Variance Reduction Techniques of Monte Carlo Simulation for the Power System Reliability Evaluation

대전력 계통의 비지수 함수를 고려한 신뢰도 계산의 시뮬레이션 기법에서의 분산감소법 연구

This paper presents Variance Reduction Techniques of the Monte Carlo Simulation considering Non-Exponential Distribution for Power System Reliability Evaluation. Generally, the components consisting of power system are assumed to be exponentially distributed in their state residence time. Sometimes, however, this assumption may cause a lot of errors in the reliability index evaluation. Non-exponential distribution can be approximated by a sum of several Erlangian distributions, whose inverse transform is easily calculated by using composition method. This paper proposes a new approach to deal with the non-exponential distribution and to reduce the simulation time by virtue of Variance Reduction Techniques such as Control Variate and Antithetic Variate.