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Research on Volt/Var Control of Distribution Networks Based on PPO Algorithm
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作者 Chao Zhu Lei Wang +4 位作者 Dai Pan Zifei Wang Tao Wang Licheng Wang Chengjin Ye 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第1期599-609,共11页
In this paper,a model free volt/var control(VVC)algorithm is developed by using deep reinforcement learning(DRL).We transform the VVC problem of distribution networks into the network framework of PPO algorithm,in ord... In this paper,a model free volt/var control(VVC)algorithm is developed by using deep reinforcement learning(DRL).We transform the VVC problem of distribution networks into the network framework of PPO algorithm,in order to avoid directly solving a large-scale nonlinear optimization problem.We select photovoltaic inverters as agents to adjust system voltage in a distribution network,taking the reactive power output of inverters as action variables.An appropriate reward function is designed to guide the interaction between photovoltaic inverters and the distribution network environment.OPENDSS is used to output system node voltage and network loss.This method realizes the goal of optimal VVC in distribution network.The IEEE 13-bus three phase unbalanced distribution system is used to verify the effectiveness of the proposed algorithm.Simulation results demonstrate that the proposed method has excellent performance in voltage and reactive power regulation of a distribution network. 展开更多
关键词 Deep reinforcement learning voltage regulation unbalance distribution systems high photovoltaic permeability photovoltaic inverter volt/var control
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Two-timescale Volt/var Control Based on Reinforcement Learning with Hybrid Action Space for Distribution Networks
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作者 Yuan Zhou Yizhou Peng +3 位作者 Leijiao Ge Luyang Hou Ying Wang Hongxia Niu 《Journal of Modern Power Systems and Clean Energy》 2025年第4期1261-1273,共13页
In volt/var control(VVC)for active distribution networks,it is essential to integrate traditional voltage regulation devices with modern smart photovoltaic inverters to prevent voltage violations.However,model-based m... In volt/var control(VVC)for active distribution networks,it is essential to integrate traditional voltage regulation devices with modern smart photovoltaic inverters to prevent voltage violations.However,model-based multi-device VVC methods rely on accurate system models for decision-making,which can be challenging due to the extensive modeling workload.To tackle the complexities of multi-device cooperation in VVC,this paper proposes a two-timescale VVC method based on reinforcement learning with hybrid action space,termed the hybrid action representation twin delayed deep deterministic policy gradient(HAR-TD3)method.This method simultaneously manages traditional discrete voltage regulation devices,which operate on a slower timescale,and smart continuous voltage regulation devices,which function on a faster timescale.To enable effective collaboration between the different action spaces of these devices,we propose a variational auto-encoder based hybrid action reconstruction network.This network captures the interdependencies of hybrid actions by embedding both discrete and continuous actions into the latent representation space and subsequently decoding them for action reconstruction.The proposed method is validated on IEEE 33-bus,69-bus,and 123-bus distribution networks.Numerical results indicate that the proposed method successfully coordinates discrete and continuous voltage regulation devices,achieving fewer voltage violations compared with stateof-the-art reinforcement learning methods. 展开更多
关键词 voltage/var control reinforcement learning hybrid action space two-timescale active distribution network
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Data-driven Inverter-based Volt/VAr Control for Partially Observable Distribution Networks 被引量:3
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作者 Tong Xu Wenchuan Wu +2 位作者 Yiwen Hong Junjie Yu Fazhong Zhang 《CSEE Journal of Power and Energy Systems》 SCIE EI CSCD 2023年第2期548-560,共13页
For active distribution networks(ADNs)integrated with massive inverter-based energy resources,it is impractical to maintain the accurate model and deploy measurements at all nodes due to the large-scale of ADNs.Thus,c... For active distribution networks(ADNs)integrated with massive inverter-based energy resources,it is impractical to maintain the accurate model and deploy measurements at all nodes due to the large-scale of ADNs.Thus,current models of ADNs usually involve significant errors or even unknown occurances.Moreover,ADNs are usually partially observable since only a few measurements are available at pilot nodes or nodes with significant users.To provide a practical Volt/Var control(VVC)strategy for such networks,a data-driven VVC method is proposed in this paper.First,the system response policy,approximating the relationship between the control variables and states of monitoring nodes,is estimated by a recursive regression closed-form solution.Then,based on real-time measurements and the newly updated system response policy,a VVC strategy with convergence guarantee is realized.Since the recursive regression solution is embedded in the control stage,a data-driven closedloop VVC framework is established.The effectiveness of the proposed method is validated in an unbalanced distribution system considering nonlinear loads,where not only the rapid and self-adaptive voltage regulation is realized,but also systemwide optimization is achieved. 展开更多
关键词 DATA-DRIVEN distribution networks partial observation volt/var control
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A Linearized Branch Flow Model Considering Line Shunts for Radial Distribution Systems and Its Application in Volt/VAr Control 被引量:1
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作者 Hanyang Lin Firdous Ul Nazir +1 位作者 Bikash C.Pal Ye Guo 《Journal of Modern Power Systems and Clean Energy》 SCIE EI CSCD 2023年第4期1191-1200,共10页
When urban distribution systems are gradually modernized,the overhead lines are replaced by underground cables,whose shunt admittances can not be ignored.Traditional power flow(PF)model withπequivalent circuit shows ... When urban distribution systems are gradually modernized,the overhead lines are replaced by underground cables,whose shunt admittances can not be ignored.Traditional power flow(PF)model withπequivalent circuit shows non-convexity and long computing time,and most recently proposed linear PF models assume zero shunt elements.All of them are not suitable for fast calculation and optimization problems of modern distribution systems with non-negligible line shunts.Therefore,this paper proposes a linearized branch flow model considering line shunt(LBFS).The strength of LBFS lies in maintaining the linear structure and the convex nature after appropriately modeling theπequivalent circuit for network equipment like transformers.Simulation results show that the calculation accuracy in nodal voltage and branch current magnitudes is improved by considering shunt admittances.We show the application scope of LBFS by controlling the network voltages through a two-stage stochastic Volt/VAr control(VVC)problem with the uncertain active power output from renewable energy sources(RESs).Since LBFS results in a linear VVC program,the global solution is guaranteed.Case study exhibits that VVC framework can optimally dispatch the discrete control devices,viz.substation transformers and shunt capacitors,and also optimize the decision rules for real-time reactive power control of RES.Moreover,the computing efficiency is significantly improved compared with that of traditional VVC methods. 展开更多
关键词 Line shunt linear power flow model stochastic optimization volt/var control(VVC)
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Pareto Front Analysis Method for Optimization of PV Inverter Based Volt/Var Control Considering Inverter Lifetime
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作者 Qingmian Chai Cuo Zhang +2 位作者 Yan Xu Zhao Yang Dong Rui Zhang 《CSEE Journal of Power and Energy Systems》 SCIE EI CSCD 2023年第1期111-121,共11页
Photovoltaic(PV)inverter-based volt/var control(VVC)is highly promising to tackle the emerging voltage regulation challenges brought by increasing PV penetration.However,PV inverter operational reliability has arisen ... Photovoltaic(PV)inverter-based volt/var control(VVC)is highly promising to tackle the emerging voltage regulation challenges brought by increasing PV penetration.However,PV inverter operational reliability has arisen as a critical concern for practical VVC implementation.This paper proposes a new PV inverter based VVC optimization model and a Pareto front analysis method for maintaining a satisfactory inverter lifetime.First,reliability of the vulnerable DC-link capacitor inside a PV inverter is analyzed,and long-term VVC impact on inverter operational reliability is identified.Second,a multi-objective PV inverter based VVC optimization model is proposed for minimizing both inverter apparent power output and network power loss with a weighting factor.Third,a Pareto front analysis method is developed to visualize the impact of the weighting factor on VVC performance and inverter reliability,thus determining the effective weighting factor to reduce network power loss with expected inverter lifetime.Effectiveness of the proposed VVC optimization model and Pareto front analysis method are verified in a case study. 展开更多
关键词 Distribution network inverter reliability analysis pareto front analysis photovoltaic stochastic optimization volt/var control
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Effects of the Reactive Power Injection on the Grid—The Rise of the Volt/var Interaction Chain
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作者 Albana Ilo 《Smart Grid and Renewable Energy》 2016年第7期217-232,共17页
The major challenge to increase the decentralized generation share in distribution grids is the maintenance of the voltage within the limits. The inductive power injection is widely used as a remedial measure. The mai... The major challenge to increase the decentralized generation share in distribution grids is the maintenance of the voltage within the limits. The inductive power injection is widely used as a remedial measure. The main aim of this paper is to study the effect of the reactive power injection (by what-ever means) on radial grid structures and their impact on the voltage of the higher voltage-level grids. Various studies have shown that, in addition to the major local effect on the voltage at the injection point, the injection of the reactive power on a feeder has a global effect, which cannot be neglected. The reactive power flow and the voltage on the higher voltage level grid are significantly affected. In addition, a random effect is introduced by the DGs which are connected through inverters (using wind or PVs). Although their operation is in accordance with the grid code, a volatile reactive power flow circulates on the grid. Finally, this study proposes the implementation of the “Volt/var secondary control” interaction chain in order to increase the distributed generation share at every distribution voltage level, be it medium or low voltage, and at the same time to guarantee a stable operation of the power grid. Features of Volt/var secondary control loops ensure a resilient behavior of the whole chain. 展开更多
关键词 Distributed Generation LINK-Architecture Smart Grid Transmission Grid volt/var control volt/var Interdependencies
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Active disturbance rejection based load frequency control and voltage regulation in power systems
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作者 Lili DONG Anusree MANDALI +1 位作者 Allen MORINEC Yang ZHAO 《Control Theory and Technology》 EI CSCD 2018年第4期336-350,共15页
An active disturbance rejection controller (ADRC) is developed for load frequency control (LFC) and voltage regulation respectively in a power system. For LFC, the ADRC is constructed on a three-area interconnecte... An active disturbance rejection controller (ADRC) is developed for load frequency control (LFC) and voltage regulation respectively in a power system. For LFC, the ADRC is constructed on a three-area interconnected power system. The control goal is to maintain the frequency at nominal value (60Hz in North America) and keep tie-line power flow at scheduled value. For voltage regulation, the ADRC is applied to a static var compensator (SVC) as a supplementary controller. It is utilized to maintain the voltages at nearby buses within the ANSI C84.1 limits (or +5% tolerance). Particularly, an alternative ADRC with smaller controller gains than classic ADRC is originally designed on the SVC system. From power generation and transmission to its distribution, both voltage and frequency regulating systems are subject to large and small disturbances caused by sudden load changes, transmission faults, and equipment loss/malfunction etc. The simulation results and theoretical analyses demonstrate the effectiveness of the ADRCs in compensating the disturbances and achieving the control goals. 展开更多
关键词 Active disturbance rejection control power systems load frequency control static var compensator voltageregulation DISTURBANCE system uncertainty
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A Study of Variable Structure SVC Controller
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作者 于占勋 陈学允 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 1996年第2期54-57,共4页
This paper presents a design method of a variable structure svc controller. Its control principle is easy to realize, and it is not related to the parameters of the power network and operation conditions. The result o... This paper presents a design method of a variable structure svc controller. Its control principle is easy to realize, and it is not related to the parameters of the power network and operation conditions. The result of computer simulation shows that the proposed controller can improve the system's damping performance effctively. 展开更多
关键词 ss:variable structure control GENERATOR static var compensator.
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TA4铸锭在VAR熔炼过程中Fe元素的传递行为研究 被引量:1
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作者 孟廷 李旭鹏 +2 位作者 董春芳 吕建波 李静 《铸造工程》 2025年第5期15-19,共5页
研究对比了不同二次电极组合方案下VAR熔炼TA4铸锭中的Fe元素分布情况及传递行为,对不同熔炼次数后的铸锭采样进行Fe元素分析,并提出了针对TA4铸锭真空自耗熔炼时减小合金元素偏析趋势的控制方法。试验得出:(1)根据冒口截面Fe含量变化验... 研究对比了不同二次电极组合方案下VAR熔炼TA4铸锭中的Fe元素分布情况及传递行为,对不同熔炼次数后的铸锭采样进行Fe元素分析,并提出了针对TA4铸锭真空自耗熔炼时减小合金元素偏析趋势的控制方法。试验得出:(1)根据冒口截面Fe含量变化验证Fe元素呈较强的正偏析规律,边缘到中心偏差小于0.05%,该熔炼方案有利于生产Φ700 mm的TA4铸锭;(2)根据轴向Fe元素分布情况验证前次铸锭沿轴向的Fe元素成分不均匀不会传递给下一次熔炼的铸锭;(3)铸锭炉内倒置摆放后做下次熔炼电极,其偏析程度要轻于铸锭直接正置的情况,通过两次倒置电极的摆放后,熔炼铸锭径向成分均匀性最为理想,Fe元素径向偏差小于0.02%。 展开更多
关键词 钛合金铸锭 宏观偏析 var熔炼 成分控制
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计及低电压穿越电流限幅的VSG与SVG混合系统无功协调控制策略
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作者 林海 王佳瑞 +1 位作者 张彦宁 顾沈卉 《华南理工大学学报(自然科学版)》 北大核心 2026年第1期19-29,共11页
在面对电网故障导致的电压跌落时,为解决构网型储能变流器在低电压穿越时的电流越限和电压支撑能力有限问题,提出了一种计及低电压穿越电流限幅策略的虚拟同步发电机(VSG)与静止无功发生器(SVG)混合系统无功协调控制方法。首先,介绍了VS... 在面对电网故障导致的电压跌落时,为解决构网型储能变流器在低电压穿越时的电流越限和电压支撑能力有限问题,提出了一种计及低电压穿越电流限幅策略的虚拟同步发电机(VSG)与静止无功发生器(SVG)混合系统无功协调控制方法。首先,介绍了VSG的典型控制策略,并对其在不同程度电网电压跌落下的暂态特性功角曲线进行分析;随后,对已有的q轴优先限流策略加以改进,根据d轴电流减小值等比例减小有功功率参考值,得到了有功参考自适应的q轴优先限流策略,可以提升VSG的功角稳定性;同时,针对电网电压严重跌落时单一VSG电压支撑能力有限的问题,建立了SVG与VSG混合系统模型,提出了相应的无功分配策略。该策略以SVG优先进行无功补偿为前提重新设计了VSG的无功控制环路,同时引入SVG的电流限制环节,设计了混合系统的具体协同控制流程。最后,通过Simulink仿真验证了理论分析的有效性。结果表明,所提限流策略可有效限制输出电流,混合系统控制方法能大大提升电网电压跌落时的恢复程度。 展开更多
关键词 低电压穿越 电流限幅 虚拟同步机 静止无功发生器 无功协调控制
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采用电压-无功控制的光伏并网逆变器振荡机理分析及稳定域刻画
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作者 张过 唐雅洁 +3 位作者 闫姝璇 时晓洁 倪筹帷 林磊 《高电压技术》 北大核心 2026年第2期951-961,I0034-I0037,共15页
利用电压-无功控制可有效缓解大规模光伏并网引发的电压越限问题,但设计不当将引发逆变器振荡失稳。现有电压-无功控制的稳定性研究未考虑电压-无功控制与传统跟网控制的交互作用,所构建的稳定边界适用性较差。为此,充分考虑电压-无功... 利用电压-无功控制可有效缓解大规模光伏并网引发的电压越限问题,但设计不当将引发逆变器振荡失稳。现有电压-无功控制的稳定性研究未考虑电压-无功控制与传统跟网控制的交互作用,所构建的稳定边界适用性较差。为此,充分考虑电压-无功控制下光伏并网逆变器在弱网下的多尺度控制耦合特征,通过简化的系统5阶单输入单输出模型,依据奈奎斯特稳定判据,揭示弱网下电压-无功控制的失稳机理。研究表明:弱网下电压-无功响应越弱且越慢、控制时延越短、网络越强,电压-无功控制就越稳定。此外,当线路阻感较大时,直流电压控制带宽越低越利于系统稳定;当线路阻感较小时,直流电压控制带宽越高越利于系统稳定。在此基础上,推导了电压-无功控制的稳定边界,并通过半实物实验验证了上述分析及所提边界的准确性,解决了现有稳定判据适用性差的问题。 展开更多
关键词 电压支撑 电压-无功控制 光伏逆变器 降阶模型 失稳机理 稳定边界
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基于集成门极换向晶闸管与链式逆变器的±50Mvar静止同步补偿器 被引量:46
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作者 刘文华 宋强 +2 位作者 滕乐天 郑东润 张东江 《中国电机工程学报》 EI CSCD 北大核心 2008年第15期55-60,共6页
基于集成门极换向晶闸管(integrated gate commutated thyristor,IGCT)和链式逆变器的±50Mvar静止同步补偿器(static synchronous compensator,STATCOM)已研制完成并投入工业运行。文中给出了±50Mvar STATCOM的主电路构成及... 基于集成门极换向晶闸管(integrated gate commutated thyristor,IGCT)和链式逆变器的±50Mvar静止同步补偿器(static synchronous compensator,STATCOM)已研制完成并投入工业运行。文中给出了±50Mvar STATCOM的主电路构成及主要参数、150Hz优化脉宽调制(pulse width modulation,PWM)控制策略、直流电压平衡控制策略及自平衡反馈线性化无功控制策略,并给出了现场的试验结果。试验结果表明±50Mvar STATCOM装置的各项性能指标都达到了预期目标。 展开更多
关键词 静止同步补偿器 链式逆变器 脉宽调制控制 无功功率控制
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条件收益率下的VaR投资组合研究 被引量:3
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作者 肖春来 李朋根 罗荣华 《数理统计与管理》 CSSCI 北大核心 2009年第1期175-180,共6页
本文以新的VaR风险控制体系和价格条件的VaR理论为基础,建立了一种新的最优投资组合模型——μ_s-VaR_s模型。其主要特点有:首先,μ_s-VaR_s模型主要关注相对价格的预期收益和风险,在没有股指期货对冲大盘指数风险的条件下,该模型可以... 本文以新的VaR风险控制体系和价格条件的VaR理论为基础,建立了一种新的最优投资组合模型——μ_s-VaR_s模型。其主要特点有:首先,μ_s-VaR_s模型主要关注相对价格的预期收益和风险,在没有股指期货对冲大盘指数风险的条件下,该模型可以为投资组合跑赢大盘提供了科学思路;其次,在μ_s-VaR_s风模型中,仿照夏普指数创建出了新的选股指标γ_s_i(t),使投资组合更有效率;最后,μ_s-VaR_s模型充分考虑了沪深股票市场的交易成本和交易条件限制,使模型具有较强的现实可用性.经过对沪深股票市场的实证分析发现:μ_s-VaR_s模型明显优于马柯威茨的M-V模型;应用μ_s-VaR_s模型所构建的投资组合的累积收益率显著高于大盘的同期累积收益率. 展开更多
关键词 价格条件var var风险控制体系 μs-vars模型
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多元自相关过程的VAR控制图 被引量:7
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作者 杨穆尔 孙静 《数理统计与管理》 CSSCI 北大核心 2008年第2期298-303,共6页
为了解决多元自相关过程的残差T^2控制图对小偏移不灵敏的问题,本文利用批量-均值法的思想,结合VAR模型的渐近分布,设计了多元自相关过程的向量自回归(VAR)控制图.只要子组样本量足够大,VAR控制图可以对过程出现的各种偏移进行有效控制... 为了解决多元自相关过程的残差T^2控制图对小偏移不灵敏的问题,本文利用批量-均值法的思想,结合VAR模型的渐近分布,设计了多元自相关过程的向量自回归(VAR)控制图.只要子组样本量足够大,VAR控制图可以对过程出现的各种偏移进行有效控制.通过对比残差T^2控制图的控制效果,得出VAR控制图对小偏移灵敏、残差T^2控制图对大偏移灵敏的结论,联合使用VAR控制图和残差T^2控制图可更有效地监控多元自相关过程。 展开更多
关键词 多元统计过程控制 自相关过程 向量自回归模型
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20 Mvar静止无功发生器(SVG)控制器的设计 被引量:1
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作者 王强 梁旭 +3 位作者 胡明亮 姜齐荣 张湘南 徐勇 《中国电力》 EI CSCD 北大核心 1999年第11期44-47,共4页
介绍20 Mvar 静止无功发生器的控制器设计,包括硬件结构、控制策略等。该装置基于DSP开发,采用瞬时电量定义及精心选择的各类高速数字芯片,加速了数据采集和处理。动模试验证明该控制器的高可靠性、高脉冲精度,具有一定的... 介绍20 Mvar 静止无功发生器的控制器设计,包括硬件结构、控制策略等。该装置基于DSP开发,采用瞬时电量定义及精心选择的各类高速数字芯片,加速了数据采集和处理。动模试验证明该控制器的高可靠性、高脉冲精度,具有一定的通用性。 展开更多
关键词 静止无功发生器 控制器 电力系统 暂态稳定
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20Mvar静止无功发生器(SVG)控制器的设计 被引量:2
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作者 姜齐荣 姜旭峰 郭群岭 《电力电子技术》 CSCD 北大核心 1999年第6期1-3,10,共4页
介绍了20 Mvar 静止无功发生器控制器的设计。通过动模实验证明,该控制器可靠性高,脉冲精度高,完全满足SVG快速控制的要求,具有广阔的应用前景。
关键词 静止无功发生器 控制器 电力系统 稳定性
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VAR熔炼TC2钛合金 被引量:4
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作者 郑亚波 陈战乾 +2 位作者 陈峰 乔璐 毛玲玲 《世界有色金属》 2016年第7期32-36,共5页
由于Al、Mn元素在钛合金中的饱和蒸汽压远大于基体元素,因此,TC2钛合金在熔炼中主组元的挥发损失较大,尤其是Mn元素,不利于铸锭化学成分均匀性控制。本文基于活度系数计算模型和控制传质系数计算模型,从热力学角度分析了钛合金熔体中Al... 由于Al、Mn元素在钛合金中的饱和蒸汽压远大于基体元素,因此,TC2钛合金在熔炼中主组元的挥发损失较大,尤其是Mn元素,不利于铸锭化学成分均匀性控制。本文基于活度系数计算模型和控制传质系数计算模型,从热力学角度分析了钛合金熔体中Al、Mn元素的挥发趋势,分析了TC2钛合金中各元素的分布特点,结合生产实际,通过合理控制原材料,选择合适的合金添加剂及熔炼参数等,采用真空自耗电弧炉惰性气体保护熔炼出直径为720mm的TC2钛合金铸锭,结果表明:所熔炼的铸锭径向、轴向化学成分均匀,生产的铸锭经后续加工,所得到的产品均满足标准要求,未出现宏观偏析。 展开更多
关键词 var熔炼 TC2 挥发 成分控制
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基于 IGBT 的 1MVAR 无功发生器的设计与实验 被引量:1
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作者 蓝元良 李文磊 +2 位作者 骆济寿 解中秀 牛斗 《电工电能新技术》 CSCD 1997年第3期35-38,共4页
本文描述了基于IGBT的1MVARASVG装置的主电路结构、工作原理、控制系统及驱动和检测电路的设计,并就其对电力系统造成的谐波影响进行分析。
关键词 双极性晶体管 无功发生器 设计 控制系统
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面向新能源场站的构网型静止无功发生器阻抗建模及稳定性分析
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作者 赵力轩 陈新 张东辉 《电工技术学报》 北大核心 2026年第3期849-864,共16页
近年来,构网控制技术在新能源领域得到了广泛应用,其中构网型静止无功发生器(SVG)被视为同步调相机的理想替代装备。然而,构网型SVG对新能源并网系统稳定性的具体影响机制尚未得到充分研究。该文聚焦构网型SVG在风电场中的应用及其对系... 近年来,构网控制技术在新能源领域得到了广泛应用,其中构网型静止无功发生器(SVG)被视为同步调相机的理想替代装备。然而,构网型SVG对新能源并网系统稳定性的具体影响机制尚未得到充分研究。该文聚焦构网型SVG在风电场中的应用及其对系统稳定性的影响,开展深入研究。首先,采用多谐波线性化建模方法,建立SVG跟网和构网控制模式下的阻抗模型,重点分析SVG输出阻抗的负阻尼分布特征,并对两种模式下的阻抗特性进行详细的量化分析对比。然后,构建包含SVG的风电场阻抗网络模型,系统地探讨不同模式SVG对风电场稳定性的影响规律。研究结果表明:与跟网型SVG相比,构网型SVG的负阻尼阻抗特征得以显著改善,构网型SVG具备与同步调相机相当的弱电网稳定运行能力。最后,通过RT-Lab硬件在环实验平台,以哈密地区某风电场为例进行多工况实验,实验结果验证了该文分析结果的正确性。 展开更多
关键词 静止无功发生器(SVG) 同步调相机 构网控制 阻抗模型 稳定性分析 风电场
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VaR模型在我国养老基金投资风险控制中的应用 被引量:3
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作者 林源 《怀化学院学报》 2006年第1期68-70,共3页
养老基金的投资面临多种风险,要实现其保值增值,必须进行风险度量和监控。VaR模型作为一种新的金融风险管理工具,因其有别于传统的金融风险管理工具的特点,在西方受到广泛青睐。探讨该模型在我国养老基金投资风险控制中的应用。
关键词 var(Value at Risk 风险价值) 养老基金 风险控制 风险预算
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