40)
where 1 was defined in (7.5) and 2 is obtained as follows.
Fig. 7.2. An illustrative construction of the quadratic communication network.
123
First, based on the results of Section 7.1.1 and the weighted observability
measures defined in Section 5.4.2, the residues corresponding to the second-
order modes are calculated.
Secondly, a new threshold η2 is introduced for the second-order terms.

The matrix 2 is then built following the same philosophy of [1], but for the
most dominant quadratic terms.
Therefore, the combination of 1 and 2 originates the matrix 1ord as

drawn in Fig. 7.2. Once 1ord has been determined, the full structure of the sec-
ond-order gain matrix is formed as:
 x1 x1 
 u1   0   x1   0 0    x1 x2 
u  
 2   0    x2  0 0 0 0   x1 x3 
   (7. 41)
   0      x1 x4 
      
u p   0 0   xN   0  0 0  
 
1ord  2 ord  xN xN 
where a ‘×’ is placed in the position of the row j of 2ord related to the term xkxl if
and only if both elements of the j-th row of 1ord related to xk and xl are not zero.
Then, the indicator matrix Ic2ord is defined as:
Ic2ord   Ic1 Ic2 
with Ic1 and Ic2 being the matrices 1ord and 2ord when the symbols × are re-
placed by 1’s.
7.3.3.2 Iterative process

In order to obtain a structurally-constrained design of the quadratic LQR con-
troller, the function F̂ (·) of equation (7.8) is modified to define the subspace
containing the gain matrix
K 2ord  K11 K12  (7. 42)
124
This modified definition of equation (7.8) is given by
   K
F K 2 ord  2 ord  
υ2 ord  I c2 ord υ21ord (7. 43)
where K 2 ord υ2 ord can be rewritten as:
 V 1 0 
K 2 ord υ2 ord  K11 K12   11  (7. 44)
 0 υ2 
and the relationship y 2  υ2 x2 is found from (7.39).
Then, the iterative processes described in algorithms 7.1 and 7.2 can be
followed to obtain the matrices K 2ord and
P P 
P2 ord   11 12  (7. 45)
 0 P22 
with
Q 0
Q 2ord   11  (7. 46)
 0 0
However, this procedure has two major disadvantages:
1. Definition (7.43) requires the use of all the quadratic terms.
2. The computational burden of the iterative process to calculate K 2ord and

P2ord from (7.36) and Algorithm 7.2 is much higher than designing the
first-order controller.
At this point, an important observation was made during the computa-

tion of P2ord : the submatrix P11 of (7.45) converges to the same value if it is com-
puted either with the Algorithm 7.1 or by the process described above for the
second-order model.
So, the Algorithm 7.3 written below is proposed as the most efficient way
to calculate the gain matrix K 2ord .
125
Algorithm 7.3. Computation of quadratic LQR in Jordan coordinates.
1) Calculate the residues for the first- and second-order modes.
2) Identify the most dominant linear and non-linear modes above the
thresholds η1 and η2.
3) Construct 1ord and 2ord.
4) With 1ord, use Algorithm 7.1 to obtain K 11 .
5) Use Algorithm 7.2 to calculate K 12 and K 22 .
With Algorithm 7.3, the number of DARE processes that need to be

solved for the complete second-order model is only one.
However, the computational cost of this only one DARE for an N2ord di-
mensional system is still excessively high and is centered on the bilinear part of
the model. This effect is studied in the following sub-section.
7.3.3.3 Bilinear effect on the quadratic PKMA model

For assessing the projection of the bilinear part onto the Jordan variables and its
impact on the quadratic PKMA-based model, we recall the linear system in Jor-
dan coordinates of equation (7.35)
 y   Λ1 H12   y   B11 

 y   0 Λ   y    u
  j 1 y j N 2j 
N
 2  2  2
Then, by considering uOpt  K11y from (7.29) and using the develop-
ments of Section 7.2.3, the effect of the linear control of (7.29) on the quadratic
variables can be expressed as:
 
y 2  Λ2  K 22 y 2 (7. 47)
so that the resulting quadratic model is analogous to equation (7.20):
 y   Λ1  K11 H12   y 
 y      (7. 48)
 2  0 Λ 2  K 22   y 2 
126
In general, the matrix Λ 2  K 22 is diagonally dominant, but the properties
obtained through the projection to the Jordan coordinates do not prevail after
including the bilinear effect.
7.3.3.4 Diagonalization of the closed-loop system

As observed before, the effect of the matrices K 11 and K 22 in the PKMA model
is that they eliminate the three most important properties of this type of models:
1. The general sparsity of the extended model,
2. The submatrices in the diagonal are diagonal matrices, and
3. The quadratic terms are decoupled from each other.
In order to recover these properties, a procedure based on the recursive

linearization method (analogous to the procedure presented in Chapter 4) is re-
quired to obtain
 y   Λ1 H12   y 
    (7. 49)
 y 2   0 Λ 2   y 2 
where
 
V111 Λ1  K11 V11  Λ1 (7. 50)
 
V221 Λ2  K 22 V22  Λ2 (7. 51)
H12  V111H12 V22 (7. 52)
Although in this new space the three previously mentioned properties

are recovered, the required eigendecomposition processes are highly demand-
ing.
With the objective of bypass these eigendecompositions and the

additional calculation of the matrix K 22 , a new procedure is proposed.
127
Let us begin with the linear model of equation (7.18), in which an optimal
gain matrix is calculated as in (7.19). Therefore, the closed-loop linear model of
the dynamical system is:
x   A11  B11K11  x (7. 53)
Then, the linear transformation
ˆ y
x  V (7. 54)
11
is proposed that transforms (7.53) into
y  Λ1y (7. 55)
Following this idea, the matrix representing the effect of the quadratic
Koopman eigenfunctions, H12 , can be computed by means of the recursive line-
arization method (Chapter 3) and utilizing the non-linear equation:
ˆ 1 gˆ V
y  V11 
ˆ y
11  (7. 56)
where
gˆ  x   g  x, u  u  K (7. 57)
11x
Thus, the resulting PKMA representation is in fact that previously pre-

sented in equation (7.49).
Now, in order to design the second-order part of the controller, K 12 , we

need to project back to the standard Jordan coordinates with the transformation
y  V11y (7. 58)
In consequence, the dynamical model that will be used henceforth is as

follows:
ˆ   y  B 
 y   Λ1 H

 y  
12
    11  u (7. 59)
 2   0 Λ 2   y 2   0 
128
with
ˆ V H
H (7. 60)
12 11 12
and B11 as defined in (7.28).
The design of the quadratic LQR controller with a few second-order

terms can then be performed by using equation (7.59).
A subtle detail is that, according to equations (7.26) and (7.54),
ˆ V V
V (7. 61)
11 11 11
ˆ U U
U (7. 62)
11 11 11
In general, the matrices V11, U11, V̂11 , and Û11 need to be computed from
(7.18) and (7.53), respectively. Arrays V11 and U 11 are recommended to be
calculated from (7.61) and (7.62) to avoid scaling issues.
7.3.3.5 Truncated quadratic LQR controller.

Considering all the developments presented above, an efficient and straightfor-
ward algorithm to compute a truncated quadratic controller can be derived.
Such an algorithm can be summarized as follows:
Algorithm 7.4. Computation of truncated quadratic LQR controller.
1) Calculate the residues for the first- and second-order modes of the
open-loop system of (7.18).
2) Normalize the residues taking the one with the maximum absolute
value as the base value.
3) Identify the most dominant (non-)linear modes above the thresholds η1
and η2, expressed now in a percentage of the most dominant one.
4) Construct 1ord and 2ord.
5) With 1ord, use Algorithm 7.1 to obtain K 11 .
129
6) Calculate matrices V11, U11, V̂11 , Û11 , and then matrices V11 and U 11 .
7) Compute matrix Ĥ12 , calculate the residues of the closed-loop system,

and normalize them.
8) Identify the most dominant quadratic closed-loop modes that are
above the threshold η3.
9) Use the identified non-linear modes to compute the required columns
of the closed-loop gain matrix K̂12 .
10) Compute the rows of the closed-loop projection υ̂ 2 .
11) Compute the feedback matrix K 2ord with
ˆ   V11 0
1
K 2ord  K11 K 12   (7. 63)
 0 υˆ 2 
In step number 8 of the latter algorithm, η3 is a new threshold for the

closed-loop system, and the matrix K̂12 projects the closed-loop quadratic
modes to the state variables of the dynamical system.
Additionally, υ̂ 2 is the projection of the quadratic Koopman eigenmodes

to the closed-loop quadratic variables using a formulation analogous to equa-
tion (7.39) but using Û11 instead of U11.
7.4 Scheme for future online application

In this Section, a general scheme for the future online application of the truncat-
ed quadratic LQR controller is presented. Figure 7.3 below shows the flow dia-
gram of the proposed strategy.
It is important to note that some information is assumed to be calculated

offline to be available when a fault is identified.
130
Fig. 7.3. Flow diagram of the quadratic PKMA-based LQR controller design. The blocks
marked with * and ** require some attention.
131
In the blue block marked with an *, the definition of C1 is a fundamental
point. It is highly recommended to define C1 in accordance with the state varia-
bles weighted by matrix Q11.
Additionally, the block marked with ** in the purple part indicates that
some attention needs to be put in the process of defining T1 and, in general, to
make the best decision on selecting the structure of communication.
Furthermore, in Fig. 7.4 a scheme for the online application of the

quadratic non-linear controller is proposed, where the linear and quadratic parts
of the controller can be applied in a cascade.
It can be observed from Fig. 7.4 that the proposed control law is
considered as a supplementary control. Additionally, a relaxation of the value of
ε1 can be regarded to reduce the required CPU time.
For the provided strategy, the intrinsic calculation of the vector of initial
conditions x0 is possible thanks to the dynamic state estimation technique intro-
duced in [15]. Although this technique is not treated in this dissertation, its use
is supposed for future online applications.
Fig. 7.4. Scheme for the online application of the truncated quadratic PKMA controller.
132
In this chapter, a strategy for designing a (truncated) second-order linear quad-
ratic regulator (LQR) based on the perturbed Koopman mode analysis (PKMA)
was derived for damping wide-area oscillations.
The design of the mentioned controller contemplates the open-loop

quadratic analysis, the design of the linear feedback matrix, the inclusion of the
bilinear effects of the model, and the study of the closed-loop system.
The problem of the structurally-constrained design was also treated for

the quadratic approximation, and some important simplifications and assump-
tions were pointed out that reduce enormously the required computational bur-
den.
Moreover, the general scheme for the application of the proposed strate-
gy was provided, highlighting the main considerations that must be taken into
account to assure its applicability in real time.
An important open issue is the definition of the thresholds for identifying

the most dominant linear and non-linear open-loop modes as well as the most
dominant quadratic closed-loop dynamics. Moreover, the selection of the value
of ε1 for online applications is also essential.
Numerical results and applications of the different schemes presented

here are offered in Chapter 8.
7.6 References
July 2017.
133
[2] J. Geromel, A. Yamakani, and V. Armentano, "Structurally constrained
controllers for discrete-time linear systems," J. of Optim. Theory Appl., vol.
61, no. 1, pp. 73-94, 1989.
[3] A. Chakrabortty and P. M. Khargonekar, “Introduction to wide-area control of

power systems,” IEEE American Control Conference (ACC) 2013, pp. 6758-6770,
Washington, DC, USA, June 2013.

[5] V. Vittal, N. Bhatia, and A. A. Fouad, “Analysis of the inter-area mode


curate third-order normal form approximation for power system nonlinear
analysis,” IEEE Trans. Power Syst., vol. 33, no. 2, pp. 2128-2139, Mar. 2018.

[8] B. D. Anderson and B. J. Moore, Optimal Control: Linear Quadratic Methods,

Dover, 1989.
[9] K. J. Horadam, Hadamard Matrices and Their Applications, Princeton Univer-

sity Press, NJ, USA, 2006.
[10] C. A. Tsiliaginnis and G. Lyberatos, “Normal forms, resonance, and bifur-

139, pp. 123-138, 1989.
134
[11] W. A. Cebuhar and V. Constanza, “Approximation procedures for the op-
timal control of bilinear and nonlinear systems,” J. Optim. Theory Appl., vol.
43, no. 4, pp. 615-627, August 1984.
[12] S. L. Brunton, B. W. Brunton, J. L. Proctor, and J. N. Kutz, “Koopman in-

variant subspaces and finite linear representations of nonlinear dynamical
systems for control,” PLoS one, vol. 11, no. 2, 2016.
[13] E. P. Hofer and B. Tibken, “An iterative method for the finite-time bilinear-
quadratic control problem,” J. Optim. Theory Appl., vol. 57, no. 3, pp. 411-
427, June 1988.
[14] Z. Aganovic and Z. Gajic, “The successive approximation procedure for fi-
nite optimal control of bilinear systems,” IEEE Trans. Autom. Control, vol.
39, no. 9, pp. 1932-1935, Sept. 1994.
[15] Z. Aganovic and Z. Gajic, “Successive approximation procedure for

steady-state optimal control of bilinear systems,” J. Optim. Theory Appl.,
vol. 84, no. 2, pp. 273-291, Feb. 1995.
[16] A. K. Singh and B. C. Pal, “Decentralized dynamic state estimation in pow-

er systems using unscented transformation," IEEE Trans. Power Syst., vol.
29, no. 2, pp. 794-804, Mar. 2014.
135
Chapter 8
Numerical Results
In this Chapter, numerical simulation results are presented for the four proposed meth-
ods: the recursive linearization method, the perturbed Koopman mode analysis (PKMA),
the (weighted) Koopman observability measures, and the PKMA-based truncated non-
linear quadratic controller.
First, qualitative and quantitative comparisons of the recursive linearization

with the conventional linearization methods are provided for a synthetic non-linear,
size-variable case of study and several multi-machine power systems.
Then, the efficiency and accuracy of the perturbed Koopman mode analysis is
demonstrated by comparison to fully non-linear simulations and using the method of
normal forms (MNF).
Moreover, numerical studies of the observability-based approach to extract spati-

otemporal patterns are carried out for the model-based and the data-driven-based formu-
lations. In the case of the data-based approach, simulations and measured data are used.
Finally, the proposed structurally constrained quadratic law of control is com-

pared against existing linear controllers, providing cases where the quadratic controller
is vastly superior. Some interesting results regarding the future online application are
also presented.
8.1 Systems of study
Several multi-machine power systems are used to perform the numerical studies
presented in this Chapter. In this section, the power systems used for the model-
based analyses are briefly described.
Two groups of cases of study are first established: a set of four power sys-
tems that are used during the entire Chapter and some other multi-machine
grids that are exclusively used for validating the recursive linearization method.
The set of four multi-machine power systems is formed by:
1. The three-machine, 9-bus test system of [1].
2. The two-area, four-machine power system of [2] with the operating con-
ditions reported in [3]. A d-q transient model equipped with a simple ex-
citer is considered for each generator.
3. The 16-generator, 68-bus system used in [4]. All the generators are
described with a transient model and a simple exciter.
4. The IEEE 50-machine, 145-bus system of [5], with the operating condi-
tions provided in [6], where the six largest generators are modeled with
transient model and simple exciter. The other generators use a classical
model.
A more detailed description of the listed systems, as well as the infor-

mation about their linear stability modes, are provided below. The considered
disturbance is specified before each application.
8.1.1 Three-machine test system

For this case, the three generators are modeled with a fourth-order model with-
out exciter. The base case is obtained from [1] by using the loading conditions
shown in Table 8.1.
137
Table 8.1. Loading conditions in p.u. on a 100 MVA base.
Bus PLj QLj
5 1.00 0.50
7 0.80 0.35
9 0.72 0.30
Moreover, Table 8.2 shows the two electromechanical modes of concern,

while Fig. 8.1 provides a graphic diagram of the system.
Fig. 8.1. Schematic representation of the three-machine power system of [1].
Table 8.2. Linear modes of the three-machine system.
# Eigenvalue Freq. [Hz] Damp. [%]
1, 2 -1.11± j12.13 1.9306 9.1235
3, 4 -0.30± j6.82 1.0852 4.4240
8.1.2 Two-area, four-machine power system

The system data and operating conditions were taken from Appendix B of refer-
ence [3], a high-stress operating condition where 410 MW are flowing through
the tie line. Fig. 8.2 shows a schematic representation of this system.
138
The most important linear stability eigenmodes of the system are
contained in Table 8.3.
Fig. 8.2. Schematic representation of the two-area, four-machine power system of [2].
Table 8.3. Selected linear stability eigenmodes of the two-area, four-machine power system.
# Eigenvalue Freq. [Hz] Damp. [%] Mode description
1, 2 -1.25± j7.71 1.23 16.02 Local Area 1
3, 4 -1.57±j7.50 1.19 20.46 Local Area 2
5, 6 -0.18±j1.96 0.31 9.31 Inter-Area
7, 8 -1.04±j0.95 0.15 73.75 EFd 2
9, 10 -0.65±j0.87 0.14 59.78 EFd 3
11, 12 -0.26±j0.39 0.06 55.44 EFd 1
15 -0.45 - - δ3
16 -3.41 - - EFd 3
17 -4.07 - - EFd 3
8.1.3 16-generator, 68-bus power system

As mentioned previously, the system data were taken from reference [4], where
the time constants of the simple exciters, TRj, Tbj, and TCj (refer to the diagram of
Fig. 6.1) are set to a value of zero.
139
For the considered operating condition, the most critical linear
eigenmodes of the system are shown in Table 8.4 below. Especial emphasis is
put on the electromechanical dynamics.
Table 8.4. Linear stability eigenmodes of the 16-machine, 68-bus power system.
1, 2 -0.48± j11.36 1.81 4.18 Gen 11
3, 4 -0.58±j9.58 1.52 6.03 Gen 4
5, 6 -0.40±j9.46 1.51 4.18 Gen 5&6 vs. Gen 4&7
7, 8 -0.62±j9.44 1.50 6.58 Gen 6 vs. Gen 7
9, 10 -0.25±j8.31 1.32 3.03 Gen 10
11, 12 -0.32±j7.94 1.26 4.00 Gen 2 vs. Gen 3
13, 14 -0.23±j7.63 1.21 3.04 Gen 1,8,&10 vs. Gen 2,3,&9
15, 16 -0.31±j7.42 1.18 4.14 Gen 12 vs. Gen 13
17, 18 -0.29±j7.32 1.17 3.93 Gen 4&5 vs. Gen 6&7
19, 20 -0.17±j6.36 1.01 2.63 Area 1 vs. Area 5
21, 22 -0.22±j5.17 0.82 4.23 Area 3 vs. Area 4
23, 24 -0.11±j4.79 0.76 2.19 Area 1 vs. Area 4
25, 26 -0.10±j4.00 0.64 2.54 Area 1,2,4 vs. Area 3,4,5
27, 28 -0.065±j3.61 0.57 1.81 Area 1,2,4 vs. Area 3,5
29, 30 0.21±j1.73 0.275 -11.93 Inter-Area
31, 32 -1.88±j1.12 0.18 85.94 E’d 4 & E’d 7
33, 34 -1.03±j0.29 0.047 96.22 E’d 9 & E’q 9
35, 36 -0.89±j0.077 0.012 99.63 E’d 16 & E’q 16
37, 38 -0.61±j0.014 0.002 99.97 E’q 16
140
Additionally, Fig. 8.3 depicts a diagram of the 16-machine power system,
showing the five areas in which it can be divided.
Fig. 8.3. Schematic representation of the 16-machine, 68-bus power system [4].
8.1.4 IEEE 50-machine power system

A high-stress operating condition used in previous research is considered to
enable comparison with other approaches.
In this model, generators at buses 93, 104, 105, 106, 110, and 111 are repre-
sented by a fourth-order d-q model and equipped with a simple exciter. All the
other generators are represented by classical models [6].
For later reference, Table 8.5 shows selected oscillatory modes; for the
high-stress operating condition, the system exhibits two unstable modes at
about 1.16 Hz and 0.33 Hz.
141
Table 8.5. Selected oscillatory modes of the IEEE 50-machine system.
9, 10 -0.05± j18.17 2.891 0.29 Local Gen 60
17, 18 -0.05±j14.70 2.340 0.36 Local Gen 139
55, 56 -0.13±j9.75 1.552 1.34 Local Gen 111, 104
65, 66 -0.050±j8.46 1.346 0.59 Local Gen 95
69, 70 -0.051±j8.26 1.315 0.62 Local Gen 102
73, 74 -0.316±j7.91 1.259 3.99 Local Gen 106, 105
75, 76 0.0067±j7.31 1.163 -0.09 Local Gen 89, 103
77, 78 -0.127±j7.29 1.159 1.74 Local Gen 89, 103
87, 88 -0.145±j6.15 0.978 2.36 Local Gen 110, 102
91, 92 -0.07±j5.035 0.801 1.39 Local Gen 94, 90, 95
97, 98 0.138±j2.125 0.338 -6.48 Inter-area Gen 137, 140
8.1.5 Other multi-machine power systems

With the objective of assessing the performance of the recursive linearization
when applied to multi-machine power systems, several cases of study are taken
into account. Their information is contained below in Table 8.6.
The four highlighted power systems correspond to those presented in the

previous sub-sections.
Table 8.6. Selected multi-machine cases of study.
Analyzed system Models* # states #buses # lines
CL 2 4 4
SMIB of [2]
TR 4 4 4
3-machine, 9-bus system of [1] CL 6 9 9
142
Table 8.6. Selected multi-machine cases of study (CONT.)
Analyzed system Models* # states #buses # lines
3-machine, 9-bus system of [1] TR 12 9 9
CL 8 7 6
2-area system of [2]
TR 16 7 6
TR, SMP1, 20 8 8
2-area system used in [4]
TR, SMP3 28 8 8
TR, SMP3, 1PSS 31 8 8

2-area system used in [7]
TR, SMP3, 4PSS 40 8 8
16-machine system of [8] CL 32 68 86
TR 64 68 86
16-machine system used in [4]
TR, SMP1 80 68 86
10-machine system of [9] TR, SMP3 70 39 45
CL 96 140 233
48-machine NPCC system used
in [10]
CL, TR 150 140 233
50-machine system of [5] CL 100 145 453
CL, TR 112 145 453
50-machine system used in [6] CL, TR, SMP3 130 145 453
CL,TR,SMP3,1PSS 133 145 453
* CL – classical model, TR – transient d-q model, SMP1 – simple exciter with TCj=TBj=0,
SMP3 – simple exciter with three state variables, #PSS – number of PSSs if are included.
8.2 Recursive linearization

In this section, the recursive linearization method is validated by means of com-
parisons against the conventional linearization methods.
The mentioned validation is divided into two parts. In the first one, a syn-
thetic size-variable non-linear system is utilized for comparing the performance
143
of the considered linearization schemes regarding the required computational
time and accuracy.
Secondly, several multi-machine power systems are used for obtaining

similar curves of performance.
8.2.1 Size-variable synthetic case of application

Here, an embedded, non-linear, and size-variable synthetic system is introduced
and analyzed through the recursive linearization method.
8.2.1.1 Non-linear equations

The utilized test system for the following studies is given by the non-linear
equation:
x j  0.5  sin( x j )  a j x 2j 0.5   k 1 x j xk

N
(8. 1)
The size of the test system is varied by increasing the parameter N from 1
to a determined number of state variables.
Additionally, in (8.1) the constant values aj are calculated such that xj =

0.75 for j = 1, 2, …, N defines a system stable equilibrium point.
According to the theoretical background presented in Chapter 3, the sys-

tem (8.1) is equivalent to equation (3.3). Thus, in analogy to equation (3.4), we
can rewrite (8.1) as
x j  f j  g1 , g 2 , g3 , g 4   g1  g 2  a j g 3 g 4 (8. 2)
where g 1= 0.5,
g 2  sin( x j ) (8. 3)
g3  x 2j (8. 4)
g 4  0.5  g 5 (8. 5)
g5   k 1 x j xk
N
(8. 6)
144
8.2.1.2 Recursive linearization analysis
Using formulae (3.51), (3.62), and (3.65), the expressions (8.2) through (8.6) are
linearized, resulting in the third-order model
x  (1) f  (2) f  (3) f (8. 7)
where
 k 
 ( k ) f j   ( k ) g 2  a j    ( m ) g3 ( k  m ) g 4  (8. 8)
 m 0 
Additionally, the k-th order modules for the sub-functions g j are given
by
1  k  k
(k ) g2  sin  x j sep   x j (8. 9)
k!  2 
2 k
 ( k ) g3  
k ! m 1
x mj x kj  m (8. 10)
 ( k ) g5 k k 1 ( k l )  k 1  1   1
   g5  (l ) g5       l     (1) g5 
k
 g4 
(k )
(8. 11)
2 g 4 sep 8 l 1  l 0  2   k !
1  k ( k l ) 
 ( k ) g5   
k !  l 0
 xk  (l ) xk 

(8. 12)
It is evident from (8.1) that Δ(k)g1=0 for k=1, … so that it is not included in
equation (8.8).
8.2.2 Comparison with conventional linearization techniques

In this Section, a comparison of the proposed recursive linearization scheme is
performed against the conventional linearization techniques by making use of
the probing system presented before and the multi-machine power systems of
Table 8.6.
8.2.2.1 Qualitative comparison

In general, the recursive linearization has the same accuracy of the direct analyt-
ic linearization, but with much less computational effort because it is based on
145
analytical formulations that result in modular expressions, not in numerical ap-
proximations. Next sub-sections illustrate this by means of some numerical re-
sults.
On the other hand, the proposed linearization scheme has two ad-
vantages over the perturbation-based methods. The first one is that as the accu-
racy of the FDA and CDA methods depends on the size of the perturbation ρ
[11], [12], the recursive linearization accuracy does not.
The second advantage can be observed from expressions (8.8) through

(8.12) above: in contrast with the perturbation-based methods, the evaluation of
all the transcendental functions is only made at the system equilibrium point
and before the iterative process instead of every single iteration.
It means that the recursive linearization merely requires the evaluation of

multiplications and additions, decreasing the required computational burden.
8.2.2.2 Quantitative comparison – synthetic case of study

First, the computational effort in terms of the required time is drawn in Fig. 8.4
for the first- and second-order approximations and in Fig. 8.5 for the matrix H3.
The depicted curves were obtained by varying the number of states from 1
through 100 and averaging 100 computations per point.
(a) (b) .
Fig. 8.4. Comparison of the CPU time required for computing (a) A11 and (b) H2 of the
synthetic system with the Analytic linearization (AL), recursive linearization (RL), forward-
difference approximation (FDA), and center-difference approximation (CDA) methods.
146
Fig. 8.5. Comparison of the CPU time required for computing H3 of the synthetic system
with the recursive linearization (RL), forward-difference approximation (FDA), and center-
difference approximation (CDA) methods.
In figures 8.4(b) and 8.5, the required computational time of the AL

method has been omitted for practicality.
Now, the accuracy of the proposed method and the perturbation-based

techniques is evaluated in Fig. 8.6 for the first-order approximations. In the left
part, the error of computation of the RL, FDA, and CDA methods with respect
to the AL results are presented for N=100.
On the other side, Fig. 8.6(b) depicts how the estimation of the eigenvalue
with the largest magnitude changes when the parameter ρ is varied.
(a) (b) .
Fig. 8.6. (a) Absolute error of the computed A11 matrix of the synthetic system. (b)
Eigenvalue with the largest magnitude. Comparison of the RL, FDA, and CDA methods
with N = 100 and perturbation from ρ=1×10-4 through ρ =1×10-1.
147
It can be seen that the dependence of the perturbation-based methods on
ρ may considerably affect the accuracy of the estimated linear stability eigenval-
ues.
In Fig. 8.6(a), the absolute error is calculated with the following formula:
Error  A AL  A approx (8. 13)

F
where AAL is the Jacobian matrix estimated with the AL method and Aapprox de-
notes the approximations to A11 obtained by the RL, FDA, and CDA methods.
The symbol ||·||F means the Frobenius norm.
Then, Fig. 8.7 shows the error of computation of the three linearization
methods with respect to the analytic linearization (AL) for the matrices H2 and
H3, with N=100. Similar curves are obtained for other values of N.
(a) (b) .
Fig. 8.7. Absolute error of the computed matrices (a) H2 and (b) H3. Comparison of the RL,
FDA, and CDA methods. N = 100 and perturbation from ρ=1×10-4 through ρ =1×10-1.
From figures 8.4 and 8.5, it can be seen that the difference between the
computational times of the recursive linearization and the perturbation-based
methods grows exponentially. Additionally, the error reached by the RL method
is approximately ten decades below the error of the perturbation methods, as
can be appreciated from figures 8.6 and 8.7.
148
8.2.2.3 Quantitative comparison – multi-machine power systems
In this Section, the comparison of the recursive linearization with the conven-
tional linearization techniques is presented for the multi-machine power sys-
tems presented in Table 8.6.
Below, Fig. 8.8 depicts the required time and the accuracy of the consid-
ered methods when calculating the Jacobian matrix of the system.
(a) (b) .
Fig. 8.8. Comparison of the RL method with the conventional linearization techniques when
applied to the power systems of Table 8.6. (a) Required computational time and (b) Absolute
error of the computed A11 matrix.
(a) (b) .
Fig. 8.9. (a) Absolute error of the computed A11 matrix. (b) Eigenvalue corresponding to the
inter-area mode. Comparison of the RL, FDA, and CDA methods for the 50-machine power
system with a PSS at bus 111 and a perturbation magnitude from ρ=1×10-5 through ρ =1×10-1.
149
Of interest, in Fig. 8.9 the effect of the perturbation magnitude in the ac-
curacy of the regarded methods is illustrated by evaluating the absolute error of
the estimation and the calculated eigenvalue related to the inter-area mode.
Then, Fig. 8.10 compares the required computational time and the abso-
lute error of the RL, FDA, and CDA methods for the second- and third-order
cases. In Fig. 8.10(d), the accuracy of the perturbation-based methods is
measured against the matrix H3 computed with the RL method due to the
enormous amount of resources and time required by the AL method.
(a) (b) .
(c) (d) .
Fig. 8.10. Comparison of the recursive linearization method with the conventional lineariza-
tion techniques for the power systems of Table 8.6. (a) CPU time required for computing H2
and (b) H3. (c) Absolute error of the computed matrix H2 and (d) H3 with ρ=1×10-4.
It can be noted from the two images in the bottom of Fig. 8.10 that the er-
ror of the FDA and CDA methods is considerable. In order to assess how the
150
accuracy of these methods behaves when the magnitude of ρ is varied, Fig. 8.11
shows the absolute error of the FDA, CDA, and RL methods for the IEEE 50-
machine power system with a PSS at bus 111.
(a) (b) .
Fig. 8.11. Absolute error of the computed matrices (a) H2 and (b) H3. Comparison of the RL,
FDA, and CDA methods. IEEE 50-machine power system with a PSS at bus 111 and perturba-
tion from ρ=1×10-5 through ρ =1×10-1.
Similar curves can be obtained for the other multi-machine power sys-
tems, demonstrating the superiority of the proposed linearization scheme.
8.3 Perturbed Koopman mode analysis

In this section, the perturbed Koopman mode analysis (PKMA) framework is
tested on two multi-machine power systems:
 The three-machine test system of Section 8.1.1, and
 The IEEE 50-machine test system of Section 8.1.4.
To assess the accuracy of the proposed framework, results are compared

with the method of normal forms (MNF) described in [13].
For comparison, a third-order PKMA representation is adopted to effi-

ciently approximate system behavior.
151
Following the developments in Chapter 4, one has that
 Λ1 H12 H13 
Φ3ord  y    Λ2 H 23  H 3ord Φ3ord  y 
 0 Λ 3 
where Λ1 = diag (λ1, λ2,…,λN), Λ2 = diag (2λ1, λ1+λ2, …, 2λN), …, Λ3 = diag (3λ1,
2λ1+λ2, …, 3λN).
Use of equation (4.17),
Φ nord t   Wnord Ψ nord t 
results then in the model
 Φ1  t   I N  N W12 W13   e Λ1t Ψ1  0  

    
Φ 2  t     0 W22 W23  e Λ2t Ψ 2  0   (8. 14)
Φ3  t    0 0 W33   e Λ3t Ψ 3  0  
and
x(t )  v1 1 (0)e 1t   v N  N (0)e N t  v1 1 11 (0)e 2 1t  

a1 (t ) a N (t )
2 N t
 v N N N N (0)e  v111 111 (0)e 31t   v N N N N N N (0)e 3N t (8. 15)
a NNN (t )
 a1 (t )   a N (t )   a111 (t )   a N N N (t )
8.3.1 Three-machine test system

For this case, the simulated disturbance is a solid three-phase fault at bus 8
cleared in 50 milliseconds. Fig. 8.12 compares the performance of the third-order
PKMA response with the full system solution and the third-order MNF.
Table 8.7 presents the required time for PKMA and MNF and compares
the approximation error for Gen #3. The error is measured in decibels (dB) for a
time window of 10 seconds with a time step equal to 0.01 seconds, where
Error (x approx ,x full )  10 log10    ( x full k ) 2 

N N
( xapproxk ) 2
 k 1 k 1 
152
For completeness, the second-order normal form approximation and the
linear solution are included. Results are found to be in very good agreement.
Computational times are only representative of this analysis since the

codes are not optimized for speed.
Fig. 8.12. Comparison of PKMA method of third order with the third-order MNF, the linear
solution, and the full solution. Speed deviation of Gen 3.
Table 8.7. Computational times and achieved accuracy.
Approximation/method MNF PKMA
Parameter Time [s] Error [dB]* Time [s] Error [dB]*
Second order 0.0518 36.4167 0.0225 43.2168
Third order 0.3875 41.5806 0.1621 59.8289
* Speed deviation of Gen 3.
8.3.2 IEEE 50-machine test system

To enable the comparison with other approaches, a high-stress operating condi-
tion used in previous research was considered (See Appendix B of [14]). The
perturbation of interest is a solid three-phase fault at bus 111 cleared in 10 milli-
seconds.
153
(a) (b) .
Fig. 8.13. Comparison of PKMA estimates with the linear solution, the full solution, and the
MNF without terms of fourth and sixth order. (a) Speed deviation of Gen 94. (b) Rotor speed
deviation of Gen 137.
Fig. 8.13 compares the curves obtained with the full solution, the linear
solution, and the PKMA and MNF of second and third order. Then, Table 8.8
compares the eight Koopman eigenvalues with largest magnitude at t = 10 sec
with the MNF. Results are found to be in excellent agreement.
Table 8.8. Koopman modes with largest amplitudes.
max(|aj(t=10)|) Error2 [%]*

Eigenvalue
MNF PKMA MNF PKMA
λ97, λ98 0.14±j2.125 0.4084 0.4141 18.920 18.798
λ75, λ76 0.007±j7.31 0.0642 0.0646 18.614 18.492
2λ97+ λ98, 2λ98+ λ97 0.41±j2.125 0.0556 0.0578 5.1365 5.0276
λ97+λ98 0.276 0.0474 0.0496 2.6465 2.1906
2λ97, 2λ98 0.276±j4.25 0.0221 0.0231 2.4864 1.9256
λ75+λ76+ λ97, λ75+λ76+ λ98 0.15±j2.125 0.0137 0.0143 2.1706 1.7523
λ76+ λ97, λ75+λ98 0.145±j5.18 0.0115 0.0120 2.1770 1.7572
* The corresponding third order PKMA and MNF representation errors are 1.245% and
1.662%, respectively.
154
As shown in Table 8.8, the first five modes capture over the 98.1 % of the
total energy.
It can be noted that at t = 10 sec, the inter-area mode 97, 98 has the highest
amplitude. Also of interest, the unstable linear mode 75,76 has a similar ampli-
tude to that of mode combinations 2λ97+λ98, 2λ98+λ97, λ98+λ97, λ75+λ76+λ97, and
λ75+λ76+ λ98 involving second- and third-order terms.
8.3.3 Qualitative comparison with the MNF

A qualitative comparison between power system normal form analysis and the
perturbed KMA developed in Chapter 4 is presented in Table 8. 9.
Table 8.9. Qualitative comparison of the PKMA and the MNF.
Feature/method MNF [3], [6], [13]. PKMA
Reported order of representa-

Third-order* Arbitrary order
tion
Additional terms of the 3rd-

Fourth- and sixth-order terms -
order representation
Computation of initial condi-

Non-linear optimization Closed-form linear solution
tions
Design of PSS/FACTs controllers Available Under development
DAE model Available Under development
Actuated system Not reported Chapter 7
* Theoretically possible to an arbitrary order.
Although the two methods bear similarities, PKMA is being developed to

supplement information to data-driven approximations of the Koopman opera-
tor rather than specifically assessing modal behavior.
8.3.4 Non-linearity indexes

Recalling Section 4.4, Table 8.10 shows the eight Koopman eigenfunctions φj
with the largest non-linearity indices for the second- and third-order representa-
tions computed over a time window of 10 seconds.
155
Table 8.10. Eight largest non-linear interaction indices for Koopman eigenfunctions. IEEE
50-machine test system
2nd-order representation 3rd-order representation
j of φj NI2j λk,l j of φj NI3j λk,l,m j of φj NI2j λk,l
9, 10 15.1 λ97+λ98 9, 10 4.96 2λ97+λ98 9, 10 14.47 λ97+λ98
111 7.52 λ97+λ98 17, 18 1.53 3λ97 111 7.99 λ97+λ98
5, 6 4.56 λ97+λ98 5, 6 1.14 2λ97+λ98 5, 6 4.50 λ97+λ98
1, 2 3.36 λ97+λ98 3, 4 0.81 2λ97+λ98 1, 2 3.37 λ97+λ98
17, 18 2.32 λ97+λ98 1, 2 0.56 2λ97+λ98 3, 4 1.76 λ97+λ98
3, 4 1.75 λ97+λ98 13, 14 0.45 3λ97 117 1.72 λ97+λ98
117 1.67 λ97+λ98 47, 48 0.44 2λ97+λ98 37, 38 1.64 λ97+λ98
37, 38 1.63 λ97+λ98 37, 38 0.40 2λ97+λ98 116 1.57 λ99+λ100
Examination of numerical results in Table 8.10 shows that the size of the
third-order non-linearity index NI3j relative to NI2j is large, indicating a signifi-
cant effect of third order terms.
Results show that the Koopman mode analysis identifies second-order

mode 97+98 and third-order mode 297+98 as the most relevant modes in close
agreement with results in Table 8.8.
For completeness, Table 8.11 shows non-linearity indexes based on the

MNF for the case of study presented in Section 8.3.2. Here, second-order non-
linearity indices were obtained using the approach in [14], whereas the third-
order non-linearity index presented in [13] is used for the third-order terms.
The stable dynamics appearing in the first row of Table VII arise from the
definition of interaction indices used in the MNF [3]. It represents a big partici-
pation of the non-linear stable modes λ75+λ116 and λ99+λ100+λ116 (for the second-
and third-order terms, respectively) in a dynamics dominated by a linear unsta-
ble oscillation [3], [13].
156
Table 8.11. Eight largest non-linear interaction indices for the 3rd order MNF.
j MI3(j)×Tr3* λk,l,m j II(j)×Tr2** λk,l
75, 76 -28.9657 λ99+λ100+ λ116 75, 76 -22.4184 λ75+λ116
9, 10 -0.5901 2λ97+ λ98 9, 10 -4.7042 λ97+λ98
97, 98 -0.4896 2λ99+ λ100 5, 6 -1.5278 λ97+λ98
17, 18 -0.2408 3λ97 111 -1.3032 λ97+λ98
51, 52 -0.1638 2λ97+ λ87 1, 2 -1.1185 λ97+λ98
5, 6 -0.1421 2λ97+ λ87 59, 60 -0.9725 λ75+λ97
3, 4 -0.0993 2λ97+ λ87 17, 18 -0.6597 λ97+λ98
65, 66 -0.0945 λ75+λ97+ λ98 47, 48 -0.6545 λ75+λ97
* As defined in [13], ordered from most unstable to less unstable.

** As defined in [3], ordered from most unstable to less unstable.
Overall, the agreement is qualitatively good showing the correctness of

the adopted approach.
8.3.5 Complexity analysis

The increase in the complexity of the model and its memory requirements when
using higher-order representation is an issue of concern. As the dimension of
the parameter space increases, the dimension of Anord increases rapidly with
order.
Table 8.12 compares the CPU effort and accuracy of the PKMA method
with the MNF. Results are found to be similar. Again, no efforts were made to
optimize the performance of the models.
To investigate the CPU storage requirements involved in constructing the

state representation, Table 8.13 shows the number of states and percentage of
nonzero elements for each of the three orders of approximation described above.
157
Table 8.12. Computational times and achieved accuracy.
PKMA MNF
Order of approximation 2nd 3rd 2nd 3rd
CPU time [sec.]* 4.226 8,805.302 4.4479 10,480.0
Error Δωr Gen 94 [dB] 11.238 10.249 11.144 9.854
Error Δωr Gen 137 [dB] 8.677 13.709 8.666 12.576
* The time required to compute matrices H2 and H3 is not taken into account
** Third-order MNF without fourth- and sixth-order terms.
Table 8.13. Complexity of extended Koopman model for the IEEE 50-machine system
Order of approximation Number of states Number of nonzero elements [%]
Linear 129 0.7752
Second order 8, 514 0.5039
Third order 374, 659 0.1333
Several interesting features arise from the interpretation of this model:
a) Matrix W is sparse with the sub-matrices Wjj being diagonal.
b) Matrix W23, although can be very large, it is extremely sparse (99.9%

of elements equal to zero). In the implementation of the algorithm on-
ly sub-matrices W12 and W13 need to be stored.
8.4 Koopman observability measures

Now, the Koopman non-linear observability measures proposed in Chapter 5
are validated. First, simulated and measured data are utilized to compare the
data-based Koopman observability measures against several identification
methods of literature.
Then, the (weighted) non-linear observabilities defined for Koopman ex-

tended systems are evaluated to identify and isolate the most critical dynamics.
158
8.4.1 Application to transient stability data
Two test systems are considered for comparing and verifying the ability of the
proposed methodology: 1) The IEEE 39-bus test system and 2) a 6-area, 377-
machine test system.
8.4.1.1 The IEEE 39-bus system

The procedures developed in Section 5.3 are tested on the IEEE 39-bus, 10-
machine. Datasets of speed deviations from transient stability simulations of the
non-linear system model were used to assess the ability of KMD to characterize
system behavior
Based on the system response, the data matrix X M N is defined as X =

[Δω1 Δω2 ··· Δωng]T where Δωj is the vector of speed deviations of the j-th genera-
tor and ng is the number of generators.
To excite the inter-area mode, a three-phase stub fault is applied at bus 1

cleared after 0.005 sec. Measurements were recorded at a rate of 100 samples/sec
and cover a period of 17.5 sec, for a total number of Ñ=1751 snapshots. This
yields a total of 1750 empirical Ritz eigenvalues calculated with the KMD meth-
od.
Table 8.14 shows a comparison between the linear modes obtained

through small signal stability analysis (SSSA) of the linear system model and the
main KMs computed with the proposed methodology.
As shown in Table 8.14, the four dominant modes with the largest ob-
servability measure in columns 4 and 7 at about 0.58 Hz and 0.91 Hz are correct-
ly identified and ranked by the proposed approach.
Also of interest, the unstable mode at 0.082 Hz associated with the excita-
tion system of generator 2 is properly characterized. The analysis of other modes
is not pursued here.
159
Table 8.14. Nine top-ranked KMs. Norm and absolute value criteria.
SSSA Top-ranked KMs
Freq. Damp Max. Freq. Damp. Max.

# Description
[Hz] [%] Obs. [Hz] [%] Obs.
1 0.5896 6.6409 1.000 0.5759 6.2399 1.000 Inter-area mode
2 - - - 0.0256 67.7348 0.681 General trend
3 0.9198 3.9656 0.459 0.9173 3.4371 0.437 Gen 5 vs. Gen 9
4 - - - 0.5268 7.0296 0.235 Spurious KM 1
5 - - - 0.6360 4.9042 0.204 Spurious KM 1
6 1.5046 3.9655 0.240 1.4828 2.5305 0.161 Gen 8 vs. Gen 10
7 1.2699 3.4682 0.431 1.3031 1.9375 0.142 Gen 8 & Gen 10
8 1.4885 6.5294 0.195 1.4289 2.6330 0.138 Gen 8 & Gen 10
18 0.0874 -17.0212 0.062 0.0855 -14.5619 0.079 AVR Gen 2
8.4.1.2 Six-area, 377-machine model of the Mexican Interconnected System (MIS)

This test system is the 6-area, 377-machine detailed model of the Mexican Inter-
connected System (MIS) used in previous studies [15].
The six-area model of the MIS exhibits four critical inter-area modes in-
volving the interaction of machines in several parts of the system, as well as a
very observable local mode involving oscillations between the generators of the
Western system:
- Two critical inter-area modes at 0.29 and 0.52 Hz representing the in-
teraction of machines in the North and South systems and the East
and Central and West systems, respectively.
- Three higher-frequency modes at 0.62, 0.77, and 0.92 Hz representing

localized interaction of machines in the North and South systems.
160
For reference and comparison, Table 8.15 gives the five slowest modes of
the system for the base case condition obtained using the DSATools package
[16].
A number of case studies resulting in non-linear transient behavior were

selected as candidates for the application of the proposed framework analysis
involving both stable and unstable system response. These include:
1) Case 1. Double line-outage of 400 kV lines in the Southeastern system.

This case strongly excites inter-area modes 1, 3, and 4 in Table 8.15
and results in stable system response, and
2) Case 2. Simultaneous line-outage of two 400 kV circuits and a major

generator in the Southeastern system. This case strongly excites inter-
area modes 1, 2, and 4 and results in unstable oscillations involving
major generators.
Table 8.15. Eigenvalues of the MIS for the base case condition.
Description Eigenvalue Freq. [Hz] Damp. [%]
Inter-area mode 1 -0.017± j1.828 0.290 5.94
Inter-area mode 2 -0.014± j3.245 0.516 2.83
Inter-area mode 3 -0.021± j3.906 0.621 3.532
Inter-area mode4 -0.023± j4.854 0.772 3.023
Local mode 5 -0.031± j5.698 0.906 3.44
Selected simulation results for the aforementioned contingency scenarios

are shown in Fig. 8. 14. For clarity of exposition, 42 generators (ng=42), of the 377
machines are selected for analysis. Generator speed measurements at these ma-
chines were used to build the snapshots matrix X using a sampling frequency
of 80 Hz and a time period of 10 sec, resulting in a total of 794 snapshots (793
approximate KMs).
161
(a) (b) .
Fig. 8.14. Speed deviation of dominant machines. (a) Case 1. (b) Case 2.
For Case 1, Table 8.16 compares the modal estimates from KMD with
those from DMD and Prony analysis, while Fig. 8.15 shows the associated spa-
tial observability measures.
Table 8.16. Five top-ranked KMs for Case 1.
Koopman modes DMD modes ** Prony modes*,**
Freq. Damp Max. Freq. Damp. Energy Freq. Damp. Energy

#
[Hz] [%] Obs. [Hz] [%] [pu] [Hz] [%] [pu]
1 0.576 2.680 1.000 0.574 2.721 0.873 0.574 2.523 0.493
2 0.060 46.416 0.340 0.037 71.199 1.000 0.038 68.026 1.000
3 0.297 5.897 0.209 0.298 5.405 0.509 0.298 5.399 0.192
4 0.772 2.987 0.208 0.777 3.019 0.186 0.771 3.299 0.033
5 0.616 3.306 0.069 0.651 77.935 0.242 0.668 53.431 0.004
* Prony analysis of the 20 dominant speed deviations in Fig. 8.14(a)

** Ranked by energy.
As shown, the proposed approach is fully capable of determining the

dominant modes 1 through 4 at about 0.30, 0.57, 0.62, and 0.77 Hz. The physical
significance of other modes should be interpreted cautiously, since they may be
associated with trends or non-linear effects.
162
.
Fig. 8.15. Global behavior of the leading KMs in Table 8.16 based on the modulus of the
Koopman measures of observability.
As seen in Table 8.16, other approaches work well in identifying the main
inter-area modes but may fail to rank properly their relative importance. Of
special concern, modes of little physical significance for the analysis of inter-area
phenomena are ranked first, showing the need for better classification tech-
niques.
Now, for Case 2, Table 8.17 shows the slowest oscillatory modes extracted
using Koopman analysis.
For completeness, four methods that aim at extracting spatiotemporal

patterns from simultaneously recorded data are compared here:
1) The BPA/PNNL Prony method in the Dynamic Systems Identification

(DSI) Toolbox (beta version limited to the analysis of 20 simultaneous
signals) [17].
2) The basic DMD framework in [18], [19].
3) A home-made multi-signal Prony method based on the Kumaresan-

Tufts method [20].
4) A stochastic subspace identification method (SSI) based on [21], [22].
163
Table 8.17. Comparison of modal estimates for Case 2. Time window: 0-10 sec.
Koopman** KT Prony Analysis** BPA Prony Analysis* SSI***
Freq. Damp. Freq. Damp. Freq. Damp. Freq. Damp.

[Hz] [%] [Hz] [%] [Hz] [%] [Hz] [%]
0.266 -1.802 0.267 -1.520 0.267 -1.970 0.262 -0.450
0.751 1.183 0.758 1.777 0.757 1.778 0.760 9.100
0.472 -1.298 0.499 -0.667 0.488 1.471 0.487 -0.300
0.539 -4.192 0.582 4.420 0.547 3.895 0.561 3.610
0.952 2.537 0.941 4.765 0.932 5.308 0.950 21.970
* Prony analysis of the 20 dominant speed deviations in Fig. 8.14(b)

** Simultaneous analysis of 39 speed deviations in Fig. 8.14(b).
*** SSI analysis of the first 37 signals in Fig. 8.14(b).
The various techniques identify two unstable linear inter-area modes at

about 0.27 and 0.49 Hz although some differences are noted, especially with SSI
analysis. Koopman modal analysis, in turn, identifies a second harmonic mode
of the 0.266 Hz mode at about 0.53 Hz, indicating the presence of non-linear be-
havior that is not accurately identified with other methods for the selected time
window.
The analysis of Prony results in column 3 in Table 8.17 shows that partial
analysis of global behavior may result in inaccurate characterization of inter-
area mode 2 (0.49 Hz).
The analysis of observability measures in Fig. 8.16, in turn, shows the

modal distribution of inter-area modes 1-3 in Table 8.15.
In an effort to assess the computational effort associated with the applica-

tion of KMA, the performance of the method for several sampling rates was
evaluated. Table 8.18 summarizes the CPU time involved in the analysis of Case
2 for two sampling rates: 8 and 80 Hz.
164
.
Fig. 8.16. Global behavior of the three leading oscillatory KMs in Table 8.17 based on the
Koopman observability measures.
Table 8.18. Computational effort in seconds. Time window: 0-10 sec.
Sampling BPA Prony KT algo-

KMD* DMD* SSI***
rate software** rithm*
8 0.0032 0.0016 0.4793 0.4041 -
80 0.0082 0.0036 - 1.4321 0.0510
* Simultaneous analysis of 39 speed deviations in Fig. 8.14(b).

** Prony analysis of the 20 dominant speed deviations in Fig. 8.14(b).
*** SSI analysis of 37 speed deviations in Fig. 8.14(b). No meaningful results are
obtained for this case.
As shown, KMA compares well with other modal identification tech-

niques. No physically meaningful results are obtained for short observation
windows using SSI analysis. For the observation window and sampling rate se-
lected, numerical issues limit the application of SSI to 37 signals.
Results are illustrative only since the performance of the methods de-
pends on various factors, and the codes are not optimized for speed and
memory usage.
8.4.2 Application to measured data

In an effort to further verify the accuracy of the proposed framework when deal-
ing with larger datasets, wide-area PMU data from a real event in the MIS are
used to test the ability of observability measures analysis to identify the optimal
modes.
165
The observation set contains 3201 measurements of heterogeneous data
and covers a period of 160 sec; measurements were collected at a rate of 20 sam-
ples/sec at 22 system locations encompassing three major geographical regions
[23].
In order to make the measurements comparable, a normalization by

means of the variance was made, and then, the amplitudes were normalized to
have a maximum value of 1. For illustration, Fig. 8.17 shows the preprocessed
records of measured data including frequency, tie-line active power, and volt-
age measurements.
(a) (b) .
Fig. 8.17. Normalized time traces of recorded data. (a) Frequency measurements. (b) Power
and voltage measurements.
Insight into the nature of oscillatory behavior can be gleaned from the
analysis of the relative oscillations in Figure 8.18.
(a) (b) .
Fig. 8.18. Details of the recorder measurements. (a) Voltage (PMU #22) and power (PMUs
#19, 20, and 21) measurements. (b) Frequency measurements (PMUs #1-18).
166
Application of the KMD results in 3200 KMs, while DMD analysis results
in 22 dynamic modes. Table 8.19 compares modal estimates obtained using
KMD, Prony, and DMD analyses for the dataset in Fig. 8.17.
Table 8.19. Identified KMs. Time interval: 0-160 sec.
Koopman obs. analysis DMD (energy) Prony analysis*
Freq. Damp Max. Freq. Damp. Energy Freq. Damp. Energy

[Hz] [%] Obs. [Hz] [%] [pu] [Hz] [%] [pu]
0.000 - 1.000 0.000 - 1.000 0.026 12.744 1.000
0.993 -0.258 0.949 0.981 0.845 0.178 0.939 2.955 0.109
0.000 - 0.841 0.000 - 0.643 0.008 51.276 0.851
* Prony analysis of the 20 dominant speed deviations in Fig. 8.17.
Several observations are of interest here. First, DMD analysis and Prony
analysis necessitate more signals to approximate the signals’ trend. In addition,
modal estimates may be inconsistent or result in multiple modes with similar
frequencies, thus making physical interpretation difficult.
Of interest, Figures 8.19 and 8.20 show the time evolution and the corre-
sponding spatial pattern of the 0.99 Hz KM (refer to Fig. 8.18).
Fig. 8.19. Time evolution of the 0.99 Hz Koopman mode.
167
(a) (b) .
Fig. 8.20. Mode shape of the 0.99 Hz KM. (a) PMUs #1-18. (b) PMUs #19-22.
The results correlate very well with observed system behavior in figures
8.17 and 8.18, showing the accuracy and soundness of the developed frame-
work.
Experience shows that the accuracy of modal estimates using these tech-
niques may be enhanced by increasing the measurement set by improving its
observability measure.
8.4.3 Application to extended Koopman eigenfunctions-based models

The huge dimension of the Koopman extended systems demands means for se-
lecting a small set of critical linear and non-linear oscillations to be analyzed and
controlled.
Therefore, the use of (weighted) Koopman observability measures intro-

duced in Section 5.4 is explored here.
First, in order to be able to visualize the obtained results we define the

following measures:
 j  max(o j ) (8. 16)
ˆ j  max(oˆ j ) (8. 17)
 j  max(o j ) (8. 18)
where OPKMA=[o1 o2 ··· oM], Ô PKMA=[ ô 1 ô 2 ··· ô M], and O PKMA=[ o 1 o 2 ··· o M].
168
Two test systems are used here: 1) the two-area power system of Section
8.1.2 and 2) the 16-machine power system of Section 8.1.3.
8.4.3.1 Two-area power system

The simulated disturbance for this study is a three-phase solid fault at bus 5
cleared after 35 milliseconds. Fig. 8. 21 shows the highest ςj when the rotor speed
deviations are regarded as the output signals of the system. The observability
measures were normalized.
Fig. 8.21. Highest ςj when the rotor speed deviations of all the generators are the system’s
output signals. Two-area power system.
In Fig. 8.21, it can be seen that, in accordance with the general definition
of observability measures [24], the most observable mode is the real linear mode
number 15. The second and third most observable dynamics are the local area
modes, whereas the inter-area mode λ5, 6 does not appear in the graph.
Thus, the observability measures of matrix OPKMA seem to be inadequate

for our purposes, and the use of the pondered measures of matrix Ô PKMA is
tested. The results are drawn in Fig. 8.22.
169
Fig. 8.22. Highest ˆ j when the rotor speed deviations of all the generators are the system’s
As can be observed, now the most excited dynamics are shown in Fig.
8.22. However, there are two drawbacks in this classification:
1) Some of the top-ranked modes are fast dynamics that are not of inter-
est for analyzing wide-are phenomena, and
2) The first-ranked mode is not the inter-area mode.
Thus, the weighted Koopman observabilities O PKMA, defined in equation

(5.25), are used to obtain the data depicted below in Fig. 8.23.
From Fig. 8.23 it can be noted that the Koopman observability measures
O PKMA provide the sought means for ranking the most observable and slowest
dynamics.
For illustration, the second- and third-order modes appearing in Fig. 8.23
are presented in Table 8.20.
170
Fig. 8.23. Highest  j when the rotor speed deviations of all the generators are the system’s
Table 8.20. Most observable slow non-linear Koopman modes of the two-area system.
Combination Eigenvalue Freq. [Hz] Damp. [%]
λ5+λ6+λ9, λ5+λ6+λ10 -1.01±i0.87 0.14 75.96
λ5+λ6+λ8, λ5+λ6+λ7 -1.40±i0.95 0.15 82.80
λ5+λ8, λ6+λ7 -1.22±i1.00 0.16 77.22
λ5+λ6+λ6, λ5+λ5+λ6 -0.55±i1.96 0.31 27.00
λ5+λ6 -0.37 - -
λ5+λ10, λ6+λ9 -0.83±1.09 0.17 60.25
λ5+λ8+λ10, λ6+λ7+λ9 -1.87±0.14 0.02 99.72
8.4.3.2 16-machine test system

For the case of the 68-bus, 16-machine system, a three-phase stub fault is applied
at bus 8 and cleared in 0.07 seconds.
By using the Koopman observability measures O PKMA, the results pre-

sented in Fig. 8.24 are found. The information about the non-linear modes seen
there is given in Table 8.21.
171
Fig. 8.24. Highest  j when the rotor speed deviations of all the generators are the system’s
output signals. 16-machine power system.
Table 8.21. Most observable slow non-linear Koopman modes of the 16-machine system.
Combination Eigenvalue Freq. [Hz] Damp. [%]
λ29+2λ30, λ30+2λ29 -0.007±i2.27 0.36 0.31
λ29+λ30 -0.005 - -
λ25+ λ29+2λ30, λ26+ λ29+2λ30 -0.095±i4.38 0.70 2.19
2λ29,2λ30 -0.005±i4.54 0.72 0.11
λ19+ λ29+2λ30, λ20+ λ29+2λ30 -0.181±6.53 1.04 2.77
λ21+ λ29+2λ30, λ22+ λ29+2λ30 -0.138±5.74 0.91 2.40
It can be seen from Table 8.21 that the rapid decay on the magnitudes of
the weighted Koopman observabilities of Fig. 8.24 is due to the small damping
coefficients of the system stability eigenvalues.
Three important points must be observed here:
1) Second- and third-order modes can be better ranked than several line-
ar inter-area modes.
172
2) Linear modes precede the higher-order dynamics that are the product
of their interaction.
3) These weighted Koopman observability measures can be used to iden-

tify the most critical modes that need to be controlled.
Further application of these non-linear observability measures for con-

troller design is presented below.
8.5 PKMA-based quadratic non-linear controller

The proposed scheme for a quadratic non-linear controller based on the extend-
ed Koopman eigenfunctions-based models is applied here in the two-area pow-
er system and the 68-bus, 16-machine power system.
8.5.1 Two-area, four-machine power system

The two-area, four-machine power system of Section 8.1.2 is used here, with the
system architecture provided in Fig. 8.25, for evaluating the full PKMA-based
quadratic controller.
The simulated disturbance is a three-phase fault in one of the lines con-

necting buses 5 and 6, as shown in Fig. 8.25. The fault occurs at t =0.001 sec and
is cleared after 0.035 seconds in bus 5 and after 0.036 seconds in bus 6 without
tripping the line.
In Fig. 8.26, the full quadratic controller is compared against the system
response without any control and with the linear LQR controller.
173
Fig. 8.26. Comparison of the linear LQR with the full quadratic nonlinear controller.
The weight matrices used for the controller's design are Q11 with a weight
of 50 in the positions corresponding to the rotor speed deviations and R = I4.
8.5.2 IEEE 16-machine, 68-bus power system

The 16-machine test system presented in Section 8.1.3 is used here for evaluating
the full and the truncated Koopman quadratic controllers when structural con-
straints are taken into account.
8.5.2.1 Full quadratic non-linear controller

Two disturbances are simulated for this test system:
1) A three-phase stub fault at bus 51 cleared after 0.01 sec.
2) A three-phase solid fault in the line between buses 16 and 17 cleared

by tripping the line after 0.01 seconds.
Fig. 8.27 below shows the communication networks obtained for the two
cases when η1 =0.25 and η2 =0.03. It can be noted that, for the selected parame-
ters, the first case does not require a quadratic non-linear controller.
174
(a) (b) .
(c) (d) .
Fig. 8.27. Communication structures: a) 1 Case 1. b) 2 Case 1, c) 1 Case 2, and d) 2 Case

2.
Therefore, Case 2 is used for testing the proposed methodology for de-
signing a non-linear control law.
Four configurations are used in the following analyses:
1) Full communication between all generators.
2) Considering η1=0.125 and η2=0.02 (Fig. 8.28.(a)).
3) Considering η1=0.25 and η2=0.03 (Fig. 8.27(d)).
4) Considering η1=0.3 and η2=0.04 (Fig. 8.28.(b)).
Above we consider R=diag(10, …, 10) and that Q11 is appropriately con-

structed to weight with 100 the speed deviations, the rotor angle deviations, and
the difference of the rotor angle deviations of all the generators [25].
175
(a) (b)
Fig. 8.28. Communication structure 1ord for configurations (a) 2, and (b) 4.
The speed deviations of all the generators are depicted in Fig. 8.29 with a
linear LQR controller and with the quadratic non-linear controller considering a
full communication structure
Fig. 8.29. Comparison of speed deviations for the linear LQR (black) and the quadratic LQR
(blue).
Furthermore, Table 8.22 provides a numerical comparison for the two

cases and the four configurations. A period of 10 seconds with a time step of
0.001 sec is used for calculating the objective function J. The parameter ε1 has
been set in 1×10-3 with a maximum of 100 iterations.
176
Table 8.22. Quadratic controller’s performance for different configurations.
Conf. θ ξ [Linear]* ξ [Quadratic]
1 1.0 1.000 1.000

C
A 2 0.785 1.343 1.344
S
E 3 0.488 1.895 1.896
1
4 0.320 2.076 2.078
1 1.0 Unstable 1.000

C
A 2 0.785 1.092 0.881
S
E 3 0.488 0.661 0.631
2
4 0.320 0.520 0.486
* Using the value of Jfull for the corresponding quadratic controller.
The sparsity index θ and the performance loss index ξ used in Table 8.22 are
defined as follows:
Ic1 J conf
 2
1

n g J full
where ||a||1=||[a1 a2 … aN]T||1=  j 1 a j , ng is the number of generators, and Jfull and

N
Jconf are the values of the objective function J reached with the full communica-
tion structure and with another network configuration, respectively.
The simulated fault of Case 2 is so severe that the system does not go
back to the pre-fault operating point. For this case, the designed controller has
better performance for sparser communication structures.
8.5.2.2 Truncated quadratic non-linear controller

Now, a numerical comparison of the linear LQR, the full quadratic LQR and
second-order controllers with some non-linear terms is presented in Table 8.23
for the two configurations of Fig. 8.28. The values of the objective function J
177
were obtained for a period of 10 seconds with a time step of 0.001 sec from t =0
to t =1 and 0.01 for t >1.
Table 8.23.Numerical comparison for a different number of non-linear modes.
No. 2nd order

η3 J J [%]
modes
C - 0 (Linear) Unstable -
O - 3160 (All) 270,818.11 100.00
N 0.1 0 - -
F. 0.075 0 - -
0.05 0 - -
Full 0.025 6 Unstable -
0.01 56 346,906.60 128.10
C - 0 (Linear) 278,019.31 114.44
O - 3160 (All) 242,932.38 100.00
N 0.1 4 286,463.18 117.92
F. 0.075 4 286,463.18 117.92
0.05 9 277,608.17 114.27
8.28(a) 0.025 28 250,220.36 103.00
0.01 109 242,040.95 99.63
C - 0 (Linear) 184,116.62 104.00
O - 3160 (All) 177,027.37 100.00
N 0.1 2 196,033.88 101.73
F. 0.075 6 226,032.66 127.68
0.05 10 196,033.88 110.73
8.28(b) 0.025 36 180,921.99 102.20
0.01 116 233,892.18 132.12
178
It seems from the first part of Table 8.23, corresponding to the full com-
munications structure, that a larger number of second-order terms obtains a bet-
ter effect on system response.
However, for sparser structurally-constrained configurations it is noted

that the same does not happen; the enhancement of the system´s performance
when the amount of second-order terms is increased is not linear.
The aforementioned behavior can be explained from two perspectives:
1) Pre-fault system perspective: The applied disturbance changes the con-

figuration of the system introducing another disturbance, denoted as
Bd d(k) in equation (7.1), which would have a bilinear effect that has
not been considered here. Then, some non-linear gains could nega-
tively affect the performance of the controller.
2) Post-fault system perspective: If a small-signal analysis were performed,

it would be found that the post-fault closed-loop scenario is stable.
However, besides the initial perturbation x0, the difference between
the steady-state reference voltages of the exciters act as a constant en-
try that interacts with the second-order gains changing the effect of
some of them.
This phenomenon requires an additional method to predict which non-

linear modes’ gains would be harmful to the system in different situations.
Then, this modes would be automatically ignored for the truncated second-
order controller, and better system responses could be reached, as observed in
the highlighted row of Table 8.23.
8.5.2.3 Online design

First, two configurations more are added for the following analyses. These are
shown in Fig. 8.30.
179
(a) (b)
Fig. 8.30. Extra configurations for the 16-machine power system.
Henceforth, for ease we will rename the previously presented configura-

tions in the following way:
1) Configuration 0: With all machines communicating.
2) Configuration 1: The left-side configuration of Fig. 8.30.
3) Configuration 2: The left-side configuration of Fig. 8.28.
4) Configuration 3: The right-side configuration of Fig. 8.30.
5) Configuration 4: The right-side configuration of Fig. 8.28.
Configurations 1 and 3 were obtained with η1=0.1, η2=0.01; and η1=0.125,

η2=0.03, respectively, for the applied disturbance.
Now, Table 8.24 shows the time required to compute the corresponding
K11 gain matrix for configurations 1 through 4 with different values of ε1. The
highlighted data indicate those configurations that could not stabilize the sys-
tem due to the amount of time required to calculate the linear LQR.
In order to evaluate the effectiveness of the control matrices K111ord

found with ε1=0.1, we show in Table 8.25 the value of the objective function J
obtained for the different configurations and values of convergence.
180
Table 8.24. Time required for computing K11 for the different configurations.
ε1=1×10-1 ε1=1×10-2 ε1=1×10-3

Configuration
Iterations Time [s] Iterations Time [s] Iterations Time [s]
1 2 0.126 12 0.695 51 3.017
2 2 0.115 12 0.755 73 4.361
3 2 0.122 15 0.883 104 6.240
4 2 0.127 20 1.169 119 6.863
Table 8.25. Value of J for the regarded communication networks.
Configuration ε1=1×10-1 ε1=1×10-2 ε1=1×10-3
1 259,019.60 266,646.90 277,556.10
2 278,160.9 281,521.60 290,869.10
3 277,789.60 278,019.30 279,341.90
4 192,713.80 184,275.40 184,116.60
It can be noted that the difference in the value of J is small. Now, in Table
8.26 below the time required to calculate the second-order controller is shown,
as well as the number of non-linear modes utilized and the time required by the
sub-process of computing Ĥ 12.
Table 8.26. Time required for the regarded communication networks. Seconds.
Full 2nd order Truncated 2nd order with ε1=1×10-1

Configuration
J [%]* Time 2nd order modes J [%]* Time Ĥ 12 Total time
1 89.42 2,168.19 67 91.44 1.4511 2.118
2 85.93 2,146.39 64 93.41 1.4477 2.099
3 87.36 2,106.58 66 91.26 1.4555 2.180
4 90.46 2,126.91 76 155.12 1.4312 1.925

* In percentage of the J of the linear LQR.
181
As can be noted from Table 8.24, the difference in the required time be-
tween the full and the truncated second-order controllers is enormous, and with
a similar performance. Nonetheless, the risk of bad-tuned controllers exists, as
happened with the configuration 4.
Further analysis demonstrated that this last behavior is due to the inaccu-
racy of the linear gain matrix; results similar to the other configurations are
obtained for more accurate solutions of K11.
Furthermore, it can be noted from Table 8.26 that the required time to
compute the truncated second-order LQR is high in comparison with the linear
LQR (refer to Table 8.24).
Thus, the proposed quadratic non-linear controller can be considered as a

supplementary control that enhances the performance of the linear controller.

In this chapter, numerical results for the methods proposed in this dissertation
are provided.
First, a synthetic size-variable non-linear system and several multi-

machine power systems were used to evaluate the performance of the recursive
linearization (RL) method against conventional linearization techniques. The
comparisons showed that the recursive linearization has the accuracy of the di-
rect analytic method with even less computational effort than that required by
the perturbation-based methods.
Secondly, numerical results for two cases of study were used to demon-
strate the efficiency and accuracy of the perturbed Koopman mode analysis.
Comparison against the fully non-linear simulations, the linear approximation,
and the method of normal forms (MNF) validate the proposed method.
Then, the data-driven and the model-based observability-based ap-

proaches were applied to extract dominant spatiotemporal patterns from power
182
systems’ dynamical responses. The framework provides a criterion for selecting
the dominant Koopman modes from a large set of simultaneous recordings (for
the data-driven method) or from a large amount of higher-order dynamics
obtained from the Koopman extended systems (for the model-based method).
Finally, two cases of study were presented to illustrate the truncated

quadratic non-linear controller. In both, the simulated disturbance leads the sys-
tem to a highly unstable response. For the fully-communicated scheme, the pro-
posed quadratic controller was very superior because the linear LQR controller
could not stabilize the system.
Additionally, it was observed that the required time to compute the trun-
cated quadratic non-linear controller online is relatively low in comparison with
the full case; low enough to be applied online. However, it was observed that it
is necessary to consider it as a supplementary control for the linear LQR and
that reducing the time required for the second-order gain matrix is essential.
In this sense, the relaxation of the convergence criterion for obtaining the
linear gain matrix under certain structural constraints is essential for assuring
system stability, letting sparser communication structures to be considered. As
well, the determination of detrimental modal gains when a topology’s change is
present is a paramount issue.
8.7 References
[1] P. M. Anderson and A. A. Fouad, Power system control and stability, IEEE
Press, John Wiley & Sons, NJ, USA, 2002.
[2] P. Kundur, Power System Stability and Control, Mc-Graw Hill, NY, USA,
1994.

183

[5] V. Vittal, “Transient stability test systems for direct stability methods,”
IEEE Trans. Power Syst., vol. 7, no. 1, pp. 37-43, Feb. 1992.
[6] S. Liu, A. R. Messina, and V. Vittal, “A normal form analysis approach to

siting power system stabilizers (PSSs) and assessing power system nonlin-
ear behavior,” IEEE Trans. Power Syst., vol. 21, no. 4, pp. 1755-1762, Nov.
2006.
[7] S. Liu, A. R. Messina, and V. Vittal, “A normal form-based approach to

place power system stabilizers,” 2006 IEEE PES GM, Montreal, Canada,
June 2006.
[8] P. W. Sauer and M. A. Pai, Power system dynamics and stability, Prentice-
Hall, NJ, USA, 1998.
[9] R. Ramos et al., “Benchmark systems for small-signal stability analysis and
control,” IEEE PES Task Force on Benchmark Systems for Stability Con-
trols, IEEE Inc., NJ, USA, Tech. Rep. PES-TR18, Aug. 2015.
[10] J. H. Chow, Power system coherency and model reduction, Springer, NY, USA,
2013.
[11] P. E. Hill, W. Murray, and M. H. Wright, Practical Optimization, Academic

Press, 1981.
[12] J. Persson & L. Söder, “Comparison of three linearization methods,” Proc.

of the 16th PSCC, Glasgow, 14-18 July 2008.
184
curate third-order normal form approximation for power system non-
linear analysis,” IEEE Trans. Power Syst., vol. 33, no. 2, pp. 2128-2139, Mar.
2018.
[14] S. Liu, “Assessing placement of controllers and nonlinear behavior of elec-

trical power systems using normal form information,” Ph.D. dissertation.
Iowa State Univ., Ames, IA, USA, 2006.
[15] A. R. Messina and V. Vittal, “Extraction of dynamic patterns from wide-

area measurements using empirical orthogonal functions,” IEEE Trans.
Power Syst., vol. 22, no. 2, pp. 682-692, May 2007.
[16] DSA ToolsTM, Powertech Labs Inc., [Online] Available: www.dsatools.com
[17] BPA/PNNL, Dynamic Systems Identification (DSI) Toolbox. [Online].

Available: ftp://ftp.bpa.gov/pub/WAMS_Information/.
[18] C. W. Rowley, I. Mezić, S. Bagheri, P. Schlatter, and D. Henningson, “Spec-

tral analysis of fluid flows,” J. Fluid Mech., vol. 641, pp. 115–127, 2009.
[19] P. J. Schmid, “Dynamic mode decomposition of numerical and experi-

mental data,” J. Fluid Mechanics, vol. 656, Cambridge University Press 2010,
pp. 5–28.
[20] D. W. Tufts and R. Kumaresan, “Singular value decomposition and im-

proved frequency estimation using linear prediction,” IEEE Trans. Acoust.,
Speech, Signal Process., vol. ASSP-30, no. 4, pp.671-675, Aug. 1982.
[21] J. J. Ramos, R. J. Betancourt, and E. Barocio, “Visualization of inter-area os-

cillations using an extended subspace identification technique,” IEEE North
American Power Symposium, KS, USA, Sept. 2013.
[22] T. Katayama, Subspace Methods for System Identification, US: Springer, 2005.
185
[23] E. Martínez and A. R. Messina, “Modal analysis of measured inter-area os-
cillations in the Mexican interconnected system: The July 31, 2008 event,”
Proceedings of the IEEE/PES GM, Detroit, MI, USA, July 2011.
[24] S. M. Chan, “Modal controllability and observability of power system

models,” Elect. Power Energy Syst., vol. 6, no. 2, pp. 83-88, April 1984.

July 2017.
186

Chapter 9
Conclusions
9.1 General conclusions
In this dissertation, a theoretical framework for the efficient computation of a
higher‐order dynamical systems’ representation is proposed that can be used to
identify the most critical linear and non‐linear dynamics and design appropriate
law controls.
The importance and usefulness of the proposed framework lie in its sim‐
plicity and the reduced computational resources demand, leading to an in‐
creased field of application.
Several general conclusions can be drawn from this analysis.
i) The use of the recursive linearization method simplifies the applica‐
tion of the non‐linear analysis techniques and may be used to facilitate
the online application of new analysis and control tools.
ii) The perturbed Koopman mode analysis can be used to analyze the in‐
fluence of multimode interactions of various types on the non‐linear
response of non‐linear dynamical systems, as well as to assess the na‐
ture and strength of interactions between system components.
iii) The use of observability measures is seen to add valuable information
to modal analysis, which is of interest in the analysis and identifica‐
tion of reduced‐order models and provides a direct comparison to
conventional linear analysis techniques.
iv) The proposed truncated quadratic non‐linear controller can be easily

computed by using the recursive linearization method and the pre‐
sented procedure. It allows enhancing the linear LQR controller by
adding a small set of critical non‐linear modes and increasing the sys‐
tem stability under conditions where the linear controller fails.
9.2 Future work

Some aspects of the proposed methodology that can be improved, and some
other areas of investigation open that are identified in this dissertation are the
following:
a) Future application of the recursive linearization to include other non‐
linear devices, as well as formulations for dynamical systems defined
by differential‐algebraic equations (DAE).
b) Development of a hybrid model‐based, data‐driven approach based

on the power systems’ Koopman eigenfunctions model that improves
the prognosis ability of both techniques.
c) Application of the observability‐based approach for the optimal wide‐
area system monitoring and for the placement of PMUs to observe
and control linear and non‐linear global phenomena.
d) Obtain a projection relating the most excited open‐loop non‐linear

modes with the most excited closed‐loop non‐linear modes to deter‐
188
mine a small set of columns of the second‐order interaction matrix
that need to be computed.
e) Develop a method to assess the influence of changes in topology into
the effect of the non‐linear modal gains.
189

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Centro de Investigación y de Estudios Avanzados

del Instituto Politécnico Nacional

Análisis no Lineal de Sistemas de

Tesis que presenta:

para obtener el grado de:

CINVESTAV del IPN Unidad Guadalajara, Guadalajara, Jalisco,

Becario del CONACyT,expediente

I would like to express my sincere gratitude to my advisor, Dr. Arturo Román

To my professors and friends at CINVESTAV Guadalajara, as well as to my friends

Inȱ thisȱ dissertation,ȱ aȱ newȱ modelȬbasedȱ frameworkȱ thatȱ combinesȱ

Finally,ȱ numericalȱ resultsȱ forȱ severalȱ multiȬmachineȱ powerȱ systemsȱ areȱ

Chapter 2. Koopman Mode Analysis ............................... 14

Chapter 3. Recursive Linearization................................. 32

Chapter 4. Koopman eigenfunctions-based extended

Chapter 5. Koopman Observability Measures ................ 84

Chapter 6. Recursive Linearization of Power System

Chapter 8. Numerical Results ....................................... 138

Chapter 9. Conclusions .................................................. 189

Fig. 3.1. Comparison of the conventional first-order linearization process with

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h':X ĺ Ǔȱ Ȭȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ ¢ȱ

UTȱ ȱ Ȭȱ ȱȱȱ¢ȱTǯȱ

M∈ℵ ȱ ȱ ȱ Ȭȱ ȱ ȱ

Nk∈ℵȱ ȱ ȱȱȱ¡ȱ ȱȱȱȱkǯȱ

PMax∈ℜȱ ¡ȱȱȱ ȱȱȱ ȱ¢ǯȱ

PMech j∈ℜȱ ȱ ȱȱȱȱjǯȱ

T’d0j∈ℜ d-¡ȱȱȱȱȱȱ jǯȱ

T’q0j∈ℜ q-¡ȱȱȱȱȱȱ jǯȱ

Tej∈ℜ ȱȱȱ jȱȱǯȱ

Vbus∈ nbȱ ȱȱ¡ȱȱǯȱ

Y12∈ nb×ngȱ ¡ȱȱȱȱȱȱȱȱȱȬ

Ygrid∈ ng×ngȱ ¡ȱȱȱȱ ȱȱǯȱ

Y⊂ Nȱȱ ȱȱȱ ȱǯȱȱ

A11∈ℜN×N Ȭ ȱ¡ȱȱȱ¢ǯȱ

A 11∈ℜN×N Ȭ ȱ¡ȱȱȱ¢ǯȱ

ej ȱ j ȱȱ¢ȱ¡ IN×Nǯȱ

Fk_(ǻx, ǻu) ȱȱȱkȬȱȱȬȱȱȱǻx  ǻu 

Fkj ∈ℜN×(k-1)N ¡ȱȱkȬȱȱȱȱȱȱȱȱȱȱ

Hk_(ǻy) ȱȱȱkȬȱȱȬȱȱȱȱ ȱȱ

Hk∈ L×Nk ¡ȱȱȱȱȱkȬȱȱȱȱȱ¢ȱȱȱ

Hnord∈ M×M ȱ¡ȱȱ n-ȱȱ ȱȬȱ¡Ȭ

hk2 j ,l ∈ ȱȱȱŘȱȱȱȱȱȱ ȱ

hk3 j ,l ,m ∈ ȱȱȱřȱȱȱȱȱȱ ȱ

ȱĳj(ǻy), ĳl(ǻy),ȱȱĳm(ǻy) ȱȱȱȱȱ

IN×N ¢ȱ¡ȱȱ N×Nǯȱ

K̂ jk∈ Nj×Nk ȱ¡ȱȱkȬȱȱ ȱȱȱȱjȬȱȱ Ȭ

ȁ k∈ Nk×Nk ȱ¡ȱ ȱȱ kȬȱȱ ȱȱȱȬȱ

ȁnord∈ M×M ȱ¡ȱ ȱȱ¢ȱȱȱȱ1ȱȱnǯȱ

 ȱȱȬȱ ȱȱǻ y ȱȱȱȱǻukȱȬ

oj∈ℜN Vector of ȱ¢ȱ ¡ OPKMAǯȱ

ô j∈ℜN Vector of ȱ¢ȱ ¡ Ô PKMAǯȱ

OKMA∈ℜN×M ¡ȱȱ ȱ¢ȱ ȱ ȱȬ

Ô PKMA∈ℜN×M ȱ¡ȱȱ ȱ¢ȱ ȱȱȬ

PKMA∈ℜN×M ȱ¡ȱȱ ȱ¢ȱ ȱȱȬ

ĭk (ǻy)∈ Nkȱ ȱȱ ȱȱȱȱkȱȱ ȱǰȱ

ĳj∈ ȱ ȱ ȱȱȱ ȱǯȱȱ

ȌǻznordǼ∈ Mȱ ȱȱ ȱȱȱȱŗȱȱnȱȱzȬȬ

ȡ∈ℜȱ ȱ ȱ ȱ ȱ ȱ Ȭȱ £ȱ

ςˆ j∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱ ô jǯȱ

ς j∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱ o jǯȱ

Ĳj,k,…∈ℜ ȱȱȱȱ ȱȱȜj,k,…ǯȱ

U11∈ N×Nȱ ¡ȱȱȱȱȱȱ ȱ¡ȱȱȱ¢ǯȱ

vj_∈ Nȱȱ ȱȱȱȱ ȱ¡ȱȱȱ¢ǯȱ

f: Z ĺ Xȱ Ȭȱ ȱ ȱ ȱ ȱ ȱ ȱ

h':X ĺ Ǔȱ Ȭȱ ȱ ȱ ȱ ȱ ȱ ȱ ȱ ¢ȱ

UTȱ ȱ Ȭȱ ȱȱȱ¢ȱTǯȱ

M∈ℵ ȱ ȱ ȱ Ȭȱ ȱ ȱ

Nk∈ℵȱ ȱ ȱȱȱ¡ȱ ȱȱȱȱkǯȱ

PMax∈ℜȱ ¡ȱȱȱ ȱȱȱȱ¢ǯȱ

PMech j∈ℜȱ ȱ ȱȱȱȱjǯȱ

T’d0j∈ℜ d-¡ȱȱȱȱȱȱ jǯȱ

T’q0j∈ℜ q-¡ȱȱȱȱȱȱ jǯȱ

Tej∈ℜ ȱȱȱ jȱȱǯȱ

Vbus∈ nbȱ ȱȱ¡ȱȱǯȱ

Y12∈ nb×ngȱ ¡ȱȱȱȱȱȱȱȱȱȬ

Ygrid∈ ng×ngȱ ¡ȱȱȱȱ ȱȱǯȱ

Y⊂ Nȱȱ ȱȱȱȱǯȱȱ

A11∈ℜN×N Ȭ ȱ¡ȱȱȱ¢ǯȱ

A 11∈ℜN×N Ȭ ȱ¡ȱȱȱ¢ǯȱ

ej ȱ j ȱȱ¢ȱ¡ IN×Nǯȱ

Fk_(ǻx, ǻu) ȱȱȱkȬȱȱȬȱȱȱǻx ǻu

Fkj ∈ℜN×(k-1)N ¡ȱȱkȬȱȱȱȱȱȱȱȱȱȱ

Hk_(ǻy) ȱȱȱkȬȱȱȬȱȱȱȱȱȱ

Hk∈ L×Nk ¡ȱȱȱȱȱkȬȱȱȱȱȱ¢ȱȱȱ

Hnord∈ M×M ȱ¡ȱȱ n-ȱȱ ȱȬȱ¡Ȭ

hk2 j ,l ∈ ȱȱȱŘȱȱȱȱȱȱ ȱ

hk3 j ,l ,m ∈ ȱȱȱřȱȱȱȱȱȱ ȱ

ȱĳj(ǻy), ĳl(ǻy),ȱȱĳm(ǻy) ȱȱȱȱȱ

IN×N ¢ȱ¡ȱȱ N×Nǯȱ

K̂ jk∈ Nj×Nk ȱ¡ȱȱkȬȱȱȱȱȱȱjȬȱȱȬ

ȁ k∈ Nk×Nk ȱ¡ȱ ȱȱ kȬȱȱ ȱȱȱȬȱ

ȁnord∈ M×M ȱ¡ȱ ȱȱ¢ȱȱȱȱ1ȱȱnǯȱ

ȱȱȬȱȱȱǻ y ȱȱȱȱǻukȱȬ

oj∈ℜN Vector of ȱ¢ȱ ¡ OPKMAǯȱ

ô j∈ℜN Vector of ȱ¢ȱ ¡ Ô PKMAǯȱ

OKMA∈ℜN×M ¡ȱȱ ȱ¢ȱ ȱ ȱȬ

Ô PKMA∈ℜN×M ȱ¡ȱȱ ȱ¢ȱ ȱȱȬ

PKMA∈ℜN×M ȱ¡ȱȱ ȱ¢ȱ ȱȱȬ

ĭk (ǻy)∈ Nkȱ ȱȱ ȱȱȱȱkȱȱȱǰȱ

ĳj∈ ȱ ȱ ȱȱȱȱǯȱȱ

ȌǻznordǼ∈ Mȱ ȱȱ ȱȱȱȱŗȱȱnȱȱzȬȬ

ȡ∈ℜȱ ȱ ȱ ȱ ȱ ȱ Ȭȱ £ȱ

ςˆ j∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱ ô jǯȱ

ς j∈ℜ ¡ȱȱȱȱȱȱ¢ȱȱ o jǯȱ

Ĳj,k,…∈ℜ ȱȱȱȱ ȱȱȜj,k,…ǯȱ

U11∈ N×Nȱ ¡ȱȱȱȱȱȱȱ¡ȱȱȱ¢ǯȱ

vj_∈ Nȱȱ ȱȱȱȱȱ¡ȱȱȱ¢ǯȱ

W nord∈ M×M £ȱ¡ȱȱȱȱȱHnordǯȱ

Wnord∈ M×M Matrix of right eigenvectors of ¡ȱHnordǯȱ

Wjk∈ Nj×Nk Sub-matrix of WnordȱȱȱȱȌkǻtǼȱȱȬ

wj_∈ Nȱ ȱȱȱȱȱ¡ȱȱȱ¢ǯȱ

ȟj∈ m ȱȱȱ¡ȱ ȱȱ K̂ ǯȱ