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Lecture 14: Conditions for Stability

Prof. Vikram M Gadre


Indian Institute of Technology, Bombay
January 15, 2015

IIT Bombay, 2015


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Let us try to see whether system is stable or not, from its impulse response.
First we will discuss about the discrete case, and then move on to continuous
variable case. In both cases, that a system is stable means it gives a bounded
output for every bounded input, or a bounded input signal always yields a
bounded signal as an output.

1 Stability of LSI system from it’s impulse re-


sponse: Discrete variable.
For discrete variable systems, output is related to the input by the following
equation:
+∞
X
y[n] = h[κ]x[n − κ]
κ=−∞

As we are concerned whether output is bounded or not, we need to look at the


modulus of the output, i.e.
+∞
X
|y[n]| = | h[κ]x[n − κ]|
κ=−∞

But we know that, in general,


X X
| ai | ≤ |ai |

So
+∞
X
|y[n]| ≤ |h[κ]x[n − κ]|
κ=−∞

Or,
+∞
X
|y[n]| ≤ |h[κ]||x[n − κ]|
κ=−∞

BUt we know that the input signal is bound, say x[n] ≤ Mx , ∀n. So
+∞
X
|y[n]| ≤ Mx |h[κ]|
κ=−∞

P+∞
Clearly, if κ=−∞ |h[κ]| is finite, then |y[n]| is finite. This is the sufficient con-
P+∞
dition for a system to be stable. The quantity κ=−∞ |h[κ]| is called as the
’absolute sum’ of h. P+∞
In general, if we have a sequence {an } then the quantity κ=−∞ |{an }| is called
as the absolute sum of sequence {an }. In short, we take the absolute value of the
each term of the sequence, and add those to get the absolute sum of a sequence.
If indeed h[n] is absolutely summable, i.e. its absolute sum is a finite num-
ber/absolute sum is convergent, then we can say for some Mh lying between 0
and ∞,
+∞
X
|h[κ]| ≤ Mh
κ=−∞

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So our output in that case becomes

|y[n]| ≤ Mx Mh

This is very important. It means that the sufficiency condition which we have
is a constructive condition. It not only tells that the output is bounded, but
also talks about its bound.

2 Stability of LSI system from it’s impulse re-


sponse: Continuous variable.
For continuous variable systems, output is related to the input by the following
equation: Z +∞
y(t) = h(τ )x(t − τ ) dτ
−∞

As we want to discuss about the boundedness of y(t), we will take modulus on


both sides: Z +∞
|y(t)| = | h(τ )x(t − τ ) dτ |
−∞

Using the identity Z Z


| f (x)dx| ≤ |f (x)|dx

We get Z +∞
|y(t)| ≤ |h(τ )x(t − τ ) |dτ
−∞

So Z +∞
|y(t)| ≤ |h(τ )||x(t − τ ) |dτ
−∞

But we know that, as input x(t) is bounded,

|x(t)| ≤ Mx ∀t, 0 ≤ Mx < ∞

So Z +∞
|y(t)| ≤ |h(τ )|Mx dτ
−∞
R +∞
We observe that, y(t) will be bounded if −∞ |h(τ )| dτ is bounded. And that
is the sufficient
R +∞condition for a continuous variable system to be stable. Now
this integral −∞ |h(τ )| dτ is called the ’absolute integral’ of h(τ ), similar to the
absolute sum.
In this case also, we can estimate the bound on the output as follows:
Let Z +∞
|h(τ )| dτ ≤ Mh .
−∞

Substituting this in the equation we got for the output,

|y(t)| ≤ Mx Mh

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Note that, we have discussed here only the sufficiency of the conditions for
the stability of systems, both discrete and continuous. We still need to ponder
upon whether these conditions are necessary for a system to be stable.

3 Necessity of the condition for stability


We will now discuss about the necessity of the condition for the stability for
discrete variable systems. The proof for continuous variable systems is very
similar. We will assume that the output obtained from a system, y[n], when it
receives a bounded input is also bounded, i.e.

|y[n]| ≤ My ∀n, 0 ≤ My < ∞

And try to reach at the necessary condition we had earlier got, i.e. try to prove
that the absolute sum of h[n] is finite. For that, we will give a specific bounded
input to the system, and observe output at a specific point, which should also
be bounded if we indeed have a stable system( from our assumption). We know
that the input and output for a discrete variable system are related through the
following equation:
+∞
X
y[n] = h[κ]x[n − κ]
κ=−∞

Now consider that we are looking at the output when n is equal to zero. So the
equation now becomes
+∞
X
y[0] = h[κ]x[−κ]
κ=−∞

Basically we are trying to bring the absolute sum as an output for some suitable
input, which is bounded, and once it is done, we will have proven the necessity
of the condition for stability. And the input we choose to give to the system is
the following:

h[−n]
x[n] = , if h[−n] 6= 0
|h[−n]|
= 0 , if h[−n] = 0

Where h[−n] is the complex conjugate of h[−n]. So when we apply it in the


equation, it becomes

n = −κ So
h[κ]
x[−κ] = , if h[κ] 6= 0
|h[κ]|
= 0 , if h[κ] = 0

So we have the equation


+∞
X
y[0] = h[κ]x[−κ]
κ=−∞

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After substituting x[−κ], it becomes


+∞
X h[κ]h[κ]
y[n] = , if h[κ] 6= 0
κ=−∞
|h[κ]|
= 0 , if h[κ] = 0
+∞
X
= |h[κ]|
κ=−∞

Which is the absolute sum of the impulse response. Now as y[n] is bounded,
y[0] must be finite and so must be the absolute sum. Hence we have proved the
necessity of the absolute sum of the impulse response being finite for the system
being stable. The proof for the continuous variable systems is very similar. It
is left to you as an exercise.

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