Linear time invariant(LTI) systems

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A linear time invariant (LTI) system is defined by its adherence to the principles of superposition, meaning that the output is directly proportional to the input. It exhibits time invariance, where a shift in input results in a corresponding shift in output. The mathematical representation of an LTI system includes state equations that can incorporate input and process noise. This allows for a more comprehensive understanding of system behavior under various conditions. Overall, the discussion confirms the key characteristics of LTI systems and their mathematical framework.
JohnielWhite
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Good day everyone. Could someone please explain what is meant by a linear time invariant(LTI) system?
From what I have read on linear and time invariant systems separately. I would assume that a LTI system is one that obeys the principles of superposition and a shift in input causes a corresponding shift in output. Could some confirm this or correct it because I don't want to have the wrong concept of LTI systems.
Thanks in advance.
 
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Any linear system obeys the law of superposition. An LTI system has the form:

\dot{x}=Ax+Bu
y=Cx+Du

But you can add effects such as input noise and process noise in the following manner:

\dot{x}=Ax+Bu+Hv
y=Cx+Du+Gw

Where v and w are input and process noise respectively.

And yes, a shift in input does cause a corresponding shift in output.
 
Thanks for the clarification viscousflow.
 

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