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A time-invariant (TIV) system is one whose output does not depend explicitly on time.

If the input signal x(t) produces an output y(t) then any time shifted input, x(t+δ), results in a time-shifted output y(t+δ)

This property can be satisfied if the transfer function of the system is not a function of time except expressed by the input and output. This property can also be stated in another way in terms of a schematic

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

Simple example

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

Since system A explicitly depends on t outside of x(t) and y(t), it is not time-invariant. System B, however, does not depend explicitly on t so it is time-invariant.

Formal example

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

System A:

Start with a delay of the input xd(t)=x(t+δ)
y(t)=tx(t)
y1(t)=txd(t)=tx(t+δ)
Now delay the output by δ
y(t)=tx(t)
y2(t)=y(t+δ)=(t+δ)x(t+δ)
Clearly y1(t)≠y2(t), therefore the system is not time-invariant.

System B:

Start with a delay of the input xd(t)=x(t+δ)
y(t)=10x(t)
y1(t)=10xd(t)=10x(t+δ)
Now delay the output by δ
y(t)=10x(t)
y2(t)=y(t+δ)=10x(t+δ)
Clearly y1(t)=y2(t), therefore the system is time-invariant. Although there are many other proofs, this is the easiest.

Abstract example

We can denote the shift operator by 𝕋r where r is the amount by which a vector's index set should be shifted. For example, the "advance-by-1" system

x(t+1)=δ(t+1)∗x(t)

can be represented in this abstract notation by

x~1=𝕋1x~

where x~ is a function given by

x~=x(t)∀t∈ℝ

with the system yielding the shifted output

x~1=x(t+1)∀t∈ℝ

So 𝕋1 is an operator that advances the input vector by 1.

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

𝕋rℍ=ℍ𝕋r∀r

If our system equation is given by

y~=ℍx~

then it is time-invariant if we can apply the system operator ℍ on x~ followed by the shift operator 𝕋r, or we can apply the shift operator 𝕋r followed by the system operator ℍ, with the two computations yielding equivalent results.

Applying the system operator first gives

𝕋rℍx~=𝕋ry~=y~r

Applying the shift operator first gives

ℍ𝕋rx~=ℍx~r

If the system is time-invariant, then

ℍx~r=y~r

See also