基于交叉熵的蒙特卡洛法在发电系统充裕度评估中的应用  

Application of Monte Carlo simulation based on cross-entropy methods in generating system adequacy evaluation

作　　者：王景辰[1] 李孝全[1] 杨洋[2] 刘进[1] 孙安全[1] 王君[1] 

机构地区：[1]空军工程大学防空反导学院,陕西西安710051 [2]长安大学信息工程学院,陕西西安710064

出　　处：《电力系统保护与控制》2013年第20期75-79,共5页Power System Protection and Control

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.

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 

分 类 号：TM732[电气工程—电力系统及自动化]