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Linear Time-Invariant System


A linear time-invariant system is an input-output system that is both linear and unchanged by a shift in time. If inputs x_1 and x_2 produce outputs y_1 and y_2, linearity means that the input ax_1+bx_2 produces ay_1+by_2. Time invariance means that delaying an input by an amount t_0 delays its output by the same amount.

Under the zero-state condition, a continuous-time linear time-invariant system is completely characterized by its impulse response function h(t), and the output corresponding to an input x(t) is the convolution

 y(t)=int_(-infty)^inftyh(t-tau)x(tau)dtau.

The analogous discrete-time formula is y_n=sum_(k)h_(n-k)x_k.


See also

Causal System, Convolution, Frequency Response, Impulse Response Function

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References

Oppenheim, A. V.; Willsky, A. S.; and Nawab, S. H. Signals and Systems, 2nd ed. Upper Saddle River, NJ: Prentice Hall, 1997.

Cite this as:

Weisstein, Eric W. "Linear Time-Invariant System." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LinearTime-InvariantSystem.html

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