Sensitivity of the Stationary Distribution of a Markov Chain
SIAM Journal on Matrix Analysis and Applications
Analysis and Design of Integrated Circuits
Analysis and Design of Integrated Circuits
Proceedings of the 2000 IEEE/ACM international conference on Computer-aided design
Digitally Assisted Analog Circuits
IEEE Micro
Electronic Circuit & System Simulation Methods (SRE)
Electronic Circuit & System Simulation Methods (SRE)
Fortifying analog models with equivalence checking and coverage analysis
Proceedings of the 47th Design Automation Conference
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This paper demonstrates that the steady-state and adjoint sensitivity analyses can be extended to stochastic mixed-signal systems based on Markov chain models. The examples of such systems include digital phase-locked loops and delta-sigma data converters, of which steady-state response is statistical in nature, consisting of an ensemble of waveforms with probability distribution. For efficient Markov-chain analysis, the paper describes three methods that can limit the number of states: a state discretization scheme based on Gaussian decomposition, a state exploration algorithm that discovers the recurrent states, and a state truncation algorithm that eliminates the states with negligible stationary probabilities. The stochastic AC analysis is performed by deriving a first-order ordinary differential equation governing the perturbations in the stationary probabilities and solving it via phasor analysis. In the digital PLL and first-order ΔΣ ADC examples, the number of states was reduced by a factor of 35 and the frequency-domain phase and noise transfer functions were simulated with a 57~22,000x speed-up compared to using transient, Monte-Carlo simulations.