Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
BIBO stability
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== 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]], <math> h(t)</math> , be [[P-integrable function|absolutely integrable]], i.e., its [[Lp space|L<sup>1</sup> norm]] exists. : <math> \int_{-\infty}^\infty \left|h(t)\right|\,\mathord{\operatorname{d}}t = \| h \|_1 \in \mathbb{R}</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]] exists. :<math>\ \sum_{n=-\infty}^\infty |h[n]| = \| h \|_1 \in \mathbb{R}</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 [[Supremum norm|<math>L_{\infty}</math>-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> \begin{align} & \le \sum_{k=-\infty}^\infty \left|h[n-k]\right| \| x \|_\infty \\ & = \| x \|_{\infty} \sum_{k=-\infty}^\infty \left|h[n-k]\right| \\ & = \| x \|_{\infty} \sum_{k=-\infty}^\infty \left|h[k]\right| \end{align} </math> If <math>h[n]</math> is absolutely summable, then <math>\sum_{k=-\infty}^{\infty}{\left|h[k]\right|} = \| h \|_1 \in \mathbb{R}</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 \in \mathbb{R}</math>. The proof for continuous-time follows the same arguments.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)