On the Fokker-Planck equation for stochastic hybrid systems: application to a wind turbine model

Abstract : This paper presents some recent results concerning a class of continuous-time Markov processes called ``stochastic hybrid systems''. These processes describe the evolution of a multidimensional hybrid-state dynamical system subject to Gaussian white noise inputs. After a brief recall of the formalism, we state the generalized Fokker-Planck equation, which is a partial differential equation satisfied by the probability density function of the system. As an illustration, we consider a variable-speed wind turbine, with a switching controller that combines stall regulation and pitch control. For a given value of the mean wind speed, the stationary distribution of the state variables is computed numerically. This truly dynamical analysis of the system yields a complete probabilistic characterization of the uncertain power output, which is much more accurate than the usual static analysis.
Document type :
Conference papers
Complete list of metadatas

Cited literature [20 references]  Display  Hide  Download

https://hal-supelec.archives-ouvertes.fr/hal-00016375
Contributor : Julien Bect <>
Submitted on : Monday, January 2, 2006 - 1:30:49 PM
Last modification on : Thursday, March 29, 2018 - 11:06:04 AM
Long-term archiving on : Saturday, April 3, 2010 - 6:52:31 PM

Identifiers

Collections

Citation

Julien Bect, Yannick Phulpin, Hana Baili, Gilles Fleury. On the Fokker-Planck equation for stochastic hybrid systems: application to a wind turbine model. PMAPS 2006, Jun 2006, Stockholm, Sweden. pp.N.A., ⟨10.1109/PMAPS.2006.360298⟩. ⟨hal-00016375⟩

Share

Metrics

Record views

389

Files downloads

315