Time-invariant system

In control theory, a time-invariant (TI) system has a time-dependent system function that is not a direct function of time. Such systems are regarded as a class of systems in the field of system analysis. The time-dependent system function is a function of the time-dependent input function. If this function depends only indirectly on the time-domain (via the input function, for example), then that is a system that would be considered time-invariant. Conversely, any direct dependence on the time-domain of the system function could be considered as a "time-varying system".

Mathematically speaking, "time-invariance" of a system is the following property:^{[4] : p. 50}

Given a system with a time-dependent output function ⁠${\displaystyle y(t)}${\displaystyle y(t)}⁠, and a time-dependent input function ⁠${\displaystyle x(t)}${\displaystyle x(t)}⁠, the system will be considered time-invariant if a time-delay on the input ⁠${\displaystyle x(t+\delta )}${\displaystyle x(t+\delta )}⁠ directly equates to a time-delay of the output ⁠${\displaystyle y(t+\delta )}${\displaystyle y(t+\delta )}⁠ function. For example, if time ⁠${\displaystyle t}${\displaystyle t}⁠ is "elapsed time", then "time-invariance" implies that the relationship between the input function ⁠${\displaystyle x(t)}${\displaystyle x(t)}⁠ and the output function ⁠${\displaystyle y(t)}${\displaystyle y(t)}⁠ is constant with respect to time ⁠${\displaystyle t:}${\displaystyle t:}⁠

${\displaystyle y(t)=f(x(t),t)=f(x(t)).}${\displaystyle y(t)=f(x(t),t)=f(x(t)).}

In the language of signal processing, this property can be satisfied if the transfer function of the system is not a direct function of time except as expressed by the input and output.

In the context of a system schematic, this property can also be stated as follows, as shown in the figure to the right:

If a system is time-invariant then the system block commutes with an arbitrary delay.

If a time-invariant system is also linear, it is the subject of linear time-invariant theory (linear time-invariant) with direct applications in NMR spectroscopy, seismology, circuits, signal processing, control theory, and other technical areas. Nonlinear time-invariant systems lack a comprehensive, governing theory. Discrete time-invariant systems are known as shift-invariant systems. Systems which lack the time-invariant property are studied as time-variant systems.

To demonstrate how to determine if a system is time-invariant, consider the two systems:

• System A: ${\displaystyle y(t)=tx(t)}${\displaystyle y(t)=tx(t)}
• System B: ${\displaystyle y(t)=10x(t)}${\displaystyle y(t)=10x(t)}

Since the System Function ${\displaystyle y(t)}${\displaystyle y(t)} for system A explicitly depends on t outside of ${\displaystyle x(t)}${\displaystyle x(t)}, it is not time-invariant because the time-dependence is not explicitly a function of the input function.

In contrast, system B's time-dependence is only a function of the time-varying input ${\displaystyle x(t)}${\displaystyle x(t)}. This makes system B time-invariant.

The Formal Example below shows in more detail that while System B is a Shift-Invariant System as a function of time, t, System A is not.

A more formal proof of why systems A and B above differ is now presented. To perform this proof, the second definition will be used.

System A: Start with a delay of the input ${\displaystyle x_{d}(t)=x(t+\delta )}${\displaystyle x_{d}(t)=x(t+\delta )}

${\displaystyle y(t)=tx(t)}${\displaystyle y(t)=tx(t)}

${\displaystyle y_{1}(t)=tx_{d}(t)=tx(t+\delta )}${\displaystyle y_{1}(t)=tx_{d}(t)=tx(t+\delta )}

Now delay the output by ${\displaystyle \delta }${\displaystyle \delta }

${\displaystyle y(t)=tx(t)}${\displaystyle y(t)=tx(t)}

${\displaystyle y_{2}(t)=y(t+\delta )=(t+\delta )x(t+\delta )}${\displaystyle y_{2}(t)=y(t+\delta )=(t+\delta )x(t+\delta )}

Clearly ${\displaystyle y_{1}(t)\neq y_{2}(t)}${\displaystyle y_{1}(t)\neq y_{2}(t)}, therefore the system is not time-invariant.

System B: Start with a delay of the input ${\displaystyle x_{d}(t)=x(t+\delta )}${\displaystyle x_{d}(t)=x(t+\delta )}

${\displaystyle y(t)=10x(t)}${\displaystyle y(t)=10x(t)}

${\displaystyle y_{1}(t)=10x_{d}(t)=10x(t+\delta )}${\displaystyle y_{1}(t)=10x_{d}(t)=10x(t+\delta )}

Now delay the output by ${\displaystyle \delta }${\displaystyle \delta }

${\displaystyle y(t)=10x(t)}${\displaystyle y(t)=10x(t)}

${\displaystyle y_{2}(t)=y(t+\delta )=10x(t+\delta )}${\displaystyle y_{2}(t)=y(t+\delta )=10x(t+\delta )}

Clearly ${\displaystyle y_{1}(t)=y_{2}(t)}${\displaystyle y_{1}(t)=y_{2}(t)}, therefore the system is time-invariant.

More generally, the relationship between the input and output is

${\displaystyle y(t)=f(x(t),t),}${\displaystyle y(t)=f(x(t),t),}

and its variation with time is

${\displaystyle {\frac {\mathrm {d} y}{\mathrm {d} t}}={\frac {\partial f}{\partial t}}+{\frac {\partial f}{\partial x}}{\frac {\mathrm {d} x}{\mathrm {d} t}}.}${\displaystyle {\frac {\mathrm {d} y}{\mathrm {d} t}}={\frac {\partial f}{\partial t}}+{\frac {\partial f}{\partial x}}{\frac {\mathrm {d} x}{\mathrm {d} t}}.}

For time-invariant systems, the system properties remain constant with time,

${\displaystyle {\frac {\partial f}{\partial t}}=0.}${\displaystyle {\frac {\partial f}{\partial t}}=0.}

Applied to Systems A and B above:

${\displaystyle f_{A}=tx(t)\qquad \implies \qquad {\frac {\partial f_{A}}{\partial t}}=x(t)\neq 0}${\displaystyle f_{A}=tx(t)\qquad \implies \qquad {\frac {\partial f_{A}}{\partial t}}=x(t)\neq 0} in general, so it is not time-invariant,

${\displaystyle f_{B}=10x(t)\qquad \implies \qquad {\frac {\partial f_{B}}{\partial t}}=0}${\displaystyle f_{B}=10x(t)\qquad \implies \qquad {\frac {\partial f_{B}}{\partial t}}=0} so it is time-invariant.

We can denote the shift operator by ${\displaystyle \mathbb {T} _{r}}${\displaystyle \mathbb {T} _{r}} where ${\displaystyle r}${\displaystyle r} is the amount by which a vector's index set should be shifted. For example, the "advance-by-1" system

${\displaystyle x(t+1)=\delta (t+1)*x(t)}${\displaystyle x(t+1)=\delta (t+1)*x(t)}

can be represented in this abstract notation by

${\displaystyle {\tilde {x}}_{1}=\mathbb {T} _{1}{\tilde {x}}}${\displaystyle {\tilde {x}}_{1}=\mathbb {T} _{1}{\tilde {x}}}

where ${\displaystyle {\tilde {x}}}${\displaystyle {\tilde {x}}} is a function given by

${\displaystyle {\tilde {x}}=x(t)\forall t\in \mathbb {R} }${\displaystyle {\tilde {x}}=x(t)\forall t\in \mathbb {R} }

with the system yielding the shifted output

${\displaystyle {\tilde {x}}_{1}=x(t+1)\forall t\in \mathbb {R} }${\displaystyle {\tilde {x}}_{1}=x(t+1)\forall t\in \mathbb {R} }

So ${\displaystyle \mathbb {T} _{1}}${\displaystyle \mathbb {T} _{1}} is an operator that advances the input vector by 1.

Suppose we represent a system by an operator ${\displaystyle \mathbb {H} }${\displaystyle \mathbb {H} }. This system is time-invariant if it commutes with the shift operator, i.e.,

${\displaystyle \mathbb {T} _{r}\mathbb {H} =\mathbb {H} \mathbb {T} _{r}\forall r}${\displaystyle \mathbb {T} _{r}\mathbb {H} =\mathbb {H} \mathbb {T} _{r}\forall r}

If our system equation is given by

${\displaystyle {\tilde {y}}=\mathbb {H} {\tilde {x}}}${\displaystyle {\tilde {y}}=\mathbb {H} {\tilde {x}}}

then it is time-invariant if we can apply the system operator ${\displaystyle \mathbb {H} }${\displaystyle \mathbb {H} } on ${\displaystyle {\tilde {x}}}${\displaystyle {\tilde {x}}} followed by the shift operator ${\displaystyle \mathbb {T} _{r}}${\displaystyle \mathbb {T} _{r}}, or we can apply the shift operator ${\displaystyle \mathbb {T} _{r}}${\displaystyle \mathbb {T} _{r}} followed by the system operator ${\displaystyle \mathbb {H} }${\displaystyle \mathbb {H} }, with the two computations yielding equivalent results.

Applying the system operator first gives

${\displaystyle \mathbb {T} _{r}\mathbb {H} {\tilde {x}}=\mathbb {T} _{r}{\tilde {y}}={\tilde {y}}_{r}}${\displaystyle \mathbb {T} _{r}\mathbb {H} {\tilde {x}}=\mathbb {T} _{r}{\tilde {y}}={\tilde {y}}_{r}}

Applying the shift operator first gives

${\displaystyle \mathbb {H} \mathbb {T} _{r}{\tilde {x}}=\mathbb {H} {\tilde {x}}_{r}}${\displaystyle \mathbb {H} \mathbb {T} _{r}{\tilde {x}}=\mathbb {H} {\tilde {x}}_{r}}

If the system is time-invariant, then

${\displaystyle \mathbb {H} {\tilde {x}}_{r}={\tilde {y}}_{r}}${\displaystyle \mathbb {H} {\tilde {x}}_{r}={\tilde {y}}_{r}}

• Finite impulse response
• Sheffer sequence
• State space (controls)
• Signal-flow graph
• LTI system theory
• Autonomous system (mathematics)

• Control theory
• Signal processing

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