为了实现“双碳”战略目标,推动我国能源转型,实现海上风电等大规模新能源的安全可靠送出成为研究关键。柔性低频输电系统通过降低输电频率来提高输送能力并节省经济成本,逐渐成为“新型电力系统”中除传统工频输电和直流输电方式之外...为了实现“双碳”战略目标,推动我国能源转型,实现海上风电等大规模新能源的安全可靠送出成为研究关键。柔性低频输电系统通过降低输电频率来提高输送能力并节省经济成本,逐渐成为“新型电力系统”中除传统工频输电和直流输电方式之外的有益补充。但是,柔性低频输电系统的稳定性问题,尤其是大信号稳定性问题仍是工程实践中的难题。为此,采用Lyapunov直接法对基于模块化多电平矩阵换流器(modular multilevel matrix converter,M3C)的柔性低频输电系统进行了大信号稳定性分析。首先针对系统非线性状态方程阶数较高,导致难以通过经验或者线性系统Jacobian矩阵方法直接构造能量函数的难题,通过扇区非线性方法建立了模糊模型,简洁快速地构建了系统能量函数并计算了大信号稳定吸引域(large signal domain of attraction,LS-DOA)。其次引入多维空间吸引域的映射方法,从频率差异的角度更加直观地揭示了主电路和控制系统等参数对系统大信号稳定性的影响。然后结合线性矩阵不等式(linear matrix inequality,LMI)凸优化理论,分析了系统大信号不稳定的相关机理并给出了高效的镇定策略。最后通过MATLAB/Simulink建立了系统模型,实现了对理论分析的仿真验证,研究结果对柔性低频输电系统的工程实践有一定的参考作用。展开更多
Classical formulations of the portfolio optimization, such as mean-variance or Value-at-Risk（VaR） approaches, can result in a portfolio extremely sensitive to errors in the date, such as mean and covariance matrix. ...Classical formulations of the portfolio optimization, such as mean-variance or Value-at-Risk（VaR） approaches, can result in a portfolio extremely sensitive to errors in the date, such as mean and covariance matrix. In this paper we propose a way to alleviate this problem in a tractable manner. We proposed a robust portfolio optimization model, which can be solved by using linear matrix inequalities （LMI） .To substantiate the conclusion we cite an empirical analysis which adopts correlated data from Shanghai Stock Exchange. The result indicates that the robust model of portfolio is efficient and feasible.展开更多
基金the nature science foundation of universities of Jiangsu province(07KJB110090)the nature science foundation of Nantong University(07Z002)Research on Higher Education of Nantong University(08GJ007,08GJ029)
基金The Nature Science Foundation of China(61004027)The Nature Science Foundation of Universities(09KJD510002+3 种基金10KJB12002) from Jiangsu Province,Jiangsu Province Educational Science Eleventh Five-Year Plan Foundation(C-b/2009/01/039)Jiangsu Modern Educational Technology Research Foundation(2010-R-16945)the Nature Science Foundation(09ZJ001) from Nantong Universitythe Humanities and Social Sciences Youth Fund of Education Ministry(10YJCZH150)
文摘为了实现“双碳”战略目标,推动我国能源转型,实现海上风电等大规模新能源的安全可靠送出成为研究关键。柔性低频输电系统通过降低输电频率来提高输送能力并节省经济成本,逐渐成为“新型电力系统”中除传统工频输电和直流输电方式之外的有益补充。但是,柔性低频输电系统的稳定性问题,尤其是大信号稳定性问题仍是工程实践中的难题。为此,采用Lyapunov直接法对基于模块化多电平矩阵换流器(modular multilevel matrix converter,M3C)的柔性低频输电系统进行了大信号稳定性分析。首先针对系统非线性状态方程阶数较高,导致难以通过经验或者线性系统Jacobian矩阵方法直接构造能量函数的难题,通过扇区非线性方法建立了模糊模型,简洁快速地构建了系统能量函数并计算了大信号稳定吸引域(large signal domain of attraction,LS-DOA)。其次引入多维空间吸引域的映射方法,从频率差异的角度更加直观地揭示了主电路和控制系统等参数对系统大信号稳定性的影响。然后结合线性矩阵不等式(linear matrix inequality,LMI)凸优化理论,分析了系统大信号不稳定的相关机理并给出了高效的镇定策略。最后通过MATLAB/Simulink建立了系统模型,实现了对理论分析的仿真验证,研究结果对柔性低频输电系统的工程实践有一定的参考作用。
文摘Classical formulations of the portfolio optimization, such as mean-variance or Value-at-Risk（VaR） approaches, can result in a portfolio extremely sensitive to errors in the date, such as mean and covariance matrix. In this paper we propose a way to alleviate this problem in a tractable manner. We proposed a robust portfolio optimization model, which can be solved by using linear matrix inequalities （LMI） .To substantiate the conclusion we cite an empirical analysis which adopts correlated data from Shanghai Stock Exchange. The result indicates that the robust model of portfolio is efficient and feasible.
