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TheZTransform
DiscreteData
Whatisadiscretetimesystemandwhydowecareaboutit?
Untilnowwehaveassumedthattimeiscontinuous.Inotherwords,timecantakeonanyvalue,and
thisisgenerallytrueoflinearphysicalsystemsinvolvingcomponentsascapacitors,masses,thermal
resistances...However,computersareincreasinglybeingintegratedintosystems.Forthecomputer,
timeisnotcontinuous,itpassesindiscreteintervals.Sowheneveracomputerisbeingused,itis
importanttounderstandtheramificationsoftheinherentlydiscretenatureoftime.AswiththeLaplace
Transform,wewillassumethatfunctionsofinterestareequaltozerofortimelessthanzero.
Wheredoesdiscretetimedatacomefrom?
Althoughsomedataassociatedwithphysicalsystemsisinherentlydiscretetime(dailyhigh
temperatures,stockclosings...)mostdatastartsoutascontinuoustimedataandbecomesdiscrete
throughaprocesscalledsampling.Forphysicalsystemsofthetypeconsideredinthiscourse,the
samplingprocessisusuallycarriedoutinpracticethroughtheuseofananalogtodigital(A/D)
convertor.Theprocessisoftendepictedasshowninthediagram
attheright.Inthisdiagramx(t)representsacontinuoustime
signalthatissampledeveryTseconds,theresultingsignalis
calledx*(t).Thisrepresentsacontinuoustimesignalthatis
measuredbyacomputereveryTsecondsthatresultsinasampledsignal.Acommonexampleofthis
ismusicstoredonaCD.Thecontinoustimesignalisgeneratedbythehumanvoice,pianos,guitars...
andissampled44,100timespersecond.Theresultingsequenceofnumbersisstoredonthediscfor
replayatalatertime(note).
Thereareanumberofwaystorepresentthesamplingprocessmathematically.Onewaythatis
commonlyusedistoimmediatelyrepresentthesampledsignalbyaseriesx[n].Inthisschemethefirst
sample(i.e.,thefirsttimetheswitchcloses,isx[0],thenextsampleisx[1],andsoon.Thistechnique
hastheadvantageofbeingverysimpletounderstand,butmakestheconnectionofthesampledsignal
totheLaplaceTransformeasytounderstand.Wewilluseadifferenttechniquethatisabitmore
complicatedmathematicallybutwill,inthelongrun,yieldsomephysicalinsightsnotaffordedbythe
simplertechnique.Tounderstandthesamplingprocessinthisparadigm,firstconsiderasignalthatisa
trainofevenlyspacedimpulsefunctions.Westartthesamplingfunctionwithk=0becauseallofthe
functionsthatweconsiderwillbezerofortimelessthanzero.(note)
Thisfunctionisshownbelow:
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Nowwecandefine
Sincetheproduct
isequaltozeroexceptatt=kT,wecanrewritethelastequationas
Thissamplingprocesscanbeclarifiedwithanimage.Thegraphbelowshowsx(t),
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Ifwemultiplythisbytheimpulsetrain,wegetthesampledfunction,x*(t).Forthisfigure,T=0.1,and
thefunctionx(t)isshownasathindottedredlineforreference.
Thekeyinsightofthiswholeprocessisthatthesampledfunction,x*(t),issimplyatrainofimpulses
whosemagnitudeisgivenbytheheightofthefunctionx(t)(atthetimesx(kT)).Wecanrewritethe
sampledsignalas
wherex[k]isthemagnitudeofthek thelementinthesequenceandx[k]=x(kT).Generallywhenwe
considerasequencewewillimplicitlyassumeasamplinginterval,T,andsimplyusex[k].
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TheZTransform
Sincewenowhaveatimedomainsignal,wewishtoseewhatkindofanalysiswecandoina
transformeddomain.Let'sstartbytakingtheLaplaceTransformofthesampledsignal:
Sincex[k]isaconstant,wecan(becauseofLinearity)bringtheLaplaceTransforminsidethe
summation.
ThisobviouslylooksdifferentthantheLaplaceTransformswehaveseeninthepast.Foronething,
thereisaninfinitesum.Foranother,weareusedtoseeingfunctionsintheLaplacedomainthatarethe
ratiosofpolynomialinthevariable's,'notexponentialsin's.'
Tosimplifytheexpressionalittlebit,wewillusethenotation
so
and
WewillcallthistheZTransformanddefineitas
KeyConcept:DefinitionofZTransform
WesaythatX(z)istheZTransformofx[k],andwecanwritethisas
Likewisex[k]istheinverseZTransformofX(z),or
Example:ZTransformofFiniteSequence
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Asasimpleexample,considerthesequenceofsamplednumbers,x[k]
Forthissequence,theZTransformofx[k]isgivenby:
Thismayseemacomplicatedwaytodefinesequences,butitturnsoutthatmanysequences
ofinteresttous(impulse,unitstep,...)willhaveZTransformsthatcanbeexpressedina
compactform.
TheZTransformofSomeCommonlyOccurringFunctions
Thissectionusesafewinfiniteseries.
TheUnitImpulseFunction
Indiscretetimesystemstheunitimpulseisdefinedsomewhatdifferentlythanincontinuoustime
systems.
TheZTransformisgivenby
Fromthedefinitionoftheimpulse,everytermofthesummationiszeroexceptwhenk=0.So
NotethatthisisthesameastheLaplaceTransformofaunitimpulseincontinuoustime.Thefactthat
theZTransformofanimpulseisunitywillyieldmanyofthesameproperties,andallowformanyofthe
sameanalysistechniques(i.e.,transferfunctions...)tobeusedfordiscretetimesystemsthatwereused
forcontinuoustimesystems.
TheUnitStepFunction
Theunitstepisonewhenkiszeroorpositive(note).
TheZTransformisgivenby
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Wewillusethelatterform,aratioofpolynomialsofpositivepowersofz.(note).
TheExponentialFunction
Considertheexponentialfunction:
Notethatthisfunctionisjusttheexponentialfunctionthatweareusedtoseeing(f(t)=et,witht>0)after
ithasbeensampledatt=kT.
TheExponentialFunctionRedux
WiththeZTransformitismorecommontogetsolutionsintheformofapowerseries:
Thisisthesameastheexponentialfunctionwitha=eT.Justaswithcontinuoustimesystems,most
ofoursystemswillhavebehaviorsthatconsistofasumofsuchexponentials.
OtherFunctions
TheZTransformofsomeotherfunctionsisgivenintheTableofTransforms.
Example:Ztransformofcosine
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FindtheZTransformof
Solution
Wecanwrite
so
SomePropertiesoftheZTransform
AswefoundwiththeLaplaceTransform,itwilloftenbeeasiertoworkwiththeZTransformifwe
developsomepropertiesofthetransformitself.
Linearity
AswiththeLaplaceTransform,theZTransformislinear.
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where
andaandbareconstants.
TimeShift
AnimportantpropertyoftheZTransformisthetimeshift.Toseewhythismightbeimportant
considerthatadiscretetimeapproximationtoaderivativeisgivenby:
Notethatthisapproximationinvolvesnotonlyt[k]butatimeshiftedversionaswell,f[k+1].Thisis
referredtoasadifferenceequation.Let'sexaminewhateffectsuchashifthasupontheZTransform.
ThedifferenceequationwillservethesamepurposewithdiscretetimesystemsandtheZTransform
thatdifferentialequationsservedwithcontinuoustimesystemsandtheLaplaceTransform.
Shifttotheright(delay)
Considerthefunctionx[k]shownbelow,whichrepresentsanarbitrarysequence.Inthisfigure,and
subsequentfigures,thesamplesareshownasa"stem"plot(smallcirclesontheendofaline).
Ifweshiftthefunctiontotherightby3intervals,wegetthefunctionx[k3],shownbelow.
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TofindtheZTransformofthisshiftedfunction,startwiththedefinitionofthetransform:
Sincethefirstthreeelements(k=0,1,2)ofthetransformarezero,wecanstartthesummationat
k=3.
Applyachangeofvariables
Ingeneral,atimedelayofnsamples,resultsinmultiplicationbyzninthezdomain.
Shifttotheleft
Ashifttotheleftisabitmoredifficult.Let'sexploreitinthesamewayaswedidtheshifttothe
right.Considerthesamesequence,x[k],asbefore.Thistimeweshiftittotheleftbythreesamplesto
getx[k+3].
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Let'strytodeveloptheZTransforminthesamewayaswedidpreviously.
Nowwerunintoaproblembecausewecan'teasilymakethelowerboundonthesummationequalto
zero.However,wecanaddinandsubtractoffthefirstthreepoints,withoutchangingtheresult.
Nowwecancombinethefirsttwosumsintoonelongersummation,andfinish.
Whatwehavedone,ineffect,istosubtractoffthepointsthatwereshiftedtonegativevaluesofk
(highlightedwithadarkergraybackgroundbelow).
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Oncethesepointsaresubtractedoff,weendupwithasequencethatiszeroforklessthanzero
(below).
Examples:LeftShiftofZTransform
Let'sconsideracoupleexamples.
Ashiftofonetotheleftgivesus:
Ashiftoftwototheleftgivesus:
Ashiftofthreegivesus:
ThisisreminiscentofthedifferentiationpropertyoftheLaplaceTransform(exceptinsteadof
initialconditionsonthedifferentiatedvariablewiththeLaplaceTransform,wehaveinitial
valuesoftheshiftedvariablewiththeZTransform).Eachsuccessivedifferenceresultsina
polynomialinzthatisofincreasinglyhigherorder.
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KeyConcept:LeftShiftofZTransform
Ingeneral,forashifttotheleft:
Convolution
TheconvolutionpropertyfortheZTransformcanbeprovedinmuchthesamewayasitwasforthe
LaplaceTransform.Itisstatedherewithoutproof.Ify[k]istheconvolutionofx[k]andh[k],
then
OtherProperties
TheseandotherpropertiesoftheZTransformarefoundontheZTransformPropertiestable.
GoontotheInverseZTransform
References
Copyright2005to2015ErikCheeverThispagemaybefreelyusedforeducational
purposes.
Comments?Questions?Suggestions?Corrections?
ErikCheeverDepartmentofEngineeringSwarthmoreCollege
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