Gradient-based particle filter algorithm for an ARX model with nonlinear communication output

A stochastic gradient (SG)-based particle filter (SG-PF) algorithm is developed for an ARX model with nonlinear communication output in this paper. This ARX model consists of two submodels, one is a linear ARX model and the other is a nonlinear output model. The process outputs (outputs of the linear submodel) transmitted over a communication channel are unmeasurable, while the communication outputs (outputs of the nonlinear submodel) are available, and both of the twotype outputs are contaminated by white noises. Based on the rich input data and the available communication output data, a SG-PF algorithm is proposed to estimate the unknown process outputs and parameters of the ARX model. Furthermore, a direct weight optimization method and the Epanechnikov kernel method are extended to modify the particle filter when the measurement noise is a Gaussian noise with unknown variance and the measurement noise distribution is unknown. The simulation results demonstrate that the SG-PF algorithm is effective

Measurements, Models, Systems and Design

531 s.

Wind Power Forecasting : State-Of-The-Art 2009.

Many countries and regions are introducing policies aimed at reducing the environmental footprint from the energy sector and increasing the use of renewable energy. In the United States, a number of initiatives have been taken at the state level, from renewable portfolio standards (RPSs) and renewable energy certificates (RECs), to regional greenhouse gas emission control schemes. Within the U.S. Federal government, new energy and environmental policies and goals are also being crafted, and these are likely to increase the use of renewable energy substantially. The European Union is pursuing implementation of its ambitious 20/20/20 targets, which aim (by 2020) to reduce greenhouse gas emissions by 20% (as compared to 1990), increase the amount of renewable energy to 20% of the energy supply, and reduce the overall energy consumption by 20% through energy efficiency. With the current focus on energy and the environment, efficient integration of renewable energy into the electric power system is becoming increasingly important. In a recent report, the U.S. Department of Energy (DOE) describes a model-based scenario, in which wind energy provides 20% of the U.S. electricity demand in 2030. The report discusses a set of technical and economic challenges that have to be overcome for this scenario to unfold. In Europe, several countries already have a high penetration of wind power (i.e., in the range of 7 to 20% of electricity consumption in countries such as Germany, Spain, Portugal, and Denmark). The rapid growth in installed wind power capacity is expected to continue in the United States as well as in Europe. A large-scale introduction of wind power causes a number of challenges for electricity market and power system operators who will have to deal with the variability and uncertainty in wind power generation when making their scheduling and dispatch decisions. Wind power forecasting (WPF) is frequently identified as an important tool to address the variability and uncertainty in wind power and to more efficiently operate power systems with large wind power penetrations. Moreover, in a market environment, the wind power contribution to the generation portofolio becomes important in determining the daily and hourly prices, as variations in the estimated wind power will influence the clearing prices for both energy and operating reserves. With the increasing penetration of wind power, WPF is quickly becoming an important topic for the electric power industry. System operators (SOs), generating companies (GENCOs), and regulators all support efforts to develop better, more reliable and accurate forecasting models. Wind farm owners and operators also benefit from better wind power prediction to support competitive participation in electricity markets against more stable and dispatchable energy sources. In general, WPF can be used for a number of purposes, such as: generation and transmission maintenance planning, determination of operating reserve requirements, unit commitment, economic dispatch, energy storage optimization (e.g., pumped hydro storage), and energy trading. The objective of this report is to review and analyze state-of-the-art WPF models and their application to power systems operations. We first give a detailed description of the methodologies underlying state-of-the-art WPF models. We then look at how WPF can be integrated into power system operations, with specific focus on the unit commitment problem