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LTI systems : ウィキペディア英語版
LTI system theory

Linear time-invariant theory, commonly known as LTI system theory, comes from applied mathematics and has direct applications in NMR spectroscopy, seismology, circuits, signal processing, control theory, and other technical areas. It investigates the response of a linear and time-invariant system to an arbitrary input signal. Trajectories of these systems are commonly measured and tracked as they move through time (e.g., an acoustic waveform), but in applications like image processing and field theory, the LTI systems also have trajectories in spatial dimensions. Thus, these systems are also called ''linear translation-invariant'' to give the theory the most general reach. In the case of generic discrete-time (i.e., sampled) systems, ''linear shift-invariant'' is the corresponding term. A good example of LTI systems are electrical circuits that can be made up of resistors, capacitors, and inductors.〔Hespanha 2009, p. 78.〕
==Overview==
The defining properties of any LTI system are ''linearity'' and ''time invariance''.
* ''Linearity'' means that the relationship between the input and the output of the system is a linear map: If input x_1(t)\, produces response y_1(t),\, and input x_2(t)\, produces response y_2(t),\, then the ''scaled'' and ''summed'' input a_1 x_1(t)+ a_2 x_2(t)\, produces the scaled and summed response a_1 y_1(t) + a_2y_2(t)\, where a_1 and a_2 are real scalars. It follows that this can be extended to an arbitrary number of terms, and so for real numbers c_1, c_2, \ldots, c_k,
::Input   \sum_k c_k\,x_k(t)   produces output   \sum_k c_k\,y_k(t).\,
:In particular,
:where c_ and x_ are scalars and inputs that vary over a continuum indexed by \omega. Thus if an input function can be represented by a continuum of input functions, combined "linearly", as shown, then the corresponding output function can be represented by the corresponding continuum of output functions, ''scaled'' and ''summed'' in the same way.
* ''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 x(t) is y(t), then the output due to input x(t-T) is y(t-T). 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 method of analysis is often called the ''time domain'' point-of-view. The same result is true of discrete-time linear shift-invariant systems in which signals are discrete-time samples, and convolution is defined on sequences.
Equivalently, any LTI system can 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 A e^ for some complex amplitude A and complex frequency s, the output will be some complex constant times the input, say B e^ for some new complex amplitude B. The ratio B/A is the transfer function at frequency s.
Because 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.
LTI system theory is good at describing many important systems. Most LTI systems are considered "easy" to analyze, at least compared to the time-varying and/or nonlinear case. Any system that can be modeled as a linear homogeneous differential equation with constant coefficients is an LTI system. Examples of such systems are electrical circuits made up of resistors, inductors, and capacitors (RLC circuits). Ideal spring–mass–damper systems are also LTI systems, and are mathematically equivalent to RLC circuits.
Most LTI system concepts are similar between the continuous-time and discrete-time (linear shift-invariant) cases. In image processing, the time variable is replaced with two space variables, and the notion of time invariance is replaced by two-dimensional shift invariance. When analyzing filter banks and MIMO systems, it is often useful to consider vectors of signals.
A linear system that is not time-invariant can be solved using other approaches such as the Green function method. The same method must be used when the initial conditions of the problem are not null.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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