The simulation solution of nonlinear problems of ergodic electric-power processes transformation

Abstract

Abstract. The algorithm for the simulation solution of the stochastic electric-power processes problems (quadratic inertial smoothing (QIS) and quadratic cumulative averaging (QCA)) has been stated. It includes simulation of initial process realizations, transformation of realizations and ensemble statistical analysis of these processes, as well as simulation quality check by the test problems. Peculiarities of skewness, kurtosis and rated maxima (quantiles) calculations based on the ensemble of the stochastic ergodic process realizations have been considered. Density and cumulative distribution function of the quadratic stochastic processes with normal distribution have been analyzed. Ensemble and single realization errors for rated maxima have been evaluated. It has been proposed to use test check with distribution quantiles when searching for simulation solution of QIS on the stage of quadratic transformation. Approximation of rated maxima using the gamma distribution law is given.