IEEE International Workshop on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications
21-23 September 2009, Rende (Cosenza), Italy
Statistical Characterization of DFT-Based Waveform
Distortion Evaluations in Power Systems
Diego Bellan
Politecnico di Milano, piazza Leonardo da Vinci, 32, 20133 Milano, Italy, diego.bellan@polimi.it
Abstract - The paper deals with the statistical
characterization of the so-called r.m.s. value of a harmonic
subgroup defined in the Standard IEC 61000-4-7 regarding
harmonics and interharmonics measurements and
instrumentation for power supply systems and equipment
connected thereto. A complete statistical characterization is
provided in terms of probability density function, cumulative
distribution function, and statistical moments by exploiting
the properties of noise propagation through the discrete
Fourier transform.
Keywords - Discrete Fourier transforms, harmonic
distortion, noise, power quality, uncertainty.
I. INTRODUCTION
According to IEC 61000-4-7 [1], the quality of
electrical power can be assessed in a quantitative way by
evaluating proper subgroups/groups and factors based on
estimates obtained by performing a time-to-frequency
transformation through a discrete Fourier transform
(DFT). The use of the DFT implies several advantages,
including the computational efficiency attained by means
of the well-known fast Fourier transform (FFT) algorithm.
Moreover, the DFT and its properties in terms of
measurement accuracy and noise propagation have
received a lot of attention in the past literature (see for
example [2-4]).
However, it must be noticed that IEC 61000-4-7
prescribes the evaluation of harmonic and interharmonic
factors defined as nonlinear combinations of a certain
number of DFT results. This aspect leads to a considerable
analytical complexity when such indices must be
investigated with respect to their statistical properties
(e.g., when uncertainty evaluations must be performed) as
a result of the noise superimposed to the input signal
and/or added by the instrument. This point needs a proper
and systematic investigation, still missing in the related
literature (where other aspects have been investigated, see
for example [5-6]), but of great significance in relation to
the growing relevance of the power quality issue in
modern electrical engineering. Thus, the main idea
underlying the present research activity is the analytical
derivation of the statistical properties of the distortion
factors defined in [1] with respect to the noise influence.
For the sake of simplicity, as a first step analysis, the
present paper deals with a specific distortion parameter,
i.e., the so-called r.m.s. value of a harmonic subgroup [1].
The generalization of such results to other factors defined
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in [1] will be provided in future papers.
The paper is organized as follows. In Section II the
statement of the problem, in relation with the harmonic
subgroup definition, will be proposed. In Section III the
analytical derivations and results will be presented.
Numerical results will be proposed in Section IV in order
to validate the suggested approach. Finally, conclusions
will be drawn in Section V.
II. STATEMENT OF THE PROBLEM
The simplest distortion parameter defined in [1] is the
so-called r.m.s. value of a harmonic subgroup. With
reference to a 50 Hz system, the Standard [1] prescribes to
acquire 10 fundamental periods of a waveform x(t), i.e., an
observation window with duration Tw = 200 ms. This
choice leads to a DFT Xk characterized by a frequency
resolution ∆f =1/Tw=5 Hz. It is therefore implied that the
n-th harmonic in the input waveform x(t) will result in a
frequency component with order k=10n. Thus, the r.m.s.
value of the harmonic subgroup related to the n-th
harmonic is defined as:
Gsg , n = C102 n −1 + C102 n + C102 n +1 (1)
where Ck, with k=10n−1, 10n, 10n+1, are the r.m.s. values
of the k-th spectral lines obtained by means of the DFT,
i.e., Ck=|Xk|/√2, where:
2 N S −1
⎛ 2πki ⎞
Xk =
NS
∑ x(iT S ) exp⎜⎜ − j ⎟
N S ⎟⎠
(2)
i =0 ⎝
and NS is the number of acquired samples with sampling
period TS.
The harmonic subgroup Gsg,n in (1) is therefore defined
in order to take into account not only the spectral line of
interest, but also the two adjacent spectral lines. Indeed, it
is stated in [1] that this is done in order to take into
account possible amplitude fluctuations of the input
waveform within the duration of the observation window
Tw. In fact, in the case of a stationary harmonic
component, the two adjacent spectral lines are ideally
equal to zero, apart from the influence of the noise
superimposed by the instrument and/or the noise
484
characterizing the input signal. In any case, all the three where I2 is the modified second-order Bessel function of
frequency components in (1) are affected by noise. This the first kind, and A is the noise-free value of the
means that, from a statistical point of view, the harmonic harmonic subgroup, given by (1) evaluated without noise
subgroup defined in (1) must be treated as a random contribution. Notice that, for the sake of simplicity, the
variable (RV), and the derivation of the related statistical subscripts of Gsg , n have been dropped in (5).
properties is needed.
The cumulative distribution function (CDF) is given by:
III. STATISTICAL CHARACTERIZATION OF A HARMONIC
SUBGROUP ⎛ A G⎞
FG (G ) = 1 − Q3 ⎜ , ⎟ (6)
It is well-known that the real and the imaginary parts of ⎝σ σ⎠
each frequency component obtained by means of the DFT
of a signal corrupted by additive white wide-sense- where Q is the generalized Marcum function [9].
stationary noise with variance σ 2x can be approximated by Normalized expressions for the pdf and the CDF can be
Gaussian uncorrelated RVs [7] with equal variances obtained by introducing the transformation of RV g=G/σ.
The pdf and the CDF in terms of the normalized RV g can
2 2 be written [8]
σ 2DFT = σ ℜ2 {X k } = σ 2ℑ{X k } = σx (3)
NS
g3 ⎛ g 2 + ( A / σ) 2 ⎞ ⎛ A ⎞
f g (g) = exp⎜− ⎟⎟ I 2 ⎜ g ⎟ (7)
and mean values given by the deterministic components of ( A / σ)2 ⎜⎝ 2 ⎠ ⎝ σ⎠
the signal. The result in (3) can be properly generalized to
the case of locally white noise and to the use of a window
sequence to weight the sampled waveform against spectral ⎛A ⎞
Fg ( g ) = 1 − Q3 ⎜ , g ⎟ . (8)
leakage in the case of noncoherent sampling [2]. ⎝σ ⎠
In order to apply the above mentioned results to the
topic of the present paper, two main remarks are needed.
Notice that both (7) and (8) depend on the ratio A/σ.
First, three spectral lines are involved in (1), and therefore
The statistical moments of the RV G are given by [9]:
six Gaussian RVs must be combined to obtain Gsg,n (i.e.,
the RV in (1) is given by the square root of the sum of the
Γ[(6 + ν ) / 2] ⎛ ν
squares of six Gaussian RVs, two for each spectral line).
In general, this would require the knowledge of the [ ] ( )
E G ν = 2σ 2
ν/2

Γ(3)
F ⎜
1 1⎜ − ,3; −
A2 ⎞
⎟
2σ 2 ⎟⎠
correlation coefficients between such RVs. Second, thanks ⎝ 2
to the assumption of coherent sampling (ten waveform (9)
periods in the time window Tw), the use of a window
sequence to weight the sampled waveform is not needed, where ν is the order of the statistical moment, Γ is the
i.e., a rectangular window is used. In general, the use of a gamma function, and 1 F1 is the confluent hypergeometric
window sequence leads to statistical correlation between function of the first kind [9].
neighboring DFT components [2]. However, in the special Approximate expressions for the mean value and the
case of a rectangular window the correlation between DFT variance of the RV G can be derived by applying a
components is zero [2]. procedure based on the Taylor expansion [8, 10]:
It follows that the six Gaussian RVs involved in (1) are
uncorrelated, and therefore independent, RVs. Finally, it
σ 3 + ( A / σ)
2
should be observed that, due to the relation Ck=|Xk|/√2, the µ G ≅ σ 6 + ( A / σ)
2
−
[ ]
(10)
six Gaussian RVs involved in (1) have a variance 2 6 + ( A / σ )2 3 / 2
1 2 1 2
σ2 = σ DFT = σx . (4) 3 + ( A / σ)
2
2 NS σ ≅σ
2 2
. (11)
6 + ( A / σ)
G 2

Under the above assumptions, the RV (1) has a

generalized Ricean probability density function (pdf) [8- Normalized expressions, related to the RV g, can be
9]: readily obtained by dividing (10) and (11) by σ and σ2,
respectively.
G3 ⎛ G 2 + A2 ⎞ ⎛ GA ⎞ Finally, since in most applications it can be reasonably
f G (G ) = exp⎜ − ⎟I ⎜ ⎟ (5) expected that A/σ>>1, the Bessel function in (5) can be
(σA)2 ⎜⎝ 2σ2 ⎟⎠ 2 ⎝ σ2 ⎠ approximated by its asymptotic expression:

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 exp( x) 10
-2

I 2 ( x) ≈ , x >> 1 . (12)
2πx

Normalized rms amplitude

-3
10

This leads to the approximate expression for the pdf (5):

-4
10

G5 ⎛ (G − A) 2 ⎞ A
f G (G ) ≅ exp⎜⎜ − ⎟, >> 1
2πσ 2 A5 ⎝ 2σ 2 ⎟⎠ σ 10
-5
130 135 140 145 150 155 160 165 170
(13) Frequency [Hz]

Fig. 1. Example of amplitude spectrum of a signal consisting of

A similar expression can be obtained for the normalized the sum of two sine waves, at 50 and 150 Hz, and white wide-
pdf (7): sense-stationary Gaussian noise.
4
x 10
2
g 5
⎛ ( g − A / σ) 2
⎞ A numerical

f g (g) = exp⎜⎜ − ⎟⎟, >> 1 analytical

2 π( A / σ ) 5
⎝ 2 ⎠ σ

Probability density function

1.5

(14)
1

Moreover, under the assumption A/σ>>1, from (10) and

0.5
(11) we obtain µG≈A and σG≈σ.
IV. NUMERICAL RESULTS 0
6.98 7 7.02 7.04 7.06 7.08 7.1 7.12 7.14 7.16 7.18
Harmonic subgroup value x 10
-3

Some numerical simulations have been performed in

order to assess the analytical results reported in Section
III.
The analytical results were first assessed in the case of a
signal without amplitude fluctuations. To this aim, a
signal consisting of the sum of a 50-Hz sine wave with
unit normalized amplitude and the third harmonic
component at 150 Hz with normalized amplitude 0.01 was
considered. The signal was corrupted by additive zero-
mean white Gaussian noise with σx=0.001. The noisy
signal was sampled by acquiring NS=2000 samples, and
the harmonic subgroup Gsg,3 was evaluated according to
(1). The evaluation was repeated 104 times, by generating
each time a different noise sequence.
Fig. 1 shows an example of the amplitude (r.m.s.)
spectrum around 150 Hz corresponding to a randomly
selected simulation running. The spectral lines at 145 and
155 Hz are different from zero due to noise contribution.
Fig. 2 shows the numerical and the analytical pdfs of Gsg,3.
In this case A/σ≈316. In fact, A is the ideal value of Gsg,3,
given by 0.01/√2=7.07×10−3, while σ is given by
0.001/√2000=2.24×10−5 (see (3) and (4)). Therefore the
analytical pdf can be evaluated through the approximate
expression (13). The two curves put into evidence a very
good agreement.
Fig. 3 shows the time behavior of the signal defined
above in the case of an amplitude fluctuation consisting in
a 50% signal amplitude reduction at 40% of the window
duration. As far as the amplitude spectrum is concerned
(see Fig. 4), in this case the frequency components at 145
and 155 Hz take into account the amplitude fluctuation of
the signal.
Fig. 2. Pdf of the harmonic subgroup Gsg,3 related to a signal
consisting of the sum of a 50 Hz sine wave with unit amplitude,
a 150 Hz sine wave with amplitude 0.01, and white Gaussian
noise with σx=0.001.
The repeated run analysis for Gsg,3 led to the numerical
pdf shown in Fig. 5, where the analytical pdf is also
reported for comparison. Notice that in this case the ratio
A/σ is different with respect to the previous case. In fact, it
should be recalled that A is the noise-free value provided
by (1), equal to 6.35×10−3, leading to A/σ≈283. Of course,
this means that the analytical pdf can be effectively
evaluated through (13) instead of (5). Also in this case a
good agreement between the analytical and the numerical
pdfs is clear.
Finally, the same signal considered above was affected
by the amplitude fluctuation shown in Fig. 6, consisting in
a 50% amplitude reduction between 40% and 70% of the
window duration. This is sort of intermediate case with
respect to those shown previously, leading to
A=6.90×10−3, and A/σ≈308. The corresponding amplitude
spectrum, and the numerical and analytical pdfs of Gsg,3
are shown in Figs. 7 and 8, respectively.
V. CONCLUSION
The paper has proposed the probabilistic description in
analytical form of the r.m.s. value of a harmonic subgroup
as defined in the Standard [1] when the input waveform is
corrupted by additive noise. Explicit analytical
expressions have been obtained for the pdf, the CDF, and
the statistical moments of the r.m.s. value of a harmonic
subgroup.

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 1 1

0.5 0.5
Normalized amplitude

Normalized amplitude
0 0

-0.5 -0.5

-1 -1
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2 0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
Time [s] Time [s]

Fig. 3. Time behavior of a signal with amplitude fluctuation Fig. 6. Time behavior of a signal with amplitude fluctuation
consisting in a 50% reduction at 40% of the window duration. consisting in a 50% reduction between 40% and 70% of the
-3
window duration.
x 10
7
-3
x 10
7
6
Normalized rms amplitude

6
5

Normalized rms amplitude

5
4
4
3
3
2
2
1
1
0
130 135 140 145 150 155 160 165 170
Frequency [Hz] 0
130 135 140 145 150 155 160 165 170
Frequency [Hz]

Fig. 4. Amplitude spectrum of the signal represented in Fig. 3

around 150 Hz. Fig. 7. Amplitude spectrum of the signal represented in Fig. 6
around 150 Hz.
4
x 10
2 4
numerical x 10
2
analytical numerical
analytical
Probability density function

1.5
Probability density function

1.5

1
1

0.5
0.5

0
6.26 6.28 6.3 6.32 6.34 6.36 6.38 6.4 6.42 6.44
Harmonic subgroup value -3 0
x 10 6.8 6.82 6.84 6.86 6.88 6.9 6.92 6.94 6.96 6.98
Harmonic subgroup value x 10
-3

Fig. 5. Pdf of the harmonic subgroup Gsg,3 related to the signal

represented in Fig. 3. Fig. 8. Pdf of the harmonic subgroup Gsg,3 related to the signal
represented in Fig. 6.

Numerical simulations have been presented to assess [4] O. M. Solomon, “The effects of windowing and quantization error
on the amplitude of frequency-domain functions,” IEEE Trans.
the main theoretical results concerning the pdf also in the Instrum. Meas., vol. 41, pp. 932-937, December 1992.
case of a waveform with fluctuating amplitude. [5] O. M. Solomon, “The use of DFT windows in signal-to-noise ratio
Future work will be devoted to the extension of the and harmonic distortion computations,” IEEE Trans. Instrum.
analytical results to the probabilistic description of other Meas., vol. 43, pp. 194-199, April 1994.
[6] A. Bracale, G. Carpinelli, Z. Leonowicz, T. Lobos, and J. Rezmer,
distortion factors defined in [1]. “Measurement of IEC groups and subgroups using advanced
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