Sub-Harmonics detection and identication using

Higher Order Statistics

Mariana Geny Moreira
Federal University of S ao Jo ao del-Rei,
Ouro Branco, MG - Brazil
Danton Diego Ferreira
Federal University of Lavras,
Lavras, MG - Brazil
Carlos Augusto Duque
Federal University of Juiz de Fora,
Juiz de Fora, MG - Brazil
AbstractA large effort had been made for improving the
quality of electric power in the last years. More often, the studies
concern over methods and techniques to enhance monitoring
systems with efcient fault detection and identication. This
paper proposes a method based on higher order statistics for
sub-harmonics detection and identication. Simulation results
shown the accuracy and capability of the proposed technique,
which furnishes a reasonable performance.
Index TermsHOS, digital signal processing, power quality,
sub-harmonic.
I. INTRODUCTION
The increasing pollution of the power line signals and the
growing number of high sensitivity equipments are the main
reason for the concern over the quality of electric power.
Power quality (PQ) is a term often used to describe an
important aspect of the electricity supply and utilization [1].
An ideal power quality suggests that the waveform must be
sinusoidal, with constant frequency and without meaningful
variations of amplitude, in order to achieve lifetime, perfor-
mance and prevent bad working, instabilities and losses in
equipments [2], [3].
A power quality problem is any occurrence or disturbance
manifested in voltage, current, or frequency deviation. The
term disturbance is often used to describe signal deviations
from its ideal or established waveform, such as harmonic
distortions, switching of capacitors, faults, transients, etc [4],
[5], [6].
One of the most important power quality categories is,
according to IEEE Standards Coordinating Committee 22
(IEEE SCC22), harmonic distortion. However, waveform
distortions caused by interharmonic and sub-harmonic
components have became an important undesired disturbance
in voltage and current signals. It is known that nonlinear loads
produce harmonics, that are multiples of the fundamental
frequency, and interharmonics, periodic components with
frequencies that are not multiples of the fundamental. The
same way, when a RLC circuit is connected in series, voltages
and currents with frequencies below the fundamental can
be created. The term sub-harmonics is used to dene the
periodic distortions having frequency between 0Hz and 60Hz
(or 50Hz) [7], [8].
978-1-4673-6487-4/14/$31.00 c 2014 IEEE.
The presence of any of this classes of distortion signals
in the main waveform can cause many problems such as over
power losses, over voltage, unbalancing, icker, mis-operation
of relays, etc [7]. All these effects generate signicant eco-
nomical losses and increasing of electrical power costs to end
users [2].
To avoid such problems, harmonics, interharmonics and
sub-harmonics have to be determined and distinguished at
an early stage, in order to enable solutions development for
its elimination. Therefore, inter and sub-harmonic detection is
one of the major and particulary difcult problems for power
system and required for some practical applications such as
power quality monitoring, ltering and digital protection [7],
[8].
In this paper a higher-order statistics (HOS) based sub-
harmonic detection and estimation system is proposed. It is
capable to detect the presence of one sub-harmonic component
and estimate its frequency and magnitude taking samples of
only one signal cycle.
II. HIGHER ORDER STATISTICS (HOS)
Feature extraction is an essential step towards a successful
signal processing analysis, including disturbance detection and
classication. The aim of this step is to represent the data set
in a new feature space in which the probability to distinguish
signals properties is higher than in the original space [9], [10].
There are many feature extraction techniques. The chosen one
for this work is the higher-order statistics (HOS).
The main caracteristics that sustain the choice for HOS
technique are the applicability to non-gaussian processes and
nonlinear systems and the possibility of recovering some signal
features like amplitude and phase [11]. Another motivation for
the use of HOS in signal processing is the insensitiveness to
Gaussian noise [11], [12], [13], [14], [15], [16].
Dening x = {
1
,
2
, ,

} where (
1
,
2
, ,

)
denote a collection of zero-mean random variables, the second,
third and fourth order cumulants are given, respectively, by
283
[12]:
(
1
,
2
) = E{
1

2
} (1)
(
1
,
2
,
3
) = E{
1

3
} (2)
(
1
,
2
,
3
,
4
) = E{
1

4
}
E{
1

2
}E{
3

4
}
E{
1

3
}E{
2

4
}
E{
1

4
}E{
2

3
}. (3)
The set of equations (1) to (3) can be rewritten as, [11]

2,
() = E{()( + )} (4)

3,
(
1
,
2
) = E{()( +
1
)( +
2
)} (5)

4,
(
1
,
2
,
3
) = E{()( +
1
)( +
2
)( +
3
)}

2,
(
1
)
2,
(
2

3
)

2,
(
2
)
2,
(
3

1
)

2,
(
3
)
2,
(
1

2
). (6)
where the second cumulant denote the autocorrelation of ().
For a random process symmetrically distributed, the third
cumulant is null; in these cases the fourth cumulant is used
[12].
Let {[]} be a random discrete signal where {[]} = 0.
The equations (4) to (6) can be expressed as:

2,
[] = {[][ + ]}, (7)

3,
[] = {[]
2
[ + ]}, (8)

4,
[] = {[]
3
[ + ]} 3
2,
[]
2,
[0]. (9)
According to stochastics aproximations, for a nite periodic
vector with length , if = 0, 1, , 1 , then equations
(7) to (9) become [14]:

2,
[] =
1

=0
[][( + )/], (10)

3,
[] =
1

=0
[]
2
[( + )/], (11)

4,
[] =
1

=0
[]
3
[( + )/]

2
1

=0
[][( + )/]
1

=0

2
[].(12)
These last set of equations, (10) to (12), can be used to
extract features from voltage signals for power quality analysis
purpose.
III. LINEAR DISCRIMINANTS
Features extracted from the signals are used as the input of
a classication system instead of the signal waveform itself,
as this usually leads to a much smaller system input. Selecting
a proper set of features is thus an important step toward
successful classication. It is desirable that the selected set
of features may characterize and distinguish different classes,
that the selected features be uncorrelated and that the total
number of features be small [9].
For multivariate normal densities, (x

) (

), the
discriminant function can be written as [9], [10]:

(x) =
1
2
(x

(x

2
ln 2
1
2
ln (

), (13)
where x is the data vector, is the dimension of x, is
the mean vector,

is the th class and ln denotes natural

logarithm.
1) Fishers ratio: Two classes of features can be distin-
guished if the distance between the mean features of these
classes is large. Further, if the variances of features for each
class are small, more accurate is the classication.
Fishers discriminant ratio of a scalar feature in a two class
case is dened as [10]
=
(

)
2
(
2

+
2

)
, (14)
where denotes the mean values and
2
represents the
variances.
This methodology was used to select the features for the
detection and estimation steps.
2) Mahalanobis distance: An approach can be made when
all classes have the same arbitrary covariance matrix. Previ-
ously it was diagonal and identical for all classes. In this case,
the discriminant function can be written as

(x) =
1
2
(x

1
(x

) + ln (

). (15)
The expansion of (x

1
(x

) results in a sum
in which the quadratic term, x

1
x, is independent of .
Considering this, (15) becomes

(x) = (W

x +

), (16)
where W

=
1

and

=
1
2

+ln (

). Again,

denotes the threshold or bias in the th direction.

As stated before, if the probabilities (

) are identical for

all classes, ln (

) 0, and the decision can be simplied.

That is, in a two class case, given a random unknown variable
, the decision to assign it to class

is equivalent to the
Mahalanobis distance:

1
(

) <

1
(

), = .
(17)
This method was used to dene the detection threshold.
IV. PROPOSED METHOD
The proposed algorithm is focused on the detection of sub-
harmonics disturbance and in the estimation of its frequency
and magnitudes. In order to achieve these goals a block
structure, shown in Figure 1, was dened.
In this structure the rst step is the segmentation of the
voltage input signal in frames. Each frame consists of one
signal cycle with 256 samples. HOS are used to extract
features from these signal frames and the most relevant is
selected. This feature is then compared to a threshold in order
284
Extraction and Selection
Detection
Input
Extraction and Selection
Decision
Notch filter
Estimation
Subharmonic detected
No subharmonic
Output
Figure 1. Block diagram
to determine if a sub-harmonic is present in that cycle or not.
If no sub-harmonic is detected, the output receives no alarm.
But, if there is a sub-harmonic in the cycle, then an alarm
is send to the output and the samples are submeted to a 60
Hz IIR notch lter, in order to generate an error signal ().
The lter consists in a second order Chebyshev and have two
cycles of transient. New cumulants are calculated and selected,
now for the error signal. These cumulants are used to estimate
the magnitude and frequency of the sub-harmonic which are
also send to output.
The input signals have 60 Hz of fundamental frequency
and were corrupted by sub-harmonics with frequencies ranging
from 0 Hz to 55 Hz and amplitude ranging from 0 p.u. to 0.9
p.u., both sorted randonly using uniform distribution. They
have 10 cycles, with 256 samples per cycle.
Three input signals, with 10 dB, 30 dB and 50 dB signal
to noise ratios can be seen in Figure 2. They were disturbed
by a 29 Hz/0.48 p.u. sub-harmonic.
To perform features extraction, the signal is segmentated in
frames which consists of one cycle, i.e. 256 signal samples.
Equations (10), (11) and (12) presented and discussed in
section II, was used to calculate the signal features.
The set of cumulant features calculated by HOS generate
256 parameters per sample, for each cumulant order. In order
to reduce the amount of data, Fishers discriminant ratio,
discussed above, was used for feature selection. The most
relevant cumulant value was shown to be the rst lag.
1.16 1.18 1.2 1.22 1.24 1.26 1.28 1.3 1.32 1.34
2
0
2
(a)
time in seconds
m
a
g
n
i
t
u
d
e
1.16 1.18 1.2 1.22 1.24 1.26 1.28 1.3 1.32 1.34
2
0
2
(b)
time in seconds
m
a
g
n
i
t
u
d
e
1.16 1.18 1.2 1.22 1.24 1.26 1.28 1.3 1.32 1.34
2
0
2
(c)
time in seconds
m
a
g
n
i
t
u
d
e
Figure 2. Input signal with sub-harmonic disturbance which has frequency
of 55 Hz and 0.9 p.u. of magnitude. (a) SNR = 10dB(b) SNR = 30dB. (c)
SNR = 50 dB.
A. The detector
In order to perform the detection of spurious components
in the main signal, after the extraction and selection of the
input signal cumulants, these features are disposed in maps.
The feature space shows the discrimination capability of the
second and fourth order cumulants in Figure 3 , in which
disturbances class, i.e. signals with sub-harmonis components,
is represented by black and the class without disturbance
is displayed in red. Figure 3 also emphasizes the threshold
of separation between the classes, which was obtained by
Mahalanobis distance.
0.1 0.2 0.3 0.4 0.5 0.6 0.7
0.05
0.1
0.15
0.2
0.25
0.3
2nd order cumulant
4
t
h

o
r
d
e
r

c
u
m
u
l
a
n
t


without disturbance
with disturbance
Mahalanobis distance
threshold
0.49 0.5 0.51
0.115
0.12
0.125
0.13
0.135


Figure 3. Feature map of a signal corrupeted by sub-harmonic component and
with SNR=30dB. The black circles denotes the features due to disturbance
signals and the red stars represent the clean signals features. The blue
region depicted the detection threshould, which is dened by the Mahalanobis
distance.
285
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
magnitude
2
n
d

o
r
d
e
r

c
u
m
u
l
a
n
t


real values
estimated values
Figure 4. Sub-harmonic magnitude estimative by exponencial curve tting.
Real data (second order cumulant) is represented by the blue stars and its
estimative is presented in red dots.
B. Identication
To nd the parameters of a mathematical model that de-
scribes the variation of second and fourth order cumulants
with respect to magnitude and frequency of sub-harmonic
distortion, were performed an approach by curve tting.
The result is an exponential model that is capable to estimate
the magnitude and the frequency of a sub-harmonic component
by high order cumulants. The model that ts the present data
is decribed by:

() =

, and (18)
() =

, (19)
where denotes the cumulant of second or fourth order,

and represents the estimated sub-harmonics frequency and

magnitude, respectively. The parameters , , and were
calculated by Matlabs curve tting toolbox. As an example,
Figure 4 shows how the exponential function ts the data.
V. RESULTS
A. Detector
The input signals consists of 100 signals without distur-
bances and 100 signals corrupted with sub-harmonic distur-
bance, resulting in 200 signals. Frequencies varies from 0Hz
to 55Hz and the magnitude varies from 0p.u to 0.9p.u. Both
variations were uniformily distributed.
The detector, based on the Mahalanobis threshold, was
tested for a signal to noise ratio (SNR) variation, from 5dB to
60dB. The rates of error, false alarm and detection are shown
in Figure 5.
In order to evaluate the statistical performance, the receiver
operating characteristics (ROC) were considered. ROC is a
graphic tool that reports the probability of detection and
the probability of false alarm as a function of the decision
threshold [17], [18].
0 10 20 30 40 50 60
0
10
20
30
40
50
60
70
80
90
100
Signal to noise ratio in dB
P
e
r
c
e
n
t
u
a
l

r
a
t
e
s
Signal


detection rate
error rate
false alarm rate
Figure 5. Detector error, false alarm and detection rates.
0 0.2 0.4 0.6 0.8 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Probability of false alarm
P
r
o
b
a
b
i
l
i
t
y

o
f

d
e
t
e
c
t
i
o
n
Figure 6. Receiver operating characterisics for the proposed detector.
To obtain the ROC curve, shown in Figure 6, the detector
has been tested using Monte Carlo simulations with signal to
noise ratio of 30dB.
B. Identication
The estimation analysis were performed by 100 signals
corrupted with sub-harmonic disturbance. Frequencies varies
from 0Hz to 55Hz and the signal amplitude from 0 p.u. to
0.9 p.u. Both variations were uniformily distributed. Relative
errors of the sub-harmonics component estimation were cal-
culated for SNR from 5dB to 60dB. These errors are illustrated
in Figures 7 and 8 for magnitude and frequency estimation,
respectively.
In order to give a showpiece of the estimator, Table I reports
some sub-harmonics magnitude and frequency values, original
and estimated, for a SNR of 30dB.
It is important to notice that these estimations were per-
formed by just one signal cycle.
286
0 10 20 30 40 50 60
0
10
20
30
40
50
60
70
80
90
SNR
m
a
g
n
i
t
u
d
e

r
e
l
a
t
i
v
e

e
r
r
o
r

(
i
n

%
)


2nd cumulant
4th cumulant
cumulants combined
29.5 30 30.5 31
0
2
4
6
8


Figure 7. Relative error of sub-harmonics magnitude estimation in respect
to SNR variation. Blue line represents the error due to estimation based on
second order cumulant. Red line denotes the error present by the fourth order
cumulant estimation. Green line represent the error for estimation based on
the combination of both, second and fourth orders, cumulants.
0 10 20 30 40 50 60
0
10
20
30
40
50
60
70
80
90
SNR
f
r
e
q
u
e
n
c
y

r
e
l
a
t
i
v
e

e
r
r
o
r

(
i
n

%
)


2nd cumulant
4th cumulant
cumulants combined
29 30 31
0
5
10


Figure 8. Relative error of sub-harmonics frequency estimation in respect
to SNR variation. Blue line represents the error due to estimation based on
second order cumulant. Red line denotes the error present by the fourth order
cumulant estimation. Green line represent the error for estimation based on
the combination of both, second and fourth orders, cumulants.
VI. CONCLUSIONS
This paper proposed a method, based on HOS, to detect
and identify sub-harmonic component in power signals. Such
information can be used as pre-ltering in PLL algorithms,
which are sensitive to this kind of disturbances. The results
have shown that the technique is efcient for both: detection
and estimation. The method is now been improved in order to
estimate more than one sub-harmonic component as well as
an extension for interharmonics identication.
Table I
COMPARISON BETWEEN ORIGINAL AND ESTIMATES SUB-HARMONICS
FREQUENCY AND MAGNITUDE.
Sub-harmonic Magnitude (p.u.) Frequency (Hz)
Original 0.657 0.891 40.15 54.45
Estimated 0.661 0.8848 40.55 54.91
Error 0.61% 0.7% 1% 0.85%
VII. ACKNOWLEDGMENT
The authors gratefully acknowledge Federal University of
Juiz de Fora for providing facilities and FAPEMIG and CNPQ
for nancial support to carry out the studies.
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