A robust stochastic stability analysis approach for power system considering wind speed prediction error based on Markov model

•Considering the partly unknown transition probability induced by the prediction error, a more general wind power system is developed.•Three cases of the partly unknown transition probability, fully known, only known upper and lower bounds, and completely unknown, are discussed.•A new and more general stability analysis method based on Markov model is proposed. This paper proposes a robust stochastic stability analysis approach with partly unknown transition probability by considering the wind speed prediction error in power system. Firstly, taking this prediction error into account, based on Markov modeling theory, the stochastic dynamic model of wind power system with uncertain transition probability is developed. Secondly, according to the stochastic stability theory of Markov jump system, the transition probability of wind power system mode is divided into three cases: fully known, only known upper and lower bounds, and completely unknown. Then, by using linear matrix inequality (LMI) technology, a robust stochastic stability criterion with disturbance attenuation is obtained. Finally, test results show that the proposed analysis approach does not need to obtain the trajectory of the actual system operation parameters, and has the advantages of high computational efficiency.