I have done a few things since the last update. These include
---- Came up with a power supply that is light and cheap;
---- Fitted connectors on P5205 for power supply and output signal;
---- Some performance tests about the power supply and the P5205.
The 1st picture shows the overall set-up.

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1). P5205: connectors for power supply and signal output
The high voltage input had fitted with HV wires before this round of experimenting. But, I still need some HV accessories. They are expensive and relatively rare. Other than this, the wiring was more or less usable.
As for the low voltage output, I settled with a simple solution: just fit a female BNC to the existing short coax left on the P5205. For connecting to the external power supply, a short cable with a micro USB female jack was used.
Though the signal output and the power connection are on the low voltage side, I may later still like to have some silicone shroud to cover the exposed metal for, in case, the P5205 has to move around in HV surroundings.
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2). Power Supply: The construction
The power supply I ended up to use was a "DIY" hybrid type and quite simple: a SMPS pre-regulator followed by a linear regulation stage.
The pre-regulator SMPS was one I already had. It was unregulated and speced as 12V and 1.5A, though, the ripple can be quite high. The low cost of $1.50 made it disposable for experimenting. The other important consideration was that its half bridge topology with the typical center tap full wave rectification secondary can be easily modified to have +/- rails. For my use, I would only need up to about 0.2A per rail and, for such load, the modified SMPS supplied +/-13.2V.
For the linear regulation part, a $5 small dual rail 317/337 board rated to 1A was used. The board was adjusted to output +/-10.5V. On the board, the spots for rectifier diodes were fitted with 2 inductors taken from burnt out CCFL bulbs to form PI filters.
Now, there are two important questions: 1). Will the power be clean enough at the required load level; and 2). The P5205 was speced to use +/-15.0V power. Will a +/-10.5V supply be adequate?
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3). Power Supply: The noise measurements
AC differential measurements were taken at different test points with the P5205 as the load (100mA) and also for a resistive load (230mA). Of particular interest were the results at the power output.
With a HP3457A, the 2 rails showed readings of 0.13mVAC and 0.18mVAC at a 230mA load respectively (short leads reading=0.1mVAC).
On the scope, the +10.5V output did not show any noise above the noise floor; while the -10.5V rail output showed the worst at the (2mV/div, 20MHz limit, 1x probe) setting and it is shown in Picture #2.

The common mode (and radiated) noise was tricky to measure and my noisy scope just added the difficulty. Nevertheless, the comparative picture (#3) can still show the level of such noise. In this measurement, the ground lead of the probe was unused; while the measurement was taken with the probe tip touching the PS ground. The comparison was between whether the PS was plugged into the mains.

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4). P5205: The performance tests
These were aimed to provide quick (non-exhaustive) answers to 2 questions: a). Is a +/-10.5V PS a good enough replacement for a +/-15V PS; and b). How usable is a P5205 for "small" signals.
For the first question, a concern was that the reduced supply voltage may lead to waveform clamping for full range signals or it may lead to reduced band width of P5205. Up to now, I only did the clamping test.
For the 50X setting, P5205 is speced for a voltage range of +/-130V. To test the clamping, the mains (with a +/-170V range) was used as the signal source and no visible and measured difference in the waveforms was observed comparing using the +/-10.5V supply with a +/-15V supply.
On the other hand, I think being over range for the 50X setting when using mains did show a slight different waveform than that for the 500X setting (Picture#4) and the difference was independent of the supply voltage (10.5V or 15.0V). It was also more interesting to see that the mains waveform was not very "sine".

As for "small" signal tests, a ~10MHz square wave with Vpp ~= 0.7V was used. Picture #5 shows a comparison among the "original" (without P5205 involved), and the P5205 input/output. With using P5205, the signal was 50 Ohms terminated at the P5205 input; While for the "original", the 50 Ohms terminator was on the scope input.
Two things are worth to note here: a). To get stable waveform from the P5205 output, my scope needed to set at average=16 samples; and b). There are excessive ringing when using P5205. Can these ringing be reduced? Then, maybe, my scope and cabling are to blame here?
