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

被引：0
|
作者：
Hirpara, R. H. [1 ]
机构：
[1] SN Patel Inst Technol & Res Ctr, Elect Engn Dept, Surat 394345, Gujarat, India
来源：
JOURNAL OF APPLIED MATHEMATICS STATISTICS AND INFORMATICS | 2021年 / 17卷 / 02期
关键词：
stochastic equivalence approach; stochastic differential equation; the OU process; Kuramoto oscillator; power system dynamics; COLORED NOISE; STABILITY;
D O I：
10.2478/jamsi-2021-0008
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：47 / 58
页数：12
相关论文
共 50 条
  • [21] Relativistic Ornstein-Uhlenbeck Process
    J Stat Phys, 3-4 (945):
  • [22] A GENERALIZED ORNSTEIN-UHLENBECK PROCESS
    WITTIG, TA
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1984, 13 (01) : 29 - 43
  • [23] The generalized Ornstein-Uhlenbeck process
    J Phys A Math Gen, 24 (8427):
  • [24] Parameter Estimation for Ornstein-Uhlenbeck Driven by Ornstein-Uhlenbeck Processes with Small Levy Noises
    Zhang, Xuekang
    Shu, Huisheng
    Yi, Haoran
    JOURNAL OF THEORETICAL PROBABILITY, 2023, 36 (01) : 78 - 98
  • [25] The elliptical Ornstein-Uhlenbeck process
    Sykulski, Adam
    Olhede, Sofia
    Sykulska-lawrence, Hanna
    STATISTICS AND ITS INTERFACE, 2023, 16 (01) : 133 - 146
  • [26] On the stochastic pendulum with Ornstein-Uhlenbeck noise
    Mallick, K
    Marcq, P
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2004, 37 (17): : 4769 - 4785
  • [27] SOME EVOLUTION EQUATIONS FOR AN ORNSTEIN-UHLENBECK PROCESS-DRIVEN DYNAMICAL SYSTEM
    Patel, Hiren G.
    Sharma, Shambhu N.
    FLUCTUATION AND NOISE LETTERS, 2012, 11 (04):
  • [28] Ornstein-Uhlenbeck process and generalizations: Particle dynamics under comb constraints and stochastic resetting
    Trajanovski, Pece
    Jolakoski, Petar
    Zelenkovski, Kiril
    Iomin, Alexander
    Kocarev, Ljupco
    Sandev, Trifce
    PHYSICAL REVIEW E, 2023, 107 (05)
  • [29] Dynamics and density function of a stochastic differential infectivity epidemic model with Ornstein-Uhlenbeck process
    Shi, Zhenfeng
    Jiang, Daqing
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2023, 46 (05) : 6245 - 6261
  • [30] Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
    Ascione, Giacomo
    Mishura, Yuliya
    Pirozzi, Enrica
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2021, 23 (01) : 53 - 84
12345