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LTISysteme

LTISysteme, or linear time-invariant systems, are a class of mathematical models used to describe dynamic processes in engineering and physics. They satisfy linear superposition: a scaled input produces a scaled output, and the response to a sum of inputs is the sum of the individual responses. Time invariance means the system's characteristics do not change over time; delaying the input by t0 delays the output by the same amount.

Common representations include continuous-time models, discrete-time models, and frequency-domain descriptions. In continuous time, the system can

Important properties include BIBO stability (bounded input yields bounded output), causality, and realizability. State-space descriptions can

LTISysteme are central to control theory, signal processing, and communications, serving as a foundation for model-based

be
described
by
a
differential
equation
dx/dt
=
Ax
+
Bu,
y
=
Cx
+
Du,
where
x
is
the
state
and
u
is
the
input.
The
transfer
function
G(s)
=
C(sI
-
A)^{-1}B
+
D
relates
input
and
output
in
the
Laplace
domain.
In
discrete
time,
x[k+1]
=
Ax[k]
+
Bu[k],
y[k]
=
Cx[k]
+
Du[k],
and
G(z)
=
C(zI
-
A)^{-1}B
+
D.
The
impulse
response
h(t)
or
h[n]
characterizes
the
system's
output
to
a
unit
impulse,
and
for
any
input
u,
the
output
is
the
convolution
y
=
h
*
u
in
continuous
time
or
y[n]
=
∑
h[k]
u[n-k]
in
discrete
time.
be
analyzed
for
controllability
and
observability,
which
determine
whether
the
system
can
be
controlled
or
observed
from
inputs
and
outputs.
Realizations
can
be
minimal,
with
the
smallest
possible
state
dimension.
design,
system
identification,
filter
design,
and
stability
analysis.