We need to keep several things in mind when we are playing with voltage regulators. It is important to define what you are looking for. Here are a few:
1. Ripple reduction of the incoming power. A single series pass element can provide 50-70 db of power ripple reduction.
2.) Line voltage regulation. Vary the AC line from say 105 to 125 vac and maintain constant output.
3.) Load current regulation. Vary load from min to max to maintain the output voltage constant.
Misc:
If you look at my circuits, I use a CCS (constant current source) which improves ripple reduction, and increases gain (375v regulator). I specify part numbers, but a better part might be the Supertex LND150 which is a 1-3 ma CCS 500V depletion mode fet. There is a huge difference between the CCS and a resistor.
http://www.supertex.com/pdf/datasheets/LND150.pdf High voltage zener diodes have a significant temp drift where the voltage increases as they warm up. This is of little concern if you don't care if the voltage drifts upward 5-10% after a cold turn on. A VR tube is actually much more stable than a HV zener diode.
A 6.2v zener rises 2.2mv / deg C, and a silicon diode decreases the same amount. Combine the two, and feed with a CCS, and you have a very clean and stable voltage reference. It will usually stay within 0.001v when the two are thermally bonded together. My 375v regulator takes advantage of the stability of the 6.2v zener. The silicon diode is actually the B-E junction of the MPS-U10 error amp transistor. So dividing the HV down to 6.2v at the error amp works just fine, and if the reference is stable, and the resistors are metal film, then the HV will be very well controlled and stable.
Here is a vacuum tube screen regulator I designed and built. This regulator doesn't budge, and meets 1, 2, 3 above very well. I show a 5V6 on the schematic, but it is better with a 6W6:
http://pages.prodigy.net/jcandela/Central%20Electronics%2020a%20QRO%20%232/CE_20A_QRO_Power_Supply.jpgJim
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