Fourier transform, Wavelets, Prony analysis:
Tools for Harmonics and Quality of Power
Michel MEUNIER (Service EEI) Franqoise BROUAYE (L.S.S.)
SupClec
Plateau de Moulon
91 190 GIF SUR YVETTE
France
in ich e I. m eun ierasupe I ec,fi
ABSTRACT:
The Fourier transform is a very useful tool for signal studies.
Nevertheless there are many problems using it; but these
problems are very well known and correctly explained in
literature.
Wavelets are not usual in power network analysis. However,
they are easy to use and give good results; the edge effects are
transient and the computation time may be reasonable.
Prony analysis is only found in few papers about power
networks. There are few high-performance decomposition
programs. The best ones remain sensitive to noise. They require
a long observation time with many samples. But, when the
analysis succeed, this method is the most powerful to explain
what happens in a power network transient.
This paper explains as simply as possible the wavelet and the
Prony analysis and shows, qualitatively their performances and
their limits.
Key words: Power Quality Analysis, wavelet transform, Prony
method, Fourier Transform, Harmonic.
I. INTRODUCTION
The aim of this paper is to explain as simply as possible three
signal processing tools that can be used in power network
domain. The Wiper-Wille analysis is not examined, because
it would be too much in one paper.
The three methods try to solve the same problem: when
analyzing a voltage or a current, knowing its instantaneous
value versus time is always useful, but this does not lead to
an easy analysis. It's often required to use a tool giving a
different point of view; usually which frequency is present
and when. The most usual tool is the Fourier transform.
Wavelet method is not a new one, but it is not often used.
Prony analysis is generally unknown by people doing studies
about power networks.
Paper accepted for presentatwn at the 8u Intem*onal
Conference on Harmonics and Quality of Power
ICHQP '98,joint& organized by IEEEPES and NTUA,
Athens, Greece, October 14-16, 1998
0-7803-5105-3/98/$10.00 0 1998 IEEE
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The first difficulty when trying to use such "new" tools is the
mathematical one [2]. It is difficult to understand the
mathematical theories developed to bring into play as the
wavelets as the Prony analysis. And understanding the
mathematical theory does not give the performances that can
be expected in a given application and the problems when
implementing the method.
The Fourier transform is explained by every teacher, and,
more or less, in every signal-processing book. Everybody
knows the expected performances, and the problems as the
spectrum withdraw. But wavelets and Prony method are not
more difficult to understand and to use.
We are going to examine successively the three methods,
very rapidiy for the Fourier analysis, with more details for
wavelets [3] and for the Prony method [I]. Finally a short
conclusion allows comparing these methods, their
performances and the problems encountered when using
them.
11. THE FOURIER ANALYSIS
The Fourier method gives a frequency point of view of a
signal. The signal is considered as a sum of sinusoids. The
problem is that a sinusoid never begins .md never stops. The
sinusoid function is always the same from minus infinite to
infinite. So it is very difficult to locate when a frequency is
present; however, it is sometimes possible because all the
information is present in the Fourier transform.
A usual solution is the short time Fourier analysis. A time
window is defined. The transform is made inside and the
results are related only to this window. Translating it all
along the time scale shows when a frequency is present.
Some problems are encountered. The window width gives the
lowest analyzed frequency. The sampling frequency gives the
highest analyzed frequency. High frequencies are shown only
after integration all along the window, so that if a high
frequency is present a very short time, its magnitude, after
integration all along the window, will be small. Edge effects
are not transients and some filters are required. Some
techniques, like Hamming window, may be used to have
good performances.
Finally, this method is good to find a previously known
frequency with a well-adapted window. It is less easy to find
an unknown frequency; analyze with several windows,
having different widths, is often required.
The most important quality of this method is that it is
commonly used in power network analysis, as in many other
applications. The encountered problems are well known, as
their solutions. There is a lot of ready to use softwareS. Some
discrete Fourier analysis programs require very short
computation time and it is possible to use it in real time
processing.
111. WAVELETS
A. A wavelet example
A wavelet is an oscillating and damped h c t i o n [2]. A
wavelet example V(t) is shown fig. 1.
8
I
I I
6.05 0 0.05
time millisecond
Fig. I : wavelet example
The frequency is given by the oscillation. The center of the
wavelet allows saying when the wavelet is; it lasts sometime
before and after this center point. The example wavelet is
symmetrical and the center concept is evident; but some
wavelets may be unsymmetrical. The Fourier transform of
the presented wavelet is shown fig.2.
Fig. 2: Fourier transform of the wavelet example.
It is not a single value because the wavelet is not a pure
sinusoid.
Many different wavelets may be used. The required property
is the "acceptability" explained below. Some wavelets have
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interesting mathematical features and allow very short
computation time. They are often used for image processing.
For network signal processing, it is better, to my mind, to
choose wavelets leading to an easy interpretation of the
decomposition.
B. Analyzing a signal wW, a wavelet
A wavelet is compared with the signal and a coefficient is
defined. If the signal looks like the wavelet, the coefficient is
high. If not, the coefficient is low. This coefficient is given
by a scalar product:
This integral can be computed only in the time interval where
the wavelet value is significant. This shows the wavelet
analyze the signal in a window, the wavelet time location.
Then there is no edge effect like in the Fourier analysis with a
window. In the Fourier analysis, the analyzing function has
an infinite time location. A wavelet has a finite time location
and if the signal is known in this location all the required
information is known.
If there is some similarity between the signal and the wavelet,
the product y/(t)s(t)will be high a long time, and C is high.
If there is no likeness between the wavelet and the signal, C
must be zero.
The C coefficients allow rebuilding the signal as a sum of
wavelets which weights are given by C.
C. Acceptabili?yof the wavelet
For example, assume the signal is a constant s. There is
nothing common to this non-oscillating signal and the
wavelet, C must then be zero.
It can be seen the property
is very important.
It is the so-called "acceptability" of the wavelet. If this
integral is not zero, it is possible to have coefficients different
from zero even if there is no likeness between the signal and
the wavelet.
Some wavelets which acceptability is not exactly zeroed can
be used. But it is required Ey/(f)dt is small enough.
Mathematicians explain the acceptability in a more
theoretical way, but when using wavelets a bad
"acceptability" leads to false results because coefficients are
not zeroed when there is no likeness between the signal and
the wavelet.
D. Scale modifcation
The example wavelet is centered on one frequency. If it is not
close to a frequency present in the signal, C will stay close to
zero. It is required to be able to modify the wavelet
frequency. Modifying the scale does this:
 Modifying U and b allows to get a wavelet at the frequency
and at the time you want.
It also can be seen, on this figure, that when the time location
v(t)is said mother wavelet. of an analyzing wavelet is three times thinner, its frequency
location is three times larger. This indicates the area in the
v(,,)(t)is said analyzing wavelet. plane (time, frequency) is always the same for each analyzing
b shows the time when the center of the analyzing wavelet is wavelet.
placed. It is now possible to scan the plane time versus frequency.
a is the scale factor. L is analog to a frequency up to a Two strategies can be used:
a Choose an instant b and try a lot of scales a or frequencies
multiplicative constant k. k
. lis
- a coefficient used in order to have the same "energy"
- . It is a time cut strategy.
a
J;;
k
in each analyzing wavelet. Choose a scale a or a frequency - and try a lot of instant b.
Fig. 3a shows two analyzing wavelets. One is centered on 50 a
Hz. The other has a scale three times smaller; it is centered It is a scale or frequency cut strategy.
on 150 Hz. On the figure 3b the squared coefficient Each scanning wavelet is related to the same area in the time-
magnitude of the Fourier transform is shown. The squared frequency plane.
coefficient is chosen to show the energy. The area is always
the same; this is the effect ofthe coefficient L. E. Complex wavelet3
& A wavelet may be complex, then the coefficients C are
complex and the modulus and the argument may be
examined.
For example, a wavelet usually used in my team is a complex
one. The real part of this wavelet is the example I chose to
show figure 1. The mother wavelet is:

Q is chosen so that the wavelet is acceptable.

In the last exponential term, the constant 271 is not required,
but this allows showing easily the frequency.
This is not the best wavelet, because the wavelet quality
depends on the analyzed signal; but we often used it, with
success, for power network signals.
We use to call it the "Chaari wavelet". Chaari is the name of
the Ph'd student who proposed this wavelet and did the
programs allowing to use it. The z transform of this wavelet
is a polynomial and it is possible to do the analysis with a
recursive algorithm leading to very short computation time.
Our experience shows the Chaari wavelet is a good
compromise for power network signal analysis.
There is much information in the argument.
Fig. 4 shows the C coefficient argument when analyzing a
pure sinusoid with this wavelet. The sinusoid is a 100% one.
The analyzing wavelets are between 80 and 150 Hz. The
modulus and the argument of the coefficients are shown on
figure 4b and 4c.

(3b)
Fig. 3: Two analyzing wavelets and their Fourier transform.

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 wavelet. The maximum is obtained for the 100 Hz analyzing
wavelet, as the analyzed function.
On the (4c) figure, it can be seen the time required to vary the
argument from -A to A is the period of the analyzed sinusoid
and not the period of the analyzing wavelet. This point is
important because it is possible to find the exact frequency of
the signal even if the analyzing wavelet is not chosen with
the right frequency.
But this property is not easy to use when the signal contains
several frequencies. Then the argument of the analyzing
wavelet is related to the closest frequency in the signal.

(44 IV. PRONY ANALYSIS

wavelet znebsis. rr.oduius
A. Definition
The signal s(t) is considered as a sum of damped sinusoids
PI-
s(t)= CKi = CAie-ni'sin(w,t + 9))
i i
For negative time, Ki stays to zero. This shows the causality
is important, and the time when an event occurs is the instant
when all the Prony terms begin.

time (second)

Fig. 5 :Analyzing element in the Prony method

Let us that for 04,the damped sinusoid becomes an

exponential term.
For Bi=O the damped sinusoid becomes a permanent (not
damped) term.
A damped sinusoid can be written as exponential using
complex notation.
J $3:,2 I) 114 I_ Jt< Cl Oci 0 I

iTs:c,)

(4c) The signal is sampled using a constant sampling period At.

Figure 4: A sinusoid. the real part of an analyzing wavelet
Ma), and the coeflcient magnitude of the modulus versus
time andfrequency (4b), and the coeflcient of the argument
versus lime andfrequency (4c)
The n sample related to the t time value is given above. Then
the (n+l) sample can be written as:
i

The coefficient magnitude is the same at each time because it For each Prony term, to go from one sample to the following
is always the same function that is analyzed. This coefficient is multiplying by a constyt:
magnitude depends only on the frequency of the analyzing ( - B ~+j o i ) ~ t
e

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Knowing the Prony term number leads to a polynomial that
must be solved and finally all the values ofA, Bimi and
pi can be computed.
B. The decomposition problems
A damping sinusoid is not a wavelet because it is not
acceptable. So it is required to use an algorithm completely
different from the wavelet one. This algorithm is heavy and
the computation time is very long. A real time processing is
not possible.
Moreover, to search a set of coefficients to multiply the
Prony exponential terms to go from one sample to the
following leads to a great noise sensitivity. A high number of
samples is then required; this means long records.
Practically, the number of exponential terms being required, a
number greater than necessary is given, and it is watched
how many terms are zero (or small enough).
C. Tfieperformances
The Prony method has a very high performance when the
system has a linear behavior. In fact, the response of a linear
system excited by a permanent sinusoid has a steady state
term and some transient ones. The steady state is a sinusoid
which frequency is the same as the excitation sinusoid; the
transients are some exponential terms and some damped
sinusoids.
Each damped sinusoid is an oscillating mode of the system.
The Prony method is suitable to analyze a short circuit
because the power network behavior is then linear. The same
method cannot be used for analyzing a transformer inrush
current where the magnetic core saturation leads to non-linear
behavior.
Fig. 6 shows a capacitor inrush current record in a MV
network and it's Prony analysis. This signal was chosen
because it is very difficult to understand what is the network
behavior that leads to such a current. There is no problem
with magnetic core saturation because it is a capacitor bank
that is switched on, and not a transformer. The Prony analysis
gives the following analytic expression:
i(t) = 36.8cos(2n50t - 1.8)
+ 45.3 cos(2n227t + 1.2)
+ 88e-79.4'cos(2~330t+ 1.4)
+ 106e-'49'cos(2~430t+1.8)
There is a 50 Hz permanent term (the record was made in
France). The network, with the capacitor bank has 3
important oscillating modes.
The signal rebuilt, using Prony parameters is very close to the
original.
Analyzing this current knowing the Prony parameters is very
powerful. It is easy to find, in the network, close to the
capacitor bank, what are the elements leading to oscillations
at this frequencies.
The goals of this example is to evaluate the performances of
the decomposition program when analyzing a noisy record,
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and how this analysis is powerful to understand what
happened in the network.
300, ,
I
" 0 0.M 002 0.b3 0.b 0.k O
h
T" (t)
Fig. 6: Capacitor bank inrush current and it's Prony
analysis.
D. Wavelets and Prony analysis
Prony is a very efficient tool, however it is very difficult to
compute the parameters, Wavelets are also very efficient, and
computing wavelet coefficients is easier. The results are close
to a short time Fourier analysis.
The last figure shows a signal and its wavelet transform
(modulus and argument). This signal is a residual short
circuit current in a resonant grounded Medium Voltage
network [4]. This not a record but an EMTP result. The
signal is less noisy than in a record. It was analyzed using
Prony method, which gives a very good result on such low
noise signal:
i(t) = 98sin(21cjot)
+ 2i0e-r'o.ossin(2n210t)
+ 1OOOe-"O.O" sin(2~330t)
On figure 7b the wavelet coefficient magnitude shows three
maximum values, at 50 Hz, 210 Hz .and 330 Hz. These
magnitudes are related to the two oscillating modes of the
network and the steady state 50 Hz. For the two oscillating
modes, their speeds to decrease give the damping of these
modes. The 50 Hz coefficient stays constant because it is a
steady state term.
A frequency cut, close to 300 Hz, in the angle diagram gives
the exact frequencies, as shown figure 4. One cut is enough
because, at the beginning, the 330 Hz is seen. The 330 term
disappears rapidly (the time constant is more than ten times
shorter than the 210 Hz time constant). The 210 Hz is still
available and the angle variation follows this frequency.
Two cuts at 330 and 210 Hz (the exact frequencies) give the
magnitude of these terms. On the same cuts the damping
constants are measured, as said above.
Finally, the wavelet analysis is able to give an approximation
of the Prony terms.
This signal does not have non-oscillating term. When such
terms exist, they are not easy to find. Analysis with large-
scale (low frequency) wavelets is required. A long time is
necessary to compute the coefficients and on this point, the V. CONCLUSION
wavelet algorithm is not better than the Prony one.
Wavelets and Prony analysis are not usually used. But
algorithms to use them exist in Matlab toolboxes.
Sophisticated and network specialized algorithms can easily
be found.
Prony is a very powerful method, but only for linear behavior
of the studied system, and the programs are not easy to use.
Algorithms for wavelets are very robust and wavelets can be
used as easier as short time Fourier transforms. Watching a
wavelet analysis result can give an evaluation of Prony
coefficients.
It can be said that "easy to use" algorithms exist, allowing to
operate transients in protection or quality survey devices.

REFERENCES
[l] 0. Chaari, P. Bastard, M. Meunier, "Prony's method:
an efficient tool for the analysis of earth fault currents in
Petersen-coil-protected networks", IEEE Trans. On Power
556 Delivery, vol. 10, no. 3, July 1995, pp. 1234-1241.
500 [2] Y. Meyer, editor, Wavelets and Applications,
450 Springer-Verlag, New York, 1992.
[3] 0. Chaari, M. Meunier, F. Brouaye, "Wavelets : a
new tools for the resonant grounded power distribution
systems relaying," IEEE Transaction on Power Delivery,
Vol. 11, NO 3, July 1996, pp. 1301-1308.
(41 L. Berthet., Ph. Ferracci, M. Meunier, An equivalent
-.--
mn circuit for earth-fault transient analysis in resonant-grounded
150 distribution power networks, IPST95, pp. 359-364, Lisbon,
100 3-7 septembre 1995.
50
-0 I -0 05 0 0 05 0'
BIOGRAPHIE
irme (s 1 Michel Meunier was bom in Merdrignac, France, in 1945. He
(76). dhgnitirde of w-rvclet coefficients. graduated from Supklec, France, in 1968. He has been
working in Sup6lec since 1968. He is presently the head of
wavelet analysis the power-engineering department in Supdlec.
This paper was made with the help of Yasmine Assef. Last
3 year, Yasmine was a Ph' d student. She now a young teacher
in Supelec. She is able to understand how all the programs
500 2 work and to do these programs work in order to have exactly
the figure I want.
2-400 1
v
'r
5 300
V
0
W
Y-

200 1

2
100
3
-0.1 -005 0 005 0.1
time (s.)
'7c):argument of wavelet coefficients.
Fig. 7 :Wavelet anahsis of ashort circuit current.

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