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A Stochastic Control Approach to Include Transfer Limits in Power System Operation
KTH, School of Electrical Engineering (EES), Electric Power Systems.
2011 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

The main function of the power grid is to transfer electric energy from generating facilities to consumers. To have a reliable and economical supply of electricity, large amounts of electric energy often have to be transferred over long distances.

The transmission system has a limited capacity to transfer electric power, called the transfer capacity. Severe system failures may follow if the transfer capacity is reached during operation.

Due to uncertainties, such as the random failure of system components, the transfer capacity for the near future is not readily determinable. Also, due to market principles, and reaction times and ramp rates of production facilities, power flow control is not fully flexible. Therefore, a transfer limit, which is below the transfer capacity, is decided and preventative actions are taken when the transfer reaches this limit.

In this thesis an approach to deciding an optimal strategy for power flow control through activation of regulating bids on the regulating power market is outlined. This approach leads to an optimal definition of transfer limits as the boundary between the domain where no bid should be activated and the domains where bids should be activated. The approach is based on weighing the expected cost from system failures against the production cost. This leads to a stochastic impulse control problem for a Markov process in continuous time.

The proposed method is a novel approach to decide transfer limits in power system operation. The method is tested in a case study on the IEEE 39 bus system, that shows promising results.

In addition to deciding optimal transfer limits, it is also investigated how the transfer capacity can be enhanced by controlling components in the power system to increase stability.

Place, publisher, year, edition, pages
Stockholm: KTH Royal Institute of Technology , 2011. , xi, 67 p.
Series
Trita-EE, ISSN 1653-5146 ; 2011:070
Keyword [en]
Frequency control, power regulating market, power system operation, power system security, stochastic impulse control, transfer capacity, transfer limit
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-41986ISBN: 978-91-7501-132-5 (print)OAI: oai:DiVA.org:kth-41986DiVA: diva2:445740
Public defence
2011-11-07, F3, Lindstedtsv 26, entréplan, KTH, S, 10:00 (English)
Opponent
Supervisors
Note
QC 20111010Available from: 2011-10-10 Created: 2011-10-04 Last updated: 2011-10-10Bibliographically approved
List of papers
1.
The record could not be found. The reason may be that the record is no longer available or you may have typed in a wrong id in the address field.
2. Analysis of transfer-limit induced power system security by Markov chain Monte Carlo simulation
Open this publication in new window or tab >>Analysis of transfer-limit induced power system security by Markov chain Monte Carlo simulation
2012 (English)In: European transactions on electrical power, ISSN 1430-144X, E-ISSN 1546-3109, Vol. 22, no 2, 140-151 p.Article in journal (Refereed) Published
Abstract [en]

Adequate security margins are commonly applied in power systems by keeping predefined transfer limits through certain transmission corridors in the system. These limits are often set to keep the criterion stating that the system should remain stable after the loss of any component. For many stability criteria such as, voltage stability, and voltage limits at specific nodes, the distribution of the injected power amongst the nodes of the system will be of vital importance. To incorporate this into the analysis of transfer limits the uncertainties in nodal loading and wind power production will have to be considered. In this article we propose a new method for generating samples of the power at all nodes given a set of transfers through specified corridors of the power system. It is then shown how the method can be used to evaluate the risk of violating the system stability limits induced by choosing a specific set of transfer limits. The method can be used in power system operations planning when setting the limits for trading and transfer between the different nodes of the power system.

Keyword
power system security, net transfer capacity, Markov chain Monte Carlo, voltage instability
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-41976 (URN)10.1002/etep.551 (DOI)000302015200003 ()2-s2.0-84859104327 (Scopus ID)
Funder
StandUp
Note

QC 20120503

Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2017-12-08Bibliographically approved
3. Risk estimation of the distance to voltage instability using a second order approximation of the saddle-node bifurcation surface
Open this publication in new window or tab >>Risk estimation of the distance to voltage instability using a second order approximation of the saddle-node bifurcation surface
2011 (English)In: Electric power systems research, ISSN 0378-7796, E-ISSN 1873-2046, Vol. 81, no 2, 625-635 p.Article in journal (Refereed) Published
Abstract [en]

Prevention of voltage instability in electric power systems is an important objective that the systemoperators have to meet. Under certain circumstances the operating point of the power system may startdrifting towards the set of voltage unstable operating points. If no preventive measures are taken, aftersome time, the operating point may eventually become voltage unstable. It will thus be preferable to havea measure of the risk of voltage collapse in future loading states. This paper presents a novel method forestimation of the probability distribution of the load-space distance to the point where voltage instabilityinduced by saddle-node bifurcation occurs. Another result of the method is an estimate of the probabilitydistribution of the time to voltage instability for a power system with uncertain future loading scenarios.The method uses a second order approximation of the saddle-node bifurcation surface. The proposedmethod can be used in power system security assessments.

Keyword
Voltage stability, Point of collapse, Saddle-node bifurcation, Stochastic load modeling, Switching loadability limit, Ornstein-Uhlenbeck process
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-41978 (URN)10.1016/j.epsr.2010.10.021 (DOI)000286962700043 ()2-s2.0-78650609682 (Scopus ID)
Note
QC 20111007Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2017-12-08Bibliographically approved
4. On the validity of local approximations of the power system loadability surface
Open this publication in new window or tab >>On the validity of local approximations of the power system loadability surface
2011 (English)In: IEEE Transactions on Power Systems, ISSN 0885-8950, E-ISSN 1558-0679, Vol. 26, no 4, 2143-2153 p.Article in journal (Refereed) Published
Abstract [en]

Power system voltage security assessment is generally applied by considering the power system loadability surface. For a large power system, the loadability surface is a complicated hyper-surface in parameter space, and local approximations are a necessity for any analysis. Unfortunately, inequality constraints due to for example generator overexitation limiters and higher codimension bifurcations makes the loadability surface nonsmooth. This makes the use of local approximations limited and calls for a method for estimating the distance to a nonsmooth part of the surface. This paper suggests a method for calculating the distance from a point on the loadability surface to the closest point of nonsmoothness of the loadability surface.

Keyword
Terms—Corner point, loadability surface, saddle-node bifurcation, switching loadability limit, voltage stability assessment
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-41979 (URN)10.1109/TPWRS.2011.2115259 (DOI)000298784500040 ()2-s2.0-80054935524 (Scopus ID)
Note
QC 20111221Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2017-12-08Bibliographically approved
5. Importance Sampling of Injected Powers for Electric Power System Security Analysis
Open this publication in new window or tab >>Importance Sampling of Injected Powers for Electric Power System Security Analysis
2011 (English)In: IEEE Transactions on Power Systems, ISSN 0885-8950, E-ISSN 1558-0679, Vol. 27, no 1, 3-11 p.Article in journal (Refereed) Published
Abstract [en]

Power system security analysis is often strongly tied with contingency analysis. To improve Monte Carlo simulation, many different contingency selection techniques have been proposed in the literature.

National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-41980 (URN)10.1109/TPWRS.2011.2162654 (DOI)000299506300001 ()2-s2.0-84856294142 (Scopus ID)
Note
QC 20120227Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2017-12-08Bibliographically approved
6. Optimal activation of regulating bids to handle bottlenecks in power system operation
Open this publication in new window or tab >>Optimal activation of regulating bids to handle bottlenecks in power system operation
2012 (English)In: Electric power systems research, ISSN 0378-7796, E-ISSN 1873-2046, Vol. 83, no 1, 151-159 p.Article in journal (Refereed) Published
Abstract [en]

In this article we investigate how to optimally activate regulating bids to handle bottlenecks inpower system operation. This will lead to an optimal stopping problem, and activation of aregulating bid is to be performed when the transfer through a specific system bottleneck reachesa certain value. Compared to previous research in the area the work presented in this articleincludes a more detailed model of the structure of the regulating market, and reaction times ofactors on the regulating market is taken into consideration. The emphasis of the presentation willbe application to a two area test system. The method is compared to Monte Carlo simulation ina numerical example. The example shows a promising result for the suggested method.

Keyword
Net transfer capacity, stochastic nodal loading, reliability, optimal stopping
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-41983 (URN)10.1016/j.epsr.2011.10.015 (DOI)000300129700019 ()2-s2.0-84355162729 (Scopus ID)
Funder
StandUp
Note

QC 20120330

Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2017-12-08Bibliographically approved
7. A Stochastic Control Approach to Manage Operational Risk in Power Systems
Open this publication in new window or tab >>A Stochastic Control Approach to Manage Operational Risk in Power Systems
(English)Manuscript (preprint) (Other academic)
Abstract [en]

In this article the novel method Operational Risk Managing Optimal Power Flow (ORMOPF), for minimizing the expected cost of power system operation, is proposed. In contrast to previous research in the area, the proposed method does not use a security criterion. Instead the expected cost of operation includes expected costs of system failures.

This will lead to more flexible operating limits, giving a more adequate balance between risk and economic benefit of transmission.

The method assumes a set of observable system variables such as transfers through specific transmission corridors, system frequency, or distance to a bifurcation surface. Then impulse control is applied to find an optimal strategy for activation of tertiary reserves, based on the values of the observables.

Keyword
Net transmission capacity, OPF, ORMOPF, power system security, SCOPF, tertiary reserves
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-41984 (URN)
Note
QS 2011Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2011-10-10Bibliographically approved
8. Irreversible Investments with Delayed Reaction: An Application to Generation Re-Dispatch in Power System Operation
Open this publication in new window or tab >>Irreversible Investments with Delayed Reaction: An Application to Generation Re-Dispatch in Power System Operation
2014 (English)In: Mathematical Methods of Operations Research, ISSN 1432-2994, E-ISSN 1432-5217, Vol. 79, no 2, 195-224 p.Article in journal (Refereed) Published
Abstract [en]

In this article we consider how the operator of an electric power system should activate bids on the regulating power market in order to minimize the expected operation cost. Important characteristics of the problem are reaction times of actors on the regulating market and ramp-rates for production changes in power plants. Neglecting these will in general lead to major underestimation of the operation cost. Including reaction times and ramp-rates leads to an impulse control problem with delayed reaction. Two numerical schemes to solve this problem are proposed. The first scheme is based on the least-squares Monte Carlo method developed by Longstaff and Schwartz (Rev Financ Stud 14:113-148, 2001). The second scheme which turns out to be more efficient when solving problems with delays, is based on the regression Monte Carlo method developed by Tsitsiklis and van Roy (IEEE Trans Autom Control 44(10):1840-1851, 1999) and (IEEE Trans Neural Netw 12(4):694-703, 2001). The main contribution of the article is the idea of using stochastic control to find an optimal strategy for power system operation and the numerical solution schemes proposed to solve impulse control problems with delayed reaction.

National Category
Probability Theory and Statistics
Identifiers
urn:nbn:se:kth:diva-41985 (URN)10.1007/s00186-013-0459-0 (DOI)000336741900004 ()2-s2.0-84898829108 (Scopus ID)
Note

Updated from "Manuscript" to article. QC 20140627

Available from: 2011-10-04 Created: 2011-10-04 Last updated: 2017-12-08Bibliographically approved
9. Optimal distribution of primary control participation with respect to voltage stability
Open this publication in new window or tab >>Optimal distribution of primary control participation with respect to voltage stability
2010 (English)In: Electric power systems research, ISSN 0378-7796, E-ISSN 1873-2046, Vol. 80, no 11, 1357-1363 p.Article in journal (Refereed) Published
Abstract [en]

In competitive electricity markets the transmission system will at times be heavily loaded. At these occasions prevention of voltage instability is an important objective that the system operator has to meet. In this paper a method for finding the primary control participation that maximizes the margin from an operating point to the saddle-node bifurcation surface is proposed. The arising optimization problem is solved using a steepest descent method. The proposed method can find its applications both in generation planning and in real-time operation of electric power systems.

Keyword
Voltage stability, Critical nodal loading, Saddle-node bifurcation, Stochastic load modeling
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-26895 (URN)10.1016/j.epsr.2010.05.008 (DOI)000280875900005 ()2-s2.0-77955432424 (Scopus ID)
Note
QC 20101130Available from: 2010-11-30 Created: 2010-11-29 Last updated: 2017-12-12Bibliographically approved
10. Transfer capacity enhancement by adaptive coordinated controlof HVDC-links based on forecasted load paths
Open this publication in new window or tab >>Transfer capacity enhancement by adaptive coordinated controlof HVDC-links based on forecasted load paths
2011 (English)In: European transactions on electrical power, ISSN 1430-144X, E-ISSN 1546-3109, Vol. 21, no 3, 1455-1466 p.Article in journal (Refereed) Published
Abstract [en]

Due to the intensive use of the transmission networks one of the major issues in electric energy trading is bottlenecks limiting the transfer capacity between different system areas. In this article, a new method for increasing transfer capacity is suggested. The increase in transfer capacity is obtained by an adaptive coordinated modulation control of multiple HVDC-links in the system. The control method is based on maximizing the distance to the bifurcation surface by adjusting the feedback gain of the HVDC-links modulation controllers. The system is linearized along the forecasted load path. The feedback gains are then chosen in such a way that system remains stable, in a small signal sense, as long as possible along the forecasted load path. The arising optimization problem is then solved using a particle swarm optimization method. If the load is predicted to increase, instability will eventually occur when the loading reaches a critical limit. Using the proposed control method the point in load-space where instability occur will be at a significantly higher loading level. The main contribution of this paper is the proposed new method for adaptively coordinating the power modulation of multiple HVDC-links in a power system, to enhance the total transfer capacity. This in turn will lead to a possibility to increase the traded volumes on the electricity market.

Keyword
transfer capacity, bifurcation surface, coordinated control, HVDC, stochastic nodal loading, Monte Carlo simulation
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
urn:nbn:se:kth:diva-30619 (URN)10.1002/etep.511 (DOI)000290234100008 ()2-s2.0-79955444469 (Scopus ID)
Note

QC 20110302 QC 20110609

Available from: 2011-03-01 Created: 2011-03-01 Last updated: 2017-12-11Bibliographically approved

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