1

Some Considerations in Using Prony Analysis

to Estimate Electromechanical Modes
Ning Zhou, Senior Member, IEEE; John Pierre, Fellow, IEEE; and Daniel Trudnowski, Fellow, IEEE

1
AbstractProny analysis has been used to estimate oscillation
modes from ringdown responses in a power grid. When applying
Prony analysis, several factors must be considered to estimate the
modes accurately. In this paper, a general prediction model is
proposed for the Prony analysis. The influence of decimation
factors, model orders, and linear solvers on estimation accuracy
is studied using the Monte Carlo method with a goal of providing
a reference for applying Prony analysis to estimate
electromechanical modes.
Index Termsleast squares method, oscillation modes, phasor
measurement unit (PMU), Prony analysis, singular value
decomposition, total least squares method.

I. INTRODUCTION

OWER grids oscillation modes provide direct information

on a systems stability state. A negatively damped mode
results in oscillations with increasing amplitudes and may
result in a system breakup and power outage [1]. Therefore, it
is highly valuable to determine accurate oscillation modes so
cause-effect knowledge can be built and effective remedial
reactions can be taken.
Using phasor measurement unit (PMU) data, Prony
analysis has been applied to estimate electromechanical modes
from ringdown responses [2]. However, the basic Prony
methods performance may easily degrade because of noise.
To overcome performance degradation, several approaches
can be used to improve the robustness of a Prony analysis
against noise [3]-[9].
To provide a reference for applying Prony analysis, this
paper examines the influence of several factors on inter-area
mode estimation. Initially, decimation factors are introduced
into the prediction equation to form a general prediction model
for Prony analysis. Then, the effects of the model order and
decimation factors are studied. Next, the least squares (LS),
total least squares (TLS), and principle eigenvector (PE)
solvers are compared. In addition, the conditional number of
the prediction equations and Prony fit noise are identified to
This paper was prepared as a result of work sponsored by the U.S.
Department of Energy (DOE) through its Transmission Reliability Program.
Pacific Northwest National Laboratory (PNNL) is operated by Battelle for
DOE under contract DE-AC05-76RL01830.
Ning Zhou is with Pacific Northwest National Laboratory, Richland, WA,
USA (e-mail: ning.zhou@pnnl.gov).
John W. Pierre is with the University of Wyoming, Laramie, WY, USA
(e-mail: pierre@uwyo.edu).
Daniel Trudnowski is with Montana Tech of the University of Montana,
Butte, Montana, USA (e-mail: dtrudnowski@mtech.edu).

978-1-4799-1303-9/13/$31.00 2013 IEEE

be correlated to estimation accuracy. Finally, some guidelines

are summarized for using Prony analysis.
II. PRONY ANALYSIS
Prony analysis can be applied to estimate system modes, or
eigenvalues, from ringdown responses [2]. If a power system
can be described by a linear model, its homogeneous
responses are the sum of exponentially damped sinusoidal
components (i.e., ringdown responses). Often, the ringdown
responses can be triggered by sudden changes of system
status, such as brake insertion, load, generator, and line
tripping. A typical ringdown response can be described by (1),
where t represents time. Equation (1.a) represents the
ringdown responses in a real number format, where nQ is total
number of damped sinusoidal components. For the l-th
damped sinusoidal component, fl is the oscillation frequency,
l is the damping, Al is the amplitude, and l is the phase angle.
Equation (1.b) represents the ringdown responses in a complex
number format. Here, n is the total number of eigenvalues, i (
i l 2f l j ) represents the eigenvalue, and ci represents
the residue of i-th mode.
nQ

y (t ) Al exp l t cos2f l t l
l 1

ci expi t

(1.a)
(1.b)

i 1

Time series measurements can be obtained by sampling

ringdown responses. Assuming the sampling interval of t, N
samples of ringdown responses can be described by (2). Here,
zi = exp(it). When measurements were taken, random noises
(denoted by [k]) were present, in addition to the pure
ringdown, as in (3).
n

y[ k ] y kt ci zik for k 1, 2, , N

(2)

y k y[ k ] [ k ] .

(3)

i 1

Modes can be estimated using Prony analysis.

Conventionally, Prony analysis uses the standard prediction
equation (4). Here, the ais are coefficients of the characteristic
polynomial, and n is the prediction model order. To reduce the
influence of noise and signal offsets, n usually is selected to be
larger than n [2].
As indicated by [3], the performance of the Prony analysis
can be influenced by sampling intervals. The sampling
intervals can be increased by decimating the original time
series by a factor of d (namely, the decimation factor). The

resulting Nyquist frequency, i.e. 1/(2dt), shall be greater

than the bandwidth of ringdown responses. Considering the
decimation, this paper proposes a general prediction equation
as (5). Of note, when d=1, (5) is the same as (4). With N
samples of ringdown data, (6) can be constructed according to
(5) to estimate ais. Fig. 1 illustrates how (6) may be
constructed with N=10, n=2 for d=1 and d=3 from a time
series of y k .
y n k a~ y[n 1 k ] a~ y[ n 2 k ] a~ y[k ]
(4)
1

y nd k
a1 y[(n 1)d k ] a2 y[(n 2)d k ] an y[k ]

y (n 1)d 1 y (n 2)d 1
y (n 1)d 2 y (n 2)d 2

y (n 1)d 3 y (n 2)d 3

y N 2d
y N d

y nd 1
a1 y nd 2

2 y nd 3

y N nd
y N
y1
y 2
y 3

Or Y a y
N nd n

or

(5)

(9)

(10)

After the ais are estimated, the discrete mode, or

eigenvalues, zis can be estimated as the roots of the
characteristic polynomial using (11). According to [11] and
considering the decimation factor, the continuous modes can
be estimated using (12). The frequency (Freq) and damping
ratio (DR) of the mode can be calculated by (13) and (14),
respectively. The dominant modes are determined using the
stepwise regression method [12].

z n a1 z n 1 a 2 z n 2 a n z 0 0

(6.a)

(11)

1
ln(zi ) for i 1, 2,, n
dt
imag (
)
i
Freqi
2

(6.b)
N n
n

vn1 1
*
SVD

V
1

Y y U *1:n and aTLS

v
(
)
v
n 1 n 1
n1
vn1 n
~
~

SVD
0 V *
~ ~ ~
~ ~
Y U1 U 2 1 ~ ~1* and a PE V1 11U1* y
0 2 V2

DRi cos angle (i )

(7)

(12)
(13)

(14)

Once the discrete eigenvalues zis are identified, the time

domain ringdown signal can be reconstructed. First, (15) can
be solved in the LS sense to estimate oscillation amplitudes
cis. Then, ringdown components can be reconstructed using

Fig. 1. The time steps of the time series y[k] are marked out for constructing
each row of Eq. (6) for d=1 and d=3.

To filter out noise, the number of equations (N-nd) is

usually selected to be greater than n as in (7) to make (6) overdetermined. Three linear solvers can be used to solve (6): the
LS method [10], TLS method [6], and PE method [8][9].
While the LS method models the noise on the right side of (6),
the TLS method models the noise on both sides of (6). In this
paper, the LS solution is implemented as (8), where pinv is
used for matrix pseudo-inversion. The TLS solution is
implemented using (9) through singular value decomposition

(SVD). Here, vn 1 is the last right singular vector, and vn 1

is the i-th element of the vector. The operator * represents

the complex conjugate transposition. The PE method is
implemented using (10) to alleviate the ill-conditional problem
through SVD.

(8)
a LS pinv Y y

(16), where the symbol means is defined as. Note that

because of noise, the reconstructed ringdown signal [j]
usually does not perfectly match the measurement [j]. The
Prony fit noise can be defined as (17.a), and the average fit
noise can be defined as (17.b).
z10

z20
zn0 c1 y[1]

1/ d

1/ d

z2
z1n/ d c2 y[2]
z1

(15)

( N 1) / d

z2( N 1) / d zn( N 1) / d cn y[ N ]
z1
y [1] z10
z 20
z n0 c1

1
/
1
/
d
d

z2
z1n/ d c2

y [2] z1

(16)

~ ( N 1) / d
z2( N 1) / d zn( N 1) / d cn
y [ N ] z1

k y k ~y k for k=1,2, ,N.

(17.a)

1 N
2
(17.b)
k
N k 1
User choices on parameters and methods influence mode
estimation accuracy. According to the authors reviews, these
choices include but are not limited to model order n,
decimation factor d, and solvers of (6). The following two
sections will examine how these choices may influence mode
estimation accuracy.

average fit noise

III. SIMULATION STUDY WITH A SIMPLE MODEL

In this section, a simple simulation model (18) is used to
evaluate how user choices may influence the Prony analysis
performance. This simple model is used to illustrate the

concept and make it easy for readers to replicate and verify the
results. To simulate inter-area oscillations, there are two pairs
of complex modes in this simulation model: 1) {0.25 Hz,
7.0%} and 2) {0.39 Hz, 6.5%}, respectively in {Freq, DR}.
To simulate a PMU data stream, 30 seconds of ringdown are
generated at a rate of 60 samples/s. In addition to ringdown,
Gaussian white noise (t) is added in (18). The standard
deviation of (t) is adjusted to simulate a signal-to-noise ratio
(SNR) of 10 dB (as in Fig. 2).
y (t ) 2e 0.1102 t cos(1.5708 t 1.5 )
(18)
2e 0.1596 t cos( 2.4504 t 0.5 ) (t )
Applying (6)-(8) and (11)-(14) on the noisy ringdown
responses using the LS solver with n=24, d=12, the estimated
dominant modes are {0.25 Hz, 7.1%} and {0.39 Hz, 6.8%},
which are close to the true modes. Using the stepwise
regression method [12], the dominant modes are selected from
24 modes. The Prony fit reconstructed using (16) is shown in
Fig. 2. It can be observed that the Prony fit matches the
original ringdown components well. The average fit noise is
0.0678. The condition number of matrix Y in (6.b) is 33.

MAD i median

(mc)

mc{1, 2 ,,100}

i ,true

(19)

Fig. 3. Identified modes from ringdown responses with SNR=10 dB from 100
sets of ringdown data (zoom-in plots appear as insets).

To evaluate the influence of model order (n) and

decimation factor (d), the MC method is applied for n=6, 12,
24, 48, and 96 with different ds. For each n, the MADs for
different ds are shown as a curve in Fig. 4 (for the 0.25 Hz
mode) and Fig. 5 (for the 0.39 Hz mode). Note that the y axis
is in a log10 scale. In all of the studied cases, it can be observed
that selecting d=1 results in large MADs. This indicates that
60 samples/s is too high for estimating the low frequency
inter-area oscillation modes. It also can be observed that for
lower order models (i.e., n=6, 12), the MADs decrease when d
increases. For high order models (i.e., n=48, 96), the MADs
initially decrease with an increase of d. Then, they increase
with d. This indicates that initial decimation can always
improve estimation accuracy. Another observation is that most
high order models provide more accurate mode estimation
than low order models.

Fig. 2. One example of simulated ringdown data with SNR=10 dB (inset

features a zoom-in plot).

A Monte Carlo (MC) method is used to evaluate statistical

performance. The MC method uses repeated random sampling
to generate a group of simulation data sets to represent the
different instances of noise (t). In this study, 100 data sets are
generated. The Prony analysis is applied on the 100 sets of
noisy ringdown responses. The mode estimates are
summarized in Fig. 3, where an estimation error for each mode
estimate can be observed. The median absolute deviation
(MAD) defined in (19) is used as a metric to quantify the
modal estimation errors over 100 MC trials. The median value
(instead of mean value) is used to improve the metrics
robustness against outliers. The MADs for the 0.25 Hz and
0.39 Hz modes are 0.0021 and 0.0034, respectively. This
result indicates that on average the 0.25 Hz mode can be
estimated more accurately than the 0.39 Hz mode. For the
average fit noise of 100 MC trials, the mean is 0.0680, and the
standard deviation is 0.0002. For the condition numbers, the
mean is 34, and standard deviation is 1.

Fig. 4. The MADs of 0.25 Hz mode estimates for different decimation factors
(d) using the LS solver (the MAD corresponding to Fig. 3 is delineated using
an arrow).

using SNR=3 dB with similar observations.

Fig. 5. The MADs of 0.39 Hz mode estimates for different decimation factors
(d) using the LS solver.

Fig. 6 summarizes the average fit noise. It can be observed

that the fit noise level decreases with an increase of n and d. In
addition, the large fit noise can be associated with the large
MADs for mode estimation in Fig. 4 and Fig. 5. Fig. 7
summarizes the condition numbers of matrix Y in (6.b). It can
be observed that a high order model generally has a large
condition number, which indicates the high sensitivity of ais to
noise [k] in solving (6) [3]. Yet, for the dominant modes
estimation, Fig. 4 and Fig. 5 show that high order models
normally have higher estimation accuracy than low order
models. Therefore, the condition number shall not be used as
an indicator for selecting model order. Conversely, for n=48
and 96, large MADs are observed for large condition numbers
(Fig. 7).

Fig. 7. The mean value of condition numbers for different decimation factors
(d) using the LS solver (the error bars show 1 standard deviation).

Fig. 8. The MADs of 0.25 Hz mode estimates from LS (dashed lines), TLS
(solid lines), and PE (dotted lines) solvers for the simple model.

IV. SIMULATION STUDY USING A 17-MACHINE MODEL

Fig. 6. The mean value of average fit noise for different decimation factors
(d) using the LS solver.

To compare the influence of LS, TLS, and PE solvers on

mode estimation, TLS and PE are applied to repeat all of the
aforementioned studies. In Fig. 8, the MADs of 0.25 Hz mode
are compared for n=6, 24, and 96. When the model order is
low, the TLS solvers are observed resulting in smaller MADs
than the LS and PE solvers. However, when the model order
gets higher, the MADs from the TLS solver are comparable to
the LS and PE solvers. Similar observations are made for the
0.39 Hz modes and n=12, 48.
Note that all of the preceding studies also are carried out

In this section, a 17-machine model [13] is used to generate

simulation data. To conduct long-term (i.e., several-minute)
simulations, the 17-machine model is linearized into a linear
model of order 203 using the Power System Toolbox [14].
This is a more realistic scenario than the preceding case study
because in a real-world application the limited length of the
ringdown responses determines that model order n cannot
exceed the order of the true systems. Ringdown data are
generated by inserting a 1400-MW brake at bus 35 for 0.7 s.
To generate ambient noise, low-pass filtered Gaussian noise is
used to simulate small real and reactive load changes at load
buses. To simulate the power grids low-pass filtering effect,
ambient noise is colored. The selected noise levels make SNR
= 27 dB. To simulate PMU measurements, 30 seconds of real
power flow from bus 18 to bus 30 are collected at 60
samples/s immediately after brake insertion. Similar to the
previous example, 100 random data sets are generated for
different instances of random load changes.
This study focuses on the observable dominant mode at
{0.42 Hz, 3.6%}. Fig. 9 compares the MADs from the LS,
TLS, and PE solvers. The observation is similar to the
previous example for the simple model. The major difference

is the MADs are comparable for the LS, TLS, and PE solvers
for all of the studied model orders. Fig. 10 shows the average
fit noise. Observe that the fit noises for LS, TLS, and PE
solvers are comparable. The higher order models and larger
decimation factors can continuously reduce the average fit
noise levels due to the high order noise model. Fig. 11 shows
the condition numbers of the Y matrix in (6.b). The condition
numbers are larger than those in the simple model. Other
observations are similar to the simple models. Similar
observations are made for n=12 and 48 and another mode at
{0.64 Hz, 3.9%}. To keep it concise, the related plots are not
included.

U.S. DOE and Dr. John Hauer at PNNL for their assistance.
The authors also appreciate the help from Mr. Bill Mittelstadt
of WECC and Dr. Dmitry Kosterev of BPA.

Fig. 11. The mean value of the condition numbers of matrix Y (the error bar
shows 1 standard deviation).

REFERENCES

Fig. 9. The MADs of 0.42 Hz mode from LS (dashed lines), TLS (solid
lines), and PE (dotted line) solvers for the 17-machine model

[1]

D. N. Kosterev, C. W. Taylor, and W. A. Mittelstadt, Model

validation for the August 10, 1996 WSCC system outage, IEEE
Trans. on Power Syst., vol. 14, no. 3, pp. 967-979, Aug. 1999.

[2]

J. F. Hauer, C. J. Demeure, and L. L. Scharf, Initial results in Prony

analysis of power system response signals, IEEE Trans. on Power
Syst., vol. 5, no. 1, pp. 80-89, Feb. 1990.

[3]

J.C.H. Peng and N.K.C. Nair, Adaptive sampling scheme for

monitoring oscillations using Prony analysis, IET Generation,
Transmission and Distribution, vol. 3, no. 12, pp. 10521060, 2009.
J. H. Lee and H. T. Kim, Selecting sampling interval of transient
response for the improved Prony method, IEEE Transactions on
Antennas and Propagation, vol. 51, no. 1, pp. 74-77, Jan. 2003.
R. W. Kulp, An optimum sampling procedure for use with the Prony
method, IEEE Transactions on Electromagnetic Compatibility, vol.
EMC-23, no. 2, pp. 67-71, May 1981.
M. A. Rahman and K.B. Yu, Total least squares approach for
frequency estimation using linear prediction, IEEE Transactions on
Acoustics, Speech, and Signal Processing, vol. ASSP-35, no. 10, pp.
1440-1454, Oct. 1987.
D. W. Tufts and R. Kumaresan, Estimation of frequencies of
multiple sinusoids: Making linear prediction perform like maximum
likelihood," Proceedings of IEEE, vol. 70, no. 9, pp. 975-989, Sept.
1982.
D. W. Tufts and R. Kumaresan, Singular value decomposition and
improved frequency estimation using linear prediction, IEEE Trans.
Acoust., Speech, Signal Processing, vol. ASSP-30, pp. 671675, Apr.
1982.
R. Kumaresan and D. W. Tufts, Estimating the parameters of
exponentially damped sinusoids and pole-zero modeling in noise,
IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, pp.
833-840, Dec. 1982.
P. Stoica and R. L. Moses, Introduction to Spectral Analysis,
Englewood Cliffs, NJ: Prentice-Hall, pp. 279-281, 1997.
J. W. Pierre, D. J. Trudnowski, and M. K. Donnelly, Initial results in
electromechanical mode identification from ambient data, IEEE
Trans. on Power Syst., vol.12, no.3, pp. 1245-1251, Aug. 1997.
N. Zhou, J.W. Pierre, and D.J. Trudnowski, A stepwise regression
method for estimating dominant electromechanical modes, IEEE
Trans. on Power Syst., vol. 27, no. 2, pp. 1051-1059, May 2012.
D. Trudnowski, M. Donnelly, and E. Lightner, Power-System
Frequency and Stability Control using Decentralized Intelligent
Loads, Proceedings of the 2005/2006 IEEE PES T&D Conference
and Exposition, Dallas, TX, pp. 1453-1459, May 2006.
J. H. Chow and K. W. Cheung, A toolbox for power system
dynamics and control engineering education and research, IEEE
Trans. on Power Syst., vol.7, no.4, pp.1559-1564, Nov. 1992.

[4]
[5]
[6]

[7]

[8]

Fig. 10. The mean value of average fit noise using LS, TLS, and PE solvers.

[9]

V. CONCLUSIONS
Considering decimation factors, a general prediction model
is proposed for the Prony analysis. When applying Prony
analysis for inter-area mode estimation, it is shown that d and
n shall be increased until the fit noise cannot be significantly
reduced. The lower bound of d shall be determined by the
bandwidth of ringdown responses and (7). When the condition
number of matrix Y is small, a high order model is preferred
for estimating the modes. For high SNR, the difference
between the LS, TLS and PE solvers is insignificant.

[10]
[11]
[12]
[13]

[14]

VI. ACKNOWLEDGMENT
The authors would like to thank Mr. Phil Overholt of the