Importance Sampling of Injected Powers for Electric Power System Security Analysis

Power system security analysis is often strongly tied with contingency analysis. To improve Monte Carlo simulation, many different contingency selection techniques have been proposed in the literature. However, with the introduction of more variable generation sources such as wind power and due to fast changing loads, power system security analysis will also have to incorporate sudden changes in injected powers that are not due to generation outages. In this paper, we use importance sampling for injected-power simulation to estimate the probability of system failure given a power system grid state. A comparison to standard crude Monte Carlo simulation is also performed in a numerical example and indicates a major increase in simulation efficiency when using the importance sampling technique proposed in the paper.