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12.3 Load Constraints

301

uSU(t) − uSD(t) = uOL(t) − uOL(t − Δt), t T

(12.27)

uSU(t) + uSD(t) 1, t T

 

Equations (12.27) are necessary to avoid simultaneous commitment and decommitment of a unit.

The constraints above make clear that multi-period OPF problems that include generator ramp limits, start-up and shut-down constraints, minimum number of up and down periods, etc., are generally modelled as MILP problems. The interested reader can found detailed model in [65, 66, 212]. However, an use of generator ramp limits can be also associated to stability constrained OPF problems. The interested reader can found an example of such use of ramp limits in [356].

12.3Load Constraints

This section discusses constraints related to loads. Subsection 12.3.1 describes demand bid functions. Subsection 12.3.2 describes a model of load daily profile. Finally, Subsection 12.3.3 describes load ramp limits.

12.3.1Demand Bid

In some electricity markets, loads are elastic, i.e., participate to the auction providing bid blocks in the same way suppliers provide o er blocks. The basic parameters for elastic demand bids are shown in Table 12.6 and include maximum and minimum power consumption as well as the coe cient of the bid function. The bid function has the same structure as (12.12), as follows:

cD (pD ) = cD0 + cD1pD + cD2p2D

The reactive power can be a function of the active power demand through a constant power factor cos φD :

 

D

 

D

 

cos φD

 

D

 

D

 

q

 

= p

 

 

1 cos2 φD

= p

 

tan φ

 

(12.28)

 

 

 

 

 

 

As for the constraints, one has:

pDmin ≤ pD ≤ pDmax

(12.29)

Similarly to generator bid blocks, one can define a unit commitment discrete variable uC that allows modelling non-dispatched demands with pminD = 0:

uC pDmin ≤ pD ≤ uC pDmax

(12.30)

302

12 OPF Devices

Finally, similarly to generator bids, one can define a tie breaking cost kT B . The tie breaking involves a penalty cost kT B prorated by the amount scheduled over the maximum amount that could be scheduled for the load by means of a quadratic function added to the objective function:

p2

cT B = kT B D (12.31)

pmaxD

If the load does not consume power, this cost is zero, whereas if pD is close to the maximum power the tie breaking cost increases quadratically and penalizes the load. Thus, two otherwise tied energy demands will be scheduled to the point where their modified costs are identical, e ectively achieving a prorated result. Generally, the value of kT B is small (e.g., 0.0005).

Table 12.6 Demand bid parameters

Variable

Description

Unit

 

 

 

 

 

 

CD0

Fixed bid price

e/h

CD1

Proportional bid price

e/MWh

CD2

Quadratic bid price

e/MW2h

kT B

Tie breaking cost

e/MWh

pDmax

Maximum power bid

pu

pDmin

Minimum power bid

pu

12.3.2Demand Daily Profile

Multi-period market clearing procedures require the definition of a daily demand profile. The simplest model is simply a sequence of demand values, one per each period in which the time horizon is subdivided:

d = [d1, d2, . . . , dnT ]

(12.32)

For example, for a Δt = 1 h, nT = 24. Each element dt of the demand profile array is a percentage of the load pL0 or, in case of elastic demands, of the demand bid limits pmaxD and pminD . Thus, one has:

pL(t) =

 

dt

 

t T

(12.33)

 

 

pL0

,

100

or

 

 

 

 

 

 

 

pDmax(t) =

 

dt

 

 

(12.34)

 

 

pDmax,

t T

 

100

pDmin(t) =

 

dt

 

 

 

 

 

pDmin,

t T

 

 

100

 

12.3 Load Constraints

303

where T = {1, 2, . . . , 24}. Figure 12.3 shows an example of daily demand profile.

The daily demand profile can be defined depending on kind of the day, the day of the week, and the week of the year (see Table 12.7). For example, the coe cients dt can be computed as:

dt =

kα(t, α)

·

kβ (β)

·

kγ (γ)

100, t T

(12.35)

100

100

100

 

where kα(t, α) (24 elements), kβ (scalar) and kγ (scalar) are in % and represent the kind of the day, the day of the week and the week of the year, respectively, and the indexes α, β and γ are as follows:

α: index of the kind of the day in the range from 1 to 6, with the following notation:

1:winter working day

2:winter weekend

3:summer working day

4:summer weekend

5:spring/fall working day

6:spring/fall weekend

β: day of the week in the range from 1 (Monday) to 7 (Sunday). γ: week of the year in the range from 1 to 52.

Table 12.7 Demand profile parameters

Variable

Description

Unit

 

 

 

 

 

 

kα (t, 1)

Daily profile for a winter working day

%

kα (t, 2)

Daily profile for a winter weekend

%

kα (t, 3)

Daily profile for a summer working day

%

kα (t, 4)

Daily profile for a summer weekend

%

kα (t, 5)

Daily profile for a spring/fall working day

%

kα (t, 6)

Daily profile for a spring/fall weekend

%

kβ

Profile for the days of the week

%

kγ

Profile for the weeks of the year

%

α

Kind of the day

{1, . . . , 6}

β

Day of the week

{1, . . . , 7}

γ

Week of the year

{1, . . . , 52}

12.3.3Demand Power Ramp

Although less commonly used than generation ramp rates, also demands can undergo ramp constraints. These take in account the ability of demands to move from one level of consumption to another. Demand ramp parameters

304

12 OPF Devices

 

 

 

 

 

 

Fig. 12.3 Example of daily demand profile

are basically the same as generator ones (see Table 12.5). For example, up and down ramp constraints express the amount of demand power that can be moved up or down during each period Δt and are associated with technical limits in demand facilities, as follows:

pD (t) − pD (t − Δt) ≤ pDmaxrupΔt,

t T

(12.36)

−pD (t) + pD (t − Δt) ≤ pDmaxrdwΔt,

t T

 

These equations are conceptually similar to (12.21) for the generation ramp rate, and uses the same time interval Δt defined in the OPF time horizon. Finally, if pertinent, minimum up and down demand periods can be modelled by means of constraints similar to (12.24)-(12.27).

Chapter 13

Faults and Protections

This chapter describes symmetrical three phase faults (Section 13.1), breakers (Section 13.2) and relays (Section 13.3). The chapter also describes measurement devices of non-standard quantities during time domain simulations, namely the Phasor Measurement Unit (Section 13.4) and the bus frequency measurement (Section 13.5).

13.1Fault

As discussed in Chapter 8, transient stability analysis studies the e ects of short circuits on the dynamic of synchronous machines. From the modelling viewpoint, three-phase faults can be considered as static shunt impedances that are connected to a bus at a given time tf (fault time) and cleared at a given time tc (clearing time). Equations are:

ph =

−u(t)gf vh2

(13.1)

qh = −u(t)bf vh2

 

u(t) = 1

if tf ≤ t ≤ tc

 

 

0

if t < tf or t > tc

 

where gf + jbf = 1/(rf + jxf ). The main di erence with shunt impedances is the time dependence and the impedance value that, for faults, is typically low. Table 13.1 defines the parameters required for three phase faults.

Script 13.1 Fault Interventions

The following script implements fault interventions. This method is called by the numerical integration routine described in Script 8.2 of Chapter 8. The method turns on or o the status of the fault impedance. To avoid convergence issues when clearing the fault, voltage angles and magnitudes

F. Milano: Power System Modelling and Scripting, Power Systems, pp. 305–312. springerlink.com c Springer-Verlag Berlin Heidelberg 2010

306

 

 

13 Faults and Protections

 

Table 13.1 Fault parameters

 

 

 

 

 

 

 

Variable

Description

Unit

 

 

 

 

 

 

 

rf

Fault resistance

pu

 

 

 

tc

Clearing time

s

 

 

 

tf

Fault time

s

 

 

 

xf

Fault reactance

pu

 

 

are recovered to the pre-fault values. The statement system.DAE.factorize = True forces the symbolic re-factorization of the system Jacobian matrix for any topological change following a fault status switch. The set self. t contains all fault and clearing times.

import system

def intervention(self, t):

if not t in self. t: return False

for item in range(self.n):

if t == self.tf[item]: # fault occurrence

print ’Apply fault at t = %s s’ % self.tf[item]

#enable fault self.u[item] = 1.0

system.DAE.factorize = True

#store pre-fault bus angles

self. ang = matrix(system.DAE.y[system.Bus.a]) self. vol = matrix(system.DAE.y[system.Bus.v])

if t == self.tc[item]: # fault clearance

print ’Clear fault at t = %s s’ % self.tc[item]

#disable fault self.u[item] = 0.0 system.DAE.factorize = True

#recover bus voltages system.DAE.y[system.Bus.a] = matrix(self. ang) system.DAE.y[system.Bus.v] = matrix(self. vol)

13.2Breaker

In transient stability analysis, a breaker is a simple switch that contains the information on when another device has to be put onor o -line. Electro-magnetic transients following breaker operations are quite fast with

13.3 Relay

307

respect to transient stability and can thus be neglected (see Figure 1.6 of Chapter 1).

Since each device has its own status u, the breaker only has to set to 1 (on-line) or to 0 (o -line) the status of other devices at assigned times. In case of switching transmission lines, each switch also requires rebuilding the admittance matrix as well as checking the network connectivity. Scripts 11.1 and 11.5 of Chapter 11 provide further details on the admittance matrix and the assessment of network connectivity, respectively.

13.3Relay

Relays are devices that, based on certain measures, decide and coordinate the times at which breaker actions occur. The decision logic depends on the relay type. There exist over-current relays, overand under-voltage relays, distance relays, etc. The decision logic is translated into code by if-then-else logic depending on the relay type. For example, for an instantaneous overcurrent relay, one has:

if i(t) ≥ isp then top = t

(13.2)

where isp is the relay current set point and top is the operating time at which the relay sends to the breaker the switching signal. If the controlled quantity is measured remotely, a measurement delay tm can be required:

if i(t + tm) ≥ isp then ta = t + tm

(13.3)

A lag block can also do the job:

 

˙

(13.4)

im = Km(i − im)/Tm

if im(t) ≥ isp then ta = t

where im is the measured current that is delayed with respect to the real current i. Instantaneous relays are a ected by a delay tr which is the time required by the breaker to actually switch after receiving the signal by the relay. Thus the breaker time intervention can be estimated as:

tb = ta + tr

(13.5)

Inverse definite time lag relays have a more interesting model then instantaneous ones. The inverse time function can be defined by a series of (isp, top) pairs. Another possibility is to approximate the operating curve of the relay by means of a function, for example a logarithm [14]:

top =

3. , if i < 1.1

i

(13.6)

 

0/ log(i), if 1.1

 

 

20 pu

308

13 Faults and Protections

 

 

 

 

 

 

Fig. 13.1 Relay inverse time characteristic curve

Figure 13.1 illustrates (13.6).

For electro-mechanical relays, the dynamic of the disc travel d can be modelled as:

d˙ =

 

1/(Trstm),

if i < 1.1spb

(13.7)

 

log(i/spb)/(3stm),

if i

1.1spb

 

 

if d = 0

and

˙

 

 

 

0,

d < 0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

where spb and stm are the plug bridge and the time multiplier settings, respectively, and Tr is the time required by the disc to reset due to spring action. In (13.7), it is assumed that the initial d(0) after a complete resetting is zero. Then the operating time top is defined as:

d(top) = 1 pu

(13.8)

In numerical integration, the following formula can be used for approximating (13.8) [14]:

t

op

= t

d(t)

d(t) 1

Δt)

Δt, for d(t)

1 and d(t

Δt)

1 (13.9)

 

 

d(t

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

where Δt is the step length of the numerical integration. Finally, the breaker intervention time is defined by (13.5). Table 13.2 defines the parameters required for an electro-mechanical inverse time over-current relay.

13.4 Phasor Measurement Unit

309

 

Table 13.2 Over-current relay parameters

 

 

 

 

 

 

Variable

Description

Unit

 

 

 

 

 

 

 

Km

Measurement lag block gain

pu/pu

 

 

isp

Current set point

s

 

 

spb

Plug bridge setting

-

 

 

stm

Time multiplier setting

-

 

 

Tm

Measurement lag block time constant

s

 

 

tr

Breaker delay

s

 

 

Tr

Spring reset time

s

 

13.4Phasor Measurement Unit

A Phasor Measurement Unit (PMU) is a device able to measure the magnitude and the angle of a phasor. Basic theory, definitions and applications about PMUs can be found in [349]. Brief outlines are provided below.

Let us define a sinusoidal quantity:

x(t) = XM cos(ωt + φ)

(13.10)

its phasor representation is:

 

 

 

 

 

 

¯

XM

 

 

X =

 

 

e

 

(13.11)

 

2

 

 

 

 

The phasor is defined for a pure constant sinusoid, but it can also be used for transients, assuming that the phasor is the fundamental frequency component of a waveform over a finite interval (observation window).

PMU devices work on sampled measures (see Figure 13.2). In the case of x(t), we can define the samples signal xk at t = s, where τs is the sampling

¯

interval. Using a Discrete Fourier Transform (DFT), the phasor X is given by:

¯

1 2

 

 

X =

 

 

n

(Xc − jXs)

(13.12)

2

where n is the number of samples in one period of the nominal fundamental frequency fn, and:

 

n

 

 

 

 

Xc =

xk cos

(13.13)

 

k=1

 

 

n

 

 

 

 

Xs =

xk sin

(13.14)

k=1

and θ is the sampling angle associated with the sampling interval τs, as follows:

310

 

 

13 Faults and Protections

θ =

2π

= 2πfnτ

(13.15)

n

 

 

 

A typical sampling rate used in relaying and measurements functions is 12 times the power system frequency (e.g., 600 Hz for a 50 Hz system or 720 Hz for a 60 Hz system).

Fig. 13.2 Data sampling windows for phasor measurements

Equation (13.12) represents a non-recursive DFT calculation. A recursive

¯ r calculation is an e cient method for time varying phasors. Let X be the

phasor corresponding to the data set x{k = r, r + 1, . . . , n + r − 1}, and let a new data sample be obtained to produce a new data set x{k = r + 1, r +

. . . , n + r

}

. The recursive phasor corresponding to the new data window

2, r+1

 

 

 

 

 

 

 

 

 

¯

is as follows:

 

 

 

 

 

 

 

X

 

 

 

 

 

 

 

 

 

 

X¯ r+1 = X¯ r +

1 2

(x

x )e−jrθ

(13.16)

 

 

 

 

 

 

 

 

 

 

 

2 n

n+r

r

 

A recursive calculation through a moving window data sample is faster than a non-recursive one, needs only two sample data at each calculation (xn+r and xr ) and provides a stationary phasor.

If the quantity x(t) undergoes a transient, the moving window detects the amplitude and angle variations with a delay which depends on the time sample rate τs. If the system frequency fn undergoes a variation Δf , at the