In system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-invariance; these terms are briefly defined below. These properties apply (exactly or approximately) to many important physical systems, in which case the response of the system to an arbitrary input can be found directly using convolution: where is called the system's impulse response and ∗ represents convolution (not to be confused with multiplication). What's more, there are systematic methods for solving any such system (determining ), whereas systems not meeting both properties are generally more difficult (or impossible) to solve analytically. A good example of an LTI system is any electrical circuit consisting of resistors, capacitors, inductors and linear amplifiers.
Linear time-invariant system theory is also used in image processing, where the systems have spatial dimensions instead of, or in addition to, a temporal dimension. These systems may be referred to as linear translation-invariant to give the terminology the most general reach. In the case of generic discrete-time (i.e., sampled) systems, linear shift-invariant is the corresponding term. LTI system theory is an area of applied mathematics which has direct applications in electrical circuit analysis and design, signal processing and filter design, control theory, mechanical engineering, image processing, the design of measuring instruments of many sorts, NMR spectroscopy, and many other technical areas where systems of ordinary differential equations present themselves.
Overview
The defining properties of any LTI system are linearity and time invariance. Linearity means that the relationship between the input and the output , both being regarded as functions, is a linear mapping: If is a constant then the system output to is ; if is a further input with system output then the output of the system to is , this applying for all choices of , , . The latter condition is often referred to as the superposition principle. Time invariance means that whether we apply an input to the system now or T seconds from now, the output will be identical except for a time delay of T seconds. That is, if the output due to input is , then the output due to input is . Hence, the system is time invariant because the output does not depend on the particular time the input is applied.
The fundamental result in LTI system theory is that any LTI system can be characterized entirely by a single function called the system's impulse response. The output of the system is simply the convolution of the input to the system with the system's impulse response . This is called a continuous time system. Similarly, a discrete-time linear time-invariant (or, more generally, "shift-invariant") system is defined as one operating in discrete time: where y, x, and h are sequences and the convolution, in discrete time, uses a discrete summation rather than an integral.
LTI systems can also be characterized in the frequency domain by the system's transfer function, which is the Laplace transform of the system's impulse response (or Z transform in the case of discrete-time systems). As a result of the properties of these transforms, the output of the system in the frequency domain is the product of the transfer function and the transform of the input. In other words, convolution in the time domain is equivalent to multiplication in the frequency domain.
For all LTI systems, the eigenfunctions, and the basis functions of the transforms, are complex exponentials. This is, if the input to a system is the complex waveform for some complex amplitude and complex frequency , the output will be some complex constant times the input, say for some new complex amplitude . The ratio is the transfer function at frequency .
Since sinusoids are a sum of complex exponentials with complex-conjugate frequencies, if the input to the system is a sinusoid, then the output of the system will also be a sinusoid, perhaps with a different amplitude and a different phase, but always with the same frequency upon reaching steady-state. LTI systems cannot produce frequency components that are not in the input.