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Time-invariant system

Dynamical system whose system function is not directly dependent on time

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Through Function (mathematics), Dynamical system and Transfer function

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+δ)⁠ directly equates to a time-delay of the output ⁠y(t+δ)⁠ 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 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.

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 the System Function y(t) for system A explicitly depends on t outside of 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 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.

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