电工技术学报
電工技術學報
전공기술학보
TRANSACTIONS OF CHINA ELECTROTECHNICAL SOCIETY
2009年
11期
127-133
,共7页
可靠性评估%蒙特卡洛仿真%收敛性%置信区间
可靠性評估%矇特卡洛倣真%收斂性%置信區間
가고성평고%몽특잡락방진%수렴성%치신구간
Reliability assessment%Monte-Carlo simulation%convergence%confidence interval
深入研究了大电网可靠性评估的序贯和非序贯蒙特卡洛仿真方法的收敛特性,分析了两种方法的计算精度(方差系数)和样本容量(仿真总年数或状态抽样总数)的概率不确定性关系,基于同分布的中心极限定理推导了计算精度和样本容量的置信区间公式,得出结论:①序贯蒙特卡洛仿真的收敛性取决于可靠性指标的标准方差与其期望值的比值,该比值越小,则收敛越快;②非序贯蒙特卡洛仿真的收敛性取决于失负荷概率(LOLP)期望值的大小,该值越大,则收敛越快.通过对RBTS、IEEE-RTS 79和IEEE-RTS 96可靠性测试系统的评估分析验证了本文结论的正确性.
深入研究瞭大電網可靠性評估的序貫和非序貫矇特卡洛倣真方法的收斂特性,分析瞭兩種方法的計算精度(方差繫數)和樣本容量(倣真總年數或狀態抽樣總數)的概率不確定性關繫,基于同分佈的中心極限定理推導瞭計算精度和樣本容量的置信區間公式,得齣結論:①序貫矇特卡洛倣真的收斂性取決于可靠性指標的標準方差與其期望值的比值,該比值越小,則收斂越快;②非序貫矇特卡洛倣真的收斂性取決于失負荷概率(LOLP)期望值的大小,該值越大,則收斂越快.通過對RBTS、IEEE-RTS 79和IEEE-RTS 96可靠性測試繫統的評估分析驗證瞭本文結論的正確性.
심입연구료대전망가고성평고적서관화비서관몽특잡락방진방법적수렴특성,분석료량충방법적계산정도(방차계수)화양본용량(방진총년수혹상태추양총수)적개솔불학정성관계,기우동분포적중심겁한정리추도료계산정도화양본용량적치신구간공식,득출결론:①서관몽특잡락방진적수렴성취결우가고성지표적표준방차여기기망치적비치,해비치월소,칙수렴월쾌;②비서관몽특잡락방진적수렴성취결우실부하개솔(LOLP)기망치적대소,해치월대,칙수렴월쾌.통과대RBTS、IEEE-RTS 79화IEEE-RTS 96가고성측시계통적평고분석험증료본문결론적정학성.
The convergence performance of sequential and non-sequential Monte Carlo simulation for power grid reliability assessment is researched in detail. The probabilistic dependence relationship between computation accuracy (variance coefficient) and sample size (total years simulated or the sampling amount of states) of the two methods is analyzed. Based on the central limit theorem, the confidence interval formulae for computation accuracy and sample size of the two methods are derived, and then the conclusion is obtained: ①the convergence of sequential Monte Carlo simulation depends on the ratio of standard variance of reliability index to its expected value, the smaller the ratio, the better the convergence performance; ②the convergence of non-sequential Monte Carlo simulation depends on the expected value of loss of load probability (LOLP), the larger the value, the faster the convergence. By means of the assessment analysis in RBTS, IEEE-RTS 79 and IEEE-RT S96 test systems, the correctness of the proposed method is verified.