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time invariant (Definition)

A dynamical system is time-invariant if its generating formula is dependent on state only, and independent of time. A synonym for time-invariant is autonomous. The complement of time-invariant is time-varying (or nonautonomous).

For example, the continuous-time system $ \dot{x}=f(x,t)$ is time-invariant if and only if $ f(x,t_1)\equiv f(x,t_2)$ for all valid states $ x$ and times $ t_1$ and $ t_2$. Thus $ \dot{x}=\sin x$ is time-invariant, while $ \dot{x}=\frac{\sin x}{1+t}$ is time-varying.

Likewise, the discrete-time system $ x[n]=f[x,n]$ is time-invariant (also called shift-invariant) if and only if $ f[x,n_1]\equiv f[x,n_2]$ for all valid states $ x$ and time indices $ n_1$ and $ n_2$. Thus $ x[n]=2 x[n-1]$ is time-invariant, while $ x[n]=2 n x[n-1]$ is time-varying.



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See Also: autonomous system

Also defines:  time-invariant, shift-invariant
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Cross-references: indices, complement, autonomous, independent, generating, dynamical system
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This is version 2 of time invariant, born on 2005-02-15, modified 2005-02-16.
Object id is 6748, canonical name is TimeInvariant.
Accessed 4631 times total.

Classification:
AMS MSC00A05 (General :: General and miscellaneous specific topics :: General mathematics)

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