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{{No footnotes|date=April 2009}}
 
In [[signal processing]], specifically [[control theory]], '''BIBO stability''' is a form of [[Control theory#Stability|stability]] for [[linear system|linear]] [[Signal (information theory)|signal]]s and systems that take inputs. BIBO stands for ''Bounded-Input Bounded-Output''. If a system is BIBO stable, then the output will be bounded for every input to the system that is bounded.
 
A signal is bounded if there is a finite value <math>B > 0</math> such that the signal magnitude never exceeds <math>B</math>, that is
:<math>\ |y[n]| \leq B \quad \forall n \in \mathbb{Z}</math> for discrete-time signals, or
:<math>\ |y(t)| \leq B \quad \forall t \in \mathbb{R}</math> for continuous-time signals.
 
== Time-domain condition for linear time invariant systems==
===Continuous-time necessary and sufficient condition===
For a [[continuous function|continuous time]] [[LTI system theory|linear time invariant (LTI)]] system, the condition for BIBO stability is that the [[impulse response]] be [[P-integrable function|absolutely integrable]], i.e., its [[Lp space|L<sup>1</sup> norm]] exist.
 
<math> \int_{-\infty}^{\infty}{\left|h(t)\right|\,\mathord{\operatorname{d}}t} = \| h \|_{1} < \infty</math>
 
===Discrete-time sufficient condition===
For a [[discrete time]] LTI system, the condition for BIBO stability is that the [[impulse response]] be [[P-integrable function|absolutely summable]], i.e., its <math>\ell^1</math> [[Lp space|norm]] exist.
 
:<math>\ \sum_{n=-\infty}^{\infty}{\left|h[n]\right|} = \| h \|_{1} < \infty</math>
 
===Proof of sufficiency===
Given a [[discrete mathematics|discrete]] time LTI system with [[impulse response]] <math>\ h[n]</math> the relationship between the input <math>\ x[n]</math> and the output <math>\ y[n]</math> is
 
:<math>\ y[n] = h[n] * x[n]</math>
 
where <math>*</math> denotes [[convolution]].
Then it follows by the definition of convolution
 
:<math>\ y[n] = \sum_{k=-\infty}^{\infty}{h[k] x[n-k]}</math>
 
Let <math>\| x \|_{\infty}</math> be the maximum value of <math>\ |x[n]|</math>, i.e., the [[Lp space|kamiii norm]].
 
:<math>\left|y[n]\right| = \left|\sum_{k=-\infty}^{\infty}{h[n-k] x[k]}\right|</math>
 
::<math>\le \sum_{k=-\infty}^{\infty}{\left|h[n-k]\right| \left|x[k]\right|}</math> (by the [[triangle inequality]])
 
::<math>\le \sum_{k=-\infty}^{\infty}{\left|h[n-k]\right| \| x \|_{\infty}}</math>
 
::<math>= \| x \|_{\infty} \sum_{k=-\infty}^{\infty}{\left|h[n-k]\right|}</math>
 
::<math>= \| x \|_{\infty} \sum_{k=-\infty}^{\infty}{\left|h[k]\right|}</math>
 
If <math>h[n]</math> is absolutely summable, then <math>\sum_{k=-\infty}^{\infty}{\left|h[k]\right|} = \| h \|_1 < \infty</math> and
 
:<math>\| x \|_{\infty} \sum_{k=-\infty}^{\infty}{\left|h[k]\right|} = \| x \|_{\infty} \| h \|_1</math>
 
So if <math>h[n]</math> is absolutely summable and <math>\left|x[n]\right|</math> is bounded, then <math>\left|y[n]\right|</math> is bounded as well because <math>\| x \|_{\infty} \| h \|_1 < \infty</math>.
 
The proof for continuous-time follows the same arguments.
 
== Frequency-domain condition for linear time invariant systems==
=== Continuous-time signals ===
 
For a [[rational function|rational]] and [[continuous function|continuous-time system]], the condition for stability is that the [[region of convergence]] (ROC) of the [[Laplace transform]] includes the [[complex plane|imaginary axis]]. When the system is [[Causal system|causal]], the ROC is the [[open region]] to the right of a vertical line whose [[abscissa]] is the [[real part]] of the "largest pole", or the [[pole (complex analysis)|pole]] that has the greatest real part of any pole in the system. The real part of the largest pole defining the ROC is called the [[abscissa of convergence]]. Therefore, all poles of the system must be in the strict left half of the [[s-plane]] for BIBO stability.
 
This stability condition can be derived from the above time-domain condition as follows :
 
:<math>\int_{-\infty}^{\infty}{\left|h(t)\right| \,\operatorname{d}t}</math>
 
::<math> = \int_{-\infty}^{\infty}{\left|h(t)\right| \left| e^{-j \omega t} \right| dt}</math>
 
::<math>= \int_{-\infty}^{\infty}{\left|h(t) (1 \cdot e)^{-j \omega t} \right| dt}</math>
 
::<math> = \int_{-\infty}^{\infty}{\left|h(t) (e^{\sigma + j \omega})^{- t} \right| dt}</math>
 
::<math>= \int_{-\infty}^{\infty}{\left|h(t) e^{-s t} \right| dt}</math>
 
where <math>s = \sigma + j \omega</math> and <math>\mbox{Re}(s) = \sigma = 0</math>.
 
The [[region of convergence]] must therefore include the [[complex plane|imaginary axis]].
 
=== Discrete-time signals ===
 
For a [[rational function|rational]] and [[discrete signal|discrete time system]], the condition for stability is that the [[region of convergence]] (ROC) of the [[z-transform]] includes the [[unit circle]]. When the system is [[Causal system|causal]], the ROC is the [[open region]] outside a circle whose radius is the magnitude of the [[pole (complex analysis)|pole]] with largest magnitude. Therefore, all poles of the system must be inside the [[unit circle]] in the [[Z-transform|z-plane]] for BIBO(bounded input-bounded output) stability.
 
This stability condition can be derived in a similar fashion to the continuous-time derivation:
 
:<math>\sum_{n = -\infty}^{\infty}{\left|h[n]\right|}
 
= \sum_{n = -\infty}^{\infty}{\left|h[n]\right| \left| e^{-j \omega n} \right|}</math>
 
::<math>= \sum_{n = -\infty}^{\infty}{\left|h[n] (1 \cdot e)^{-j \omega n} \right|}</math>
 
::<math>=\sum_{n = -\infty}^{\infty}{\left|h[n] (r e^{j \omega})^{-n} \right|}</math>
 
::<math>= \sum_{n = -\infty}^{\infty}{\left|h[n] z^{- n} \right|}</math>
 
where <math>z = r e^{j \omega}</math> and <math>r = |z| = 1</math>.
 
The [[region of convergence]] must therefore include the [[unit circle]].
 
== See also ==
* [[LTI system theory]]
* [[Finite impulse response|Finite impulse response (FIR) filter]]
* [[Infinite impulse response|Infinite impulse response (IIR) filter]]
* [[Nyquist plot]]
* [[Routh-Hurwitz stability criterion]]
* [[Bode_plot#Gain_margin_and_phase_margin|Bode plot]]
* [[Phase margin]]
* [[Root locus|Root locus method]]
 
==Further reading==
{{refbegin}}
*Gordon E. Carlson ''Signal and Linear Systems Analysis with Matlab'' second edition, Wiley, 1998, ISBN 0-471-12465-6
*John G. Proakis and Dimitris G. Manolakis ''Digital Signal Processing Principals, Algorithms and Applications'' third edition, Prentice Hall, 1996, ISBN 0-13-373762-4
*D. Ronald Fannin, William H. Tranter, and Rodger E. Ziemer ''Signals & Systems Continuous and Discrete'' fourth edition, Prentice Hall, 1998, ISBN 0-13-496456-X
*[http://cnx.org/content/m12319/latest/ Proof of the necessary conditions for BIBO stability.]
*Christophe Basso ''Designing Control Loops for Linear and Switching Power Supplies: A Tutorial Guide'' first edition, Artech House, 2012, 978-1608075577
{{refend}}
 
==References==
{{reflist}}
 
[[Category:Signal processing]]
[[Category:Digital signal processing]]
[[Category:Articles containing proofs]]
[[Category:Stability theory]]

Revision as of 07:49, 20 December 2013

Template:No footnotes

In signal processing, specifically control theory, BIBO stability is a form of stability for linear signals and systems that take inputs. BIBO stands for Bounded-Input Bounded-Output. If a system is BIBO stable, then the output will be bounded for every input to the system that is bounded.

A signal is bounded if there is a finite value B>0 such that the signal magnitude never exceeds B, that is

 |y[n]|Bn for discrete-time signals, or
 |y(t)|Bt for continuous-time signals.

Time-domain condition for linear time invariant systems

Continuous-time necessary and sufficient condition

For a continuous time linear time invariant (LTI) system, the condition for BIBO stability is that the impulse response be absolutely integrable, i.e., its L1 norm exist.

|h(t)|dt=h1<

Discrete-time sufficient condition

For a discrete time LTI system, the condition for BIBO stability is that the impulse response be absolutely summable, i.e., its 1 norm exist.

 n=|h[n]|=h1<

Proof of sufficiency

Given a discrete time LTI system with impulse response  h[n] the relationship between the input  x[n] and the output  y[n] is

 y[n]=h[n]x[n]

where denotes convolution. Then it follows by the definition of convolution

 y[n]=k=h[k]x[nk]

Let x be the maximum value of  |x[n]|, i.e., the kamiii norm.

|y[n]|=|k=h[nk]x[k]|
k=|h[nk]||x[k]| (by the triangle inequality)
k=|h[nk]|x
=xk=|h[nk]|
=xk=|h[k]|

If h[n] is absolutely summable, then k=|h[k]|=h1< and

xk=|h[k]|=xh1

So if h[n] is absolutely summable and |x[n]| is bounded, then |y[n]| is bounded as well because xh1<.

The proof for continuous-time follows the same arguments.

Frequency-domain condition for linear time invariant systems

Continuous-time signals

For a rational and continuous-time system, the condition for stability is that the region of convergence (ROC) of the Laplace transform includes the imaginary axis. When the system is causal, the ROC is the open region to the right of a vertical line whose abscissa is the real part of the "largest pole", or the pole that has the greatest real part of any pole in the system. The real part of the largest pole defining the ROC is called the abscissa of convergence. Therefore, all poles of the system must be in the strict left half of the s-plane for BIBO stability.

This stability condition can be derived from the above time-domain condition as follows :

|h(t)|dt
=|h(t)||ejωt|dt
=|h(t)(1e)jωt|dt
=|h(t)(eσ+jω)t|dt
=|h(t)est|dt

where s=σ+jω and Re(s)=σ=0.

The region of convergence must therefore include the imaginary axis.

Discrete-time signals

For a rational and discrete time system, the condition for stability is that the region of convergence (ROC) of the z-transform includes the unit circle. When the system is causal, the ROC is the open region outside a circle whose radius is the magnitude of the pole with largest magnitude. Therefore, all poles of the system must be inside the unit circle in the z-plane for BIBO(bounded input-bounded output) stability.

This stability condition can be derived in a similar fashion to the continuous-time derivation:

n=|h[n]|=n=|h[n]||ejωn|
=n=|h[n](1e)jωn|
=n=|h[n](rejω)n|
=n=|h[n]zn|

where z=rejω and r=|z|=1.

The region of convergence must therefore include the unit circle.

See also

Further reading

Template:Refbegin

  • Gordon E. Carlson Signal and Linear Systems Analysis with Matlab second edition, Wiley, 1998, ISBN 0-471-12465-6
  • John G. Proakis and Dimitris G. Manolakis Digital Signal Processing Principals, Algorithms and Applications third edition, Prentice Hall, 1996, ISBN 0-13-373762-4
  • D. Ronald Fannin, William H. Tranter, and Rodger E. Ziemer Signals & Systems Continuous and Discrete fourth edition, Prentice Hall, 1998, ISBN 0-13-496456-X
  • Proof of the necessary conditions for BIBO stability.
  • Christophe Basso Designing Control Loops for Linear and Switching Power Supplies: A Tutorial Guide first edition, Artech House, 2012, 978-1608075577

Template:Refend

References

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