Higher-order statistics for power systems: Effects of the sampling frequency on ergodicity

• High-order statistics have been applied to power systems.
• Sampling freq has to be carefully chosen to guarantee ergodicity and stationarity.
• Applications have been presented to illustrate non-ergodic sampled signals.

The quality of the energy produced is of the highest importance. In this study, we analyzed the actual application of statistical signal processing methods. In general, these methods require estimates of the statistics involved in a first step by using a time sequence for a single measurement (realization), so ergodicity must hold. Thus, we focused on the ergodicity condition to estimate higher-order statistics, particularly third and fourth order statistics. We demonstrated the influence of the sampling frequency on the ergodicity of the sampled signal based on examples involving power systems and components. Our novel method based on higher-order statistics may facilitate new approaches to the analysis of ergodicity in power systems.