Asset allocation using reliability method
Mathematical and Computer Modelling: An International Journal
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This paper presents an application of advanced first-order second-moment (AFOSM) reliability method to probabilistic design of integrated circuits with correlated parameters. The method avoids the transformation to the space of uncorrelated parameters and provides a conservative estimate of the yield. Optimal nominal values are found such that the cost of tolerances is minimized while the desired yield is achieved. Numerical results are presented for a switched capacitor filter and verified by Monte Carlo simulation