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- echo on,clc
- % CASE STUDY # 2 ANALYSING A SIGNAL FROM A TRANSFORMER
- %
- % In this case study we shall consider the current signal from the
- % R-phase when a 400 kV three-phase transformer is energized.
- % The measurements were performed by Sydkraft AB in Sweden.
-
- load current.mat
-
- % The sampling interval is 1 ms.
- % Let's take a look at the data.
-
- pause,idplot(i4r,[],0.001),pause
-
- % A close up:
-
- pause,idplot(i4r,201:250,0.001),pause
-
- % Let us first compute the periodogram:
-
- ge = etfe(i4r);
- ge=sett(ge,0.001); % Adjusting to the sampling interval 1 ms
-
- pause,bodeplot(ge),pause
-
- % A smoothed periodogram is obtained by
-
- ges=etfe(i4r,length(i4r)/4);ges=sett(ges,0.001);
-
- % A plot with linear frequency scale is given by
-
- pause, ffplot(ges),grid, pause
-
- % We clearly see the dominant frequency component of 50 Hz, and its harmonics.
-
- % Comparing with the pure periodogram gives:
-
- pause, ffplot([ges ge]),pause
-
- % The standard spectral analysis estimate gives (with the default window
- % size, which is not adjusted to resonant spectra)
-
- gs = spa(i4r);
- gs = sett(gs,0.001); % Adjusting to the sampling interval 1 ms.
- pause,ffplot([gs ges]),pause
-
- % We see that a very large lag window will be required to see all the fine
- % resonances of the signal. Standard spectral analysis does not work well.
-
- % Let us instead compute spectra by parametric AR-methods. Models of 2nd
- % 4th and 8th order are obtained by
-
- t2=ar(i4r,2);t2=sett(t2,0.001); % (The sampling interval)
- t4=ar(i4r,4);t4=sett(t4,0.001);
- t8=ar(i4r,8);t8=sett(t8,0.001);
- g2=th2ff(t2);g4=th2ff(t4);g8=th2ff(t8);
-
- % Let us take a look at the spectra:
-
- pause,ffplot([g2 g4 g8 ges]),pause
-
- % We see that the parametric spectra are not capable of picking up the
- % harmonics. The reason is that the AR-models attach too much attention to
- % the higher frequencies, which are difficult to model. (See Ljung (1987)
- % Example 8.5)
- % We will have to go to high order models before the harmonics are picked
- % up.
-
- % What will a useful order be?
-
- V=arxstruc(i4r(1:301),i4r(302:601),[1:30]'); % Checking all order up to 30
- pause,nn=selstruc(V,'log');
-
- % We see a dramatic drop for n=20, so let's pick that order
-
- t20=ar(i4r,20);t20=sett(t20,0.001);g20=trf(t20);
-
- pause,ffplot([ges g20]),pause
-
- % All the harmonics are now picked up, but why has the level dropped?
- % The reason is that t20 contains very thin but high peaks. With the
- % crude gitter of freqeuncy points in g20 we simply don't see the
- % true levels of the peaks. We can illustrate this as follows:
-
- g20c=trf(t20,[],[551:550+128]/600*150*2*pi); % A frequency region around
- % 150 Hz
-
- pause,ffplot([ges g20 g20c]),pause
-
- % If we are primarily interested in the lower harmonics, and want to
- % use lower order models we will have to apply prefiltering of
- % the data. We select a fifth order Butterworh filter with cut-off
- % frequency at 200 Hz. (This should cover the 50, 100 and 150 Hz modes):
-
- [bb,ba]=butter(5,200/500); % 500 Hz is the Nyquist frequency
- i4rf = filtfilt(bb,ba,i4r);
-
- t8f=ar(i4rf,8); t8f=sett(t8f,0.001);g8f=th2ff(t8f);
-
- % Let us now compare the spectrum obtained from the filtered data (8th
- % order model) with that for unfiltered data (8th order) and with the
- % periodogram:
-
- pause,ffplot([g8f g8 ges]),pause
-
- % We see that with the filtered data we pick up the three first peaks in
- % the spectrum quite well.
-
- % We can compute the numerical values of the resonances as follows:
- % The roots of a sampled sinusoid of frequency om are located on
- % the unit circle at exp(i*om*T), T being the sampling interval. We
- % thus proceed as follows:
-
- pause,a=th2poly(t8f) % The AR-polynomial
- omT=angle(roots(a))'
- freqs=omT/0.001/2/pi' % In Hz
- pause
-
- % We thus find the harmonics quite well. We could also test how well
- % the model t8f is capable of predicting the signal, say 50 ms ahead:
-
- pause,compare(i4rf,t8f,50,201:500);pause
-
- % If we were interested in the fourth and fifth harmonics (around
- % 200 and 250 Hz) we would proceed as follows:
-
- [bb,ba]=butter(5,[150 300]/500);
- i4rff=filtfilt(bb,ba,i4r);
- t8f=ar(i4rff,8); t8f=sett(t8f,0.001);
- g8f=th2ff(t8f);
-
- pause,ffplot([ges g8f]),pause
-
- % We thus see that with proper prefiltering, low order parametric models
- % can be built that give good descriptions of the signal over desired
- % frequency ranges.
-
- % What would the 20th order model give in terms of estimated harmonics:
-
- pause,a=th2poly(t20) % The AR-polynomial
- omT=angle(roots(a))'
- freqs=omT/0.001/2/pi' % In Hz
- pause
-
- % We see that this model picks up the harmonics very well.
- % This model will also predict as follows:
-
- pause,compare(i4r,t20,50,201:500);pause
-
- % For a complete model of the signal, t20 thus is the natural choice,
- % both in terms of finding the harmonics and in prediction capabilities.
- % For models in certain frequency ranges we can however do very well
- % with lower order models, but we then have to prefilter the data
- % accordingly.
-
- pause
- echo off
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