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Abstract—There is growing interest in combining deterministic assessment consists of determining if the system oscillations
considerations with probabilistic assessment in order to evaluate following an outage or a fault will cause loss of synchronism
the “system well-being” of a composite generation and transmis- between generators. The objective of static security analysis
sion system and to evaluate the likelihood not only of entering a
complete failure state but also the likelihood of being very close
is to determine whether, following the occurrence of a contin-
to trouble. This paper presents bulk electric system well-being gency, there exists a new steady-state secure operating point
analysis using sequential Monte Carlo simulation. This approach where the perturbed power system will settle after the dynamic
provides accurate frequency and duration assessments and the oscillations have damped out. The system well-being approach
index probability distributions associated with the mean values. [10], [11] provides the ability to incorporate the deterministic
The basic N-1 security criterion is used as the deterministic criteria used in static security assessment into the probabilistic
requirement for incorporating a deterministic consideration in a
probabilistic assessment to monitor system well-being. The results framework utilized in conventional adequacy evaluation.
shown in this paper indicate that the system well-being concept Most electric power utilities use deterministic techniques,
can provide comprehensive knowledge on what the degree of such as the traditional N-1 security criterion, to assess system
system vulnerability might be under a particular system condi- reliability in transmission system planning. These deterministic
tion. The basic concepts and their application in composite power techniques do not provide an assessment of the actual system
system well-being analysis are illustrated by application to a small
reliability as they do not incorporate the probabilistic or sto-
practical test system.
chastic nature of the system behavior and component failures.
Index Terms—Bulk electric system (BES), sequential simulation, These approaches, therefore, are not consistent [12] and do not
system well-being analysis.
provide an accurate basis for comparing alternate equipment
configurations and performing economic analyzes. In contrast,
I. INTRODUCTION probabilistic methods can respond to the significant factors
that affect the reliability of a system. These techniques provide
B ULK electric system (BES) reliability assessment can
be divided into two basic aspects designated as system
adequacy and system security. BES adequacy assessment is fo-
quantitative indexes, which can be used to decide if the system
performance is acceptable or if changes need to be made.
Most of the published papers on reliability assessment of bulk
cused on the existence of sufficient facilities within the system
electric systems are based on probabilistic approaches [1]–[4].
to satisfy the consumer load demand within the basic system
There is, however, considerable reluctance to use probabilistic
operational constraints. A BES includes the facilities necessary
techniques in many areas due to the difficulty in interpreting
to generate sufficient energy and the associated transmission
the resulting numerical indexes. Although deterministic criteria
required to transport the energy to the actual bulk supply points
do not consider the stochastic behavior of system components,
(distribution delivery points). Adequacy assessment of BES
they are easier for regulators, managers, system planners. and
has been generally conducted using probabilistic techniques
operators to appreciate than numerical risk indexes determined
[1]–[4]. Security considerations in BES are generally consid-
using probabilistic techniques. This difficulty can be alleviated
ered by focusing on the operation of the system in different
by incorporating the accepted deterministic criteria in a prob-
operating states designated as normal, alert, emergency, and
abilistic framework to assess the well-being of the BES. The
extreme emergency states [5]–[7]. A BES security assessment
concept of quantifying the different operating states of a power
normally utilizes the traditional deterministic criterion known
system described in [5] and [6] was introduced in [7] using an
as the N-1 security criterion [8], [9] in which the loss of any
analytical approach. This was extended in [13] using a Monte
BES component (a contingency) will not result in system
Carlo state sampling technique. The concepts were further
failure. In this approach, a system is able to withstand distur-
extended to large system analysis in [14]. The well-being
bances, i.e., due to BES equipment failures, without violating
structure shown in Fig. 1 is a simplification of the operating
any system constraints when the system is initially operating
state framework [5]–[7] and was proposed in [10]. System
in its normal state. There are two types of security analysis:
well-being can be categorized into the three states of healthy,
transient (dynamic) and steady-state (static). Transient stability
marginal, and at risk, as shown in Fig. 1. In the healthy state,
all equipment and operating constraints are within limits, and
Manuscript received August 8, 2005. Paper no. TPWRS-00497-2005. there is sufficient margin to serve the total load demand, even
The authors are with the Power System Research Group, University of with the loss of any element, i.e., generator or transmission line.
Saskatchewan, Saskatoon, SK S7N 5A9, Canada (e-mail: wijarn.w@usask.ca;
roy.billinton@usask.ca). In the marginal state, the system is still operating within limits,
Digital Object Identifier 10.1109/TPWRS.2005.862000 but there is no longer sufficient margin to satisfy the acceptable
0885-8950/$20.00 © 2006 IEEE
WANGDEE AND BILLINTON: BES WELL-BEING ANALYSIS USING SEQUENTIAL MONTE CARLO SIMULATION 189
The fast decoupled ac power flow technique [19] and linear pro-
gramming methods [7], [20] are implemented in the sequential
software. Corrective actions such as generation rescheduling,
line overload alleviation, operating constraint corrections (i.e.,
real and reactive power, voltage violations), and load curtail-
ment solutions are considered. Approximate techniques are ap-
plied when split network and system ill-conditioning problems
occur. Fig. 3. Bounded network.
Fig. 4. System well-being index probability distributions for the base case and future scenarios.
Table II shows the system well-being indexes for the future maintained (even lower risk compared to the base case) but with
case where the system conditions have created increased trans- an increased system stress level (high marginal probability) as
mission utilization compared to the base case. The R-RBTS more of the contingencies that resided in the healthy state for the
shown in Fig. 2 has a generation center located in the northern base case move to the marginal state for the future scenario. A
part of the system, while most of the system loads are located in knowledge of contingency movements, particularly when they
the southern area. There are, therefore, significant power trans- move from healthy to marginal, is very important, and they are not
fers from the north to the south through the two double circuits identified using traditional probabilistic reliability assessment
(lines # 1 and 6, and lines # 2 and 7). The transmission utiliza- (risk indexes) until they actually move into the at-risk region
tion on lines # 1 and 6 in this scenario is approximately 80% of when they suddenly begin to have a severe effect. The outcome
the line ratings, while that of lines # 2 and 7 experiences approx- is not easily identified if only at-risk states are considered since
imately 50% of the line ratings during the system peak demand. the at-risk probabilities do not change to any significant degree
The power flow on lines # 2 and 7 is less than those on lines # 1 [11]. The well-being approach, therefore, attempts to bridge the
and 6 as they are long transmission circuits with relatively high gap between the deterministic and probabilistic approaches by
impedances. The loss of any one transmission line in the critical addressing the need to determine the likelihood of encountering
path (lines # 1 and 6) during a high demand period could result marginal system states as well as that of encountering system
in an overload on the remaining line. at-risk states. The system well-being concept provides a com-
Table II indicates that even though the system risk under prehensive knowledge of specific system conditions as well
the future scenario Prob is lower than that as additional information on what the degree of the system
of the base case shown in Table I Prob , vulnerability might be under a particular system condition.
the Prob for the future scenario is, however, considerably
higher, which indicates the potential of the system moving C. System Well-Being Index Probability Distributions
from the marginal state to the at-risk state in the near future. The The results shown in Sections IV-A and IV-B are based on
Prob is, therefore, relatively low under the future system con- the average or expected values of the well-being indexes. One
dition. The acceptable healthy state probability level is dependent advantage when utilizing sequential Monte Carlo simulation
on management philosophy, which can vary from one system to in system well-being analysis is the ability to provide system
another. The results shown in Table II illustrate the example of well-being index probability distributions associated with their
a system with a future scenario in which the system reliability is expected values. The system well-being index probability
WANGDEE AND BILLINTON: BES WELL-BEING ANALYSIS USING SEQUENTIAL MONTE CARLO SIMULATION 193
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bulk electric system using a sequential Monte Carlo simula- simulation,” Elect. Power Compon. Syst., vol. 34, no. 3, pp. 355–368,
tion technique is presented in this paper. One advantage when Mar. 2006.
utilizing a sequential simulation technique, besides providing
accurate frequency and duration assessments, is the ability to
create well-being index probability distributions. The results Wijarn Wangdee (S’03) received the B.Eng. degree in electrical engineering
shown in the paper indicate that different system conditions that from Chulalongkorn University, Bangkok, Thailand, in 1999. He received the
M.Sc. degree in electrical engineering in 2002 and is currently working toward
result in a similar degree of system risk may not necessarily carry the Ph.D. degree from the University of Saskatchewan, Saskatoon, SK, Canada.
the same degree of system stress (marginal state). The system He joined the Power System Research Group at the University of
well-being concept provides system engineers and risk managers Saskatchewan in September 2000.
with a quantitative interpretation of the degree of system security
(N-1, healthy) and insecurity (marginal) in a bulk electric power
system. The basic concepts and their application in composite Roy Billinton (S’59–M’64–SM’73–F’78) came to Canada from England in
system well-being analysis are illustrated by application to a 1952. He obtained the B.Sc. and M.Sc. degrees from University of Manitoba,
Winnipeg, MB, Canada, and the Ph.D. and D.Sc. degrees in electrical engi-
small practical test system using two different system conditions. neering from the University of Saskatchewan, Saskatoon, SK, Canada.
He was with the System Planning and Production Divisions of Manitoba
Hydro. He joined the University of Saskatchewan in 1964. He is the author and
REFERENCES coauthor of eight books on reliability evaluation and over 775 papers on power
[1] R. Billinton and R. N. Allan, Reliability Evaluation of Power Systems, system reliability evaluation, economic system operation, and power system
2nd ed. New York: Plenum, 1996. analysis.
[2] R. Billinton and W. Li, Reliability Assessment of Electrical Power Sys- Dr. Billinton is a Fellow of the EIC and the Royal Society of Canada and a
tems Using Monte Carlo Methods. New York: Plenum, 1994. Registered Professional Engineer in the Province of Saskatchewan, Canada.