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BIBO stability

 

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BIBO stability



 
 
Bibo redirects here. For the Egyptian football player nicknamed Bibo, see Mahmoud El-Khateeb
Mahmoud El-Khateeb

Mahmoud El-Khatib popularly nicknamed Bibo, is a former Egyptian football player.*"Bibo" played for Al-Ahly between 1972-1988 and for the Egyptian National Team between 1974-1986 ....
.


In electrical engineering
Electrical engineering

Electrical engineering, sometimes referred to as electrical and electronic engineering, is a field of engineering that deals with the study and application of electricity, electronics and electromagnetism....
, specifically signal processing
Signal processing

Signal processing is the analysis, interpretation, and manipulation of signal . Signals of interest include: audio signal processing, , time-varying measurement values and sensor data, for example biological data such as electrocardiograms, control system signals, telecommunication transmission signals such as radio signals, and many others....
 and control theory
Control theory

Control theory is an interdisciplinary branch of engineering and mathematics, that deals with the behavior of dynamical systems. The desired output of a system is called the reference....
, BIBO stability is a form of stability
Control theory

Control theory is an interdisciplinary branch of engineering and mathematics, that deals with the behavior of dynamical systems. The desired output of a system is called the reference....
 for linear
Linear system

A linear system is a mathematical model of a system based on the use of a linear operator.Linear systems typically exhibit features and properties that are much simpler than the general, nonlinear case....
 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 such that the signal magnitude never exceeds , that is for discrete-time signals, or for continuous-time signals.

a class="link1" onMouseover='showByLink("m3169287",this)' onMouseout='hide("m3169287")'href="http://www.absoluteastronomy.com/topics/Continuous_function">continuous time
Continuous function

In mathematics, a continuous function is a function for which, intuitively, small changes in the input result in small changes in the output. Otherwise, a function is said to be discontinuous....
, the condition for BIBO stability is that the impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
 be absolutely integrable, i.e., its L1 norm
Lp space

In mathematics, the Lp and lp spaces are spaces of p-integrable function, and corresponding sequence spaces....
 exist.
a class="link1" onMouseover='showByLink("m3169291",this)' onMouseout='hide("m3169291")'href="http://www.absoluteastronomy.com/topics/Discrete_time">discrete time
Discrete time

Discrete time is non-continuous time. Sampling at non-continuous times results in discrete-time samples. For example, a newspaper may report the price of crude oil once every 24 hours....
, the condition for BIBO stability is that the impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
 be absolutely summable, i.e., its norm
Lp space

In mathematics, the Lp and lp spaces are spaces of p-integrable function, and corresponding sequence spaces....
 exist.
n a discrete
Discrete mathematics

Discrete mathematics, also called finite mathematics, is the study of mathematical structures that are fundamentally discrete in the sense that its objects can assume only distinct, separate values, rather than a values on a continuum ....
, linear, time-invariant system
LTI system theory

Linear time-invariant system theory, most commonly known as LTI system theory, comes from applied mathematics and has direct applications in NMR spectroscopy, seismology, electrical networks, signal processing, control theory, and other technical areas....
 with impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
  the relationship between the input and the output is

where denotes convolution
Convolution

In mathematics and, in particular, functional analysis, convolution is a mathematical operator on two function s f and g, producing a third function that is typically viewed as a modified version of one of the original functions....
. Then it follows by the definition of convolution

Let be the maximum value of , i.e., the supremum norm
Lp space

In mathematics, the Lp and lp spaces are spaces of p-integrable function, and corresponding sequence spaces....
.

(by the triangle inequality
Triangle inequality

In mathematics, the triangle inequality states that for any triangle, the length of a given side must be less than the sum of the other two sides but greater than the difference between the two sides....
)








If is BIBO stable, then and

So if (i.e., it is bounded) then is bounded as well because .

The proof for continuous-time follows the same arguments.

Frequency-domain condition for linear time invariant systems
Continuous-time signals
For a causal
Causal system

A causal system is a system where the output at some specific instant only depends on the input for values of less than or equal to . Therefore these kinds of systems have outputs and internal states that depend only on the current and previous input values....
, rational
Rational function

In mathematics, a rational function is any function which can be written as the ratio of two polynomial functions....
, continuous-time system
Continuous function

In mathematics, a continuous function is a function for which, intuitively, small changes in the input result in small changes in the output. Otherwise, a function is said to be discontinuous....
, the condition for stability is that the region of convergence (ROC) of the Laplace transform
Laplace transform

In mathematics, the Laplace transform is one of the best known and most widely used integral transforms. It is commonly used to produce an easily solvable algebraic equation from an ordinary differential equation....
 includes the imaginary axis
Complex plane

In mathematics, the complex plane is a geometric representation of the complex numbersestablished by the real axis and the orthogonal imaginary axis....
.






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Encyclopedia


Bibo redirects here. For the Egyptian football player nicknamed Bibo, see Mahmoud El-Khateeb
Mahmoud El-Khateeb

Mahmoud El-Khatib popularly nicknamed Bibo, is a former Egyptian football player.*"Bibo" played for Al-Ahly between 1972-1988 and for the Egyptian National Team between 1974-1986 ....
.


In electrical engineering
Electrical engineering

Electrical engineering, sometimes referred to as electrical and electronic engineering, is a field of engineering that deals with the study and application of electricity, electronics and electromagnetism....
, specifically signal processing
Signal processing

Signal processing is the analysis, interpretation, and manipulation of signal . Signals of interest include: audio signal processing, , time-varying measurement values and sensor data, for example biological data such as electrocardiograms, control system signals, telecommunication transmission signals such as radio signals, and many others....
 and control theory
Control theory

Control theory is an interdisciplinary branch of engineering and mathematics, that deals with the behavior of dynamical systems. The desired output of a system is called the reference....
, BIBO stability is a form of stability
Control theory

Control theory is an interdisciplinary branch of engineering and mathematics, that deals with the behavior of dynamical systems. The desired output of a system is called the reference....
 for linear
Linear system

A linear system is a mathematical model of a system based on the use of a linear operator.Linear systems typically exhibit features and properties that are much simpler than the general, nonlinear case....
 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 such that the signal magnitude never exceeds , that is for discrete-time signals, or for continuous-time signals.

Time-domain condition for linear time invariant systems


Continuous-time necessary and sufficient condition

In continuous time
Continuous function

In mathematics, a continuous function is a function for which, intuitively, small changes in the input result in small changes in the output. Otherwise, a function is said to be discontinuous....
, the condition for BIBO stability is that the impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
 be absolutely integrable, i.e., its L1 norm
Lp space

In mathematics, the Lp and lp spaces are spaces of p-integrable function, and corresponding sequence spaces....
 exist.

Discrete-time necessary and sufficient condition

In discrete time
Discrete time

Discrete time is non-continuous time. Sampling at non-continuous times results in discrete-time samples. For example, a newspaper may report the price of crude oil once every 24 hours....
, the condition for BIBO stability is that the impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
 be absolutely summable, i.e., its norm
Lp space

In mathematics, the Lp and lp spaces are spaces of p-integrable function, and corresponding sequence spaces....
 exist.

Proof of sufficiency

Given a discrete
Discrete mathematics

Discrete mathematics, also called finite mathematics, is the study of mathematical structures that are fundamentally discrete in the sense that its objects can assume only distinct, separate values, rather than a values on a continuum ....
, linear, time-invariant system
LTI system theory

Linear time-invariant system theory, most commonly known as LTI system theory, comes from applied mathematics and has direct applications in NMR spectroscopy, seismology, electrical networks, signal processing, control theory, and other technical areas....
 with impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
  the relationship between the input and the output is

where denotes convolution
Convolution

In mathematics and, in particular, functional analysis, convolution is a mathematical operator on two function s f and g, producing a third function that is typically viewed as a modified version of one of the original functions....
. Then it follows by the definition of convolution

Let be the maximum value of , i.e., the supremum norm
Lp space

In mathematics, the Lp and lp spaces are spaces of p-integrable function, and corresponding sequence spaces....
.

(by the triangle inequality
Triangle inequality

In mathematics, the triangle inequality states that for any triangle, the length of a given side must be less than the sum of the other two sides but greater than the difference between the two sides....
)








If is BIBO stable, then and

So if (i.e., it is bounded) then is bounded as well because .

The proof for continuous-time follows the same arguments.

Frequency-domain condition for linear time invariant systems


Continuous-time signals


For a causal
Causal system

A causal system is a system where the output at some specific instant only depends on the input for values of less than or equal to . Therefore these kinds of systems have outputs and internal states that depend only on the current and previous input values....
, rational
Rational function

In mathematics, a rational function is any function which can be written as the ratio of two polynomial functions....
, continuous-time system
Continuous function

In mathematics, a continuous function is a function for which, intuitively, small changes in the input result in small changes in the output. Otherwise, a function is said to be discontinuous....
, the condition for stability is that the region of convergence (ROC) of the Laplace transform
Laplace transform

In mathematics, the Laplace transform is one of the best known and most widely used integral transforms. It is commonly used to produce an easily solvable algebraic equation from an ordinary differential equation....
 includes the imaginary axis
Complex plane

In mathematics, the complex plane is a geometric representation of the complex numbersestablished by the real axis and the orthogonal 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
Real part

In mathematics, the real part of a complex number , is the first element of the ordered pair of real numbers representing , i.e. if , or equivalently, , then the real part of is ....
 of the largest pole
Pole (complex analysis)

In complex analysis, a mathematical discipline, a pole of a meromorphic function is a certain type of mathematical singularity that behaves like the singularity of at ....
. (Largest here is defined so that the real part of the largest pole is greater than the real part of any other 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 :









where and .

The region of convergence must therefore include the imaginary axis
Complex plane

In mathematics, the complex plane is a geometric representation of the complex numbersestablished by the real axis and the orthogonal imaginary axis....
.

Discrete-time signals


For a causal
Causal system

A causal system is a system where the output at some specific instant only depends on the input for values of less than or equal to . Therefore these kinds of systems have outputs and internal states that depend only on the current and previous input values....
, rational
Rational function

In mathematics, a rational function is any function which can be written as the ratio of two polynomial functions....
, discrete time system
Discrete signal

A discrete signal or discrete-time signal is a time series, perhaps a signal that has been sampling from a continuous signal.Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous-time argument, but is a sequence of quantities; that is, a function over a Domain of discrete integers....
, the condition for stability is that the region of convergence (ROC) of the z-transform
Z-transform

In mathematics and signal processing, the Z-transform converts a discrete_mathematics time-domain signal, which is a sequence of real number or complex numbers, into a complex frequency-domain representation....
 includes the unit circle
Unit circle

In mathematics, a unit circle is a circle with a 1 radius, i.e., a circle whose radius is 1. Frequently, especially in trigonometry, "the" unit circle is the circle of radius 1 centered at the origin in the Cartesian coordinate system in the Euclidean plane....
. When the system is causal, the ROC is the open region outside a circle whose radius is the magnitude of the pole
Pole (complex analysis)

In complex analysis, a mathematical discipline, a pole of a meromorphic function is a certain type of mathematical singularity that behaves like the singularity of at ....
 with largest magnitude. Therefore, all poles of the system must be inside the unit circle
Unit circle

In mathematics, a unit circle is a circle with a 1 radius, i.e., a circle whose radius is 1. Frequently, especially in trigonometry, "the" unit circle is the circle of radius 1 centered at the origin in the Cartesian coordinate system in the Euclidean plane....
 in the z-plane for BIBO stability.

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







where and .

The region of convergence must therefore include the unit circle
Unit circle

In mathematics, a unit circle is a circle with a 1 radius, i.e., a circle whose radius is 1. Frequently, especially in trigonometry, "the" unit circle is the circle of radius 1 centered at the origin in the Cartesian coordinate system in the Euclidean plane....
.

See also

  • LTI system theory
    LTI system theory

    Linear time-invariant system theory, most commonly known as LTI system theory, comes from applied mathematics and has direct applications in NMR spectroscopy, seismology, electrical networks, signal processing, control theory, and other technical areas....
  • Finite impulse response (FIR) filter
    Finite impulse response

    A finite impulse response filter is a type of a digital filter. The impulse response, the filter's response to a Kronecker delta input, is 'finite' because it settles to zero in a finite number of sampling intervals....
  • Infinite impulse response (IIR) filter
    Infinite impulse response

    Infinite impulse response is a property of signal processing systems. Systems with that property are known as IIR systems or when dealing with electronic filter systems as IIR filters....
  • Nyquist plot
    Nyquist plot

    A Nyquist plot is used in control system and signal processing for assessing the stability of a system with feedback. It is represented by a graph in polar coordinates in which the gain and phase of a frequency response are plotted....
  • Routh-Hurwitz stability criterion
    Routh-Hurwitz stability criterion

    The Routh?Hurwitz stability criterion is a necessary method to establish the stable polynomial of a single-input, single-output , linear function time invariant control system....
  • Bode plot
    Bode plot

    A Bode magnitude plot is a plot of logarithm magnitude versus frequency, plotted with a log-frequency axis, to show the transfer function or frequency response of a LTI system theory system....
  • Phase margin
    Phase margin

    In electronic amplifiers, phase margin is the difference, measured in degrees, between the phase of the amplifier's output signal and -360?. In feedback amplifiers, the phase margin is measured at the frequency at which the Electronic feedback loops voltage gain of the amplifier and the Electronic feedback loops voltage gain of the amplifier...
  • Root locus method
    Root locus

    In control theory, the root locus is the Locus of the Pole and zeros of a transfer function as the system gain K is varied on some interval....


Further reading

  • 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 0133737624
  • 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