technical work in wp2 - ruđer bošković institute€¦ · technical work in wp2 unizg-fer mato...
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This project has received funding from the European Union’s Seventh Framework Programme for
research, technological development and demonstration under grant agreement no 611281.
Technical work in WP2
UNIZG-FER
Mato Baotić, Branimir Novoselnik,
Mladen Đalto, Jadranko Matuško,
Mario Vašak, Andrej Jokić
Nice, March 14, 2016
WP2 Work Plan (Task 2.4)
• Analysis of applicability and estimation of computational complexity of different uncertainty management strategiesfor SoS. (M15 – M20)
• Development of scenario-based robust dynamic management for SoS. (M18 – M24)
• Development of a stochastic methodology for the coordination of systems using SoS model subject to Gaussian distribution of uncertainties and disturbances. (M21 – M27)
• Development of a stochastic approach to the coordination of systems using SoS model subject to uncertainties and disturbances with arbitrary distributions, using both explicit and scenario-based approach. (M24 – M30)
• Development of methods for representation of the resulting SoS performance in stochastic sense, for merging with its neighboring systems. (M30 – M33)
2DYMASOS plenary meeting / Nice, March 14, 2016
Power distribution system
• Sources of uncertainty:
– Power demand prediction
– Uncontrollable generation prediction (e.g. wind, sun)
• Robust Optimal Power Flow (ROPF)
– Compute optimal power references such that constraints are
robustly satisfied for all possible realizations of uncertainty
• Objective
– E.g. nominal objective (total system losses)
• Constraints
– Must be satisfied for every realization of uncertainty
3DYMASOS plenary meeting / Nice, March 14, 2016
ROPF constraints (1)
• Power balance constraints
𝑃𝑖,𝑡𝐼 = 𝑃𝑖,𝑡
𝐺 − 𝑃𝑖,𝑡𝐷 𝑤𝑖,𝑡
𝑝=
𝑗∈𝑁 𝑖
𝑃𝑖𝑗,𝑡 , ∀𝑖 ∈ 𝒱, ∀𝑤𝑖,𝑡𝑝∈ 𝑊𝑖
𝑝
𝑄𝑖,𝑡𝐼 = 𝑄𝑖,𝑡
𝐺 − 𝑄𝑖,𝑡𝐷 𝑤𝑖,𝑡
𝑞=
𝑗∈𝑁 𝑖
𝑄𝑖𝑗,𝑡 , ∀𝑖 ∈ 𝒱, ∀𝑤𝑖,𝑡𝑞∈ 𝑊𝑖
𝑞
𝑃𝑖𝑗,𝑡 = 𝑔𝑖𝑗𝑉𝑖,𝑡2 − 𝑉𝑖,𝑡𝑉𝑗,𝑡 𝑔𝑖𝑗 cos 𝜃𝑖𝑗,𝑡 + 𝑏𝑖𝑗 sin 𝜃𝑖𝑗,𝑡
𝑄𝑖𝑗,𝑡 = −𝑏𝑖𝑗𝑉𝑖,𝑡2 + 𝑉𝑖,𝑡𝑉𝑗,𝑡 𝑏𝑖𝑗 cos 𝜃𝑖𝑗,𝑡 − 𝑔𝑖𝑗 sin 𝜃𝑖𝑗,𝑡
4DYMASOS plenary meeting / Nice, March 14, 2016
Constraints and target (2)
• Voltage constraints
𝑉 ≤ 𝑉𝑖,𝑡 ≤ 𝑉, ∀𝑖 ∈ 𝒱
• Current constraint
𝐼𝑖𝑗,𝑡2 = 𝛿𝑖𝑗,𝑡 𝑔𝑖𝑗
2 + 𝑏𝑖𝑗2 𝑉𝑖,𝑡
2 + 𝑉𝑗,𝑡2 − 2𝑉𝑖,𝑡𝑉𝑗,𝑡 cos 𝜃𝑖𝑗 ≤ 𝐼𝑖𝑗
2
• Generator (storage) constraints
𝑥𝑖,𝑡+1𝐺 = 𝐴𝑥𝑖,𝑡
𝐺 + 𝐵𝑢𝑖,𝑡𝐺
𝑦𝑖,𝑡𝐺 = 𝐶𝑥𝑖,𝑡
𝐺 + 𝐷𝑢𝑖,𝑡𝐺
𝑃𝑖𝐺 ≤ 𝑃𝑖,𝑡
𝐺 ≤ 𝑃𝑖𝐺
𝑄𝑖𝐺 ≤ 𝑄𝑖,𝑡
𝐺 ≤ 𝑄𝑖𝐺
5DYMASOS plenary meeting / Nice, March 14, 2016
Exponential growth of num. of constraints
• Let 𝑃𝑖𝐷 = 𝑃𝑖0
𝐷 + Δ𝑃𝑖𝐷, Δ𝑃𝑖
𝐷 ∈ Δ𝑃𝑖𝐷, Δ𝑃𝑖
𝐷
• Then 𝐏𝐃 = 𝑃1𝐷 𝑃2
𝐷 … 𝑃𝑛𝐷 𝑇 ∈ 𝕎𝑃
𝐷
– 𝕎𝑃𝐷 = co{𝐏𝟏
𝐃, 𝐏𝟐𝐃, … , 𝐏𝐦
𝐃}, where 𝐏𝒊𝐃 is one extreme realization of
demand uncertainty
• The same goes for reactive power demand 𝐐𝐃
• Constraints must be satisfied for every combination of
extreme realizations 𝐏𝐢𝐃 and 𝐐𝐢
𝐃!
• The number of constraints grows exponentially with
number of nodes in the network!
6DYMASOS plenary meeting / Nice, March 14, 2016
Tube MPC (1)
• System dynamics:
𝑥+ = 𝐴𝑥 + 𝐵𝑢 + 𝑤, 𝑥, 𝑢 ∈ 𝕏 × 𝕌, 𝑤 ∈ 𝕎
• Idea: Separate control into two parts
1. A portion that steers the nominal system to the origin
𝑧+ = 𝐴𝑧 + 𝐵𝑣
2. A portion that compensates for deviations from the nominal
system 𝑒+ = 𝐴 + 𝐵𝐾 𝑒 + 𝑤
• The linear feedback controller 𝐾 is fixed offline (such
that 𝐴 + 𝐵𝐾 is stable)
• Keep “real” trajectory close to the nominal
𝑢𝑖 = 𝐾 𝑥𝑖 − 𝑧𝑖 + 𝑣𝑖
7DYMASOS plenary meeting / Nice, March 14, 2016
Tube MPC (2)
• Bound maximum error (how far is the “real” trajectory from the nominal)– Compute minimum robust positive invariant set ℰ
– 𝑥𝑖 ∈ 𝑧𝑖 ⊕ℰ
• Compute tightened constraints on nominal system
– 𝑧𝑖 ∈ 𝕏⊖ ℰ
– 𝑣𝑖 ∈ 𝕌⊖𝐾ℰ
• Formulate as convex optimization problem– Optimize the nominal system with tightened constraints
– The cost is with respect to tube centers 𝑧𝑖– Choose terminal set and terminal objective function to ensure
robust feasibility and stability
8DYMASOS plenary meeting / Nice, March 14, 2016
Simple motivating example (1)
• One bus power system connected to the main grid
– Storage: 𝑥1 𝑘 + 1 = 𝑥1 𝑘 + 𝑢1 𝑘 , 𝑥1 𝑘 , 𝑢1 𝑘 ∈ 𝕏1 × 𝕌1
– Prosumer: 𝑥2 𝑘 + 1 = 𝑎2𝑥2 𝑘 + 𝑏2𝑢2 𝑘 , 𝑥2 𝑘 , 𝑢2 𝑘 ∈ 𝕏2 × 𝕌2
• Power balance constraint
– 𝑃𝑔𝑟𝑖𝑑 𝑘 = 𝑢1 𝑘 + 𝑥2 𝑘 + 𝑤 𝑘 , 𝑃𝑔𝑟𝑖𝑑 𝑘 ∈ ℙ, ∀𝑤 𝑘 ∈ 𝕎
• Trivial solution– Ignore the disturbance
– Main grid will cover every power imbalance (if ℙ is large enough)
– Uncertainty perceived by the main grid is 𝕎
• Can we do better?– Let the system itself compensate for the uncertainty locally as
much as possible
– Uncertainty perceived by the main grid is reduced
9DYMASOS plenary meeting / Nice, March 14, 2016
Simple motivating example (2)
• Let 0 < 𝛽 < 1 be the part of disturbance compensated
by the main grid
– ത𝑃𝑔𝑟𝑖𝑑 𝑘 + 𝛽 𝑘 𝑤 𝑘 = 𝑢1 𝑘 + 𝑥2 𝑘 + 𝑤(𝑘)
– 𝑢1 𝑘 = ത𝑃𝑔𝑟𝑖𝑑 𝑘 − x2 k − 1 − 𝛽 𝑘 w k
– 𝑢1 𝑘 = ത𝑃𝑔𝑟𝑖𝑑 𝑘 − x2 k − 𝛼 𝑘 w k
𝑥1(𝑘 + 1)𝑥2(𝑘 + 1)
=1 −10 𝑎2
𝑥1(𝑘)𝑥2(𝑘)
+1 00 𝑏2
ത𝑃𝑔𝑟𝑖𝑑 𝑘𝑢2(𝑘)
+ 𝛼(𝑘)−10
𝑤(𝑘)
• Possible to use Tube MPC methodology
• Additional decision variable 𝛼(𝑘)
10DYMASOS plenary meeting / Nice, March 14, 2016
Simple motivating example (3)
• With 𝛼(𝑘) we effectively scale the tube of trajectories!
• Computing the mRPI– Compute mRPI for 𝛼 = 1, i.e. ℛ ≔ σ𝑘=0
∞ 𝐴𝑐𝑘𝕎
– Then ℛ 𝛼 = 𝛼ℛ– For polytopic mRPI:
ℛ 𝛼 = 𝛼ℛ = 𝛼𝑒: 𝑒 ∈ ℛ = 𝛼𝑒: 𝐹𝑟𝑒 ≤ 𝑓𝑟 = { Ƹ𝑒 = 𝛼𝑒: 𝐹𝑟 Ƹ𝑒 ≤ 𝛼𝑓𝑟}
• Computing the tightened constraints
– ഥ𝕏 = 𝕏⊖ℛ(𝛼)– For polytopic 𝕏:
ഥ𝕏 = ҧ𝑥, 𝛼: 𝐹𝑥 ҧ𝑥 ≤ 𝑓𝑥 −max𝑟∈ℛ
𝐹𝑥𝛼𝑟 = ҧ𝑥, 𝛼: 𝐹𝑥 ҧ𝑥 ≤ 𝑓𝑥 − 𝛼max𝑟∈ℛ
𝐹𝑥𝑟
= ҧ𝑥, 𝛼: 𝐹𝑥 ҧ𝑥 ≤ 𝑓𝑥 − 𝛼 ℎℛ(𝐹𝑥)– Maximizations are all linear programs
– ℎℛ(𝐹𝑥) can be computed offline
– ഥ𝕏 is a set of linear constraints in ҧ𝑥(𝑘) and 𝛼(𝑘)
• Disturbance perceived by the main grid is 𝐾ℛ 𝛼 𝑘 ⊕ {(1 − 𝛼(𝑘))𝕎}
11DYMASOS plenary meeting / Nice, March 14, 2016
Numerical example (1)
12DYMASOS plenary meeting / Nice, March 14, 2016
Numerical example (2)
13DYMASOS plenary meeting / Nice, March 14, 2016
Numerical example (3)
14DYMASOS plenary meeting / Nice, March 14, 2016
Generalized microgrid
• „Microgrid” as one bus in the
overall distribution system
• „Microgrid” as one subgrid in the
overall distribution system
• „Microgrid” as the whole
distribution system
• Connected to the „main” grid or
in an islanded mode
15DYMASOS plenary meeting / Nice, March 14, 2016
Microgrid entities (1)
• 𝑀 generic entities
• Prosumer
– A device that can produce and/or consume electrical energy
• Uncontrollable prosumer
– Cannot be influenced by control signals
– 𝑝𝑘 = 𝑟𝑘 + 𝑤𝑘– 𝑟𝑘 is nominal power profile
– 𝑤𝑘 is uncertain but bounded disturbance whose value will be
discovered over the course of the time horizon
– e.g. random forecast error
– 𝑤𝑘 ∈ 𝕎 = {𝑤: 𝑤 ≤ 𝑤 ≤ 𝑤}
16DYMASOS plenary meeting / Nice, March 14, 2016
Microgrid entities (2)
• Controllable prosumer– LTI discrete-time dynamics
𝑥𝑖 𝑘 + 1 = 𝐴𝑖𝑥𝑖 𝑘 + 𝐵𝑖𝑢𝑖 𝑘𝑦𝑖 𝑘 = 𝐶𝑖𝑥𝑖(𝑘)
– In vector form:
𝒙𝒊 = መ𝐴𝑖𝑥𝑖 0 + 𝐵𝑖𝒖𝒊𝒚𝒊 = መ𝐶𝑖𝒙𝒊
መ𝐴𝑖 =
𝐴𝑖𝐴𝑖2
⋮𝐴𝑖𝑁
, 𝐵𝑖 =
𝐵𝑖 0 ⋯ 0𝐴𝑖𝐵𝑖 𝐵𝑖 ⋱ 0⋮ ⋱ ⋱ ⋮
𝐴𝑖𝑁−1𝐵𝑖 ⋯ 𝐴𝑖𝐵𝑖 𝐵𝑖
, መ𝐶𝑖 =
𝐶𝑖 0 ⋯ 00 𝐶𝑖 ⋱ 0⋮ ⋱ ⋱ ⋮0 ⋯ 0 𝐶𝑖
• Constraints– Polytopic state and input constraints: 𝕏𝑖 and 𝕌𝑖
17DYMASOS plenary meeting / Nice, March 14, 2016
Network model
• Linearized model of the power network– lossless lines
– constant voltage magnitudes
– line power flows proportional to the phase differences (assumed to be small) between nodal voltages
• Power balance constraint– Vector equality constraint (islanded mode)
𝒓 + 𝒘+
𝑖=0
𝑀
መ𝐶𝑖 𝒙𝒊 = 0, ∀𝑤 ∈ 𝕎
• Line constraints– Maximum allowed power flows through certain lines
– Linear inequalities in prosumer power injections
18DYMASOS plenary meeting / Nice, March 14, 2016
Input parametrization
• Disturbance feedback𝑢𝑖 𝑘 = 𝑣𝑖 𝑘 + 𝛼𝑖 𝑘 𝑤, 𝑤 ∈ 𝕎
– Nominal input 𝑣𝑖 𝑘 plus linear variation 𝛼𝑖 𝑘 with disturbance
𝑤
– Both 𝑣𝑖 𝑘 and 𝛼𝑖 𝑘 are decision variables
– 𝛼𝑖 𝑘 is a participation factor with which 𝑖-th prosumer
contributes to the compensation of disturbance
• Vector form𝒖𝒊 = 𝒗𝒊 + ො𝛼𝑖𝒘
ො𝛼𝑖 =
𝛼𝑖(0) 0 ⋯ 00 𝛼𝑖(1) ⋱ 0⋮ ⋱ ⋱ ⋮0 ⋯ 0 𝛼𝑖(𝑁 − 1)
19DYMASOS plenary meeting / Nice, March 14, 2016
Putting it all together (1)
• After input parametrization, each prosumer is
described by uncertain LTI discrete-time dynamics𝑥𝑖 𝑘 + 1 = 𝐴𝑖𝑥𝑖 𝑘 + 𝐵𝑖𝑣𝑖 𝑘 + 𝛼𝑖 𝑘 𝐵𝑖𝑤
– We can use Tube MPC framework
– Additional decision variables 𝛼𝑖(𝑘)
– We can „scale” the tubes of trajectories
– 𝑤 can be seen as an unforeseen imbalance between energy
production and consumption
• The nominal system is obtained by ignoring the
disturbanceҧ𝑥𝑖 𝑘 + 1 = 𝐴𝑖 ҧ𝑥𝑖 𝑘 + 𝐵𝑖 ҧ𝑣𝑖 𝑘
𝑣𝑖 𝑘 = ҧ𝑣𝑖 𝑘 + 𝐾 𝑥𝑖 𝑘 − ҧ𝑥𝑖 𝑘
20DYMASOS plenary meeting / Nice, March 14, 2016
Putting it all together (2)
• Error signal, i.e. the deviation of the real state
trajectory from the nominal one 𝑒𝑖 𝑘 = 𝑥𝑖 𝑘 − ҧ𝑥𝑖(𝑘)𝑒𝑖 𝑘 + 1 = 𝐴𝑐,𝑖𝑒𝑖 𝑘 + 𝛼𝑖 𝑘 𝐵𝑖𝑤
– 𝐴𝑐,𝑖 = 𝐴𝑖 + 𝐵𝑖𝐾𝑖, where 𝐾𝑖 is such that 𝐴𝑐,𝑖 is stable
• In vector form
– Nominal trajectory: ഥ𝒙𝒊 = መ𝐴𝑖 ҧ𝑥𝑖 0 + 𝐵𝑖ഥ𝒗𝒊
– Error signal trajectory: 𝒆𝒊 = መ𝐴𝑐,𝑖𝑒𝑖 0 + 𝐵𝑐,𝑖 ො𝛼𝑖𝒘
– 𝑒𝑖 0 = 𝑥𝑖 0 − ҧ𝑥𝑖 0
• Computing mRPI
– Compute mRPI for 𝛼𝑖 = 1, i.e. ℛ𝑖 ≔ ۩𝑘=0∞ 𝐴𝑐,𝑖
𝑘 𝐵𝑖𝕎
– ℛ𝑖 = {𝑒: 𝐹𝑟,𝑖𝑒 ≤ 𝑓𝑟,𝑖}
21DYMASOS plenary meeting / Nice, March 14, 2016
Putting it all together (3)
• Scaling mRPI for 𝛼𝑖 ≠ 1
– ℛ𝑖 𝛼𝑖 = 𝛼𝑖ℛ𝑖 = {𝑒: 𝐹𝑟,𝑖𝑒 ≤ 𝛼𝑖𝑓𝑟,𝑖}
– 𝛼𝑖 enters the inequality linearly
• Computing tightened state and input constraints
– ഥ𝕏𝑖 = { ҧ𝑥, 𝛼: 𝐹𝑥,𝑖 ҧ𝑥 ≤ 𝑓𝑥,𝑖 − 𝛼ℎℛ𝑖(𝐹𝑥,𝑖)}
– ഥ𝕌𝑖 = ҧ𝑣, 𝛼: 𝐹𝑢,𝑖 ҧ𝑣 ≤ 𝑓𝑢,𝑖 − 𝛼 ℎℛ𝑖 𝐹𝑢,𝑖 + ℎ𝕎 𝐹𝑢,𝑖
– Both are linear in 𝛼𝑖 𝑘
• Power balance constraint
𝒓 +
𝑖=0
𝑀
መ𝐶𝑖( መ𝐴𝑖𝑥𝑖 0 + 𝐵𝑖𝒗𝒊 + መ𝐴𝑐,𝑖(𝑥𝑖 0 − ҧ𝑥𝑖 0 )) = 0
𝐼𝑁 +
𝑖=0
𝑀
መ𝐶𝑖 𝐵𝑐,𝑖 ො𝛼𝑖 = 0
22DYMASOS plenary meeting / Nice, March 14, 2016
Putting it all together (4)
• Minimize cost function ത𝑉𝑁 ഥ𝒙, ഥ𝒗 ≔ σ𝑖=1𝑀 ത𝑉𝑁,𝑖 ഥ𝒙𝒊, ഥ𝒗𝒊
– ത𝑉𝑁,𝑖 ഥ𝒙𝒊, ഥ𝒗𝒊 ≔ σ𝑘=0𝑁−1 ℓ𝑖 ҧ𝑥𝑖 𝑘 , ҧ𝑣𝑖 𝑘 + 𝑉𝑓,𝑖( ҧ𝑥𝑖 𝑁 )
• Subject to
– ҧ𝑥𝑖 𝑘 + 1 = 𝐴𝑖 ҧ𝑥𝑖 𝑘 + 𝐵𝑖 ҧ𝑣𝑖 𝑘 , 𝑘 = 0,1,⋯ ,𝑁 − 1
– ҧ𝑥𝑖 𝑘 , 𝛼𝑖 𝑘 ∈ ഥ𝕏, 𝑘 = 0,1,⋯ ,𝑁 − 1
– ҧ𝑣𝑖 𝑘 , 𝛼𝑖 𝑘 ∈ ഥ𝕌, 𝑘 = 0,1,⋯ ,𝑁 − 1
– ҧ𝑥𝑖 𝑁 ∈ 𝕏𝑓,𝑖
– Power balance constraint
– ҧ𝑥𝑖 0 ∈ 𝑥𝑖 0 ⊕ℛ𝑖(𝛼𝑖(𝑘))
23DYMASOS plenary meeting / Nice, March 14, 2016
Numerical example (1)
• 𝑀 = 12 prosumers
• 1 storage unit and 11 generic 2nd-order prosumers
• No line limits, e.g. one-bus network
• Prediction horizon length 𝑁 = 10
• Uncontrollable prosumers aggregated to one uncertain power injection– 𝑝 𝑘 = 𝑟 𝑘 + 𝑤(k)
– 𝑟 𝑘 = 1000(1 + 0.2 sin 𝑘)
– 𝑤 𝑘 ∈ 𝕎 = {𝑤:−20 ≤ 𝑤 ≤ 20}
• ℓ𝑖 ҧ𝑥𝑖 𝑘 , ҧ𝑣𝑖 𝑘 and 𝑉𝑓,𝑖( ҧ𝑥𝑖 𝑁 ) are quadratic functions
• 𝐾𝑖 is determined as an LQR with infinite horizon
• Closed-loop simulation with 100 steps
• Formulated with YALMIP and solved with CPLEX
24DYMASOS plenary meeting / Nice, March 14, 2016
Numerical example (2)
25DYMASOS plenary meeting / Nice, March 14, 2016
Numerical example (3)
26DYMASOS plenary meeting / Nice, March 14, 2016
Scenario-based approach (1)
• Taking into account every possible combination of
extreme uncertainty realization leads to an untractable
optimization problem
• Scenario approach: take into account only 𝑁uncertainty realization scenarios (instead of all possible
combinations of extreme uncertainty realizations)
• Constraint violation is tolerated, but with some
probability level 휀– E.g instead 𝑥 ∈ 𝕏 we have ℙ 𝑥 ∈ 𝕏 ≥ 1 − 휀
• Additionally, we can discard 𝑘 out of 𝑁 scenarios in
order to improve the objective value
27DYMASOS plenary meeting / Nice, March 14, 2016
Scenario-based approach (2)
• Theoretical guarantees that the solution obtained by inspecting 𝑁 scenarios only is a feasible solution for the chance-constrained optimization problem with high probability 1 − 𝛽, provided that 𝑁 and 𝑘 fulfill the following condition:
𝑘 + 𝑑 − 1𝑘
𝑖=0
𝑘+𝑑−1
𝑁𝑖
휀𝑖 1 − 휀 𝑁−𝑖 ≤ 𝛽
where 𝑑 is the number of optimization variables.
• Choose 𝑁 within the computational limit of the used solver, 휀 according to the acceptable level of risk, 𝛽 small enough to be negligible (e.g. 𝛽 = 10−10), and compute the largest 𝑘number of scenarios that can be discarded
28DYMASOS plenary meeting / Nice, March 14, 2016
Problem definition
29DYMASOS plenary meeting / Nice, March 14, 2016
Control goal
30DYMASOS plenary meeting / Nice, March 14, 2016
Control policy
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Handling the probabilistic constraint (1)
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Handling the probabilistic constraint (2)
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Handling the probabilistic constraint (3)
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Stochastic microgrid control
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Acknowledgments
• This research has been supported by the European
Commission’s FP7-ICT project DYMASOS (contract no.
611281) and by the Croatian Science Foundation
(contract no. I-3473-2014).
36DYMASOS plenary meeting / Nice, March 14, 2016