Time-invariant system

Incontrol theory,atime-invariant(TI)systemhas a time-dependentsystem functionthat is not a directfunctionof time. Suchsystemsare regarded as a class of systems in the field ofsystem analysis.The time-dependent system function is a function of the time-dependentinput function.If this function dependsonlyindirectly on thetime-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".

Block diagram illustrating the time invariance for a deterministic continuous-time single-input single-output system. The system is time-invariant if and only ify₂(t) =y₁(t–t₀)for all timet,for all real constantt₀and for all inputx₁(t).Click image to expand it.

Mathematically speaking, "time-invariance" of a system is the following property:

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

$y(t)=f(x(t),t)=f(x(t)).$

In the language ofsignal processing,this property can be satisfied if thetransfer functionof 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 blockcommuteswith an arbitrary delay.

If a time-invariant system is alsolinear,it is the subject oflinear time-invariant theory(linear time-invariant) with direct applications inNMR spectroscopy,seismology,circuits,signal processing,control theory,and other technical areas.Nonlineartime-invariant systems lack a comprehensive, governing theory.Discretetime-invariant systems are known asshift-invariant systems.Systems which lack the time-invariant property are studied astime-variant systems.

Simple example

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

• System A:$y(t)=tx(t)$
• System B:$y(t)=10x(t)$

Since theSystem Function$y(t)$for system A explicitly depends ontoutside of$x(t)$,it is nottime-invariantbecause 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$x(t)$.This makes system Btime-invariant.

TheFormal Examplebelow shows in more detail that while System B is a Shift-Invariant System as a function of time,t,System A is not.

Formal example

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$x_{d}(t)=x(t+\delta )$

$y(t)=tx(t)$

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

Now delay the output by$\delta$

$y(t)=tx(t)$

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

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

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

$y(t)=10x(t)$

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

Now delay the output by$\delta$

$y(t)=10x(t)$

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

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

More generally, the relationship between the input and output is

$y(t)=f(x(t),t),$

and its variation with time is

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

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

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

Applied to Systems A and B above:

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

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

Abstract example

We can denote theshift operatorby$\mathbb {T} _{r}$where$r$is the amount by which a vector'sindex setshould be shifted. For example, the "advance-by-1" system

$x(t+1)=\delta (t+1)*x(t)$

can be represented in this abstract notation by

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

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

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

with the system yielding the shifted output

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

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

Suppose we represent a system by anoperator$\mathbb {H}$.This system istime-invariantif itcommuteswith the shift operator, i.e.,

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

If our system equation is given by

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

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

Applying the system operator first gives

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

Applying the shift operator first gives

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

If the system is time-invariant, then

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

See also

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