Probabilistic Optimal Power Flow Considering the Dependence of Multiple Wind Farms Using Pair Diffusive Kernel Copula

As wind farms are commonly installed in areas with abundant wind resources,spatial dependence of wind speed among nearby wind farms should be considered when modeling a power system with large-scale wind power.In this paper,a novel bivariate non-parametric copula,and a bivariate diffusive kernel(BDK)copula are proposed to formulate the dependence between random variables.BDK copula is then applied to higher dimension using the pair-copula method and is named as pair diffusive kernel(PDK)copula,offering flexibility to formulate the complicated dependent structure of multiple random variables.Also,a quasi-Monte Carlo method is elaborated in the sampling procedure based on the combination of the Sobol sequence and the Rosen-blatt transformation of the PDK copula,to generate correlated wind speed samples.The proposed method is applied to solve probabilistic optimal power flow(POPF)problems.The effectiveness of the BDK copula is validated in copula definitions.Then,three different data sets are used in various goodness-of-fit tests to verify the superior performance of the PDK copula,which facilitates in formulating the dependence structure of wind speeds at different wind farms.Furthermore,samples obtained from the PDK copula are used to solve POPF problems,which are modeled on three modified IEEE 57-bus power systems.Compared to the Gaussian,T,and parametric-pair copulas,the results obtained from the PDK copula are superior in formulating the complicated dependence,thus solving POPF problems.

Robust extended Kalman filter with input estimation for maneuver tracking

This study investigates the problem of tracking a satellite performing unknown continuous maneuvers. A new method is proposed for estimating both the state and maneuver acceleration of the satellite. The estimation of the maneuver acceleration is obtained by the combination of an unbiased minimum-variance input and state estimation method and a low-pass filter. Then a threshold-based maneuver detection approach is developed to determinate the start and end time of the unknown maneuvers. During the maneuvering period, the estimation error of the maneuver acceleration is modeled as the sum of a fluctuation error and a sudden change error. A robust extended Kalman filter is developed for dealing with the acceleration estimate error and providing state estimation. Simulation results show that, compared with the Unbiased Minimum-variance Input and State Estimation(UMISE) method, the proposed method has the same position estimation accuracy, and the velocity estimation error is reduced by about 5 times during the maneuver period. Besides, the acceleration detection and estimation accuracy of the proposed method is much higher than that of the UMISE method.

Stochastic Economic Dispatch Considering the Dependence of Multiple Wind Farms Using Multivariate Gaussian Kernel Copula

Wind farms usually cluster in areas with abundant wind resources.Therefore,spatial dependence of wind speeds among nearby wind farms should be taken into account when modeling a power system with large-scale wind power penetration.This paper proposes a novel non-parametric copula method,multivariate Gaussian kernel copula(MGKC),to describe the dependence structure of wind speeds among multiple wind farms.Wind speed scenarios considering the dependence among different wind farms are sampled from the MGKC by the quasi-Monte Carlo(QMC)method,so as to solve the stochastic economic dispatch(SED)problem,for which an improved meanvariance(MV)model is established,which targets at minimizing the expectation and risk of fuel cost simultaneously.In this model,confidence interval is applied in the wind speed to obtain more practical dispatch solutions by excluding extreme scenarios,for which the quantile-copula is proposed to construct the confidence interval constraint.Simulation studies are carried out on a modified IEEE 30-bus power system with wind farms integrated in two areas,and the results prove the superiority of the MGKC in formulating the dependence among different wind farms and the superiority of the improved MV model based on quantilecopula in determining a better dispatch solution.