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  • 8/18/2019 Passive Harmonic Filter Planning in a Power System

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    208 IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 24, NO. 1, JANUARY 2009

    Passive Harmonic Filter Planning in a Power SystemWith Considering Probabilistic Constraints

    Gary W. Chang , Senior Member, IEEE , Hung-Lu Wang , Student Member, IEEE , Gen-Sheng Chuang, andShou-Yung Chu , Student Member, IEEE 

     Abstract—This paper presents a new method for planning

    single-tuned passive harmonic filters to control harmonic voltage

    distortion throughout a power system. In the problem, the prob-

    abilistic characteristics of the harmonic source currents andnetwork harmonic impedances in the filter planning are taken into

    account. The objective is to minimize the total filter installation

    cost, while the harmonic voltage limits and filter component

    constraints are satisfied with predetermined confidence levels. Toobtain the optimal size of each filter component of the planning

    problem, the proposed procedure is first to find the candidate filter

    buses based on the sensitivity analysis. Next, the formulated prob-

    ability-constrained problem is transformed into a deterministicnonlinear programming problem and is solved by a genetic-algo-

    rithm-based optimizer. The proposed solution procedure is tested

    with an actual distribution network and is verified by the conven-

    tional deterministic approach and by the Monte Carlo simulation.

    Numerical experiences show that the proposed method yields

    favorable results compared with the other two approaches.

     Index Terms—Chance-constrained programming model, geneticalgorithm (GA), passive harmonic filter, sensitivity analysis.

    I. INTRODUCTION

    IN the power system, nonlinear loads may be categorizedas the harmonic current or voltage source types. Therefore,

    the effectiveness of the shunt passive harmonic filter for har-

    monic and reactive power compensation of a nonlinear load

    depends highly on the harmonic source type [1]. In addition,

    the interactions between the grid voltages and the nonlinear

    loads may slightly change the harmonic current injections [2].

    However, as suggested by IEEE Std. 519 [3], electric utilities

    are responsible for controlling individual and total harmonic

    voltage distortions (i.e., IHDv and THDv) at their network 

    buses, while the customers are responsible for controlling their

    harmonic current injections into the utility network. Therefore,

    it is practical to control harmonic voltage distortion throughoutthe utility power network by the placements of passive filters at

    selected candidate buses instead of installing filters at specified

    nonlinear load buses. Assume that the harmonics-producing

    loads are under balanced operations. The distributed nonlinear

    loads can be modeled as aggregated harmonic current injections

    Manuscript receivedJanuary 25, 2008; revised June01, 2008. Current versionpublished December 24, 2008. Paper no. TPWRD-00028-2008.

    The authors are with the Department of Electrical Engineering, Na-tional Chung Cheng University, Min-Hsiung, Chia-Yi 621 Taiwan (e-mail:[email protected]).

    Color versions of one or more of the figures in this paper are available onlineat http://ieeexplore.ieee.org.

    Digital Object Identifier 10.1109/TPWRD.2008.2005371

    at certain buses and the direct current injection method can be

    applied to perform the linear harmonic analysis.

    When considering passive harmonic filter planning in a

    power system, most approaches adopt the deterministic model

    for network harmonic impedance and harmonics-producing

    loads [4]–[8]. However, the deterministic approach for har-

    monic studies may fail to model the actual behaviors of 

    nonlinear loads and network harmonic impedances. In many

    cases, harmonic currents produced by nonlinear loads may have

    probabilistic characteristics due to the variation of load levels

    which change over time [9]–[11]. For the passive harmonic

    filter planning, if harmonic currents and the system impedance

    are regarded as deterministic, the capacities of installed passive

    harmonic filters may not be properly sized, which also leads

    to excessive cost. Therefore, the probabilistic characteristics

    of harmonic currents and impedances of the system should be

    considered when performing filter planning.

    In recent years, major standards for controlling power system

    harmonics have set up limits for harmonic current injections

    based on probabilistic characteristics. For instance, IEC Std.

    61000-3-6 considers the extensive influences of harmonic cur-

    rents generated by electrical equipment and requires that the

    electrical equipment work normally within 95% probabilityvalue of maximum daily and weekly allowed harmonic currents

    [12]. That is, the harmonic currents cannot exceed the allowed

    limit of 95% of the time during measurement. IEEE Std. 519 also

    suggests considering the probabilistic constraints for harmonic

    currents generated by nonlinear loads and the standard interprets

    that the harmonic level can exceed the recommended limits in a

    short time without causing damage to the equipment [3].

    In [13], the authors have developed a probabilistic approach

    for planning passive harmonic filters connected to an indus-

    trial power system. To tackle the more complex system-wide

    filter planning problem, which requires efficiently controlling

    the harmonic voltage and voltage distortion at each network bus,the authors extend a previously developed method for planning

    the single-tuned passive filters in a power system, where the

    probabilistic characteristics of the system parameters are taken

    into account. The planning problem is formulated as a proba-

    bilistic-constrained optimization problem and is then solved to

    find the optimal sizes of filter components. The objective func-

    tion to be minimized is the total filter component cost. The con-

    straints are the individual and total harmonic voltage distortion

    limits imposed on the nonlinear load, tuned frequency varia-

    tion limits of the filter, and the root mean square (rms) voltage

    and current limits imposed on the filter capacitor and inductor,

    respectively.

    0885-8977/$25.00 © 2008 IEEE

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    Fig. 1. Schematic diagram for the     th order of harmonic current source at bus  injected into the power system.

    Fig. 2. Thevenin equivalent circuit for a passive filter connected to bus  

    To solve the probabilistic optimization problem, the authors

    propose a practical two-phase solution procedure. The sensi-

    tivity analysis-based placement procedure is first used to quickly

    locate the best candidate filter buses. Next, the linear approx-

    imation method is employed to obtain the approximate mean

    value and variance of each probabilistic constraint function, and

    the chance-constrained programming-based model is proposed

    to transform the probabilistic problem into a deterministic one.

    The deterministic programming problem is then solved by a

    GA-based optimizer that is built upon the Matlab environment.

    Finally, the proposed method is tested for an actual distribution

    system to show its usefulness.

    II. HARMONIC ANALYSIS

    Figs. 1 and 2 show a typical -bus network with an th order

    of a harmonic current source at bus and the equivalent network 

    after the passive filter installed at bus , respectively. Before the

    passive filter is installed, the th order of the harmonic voltage

    at each bus is given in (1)

    (1)

    where is the th order of the harmonic

    transfer impedance between buses and .

    If there are more than one harmonic current sources of the

    th order existing in the network, the corresponding harmonic

    voltage at any bus becomes

    (2)

    where are the bus numbers of the harmonic

    sources.

    As shown in Fig. 2, after the single-tuned passive filter is con-nected to bus for controlling the th order harmonic current

    in the system, the harmonic current drawn by the passive filter

    is given in (3)

    (3)

    where

    (4)

    and where is the filter tuned harmonic

    order, is the base apparent power; and is the reactive

    power capacity of the filter at the fundamental frequency. Also,

    is the Thevenin equivalent voltage at bus

    before siting the passive filter and is

    the driving point harmonic impendence at bus before placing

    the passive filter.

    The new harmonic voltage at any bus for the th harmonic

    after the filter installed at bus is then obtained by

    (5)

    where is the harmonic transfer

    impedance between buses and before siting the passive

    filter and is the harmonic voltage at bus

    . If more filters are installed at different buses, the harmonic

    voltage at bus is given

    (6)

    where are bus numbers of passive filters for

    the th harmonic.When considering the probabilistic characteristics of the pas-

    sive harmonic filter planning problem, the real and imaginary

    components of the harmonic current and the system harmonic

    impedance are treated as random variables. Then, (5) and (6)

    can be rewritten as

    (7)

    where represents probabilistic

    parameters and is the solution variable (i.e., filter

    harmonic impedance) to be determined for the passive filter.

    III. PROBABILISTIC  APPROACH OF THE PASSIVEHARMONIC FILTER PLANNING

     A. Linear Approximation for a Function of Random Variables

    Let be a function of random vari-

    ables. After expanding the in a Taylor’s series about the mean

    value, the following is obtained:

    (8)

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    210 IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 24, NO. 1, JANUARY 2009

    where is the mean value of the corresponding random vari-

    able . From the aspect of engineering applications, it is prac-

    tical to approximate the mean value and the variance of by

    the transmission of variance formulae, as shown in (9) and (10),

    to simplify the calculation of and [14], [15]

    (9)

    (10)

    where is the covariance between and . If  

    and are uncorrelated for all and , the second term at the

    right-hand side of (10) can be ignored.

     B. Siting Index for Determining Passive Filter Locations

    The first step of the solution procedure is to find the best can-

    didate bus one at a time among existing capacitor busses in the

    network for siting passive filters while minimizing the system

    voltage distortion of a specific harmonic order under considera-

    tions [16]. Based on sensitivity analysis, the best filter bus can

    be identified by the siting index

    (11)

    where and where is the

    highest order of harmonic under considerations and is the

    th harmonic voltage change at bus after the filter is installed

    at bus . Also

    (12)

    and

    (13)

    where and

    are the mean value and the variance of the corre-

    sponding probabilistic parameter. The detailed derivation of 

    the siting index is given in Appendix A. Equation (11) implies

    the effectiveness for controlling voltage distortion across the

    network corresponding to the filter placement at bus . The top

    priority bus is the filter bus that yields the least value among allsiting indices.

    Fig. 3. Applying the limit to the probabilistic harmonic voltage.

    Fig. 4. Harmonic voltage estimation in the confidence interval range.

    C. Chance Constraints for Harmonic Voltage at Each Bus

    Figure 3 illustrates the immunity of harmonic pollutions at

    each network bus in the system, where is the recommendedharmonic voltage limit and represents the actual har-

    monic voltage. In is the vector of known parame-

    ters with probabilistic characteristics for the harmonic passive

    filter and is the vector of unknown variables.

    Let denote the probability of event . By observing

    Fig. 3, the probability constraint of the harmonic voltage ex-

    pressed by the chance-constrained programming model of (14)

    is to guarantee that the bus voltage is satisfied within the re-

    quired probability level given by

    (14)

    where is the limit level of the probability.

    For convenience, Fig. 3 can be expressed as a confidence in-

    terval shown in Fig. 4, which includes the predetermined con-

    fidence level. The permissive value of the harmonic voltage at

    the point of common coupling is then estimated. Therefore, the

    probabilistic constraint of the harmonic voltage expressed by

    (14) can be replaced by the deterministic constraint given in

    (15). In this situation, the probabilistic optimization problem is

    treated as a deterministic nonlinear programming problem

    (15)

    In (15), and represent the mean value andthe variance of the probabilistic harmonic voltage, respectively.

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    CHANG et al.: PASSIVE HARMONIC FILTER PLANNING IN A POWER SYSTEM 211

    is the tabulated value of the inverse cumulative distri-

    bution function of the standard normal distribution evaluated at

    . By substituting the mean value and the variance of (9) and

    (10) into (15), the deterministic constraint corresponding to the

    probability confidence interval of the harmonic voltage shown

    in Fig. 4 is determined. The proof of (15) can be found in [13,

    Appendix].

    IV. PROBLEM FORMULATION

    In the probabilistic passive harmonic filter planning problem,

    the objective function is to minimize the filter installation cost.

    The constraints of the problem include IEEE-519 individual

    harmonic voltage and total harmonic voltage limits at each

    bus, tuned frequency variation limits of the passive filter due

    to manufacturing errors and environmental changes, as well as

    the IEEE-1531 capacitor rms  voltage and inductor rms current

    limit of the filter [17]. The details of the problem formulation

    will be listed.

     A. Constraints

    1) Voltage Harmonics and Voltage Distortion Constraints:

    The IEEE-519 individual harmonic voltage distortion (IHDv)

    and total harmonic voltage distortion (THDv) constraints im-

    posed on any network bus after the filter placement are

    (16)

    for , and

    (17)

    where is the fundamental voltage at bus and are

    usually 3% and 5%, respectively.

    For convenience, substituting (7) into (16) to obtain the

    squared function, the individual harmonic voltage limit can be

    expressed by (18)

    (18)

    Similarly, the constraint of the total harmonic voltage distortion

    at any network bus of (18) can be written as

    (19)

    The specified confidence levels of individual harmonic voltage

    and total harmonic voltage distortion can be defined by the

    chance-constraints of (20) and (21), respectively

    (20)

    (21)

    where and represent the specified confidence levels of 

    the individual harmonic current and the total harmonic current

    injections, respectively.

    According to the linear approximation of (9), the mean valueof given in (18) at the th harmonic order can be written as

    (22)

    where

    is the vector of mean values of associated probabilistic

    parameters of . With (10), the approximate variance of (18) at

    the th harmonic order then becomes

    (23)

    where

    (24)

    (25)

    The corresponding coefficients used in (23)–(25) are given in

    Appendix B.

    2) RMS Voltage Limit Across the Capacitor of the Filter:

    Under the specified confidence level, the chance-constraint of 

    the rms voltage across the capacitor can be expressed by

    (26)

    where

    (27)

    (28)

    where is the capacitor rated rms voltage of the th filter

    and is the recommended percentile limit of the rated voltagevalue; represents the specified confidence level of the rms

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    212 IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 24, NO. 1, JANUARY 2009

    voltage across a filter capacitor at the filter bus and is the

    tuned harmonic order.

    The mean value and variance of the rms voltage across the

    capacitor of the th filter then can be approximated by

    (29)

    and

    (30)

    where

    (31)

    (32)

    3) RMS Current Limit Flowing Through the Filter:  Similarly,

    the chance-constraint of the rms current flowing through the in-

    ductor can be expressed by (33)

    (33)

    where

    (34)

    (35)

    where is the rated inductor rms current of the th filter and

    is the recommended percentile limit of the rated current value

    and represents the specified confidence level of the rms

    current flowing through the filter inductor at the filter bus.

    The mean value and variance of the rms current flowing

    through the th filter then can be approximated by

    (36)

    and

    (37)

    where

    (38)

    (39)

    4) Filter-Tuned Frequency Variation Constraint:  The manu-facturing and environment caused deviations for filter inductors

    and capacitors are in the range of % to 3% and % to 12%

    from their nominal values, respectively; the LC variation range

    of the filter is usually between 0.92 and 1.06 at the system fun-

    damental frequency [8]. Therefore, the deviation limits for any

    tuned harmonic order will be controlled in the range; that is,

    , where is the

    exact tuned harmonic order and is the closest integer tuned

    harmonic order for the th filter.

    The chance-constraint corresponding to the th filter-tuned

    frequency variation can then be expressed by

    (40)

    where is the specified confidence level of the filter tuned har-

    monic order. Assume that the variation range of the tuned har-

    monic order is normally distributed and the system frequency

    is constant. The approximate probability distribution can be ex-

    pressed by .

     B. Probabilistic Optimization Problem

    According to the described objective function and con-

    straints, the problem formulation of the passive filter planning in

    terms of each filter-tuned harmonic order becomes “Minimize”

    (41)

    subject to

    (42)

    (43)

    (44)

    (45)

    (46)

    where

    and are unit costs associated with the fundamental re-

    active power of the capacitor (i.e., ) and the inductor (i.e.,

    ) of the th filter, respectively; is the fundamental re-

    active power of the th filter; , and repre-

    sent the confidence levels, where the first four terms are 95% and

    the last is 99.9%, respectively;

    and .

    V. SOLUTION PROCEDURE

    The formulated filter planning problem is categorized as aprobabilistic-constrained optimization problem. After adopting

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    CHANG et al.: PASSIVE HARMONIC FILTER PLANNING IN A POWER SYSTEM 213

    the chance-constrained programming model, the probabilistic

    problem is transformed into a deterministic nonlinear program-

    ming problem where the optimal solution by conventional non-

    linear programming approaches is still very difficult to obtain

    since the problem is highly nonlinear and nonconvex. Since

    the genetic algorithm (GA)-based method can be used in con-

     junction with local-improvement heuristics for nonlinear func-tion optimization and is very suitable for solving nontypical

    nonlinear programming problems with relatively high solution

    speed, the Genetic Algorithm Optimization Toolbox (GAOT)

    from Matlab is adopted as the problem solver [18]. The solu-

    tion procedure for GAOT typically includes creating an initial

    population, evaluating all individuals, selecting a new popula-

    tion, creating new solutions by the mutation and crossover, and

    termination criteria check [18], [19].

    The following list summarizes the major steps of the pro-

    posed solution procedure for passive harmonic filter planning

    in a power system.

    Step 1) Input the probability parameters of harmonic source

    data and harmonic transfer impedance of the net-work.

    Step 2) Calculate the mean value and the variance of the har-

    monic voltage, and determine the 95% confidence

    interval value of individual and total harmonic volt-

    ages at each bus.

    Step 3) Check whether the 95% confidence value of each in-

    dividual harmonic voltage violates the limit. If yes,

    go to step 5. Otherwise, proceed to the next step.

    Step 4) Check whether the 95% confidence interval of the

    total harmonic voltage at each bus violates the limit.

    If yes, proceed to the next step. Otherwise, stop.

    Step 5) Find the filter siting index by (11) for each harmonicorder under consideration and for all network buses

    one at a time and prioritize the indices. The bus with

    the least value of (11) is the best candidate bus for

    siting the filter.

    Step 6) Convert the capacitor bus with the top priority of the

    siting index to a filter bus for each harmonic order

    under consideration.

    Step 7) Formulate the probabilistic-constrained pro-

    gramming problem of (41)–(46) and apply the

    chance-constrained programming model to trans-

    form the problem into a deterministic-constrained

    problem.

    Step 8) Solve the deterministic optimization problem corre-

    sponding to (41)–(46) by the GAOT solver.

    Step 9) Check whether all constraints are satisfied. If yes,

    stop and output. Otherwise, proceed to the next step.

    Step 10) Use the equivalent resistance approach of [7] to de-

    termine the filter siting index for each harmonic

    order under consideration and for all network buses

    one at a time and prioritize the indices. The bus with

    the least value of (11) is the best candidate filter bus

    for that tuned harmonic order. Proceed to the next

    step.

    Step 11) For the candidate filter bus with an existing capacitor

    bank, repeat step 6. Otherwise, for all commerciallyavailable capacitor sizes, sequentially start with the

    Fig. 5. Eighteen-bus test system.

    TABLE IPROBABILISTIC CHARACTERISTICS OF HARMONIC CURRENT SOURCES (%)

    smallest unit and convert it into a passive filter at the

    candidate bus.

    Step 12) Repeat Steps 7) and 8) for each converted filter.

    Step 13) Stop and output after the filter component sizes with

    the least objective function value in Step 12) are

    found.

    VI. CASE STUDY

    The proposed solution algorithm for passive filter planning istested by using an actual 18-bus distribution network, as shown

    in Fig. 5 [20]. The base power of the sample system is 10 MVA

    and all buses except 17 and 18 are 12.5-kV buses. In the system,

    the harmonic current sources, the system impedances, and the

    load at each bus have probabilistic characteristics.

    Assume that the real and imaginary components for each

    order of harmonic current of the nonlinear load are normally

    distributed; the corresponding expected values and standard de-

    viations are shown in Table I, where the correlation coefficients

    related to real and imaginary components for each harmonic are

    practically assumed to be 0.5 and the standard deviations of real

    and reactive load power, P (%) and Q (%), are assumed to be

    30% [10], [21]. Before the placement of passive filters, the IHDvand THDv at each bus are determined by PCFLO [20].

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    Fig. 6. 95% confidence intervals for THDv at each network bus before placingthe filters.

    Fig. 7. Largest individual harmonic voltages at the upper bound of the 95%confidence interval before placing the filters.

     A. Results

    The 95% confidence interval of the total harmonic voltage

    and the upper/lower bounds of the 95% confidence interval of 

    individual harmonic voltage at 12.5-kV buses before siting fil-

    ters are shown in Figs. 6 and 7, respectively. It is observed that

    the upper limits of the largest values of the 95% confidence in-

    terval of individual harmonic voltages for the 5th, 7th, 11th,

    13th, 17th, and 19th harmonics are 7.5%, 4.9%, 3.11%, 2.0%,

    2.7%, and 0.3%, respectively. The highest 95% confidence in-

    terval of THDv is 9.92%, occurring at bus 14. Therefore, IHDv

    and THDv at several network buses violate the IEEE-519 limits.

    By applying the proposed solution procedure for filter plan-

    ning, the component values and the tuned harmonic filters are

    shown in Table II. Figs. 8 and 9 show the 95% confidence in-

    terval of the IHDv and THDv at each 12.5-kV bus after siting

    filters. It can be seen that IHDv and THDv at each network bus

    are well controlled under IEEE-519 limits. After installing thepassive filters in the system, the average of the THDv expected

    values at all 12.5-kV buses is reduced to 2.36%, and the highest

    is 4.47%, occurring at bus 8. In addition, as listed in Table III,

    the rms capacitor voltage and inductor current for each filter also

    satisfy IEEE-1531 limits, where the capacitor rms voltage and

    the inductor rms current limits are set to be 110% and 135%,

    respectively.

     B. Comparisons Between the Proposed And the Deterministic

     Approaches

    In the conventional deterministic approach, the proposed two-

    phase solution procedure is used to solve the same problem [7],where a sensitivity analysis-based placement procedure is first

    Fig. 8. Ninety-five percent confidence interval of THDV at each network busafter placing the filters.

    Fig. 9. Largest individual harmonic voltages at the upper bound of the 95%confidence interval after placing the filters.

    TABLE IIHARMONIC FILTER CANDIDATE BUSES AND COMPONENT SIZES

    TABLE IIIFILTER   CAPACITOR   RMS VOLTAGE   (%)   AT THE  UPPER

    LIMIT OF THE 95% CONFIDENCE INTERVAL

    used to quickly locate the best candidate filter buses among ex-isting capacitor buses for each harmonic order under consider-

    ation. Then, the optimizer GAOT is employed for determining

    the near-optimal or global optimal filter sizes while minimizing

    filter installation cost and satisfying all associated constraints.

    The system parameters are treated as the worst case that har-

    monic currents and the system data are their mean plus three

    times the standard deviation. Figs. 10 and 11 show the IHDv and

    the THDv at each 12.5-kV bus before siting passive harmonic

    filters. It is found that before placing the filters, the system is

    severely polluted with 5th, 7th, 11th, and 13th harmonics. The

    average THDv at all 12.5-kV buses is 6.46 %, and the highest is

    10.75%, occurring at bus 14.

    The results obtained by the conventional passive filer plan-ning method are shown in Table IV. Figs. 12 and 13 show the

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    CHANG et al.: PASSIVE HARMONIC FILTER PLANNING IN A POWER SYSTEM 215

    Fig. 10. IHDv at each 12.5-kV bus before placing passive filters.

    Fig. 11. THDv at each 12.5-kV bus before placing passive filters.

    Fig. 12. IHDv at each 12.5-kV bus after placing passive filters.

    Fig. 13. THDv at each 12.5-kV bus after placing passive filters.

    IHDv and THDv, before and after installing passive filters, re-

    spectively. It shows that the IHDv and THDv are well controlled

    after placement of the filters. By comparing results shown in

    Table V, the capacity of the passive filter obtained by the proba-

    bilistic model is 2807.33 kVAR and by the deterministic model,

    it is 4604.5 kVAR. The cost of the proposed approach is lowerthan that of the deterministic one.

    TABLE IVFILTER COMPONENT SIZES OBTAINED BY USING THE DETERMINISTIC METHOD

    TABLE VCOMPARISON OF THE PROPOSED AND DETERMINISTIC METHODS

    Fig. 14. Largest values of the individual harmonic voltage distortion and totalharmonic voltage distortion (THD) at the upper bound of the 95% confidenceinterval at bus 9.

    Fig. 15. Largest values of the individual harmonic voltage distortion and totalharmonic voltage distortion (THD) at the upper bound of the 95% confidenceinterval at bus 12.

    C. Comparisons Between the Proposed Approach And Monte

    Carlo Simulation

    In the same manner, a Monte Carlo simulation program

    developed by using Matlab is adopted to simulate the corre-

    sponding probabilistic characteristics [22]. Simulations are

    performed over 1000 times for the 18-bus test system. Figs. 14

    and 15 show the expected values of the individual and total

    harmonic voltage distortions (the 5th through the 19th harmonic

    order) and the total harmonic voltage distortion (indicated by

    THD) at buses 9 and 12, respectively, where results obtained

    by the proposed linear approximation method are also shown

    for comparisons. As indicated in Figs. 14 and 15, it is observedthat results obtained by the proposed method are very close to

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    216 IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 24, NO. 1, JANUARY 2009

    those obtained by Monte Carlo simulation. The absolute THD

    differences between the two approaches for buses 9 and 12 are

    0.21% and 0.35%, respectively.

    VII. CONCLUSION

    This paper presents a new method of harmonic passivefilter planning for controlling harmonic voltage distortion

    by considering the probabilistic characteristics of harmonic

    source currents and network harmonic impedances in the

    power system. The theory and problem formulation for the

    filter-planning problem are described in detail. In the solution

    procedure, the linear approximation method, the sensitivity

    analysis, the chance-constrained programming, and the genetic

    algorithm-based approach are then employed to solve the

    probabilistic optimization problem. The proposed solution

    procedure has been tested by an actual distribution network. It

    is shown that the proposed approach yields favorable results

    in comparing those obtained by the conventional deterministic

    approach and the Monte Carlo simulation.

    APPENDIX

     A. Siting Index for Determining Passive Filter Locations

    In the unconstrained problem for passive filter planning, the

    objective function is the sum of all harmonic voltages across the

    power network after the filter placement and can be expressed

    as

    (A1)

    where the th harmonic voltage at any bus before and after

    filter placement are given in (A2) and (A3) as follows:

    (A2)

    (A3)

    where is the index for harmonic current source location. Ac-

    cording to (2) and (3), the following relationship holds:

    (A4)

    By substituting (A4) into (A3) and then into (A1), we have

    (A5)

    Representing (A5) with Taylor’s series around and trun-

    cating the series at the linear terms, we have

    (A6)

    where

    (A7)

    and

    (A8)

    where and .

    Therefore, the sensitivity factor for placement of the th filterbecomes

    (A9)

    where

    (A10)

    (A11)

    and where and .

     B. Corresponding Coefficients of (23)–(25)

    (B1)

    (B2)

    where

    (B3)

    (B4)

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    (B5)

    and

    (B6)

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    (B8)

    (B9)

    (B10)

    (B11)

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    (B14)

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    (B19)

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    Gary W. Chang (M’94–SM’01) received the Ph.D. degree from the Universityof Texas at Austin in 1994.

    He was with Siemens Power T&D, Brooklyn Park, MN, from 1995 to 1998.He is a Professorin theDepartment of Electrical Engineering at National ChungCheng University, Taiwan. His research interests include power systems opti-mization, harmonics, and power quality.

    Dr. Chang is a member of Tau Beta Pi and a registered professional engineerin the state of Minnesota. He chairs the IEEE Task Force on Harmonics Mod-eling and Simulation.

    Hung-Lu Wang  (S’04) received the M.S.E.E. degree from National ChungCheng University, Chia-Yi, Taiwan, in 2002, where he is currently pursuing thePh.D. degree.

    His research interests include power system harmonics and power quality.

    Gen-Sheng Chuang received the M.S.E.E. degree from National Chung Cheng

    University, Chia-Yi, Taiwan, in 2003, where he is currently pursuing the Ph.D.degree.

    His areasof research interestsincludepower system optimizations,short-termresource scheduling, and power quality.

    Shou-Yung Chu   (S’04) received the M.S.E.E. degree from National ChungCheng University, Chia-Yi, Taiwan, in 2002, where he is currently pursuing thePh.D. degree.

    His areas of research interests include power systems optimization and powersystem harmonics.