Title :
A Markov-Chain Monte-Carlo technique for probabilistic load flow calculation
Author :
Mori, Hisamichi ; Wenjun Jiang
Author_Institution :
Dept. of Electron. & Bioinf., Meiji Univ., Kawasaki, Japan
Abstract :
In this paper, a new method is proposed for the probabilistic load flow calculation in power systems. The proposed method is based on a hybrid technique that consists of Markov Chain Mont Carlo (MCMC), deterministic annealing expectation maximization (DAEM) algorithm to evaluate the effect of uncertainties of input variables on the output ones and in the nonlinear load flow. MCMC is useful for generating the samples from an arbitrary probabilistic distribution function (PDF) to reflect the non-Gaussian PDF and the nonlinear correlation. DAEM evaluates the maximum likelihood estimate of the non-Gaussian PDF. The proposed method is successfully applied to a sample system.
Keywords :
Markov processes; Monte Carlo methods; expectation-maximisation algorithm; load flow; power systems; probability; DAEM algorithm; MCMC technique; Markov Chain Mont Carlo technique; deterministic annealing expectation maximization; maximum likelihood estimate; nonGaussian PDF; nonlinear correlation; nonlinear load flow; power system; probabilistic distribution function; probabilistic load flow calculation; Correlation; Estimation; Monte Carlo methods;
Conference_Titel :
Circuits and Systems (MWSCAS), 2011 IEEE 54th International Midwest Symposium on
Conference_Location :
Seoul
Print_ISBN :
978-1-61284-856-3
Electronic_ISBN :
1548-3746
DOI :
10.1109/MWSCAS.2011.6026451