Ny correlation between eigen functions and eigen vectors of an LTI system

control systemlti systemmath

Eigen functions are the origin for Laplace transform while eigen vectors is for state space representation.Can we relate the eigen concept in these two?

The complex exponential functions, are eigen functions of any LTI system. Also there are infinitely many such linearly independent eigen functions.Then why do we say a second order LTI system has only 2 eigen values/vectors?"
Is it like eigen functions of LTI and eigen vectors of LTI should not be correlated?

Best Answer

Then why do we say a second order LTI system has only 2 eigen values/vectors?"

Consider the following 2nd order system:

$$a\ddot y(t) + b\dot y(t) + cy(t) = x(t)$$

We can write this as

$$\mathbf Dy(t) = x(t) $$

where \$\mathbf D\$ is the 2nd order operator

$$\mathbf D = a\frac{d^2}{dt^2} + b\frac{d}{dt} + c$$

We know that \$e^{st}\$ is an eigenfunction of the operator \$\mathbf D\$ with eigenvalue \$\lambda = as^2 + bs + c\$

$$\mathbf De^{st} = \lambda e^{st} = (as^2 + bs + c)e^{st}$$

thus there are an infinity of independent eigenfunctions for this linear time invariant differential operator.

Next, consider the equation

$$\mathbf Dy(t) = 0$$

Now we have a constraint - we seek the specific eigenfunction(s) with eigenvalue \$\lambda =0\$.

As is well known, we proceed as follows:

$$\lambda = as^2 + bs + c = 0$$

which has two independent solutions

$$s = s_{0\pm} = -\frac{b}{2a} \pm \sqrt{\frac{b^2}{(2a)^2} - \frac{c}{a}}$$

These particular eigenfunctions are clearly special in that they are the modes of the system - the form of the system output when there is no input.

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