论文标题

在连续的随机干扰下对动态动力系统的快速蒙特卡洛模拟

Fast Monte Carlo Simulation of Dynamic Power Systems Under Continuous Random Disturbances

论文作者

Qiu, Yiwei, Lin, Jin, Chen, Xiaoshuang, Liu, Feng, Song, Yonghua

论文摘要

可再生生成的连续时间随机干扰对电力系统动态行为产生重大影响。在评估这种影响时,必须将干扰视为连续的随机过程,而不是随着时间而变化以确保准确性的随机变量。蒙特卡洛模拟(MCS)是一种评估可以对商业电源系统仿真软件执行的影响的非感染方法,并且易于使用电源,但在计算上很麻烦。已经引入了快速采样方法,例如拉丁高管采样(LHS),以加快采样随机变量的速度,但不能应用于样品连续干扰。为了克服这一限制,本文提出了一种快速MCS方法,该方法使LHS能够加快采样的连续干扰,该方法基于干扰的ITô过程模型以及通过独立的正常随机变量的函数的ITô过程近似。 IEEE 39总线系统的案例研究表明,与传统MC相比,在评估系统动态响应的期望和差异时,所提出的方法的收敛速度是47.6和6.7倍。

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of random variables that do not vary with time to ensure accuracy. Monte Carlo simulation (MCs) is a nonintrusive method to evaluate such impact that can be performed on commercial power system simulation software and is easy for power utilities to use, but is computationally cumbersome. Fast samplings methods such as Latin hypercube sampling (LHS) have been introduced to speed up sampling random variables, but yet cannot be applied to sample continuous disturbances. To overcome this limitation, this paper proposes a fast MCs method that enables the LHS to speed up sampling continuous disturbances, which is based on the Itô process model of the disturbances and the approximation of the Itô process by functions of independent normal random variables. A case study of the IEEE 39-Bus System shows that the proposed method is 47.6 and 6.7 times faster to converge compared to the traditional MCs in evaluating the expectation and variance of the system dynamic response.

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