Linear time-invariant systemIn system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-invariance; these terms are briefly defined below. These properties apply (exactly or approximately) to many important physical systems, in which case the response y(t) of the system to an arbitrary input x(t) can be found directly using convolution: y(t) = (x ∗ h)(t) where h(t) is called the system's impulse response and ∗ represents convolution (not to be confused with multiplication).
Frequency domainIn mathematics, physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency, rather than time. Put simply, a time-domain graph shows how a signal changes over time, whereas a frequency-domain graph shows how the signal is distributed within different frequency bands over a range of frequencies. A frequency-domain representation consists of both the magnitude and the phase of a set of sinusoids (or other basis waveforms) at the frequency components of the signal.
Time-invariant systemIn control theory, a time-invariant (TI) system has a time-dependent system function that is not a direct function of time. Such systems are regarded as a class of systems in the field of system analysis. The time-dependent system function is a function of the time-dependent input function. If this function depends only indirectly on the time-domain (via the input function, for example), then that is a system that would be considered time-invariant.
Nyquist stability criterionIn control theory and stability theory, the Nyquist stability criterion or Strecker–Nyquist stability criterion, independently discovered by the German electrical engineer Felix Strecker at Siemens in 1930 and the Swedish-American electrical engineer Harry Nyquist at Bell Telephone Laboratories in 1932, is a graphical technique for determining the stability of a dynamical system.
Linear systemIn systems theory, a linear system is a mathematical model of a system based on the use of a linear operator. Linear systems typically exhibit features and properties that are much simpler than the nonlinear case. As a mathematical abstraction or idealization, linear systems find important applications in automatic control theory, signal processing, and telecommunications. For example, the propagation medium for wireless communication systems can often be modeled by linear systems.
Control theoryControl theory is a field of control engineering and applied mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any delay, overshoot, or steady-state error and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required.
Time-variant systemA time-variant system is a system whose output response depends on moment of observation as well as moment of input signal application. 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). There are many well developed techniques for dealing with the response of linear time invariant systems, such as Laplace and Fourier transforms.
Open-loop controllerIn control theory, an open-loop controller, also called a non-feedback controller, is a control loop part of a control system in which the control action is independent of the "process output", which is the process variable that is being controlled. It does not use feedback to determine if its output has achieved the desired goal of the input command or process setpoint. There are many open-loop controls, such as on/off switching of valves, machinery, lights, motors or heaters, where the control result is known to be approximately sufficient under normal conditions without the need for feedback.
Closed-loop controllerA closed-loop controller or feedback controller is a control loop which incorporates feedback, in contrast to an open-loop controller or non-feedback controller. A closed-loop controller uses feedback to control states or outputs of a dynamical system. Its name comes from the information path in the system: process inputs (e.g., voltage applied to an electric motor) have an effect on the process outputs (e.g., speed or torque of the motor), which is measured with sensors and processed by the controller; the result (the control signal) is "fed back" as input to the process, closing the loop.
Frequency responseIn signal processing and electronics, the frequency response of a system is the quantitative measure of the magnitude and phase of the output as a function of input frequency. The frequency response is widely used in the design and analysis of systems, such as audio and control systems, where they simplify mathematical analysis by converting governing differential equations into algebraic equations.
Optimal controlOptimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has numerous applications in science, engineering and operations research. For example, the dynamical system might be a spacecraft with controls corresponding to rocket thrusters, and the objective might be to reach the moon with minimum fuel expenditure.
Stochastic controlStochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise.
Proportional–integral–derivative controllerA proportional–integral–derivative controller (PID controller or three-term controller) is a control loop mechanism employing feedback that is widely used in industrial control systems and a variety of other applications requiring continuously modulated control. A PID controller continuously calculates an error value as the difference between a desired setpoint (SP) and a measured process variable (PV) and applies a correction based on proportional, integral, and derivative terms (denoted P, I, and D respectively), hence the name.
Linear regressionIn statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.
Root locus analysisIn control theory and stability theory, root locus analysis is a graphical method for examining how the roots of a system change with variation of a certain system parameter, commonly a gain within a feedback system. This is a technique used as a stability criterion in the field of classical control theory developed by Walter R. Evans which can determine stability of the system. The root locus plots the poles of the closed loop transfer function in the complex s-plane as a function of a gain parameter (see pole–zero plot).
Linear filterLinear filters process time-varying input signals to produce output signals, subject to the constraint of linearity. In most cases these linear filters are also time invariant (or shift invariant) in which case they can be analyzed exactly using LTI ("linear time-invariant") system theory revealing their transfer functions in the frequency domain and their impulse responses in the time domain. Real-time implementations of such linear signal processing filters in the time domain are inevitably causal, an additional constraint on their transfer functions.
Time–frequency analysisIn signal processing, time–frequency analysis comprises those techniques that study a signal in both the time and frequency domains simultaneously, using various time–frequency representations. Rather than viewing a 1-dimensional signal (a function, real or complex-valued, whose domain is the real line) and some transform (another function whose domain is the real line, obtained from the original via some transform), time–frequency analysis studies a two-dimensional signal – a function whose domain is the two-dimensional real plane, obtained from the signal via a time–frequency transform.
Single-input single-output systemIn control engineering, a single-input and single-output (SISO) system is a simple single-variable control system with one input and one output. In radio, it is the use of only one antenna both in the transmitter and receiver. SISO systems are typically less complex than multiple-input multiple-output (MIMO) systems. Usually, it is also easier to make an order of magnitude or trending predictions "on the fly" or "back of the envelope". MIMO systems have too many interactions for most of us to trace through them quickly, thoroughly, and effectively in our heads.
Convex optimizationConvex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard.
Mathematical optimizationMathematical optimization (alternatively spelled optimisation) or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries.
