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A robust reserve scheduling technique for power systems with high wind penetration

Author(s):

K. Margellos, T. Haring, P. Hokayem, M. Schubiger, J. Lygeros, G. Andersson
Conference/Journal:

Probabilistic Methods Applied to Power Systems (PMAPS), Istanbul, Turkey
Abstract:

In this paper a novel algorithm to determine the minimum cost reserves for power systems with high wind penetration, is presented. We first determine the status and schedule of each generating unit by solving a deterministic unit commitment problem, where only the wind power forecast is taken into account. Having then computed the generation schedule, we formulate a linear stochastic program with chance constraints, whose solution provides the level of reserves to achieve production-demand balance with a certain probability. To solve the resulting optimization program, a Markov chain based model for the wind power error is constructed, and the “scenario approach” is employed, leading to a tractable optimization problem with probabilistic performance guarantees. The efficiency of the proposed approach is compared with benchmark techniques via Monte Carlo simulations. Two different market implementations are considered; a day-ahead and an intra-day market. The improvement afforded by the additional information that the intra-day market provides, is quantified in terms of reserve cost, load shedding and wind generation spillage.

Year:

2012
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@Article { MarEtal:2012:IFA_4029,
    author={K. Margellos and T. Haring and P. Hokayem and M. Schubiger and J.
	  Lygeros and G. Andersson},
    title={{A robust reserve scheduling technique for power systems
	  with high wind penetration}},
    journal={NONE},
    year={2012},
    volume={},
    number={},
    pages={},
    month=jun,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=4029}
}
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