Friday, 2 September 2016

theory - Are complex exponentials the only eigenfunctions of LTI systems?



Is there an example of an eigenfunction of a linear time invariant (LTI) system that is not a complex exponential? Justin Romberg's Eigenfunctions of LTI Systems says such eigenfuctions do exist, but I am not able to find one.



Answer



All eigenfunctions of an LTI system can be described in terms of complex exponentials, and complex exponentials form a complete basis of the signal space. However, if you have a system that is degenerate, meaning you have eigensubspaces of dimension >1, then the eigenvectors to the corresponding eigenvalue are all linear combination of vectors from the subspace. And linear combinations of complex exponentials of different frequencies are not complex exponentials anymore.


Very simple example: The identity operator 1 as an LTI system has the whole signal space as eigensubspace with eigenvalue 1. That implies ALL functions are eigenfunctions.


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