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Time-variant system
Time-variant system
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A time-variant system is a system whose output response depends on moment of observation as well as moment of input signal application.[1] In other words, a time delay or time advance of input not only shifts the output signal in time but also changes other parameters and behavior. Time variant systems respond differently to the same input at different times. The opposite is true for time invariant systems (TIV).

Overview

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There are many well developed techniques for dealing with the response of linear time invariant systems, such as Laplace and Fourier transforms. However, these techniques are not strictly valid for time-varying systems. A system undergoing slow time variation in comparison to its time constants can usually be considered to be time invariant: they are close to time invariant on a small scale. An example of this is the aging and wear of electronic components, which happens on a scale of years, and thus does not result in any behaviour qualitatively different from that observed in a time invariant system: day-to-day, they are effectively time invariant, though year to year, the parameters may change. Other linear time variant systems may behave more like nonlinear systems, if the system changes quickly – significantly differing between measurements.

The following things can be said about a time-variant system:

  • It has explicit dependence on time.
  • It does not have an impulse response in the normal sense. The system can be characterized by an impulse response except the impulse response must be known at each and every time instant.
  • It is not stationary in the sense of constancy of the signal's distributional frequency. This means that the parameters which govern the signal's process exhibit variation with the passage of time. See Stationarity (statistics) for in-depth theoretics regarding this property.

Linear time-variant systems

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Linear-time variant (LTV) systems are the ones whose parameters vary with time according to previously specified laws. Mathematically, there is a well defined dependence of the system over time and over the input parameters that change over time.

In order to solve time-variant systems, the algebraic methods consider initial conditions of the system i.e. whether the system is zero-input or non-zero input system.

Examples of time-variant systems

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The following time varying systems cannot be modelled by assuming that they are time invariant:

See also

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References

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Revisions and contributorsEdit on WikipediaRead on Wikipedia
from Grokipedia
A time-variant system, also known as a time-varying system, is a in and whose parameters, coefficients, or behavior change explicitly with time, such that the output response to a given input depends on the specific time at which the input is applied. This contrasts with time-invariant systems, where a time shift in the input produces an identical time-shifted output, regardless of when the input occurs. For example, a system defined by y(t)=tx(t)y(t) = t \cdot x(t) is time-variant because multiplying the input x(t)x(t) by the time variable tt alters the output shape differently at various times, violating the shift property. Time-variant systems are prevalent in fields such as , , and , where real-world processes like varying environmental conditions, adaptive filters, or moving mechanical parts introduce time dependence. In the linear case, known as linear time-variant (LTV) systems, the dynamics are often represented in state-space form as x˙(t)=A(t)x(t)+B(t)u(t)\dot{x}(t) = A(t)x(t) + B(t)u(t) and y(t)=C(t)x(t)+D(t)u(t)y(t) = C(t)x(t) + D(t)u(t), where A(t)A(t), B(t)B(t), C(t)C(t), and D(t)D(t) are time-dependent matrices, x(t)x(t) is the state vector, u(t)u(t) is the input, and y(t)y(t) is the output. Unlike linear time-invariant (LTI) systems, which allow straightforward analysis via , Laplace transforms, or matrix exponentials, LTV systems require more involved methods for solution and stability assessment. The solution to an unforced LTV system (u(t)=0u(t) = 0) is given by x(t)=Φ(t,t0)x(t0)x(t) = \Phi(t, t_0) x(t_0), where Φ(t,t0)\Phi(t, t_0) is the (STM) satisfying ddtΦ(t,t0)=A(t)Φ(t,t0)\frac{d}{dt} \Phi(t, t_0) = A(t) \Phi(t, t_0) with Φ(t0,t0)=I\Phi(t_0, t_0) = I, and the full solution incorporates the input via Duhamel's : x(t)=Φ(t,t0)x(t0)+t0tΦ(t,τ)B(τ)u(τ)dτx(t) = \Phi(t, t_0)x(t_0) + \int_{t_0}^t \Phi(t, \tau) B(\tau) u(\tau) d\tau. Properties of the STM include Φ(t,t)=I\Phi(t, t) = I, Φ1(t,τ)=Φ(τ,t)\Phi^{-1}(t, \tau) = \Phi(\tau, t), and the semigroup property Φ(t,s)=Φ(t,τ)Φ(τ,s)\Phi(t, s) = \Phi(t, \tau) \Phi(\tau, s) for t>τ>st > \tau > s. Computing the STM is nontrivial and often relies on specific forms of A(t)A(t); for instance, if A(t)A(t) commutes with its t0tA(σ)dσ\int_{t_0}^t A(\sigma) d\sigma, then Φ(t,t0)=exp(t0tA(σ)dσ)\Phi(t, t_0) = \exp\left( \int_{t_0}^t A(\sigma) d\sigma \right). Analysis of time-variant systems is more complex than for time-invariant ones, as standard frequency-domain tools like Fourier or Laplace transforms do not directly apply, necessitating time-domain approaches or approximations such as freezing the coefficients at specific times for stability checks. Nonlinear time-variant systems extend these challenges further, incorporating time-varying nonlinearities, and are analyzed using Lyapunov functions or perturbation methods for stability. Notable applications include systems like rockets with time-varying , adaptive control in varying media, and biomedical where physiological parameters evolve over time.

Fundamentals

Definition

A time-variant system, also referred to as a time-varying system, is one whose parameters or response characteristics to an input explicitly depend on time, differing from systems with fixed parameters that exhibit consistent behavior irrespective of timing. In contrast to time-invariant systems, where the output for a given input remains unchanged regardless of application time, time-variant systems alter their dynamics over time due to factors such as changing environmental conditions or internal states. A key conceptual aspect is that the output of a time-variant depends not solely on the input signal itself but also on the precise moment the input is applied, leading to potentially different responses for identical inputs at different times. This time dependence arises because the governing rules or transfer characteristics evolve, making the mapping from input to output non-stationary. Formally, a SS is time-variant if, for an input function f(t)f(t) producing output S{f(t)}S\{f(t)\}, the response to a time-shifted input f(tτ)f(t - \tau) does not equal the original output shifted by τ\tau, i.e., S{f(tτ)}S{f(t)}S\{f(t - \tau)\} \neq S\{f(t)\} delayed by τ\tau, for at least some τ\tau. The concept of time-variant systems was formalized within mid-20th-century , particularly through advancements in control and that extended classical linear analysis to dynamic environments. This development built upon early 20th-century foundational work in differential equations, including contributions by on qualitative analysis of time-dependent dynamical systems in .

Comparison to time-invariant systems

A is characterized by the property that a time shift applied to the input signal results in an identical time shift in the output signal, meaning the system's response does not depend on the absolute time of application. In mathematical terms, if an input x(t)x(t) produces output y(t)y(t), then a shifted input x(tt0)x(t - t_0) yields y(tt0)y(t - t_0). Conversely, a time-variant system violates this commutation with time shifts: the output for a shifted input is not merely the shifted version of the original output, as the system's parameters or behavior change over time. This fundamental distinction implies that time-invariant systems exhibit consistent dynamics regardless of when the input occurs, while time-variant systems' responses are influenced by the timing of the input relative to the system's evolving state. To illustrate this difference, consider an impulse input δ(t)\delta(t) applied to the system, which elicits the h(t)h(t) for a time-invariant case. If the impulse is delayed to δ(tt0)\delta(t - t_0), the output remains h(tt0)h(t - t_0), preserving the waveform shape but shifted in time. For a time-variant system, however, the response to δ(tt0)\delta(t - t_0) might be h(t,t0)h(t, t_0), where the output waveform shape or amplitude varies depending on t0t_0, reflecting the system's altered state at the delayed application time. This highlights how time-variance introduces non-stationarity, making prediction more complex as the system's "rules" evolve. Time-invariance serves as a crucial simplifying assumption in many engineering analyses, enabling powerful tools like and frequency-domain transforms to characterize system behavior efficiently. This assumption holds approximately for systems with slowly varying parameters but breaks down in real-world scenarios such as wireless fading channels, where and mobility cause rapid changes in channel characteristics over time. Most physical systems are inherently time-variant, as their parameters degrade due to aging—such as in electronic components like NAND Flash memories where endurance limits alter performance over usage—or respond to environmental changes like fluctuations affecting values. Additionally, deliberate designs, such as adaptive filters with modulated gains, introduce time-variance to meet specific operational needs. These factors underscore why treating systems as time-invariant often requires approximations, despite the prevalence of true time-variance in practice.

Mathematical Formulation

General representation

A time-variant system is fundamentally characterized by an input-output relation where the output depends not only on the input signal but also explicitly on time. In general, this can be expressed as y(t)=S[x(t),t]y(t) = S[x(t), t], where SS denotes the system operator that maps the input x(t)x(t) to the output y(t)y(t) at time tt, and the explicit dependence on tt signifies that the mapping varies with time. This representation encompasses both linear and nonlinear systems, distinguishing time-variant systems from their time-invariant counterparts by allowing the system's behavior to evolve dynamically. Time-variant systems are often described using operator notation as non-stationary operators, reflecting their time-dependent nature. For continuous-time systems, a representative form—particularly for linear cases—is the superposition y(t)=h(t,τ)x(τ)dτy(t) = \int_{-\infty}^{\infty} h(t, \tau) x(\tau) \, d\tau, where the kernel h(t,τ)h(t, \tau) (analogous to an ) varies with both the current time tt and the past input time τ\tau, unlike the time-invariant case where it depends only on the difference tτt - \tau. This formulation arises in contexts such as varying physical parameters or environmental changes affecting the system. In discrete-time settings, the analogous relation is y=k=h[n,k]xy = \sum_{k=-\infty}^{\infty} h[n, k] x, emphasizing the time-dependent coefficients h[n,k]h[n, k] that prevent simplification to a single kernel. From first principles, the general representation derives from viewing a system as a causal mapping between function spaces of inputs and outputs. Time-variance emerges when this mapping incorporates explicit time dependence, often manifested in governing equations like differential or forms with time-varying coefficients. For instance, consider a differential equation a(t)dy(t)dt+b(t)y(t)=x(t)a(t) \frac{dy(t)}{dt} + b(t) y(t) = x(t), where the coefficients a(t)a(t) and b(t)b(t) are functions of time; solving this requires time-dependent integrating factors or numerical methods, as the system's response to a fixed input shape changes based on the application time. This contrasts with constant coefficients, which yield time-invariant behavior, and underscores how time-variance complicates analysis by breaking shift-invariance in the operator.

Linear time-variant systems

A linear time-variant system, also known as a linear time-varying (LTV) system, maintains the principle of superposition—meaning the response to a of inputs is the same of the individual responses—while allowing parameters to depend explicitly on time. This ensures homogeneity (scaling inputs scales outputs proportionally) and additivity, but the time-variance implies that shifting an input in time does not produce a correspondingly shifted output, distinguishing LTV systems from their time-invariant counterparts. In mathematical terms, for inputs x1(t)x_1(t) and x2(t)x_2(t) yielding outputs y1(t)y_1(t) and y2(t)y_2(t), the response to αx1(t)+βx2(t)\alpha x_1(t) + \beta x_2(t) is αy1(t)+βy2(t)\alpha y_1(t) + \beta y_2(t) for scalars α,β\alpha, \beta, yet the behavior evolves with time tt. The output of an LTV system is characterized by its time-varying impulse response h(t,τ)h(t, \tau), which represents the system's response at time tt to a unit impulse applied at time τ\tau. Unlike time-invariant systems where h(t,τ)=h(tτ)h(t, \tau) = h(t - \tau), here h(t,τ)h(t, \tau) depends on both the observation time tt and the impulse time τ\tau, reflecting the system's evolving dynamics. The input-output relationship is given by the : y(t)=h(t,τ)x(τ)dτy(t) = \int_{-\infty}^{\infty} h(t, \tau) x(\tau) \, d\tau For causal systems, the limits restrict to th(t,τ)x(τ)dτ\int_{-\infty}^{t} h(t, \tau) x(\tau) \, d\tau, ensuring the output at tt depends only on past and present inputs. This formulation arises from the applied to the , where h(t,τ)=C(t)Φ(t,τ)B(τ)+D(t)δ(tτ)h(t, \tau) = C(t) \Phi(t, \tau) B(\tau) + D(t) \delta(t - \tau), with Φ(t,τ)\Phi(t, \tau) as the . In state-space form, an LTV system is represented by time-dependent matrices: x˙(t)=A(t)x(t)+B(t)u(t),y(t)=C(t)x(t)+D(t)u(t)\dot{x}(t) = A(t) x(t) + B(t) u(t), \quad y(t) = C(t) x(t) + D(t) u(t) where x(t)x(t) is the state vector, u(t)u(t) the input, and y(t)y(t) the output. The matrices A(t)A(t), B(t)B(t), C(t)C(t), and D(t)D(t) capture the system's linear but time-varying structure, with the solution involving the integral form x(t)=Φ(t,t0)x(t0)+t0tΦ(t,σ)B(σ)u(σ)dσx(t) = \Phi(t, t_0) x(t_0) + \int_{t_0}^t \Phi(t, \sigma) B(\sigma) u(\sigma) \, d\sigma. This representation is particularly useful for multi-input multi-output systems and facilitates numerical simulations or under time-varying conditions. A key distinction of LTV systems is the absence of a simple frequency-domain representation analogous to the for time-invariant systems, as the time-variance prevents a single from fully describing the dynamics. Instead, often relies on time-frequency methods, such as the (STFT), which localizes frequency content in time by windowing the signal, providing insights into how system responses evolve over time. These approaches, including transforms, enable the study of non-stationary behaviors inherent to LTV systems.

Analysis and Properties

Stability considerations

In linear time-variant systems, bounded-input bounded-output (BIBO) stability requires that every bounded input produces a bounded output, which translates to the condition that the impulse response matrix W(t,τ)W(t, \tau) satisfies tW(t,τ)dτM\int_{-\infty}^{t} \|W(t, \tau)\| \, d\tau \leq M for some finite constant M>0M > 0 independent of tt, for all tt. This integral condition, analogous to the absolute integrability of the impulse response in time-invariant systems, is more challenging to verify because W(t,τ)W(t, \tau) depends explicitly on both observation time tt and input time τ\tau, preventing simple analytical checks and often necessitating numerical evaluation of the state transition matrix. For state-space representations of time-variant systems, analysis employs time-varying Lyapunov functions V(x,t)V(x, t) that are positive definite and radially unbounded in xx for each fixed tt, with the time derivative satisfying V˙(x,t)0\dot{V}(x, t) \leq 0 along system trajectories to ensure stability. More advanced criteria allow indefinite derivatives under additional constraints, such as the existence of a scalar asymptotically stable function μ(t)\mu(t) that bounds the derivative, enabling proofs of uniform asymptotic or exponential stability when V˙\dot{V} includes non-negative drifting terms bounded by functions that decay over time. These time-varying functions contrast with the constant Lyapunov functions used for time-invariant systems, as they must account for explicit time dependence in the dynamics. A primary challenge in stability analysis arises from the distinction between asymptotic and stability: time-variance can lead to asymptotic stability that is non-, where the depends on the initial time, complicating guarantees of bounded behavior over all starting points. Moreover, even if the instantaneous system matrix is Hurwitz-stable at every time, the overall system may become unstable due to parametric variations, as seen in periodic cases analyzed via , where stability is determined by the real parts of Floquet exponents being negative rather than instantaneous eigenvalues. Unlike time-invariant systems, where Hurwitz criteria provide an eigenvalue-based test, no such simple spectral condition exists for general time-variant systems; stability verification typically requires solving the associated time-dependent differential equations or constructing suitable Lyapunov functions.

Response characteristics

In time-variant systems, the response to inputs such as impulses or steps exhibits a time-varying evolution that depends explicitly on both the observation time tt and the excitation time τ\tau, denoted as the impulse response h(t,τ)h(t, \tau). This function traces the system's output starting from an impulse applied at time τ\tau, reflecting how system parameters change over time influence the signal propagation. For periodically time-variant (PTV) linear systems, h(t,τ)h(t, \tau) is periodic in tt with period ThT_h, allowing representation as h(zh(t),τ)h(z_h(t), \tau) where zh(t)=tmodThz_h(t) = t \mod T_h, and the output is obtained via convolution y(t)=h(zh(t),τ)x(tτ)dτy(t) = \int h(z_h(t), \tau) x(t - \tau) \, d\tau. In Bayesian modeling approaches, h(t,τ)h(t, \tau) is treated as a stochastic process with a mean μ(t,τ)\mu(t, \tau) capturing expected behavior and fluctuations E(t,τ)E(t, \tau) accounting for uncertainty, enabling robust estimation of time-dependent responses in noisy environments. The step response, derived by integrating the impulse response over the step input, similarly evolves with time, highlighting transient behaviors unique to the system's variation, such as bandwidth expansion where the output bandwidth By=Bx+Ah/ThB_y = B_x + A_h / T_h exceeds the input bandwidth BxB_x due to the variation bandwidth AhA_h. Unlike time-invariant systems, time-variant systems lack a fixed H(ω)H(\omega), as the system's parameters preclude a stationary frequency-domain characterization. Instead, an instantaneous H(t,ω)H(t, \omega) is defined for linear time-varying systems as the complex multiplier such that an input f(t)=ejωtf(t) = e^{j \omega t} yields output s(t)=H(t,ω)ejωts(t) = H(t, \omega) e^{j \omega t}, capturing the time-dependent amplification and phase shift at frequency ω\omega. This formulation arises from the time-varying nature of the system operator, where traditional Fourier transforms do not commute with the , necessitating time-frequency analysis tools to describe local spectral behavior. For example, in a time-varying with ωc(t)\omega_c(t), H(t,ω)=1H(t, \omega) = 1 for ω<ωc(t)|\omega| < \omega_c(t) and 0 otherwise, with the time-domain output given by s(t)=f(τ)sin[ωc(t)(tτ)]π(tτ)dτs(t) = \int_{-\infty}^{\infty} f(\tau) \frac{\sin[\omega_c(t)(t - \tau)]}{\pi (t - \tau)} \, d\tau. For linear time-variant systems, adjoint systems play a key role in establishing reciprocity properties, where the operator LL^* satisfies ψ,Lϕ=Lψ,ϕ\langle \psi, L \phi \rangle = \langle L^* \psi, \phi \rangle in appropriate inner product spaces, enabling efficient computation of sensitivities and responses. In passive linear networks, reciprocity follows from self-adjoint constitutive relations, ensuring symmetry in transmission upon source interchange, while is enforced through bounded-real scattering matrices that maintain of power dissipation. These properties extend to time-varying media, where the adjoint framework preserves balance in reciprocal configurations, though modulation can introduce non-reciprocity if active elements break time-reversal . A prominent feature in time-variant systems is parametric excitation, where time-periodic variations in system parameters, such as or , induce unique response phenomena including beating and modulation. In parametrically excited systems, the exhibits multiple resonances: primary at the natural and secondary involving parametric and driving frequencies, leading to outputs with superimposed frequency components that manifest as or beating patterns. For instance, in a spur-gear with varying mesh , simulations reveal dominant responses at the natural alongside modulated sidebands, altering the overall transient and steady-state behaviors compared to unmodulated cases.

Applications and Examples

In signal processing

In signal processing, time-variant systems are essential for applications where the system's response changes over time to adapt to varying signal conditions or environmental factors. Time-varying filters, such as adaptive filters, adjust their coefficients dynamically to optimize performance, making them inherently time-variant as the filter impulse response evolves with time. A prominent example is the least mean squares (LMS) algorithm, which iteratively updates filter weights based on the error between the desired and filtered signals, enabling applications like noise cancellation in acoustic environments where interference patterns shift. Developed by Widrow and Hoff, the LMS method uses to track time-varying signals, achieving convergence in stationary conditions while adapting to non-stationary ones through step-size adjustments. One key application of time-variant systems arises in communications, particularly with the Doppler shift in mobile channels, where relative motion between transmitter and receiver causes the channel impulse response to vary temporally. This effect leads to frequency shifts and that degrade . Such models, rooted in Bello's of randomly time-variant channels, inform equalization techniques to mitigate Doppler-induced in systems. Multirate systems, involving decimation and , are another domain where time-variance is fundamental, as these operations alter the sampling rate and introduce time-dependent behavior unless periodically structured. In cases with time-varying rates, such as adaptive subband processing for variable bandwidth signals, decimation reduces computational load by downsampling after low-pass filtering, while upsamples to avoid , with the overall system exhibiting non-stationary characteristics. This time-variance enables efficient handling of signals with fluctuating spectral content, as seen in software-defined radios. Time-variant systems also play a crucial role in audio processing, particularly for reverb simulation, where decaying impulse responses mimic the temporal evolution of sound reflections in changing acoustic spaces. By employing feedback delay networks with time-varying delays and low-pass filters, these systems generate realistic reverberation effects, with the decay rate adjusting over time to simulate energy absorption and diffusion. This approach, as detailed in physical audio signal processing literature, allows for immersive audio rendering in virtual environments without relying on static convolutions.

In control theory

In control theory, time-variant systems pose significant challenges for feedback control and trajectory tracking due to their parameters changing over time, which can lead to or degraded performance if not properly addressed. Unlike time-invariant systems, where standard linear quadratic regulators or fixed-gain controllers suffice, time-variant dynamics require adaptive strategies to maintain stability and achieve desired tracking. This often involves designing controllers that explicitly account for the time dependence, ensuring robustness against uncertainties in the varying parameters. One prominent approach is the use of time-varying controllers, such as gain-scheduled control, where the controller gain K(t)K(t) is adjusted based on measurable operating conditions to adapt to the system's evolution. In gain-scheduled designs, the controller parameters are interpolated from a set of pre-designed fixed controllers corresponding to different operating points, providing a practical way to handle nonlinearities approximated as time-varying linear models. For instance, in aircraft flight control, gain scheduling is widely employed to manage variations across the , where aerodynamic coefficients change with speed, altitude, and ; this ensures stable pitch and roll control during maneuvers from takeoff to cruise. A key framework for formalizing such adaptations is linear parameter-varying (LPV) systems, which embed time-variance into bounded, measurable parameter variations, allowing the system matrices to depend affinely on a scheduling ρ(t)\rho(t) within a compact set. LPV control synthesis leverages techniques, like linear matrix inequalities, to guarantee stability and performance across the parameter range, often extending gain-scheduling to more rigorous guarantees. This approach originated in the late as an analysis tool for gain-scheduled controllers on parameter-dependent plants. In applications like , time-variant dynamics arise from factors such as propellant mass reduction during boost phase and varying velocity profiles, altering the and complicating intercept accuracy. Gain-scheduled or LPV-based autopilots adjust or fin deflections to track changing trajectories, ensuring precise homing despite these variations. methods, including H-infinity synthesis for time-variant plants, emerged in the and to address worst-case disturbances and parameter uncertainties, providing bounded-energy guarantees for the closed-loop response through formulations.

References

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