Demand Response Methods for Ancillary Services and Renewable Energy Integration in Electric ...

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ETH Library
Demand response methods for
ancillary services and renewable
energy integration in electric power
systems
Doctoral Thesis
Author(s):
Koch, Stephan
Publication date:
2012
Permanent link:
https://doi.org/10.3929/ethz-a-009756530
Rights / license:
In Copyright - Non-Commercial Use Permitted
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Diss. ETH No. 20470
Demand Response Methods
for Ancillary Services and
Renewable Energy Integration
in Electric Power Systems
A dissertation submitted to
ETH ZURICH
for the degree of
Doctor of Sciences
presented by
STEPHAN KOCH
Dipl.-Ing., University of Stuttgart
born December 30, 1980
citizen of Germany
accepted on the recommendation of
Prof. Dr. G¨oran Andersson, examiner
Prof. Dr. Ian A. Hiskens, co-examiner
2012

Preface
This thesis was written during my time as a Ph.D. student at the
Power Systems Laboratory (PSL) at ETH Zurich from October 2007
to June 2012. It is closely related to the work that I did within the
research project “Local Load Management”.
First, I would like to express my sincere gratitude to Professor G¨oran
AnderssonfortheopportunitytopursuemyPh.D.studiesatthePower
Systems Laboratory. Through his support, guidance, and the freedom
he gave me to follow my own ideas in research, he contributed greatly
to this work. I have appreciated his positive spirit and open-minded
attitude towards new research ideas, collaboration efforts, and projects
throughout the duration of my Ph.D. studies.
I also would like to thank Professor Ian Hiskens from University of
Michigan for his kind willingness to co-examine this thesis and for the
inspiring discussions that we had at various conferences. I highly ap-
preciate his passion for this field of research.
I am thankful to the members of the project “Local Load Manage-
ment” for our well-working collaboration, particularly Professor Mar-
tin Wiederkehr, Dominik Meier, and Professor Rolf Gutzwiller from
University of Applied Sciences North-Western Switzerland, Dominic
LendifromLandis+Gyr, Dr.MatthiasZwickyfromAlpiq, andAlexan-
der Ku¨ster from Swissgrid. Financial support and constructive feed-
backfromSwisselectricResearch,thelatterespeciallyfromDr.Michael
Paulus and Dr. Martin Kauert, is gratefully acknowledged.
IwouldliketothankProfessorDuncanCallawayfortheopportunityto
visit his group Energy Modeling and Control (EMAC) at University of
California, Berkeley, for a period of five months in 2010. Working with
him motivated me to follow new research directions and to drill down
into the details of the modeling and control approaches that I worked
with. I really enjoyed working with the other graduate students at the
lab, especially Johanna Mathieu, Taylor Keep, and Froy Sifuentes.
iii
iv Preface
Several Master’s students completed a semester thesis or Master’s the-
sis under my supervision, in particular Vanco Janev, Fernando Soto
B´arcenas, Emil Iggland, Ifigeneia Stefanidou, Maria Zerva, Matthias
Bucher, Chakrit Bhamornsiri, Aryestis Vlahakis, Fernando de Sama-
niego Steta, Philip Jonas, Martin Pfeiffer, Diego Adolf, Ganbayar
Puntsagdash, Philipp Fortenbacher, and Samuel Pfaffen (in chronologi-
calorder). Iwouldliketoacknowledgetheirmotivationandhardwork,
part of which contributed to the research presented in this thesis.
There are numerous colleagues and friends that I worked with during
my time at the Power Systems Laboratory. In particular, I would like
to thank Marek Zima, Matthias Galus, Spyros Chatzivasileiadis, Maria
Vrakopoulou, OsvaldoRodr´ıguezVillal´on, FraukeOldewurtel, Theodor
Borsche, Evangelos Vrettos, and especially Andreas Ulbig and Kai
Heussenfortheinspiringdiscussionsandfruitfulcollaboration. Ithank
Turhan Demiray for providing a MATLAB-based dynamic power sys-
temsimulationenvironmentwhichwasveryusefulformyresearch,and
fortheentertainingcoffeebreakswhichmadeallmyprogrammingchal-
lenges a lot easier to deal with. In the same sense, the legendary lunch
breakswithThiloKrauseoftenenrichedmydayswiththelatestlinguis-
tic twists, and the hiking trips, ski weekends, and long nights at BQM
withmanyPSLcolleagueshelpedmetokeepthebalancebetweenwork
and leisure. All in all, I would like to thank the entire group for our
great time. I really enjoyed our nice and friendly atmosphere and the
fun that we had inside and outside of ETL G-floor.
IwouldliketothankSarahforthelove,support,andunderstandingthat
shegavemewhileIwasworkingtowardsmyPh.D.degree. Ialsothank
my friends for the encouragement and support, especially Francesco for
philosophical discussions and a never-ending series of running gags.
I am deeply grateful to my family for their tremendous amount of sup-
port, especiallytomymotherwhogreatlysupportedmyeducationand
always had an open ear for any difficulties, to my brother with whom
I exchanged quite a number of very stress-relieving e-mails, especially
when I was actually writing the thesis, to my grandmother for the con-
tinuous supply of cake and cookies, and to my father who surely would
have liked to be part of this intense period of my life.
Stephan Koch
June 2012
Contents
Abstract . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii
Kurzfassung . . . . . . . . . . . . . . . . . . . . . . . . . . . . xv
List of Acronyms . . . . . . . . . . . . . . . . . . . . . . . . . xix
List of Figures . . . . . . . . . . . . . . . . . . . . . . . . . . xxiii
List of Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . xxvi
1 Introduction 1
1.1 Background and Motivation . . . . . . . . . . . . . . . . 1
1.1.1 History of Electric Power Systems . . . . . . . . 1
1.1.2 Low-Carbon Energy Scenarios and Policy . . . . 2
1.1.3 Intermittent Renewable Energy . . . . . . . . . . 4
1.1.4 Distributed Generation . . . . . . . . . . . . . . 5
1.1.5 Liberalization of the Electricity Sector . . . . . . 5
1.1.6 SmartGrids . . . . . . . . . . . . . . . . . . . . . 6
1.1.7 Demand Response Potential . . . . . . . . . . . . 11
1.1.8 Objectives of this Work . . . . . . . . . . . . . . 13
1.2 Contributions . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 Outline of the Thesis . . . . . . . . . . . . . . . . . . . . 15
1.4 List of Publications . . . . . . . . . . . . . . . . . . . . . 17
2 Modeling and Coordination of TCLs 19
2.1 Introduction and Literature Review . . . . . . . . . . . 19
2.2 Generic TCL Model . . . . . . . . . . . . . . . . . . . . 21
v
vi Contents
2.2.1 Normalized Expression of the TCL State . . . . 22
2.2.2 Dynamic TCL Models . . . . . . . . . . . . . . . 22
2.2.3 Thermal and Electric Energy Content . . . . . . 24
2.2.4 Analytical Solution of the Model Equations . . . 24
2.2.5 Uncoordinated Steady-State Properties . . . . . 25
2.3 Communication Infrastructure . . . . . . . . . . . . . . 28
2.4 TCL Coordination Based on “Willingness to Switch” . . 29
2.4.1 The Coordination Strategy . . . . . . . . . . . . 29
2.4.2 Computation of Accepted Switching Prices . . . 31
2.4.3 Refinement of the Error Signal . . . . . . . . . . 34
2.5 Aggregate Population Model . . . . . . . . . . . . . . . 35
2.6 Simulation of the Coordination . . . . . . . . . . . . . . 37
2.7 Implications of the TCL Coordination . . . . . . . . . . 39
2.7.1 Impact of the Control on the TCLs . . . . . . . . 39
2.7.2 Choice of the Optimization Step Size . . . . . . . 41
2.7.3 Energy Constraint Violation Behavior . . . . . . 41
2.7.4 Adaptation of the TCL Switching Boundaries . . 42
2.8 Concluding Remarks . . . . . . . . . . . . . . . . . . . . 45
3 Modeling and Coordination of Electric Water Heaters 47
3.1 Introduction and Motivation. . . . . . . . . . . . . . . . 47
3.2 Literature Review . . . . . . . . . . . . . . . . . . . . . 49
3.3 Single Water Heater Model . . . . . . . . . . . . . . . . 51
3.3.1 Physical Effects . . . . . . . . . . . . . . . . . . . 52
3.3.2 Heuristic Circular Mass Flow Term . . . . . . . . 55
3.3.3 Merging the Model Pieces . . . . . . . . . . . . . 56
3.3.4 Hysteretic Thermostat Controller . . . . . . . . . 59
3.3.5 Modeling of Water Draws . . . . . . . . . . . . . 60
3.3.6 Simulation of a Single Water Heater . . . . . . . 63
3.3.7 Remark on Model Validation . . . . . . . . . . . 64
3.4 Water Heater Population Model. . . . . . . . . . . . . . 66
Contents vii
3.4.1 Modeling of Population Parameters . . . . . . . 66
3.4.2 Simulation of a Water Heater Population . . . . 67
3.5 Control Strategies . . . . . . . . . . . . . . . . . . . . . 71
3.5.1 Overview . . . . . . . . . . . . . . . . . . . . . . 71
3.5.2 Gamma Control Strategy . . . . . . . . . . . . . 71
3.5.3 Switching Control Strategy . . . . . . . . . . . . 74
3.5.4 Comparison of the Simulation Results . . . . . . 78
3.6 Concluding Remarks . . . . . . . . . . . . . . . . . . . . 80
4 Probabilistic Modeling and Control of TCLs 81
4.1 Introduction and Literature Review . . . . . . . . . . . 81
4.2 Modeling Approach. . . . . . . . . . . . . . . . . . . . . 83
4.2.1 Individual TCL Model . . . . . . . . . . . . . . . 83
4.2.2 TCL Population Model . . . . . . . . . . . . . . 84
4.3 Information Transfer . . . . . . . . . . . . . . . . . . . . 88
4.3.1 General Considerations . . . . . . . . . . . . . . 88
4.3.2 Implemented Approach . . . . . . . . . . . . . . 88
4.3.3 Controllability and Observability Properties . . . 91
4.4 Control Approach . . . . . . . . . . . . . . . . . . . . . 91
4.4.1 Initial Considerations . . . . . . . . . . . . . . . 91
4.4.2 Control Problem Formulation . . . . . . . . . . . 92
4.5 Case Study . . . . . . . . . . . . . . . . . . . . . . . . . 94
4.5.1 System Setup and Scenarios . . . . . . . . . . . . 94
4.5.2 Numerical Results . . . . . . . . . . . . . . . . . 96
4.6 Concluding Remarks . . . . . . . . . . . . . . . . . . . . 98
5 System-Level Unit Models 99
5.1 Introduction and Literature Review . . . . . . . . . . . 99
5.2 Power Nodes Modeling Framework . . . . . . . . . . . . 103
5.2.1 Modeling Domains . . . . . . . . . . . . . . . . . 103
5.2.2 Model of a Single Power Node . . . . . . . . . . 105
5.2.3 Characterization of Unit Properties . . . . . . . 107
viii Contents
5.2.4 System-Level Performance Indicators . . . . . . . 109
5.3 Development of Unit Models . . . . . . . . . . . . . . . 111
5.3.1 Generation Units . . . . . . . . . . . . . . . . . . 111
5.3.2 Storage Units . . . . . . . . . . . . . . . . . . . . 115
5.3.3 Load Units . . . . . . . . . . . . . . . . . . . . . 117
5.4 Concluding Remarks . . . . . . . . . . . . . . . . . . . . 122
6 Dispatch Strategies 123
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 123
6.2 Framework for Multi-Stage Operation . . . . . . . . . . 124
6.2.1 Decomposition of Power Node Equation . . . . . 126
6.2.2 Constraint Coordination and Reserves . . . . . . 127
6.3 Model Predictive Control . . . . . . . . . . . . . . . . . 129
6.4 Compact Portfolio Notation . . . . . . . . . . . . . . . . 130
6.4.1 Element-Wise Vector Notation . . . . . . . . . . 130
6.4.2 Matrix Notation . . . . . . . . . . . . . . . . . . 131
6.4.3 Discretization . . . . . . . . . . . . . . . . . . . . 132
6.4.4 Grid Model Integration . . . . . . . . . . . . . . 133
6.4.5 Endogenous Cost Function . . . . . . . . . . . . 134
6.4.6 Definition of Auxiliary Power Nodes . . . . . . . 135
6.5 Use Cases and Control Problems . . . . . . . . . . . . . 136
6.5.1 Least-Cost Economic Dispatch . . . . . . . . . . 137
6.5.2 Market-Based VPP Operation . . . . . . . . . . 140
6.5.3 Balancing of Schedule Deviations . . . . . . . . . 141
6.5.4 Provision of Frequency Control Reserves . . . . . 147
6.5.5 Peak Shaving . . . . . . . . . . . . . . . . . . . . 152
6.5.6 Capacity Firming of Intermittent Generation . . 154
6.5.7 Residual Load Ramp-Rate Reduction . . . . . . 155
6.6 Simulation Environment . . . . . . . . . . . . . . . . . . 156
6.7 Benchmark Power Node Portfolios . . . . . . . . . . . . 157
6.8 Simulation Examples . . . . . . . . . . . . . . . . . . . . 158
Contents ix
6.8.1 Day-Ahead Dispatch . . . . . . . . . . . . . . . . 158
6.8.2 Intra-Day Update . . . . . . . . . . . . . . . . . 160
6.8.3 Market-Based Operation of VPPs . . . . . . . . 162
6.8.4 Pre-MTU Balancing . . . . . . . . . . . . . . . . 162
6.8.5 Primary Frequency Control . . . . . . . . . . . . 164
6.8.6 Secondary Frequency Control . . . . . . . . . . . 166
6.8.7 Tertiary Frequency Control . . . . . . . . . . . . 168
6.8.8 Peak Shaving . . . . . . . . . . . . . . . . . . . . 168
6.8.9 Capacity Firming of Intermittent Generation . . 171
6.8.10 Residual Load Ramp-Rate Reduction . . . . . . 173
6.9 Concluding Remarks . . . . . . . . . . . . . . . . . . . . 176
7 Economic Evaluation of Frequency Control Provision by
Flexible Unit Portfolios 177
7.1 Introduction and Literature Review . . . . . . . . . . . 177
7.2 Aggregators in Electricity Markets . . . . . . . . . . . . 179
7.2.1 The Role of Aggregators . . . . . . . . . . . . . . 179
7.2.2 Distribution Grid Constraints . . . . . . . . . . . 180
7.2.3 Unit Monitoring Challenges . . . . . . . . . . . . 181
7.3 Modeling of Revenue Potential . . . . . . . . . . . . . . 182
7.3.1 Regulatory Basis for Revenue Calculation . . . . 182
7.3.2 Net Operating Profit . . . . . . . . . . . . . . . . 184
7.4 Simulation Study . . . . . . . . . . . . . . . . . . . . . . 186
7.4.1 Simulation Scenarios . . . . . . . . . . . . . . . . 187
7.4.2 Numerical Results . . . . . . . . . . . . . . . . . 188
7.5 Profit Sharing Methodology . . . . . . . . . . . . . . . . 197
7.5.1 Business Value Model . . . . . . . . . . . . . . . 198
7.5.2 Actors and Activities. . . . . . . . . . . . . . . . 198
7.5.3 Exchanges . . . . . . . . . . . . . . . . . . . . . . 200
7.5.4 Cash Flow Consolidation . . . . . . . . . . . . . 203
7.5.5 Application Example . . . . . . . . . . . . . . . . 205
7.6 Concluding Remarks . . . . . . . . . . . . . . . . . . . . 208