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6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 1 / 27
Inverse z-Transform and Difference Equations
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 2 / 27
z-Transform and LTI Difference Equations
Consider difference equation
Pm Pq
(1) k=0 ak y [n k] = k=p bk v [n k] for all n,
and associated functions of complex argument z:
a(z) = m k , b(z) = qk=p bk z k
P P
k=0 ak z (z 6= 0).
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 3 / 27
Example: Solving Difference Equation Using z-Transform
U(z) =
a(z) =
b(z) =
Y (z) =
Hence y [n] =
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 4 / 27
Example: Solving Difference Equation Using z-Transform
2
a(z) = 1 z
1
b(z) = z
b(z)U(z) z
Y (z) = a(z) = (z1)(z2) , outer-most ROC: {|z| > 2}
z z
Partial fraction expansion: Y (z) = z2 z1 (|z| > 2)
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 4 / 27
A Side-Track: Which Functions Of z Are z-Transforms?
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 5 / 27
Functions that are z-transforms
A complex function f = f (z) with domain Ar ,R = {z : r < |z| < R}
equals (on Ar ,R ) z-transform V = V (z) of some signal v = v [n] with
ROC (v ) Ar ,R , if and only if f is complex differentiable in Ar ,R , in the
sense that the limit
f (z) f (z0 )
f 0 (z0 ) = lim
zz0 z z0
exists for all z0 Ar ,R .
sin(z) sin(z0 )
lim = cos(z) for all complex z.
zz0 z z0
All elementary functions are complex differentiable. Composition of
complex differentiable functions via addition, multiplication,
inversion results in complex differentiable functions.
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 6 / 27
Example: function V (z) = Re(z) is not complex differentiable anywhere,
because
Re(z) Re(z0 ) Re(z z0 )
=
z z0 z z0
converges to different limits depending on the direction from which z
approaches z0 .
In particular:
the limit is 0 when z = z0 + j, where is a real number converging
to zero;
the limit is 1 when z = z0 + , where is a real number converging
to zero.
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 7 / 27
Understanding Difference Equations Via z-Transform
m
X q
X
ak y [n k] = bk v [n k] (a0 6= 0, am 6= 0)
k=0 k=p
v y
- F -
b(z)
Y (z) = V (z) for z ROC (v ) ROC (y ).
a(z)
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 8 / 27
Existence of z-Transforms
m
X q
X
ak y [n k] = bk v [n k] (a0 6= 0)
k=0 k=p
z-transform of v
If v is right-sided and grows not faster than an exponent then v has
z-transform with ROC containing a region {z C : |z| > rv } for some
rv > 0.
z-transform of y
If v is right-sided and grows not faster than an exponent then the (unique)
right-sided solution of the difference equation also grows not faster than
an exponent, i.e., has z-transform with ROC containing a region
{z C : |z| > ry } for some ry > 0.
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 9 / 27
Why?
by assumption, v [n] = 0 for n < n0 , and |v [n]| cv rvn for some
rv , cv > 0
let M = |a0 |1 (|a1 | + + |am |), D = |a0 |1 (|bp | + + |bq |), and
select arbitrary r > max{M, rv }
since y is right-sided, p[n] = r n max{|y [k]| : k n} is finite for all n
since
y [n] = -a01 (a1 y [n-1]+ . . . +am y [n-m]+bp v [n-p]+ . . . +bq v [n-q]), we
have
The limit is needed to treat the case when q(z) = 0 (and, possibly,
g (z) = 0), otherwise simply f (z) = gq(z)
(z)
.
Different pairs of polynomials g = g (z), q = q(z) may define same
rational functions, as in
z 1 1
f (z) = is the same rational function as f (z) = .
z2 z z
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 11 / 27
Examples: Rational Functions
z
f (z) = z+1 is
f (z) = Re z1 is
z2
f (z) = z+1 is
1
f (z) = z is
f (z) = z 2 + z + 1 is
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 12 / 27
Examples: Rational Functions
z
f (z) = z+1 is not rational, because of z
z2 z 3 z 2
f (z) = z+1 is rational, same as z 2 1
etc.
1 z2
f (z) = z is rational, same as z 2 2z
etc.
z 3 1
f (z) = z 2 + z + 1 is rational, same as z1 etc.
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 12 / 27
Rational Functions Terminology
g0 + g1 z + + gr z r
f (z) = , qd 6= 0.
q0 + q1 z + + qd z d
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 13 / 27
Multiplicity of Zeros and Poles
g0 + g1 z + + gr z r
f (z) = , qd 6= 0, gr 6= 0.
q0 + q1 z + + qd z d
(z z1 )r1 (z z2 )r2 . . . (z z )r
f (z) = f0 ,
(z p1 )d1 (z p2 )d2 . . . (z p )d
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 15 / 27
z 2 +1
Example: f (z) = z 4 z 2
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 16 / 27
1
Example: f (z) = (z 2 z+0.5)(z+1)
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 17 / 27
Example: f (z) = (z 2 z + 0.5)(z + 1)
poles z = (multiplicity 3)
zeros p = 0.5 + 0.5j, p = 0.5 0.5j, and p = 1 (all multiplicity 1)
not proper (relative degree -3)
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 18 / 27
Partial Fraction Expansion
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 19 / 27
Example: Partial Fraction Expansion
z3 c1,0 c2,0 c3,0
H(z) = = c0,0 + + +
(z 1)(z 2)(z 3) z 1 z 2 z 3
H(z) = 1 @ z = c0,0 = 1
(z 1)H(z) = 0.5 @ z = 1 c1,0 = 0.5
(z 2)H(z) = 8 @ z = 2 c2,0 = 8
(z 3)H(z) = 13.5 @ z = 3 c3,0 = 13.5
0.5 8 13.5
H(z) = 1 + +
z 1 z 2 z 3
h[n] = [n] + 0.5u[n 1] 8 2n u[n 1] + 13.5 3n u[n 1].
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 20 / 27
Inverse z-Transforms of Partial Fraction Expansion Terms
Vl (z) = z k is z-transform of
v [n] = [n + k] (ROC=C for k 0, ROC=C{0} for k < 0).
+
Va,0 (z) = (z a)1 (|z| > |a| > 0) is z-transform of
v [n] = an1 u[n 1]
Va,0 (z) = (z a)1 (|z| < |a|) is z-transform of
v [n] = an1 u[n]
+
Va,k (z) = (z a)k1 (|z| > |a| > 0) is z-transform of
(n1)(n2)...(nk) nk1
v [n] = k! a u[n 1]
k1
Va,k (z) = (z a) (|z| < |a|) is z-transform of
v [n] = (n1)(n2)...(nk)
k! ank1 u[n]
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 21 / 27
Time Domain Implications of Partial Fraction Expansion
Note: the coefficients ci,l are not necessarily the same as the coefficients
ci,l of the corresponding partial fraction expansion.
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 22 / 27
Example: Another Partial Fraction Expansion
1 c1,0 c1,1
H(z) = 2
= c0,0 + +
z(z 1) z 1 (z 1)2
zH(z) = 1 @ z = 0 c0,0 = 1
2
(z 1) H(z) = 1 @ z = 1 c1,1 = 1
d
[(z 1)2 H(z)] = 1 @ z = 1 c1,0 = 1
dz
1 1 1
H(z) = +
z z 1 (z 1)2
h[n] = [n-1] u[n-1] + (n-1)u[n-1] = [n-1] + (n-2)u[n-1].
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 23 / 27
Poles to Time Domain
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 24 / 27
Poles to Time Domain
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 25 / 27
Poles to Time Domain
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 26 / 27
Relative Degree and Latency
Examples:
z2
H(z) = z 3 z1
corresponds to a strictly causal system, latency -1
z 2
H(z) = z1 does correspond to a finite latency system, latency 1.
6.003 Fall 2016 Lecture 12 Inverse z-Transform and Difference Equations October 21, 2016 27 / 27