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A linear system is a system that an output of a certain signal is the sum of all the input signals. This is exactly the same as the property called superposition. ie:


$ ax_1(t) + bx_2(t) > ay_1(t) + by_2(t)\, $


This definition also holds true for DT signals.


For example, to prove that a system is linear, suppose that a system with output $ y(t) $ and input $ x(t) $ are related by


$ y(t) = tx(t)\, $


Choosing arbitrary signals, we have:


$ x_1(t) > y_1(t) = tx_1(t)\, $
$ x_2(t) > y_2(t) = tx_2(t)\, $


and let


$ x_3(t) = ax_1(t) + bx_2(t)\, $


Therefore,


$ y_3(t) = tx_3(t)\, $
$ y_3(t) = t(ax_1(t) + bx_2(t))\, $
$ y_3(t) = atx_1(t) + btx_2(t))\, $
$ y_3(t) = ay_1(t) + by_2(t)\, $


Which correspond to the definition described above.

On the other hand, to prove that a system is non-linear.

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