Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives

In this paper we develop a test of functional form that is consistent against any deviation from the null specification, and directs power towards a class of nonlinear "smooth transition" functional forms. Of separate interest, we provide new details regarding when and whether consistent parametric tests of functional form are asymptotically degenerate. A test of linear autoregression against smooth transition alternatives is never degenerate. Moreover, a test of Exponential STAR has surprising power and non-degeneracy attributes entirely associated with the choice of threshold. In a simulation experiment in which all parameters are randomly selected the proposed test has power nearly identical to the most powerful tests for true STAR, neural network and SETAR processes, and dominates popular tests. We apply the test to monthly U.S. output, money supply, prices and interest rates.smooth transition, consistent test, nondegenerate test, nonlinear, neural networks

M[pi]log, Macromodeling via parametric identification of logic gates

This paper addresses the development of computational models of digital integrated circuit input and output buffers via the identification of nonlinear parametric models. The obtained models run in standard circuit simulation environments, offer improved accuracy and good numerical efficiency, and do not disclose information on the structure of the modeled devices. The paper reviews the basics of the parametric identification approach and illustrates its most recent extensions to handle temperature and supply voltage variations as well as power supply ports and tristate devices

Parametric Macromodels of Drivers for SSN Simulations

This paper addresses the modeling of output and power supply ports of digital drivers for accurate and efficient SSN simulations. The proposed macromodels are defined by parametric relations, whose parameters are estimated from measured or simulated port transient responses, and are implemented as SPICE subcircuits. The modeling technique is applied to commercial high-speed devices and a realistic simulation example is shown

Locally-Stable Macromodels of Integrated Digital Devices for Multimedia Applications

This paper addresses the development of accurate and efficient behavioral models of digital integrated circuits for the assessment of high-speed systems. Device models are based on suitable parametric expressions estimated from port transient responses and are effective at system level, where the quality of functional signals and the impact of supply noise need to be simulated. A potential limitation of some state-of-the-art modeling techniques resides in hidden instabilities manifesting themselves in the use of models, without being evident in the building phase of the same models. This contribution compares three recently-proposed model structures, and selects the local-linear state-space modeling technique as an optimal candidate for the signal integrity assessment of data links. In fact, this technique combines a simple verification of the local stability of models with a limited model size and an easy implementation in commercial simulation tools. An application of the proposed methodology to a real problem involving commercial devices and a data-link of a wireless device demonstrates the validity of this approac

An LFT/SDP approach to the uncertainty analysis for state

A state estimator is an algorithm that computes the current state of a time-varying system from on-line measurements. Physical quantities such as measurements and parameters are characterised by uncertainty. Understanding how uncertainty affects the accuracy of state estimates is therefore a pre-requisite to the application of such techniques to real systems. In this paper we develop a method of uncertainty analysis based on linear fractional transformations (LFT) and obtain ellipsoid-of-confidence bounds by recasting the LFT problem into a semidefinite programming problem (SDP). The ideas are illustrated by applying them to a simple water distribution network