A stochastic equivalence approach for an Ornstein-Uhlenbeck process driven power system dynamics

R. H. Hirpara

doi:10.2478/jamsi-2021-0008

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A stochastic equivalence approach for an Ornstein-Uhlenbeck process driven power system dynamics

Journal of Applied Mathematics, Statistics and Informatics

Volume 17 (2021): Issue 2 (December 2021)

By: R. H. Hirpara

Open Access

|Dec 2021

Abstract

This paper develops a stochastic equivalence approach for an Ornstein-Uhlenbeck process-driven power system. The concept of stochastic equivalence coupled with stochastic differential rule plays the important role to develop the stochastic equivalence approach of this paper. This paper also develops the prediction theory of power system dynamics with the OU process as well.

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Articles in this issue

DOI: https://doi.org/10.2478/jamsi-2021-0008 | Journal eISSN: 1339-0015 | Journal ISSN: 1336-9180

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Language: English

Page range: 47 - 58

Submitted on: Apr 1, 2020

Published on: Dec 30, 2021

Published by: University of Ss. Cyril and Methodius in Trnava

In partnership with: Paradigm Publishing Services

Publication frequency: 2 issues per year

Keywords:

stochastic equivalence approach,

stochastic differential equation,

the OU process,

Kuramoto oscillator,

power system dynamics

Related subjects:

Computer sciences,

Information technology,

Mathematics,

Logic and set theory,

Probability and statistics,

Applied mathematics

© 2021 R. H. Hirpara, published by University of Ss. Cyril and Methodius in Trnava
This work is licensed under the Creative Commons Attribution 4.0 License.

Volume 17 (2021): Issue 2 (December 2021)