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Eigenstructure
Starting with the defining equation for an eigenvector
and its
corresponding eigenvalue
,
we get, using Eq.

(
C.137),
![$\displaystyle \left[\begin{array}{cc} gc & c-1 \\ [2pt] gc+g & c \end{array}\ri...
...n{array}{c} {\lambda_i} \\ [2pt] {\lambda_i}\eta_i \end{array}\right]. \protect$](http://www.dsprelated.com/josimages_new/pasp/img4218.png) |
(C.140) |
We normalized the first element of

to 1 since

is an
eigenvector whenever

is. (If there is a missing solution
because its first element happens to be zero, we can repeat the
analysis normalizing the second element to 1 instead.)
Equation (C.141) gives us two equations in two unknowns:
Substituting the first into the second to eliminate

, we get
As
approaches
(no damping), we obtain
Thus, we have found both eigenvectors:
They are linearly independent provided
. In the undamped
case (
), this holds whenever
. The eigenvectors are
finite when
. Thus, the nominal range for
is the
interval
.
We can now use Eq.
(C.142) to find the eigenvalues:
Subsections
Previous: State-Space AnalysisNext: Damping and Tuning Parameters
About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at
Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See
http://ccrma.stanford.edu/~jos/ for details.