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linear time invariant system (Definition)

A linear time invariant system (LTI) is a linear dynamical system $T(p)$ ,

$\displaystyle y(k)$ $\displaystyle = T(p) \; u(k),$    

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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See Also: controllability, observability, general system definitions

Other names:  LTI
Keywords:  LTI
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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
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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 14467 times total.

Classification:
AMS MSC93A10 (Systems theory; control :: General :: General systems)

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