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- All Subjects: Electrical Engineering
- Creators: Barnaby, Hugh
Description
One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and Wald test statistics when the full rank condition fails. I show that the beta risk of useless factors or multiple proxy factors for a true factor are priced more often than they should be at the nominal size in the asset pricing models omitting some true factors. While under the null hypothesis that the risk premiums of the true factors are equal to zero, the beta risk of the true factors are priced less often than the nominal size. The simulation results are consistent with the theoretical findings. Hence, the factor selection in a proposed factor model should not be made solely based on their estimated risk premiums. In response to this problem, I propose an alternative estimation of the underlying factor structure. Specifically, I propose to use the linear combination of factors weighted by the eigenvectors of the inner product of estimated beta matrix. I further propose a new method to estimate the rank of the beta matrix in a factor model. For this method, the idiosyncratic components of asset returns are allowed to be correlated both over different cross-sectional units and over different time periods. The estimator I propose is easy to use because it is computed with the eigenvalues of the inner product of an estimated beta matrix. Simulation results show that the proposed method works well even in small samples. The analysis of US individual stock returns suggests that there are six common risk factors in US individual stock returns among the thirteen factor candidates used. The analysis of portfolio returns reveals that the estimated number of common factors changes depending on how the portfolios are constructed. The number of risk sources found from the analysis of portfolio returns is generally smaller than the number found in individual stock returns.
ContributorsWang, Na (Author) / Ahn, Seung C. (Thesis advisor) / Kallberg, Jarl G. (Committee member) / Liu, Crocker H. (Committee member) / Arizona State University (Publisher)
Created2011
Description
Programmable Metallization Cell (PMC) is a technology platform which utilizes mass transport in solid or liquid electrolyte coupled with electrochemical (redox) reactions to form or remove nanoscale metallic electrodeposits on or in the electrolyte. The ability to redistribute metal mass and form metallic nanostructure in or on a structure in situ, via the application of a bias on laterally placed electrodes, creates a large number of promising applications. A novel PMC-based lateral microwave switch was fabricated and characterized for use in microwave systems. It has demonstrated low insertion loss, high isolation, low voltage operation, low power and low energy consumption, and excellent linearity. Due to its non-volatile nature the switch operates with fewer biases and its simple planar geometry makes possible innovative device structures which can be potentially integrated into microwave power distribution circuits. PMC technology is also used to develop lateral dendritic metal electrodes. A lateral metallic dendritic network can be grown in a solid electrolyte (GeSe) or electrodeposited on SiO2 or Si using a water-mediated method. These dendritic electrodes grown in a solid electrolyte (GeSe) can be used to lower resistances for applications like self-healing interconnects despite its relatively low light transparency; while the dendritic electrodes grown using water-mediated method can be potentially integrated into solar cell applications, like replacing conventional Ag screen-printed top electrodes as they not only reduce resistances but also are highly transparent. This research effort also laid a solid foundation for developing dendritic plasmonic structures. A PMC-based lateral dendritic plasmonic structure is a device that has metallic dendritic networks grown electrochemically on SiO2 with a thin layer of surface metal nanoparticles in liquid electrolyte. These structures increase the distribution of particle sizes by connecting pre-deposited Ag nanoparticles into fractal structures and result in three significant effects, resonance red-shift, resonance broadening and resonance enhancement, on surface plasmon resonance for light trapping simultaneously, which can potentially enhance thin film solar cells' performance at longer wavelengths.
ContributorsRen, Minghan (Author) / Kozicki, Michael (Thesis advisor) / Schroder, Dieter (Committee member) / Roedel, Ronald (Committee member) / Barnaby, Hugh (Committee member) / Arizona State University (Publisher)
Created2011
Description
Optical receivers have many different uses covering simple infrared receivers, high speed fiber optic communication and light based instrumentation. All of them have an optical receiver that converts photons to current followed by a transimpedance amplifier to convert the current to a useful voltage. Different systems create different requirements for each receiver. High speed digital communication require high throughput with enough sensitivity to keep the bit error rate low. Instrumentation receivers have a lower bandwidth, but higher gain and sensitivity requirements. In this thesis an optical receiver for use in instrumentation in presented. It is an entirely monolithic design with the photodiodes on the same substrate as the CMOS circuitry. This allows for it to be built into a focal-plane array, but it places some restriction on the area. It is also designed for in-situ testing and must be able to cancel any low frequency noise caused by ambient light. The area restrictions prohibit the use of a DC blocking capacitor to reject the low frequency noise. In place a servo loop was wrapped around the system to reject any DC offset. A modified Cherry-Hooper architecture was used for the transimpedance amplifier. This provides the flexibility to create an amplifier with high gain and wide bandwidth that is independent of the input capacitance. The downside is the increased complexity of the design makes stability paramount to the design. Another drawback is the high noise associated with low input impedance that decouples the input capacitance from the bandwidth. This problem is compounded by the servo loop feed which leaves the output noise of some amplifiers directly referred to the input. An in depth analysis of each circuit block's noise contribution is presented.
ContributorsLaFevre, Kyle (Author) / Bakkaloglu, Bertan (Thesis advisor) / Barnaby, Hugh (Committee member) / Vermeire, Bert (Committee member) / Arizona State University (Publisher)
Created2011
Description
The problem of systematically designing a control system continues to remain a subject of intense research. In this thesis, a very powerful control system design environment for Linear Time-Invariant (LTI) Multiple-Input Multiple-Output (MIMO) plants is presented. The environment has been designed to address a broad set of closed loop metrics and constraints; e.g. weighted H-infinity closed loop performance subject to closed loop frequency and/or time domain constraints (e.g. peak frequency response, peak overshoot, peak controls, etc.). The general problem considered - a generalized weighted mixed-sensitivity problem subject to constraints - permits designers to directly address and tradeoff multivariable properties at distinct loop breaking points; e.g. at plant outputs and at plant inputs. As such, the environment is particularly powerful for (poorly conditioned) multivariable plants. The Youla parameterization is used to parameterize the set of all stabilizing LTI proper controllers. This is used to convexify the general problem being addressed. Several bases are used to turn the resulting infinite-dimensional problem into a finite-dimensional problem for which there exist many efficient convex optimization algorithms. A simple cutting plane algorithm is used within the environment. Academic and physical examples are presented to illustrate the utility of the environment.
ContributorsPuttannaiah, Karan (Author) / Rodriguez, Armando A (Thesis advisor) / Tsakalis, Konstantinos S (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2013
Description
The medical industry has benefited greatly by electronic integration resulting in the explosive growth of active medical implants. These devices often treat and monitor chronic health conditions and require very minimal power usage. A key part of these medical implants is an ultra-low power two way wireless communication system. This enables both control of the implant as well as relay of information collected. This research has focused on a high performance receiver for medical implant applications. One commonly quoted specification to compare receivers is energy per bit required. This metric is useful, but incomplete in that it ignores Sensitivity level, bit error rate, and immunity to interferers. In this study exploration of receiver architectures and convergence upon a comprehensive solution is done. This analysis is used to design and build a system for validation. The Direct Conversion Receiver architecture implemented for the MICS standard in 0.18 µm CMOS process consumes approximately 2 mW is competitive with published research.
ContributorsStevens, Mark (Author) / Kiaei, Sayfe (Thesis advisor) / Bakkaloglu, Bertan (Committee member) / Aberle, James T., 1961- (Committee member) / Barnaby, Hugh (Committee member) / Arizona State University (Publisher)
Created2012
Description
Efficiency of components is an ever increasing area of importance to portable applications, where a finite battery means finite operating time. Higher efficiency devices need to be designed that don't compromise on the performance that the consumer has come to expect. Class D amplifiers deliver on the goal of increased efficiency, but at the cost of distortion. Class AB amplifiers have low efficiency, but high linearity. By modulating the supply voltage of a Class AB amplifier to make a Class H amplifier, the efficiency can increase while still maintaining the Class AB level of linearity. A 92dB Power Supply Rejection Ratio (PSRR) Class AB amplifier and a Class H amplifier were designed in a 0.24um process for portable audio applications. Using a multiphase buck converter increased the efficiency of the Class H amplifier while still maintaining a fast response time to respond to audio frequencies. The Class H amplifier had an efficiency above the Class AB amplifier by 5-7% from 5-30mW of output power without affecting the total harmonic distortion (THD) at the design specifications. The Class H amplifier design met all design specifications and showed performance comparable to the designed Class AB amplifier across 1kHz-20kHz and 0.01mW-30mW. The Class H design was able to output 30mW into 16Ohms without any increase in THD. This design shows that Class H amplifiers merit more research into their potential for increasing efficiency of audio amplifiers and that even simple designs can give significant increases in efficiency without compromising linearity.
ContributorsPeterson, Cory (Author) / Bakkaloglu, Bertan (Thesis advisor) / Barnaby, Hugh (Committee member) / Kiaei, Sayfe (Committee member) / Arizona State University (Publisher)
Created2013
Description
ABSTRACT Developing new non-traditional device models is gaining popularity as the silicon-based electrical device approaches its limitation when it scales down. Membrane systems, also called P systems, are a new class of biological computation model inspired by the way cells process chemical signals. Spiking Neural P systems (SNP systems), a certain kind of membrane systems, is inspired by the way the neurons in brain interact using electrical spikes. Compared to the traditional Boolean logic, SNP systems not only perform similar functions but also provide a more promising solution for reliable computation. Two basic neuron types, Low Pass (LP) neurons and High Pass (HP) neurons, are introduced. These two basic types of neurons are capable to build an arbitrary SNP neuron. This leads to the conclusion that these two basic neuron types are Turing complete since SNP systems has been proved Turing complete. These two basic types of neurons are further used as the elements to construct general-purpose arithmetic circuits, such as adder, subtractor and comparator. In this thesis, erroneous behaviors of neurons are discussed. Transmission error (spike loss) is proved to be equivalent to threshold error, which makes threshold error discussion more universal. To improve the reliability, a new structure called motif is proposed. Compared to Triple Modular Redundancy improvement, motif design presents its efficiency and effectiveness in both single neuron and arithmetic circuit analysis. DRAM-based CMOS circuits are used to implement the two basic types of neurons. Functionality of basic type neurons is proved using the SPICE simulations. The motif improved adder and the comparator, as compared to conventional Boolean logic design, are much more reliable with lower leakage, and smaller silicon area. This leads to the conclusion that SNP system could provide a more promising solution for reliable computation than the conventional Boolean logic.
ContributorsAn, Pei (Author) / Cao, Yu (Thesis advisor) / Barnaby, Hugh (Committee member) / Chakrabarti, Chaitali (Committee member) / Arizona State University (Publisher)
Created2013
Description
The advent of threshold logic simplifies the traditional Boolean logic to the single level multi-input function. Threshold logic latch (TLL), among implementations of threshold logic, is functionally equivalent to a multi-input function with an edge triggered flip-flop, which stands out to improve area and both dynamic and leakage power consumption, providing an appropriate design alternative. Accordingly, the TLL standard cell library is designed. Through technology mapping, hybrid circuit is generated by absorbing the logic cone backward from each flip-flip to get the smallest remaining feeder. With the scan test methodology adopted, design for testability (DFT) is proposed, including scan element design and scan chain insertion. Test synthesis flow is then introduced, according to the Cadence tool, RTL compiler. Test application is the process of applying vectors and the response analysis, which is mainly about the testbench design. A parameterized generic self-checking Verilog testbench is designed for static fault detection. Test development refers to the fault modeling, and test generation. Firstly, functional truth table test generation on TLL cells is proposed. Before the truth table test of the threshold function, the dependence of sequence of vectors applied, i.e., the dependence of current state on the previous state, should be eliminated. Transition test (dynamic pattern) on all weak inputs is proved to be able to test the reset function, which is supposed to erase the history in the reset phase before every evaluation phase. Remaining vectors in the truth table except the weak inputs are then applied statically (static pattern). Secondly, dynamic patterns for all weak inputs are proposed to detect structural transistor level faults analyzed in the TLL cell, with single fault assumption and stuck-at faults, stuck-on faults, and stuck-open faults under consideration. Containing those patterns, the functional test covers all testable structural faults inside the TLL. Thirdly, with the scope of the whole hybrid netlist, the procedure of test generation is proposed with three steps: scan chain test; test of feeders and other scan elements except TLLs; functional pattern test of TLL cells. Implementation of this procedure is discussed in the automatic test pattern generation (ATPG) chapter.
ContributorsHu, Yang (Author) / Vrudhula, Sarma (Thesis advisor) / Barnaby, Hugh (Committee member) / Yu, Shimeng (Committee member) / Arizona State University (Publisher)
Created2013
Description
Scaling of the classical planar MOSFET below 20 nm gate length is facing not only technological difficulties but also limitations imposed by short channel effects, gate and junction leakage current due to quantum tunneling, high body doping induced threshold voltage variation, and carrier mobility degradation. Non-classical multiple-gate structures such as double-gate (DG) FinFETs and surrounding gate field-effect-transistors (SGFETs) have good electrostatic integrity and are an alternative to planar MOSFETs for below 20 nm technology nodes. Circuit design with these devices need compact models for SPICE simulation. In this work physics based compact models for the common-gate symmetric DG-FinFET, independent-gate asymmetric DG-FinFET, and SGFET are developed. Despite the complex device structure and boundary conditions for the Poisson-Boltzmann equation, the core structure of the DG-FinFET and SGFET models, are maintained similar to the surface potential based compact models for planar MOSFETs such as SP and PSP. TCAD simulations show differences between the transient behavior and the capacitance-voltage characteristics of bulk and SOI FinFETs if the gate-voltage swing includes the accumulation region. This effect can be captured by a compact model of FinFETs only if it includes the contribution of both types of carriers in the Poisson-Boltzmann equation. An accurate implicit input voltage equation valid in all regions of operation is proposed for common-gate symmetric DG-FinFETs with intrinsic or lightly doped bodies. A closed-form algorithm is developed for solving the new input voltage equation including ambipolar effects. The algorithm is verified for both the surface potential and its derivatives and includes a previously published analytical approximation for surface potential as a special case when ambipolar effects can be neglected. The symmetric linearization method for common-gate symmetric DG-FinFETs is developed in a form free of the charge-sheet approximation present in its original formulation for bulk MOSFETs. The accuracy of the proposed technique is verified by comparison with exact results. An alternative and computationally efficient description of the boundary between the trigonometric and hyperbolic solutions of the Poisson-Boltzmann equation for the independent-gate asymmetric DG-FinFET is developed in terms of the Lambert W function. Efficient numerical algorithm is proposed for solving the input voltage equation. Analytical expressions for terminal charges of an independent-gate asymmetric DG-FinFET are derived. The new charge model is C-infinity continuous, valid for weak as well as for strong inversion condition of both the channels and does not involve the charge-sheet approximation. This is accomplished by developing the symmetric linearization method in a form that does not require identical boundary conditions at the two Si-SiO2 interfaces and allows for volume inversion in the DG-FinFET. Verification of the model is performed with both numerical computations and 2D TCAD simulations under a wide range of biasing conditions. The model is implemented in a standard circuit simulator through Verilog-A code. Simulation examples for both digital and analog circuits verify good model convergence and demonstrate the capabilities of new circuit topologies that can be implemented using independent-gate asymmetric DG-FinFETs.
ContributorsDessai, Gajanan (Author) / Gildenblat, Gennady (Committee member) / McAndrew, Colin (Committee member) / Cao, Yu (Committee member) / Barnaby, Hugh (Committee member) / Arizona State University (Publisher)
Created2012
Description
A fully automated logic design methodology for radiation hardened by design (RHBD) high speed logic using fine grained triple modular redundancy (TMR) is presented. The hardening techniques used in the cell library are described and evaluated, with a focus on both layout techniques that mitigate total ionizing dose (TID) and latchup issues and flip-flop designs that mitigate single event transient (SET) and single event upset (SEU) issues. The base TMR self-correcting master-slave flip-flop is described and compared to more traditional hardening techniques. Additional refinements are presented, including testability features that disable the self-correction to allow detection of manufacturing defects. The circuit approach is validated for hardness using both heavy ion and proton broad beam testing. For synthesis and auto place and route, the methodology and circuits leverage commercial logic design automation tools. These tools are glued together with custom CAD tools designed to enable easy conversion of standard single redundant hardware description language (HDL) files into hardened TMR circuitry. The flow allows hardening of any synthesizable logic at clock frequencies comparable to unhardened designs and supports standard low-power techniques, e.g. clock gating and supply voltage scaling.
ContributorsHindman, Nathan (Author) / Clark, Lawrence T (Thesis advisor) / Holbert, Keith E. (Committee member) / Barnaby, Hugh (Committee member) / Allee, David (Committee member) / Arizona State University (Publisher)
Created2012