摘要
针对传统蒙特卡洛法对稀有事件的敏感性等问题,提出了一种基于交叉熵的蒙特卡洛法,将其应用于发电系统充裕度评估中。基本思想是使用重要抽样密度函数,通过求解最优问题获得该函数的最优参数,从而提高传统蒙特卡洛法的抽样效率。最后使用可靠性测试系统IEEE-RTS以及修改后的测试系统对提出的方法进行验证,将仿真结果与使用传统蒙特卡洛法得到的结果进行比较,表明该方法在保证评估精度的基础上大大提高了计算速度。
Due to the sensitivity of traditional Monte Carlo simulation （MCS） in tackling with rare event, this paper presents a new Monte Carlo simulation approach based on cross-entropy （CE） method to evaluate the generating system adequacy. The basic idea is to use a new importance sampling density function, whose parameters are obtained from an optimization process that minimizes the computational effort of MCS approach. The IEEE Reliability Test System is used to test the proposed methodology, and also various modifications of this system are created to fully verify the ability of the proposed approach against the traditional MCS. The comparison demonstrates that the proposed CE-based MCS method improves the calculation speed greatly while ensuring the evaluation accuracy.
出处
《电力系统保护与控制》
EI
CSCD
北大核心
2013年第20期75-79,共5页
Power System Protection and Control
关键词
电力系统
充裕度
可靠性评估
蒙特卡洛法
交叉熵方法
重要抽样
power system
adequacy
reliability evaluation
Monte-Carlo simulation
cross-entropy methods
importance sampling
