time invariant

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 $x[n]=2x[n-1]$ is time-invariant, while $x[n]=2nx[n-1]$ is time-varying.

Title	time invariant
Canonical name	TimeInvariant
Date of creation	2013-03-22 15:02:14
Last modified on	2013-03-22 15:02:14
Owner	Mathprof (13753)
Last modified by	Mathprof (13753)
Numerical id	5
Author	Mathprof (13753)
Entry type	Definition
Classification	msc 00A05
Related topic	AutonomousSystem
Defines	time-invariant
Defines	shift-invariant