2006 International Conference on Power System Technology

Wavelet Entropy Measure Definition and Its Application for Transmission Line Fault Detection and Identification
(Part I: Definition and Methodology)
HE Zheng-you1 2, Chen Xiaoqing1, Luo Guoming1 1. School of Electrical Engineering Southwest Jiaotong University Chengdu 610031, Sichuan Province, China; 2.Key Laboratory of Power System Protection and Dynamic Security Monitoring and Control(North China Electric Power University), Ministry of Education

Abstract-- Shannon entropy in time domain can measure signal or system uncertainty. Spectrum entropy based on Shannon entropy can be taken as a measure of signal or system complexity. Use for reference, wavelet entropy measures built on wavelet analysis can signify the complexity of unsteady signal or system in both time domain and frequency domain. Beginning with the thought of information mergence and post-analysis in this paper, fundamental definitions of wavelet entropy measure are discussed, calculation methods including wavelet energy entropy, wavelet time entropy, wavelet singular entropy, wavelet time frequency entropy, wavelet average entropy and wavelet distance entropy are put forward, and their physical meanings are analyzed. Considering wavelet entropy measure applied well in field of EEG signal and mechanical fault diagnosis, the potential and approach that it is applied in transmission line fault detection and identification are analyzed. Index Terms-- Shannon entropy, Wavelet Analysis, Wavelet entropy, Fault detection, Electric Transmission line
I. INTRODUCTION

frequency will be generated. Lots of fault information is included in the transient components. So it can be used to predict the fault or abnormity of equipments or power system, deal with the fault and analyze the reason of fault or abnormity, the reliability of the power system will be considerably improved. Today, to accurately obtain large amounts of various fault transient information in time has become the reality. But the key problem is how to use those transient signals to detect fault or to classify fault. Therefore the new information mergence methods and the effective technology used in detection and classification of electric
This work was supported by Chinese National Science Fund No.50407009, Sichuan Province Distinguished Scholars Fund No.006ZQ026012 and the Science Fund of Key Laboratory of Power System Protection and Dynamic Security Monitoring and Control, Ministry of Education, China No: KW02002 Email: hezyghome.swjtu.edu.cn

In Electric power system, when transmission line fault occurring, plenty of transient components of different

power system faults transient is need to studied. Information mergence usually includes a lot of information mergence techniques, such as the estimation, statistics, information theory, artificial intelligence and so on. The information theory technique includes clustering analysis, relativity analysis, entropy theory and template methods, etc. [1]. Before analyzed by the methods above, feature picking-up is an important approach to information mergence, and the key to detection and identification of transient signals. Recently there are many techniques used in picking-up the feature of signals, e.g. time domain analysis, frequency domain analysis, time-frequency domain analysis and bispectrum analysis [2]. A lot of paper has been published in these fields, e.g. time-sequence analysis and wavelet analysis etc. These technologies have applied broadly in many industrial fields such as system parameter recognition, structure optimization, device operation-state detection and fault diagnosis. All above techniques in use are brought forward and on effective a certain kind of engineering problems, but there are flaws in the signal synthetic feature analysis or information mergence. The purpose of this paper is to find an effective technique which is not only suitable for the application of the transient signal feature analysis (eg. information quantity, uncertainty and complexity) but also suitable for the fault detection and diagnosis of power system transmission lines. Based on the wavelet decomposition technology and in reference to the definition of information entropy, various wavelet entropy measures and according calculation methods are put forward. Meanwhile, the unique capability of wavelet entropy measures in the application of the signal synthetic feature analysis and the potentials in transmission line fault detection and classification are also shown. The application of wavelet entropy measures in power system is developed in part II: fault detection and part III: fault identification.
II. WAVELET TRANSFORM AND ENTROPY

A. Wavelet Average Entropy Transient signals have some characteristics such as high frequency and instant break, so wavelet transform is strong

1-4244-0111-9/06/$20.00c2006 IEEE.

tool for them in feature picking-up, and it satisfies the analysis need of electric power transient signals. Usually wavelet transform of transient signal is expressed by multi-revolution decomposition fast algorithm which utilizes the orthogonal wavelet bases to decompose the signal to components under different scales. It is equal to recursively filtering the signal with a high-pass and low-pass filter pair. Filtering by highpass filter produces details and filtering by low-pass produces approximations. The band width of these two filters is equal. After each circle of decomposition, the sampling frequency is reduced by half. Then recursively decompose the low-pass filter outputs, both components of the next stage are produced. Given discrete signal x(n) being fast transformed, at instant k and scale j it has high-frequency component coefficient d1(k) and low-frequency component coefficientaj(k). The frequency band of the information contains in signal components Dj (k), Aj (k) obtained by reconstruction is [3, 4],

information source, which is entropy denoted by H(X). H(X) = E[I(x1)] = E[- log, F] =Z-P1 logI P1

(5)

SDi.(k)

[2 -(j+' )F,2 -jF,]y1 j=12 UAj (k): [0,2 -(j+') F, ]

m
M

1
1

The base a of the logarithm defines the unit of the entropy. When a is 2, e and 10 , the unit of the entropy is bit, nat and Hartely respectively. Customarily, we choose a=e. The information entropy above is used to measure the mean information quantity of the information source. When all events have the same probabilities, the uncertainty of a certain event reaches its maximum, so does the entropy. The entropy of any certain event is zero. Therefore, entropy is the measure of the uncertainty. C. Spectrum Entropy Based on conception of information entropy and power spectrum, the spectrum entropy is defined in the frequency domain [5].Given X(co) as the DTF of signal x(n), the power spectrum is S() 1 2X( Because of the conversion of
energy in time and frequency domain, namely Ex2 (t)At = y |X() 2An, S= {S, S2, , Sn is a partition of original signal, so the proportion of i-th power spectrum The corresponding occupied in whole is p S

Where f is the sampling frequency. The original signal sequence x (n) can be represented by the sum of all components, namely x(n) D1 (n) + A1 (n) = D1(n) + D2(n) + A2(n) X (2) Z Dj(n) + A,(n)
j=I

PX

i=l

information entropy namely power spectrum entropy is the following,

H
=

Spectrum entropy is a measure of the signal complexity. Narrower the peak of the signal power spectrum is, smaller the spectrum entropy is. Which means the signal is more j=I regular and less complex. Flatter the power spectrum is, larger Dj (n) represents the component of transient signal x(n) at the spectrum entropy is. For example, the white noise is each scale (frequency band), it is also the multi-resolution irregular random signal, it has flat power spectrum and large representation of the signal which can act as feature subset of spectrum entropy, which means the signal has high complexity. classification. For continuous wavelet transform, series of discrete III. VARIOUS WAVELET ENTROPY MEASURES AND THEIR wavelet coefficients Di under the different scales CALCULATION METHODS j (j = 1..,m) are obtained, which can reflect time-frequency When it is used in fault picking-up, the amplitude and distribution to some extent. Below is the partial definitions frequency of the test signal will change significantly as the and calculations based on wavelet transform result Dj(k) system change from the normal state to fault. The Shannon using multi-resolution analysis, which can be extended to entropy will change accordingly. But it is not capable of discrete result of the continue wavelet transform. dealing with some abnormal signals, while wavelet can solve this question. Wavelet combined entropy can make full use of B. Information Entropy localized feature at time-frequency domains which wavelet The uncertainty of any event is associated with its states analysis deals with unsteady signal and embody the ability and probabilities. The aggregation of all possible states is which information entropy expresses information of signal. So called sample space {x1, x2, ..., xn4. Each piece of information wavelet entropy not only can touch the purpose of information has a probability P(xi)=Pi, OPi<l, ZPi = 1. The self- mergence, but also can analyze fault signals more efficiently. information quantity of the event xi is, Like the spectrum entropy, below various wavelet entropy P (4) measures are defined. (In each definition, Ek=lDjk) 2 is the I(Xi) = P(Xi) = I(xi) is a random variable changing with different information, wavelet energy spectrum at scale j and instant k, E ZEk is so it is not suitable for measuring the whole information k source. Therefore, we define the mathematical expectation of the wavelet spectrum at scale j, Fig.1-Fig.6 are respectively the self-information as the mean self-information of the the fundamental drawing of their corresponding wavelet

For the purpose of unification, denote A. (n) by D.+1 (n) and we get J+1 x(n) = DjV (n) (3)

1 -, Pi og Pi
i=l

(6)

-log,

-log,

entropy).
A. Wavelet Energy Entropy
2 m as wavelet spectra Definition 1: Giv E = of signal x(t) on m scales. Then E is a partition of signal energy at scale domain. According to the orthogonal wavelet transform, at certain time window (window width is w C N)

in W(m; w, 8) . Thus we get the definition wavelet time

entropy (WTE) under scale j as,

WTE() - pm(Z,)log(pm(z,))
iL
t~~~~~~~~

m =

1,2,---M (8)

total

accordingly the wavelet energy entropy (WEE), WEE =- pj log pj

J

=E. IE p. =1 We thus define component. If P E ,/E then i

(7)

signal

power E is the

sum

of power

of each

:,

p'tZ1 llfz2) I Ep'(4ZI) **- 1\ 1

Zk M

When the window sliding, rule that the WEE moves with time can be get. In the above expression, the scale space is corresponding to the frequency space. The WEE defined in Expression (7) indicate the energy distribution of signals. Wavelet function does not have pulse selectivity at either frequency or time domain, whereas it has a support region. So the partition of current or voltage energy at scale space also indicates the signals' energy distribution at time and frequency domain.
t

t
Fig.2 Fundamental of wavelet time entropy

Where M = (N - w) / C N, Accordingly WTEj (m) at E each scale can be calculated and the WTEJ figure be drawn. WTEJ is capable of detecting and locating the change of signals or system parameters, even its calculation load is low. Lest the noise disturbance when j= 1, usually we choose scale j =2 or greater. C. Wavelet Singular Entropy Given wavelet decompositions Dj (k) of the signal constitute a m x n matrix D. According to the signal singular value decomposition theory, for any m x n matrix, there exist a m x I matrix U, a I x n matrix V and a l xl matrix A, which make D n Ur xA1 1VTxn, therein the diagonal elements A, (i = 1,2,..., 1) of the diagonal matrix A are no
can

{w/2+md,WTEj(m)},m =1,2,**-M1

also

22

-E W

--

--

E Em1

EIw E,2

EE ,g

Fig. 1 Fundamental of wavelet energy entropy

B Wavelet Time Entropy A sliding-window w E N is defined under the wavelet transform result D1 (k), and the sliding factor is 8 E N. Then

the sliding window, m

W(m; w, 6) ={IDj(k), k =1+ md,... w + md} should be

1,2,N i, M Divided the slidingL

window into the following L sections W(m; w,d) = UZ/,

therein

{Z1 = [s/_11 s), / = 1,2,.--L} do not intersect. Moreover, so <SI<s2<.2 <SL, and so =min[W(m;w,5)]
SL

/1=

Definition 2: Given ptm (ZI ) as the probability that wavelet coefficient D1 (k) E W(m; w, 3) falls into section Z1 according to the classic probability theory, it is the proportion of the amount of Di (k) within Z1 to the total coefficients

=max[W(m; w, 8)] .

minus and in descent order, namely 4 > 22 > *.... > 0 these diagonal elements are the singular values of the wavelet transform result Dmxn In reference to the signal singular value decomposition theory, when signal has no noise or high signal-to-noise, only a few nonzero diagonal singular values. The singular value of the wavelet transform result Dmnx observes the similar rule. Furthermore if there are fewer frequency components, then there are fewer nonzero singular values of the wavelet decomposition. Definition 3: To describe the signal frequency components and their distributions quantitatively, define the wavelet singular entropy (WSE) as follows,

WSE = E Ap,
i=l

(9)

liiiiiiiiiiiiiiiiiiiiillillillillilli

mv

Ai

07

)g

Li I

L4u

.1
.w
.

Fig

.3 Fundamental of wavelet

singular entropy

Fig .4 Fundamental of wavelet time-frequency entropy

E. Wavelet average entropy Different signal distributions at the wavelet timerank increment wavelet singular entropy. The singular value frequency domain are presented by the differences of the decomposition of the wavelet transform result is equal to map energy distribution on a small time-frequency plane within the the correlated wavelet space to linearly independent feature- time-frequency (phase space) domain. The homogenization of space. Combining the redundant information, the wavelet energy distribution in each time-frequency area reflects the space singular entropy indicates the distribution uncertainty of difference of the physical state in the observed system. Based the energy in signal time-frequency space. Simpler the on this idea, the definition of entropy based on the wavelet analyzed signal is, fewer modes the energy congregates to and analysis is given on the entire time-frequency plane. We call it smaller the wavelet singular entropy is. Vise versa. Therefore wavelet average entropy because it is has the property of the wavelet singular entropy that we defined previously is the average. index to measure the signal complexity or uncertainty. Definition 5: Dividing the signal wavelet transform timefrequency plane (t = kT,a = 2i) by N scaled time-frequency D. Wavelet Time-Frequency Entropy area Definition 4: The discrete wavelet presentation Dj (k) window [kT- aA,,, KT+aA,,]x mentioned before is in fact a two dimension matrix. Along [(0*/a-Ala,co*/a+A la], ( A, ,I As are the time with variable k and j two vector sequences can be get. domain radius and frequency radius of the mother wavelet, Therefore we define wavelet time-frequency entropy (WTFE) co* is the mid-point of the mother wavelet, T is the discrete as, step and k is the discrete sequence 0,1,2... .,N). If the energy of WTFE(k, j) = [WTFEt(t = kT), WTFEf(a = 2' )] (10) each area is E (i = 1,2,.**, N) and the total energy Where

Where

Ap,

0A

that is the j-th

WTFEt(t = kT)

PD(a=2j) 1nPD(a=2
=

(11)
(12)
T'%

is E
So
N

Ei, standardize each energy and we get Pi E, / E,

=
1
.

WTFEf (a = 2')
Where

PD(t=kT) InPD(t=kT)

p
i=l

Therefore the definition of the wavelet average

PD(=2j) Dj (k)
k

Dj (k)|

PD(t=kT)
measure

entropy (WAE) is,

N

Dj (k) i2 /

D (k) 2. The result of WTFE

consists

WAE = - ZP, ln P
i=l

(13)

of two vectors or sequences. The first vector stretches on the whole time space and the second vector stretches on the whole frequency space. A large entropy value at instant kT indicates there are widely distributed wavelet coefficients extend all over the frequency space. On the other hand, a small entropy value indicates wavelet coefficients congregate at a few frequency points or segments. WTFE is able to measure the signal information feature at any given instant and frequency. Therefore it can be used to classify different signals and has potential in the fault detection and diagnosis field.

WAE indicates the average complexity of the whole signal, it does not change when time or frequency changes. In certain applications, different signals have close energy distributions, the signal feature pick-up and classification become difficult. According to the property of the information entropy, the more equal the energy distributes, the larger the total WAE is. And vise versa. In fault detection, when system (or transmission line) is normal, the fundamental wave is a main component, and energy distributes on few frequency section unequally, so WAE is smaller. While when fault occurs, the

high frequency transient distributes widely, so WAE increases. power system. Like the EEG signal and mechanical fault n signal, fault transient signals on transmission line are also ,,... l z .2 i-;,_ 1 i oin NwfSin,wE i=breaking signals composed of different frequency components. --;LZ ... . l:S IW .. Inspired by that, the potential of application using wavelet entropy in transmission fault detection and classification are analyzed below. Taking the two fault signals for example, after multirevolution analysis, the wavelet energy and wavelet timefrequency entropy (including WTFEt and WTFEf) are calculated. Seeing Fig.7 and Fig.8, some conclusions are get, OBecause information of signal under the different frequency band varies, so the wavelet energy spectrum also varies as frequency change. (g)WTFEt along time has an singularity variety at instant of frequency change, so the break can be detected; () For different signals, such as signal 1 and signal 2, WTFEf along frequency stretches on different trends. So, if it is input to one classifier, various signals will be recognized.
-

_2;;L

_ _ _

Fig .5 Fundamental of wavelet average entropy

20

F. Wavelet distance entropy Definition 6: For the discrete wavelet presentation Dj along with variable k we can get a vector sequence D(k). In reference to the definition of distance and introduce the information calculation methods then we define wavelet distance entropy (WDE) as follows,

<?o

(k)

-20

10 12 tVms

14

16

18

20

t5

WDE -E d
k=l 1=1 k=/=Il

In d

(14)

p m
C
-M

:-

-.

Where

d1

dkl

Z Z

dkl

dkl

k=l 1=1

D(kT) D(IT)
-

O.5

k,lI = 1,2,---N.

1,l
0.5
< o
--

'-

Fig.7 signal 1 and its wavelet energy and WTFE

-0.5 0

10 12 tims

14

16

18

20

I2

I~~~~~~~~~~~~~~~~~~..

Al

iA._/)

n/L
us "I

Fig .6 Fundamental of wavelet distance entropy

0.06
EDM4 oUU 0 H.02

IV. POTENTIAL ANALYSIS OF WAVELET ENTROPY APPLIED IN TRANSMISSION FAULT DETECTION AND IDENTIFICATION

The definitions above, some of which have been applied in the fields of biological EEG Signal and mechanical fault diagnosis [6-10]. Thus, wavelet entropy measures have some unique capabilities in feature picking-up of transient signals. Meanwhile, in reference [I1, 12], it is pointed out that there will be a good foreground if wavelet entropy is applied in

lb

16

1o is

0ig.8 se
Fig. 8

signal

and its wavelet energy and WTFE

From the simulations above which take the wavelet timefrequency entropy for example, we can know that, 0) Wavelet entropy distributing along time can detect fault transient. But in practice, threshold is must be set to judge whether fault occurs. The flow is shown in Fig.9. (2) Wavelet entropy distributing along frequency can reflect the difference of various signals entropy values, it is hopeful for recognizing transient signals, such as the common short circuit and lightning strike, breaker operating and capacitance switching. Now, if neural network acts as a classifier, the flow of signal recognition is shown in the Fig. 10, which indicates two approaches, the one touches a purpose of waveform identification by picking-up wavelet entropy feature, the other touches a purpose of recognition by computer after the features are input to neural network. Obtainig thec analyzed signmis

VI. REFERENCES
[1] [2] [3]

[4] [5] [6]

[7]

[8]
[9]

Picking up the WEI haxur of tie sigrl

R.C.Luo, Datafusion and sensor integration: State ofthe art 1990s.Data fusion in robotics and machine intelligence. Academic Press.Inc 1992,pp. 127-135 Zeng Xiangjun, K.K.Li, W.L.Chan, Chen Deshu, "Discussion on application of information fusion techniques in electric power system fault detection", Electric Power. 2003, 3(6), pp.48-12 I.Daubechies. "The wavelet transform, time-frequency location and signal analysis". IEEE Trans, IT. 1990, 36(5), pp. 961-1005. S. Mallat. "A theory for multiresolution signal decomposition: The wavelet representation". IEEE Trans. PAMI. 1989, 11(7), pp. 674-693. Wang Taiyoong, LIU Xingrong, Qin Xuda, et al. "Spectrum entropy and its application in characteristics abstraction of magnetic flux leakage signals". Journal of Tianjin University.2004, 37(3), pp.216-220. Daniel Lemire, Chantal Pharand, Jean-Claude Rajaonah, et.al. "Wavelet Time Entropy, T Wave Morphology and Myocardial Ischemia". IEEE Transactions on Biomedical engineering. 2000, 47(7):967-970. A. M. Petrock, Dr. S. Reisman, Dr. I. Dardd. "Total Wavelet Entropy Analysis of Cyclic Exercise Protocol on Heart Rate Variability". IEEE. 2004:91-92. Feng Zhouyan, Dynamic analysis of the rat EEG using wavelet entropy. ACTA Biophysical Sinica. 2002,18(3), pp.325- 330. Quiroga RQ,Rosso OA ,Basar E,et al. "Wavelet entropy in event-ralated potential:a new method shows ordering of EEG oscillations". Biological

Settlig ti Lhold value and compai ring o it uwth cayputing vanue of WE

y

Machine, 2002, 33(1), pp.80-83 [11] Zhimin Li, Weixing Li, Ruiye Liu. Applications of entropy principles in power systems: A Survey. IEEE/PES Transmission and Distribution: Asia and Pacific Dalian, China. 2005:1-4. [12] He Zhengyou, Cai Yumei, Qian Qingquan. "A study of wavelet entropy theory and its application in electric power system fault detection". Proceedings of the CSEE,2005, 25(5), pp.23-43.
VII. BIOGRAPHIES

[10] Zhang Wenju, Su Qingzu. "Exploration of shannon entropy for fault diagnosis is of vehicle gearbox", Chinese Journal of the Agriculture

Cybernetics 2001,84(4),pp.291-299.

Fig 9 The flow of detection

Vol tLS or

wFandt

fault Nom

Waveleta
.~~~~~O

xtwMio.

a prsontlinefl dtctio

Signls n a Idificat

WDE putforwadandthir ae cgalculainmthder wa Fig. The flow of identification presented.th treh

V. CONCLUSION

..........

He Zhengyou, received the PH.D. degree in electrical engineering at Southwest Jiaotong University, in Mar. 2001. B.S degree in computation engineering from Chongqing University, P.R.China, in 1992. He received M.S. degree in the same department from Chongqing University in june 1995. His research interests are in the area of Signal Process and Information Theory and its application in electrical power system. Chen Xiaoqin, is a graduate student, who is studying for a M.S degree in college of electrical engineering Southwest Jiaotong University. Her research interests are in the signal processing and information theory in electrical power system.

theory and information entropy are combined, six wavelet entropies including WEE, WTE, WSE, WTFE, WAE and presented.
WDE are put forward and their calculation methods are

to and roidetsifiatio are aalyzed.- Thenetw tp il the system observe the unsteady signals and complexity of etdyo at time-frequency plane. Based on this, beginning with information mergence and post-analysis in this paper, wavelet

Wavelet entropy measure based on wavelet analysis is able

From the aspect that wavelet entropy measure is applied well in EEG signal and mechanical fault diagnosis, the potential that it is applied in transmission line fault detection and identification are analyzed. The next step will be study of a practical transmission line fault detection and identification method based on wavelet entropy.

Luo Guomin, is a graduate student who is working for a M.S degree in college of electrical engineering in Southwest Jiaotong University. Her research interests are in application of information theory in power system.