Variation diminishing linear time-invariant systems
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Abstract: This paper studies the variation diminishing property of -positive linear time-invariant (LTI) systems, which map inputs with sign changes to outputs with at most the same variation. We characterize this property for the Toeplitz and Hankel operators of finite-dimensional systems. Our main result is that these operators have a dominant approximation in the form of series or parallel interconnections of first order positive systems. This is shown by expressing the -positivity of a LTI system as the external positivity (that is, -positivity) of compound LTI systems. Our characterization generalizes well known properties of externally positive systems () and totally positive systems (; also known as relaxation systems).
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