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linear time invariant system
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(Definition)
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A linear time invariant system (LTI) is a linear dynamical system $T(p)$ ,
with parameter $p$ that is time independent. $y(k)$ denotes the system output and $u(k)$ denotes the input. The independent variable $k$ can be denoted as time, index for a discrete sequences or differential operaters (e.g. such as $s$ in Laplace domain or $\omega$ in frequency domain).
For example, for a simple mass-spring-dashpot system, the system parameter $p$ can be selected as the mass $m$ , spring constant $k$ and damping coefficient $d$ . The input $u$ to the said system can be chosen as the force applied to the mass and the output $y$ can be chosen as the mass's displacement.
LTI system has the following properties.
- Linearity:
- If $y_1 = T x_1$ and $y_2 = T x_2$ , then $$T \{\alpha x_1 + \beta x_2 \} = \alpha y_1 + \beta y_2 $$
- Time Invariance:
- If $y(k) = T x(k)$ , then $$ y(k+\delta_k) = T x(k + \delta_k) $$
- Associative:
- $$ T_1 \cdot ( T_2 \cdot T_3 ) = (T_1 \cdot T_2) \cdot T_3 $$
- Commutative:
- $$ T_1 \cdot T_2 = T_2 \cdot T_1 $$
A LTI system can be represented with the following:
- Transfer function of Laplace transform variable $s$ , which is commonly used in control systems design.
- Transfer function of Fourier transform variable $\omega$ , which is commonly used in communication theory and signal processing.
- Transfer function of z-transform variable $z^{-1}$ , which is commonly used in digital signal processing (DSP).
- State-space equations, which is commonly used in modern control theory and mechanical systems.
Note that all transfer functions are LTI systems, but not all state-space equations are LTI systems.
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Cross-references: equations, theory, Fourier transform, design, control systems, Laplace transform, transfer function, properties, force, coefficient, mass, simple, frequency domain, domain, sequences, discrete, index, variable, independent, parameter, dynamical system
There are 2 references to this entry.
This is version 8 of linear time invariant system, born on 2004-05-20, modified 2006-09-16.
Object id is 5864, canonical name is LinearTimeInvariantLTISystems.
Accessed 14490 times total.
Classification:
| AMS MSC: | 93A10 (Systems theory; control :: General :: General systems) |
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Pending Errata and Addenda
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