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A Stochastic Optimization Model for Frequency Control and Energy Management in a Microgrid

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Machine Learning, Optimization, and Data Science (LOD 2020)

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 12565))

Abstract

This paper presents an approach to develop an optimal control strategy for a Battery Energy Storage System (BESS) within a photovoltaic (PV)-battery microgrid in Finland. The BESS is used to assist the joint optimization of self-consumption and revenues provided by selling primary frequency reserves in the normal Frequency Containment Reserve (FCR) market. To participate in this frequency control market, a day-ahead planning of the reserve that will be held in the battery during the following day has to be submitted to the transmission system operator. To develop the optimal day-ahead reserve profile, the primary challenge we face is the random nature of the next-day frequency deviations, which we model as an AR (Autoregressive) process. We tackle these uncertainties by employing a two-stage stochastic programming formulation for the reserve planning and battery control optimization problem. Closed-loop simulations are then used to validate the energy management strategy, together with a Model-Predictive Controller (MPC) that is updated every 15 min to take into account an updated system state and new forecasts for load, PV production and electricity market prices. The results show that the considered stochastic programming approach significantly reduces energy costs and increases reliability when compared to a standard deterministic model.

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Notes

  1. 1.

    Considering thus the average value of the frequency deviation time series and, therefore, assuming that there will be no frequency deviations.

Abbreviations

N :

Number of scenarios for optimization

\(N'\) :

Sample size for out-of-sample simulation

M :

Sample size for closed-loop simulation

H :

Number of time steps in prediction horizon

\(C_\text {TOU}\) :

Time-of-Use (variable) energy price [$]

\(P_\text {G}\) :

Grid power consumption [kW]

\(C_\text {R}\) :

Remuneration for provided reserve [$/kW]

R :

Allocated frequency reserve

\(P_\text {L}\) :

Load power

\(P_\text {pv}\) :

PV power

\(P_\text {B}\) :

Battery power

b :

Stored energy in battery

\(\tau \) :

Time step

\(P_\text {Ch}\) :

Battery charging power

\(P_\text {Disch}\) :

Battery discharging power

\(\eta _\text {Ch}\) :

Charging efficiency

\(\eta _\text {Disch}\) :

Discharging efficiency

\(P_\text {N}\) :

Nominal battery charging power

\(P_\text {R}\) :

Frequency reserve power provided by the battery

\(P_\text {min}\) :

Minimum battery power (i.e. max. discharging power)

\(P_\text {max}\) :

Maximum battery charging power

\(b_\text {min}\) :

Lower bound on energy stored in the battery

\(b_\text {max}\) :

upper bound on energy stored in the battery

\(\varDelta f\) :

Normalized frequency deviation

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Correspondence to Dhekra Bousnina .

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Bousnina, D., de Oliveira, W., Pflaum, P. (2020). A Stochastic Optimization Model for Frequency Control and Energy Management in a Microgrid. In: Nicosia, G., et al. Machine Learning, Optimization, and Data Science. LOD 2020. Lecture Notes in Computer Science(), vol 12565. Springer, Cham. https://doi.org/10.1007/978-3-030-64583-0_17

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  • DOI: https://doi.org/10.1007/978-3-030-64583-0_17

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