Documente Academic
Documente Profesional
Documente Cultură
By
Dr. K. Udhayakumar
The z-Transform
Dr. K. Udhayakumar
Content
Introduction
z-Transform
Zeros and Poles
Region of Convergence
Important z-Transform Pairs
Inverse z-Transform
z-Transform Theorems and Properties
System Function
The z-Transform
Introduction
Why z-Transform?
A generalizationof Fourier transform
Why generalize it?
FT does not converge on all sequence
Notation good for analysis
Bring the power of complex variable theory deal with
the discrete-time signals and systems
The z-Transform
z-Transform
Definition
The z-transform of sequence x(n) is defined by
X ( z) x ( n) z
n
n
Fourier
Transform
Let z = ej.
X (e ) j
x ( n )e
n
j n
z-Plane
x ( n) z n Im
X ( z)
n
z = ej
Re
j
X (e ) x ( n )e
n
j n
Fourier
Fourier Transform
Transform isis to
to evaluate
evaluate z-transform
z-transform
on
on aa unit
unit circle.
circle.
z-Plane
Im
X(z)
z = ej
Re
Im
Re
Periodic Property of FT
X(ej)
X(z)
Im
Re Can
Canyou
yousay
saywhy
whyFourier
FourierTransform
Transformisis
aaperiodic
periodicfunction
functionwith
withperiod
period2?
2?
The z-Transform
| X ( z ) | x (
n
n ) z n
| x
n
( n ) || z | n
ROC
ROC isis centered
centered on on origin
origin and
and
consists
consists of
of aa set
set of
of rings.
rings.
Example: Region of Convergence
| X ( z ) | x (
n
n ) z n
| x
n
( n ) || z | n
Im ROC
ROCisisan
an annual
annualring
ringcentered
centered
on
on the
theorigin.
origin.
r
Re Rx | z | Rx
j
ROC {z re | Rx r Rx }
Stable Systems
A stablesystem requires that its Fourier transform is
uniformly convergent.
Im Fact: Fourier transform is to
evaluate z-transform on a unit
circle.
1
A stable system requires the
Re ROC of z-transform to include
the unit circle.
Example: A right sided Sequence
xx((nn))aannuu((nn))
x(n)
... n
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
Example: A right sided Sequence
1
| az | | az 1 | 1
X ( z) a u (n)z
n
n n
n 0
| z || a |
a n z n
1 z
n 0 X ( z ) (az )
1 n
1
n 0 1 az za
(az 1 ) n
| z || a |
n 0
Example: A right sided Sequence
ROC for x(n)=anu(n)
zz
XX((zz))
zzaa
,, | |zz||| |aa| | Which
Which one
one isis stable?
stable?
Im Im
1 1
a a a a
Re Re
Example: A left sided Sequence
xx((nn))aannuu((nn11))
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
... n
x(n)
Example: A left sided Sequence
n
| a
1
n 0
a n z n
n
| z || a |
a n z n
1 z
n 1 X ( z ) 1 (a z ) 1
1 n
1
n 0 1 a z z a
1 a n z n
n 0 | z || a |
Example: A left sided Sequence
ROC for x(n)=anu( n1)
zz
XX((zz))
zzaa
,, | |zz||| |aa| | Which
Which one
one isis stable?
stable?
Im Im
1 1
a a a a
Re Re
The z-Transform
Region of
Convergence
Represent z-transform as a
Rational Function
z
x ( n) a n u ( n) X ( z) , | z || a |
za
Im
z
x(n) a n u ( n 1) X ( z) , | z || a |
za
Im
x(n) ( 13 ) n u (n) ( 12 ) n u (n 1)
z z 2 z ( z 121 )
X ( z)
z3 z2
1 1
( z 13 )( z 12 )
Im
ROC is bounded by poles
and is a ring.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Finite Sequence
x ( n) a n , 0 n N 1
N 1 N 1
1 (az 1 ) N 1 zN aN
X ( z) a z n n
( az )
1 n
N 1
n 0 n 0 1 az 1 z za
Im
N-1 zeros
ROC: 0 < z <
N-1 poles ROC does not include any pole.
Re
Always
Always Stable
Stable
Properties of ROC
A ring or disk in the z-plane centered at the origin.
The Fourier Transform of x(n) is converge absolutely iff the ROC
includes the unit circle.
The ROC cannot include any poles
Finite Duration Sequences: The ROC is the entire z-plane except
possibly z=0 or z=.
Right sided sequences: The ROC extends outward from the outermost
finite pole in X(z) to z=.
Left sided sequences: The ROC extends inward from the innermost
nonzero pole in X(z) to z=0.
More on Rational z-Transform
Find
Find the
the possible
possible a b c
ROCs
ROCs Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
Bounded Signals
5 5 5 1
0 0 0 0
-0.5
-5 -5 -5
-1
0 2 4 6 8
5 5 5 1
a=-0.4 a=-0.9 a=-1.2
1
0.5
0 0 0
0.8
0.6
0
0.4
-5 0.2 -5 -5 -0.5
0 5 10 0 5 10 0 5 10
0
0 5 10 15 20 -1
0 10 20 30 40 50 60 70
BIBO Stability
Important
z-Transform Pairs
Z-Transform Pairs
Sequence z-Transform ROC
(n) 1 All z
All z except 0 (if m>0)
( n m ) z m
or (if m<0)
1
u (n) | z | 1
1 z 1
1
u ( n 1) | z | 1
1 z 1
1
n
a u (n) | z || a |
1 az 1
1
a n u (n 1) | z || a |
1 az 1
Z-Transform Pairs
Sequence z-Transform ROC
1 [cos 0 ] z 1
[cos 0 n]u (n) | z | 1
1 [2 cos 0 ]z 1 z 2
[sin 0 ] z 1
[sin 0 n]u (n) | z | 1
1 [ 2 cos 0 ] z 1 z 2
1 [ r cos 0 ]z 1
[r n cos 0 n]u (n) | z | r
1 [ 2r cos 0 ]z 1 r 2 z 2
[ r sin 0 ] z 1
[r n sin 0 n]u (n) | z | r
1 [2r cos 0 ]z 1 r 2 z 2
an 0 n N 1 1 a N zN
| z | 0
0 otherwise 1 az 1
Signal Type ROC
Finite-Duration Signals
Causal Entire z-plane
Except z = 0
|z| > r2
Anticausal
|z| < r1
Two-sided
Inverse z-Transform
Inverse Z-Transform by Partial Fraction
Expansion
b z k
k
X z k 0
N
a z k Ak Cm
M N N s
k X z B z r
k 0 r 0
r
k 1,k i 1 dk z
1
m 1 1 d z
i
1
m
Coefficients are given as
A k 1 dk z 1 X z z d
k
Cm
1
s m! di s m
ds m
s m
1
1 diw X w
s
dw w di1
A1 A2
X z
1 1 1 1
1 z 1 z
4 2
1 2 1
X z z
1 1 1 1 2
1 z 1 z
4 2
n n
1 1
xn 2 un - un
2
4
Example #2
X z
1 2z 1 z 2
1 z 1 2
z 1
3 1 1
1 z 1 z 2 1 z 1 1 z 1
2 2 2
1 5z 1
Long division to obtain Bo X z 2
1 2 3 1
2
1
1 z 1 1 z 1
2
2
z z 1 z 2z
1
1
2 2
z 2 3z 1 2 A1 A2
X z 2
1 1 1 z 1
5z 1 1 1 z
2
1
A 1 1 z 1 X z
2 1
9
A 2 1 z 1 X z z 1
8
z
2
Example #2 Continued
9 8
X z 2 z 1
1 1 1 z 1
1 z
2
n
1
xn 2n 9 un - 8un
2
An Example Complete Solution
3z2 14z 14 c1 c
U(z) U(z) c 0 2
z2 6z 8 z 2 z 4
3z2 14z 14
c 0 limU(z) lim 2 3
z z z 6z 8
3z2 14z 14
U2(z) (z 2) 2
z 6z 8 3 22 14 2 14
c 1 U2(2) 1
3z 14z 14
2
2- 4
z- 4
3 42 14 4 14
3z 14z 14
2 c 2 U4(4) 3
U4(z) (z 4) 2 4- 2
z 6z 8
3z 14z 14
2
z- 2
1 3 3, k 0
U(z) 3 u(k) k1 k1
z 2 z 4 2 3 4 , k 0
Inverse Z-Transform by Power Series
Expansion
The z-transform is power series X z xn z
n
n
In expanded form
X z x 2 z 2 x 1 z1 x 0 x1 z 1 x 2 z 2
Z-transforms of this form can generally be inversed easily
Especially useful for finite-length series
Example 1 n 2
2 1 1
X z z 1 z 1 z 1 1 z 1
2
1
n 1
2
1 1 xn 1 n 0
z 2 z 1 z 1 1
2 2 n1
1 1 2
xn n 2 n 1 n n 1
0 n2
2 2
Z-Transform Properties: Linearity
xn Z X z ROC R x
Notation
ax1 n bx2 n Z aX1 z bX2 z ROC R x1 R x2
Linearity
Note that the ROC of combined sequence may be larger than either ROC
n aifnsome
This wouldxhappen
anu n - cancellation
u n -pole/zero N occurs
Example:
Here no is an integer
If positive the sequence is shifted right
If negative the sequence is shifted left
The ROC can change the new term may
Add or remove poles at z=0 or z=
Example
1 1
X z z
1
z
1 1 4
1 z
4
n-1
1
xn un - 1
4
Z-Transform Properties: Multiplication by Exponential
zon x n Z X z / zo ROC zo Rx
1
un Z ROC : z 1
1 - z-1
xn r n cos onun
1
2
1
re jo un re jo un
n
2
n
X z log 1 az 1 z a
Lets differentiate to obtain rational expression
dX z az 2 dX z 1 1
z az
dz 1 az 1 dz 1 az 1
nxn a a un 1
n 1
an
xn 1 un 1
n 1
n
Z-Transform Properties: Conjugation
x n X z
* Z
ROC R * *
x
Example
X z xn z n
n
X z
xn z n
x
n zn
n n
x n z x n z
X z n n
Z x n
n n
Z-Transform Properties: Time Reversal
1
x n Z X1 / z ROC
Rx
ROC is inverted
Example:
xn anu n
anun
Time reversed version of
1 - a-1z 1
X z z a1
1 az 1 - a-1z 1
Z-Transform Properties: Convolution
x1 n x2 n Z X1 z X2 z ROC : R x1 R x2
Convolution in time domain is multiplication in z-domain
Example:Lets calculate the convolution of
x1 n anun and x2 n un
1 1
X1 z 1
ROC : z a X2 z ROC : z 1
1 az 1 z 1
Multiplications of z-transforms is
1
Y z X1 z X2 z
1 az 1 z
1 1
yn
1
1a
un an1un
The z-Transform
z-Transform Theorems
and Properties
Linearity
Z[ x(n)] X ( z ), z Rx
Z[ y (n)] Y ( z ), z Ry
Z[ax(n) by (n)] aX ( z ) bY ( z ), z Rx R y
Overlay of
the above two
ROCs
Shift
Z[ x(n)] X ( z ), z Rx
Z[ x(n n0 )] z X ( z )
n0
z Rx
Multiplication by an Exponential Sequence
Z[ x(n)] X ( z ), Rx- | z | Rx
1
Z[a x(n)] X (a z )
n
z | a | Rx
Differentiation of X(z)
Z[ x(n)] X ( z ), z Rx
dX ( z )
Z[nx(n)] z z Rx
dz
Conjugation
Z[ x(n)] X ( z ), z Rx
Z[ x * (n)] X * ( z*) z Rx
Reversal
Z[ x(n)] X ( z ), z Rx
1
Z[ x(n)] X ( z ) z 1 / Rx
Real and Imaginary Parts
Z[ x(n)] X ( z ), z Rx
x(0) lim X ( z )
z
Convolution of Sequences
Z[ x(n)] X ( z ), z Rx
Z[ y (n)] Y ( z ), z Ry
Z[ x(n) * y (n)] X ( z )Y ( z ) z Rx R y
Convolution of Sequences
x ( n) * y ( n) x(k ) y (n k )
k
Z[ x(n) * y (n)] x(k ) y(n k )
n k
z n
x(k ) y(n k )z n
k
x(k ) z k y (
n
n )z n
k n
X ( z )Y ( z )
The z-Transform
System Function
Signal Characteristics from Z-
Transform
If U(z) is a rational function, and
poles
Poles are more important determine key
characteristics of y(k)
Why are poles important?
Z domain
n
N(z) (z z ) i m cj
Y(z) i1
c0
D(z) m
zpj
(z p j )
j1
j1
poles
Z-1
Time domain
m
Y(k) c 0 uimpulse(k) c j p kj-1
j1
compone
nts
Various pole values (1) 2.5
2.5
2
1.5
2
1
1.5 0.5
0
1 -0.5
p=1.1 p=-1.1
-1
0.5
-1.5
-2
0
-1 0 1 2 3 4 5 6 7 8 9
-2.5
-1 0 1 2 3 4 5 6 7 8 9
0.8
1
0.6
0.8 0.4
0.2
p=-1
0.6
p=1
0
-0.2
0.4
-0.4
0.2 -0.6
-0.8
0 -1
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9
1
1
0.8
0.6
0.8
0.4
0.6 0.2
0.4
0.2
p=0.9 -0.2
-0.4
-0.6
p=-0.9
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9
Various pole values (2)
1 1
0.9 0.8
0.8
0.6
0.7
0.4
0.6
0.2
0.5
0
0.4
-0.2
0.3
p=0.9 p=-0.9
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
1 1
0.9 0.8
0.8 0.6
0.7 0.4
0.6 0.2
0.5
p=0.6 p=-0.6
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9
1 1
0.9 0.8
0.8 0.6
0.7
0.4
0.6
0.2
0.5
0.4
0.3
p=0.3 0
-0.2
p=-0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
Conclusion for Real Poles
u(0)s
kln| a| absolute value
ln0.02 3.912 0.9
0.8
4 y(k)=0.7k
k 0.7
ln| a| 0.6
Remem 0.5
0.4
ber 0.3
a 0.7
This! 0.2
y(11)=0.0198
4 4
k 11 0.1
b1z 1 ... b m z m
Y(z) 1 n
U(z)
1 a1z ... a n z
(az2 bz c)...
b b 2 4ac
z
2a
If az bz c a(z
2 b b 2 4ac
)(z
b b 2 4ac
)
b 2 4ac 0, 2a 2a
If b 4ac 0,
2
az bz c a(z
2 b i 4ac b 2
2a
)(z
b i 4ac b 2
2a
)
Or in polar coordinates,
az 2 bz c a(z r cos irsin )(z r cos irsin )
What If Poles Are Complex
If Y(z)=N(z)/D(z), and coefficients of both D(z) and N(z) are all real
numbers, if p is a pole, then ps complex conjugate must also be a pole
Complex poles appear in pairs
l cj c c'
Y(z) c 0
j1 zpj z r cos irsin z r cos irsin
l cj bzrsin dz(z r cos )
c0
j1 zpj z2 (2rcos )z r2
Z-1
Time domain m
y(k) c 0 uimpulse(k) c j p kj-1 brksink drkcosk
j1
An Example Z-Domain: Complex Poles
Time-Domain:
1.5
Y(z) 2
z2 z Exponentially Modulated
z 0.8z 0.64
1
k k
y(k) 2 0.8k sin( ) 0.8k cos( )
3 3
0.5
-0.5
-1
0 2 4 6 8 10 12 14 16 18 20
Poles Everywhere
Observations
0.8 1
0.6 0.8
0.4 0.6
1
0.2 0.4
0.8
0 0.2
0.6
-0.2 0
0.4
-0.4 -0.2
0 -0.8 -0.6
-1 -0.8
-0.2 0 5 10 15
-1
-0.4 0 5 10 15
1
-0.6
0.8
-0.8
0.6
-1
0 5 10 15 0.4
1
0.2
0.8
0
0.6
-0.2
0.4 -0.4
0.2 -0.6
Im
-0.8
0
-1
-0.2 0 5 10 15
-0.4
-0.6
-0.8
1
-1
1 0 5 10 15 0.8
0.8 0.6
0.4
0.6
0.2
0.4
0
0.2
-0.2
0
-0.4
-0.2
-0.6
-0.4
-0.8
-0.6
-1
0 5 10 15
-0.8
-1
0 5 10 15
0.8 1
-0.9 Re
0.6 0.8
0.9
0.4 0.6
0.2 0.4
0 0.2
-0.2 0
-0.4 -0.2
-0.6 -0.4
-0.8 -0.6
-1 -0.8
0 5 10 15
-1
0 5 10 15
Changing Absolute Value
1 1
0.8
0.8
1 0.6
0.6
0.4
0.4 0.8
0.2
0.2 0.6
0
0.4
0
-0.2 4
0.2
-0.2 -0.4
-0.4 0
-0.6
-0.8 -0.4 -1
0 5 10 15
-0.6
-1
0 5 10 15 2
-0.8
-1
0 5 10 15
12
0
-1
10
1
Im
0.8
0.6
0.4
-2
0.2
-0.2 8 -3
0 2 4 6 8 10 12 14
-0.4
-0.6
-0.8
-1
0 5 10 15
Re 2
1 0
-2
-4
-6
0 2 4 6 8 10 12 14
Conclusion for Complex Poles
-1
m
z
y(k) c 0 uimpulse(k) c j p kj-1 br k sin k dr k cos k (1 z1)2
j1
An Example
2z z 3z
U(z)
z 1 z 0.5 z 0.9
u(k) 2 0.5k 3 (0.9)k
6
4
converge to 2
3
-1
0 10 20 30 40 50 60
Final Value Theorem
-0.05
-0.1
y(k)
-0.2
z 1.6 z 0.6 ( z 1)( z 0.6)
-0.25
0.11z
( z 1)Y ( z ) |z 1 |z 1 0.275 -0.3
z 0.6 -0.35
0 5 10 15
k
Shift-Invariant System
x(n) y(n)=x(n)*h(n)
h(n)
h(n)
X(z) Y(z)
H(z)
H(z)
YY((zz))
H((zz))
H
XX ((zz))
Nth-Order Difference Equation
NN M
M
aa yy((nnkk))
kk00
kk bb xx((nnrr))
rr00
rr
N M
Y ( z ) ak z k X ( z ) br z r
k 0 r 0
M
M NN
rr kk
H((zz))
H bbrrzz aakkzz
rr00 k 0
k 0
Representation in Factored Form
M
M
AA
(1 crr z ))
(1 c z 11
H((zz))
rr11
H NN
r )
(1
(1
kk11
ddr z
z
11
)
H((zz))
rr11
H NN Re
r )
(1
(1
kk11
ddr z
z
11
)
Stable and Causal Systems
Stable Systems : ROC includes the unit circle.
Im
M
M
AA
(1 crr z ))
(1 c z 11
1
H((zz))
rr11
H NN Re
r )
(1
(1
kk11
ddr z
z
11
)
Example
Consider the causal system characterized by
y (n) ay (n 1) x(n) Im
11 1
H((zz))
H 11
11az
az a Re
h( n) a n u ( n)
Determination of Frequency Response
from pole-zero pattern
A LTI jsystem is completely characterized by its
|H(e
|H(e )|=?
)|=?j
pole-zero pattern.
jj
H(e
H(e )=?
)=?
Im
Example: p1
zzzz11 e j 0
HH((zz))
((zz pp11)()(zz pp22)) z1
Re
j
j0 0 z
e p2
HH((ee j00)) j0 e jz101
j
A LTI jsystemis completely characterized by its
|H(e
|H(e )|=?
j
)|=?
pole-zero pattern. H(e
jj
H(e )=?
)=?
Im
Example: p1
| | 2
j
|H(e )| = e j 0
| || | z1
1 3 Re
H(ej) = 1(2+ 3 ) p2
Example
11 20
H((zz))
H 11
11az
az 10
dB
0
Im
-10
0 2 4 6 8
a Re 0
-1
-2
0 2 4 6 8