ESTIMATION OF THE DERIVATIVES OF GENERATION SYSTEM RELIABILITY INDEXES IN MONTE-CARLO SIMULATION

Planning and scheduling of power system operation for future loads inv olves extensive studies of reliability analysis and production costing to ensure secure and economical supply of electric energy. Sensitivit y analysis plays an important role in fine tuning the operating plans in the presence of various uncertainties. In this paper, the applicati on of a recently developed technique known as Perturbation Analysis (P A) to the generation system reliability analysis using Monte Carlo sim ulation is presented. Specifically, the PA is used to find the derivat ives of some of the reliability indices. Starting with a general intro duction of the Monte Carlo simulation, the power system model for the application of PA is described. This is followed by a thorough discuss ion of the generation and propagation of perturbations to estimate the derivatives during the chronological simulation. A numerical example is presented in which the PA derivative estimates of a 6 unit thermal system are compared to the estimates obtained from analytical methods. The paper concludes with the suggestions for future work needed to ex pand the application of PA in this area.