中国电机工程学报2017，Vol.37Issue(7)：1963-1973,11.DOI:10.13334/j.0258-8013.pcsee.160230
电网可靠性非序贯蒙特卡洛仿真的扩展交叉熵法
An Extended Cross Entropy Method for Non-sequential Monte Carlo Simulation of Power System Reliability Assessment
摘要
Abstract
By estimating the optimal sampling probability density function (OS-PDF) for failure events, the cross-entropy method (CEM) has been utilized to overcome the rareness of failure events and accelerate the convergence of the non-sequential Monte Carlo simulation for power system reliability evaluation. The existing CEM can be applied to two-state discrete component state variables which follows Bernoulli distribution (such as the two-state state variable of transmission line), but cannot be applied to multi-state discrete (such as the multi-state generator state variable including derated state) or continuous component state variables (such as wind state variables and load state variables).Thus, this paper proposed an extended cross entropy method (ECEM) which was able to estimate the OS-PDFs for both discrete and continuous component state variables, to expand the application of CEM. Moreover, the proposed method used the system states sampled at both pre-sampling and optimal-sampling processes to calculate reliability indices, so as to enhance the evaluation efficiency. Considering the derated state of generators and the random variation of wind and load, the proposed method is tested by using IEEE-RTS79.关键词
可靠性评估/交叉熵/扩展交叉熵/蒙特卡罗仿真Key words
reliability assessment/cross entropy method/extended cross entropy method/Monte Carlo simulation分类
信息技术与安全科学引用本文复制引用
赵渊,王洁,耿莲,元一平,双滟杰..电网可靠性非序贯蒙特卡洛仿真的扩展交叉熵法[J].中国电机工程学报,2017,37(7):1963-1973,11.基金项目
国家自然科学基金项目(50977094). Project Supported by National Natural Science Foundation of China (50977094). （50977094）
