Phase Noise in Oscillators:
A Unifying Theory and Numerical Methods for Characterisation
Alper Demir
Amit Mehrotra
Jaijeet Roychowdhury
falpdemir, mehrotra, jaijeetg@research.bell-labs.com
Bell Laboratories
Murray Hill, New Jersey, USA
Abstract
Phase noise is a topic of theoretical and practical interest in electronic circuits,
as well as in other fields such as optics. Although progress has been made in
understanding the phenomenon, there still remain significant gaps, both in its
fundamental theory and in numerical techniques for its characterisation. In this
paper, we develop a solid foundation for phase noise that is valid for any oscillator, regardless of operating mechanism. We establish novel results about the
dynamics of stable nonlinear oscillators in the presence of perturbations, both
deterministic and random. We obtain an exact, nonlinear equation for phase
error, which we solve without approximations for random perturbations. This
leads us to a precise characterisation of timing jitter and spectral dispersion,
for computing which we develop efficient numerical methods. We demonstrate
our techniques on practical electrical oscillators, and obtain good matches with
measurements even at frequencies close to the carrier, where previous techniques break down.
1 Introduction
Oscillators are ubiquitous in physical systems, especially electronic
and optical ones. For example, in radio frequency (RF) communication systems, they are used for frequency translation of information
signals and for channel selection. Oscillators are also present in digital
electronic systems which require a time reference, i.e., a clock signal,
in order to synchronise operations.
Noise is of major concern in oscillators, because introducing even
small noise into an oscillator leads to dramatic changes in its frequency
spectrum and timing properties. This phenomenon, peculiar to oscillators, is known as phase noise or timing jitter. A perfect oscillator would have localized tones at discrete frequencies (i.e., harmonics), but any corrupting noise spreads these perfect tones, resulting in
high power levels at neigbouring frequencies. This effect is the major
contributor to undesired phenomena such as interchannel interference,
leading to increased bit-error-rates (BER) in RF communication systems. Another manifestation of the same phenomenon, jitter, is important in clocked and sampled-data systems: uncertainties in switching
instants caused by noise lead to synchronisation problems. Characterising how noise affects oscillators is therefore crucial for practical
applications. The problem is challenging, since oscillators constitute a
special class among noisy physical systems: their autonomous nature
makes them unique in their response to perturbations.
Considerable effort has been expended over the years in understanding phase noise and in developing analytical, computational and
experimental techniques for its characterisation (see Section 3 for a
brief review). Despite the importance of the problem and the large
number of publications on the subject, a consistent and general treatment, and computational techniques based on a sound theory, appear
to be still lacking. In this work, we provide a novel, rigorous theory
for phase noise and derive efficient numerical methods for its characterisation. Our techniques and results are general; they are applicable
to any oscillatory system, electrical (resonant, ring, relaxation, etc.)
or otherwise (gravitational, optical, mechanical, biological, etc.). The
main ideas behind our approach, and our contributions, are outlined in
Section 2. We apply our numerical techniques to a variety of practical
oscillator designs and obtain good matches against measurements.
The paper is organised as follows. In Section 2, we present some
preliminaries and an overview of the main results of the paper, and in
Section 3, we give a brief review of the previous work. In Section 4, we
visiting
from the University of California, Berkeley.
th
consider the traditional approach (linearisation) to analysing perturbed
nonlinear systems, and show how this procedure is not consistent for
autonomous oscillators. In Section 5, we derive a nonlinear equation
that exactly captures how perturbations result in phase noise. In Section 6, we solve this equation with random perturbations and arrive at
a stochastic description of phase deviation, from which we derive timing jitter. Next, in Section 7, we use this stochastic characterisation
to calculate the correct shape of the oscillator’s spectrum with phase
noise. In Section 8, we derive several quantities commonly used in
oscillator design to quantify jitter and spectral properties. In Section 9,
we address the problem of computing these quantities efficiently and
develop numerical methods that can easily be implemented in existing
simulators. Finally, in Section 10, we apply our methods to practical
electrical oscillators. All proofs and discussion of mathematical background are omitted due to space limitations.
2 Preliminaries and overview
The dynamics of any autonomous system without undesired perturbations can be described by a system of differential equations:1
ẋ = f (x)
where x 2 IRn and f () : IRn !IRn . We assume that f () satisfies
the conditions of the Picard-Lindelőf existence and uniqueness theorem for initial value problems [2]. We consider systems that have an
asymptotically orbitally stable2 periodic solution xs (t ) (with period T )
to (1), i.e., a stable limit cycle in the n-dimensional solution space.
We are interested in the response of such systems to a small statedependent perturbation of the form B(x)b(t ) where B() : IRn !IRn p
and b() : IR!IR p . Hence the perturbed system is described by
ẋ = f (x) + B(x)b(t )
(2)
Let the exact solution of the perturbed system in (2) be z(t ).
Although our eventual intent is to understand the response of the
oscillator when b(t ) is random noise, it is useful to consider first the
case when b(t ) is a known deterministic signal. We carry out a rigorous
analysis of this case in Section 5 and obtain the following results:
1. the unperturbed oscillator’s periodic response xs (t ) is modified
to xs (t + α(t )) + y(t ) by the perturbation, where:
(a) α(t ) is a changing time shift, or phase deviation, in the
periodic output of the unperturbed oscillator.
(b) y(t ) is an additive component, which we term the orbital
deviation, to the phase-shifted oscillator waveform.
2. α(t ) and y(t ) can always be chosen such that:
(a) α(t ) will, in general, keep increasing with time even if the
perturbation b(t ) is always small.
(b) the orbital deviation y(t ), on the other hand, will always
remain small.
1
For notational simplicity, we use the ODE formulation throughout the paper to describe the dynamics of an autonomous system. The results and the numerical methods
we present can be extended [1] for the MNA (Modified Nodal Analysis) formulation (i.e.,
DAE formulation) given by d =dt q(x) + f (x) = 0.
2
After any small disturbance that does not persist, the system asymptotically settles
back to the original limit cycle. See [2] for a precise definition of this stability notion.
35 Design Automation Conference ®
Copyright ©1998 ACM
1-58113-049-x-98/0006/$3.50
(1)
DAC98 - 06/98 San Francisco, CA USA
These results concretise existing intuition amongst designers about oscillator operation. Our proof of these facts is mathematically rigorous; further, we derive equations for α(t ) and y(t ) which lead to qualitatively different results about phase noise compared to previous attempts. This is because our results are based on a new nonlinear perturbation analysis that is valid for oscillators, in contrast to previous
approaches that rely on linearisation. We show in Section 4 that analysis based on linearisation is not consistent for oscillators and results in
non-physical predictions.
Next, we consider the case where the perturbation b(t ) is random
noise – this situation is important for determining practical figures of
merit like zero-crossing jitter and spectral purity (i.e., spreading of the
power spectrum)3 . Jitter and spectral spreading are in fact closely related, and both are determined by the manner in which α(t ), now also a
random process, spreads with time. We consider random perturbations
in detail in Sections 6 and 7, and establish that:
1. the average spread of the jitter (mean-square jitter) increases
precisely linearly with time.
2. the power spectrum of the perturbed oscillator is a Lorentzian4
about each harmonic.
3. a single scalar constant c is sufficient to describe jitter and spectral spreading in a noisy oscillator.
4. the oscillator’s output is a stationary stochastic process.
These results have important implications. The Lorentzian shape of
the spectrum implies that the power spectral density at the carrier frequency and its harmonics has a finite value, and that the total carrier
power is preserved despite spectral spreading due to noise. Previous
analyses based on linear time-invariant (LTI) or linear time-varying
(LTV) concepts erroneously predict infinite noise power density at the
carrier, as well as infinite total integrated power. That the oscillator
output is stationary is surprising at first sight, since oscillators are nonlinear systems with periodic swings, hence it might be expected that
output noise power would change periodically as in forced systems.
However, it must be remembered that while forced systems are supplied with an external time reference (through the forcing), oscillators
are not. Cyclostationarity in the oscillator’s output would, by definition, imply a time reference. Hence the stationarity result reflects the
fundamental fact that noisy autonomous systems cannot provide a perfect time reference.
3 Previous work
A great deal of literature is available on the phase noise problem. Here
we mention only some selected works. Most investigations of electronic oscillators aim to provide insight into frequency-domain properties of phase noise, in order to develop rules for designing practical oscillators; well-known references include [4, 5, 6, 7, 8]. Usually,
these approaches apply linear time-invariant (LTI) analysis to highQ or quartz-crystal type oscillators designed using standard feedback
topologies. Arguments based on deterministic perturbations are used
to show that the spectrum of the oscillator response varies as 1= f 2
times the spectrum of the perturbation. While often of great practical importance, such analyses often require large simplifications of the
problem, and skirt fundamental issues such as why noisy oscillators
exhibit spectral dispersion whereas forced systems do not.
Attempts to improve on LTI analysis have borrowed from linear
time-varying (LTV) analysis methods for forced (nonoscillatory) systems (e.g., [9, 10, 11, 12]). LTV analyses can predict spectra more
accurately than LTI ones in some frequency ranges; however, LTV
techniques for forced systems retain nonphysical artifacts of LTI analysis (such as infinite output power) and provide no real insight into the
basic mechanism generating phase noise.
Possibly the most general and rigorous treatment of phase noise to
date has been that of Kärtner [13]. In this work, the oscillator response
is decomposed into phase and magnitude components, and a differential equation is obtained for phase error. By solving a linear, small-time
approximation to this equation with stochastic inputs, Kärtner obtains
the correct Lorentzian spectrum for the power spectral density due to
phase noise. Despite these advances, certain gaps remain, particularly
with respect to the derivation and solution of the differential equation
for phase error.
3
The deterministic perturbation case is also of interest, for, e.g., phenomena such as
mode locking in forced oscillators. We consider this case elsewhere [3].
4
A Lorentzian is the shape of the squared magnitude of a one-pole lowpass filter transfer
function.
Recently, Hajimiri [14] has proposed a phase noise analysis based
on a conjecture for decomposing perturbations into two (orthogonal)
components, generating purely phase and amplitude deviations respectively. While this intuition is similar to Kärtner’s approach [13], other
aspects of Hajimiri’s treatment (e.g., stochastic characterisation for
phase deviation and the spectrum calculation) are essentially equivalent to LTV analysis. Unfortunately, the conjecture for orthogonally
decomposing the perturbation into components that generate phase and
amplitude deviations, while intuitively appealing, can be shown to be
invalid [15]. Design intuition resulting from the conjecture about noise
source contributions can also be misleading.
In summary, the available literature often identifies basic and useful facets of phase noise separately, but lacks a rigorous unifying theory clarifying its fundamental mechanism. Furthermore, existing numerical methods for phase noise are based on forced-system concepts
which are inappropriate for oscillators and can generate incorrect predictions.
4 Perturbation analysis using linearisation
The traditional approach to analysing perturbed nonlinear systems is
to linearise about the unperturbed solution, under the assumption that
the resultant deviation5 will be small. Let this deviation be w(t ), i.e.,
z(t ) = xs (t ) + w(t ). Substituting this expression for z(t ) in (2), replacing f (xs (t ) + w(t )) by its first order Taylor series expansion, and approximating B(x) with B(xs ) (assuming w(t ) “small”), we obtain
ẇ
∂ f (x)
∂x
w(t ) + B(xs (t ))b(t ) = A(t )w(t ) + B(xs (t ))b(t )
(3)
xs (t )
where the Jacobian A(t ) =
∂ f (x)
∂x x (t )
s
is T -periodic. Here, we used the
fact that xs (t ) satisfies (1). Now, we would like to solve for w(t ) in (3)
to see if our assumption that it is small is indeed justified. For this, we
use results from Floquet theory [2, 16] as follows6 .
The state transition matrix for the homogeneous part of (3) is given
by
Φ(t ; s) = U (t ) exp(D(t , s))V (s) =
n
∑ ui (t ) exp(µi (t , s))vTi (s)
(4)
i=1
where U (t ) is a T -periodic nonsingular matrix, V (t ) = U ,1 (t ) and
D = diag[µ1 ; : : : ; µn ], where µi are the Floquet (characteristic) exponents. exp (µi T ) are called the characteristic multipliers. ui (t ) are the
columns of U (t ) and vTi (t ) are the rows of V (t ) = U ,1 (t ).
Remark 4.1 fu1 (t ); u2 (t ); : : : ; un (t )g and fv1 (t ); v2 (t ); : : : ; vn (t )g
both span IRn and satisfy the biorthogonality conditions
vTi (t ) u j (t ) = δi j for every t. Note that, in general, U (t ) itself is
not an orthogonal matrix.
Let us first consider the homogeneous part of (3), the solution of which
is given by
n
wH (t ) =
∑ ui (t ) exp(µit )vTi (0)w(0)
(5)
i=1
where w(0) is the initial condition. Next, we will show that one of the
terms in the summation in (5) does not decay with t.
Lemma 4.1
The unperturbed oscillator (1) has a non-trivial T-periodic solution xs (t ) if and only if the number 1 is a characteristic multiplier of the homogeneous part of (3), or equivalently, one of the
Floquet exponents satisfies exp (µi T ) = 1.
The time-derivative of the periodic solution xs (t ) of (1), i.e.,
ẋs (t ), is a solution of the homogeneous part of (3).
5
By deviation we refer to the difference between the solutions of the perturbed and
unperturbed systems.
6
The reader who is unfamiliar with Floquet theory is encouraged to review it before
continuing.
Remark 4.2 One can show that if 1 is a characteristic multiplier,
and the remaining n , 1 Floquet exponents satisfy jexp(µi T )j < 1; i =
2; : : : ; n, then the periodic solution xs (t ) of (1) is asymptotically orbitally stable, and it has the asymptotic phase property [2].7 Moreover, if any of the Floquet exponents satisfy j exp (µi T )j > 1, then the
solution xs (t ) is orbitally unstable.
Without loss of generality, we choose µ1 = 0 and u1 (t ) = ẋs (t ).
Remark 4.3 With u1 (t ) = ẋs (t ), we have vT1 (t ) ẋs (t ) = 1 and
vT1 (t ) u j (t ) = 0; j = 2; : : : ; n. v1 (t ) will play an important role in the
rest of our treatment.
Next, we obtain the particular solution of (3), given by
n
wP (t ) =
∑ ui (t )
i=1
Z t
0
exp(µi (t , r))vTi (r)B(xs (r))b(r)dr
(6)
The R first term in the above summation is given by
u1 (t ) 0t vT1 (r)B(xs (r))b(r)dr, since µ1 = 0. If the integrand has
a nonzero average value, then the deviation w(t ) in (3) will grow
unbounded. Hence, the assumption that w(t ) is small becomes invalid
and the linearised perturbation analysis is inconsistent.
When the perturbation b(t ) is a vector of uncorrelated white noise
sources, one can show that the variances of the entries of w(t ) can grow
unbounded. Thus, the assumption that the deviation w(t ) stays small8
is also invalid for the stochastic perturbation case.
5 Nonlinear perturbation analysis for phase deviation
As seen in the previous section, traditional perturbation techniques do
not suffice for analysing oscillators. In this section, a novel nonlinear
perturbation analysis suitable for oscillators is presented.
The new analysis proceeds along the following lines:
1. Rewrite (2) with the (small) perturbation B(x)b(t ) split into two
small parts b1 (x; t ) and b̃(x; t ):
ẋ = f (x) + b1 (x; t ) + b̃(x; t )
(7)
2. Choose the first perturbation term b1 (x; t ) in such a way that its
effect is to create only phase errors to the unperturbed solution.
In other words, show that the equation
ẋ = f (x) + b1 (x; t )
(8)
is solved by x p (t ) = xs (t + α(t )) for a certain function α(t ),
called the phase deviation. It will be seen that α(t ) can grow unboundedly large with time even though the perturbation b1 (x; t )
remains small.
3. Now treat the remaining term b̃(x; t ) as a small perturbation to
(8), and perform a consistent traditional perturbation analysis
in which the resultant deviations from x p (t ) remain small. I.e.,
show that z(t ) = xs (t + α(t )) + y(t ) solves (7) for a certain y(t )
that remains small for all t. y(t ) will be called the orbital deviation.
We start by defining α(t ) concretely through a differential equation.
Definition 5.1 Define α(t ) by
dα(t )
dt
T
= v1 (t + α(t ))B(xs (t + α(t )))b(t );
α(0) = 0
(9)
Remark 5.1 α(t ) can grow unbounded even if b(t ) remains small. For
example, consider the case where b(t ) is a small positive constant ε
1, B 1, and v1 (t ) is a constant k. Then α(t ) = kεt.
Having defined α(t ), we are in a position to split B(x)b(t ) into b1 (x; t )
and b̃(x; t ):
7
Note that this is a sufficient condition for asymptotic orbital stability, not a necessary
one. We assume that this sufficient condition is satisfied by the system and the periodic
solution xs (t ).
8
The notion of “staying small” is quite different for a stochastic process than the one for
a deterministic function. For instance, a Gaussian random variable can take arbitrarily large
values with nonzero probability even when its variance is “small”. We say that a stochastic
process is “bounded” when its variance is bounded, even though some of its sample paths
(representing a nonzero probability) can grow unbounded.
Definition 5.2 Let
b1 (x; t ) = c1 (x; t )u1 (t + α(t ));
b̃(x; t ) = B(x)b(t ) , b1 (x; t ) =
and
(10)
n
∑ ci (x t )ui (t + α(t ))
;
;
(11)
i=2
where the scalars ci (x; t ) = vTi (t + α(t ))B(x)b(t )
Note that b1 (x; t ) is obtained by projecting the original perturbation
along the time-varying direction u1 (t + α(t )). ui ; vi are the Floquet
vectors in Remark 4.1.
Lemma 5.1 x p (t ) = xs (t + α(t )) solves (8).
Lemma 5.1 states that the b1 (x; t ) component causes deviations only
along the limit cycle, i.e., phase deviations. Next, we show that the remaining perturbation component b̃(x; t ) perturbs x p (t ) only by a small
amount y(t ), provided b(t ) is small.
Lemma 5.2 For b(t ) sufficiently small, the mapping t 7! t + α(t ) is
invertible.
Definition 5.3 Let b(t ) be small enough that tˆ(t ) = t + α(t ) is invertible. Then define b̂() by b̂(tˆ) = b(t ), and y(t ) by
y(t ) =
n
Z tˆ
i=2
0
∑ ui (tˆ)
exp (µi (tˆ , r))vTi (r)B(xs (r))b̂(r)dr
(12)
where tˆ = t + α(t ).
Remark 5.2 Note that the index of the summation in (12) starts from
2. Since j exp (µi T )j < 1; i 2 (due to asymptotic orbital stability), this
implies that y(t ) is within a constant factor of b(t ), hence small.
Theorem 5.1 If b(t ) is small (implying that y(t ) in Definition 5.3 is
also small), then z(t ) = x p (t ) + y(t ) solves (7) to first order in y(t ).
6 Stochastic characterisation of the phase deviation α
We now find the probabilistic characterisation of the phase deviation
α (Definition 5.1) as a stochastic process when the perturbation b(t ) is
a vector of uncorrelated9 Gaussian white noise sources. We will treat
(9) as a stochastic differential equation [17, 18].
We will follow the below procedure to find an adequate probabilistic characterisation of the phase deviation α for our purposes:
1. We first calculate the time-varying probability density function
(PDF) pα (η; t ) of α defined as
pα (η; t ) =
∂ P (α(t ) η)
t0
∂η
where P (:) denotes the probability measure, and show that it
becomes the PDF of a Gaussian random variable asymptotically with t. A Gaussian PDF is completely characterised by
the mean and the variance of the random variable. We show
that α(t ) becomes, asymptotically with time, a Gaussian random variable with a constant (as a function of t) mean and a
variance that is linearly increasing with time.10
2. The time-varying PDF pα (η; t ) does not provide any correlation
information between α(t ) and α(t + τ) that is needed for the
evaluation of its spectral characteristics. We then calculate this
correlation to be
E [α(t )α(t + τ)] = m2 + c min(t ; t + τ)
where m and c are scalar constants.
3. We then show that α(t1 ) and α(t2 ) become jointly Gaussian
asymptotically with time, which does not follow immediately
from the fact that they are individually Gaussian.
9
The extension to correlated noise sources is trivial. We consider uncorrelated noise
sources for notational simplicity. Moreover, various noise sources in electronic devices
usually have independent physical origin, and hence they are modeled as uncorrelated
stochastic processes.
10
The fact that α(t ) is a Gaussian random variable for every t does not imply that α is
a Gaussian stochastic process. Individually Gaussian random variables are not necessarily
jointly Gaussian.
Starting with the stochastic differential equation (9) for α, one can derive a partial differential equation, known as the Fokker-Planck equation [18, 19], for the time-varying PDF pα (η; t ). The Fokker-Planck
equation for α(t ) takes the form
∂pα (η; t )
∂t
=
∂
, ∂η
+
λpα (η; t )
∂vT (t + η)
v(t + η)
∂η
1 ∂2 T
v
(t + η)v(t + η) pα (η; t )
2 ∂η2
(13)
where vT (t ) = vT1 (t )B(xs (t )), and 0 λ 1 depends on the definition
of the stochastic integral [18] used to interpret the stochastic differential equation in (9). We would like to solve (13) for pα (η; t ). It turns
out that pα (η; t ) becomes a Gaussian PDF asymptotically with linearly
increasing variance. We show this by first solving for the characteristic
function F (ω; t ) of α(t ), which is defined by
Z ∞
F (ω; t ) = E [exp ( jωα(t ))] =
exp ( jωη) pα (η; t )dη
,∞
Since both vT1 (:) and B(xs (:)) are T -periodic in their arguments, vT (:)
is also periodic in its argument with period T . Hence we can expand
T
vT (t ) into its Fourier series: vT (t ) = ∑∞
i=,∞ Vi exp( jiω0 t ) where ω0 =
2π=T .
Lemma 6.1 The characteristic function of α(t ), F (ω; t ), satisfies
∂F (ω; t )
∂t
∞
=
∞
∑ ∑
i=,∞ k=,∞
ViT Vk exp( jω0 (i
,λω0 iω , 12 ω2
, k)t )
F (ω0 (i , k) + ω; t )
7 Spectrum of an oscillator with phase noise
Having obtained the asymptotic stochastic characterisation of α, we
now compute the power spectral density (PSD) of xs (t + α(t )). We
first obtain an expression for the non-stationary autocorrelation function R(t ; τ) of xs (t + α(t )). Next, we demonstrate that the autocorrelation becomes independent of t asymptotically. This implies our
main result, that the autocorrelation of the oscillator output with phase
noise contains no non-trivial cyclostationary components, confirming
the intuitive expectation that a noisy autonomous system cannot have
periodic cyclostationary variations because it has no perfect time reference. Finally, we show that the PSD of the stationary component is
a summation of Lorentzian spectra, and that a single scalar constant,
namely c in (16), is sufficient to characterize it.
We start by calculating the autocorrelation function of xs (t + α(t )),
given by
R(t ; τ) = E [xs (t + α(t )) xs (t + τ + α(t + τ))]
Definition 7.1 Define Xi to be the Fourier coefficients of xs (t ): xs (t ) =
∑∞
i=,∞ Xi exp ( jiω0 t ).
Lemma 7.1
R(t ; τ) =
ω2 σ2 (t )
lim F (ω; t ) = exp ( jωµ(t ) ,
)
t !∞
2
t !∞
(15)
The variance of this Gaussian random variable increases linearly with
time, exactly as in a Wiener process.
Remark 6.1 α(t ) becomes, asymptotically with t, a Gaussian random
variable with mean µ(t ) = m and variance σ2 (t ) = ct.
Lemma 6.2
Xi Xk exp ( j(i , k)ω0 t ) exp (, jkω0 τ)
i=,∞ k=,∞
(18)
E [exp ( jω0 βik (t ; τ))]
lim E [βik (t ; τ)] = (i , k)m
t !∞
lim E
solves (14), where µ(t ) = m is a constant, and σ2 (t ) = c t where
Z
1 T T
v (t )v(t )dt :
(16)
c=
T 0
E α2 (t )
E α2 (t + τ)
∞
To evaluate the expectation in the above Lemma, it is useful to consider
first the statistics of βik (t ; τ).
Lemma 7.2
∞
∑ ∑
where βik (t ; τ) = iα(t ) , kα(t + τ).
(14)
where denotes complex conjugation.
Theorem 6.1 (14) has a solution that becomes the characteristic function of a Gaussian random variable asymptotically with time:
E [α(t )α(t + τ)] =
(17)
if τ 0
if τ < 0
Corollary 6.1 Asymptotically with t
E [α(t )α(t + τ)] = m2 + c min(t ; t + τ)
Definition 6.1 Two real valued random variables Ψ1 and Ψ2 are
called jointly Gaussian if for all a1 ; a2 2 IR, the real random variable
a1 Ψ1 + a2 Ψ2 is Gaussian.
Theorem 6.2 Asymptotically with time, α(t1 ) and α(t2 ) become
jointly Gaussian.
The stochastic characterisation of the phase deviation α we obtained in this section can be summarized by Remark 6.1, Lemma 6.2,
Corollary 6.1 and Theorem 6.2. These provide adequate information
for a practical characterisation of the effect of phase deviation α on the
signal generated by an autonomous oscillator, e.g., its spectral properties, as we will see in Section 7 and Section 8.
h
2
(βik (t ; τ))
i
(19)
, ( E [βik (t τ)])2 =
;
, k) ct + k cτ
,2ikc min(0 τ)
(i
2
2
(20)
;
where m and c are defined in Theorem 6.1. Also, βik (t ; τ) becomes
Gaussian asymptotically with t.
Using the asymptotically Gaussian nature of βik (t ; τ), we are now able
to obtain a form for the expectation in (18).
Lemma 7.3 If c > 0, the characteristic function of βik (t ; τ) is asymptotically independent of t and has the following form:
0
if i 6= k
exp (, 12 ω20 k2 cjτj) if i = k
(21)
1
Xi Xi exp (, jiω0 τ) exp (, ω20 i2 cjτj)
2
i=,∞
(22)
lim E [exp ( jω0 βik (t ; τ))] =
t !∞
Lemma 7.4
lim R(t ; τ) =
t !∞
∞
∑
The spectrum of xs (t + α(t )) can now be determined as follows:
Lemma 7.5 The spectrum of xs (t + α(t )) is determined by the asymptotic behaviour of R(t ; τ) as t ! ∞. All non-trivial cyclostationary
components are zero, while the stationary component of the spectrum
is given by:
S(ω) =
∞
∑
i=,∞
Xi Xi
ω20 i2 c
1 ω4 i4 c2 + (ω + iω )2
0
4 0
(23)
There is also a term X0 X0 δ(ω) due to the DC part of xs (t ), which is
omitted in (23).
8 Phase noise/timing jitter characterisation
Single-sided spectral density and total power
The PSD S(ω) in (23) (defined for ,∞ < ω < ∞, hence called a doublesided density) is a real and even function of ω, because the periodic
steady-state xs (t ) is real hence its Fourier series coefficients Xi in Definition 7.1 satisfy Xi = X, i . The single-sided spectral density (defined
for 0 f < ∞) is given by
∞
Sss ( f ) = 2S(2π f ) = 2
∑
i=,∞
Xi Xi
f02 i2 c
4
2
4
2
π f0 i c + ( f + i f0 )2
(24)
where we substituted ω = 2π f and ω0 = 2π f0 . The total power (i.e.
the integral of the PSD over the range of the frequencies it is defined
for) in Sss ( f ) is the same as in S(2π f ), which is
Z ∞
∞
Ptot = Total power in Sss ( f ) =
Sss ( f )d f = ∑ 2 jXi j2
(25)
0
i=1
Remark 8.1 The phase deviation α(t ) does not change the total
power in the periodic signal xs (t ), but it alters the power density in
frequency, i.e., the power spectral density. For the perfect periodic signal xs (t ), the power spectral density has δ functions located at discrete
frequencies (i.e., the harmonics). The phase deviation α(t ) spreads
the power in these δ functions in the form given in (24), which can be
experimentally observed with a spectrum analyzer.
Single-sideband phase noise spectrum in dBc=Hz
In practice, we are usually interested in the PSD around the first harmonic, i.e., Sss ( f ) for f around f0 . The single-sideband phase noise
L ( fm ) (in dBc=Hz) that is very widely used in practice is defined as
!
L ( fm ) = 10 log10
Sss ( fo + fm )
(26)
2 jX1 j2
For “small” values of c, and for 0 fm f0 , (26) can be approximated
as
L ( fm ) 10 log10
f02 c
4
2
π f0 c2 + fm2
!
(27)
Furthermore, for π f02 c fm f0 , L ( f m ) can be approximated by
L ( fm ) 10 log10
f0
fm
2 !
c
(28)
Notice that the approximation of L ( f m ) in (28) blows up as fm ! 0. For
0 fm < π f02 c, (28) is not accurate, in which case the approximation
in (27) should be used.
Timing jitter
In some applications, such as clock generation and recovery, one is
interested in a characterisation of the phase/time deviation α(t ) itself
rather than the spectrum of xs (t + α(t )) that was calculated in Section 7. In these applications, an oscillator generates a square-wave like
waveform to be used as a clock. The effect of the phase deviation α(t )
on such a waveform is to create jitter in the zero-crossing or transition
times. In Section 6, we found out that α(t ) (for an autonomous oscillator) becomes a Gaussian random variable with a linearly increasing
variance σ2 (t ) = ct. Let us take one of the transitions (i.e., edges) of
a clock signal as a reference (i.e., trigger) transition and synchronize
it with t = 0. If the clock signal is perfectly periodic, then one will
see transitions exactly at tk = k T ; k = 1; 2; : : : where T is the period.
For a clock signal with a phase deviation α(t ) that has a linearly increasing variance as above, the timing of the kth transition
tk will have
a variance (i.e., mean-square error) E (tk , k T )2 = c k T . The spectral dispersion caused by α(t ) in an oscillation signal can be observed
with a spectrum analyzer. Similarly, one can observe the timing jitter
caused by α(t ) using a sampling oscilloscope. McNeill in [20] experimentally observed the linearly increasing variance for the timing of the
transitions of a clock signal generated by an autonomous oscillator, as
predicted by our theory.
Noise source contributions
The scalar constant c appears in all of the characterisations we discussed above. It is given by
Z
1 T T
c=
(29)
v (τ)B(xs (τ))BT (xs (τ))v1 (τ)dτ
T 0 1
where B(:) : IRn !IRn p represents the modulation of the intensities of
the noise sources with the large-signal state. (29) can be rewritten as
Z
p
p
1 T T
2
(30)
[v1 (τ) Bi (τ)] dτ = ∑ ci
c= ∑
i=1 T 0
i=1
where p is the number of the noise sources, i.e., the column dimension
of B(xs (:)), and Bi (:) is the ith column of B(xs (:)) which maps the ith
noise source to the equations of the system. Hence, ci represents the
contribution of the ith noise source to c. Thus, the ratio
ci
(31)
p
c = ∑i=1 ci
can be used as a figure of merit representing the contribution of the ith
noise source to phase noise/timing jitter.
Phase noise sensitivity
One can define
Z
1 T T
(k)
2
(32)
[v (τ) ek ] dτ
cs =
T 0 1
(where 1 k n and ek is the kth unit vector) as the phase noise/timing
jitter sensitivity of the kth equation (i.e., node), because ek represents
a unit intensity noise source added to the kth equation (i.e., connected
to the kth node) in (1).
9 Numerical methods
From Section 6, Section 7 and Section 8, for various phase noise characterisations of an oscillator, one needs to calculate the steady-state
periodic solution xs (t ), and the periodic vector v1 (t ) in (29). Without
providing details, we will present the outline of a time-domain method
for computing the periodic vector v1 (t )11 . The procedure for calculating v1 (t ) in the time domain is as follows:
1. Compute the large-signal periodic steady-state solution xs (t ) for
0 t T by numerically integrating (1), possibly using a technique such as the shooting method [21].
2. Compute the state-transition matrix Φ(T ; 0) by numerically integrating Ẏ = A(t )Y ; Y (0) = In from 0 to T , where the Jacobian
A(t ) is defined in (3). Note that Φ(T ; 0) = Y (T ).
3. Compute u1 (0) using u1 (0) = ẋs (0). Note that u1 (0) is an
eigenvector of Φ(T ; 0) corresponding to the eigenvalue 1.
4. v1 (0) is an eigenvector of ΦT (T ; 0) corresponding to the eigenvalue 1. To compute v1 (0), first compute an eigenvector of
ΦT (T ; 0) corresponding to the eigenvalue 1, then scale this
eigenvector so that v1 (0)T u1 (0) = 1 is satisfied.
5. Compute the periodic vector v1 (t ) for 0 t T by numerically
solving the adjoint system
ẏ = ,AT (t )y
(33)
using v1 (0) = v1 (T ) as the initial condition. Note that v1 (t ) is a
periodic steady-state solution of (33) corresponding to the Floquet exponent that is equal to 0, i.e., µ1 = 0. It is not possible to
calculate v1 (t ) by numerically integrating (33) forward in time,
because the numerical errors in computing the solution and the
numerical errors in the initial condition v1 (0) will excite the
modes of the solution of (33) that grow without bound. However, one can integrate (33) backwards in time with the “initial”
condition v1 (T ) = v1 (0) to calculate v1 (t ) for 0 t T in a
numerically stable way.
6. Then, c is calculated using (29).
11
We also developed a frequency domain numerical method based on an harmonic balance formulation.
Rc
(Ω)
rb
(Ω)
IEE
(µA)
fo
(MHz)
500
2000
500
500
500
500
58
58
1650
58
58
58
331
331
331
450
600
715
167.7
74
94.6
169.5
169.7
167.7
c
(sec2 :Hz
10,15 )
0.269
0.149
0.686
0.182
0.151
0.142
(a) Phase noise characterisation
300
(2 pi f_o)^2 c (rad^2.Hz)
10 Examples
Oscillator with a bandpass filter and a nonlinearity [22]
This oscillator (Figure 1) consists of a Tow-Thomas second-order
bandpass filter and a comparator [22]. If the OpAmps are considered to
be ideal, it can be shown that this oscillator is equivalent (in the sense
of the differential equations that describe it) to a parallel RLC circuit in
parallel with a nonlinear voltage-controlled current source (or equivalently a series RLC circuit in series with a nonlinear current-controlled
voltage source). In [22], authors breadboarded this circuit with an external white noise source (intensity of which was chosen such that its
effect is much larger than the other internal noise sources), and measured the PSD of the output with a spectrum analyzer. For Q = 1 and
fo = 6:66 kHz, we performed a phase noise characterisation of this
oscillator using our numerical methods, and computed the periodic oscillation waveform xs (t ) for the output and c = 7:56 10,8 sec2 :Hz.
Figure 2(a) shows the PSD of the oscillator output computed using
(24), and Figure 2(b) shows the spectrum analyzer measurement12 .
The single-sideband phase noise spectrum using both (27) and (28)
is in Figure 3 . Note that (28) can not predict the PSD accurately below the cut-off frequency fc = π f02 c = 10:56 Hz (marked with a in
Figure 3 ) of the Lorentzian.
250
200
150
300
350
400
450
500
550
600
650
700
750
800
ΙΕΕ (µΑ)
R
C
(b) Phase noise performance versus IEE
QR
Noise
Source
C
QR
R
Output
R
R
QR
Figure 1: Band-pass filter and a comparator
20
10
Power Spectral Density (dBm)
0
−10
−20
−30
−40
−50
−60
−70
−80
0.3
0.57
0.84
1.11
1.38
1.65
1.92
2.19
2.46
2.73
3
4
x 10
Frequency (Hz)
(a) Computed PSD (4 harmonics)
(b) Measured PSD [22]
Figure 2: Computed and measured PSD
20
Single-Sideband Phase Noise Spectrum (dBc)
10
0
−10
−20
−30
−40
−50
−60
−1
10
0
1
10
10
2
10
3
10
Frequency (Hz)
Figure 3: L ( f m ) computed with both (27) and (28)
Ring oscillator
The ring oscillator circuit is a three stage oscillator with fully differential ECL buffer delay cells (differential pairs followed by emitter
followers). This circuit is from [20]. [20] and [23] use analytical
techniques to characterize the timing jitter/phase noise performance
of ring-oscillators with ECL type delay cells. Since they use analytical
techniques, they use a simplified model of the circuit and make several approximations in their analysis. [20] and [23] use time-domain
12
The PSDs are plotted in units of dBm.
Figure 4: Ring-oscillator
Monte Carlo noise simulations to verify the results of their analytical
results. They obtain qualitative and some quantitative results, and offer
guidelines for the design of low phase noise ring-oscillators with ECL
type delay cells. However, their results are only valid for their specific oscillator circuits. We will compare their results with the results
we will obtain for the above ring-oscillator using the general phase
noise characterisation methodology we have proposed which makes
it possible to analyze a complicated oscillator circuit without simplifications. We performed several phase noise characterisations of the
bipolar ring-oscillator. The results are shown in Figure 4(a), where Rc
is the collector load resistance for the differential pair (DP) in the delay
cell, rb is the zero bias base resistance for the BJTs in the DP, IEE is
the tail bias current for the DP, and fo is the oscillation frequency for
the three stage ring-oscillator. Note that the changes in Rc and rb affect
the oscillation frequency, unlike the changes in IEE . Figure 4(b) shows
a plot of (2π fo )2 c versus IEE using the data from Figure 4(a). This
prediction of the dependence of phase noise/timing jitter performance
on the tail bias current is in agreement with the analysis and experimental results presented in [20] and [23] for ring-oscillators with ECL
type delay cells. Note that larger values for (2π fo )2 c indicate worse
phase noise performance.
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