Interpretation of State Variables of the Control Model of the Polish Power Exchange System Based on the Day-Ahead Market Data

Abstract

The work contains selected research results regarding the identification modeling of the Polish Electric Power Exchange on the example of numerical data listed on the Day-Ahead Market of TGE S.A. in Poland. In order to obtain the model of Day-Ahead Market System, first identification for numerical data from the period 01.01.2013-31.04.2016 has been downloaded from TGE S.A., obtaining discrete arx parametric models in MATLAB and Simulink using the System Identification Toolbox. The resulting model was then converted to continuous parametric models, and those to continuous models in the state space for 35 conventional semi-annual measurement periods. On the basis of the obtained test results, state variables and selected model parameters were interpreted, i.e. all non-zero elements of matrix A and nine selected elements of matrix B and one parameter of matrix C.