Convergence Analysis and Comparison of Sequential and Nonsequential Monte-Carlo Simulation for Bulk Power System Reliability Assessment
Zhao Yuan1, Zhou Jiaqi1, Liu Zhihong2
1. State Key Laboratory of Power Transmission Equipment & System Security and New Technology Chongqing University Chongqing 400044 China 2. Yangjiaping Power Supply Bureau of Chongqing Electric Company Chongqing 400050 China
Abstract：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.
赵渊, 周家启, 刘志宏. 大电网可靠性的序贯和非序贯蒙特卡洛仿真的收敛性分析及比较[J]. 电工技术学报, 2009, 24(11): 127-133.
Zhao Yuan, Zhou Jiaqi, Liu Zhihong. Convergence Analysis and Comparison of Sequential and Nonsequential Monte-Carlo Simulation for Bulk Power System Reliability Assessment. Transactions of China Electrotechnical Society, 2009, 24(11): 127-133.
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2009, Vol. 24 
