24/04/2019 transfer function - Why eigen values and poles of a system are equivalent?

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Why eigen values and poles of a system Ask Question

are equivalent?

In control systems
engineering, the
5 stability of a system
(modeled in the form
of Transfer Function)
is determined by the
poles of the system in
3 the right or left hand
sides. When the model
is represented using
State Space approach,
the eigen values of the
(A) state matrix are
equivalent to the poles
in the Transfer
Function approach.

why are both eigen

values and poles
equivalent? why do
they give the same
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24/04/2019 transfer function - Why eigen values and poles of a system are equivalent? - Signal Processing Stack Exchange

transfer-function

control-systems

state-space

asked Jun 15 '15 at 23:01

Robotawi
26 1 3

Is this indeed true?

Can you cite some
references where
you found this? I
would be personally
greatly curious to
know how...
Welcome to DSP.SE
– Dipan Mehta Jun
16 '15 at 4:33

1 Answer

Let's consider a
discrete-time state
7 space model (the
derivation for a
coninuous-time
system is completely
analogous):

q[n + 1] = Aq

T
y[n] = c q

where x[n] is the

input, y[n] is the
output, and q[n] is the
state vector. Taking
the Z -transform of (1)
gives

zQ(z) = AQ(z

T
Y (z) = c Q(z

From the top equation

of (2) we can express
Q(z) in terms of A ,
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b , and X(z):
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24/04/2019 transfer function - Why eigen values and poles of a system are equivalent? - Signal Processing Stack Exchange

Q(z) = (zI − A

where I is the identity

matrix of appropriate
dimension. Plugging
(3) into the second
equation in (2) gives
T
Y (z) = c (zI −

from which follows the

expression for the
transfer function

Y (z)
H (z) = =
X(z)

The matrix
(zI − A)
−1
can be
written as

−1
(zI − A) =
d

where B is the
adjugate matrix of
(zI − A) whose

elements are
polynomials in z.

Plugging (6) into the

expression for the
transfer function (5)
shows that the
denominator of H (z)
is given by
det(zI − A) , which

is the characteristic
polynomial of A the
roots of which are the
eigenvalues of A .
Since the roots of the
denominator of H (z)
are the system's poles,
the eigenvalues of A
and the poles of H (z)
are equivalent.

answered Jun 16 '15 at 9:58

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Matt L.
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