TY - JOUR
T1 - Simplified cross-entropy based approach for generating capacity reliability assessment
AU - De Carvalho, Leonel Magalhães
AU - González-Ferńandez, Reinaldo Andreś
AU - Leite Da Silva, Armando Martins
AU - Da Rosa, Mauro Augusto
AU - Miranda, Vladimiro
PY - 2013
Y1 - 2013
N2 - This paper presents a new algorithm to estimate the optimal importance sampling (IS) probability distribution in generating capacity reliability (GCR) problems. The proposed approach results from a combination of the cross-entropy (CE) concepts with the standard analytical GCR assessment. A mathematical analysis of the CE equations is carried out to demonstrate that the optimal change of measure or distortion can be obtained by simply dividing the annualized GCR indices for two different configurations of the generating system. Under these hypotheses, a straightforward algorithm based on fast Fourier transform is proposed to systematically obtain the optimal distorted unavailabilities for all generating units in the system. The accuracy and computational performance of the proposed approach are compared with the standard CE optimization process using different generating systems. The IEEE-RTS 79, IEEE-RTS 96, and two configurations of the Brazilian South-Southeastern system are all used for this purpose.
AB - This paper presents a new algorithm to estimate the optimal importance sampling (IS) probability distribution in generating capacity reliability (GCR) problems. The proposed approach results from a combination of the cross-entropy (CE) concepts with the standard analytical GCR assessment. A mathematical analysis of the CE equations is carried out to demonstrate that the optimal change of measure or distortion can be obtained by simply dividing the annualized GCR indices for two different configurations of the generating system. Under these hypotheses, a straightforward algorithm based on fast Fourier transform is proposed to systematically obtain the optimal distorted unavailabilities for all generating units in the system. The accuracy and computational performance of the proposed approach are compared with the standard CE optimization process using different generating systems. The IEEE-RTS 79, IEEE-RTS 96, and two configurations of the Brazilian South-Southeastern system are all used for this purpose.
KW - Cross-entropy method
KW - Generating capacity reliability
KW - Monte Carlo simulation
KW - Reliability assessment
UR - http://www.scopus.com/inward/record.url?scp=84886385870&partnerID=8YFLogxK
U2 - 10.1109/TPWRS.2012.2213618
DO - 10.1109/TPWRS.2012.2213618
M3 - Article
AN - SCOPUS:84886385870
SN - 0885-8950
VL - 28
SP - 1609
EP - 1616
JO - IEEE Transactions on Power Systems
JF - IEEE Transactions on Power Systems
IS - 2
ER -