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Causal system
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Wikipedia
A causal system (also known as a physical or nonanticipative system) is a system where the output y(t) at some specific instant t_{0} only depends on the input x(t) for values of t less than or equal to t_{0}. Therefore these kinds of systems have outputs and internal states that depend only on the current and previous input values.

The idea that the output of a function at any time depends only on past and present values of input is defined by the property commonly referred to as causality. A system that has some dependence on input values from the future (in addition to possible dependence on past or current input values) is termed a non-causal or acausal system, and a system that depends solely on future input values is an anticausal system. Note that some authors have defined an anticausal system as one that depends solely on future and present input values or, more simply, as a system that does not depend on past input values.

Classically, nature or physical reality has been considered to be a causal system. Physics involving special relativity or general relativity require more careful definitions of causality, as described in causality (physics).

The causality of systems also plays an important role in digital signal processing, where filters are often constructed so that they are causal. For more information, see causal filter.

Note that the systems may be discrete or continuous. Similar rules apply to both kind of systems.

Mathematical definitions

Definition 1: A system mapping x to y is causal if and only if, for any pair of input signals x_{1}(t) and x_{2}(t) such that

x_{1}(t) = x_{2}(t), quad forall t le t_{0},
the corresponding outputs satisfy
y_{1}(t) = y_{2}(t), quad forall t le t_{0}.

Definition 2: Suppose h(t) is the impulse response of the system H.

h(t) = 0, quad forall t <0
then the system H is causal, otherwise it is anti causal.

Examples

The following examples are for systems with an input x and output y.

Examples of causal systems

  • Memoryless system

y left(t right) = 1 + x left(t right) cos left(omega t right)

  • Autoregressive filter

y left(t right) = int_0^infty x(t-tau) e^{-betatau},dtau

Examples of non-causal (acausal) systems

*
y(t)=int_{-infty}^{infty } sin (t+tau) x(tau),dtau

  • Central moving average

y_{n}=frac{1}{2},x_{n-1}+frac{1}{2},x_{n+1}

Examples of anti-causal systems

*
y(t) =int _{0}^{infty }sin (t+tau) x(tau),dtau

  • Look-ahead

y_{n}=x_{n+1}

References

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