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3 Probabilistic Optimal Power Flow Model for
Grid-Connected Induction Wind Power System
The objective function of the POPF including wind farms is formulated as the
minimization of the total fuel cost for conventional generation
min
i∈S G
( a 2 i P Gi + a 1 i P Gi + a 0 i )
(5)
where S G is the set of power generation, P Gi is the output of conventional
generator's real power in i th generator, a 2 i , a 1 i and a 0 i are the generation cost
coecients, respectively. If wind farm is connected at i th ( i
N w ) bus, the
corresponding power flow equations for grid-connected induction wind power
system are given by
P ei ( e i ,f i ,s i ) −P Di −P i ( e,f,t )=0
Q ei ( e i ,f i ,s i )
Q Di
Q i ( e,f,t )=0
,i∈ N w
(6)
P mi
P ei ( e i ,f i ,s i )=0
where P mi and P ei are the mechanical power of wind turbine and the electrical
power of wind generator at the i th bus, N w is the set of the buses connected
with wind farm, P Di and Q Di are real and reactive load, node powers P i and Q i
are the function of the real part e , imaginary part f of node voltage and ratio
t , respectively. Real and reactive power generations, ratios, voltage amplitudes
and line currents are limited due to equipment and system constraints
P min
Gi
P Gi
P max
Gi i
S G
Q min
Q max
Gi
Q Gi
Gi i
S G
t min
t max
ij
ij
t ij
( i,j )
S T
(7)
( V i ) min
( e i + f i )
( V i ) max i
S N
I ij
( I ij ) max ( i,j )
S L
where S T , S N and S L are the set of the transformers, the system nodes and the
restricted line, respectively.
4 Cholesky Factorization Method
For N dimension random vector M in the power system, including generator
outputs, and load real and reactive powers, its covariance matrix C M is given
by:
C M = E ( MM T )= R
(8)
where R is a symmetric matrix. The matrix R can be obtained by the Cholesky
Factorization method [10], i.e., R = LL T , where the Cholesky Factor L is a
lower triangular matrix. Suppose that W is an N dimension random vector with
variance equal to one and independent mutually, i.e.,
C W = E ( WW T )= I
(9)
 
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