The invention belongs to the technical field of
wind power prediction, and particularly relates to a method for predicting ultra-short-term
wind power based on an improved UKF
algorithm. According to the method, a square root UKF, normalized innovation square gating and self-adaption, multi-information joint updating and multi-model interaction technologies are fused on the basis of the UKF. The method comprises the following steps: establishing a nonlinear
state space model, generating a propagation
sigma point by SR-UKF to complete time updating, acquiring, measuring and executing NIS gating, fusing and innovating a multi-information strategy and self-adapting to a
noise covariance, constraining a projection to ensure that a physical boundary and the
covariance are positive definite, fusing multiple working condition probabilities by IMM, and outputting a prediction result and uncertainty information. According to the method,
linearization errors are avoided, and prediction robustness is improved; the problems of phase
lag, unstable numerical value and the like are solved through multiple technologies respectively, second-to-minute level accurate prediction is achieved, and meanwhile
deliverable capacity information capable of being directly used for control and performance is output.