TY - GEN
T1 - Risk-limiting power grid control with an ARMA-based prediction model
AU - Ono, Masahiro
AU - Topcu, Ufuk
AU - Yo, Masaki
AU - Adachi, Shuichi
PY - 2013
Y1 - 2013
N2 - This paper is concerned with the risk-limiting operation of electric power grids with stochastic uncertainties due to, for example, demand and integration of renewable generation. The main contribution is incorporating autoregressive- moving-average (ARMA) type prediction models for the underlying uncertainties into chance-constrained, finitehorizon optimal control. This uncertainty model leads to a more (compared to existing work in literature) careful treatment of correlation in time which is significant especially in renewable generation yet has attracted limited attention. The paper first discusses how the resulting chance-constrained optimization problems can be solved computationally and demonstrates the effects of the use of the proposed prediction models through simulation-based case studies with realistic data.
AB - This paper is concerned with the risk-limiting operation of electric power grids with stochastic uncertainties due to, for example, demand and integration of renewable generation. The main contribution is incorporating autoregressive- moving-average (ARMA) type prediction models for the underlying uncertainties into chance-constrained, finitehorizon optimal control. This uncertainty model leads to a more (compared to existing work in literature) careful treatment of correlation in time which is significant especially in renewable generation yet has attracted limited attention. The paper first discusses how the resulting chance-constrained optimization problems can be solved computationally and demonstrates the effects of the use of the proposed prediction models through simulation-based case studies with realistic data.
UR - http://www.scopus.com/inward/record.url?scp=84902352169&partnerID=8YFLogxK
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U2 - 10.1109/CDC.2013.6760666
DO - 10.1109/CDC.2013.6760666
M3 - Conference contribution
AN - SCOPUS:84902352169
SN - 9781467357173
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 4949
EP - 4956
BT - 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 52nd IEEE Conference on Decision and Control, CDC 2013
Y2 - 10 December 2013 through 13 December 2013
ER -