z-Transform1

The z-Transform
pIntroduction
pz-Transform
pProperties of the Region of Convergence for the z-
Transform
pInverse z-Transform
pz-Transform Properties
pUnilateral z-Transform
pSolving the Difference Equations
pZero-Input Response
pTransfer Function representation
pSummary
z-Transform2
1. Introduction
pRole in Discrete-Time Systems
lz-Transform is the discrete-time counterpart of the Laplace transform.
pResponse of Discrete-Time Systems
lIf a system is lumped, it can be described as a difference equation
2y[k] + 3y[k-1] + y[k-2] = u[k] + u[k-1] - u[k-2] for k = 0, 1, 2
lThe response of the system is excited by an input u[k] and some initial
conditions.
lThe difference equations are basically algebraic equations, their solutions
can be obtained by direct substitution.
lThe solution however is not in closed form and is difficult to develop
general properties of the system.
lA number of design techniques have been developed in the z-Transform
domain.
z-Transform3
1. The z-Transform
pPositive and Negative Time Sequence
lA discrete-time signal f[k] = f[kT], where k is an integer ranging (-<t<), is
called a positive-time sequence if f[k]=0 for k < 0; it is called a negative-
time sequence if f[k] = 0 for k > 0.
lWe mainly consider the positive-time sequences.
pz-Transform Pair
lThe z-transform is defined as
where z is a complex variable, called the z-transform variable.
pExample
lx[n] = { 1, 2, 5, 7, 0, 1}; x[n] = (1/2)
n
u{n}
X z Z x n x n z
n
n
( ) [ [ ] ] [ ]

=

Difference with the

Fourier Transform
Difference with the
Fourier Transform
z-Transform4
0. The z-Transform (c.1)
pExample
lf[k] = b
k
for all positive integer k and b is a real or complex number.
lIf , then the infinity power series converges and
lThe region is called the region of convergence.
pUnit Step Sequence
lThe unit sequence is defined as
lThe z-Transform is
pExponential Sequence
lf[k] = e
akT
F z f n z b z b z
n
n
n n
n
n
n
( ) [ ] ( ) = = =

0 0
1
0
b z

<
1
1
F z
b z
z
z b
( ) =

1
1
1
b
Q z z
z
n
n
( ) = =

1
1
1
0
F z e z
e
a n T
n
n
a T
( ) = =

0
1
1
q n
f o r n
f o r n
[ ]
, , ,
=
=
<

1 0 1 2
0 0
b z <
z-Transform5
1. The z-Transform (c.2)
pRegion of Convergence
lFor any given sequence, the set of values of z for which the z-
transform converges is called the region of convergence.
pViewpoints
lThe representation of the complex variable z
lConsider the z-transform
lConvergent Condition
z r e
j
=

X r e x n r e
j j n
n
( ) [ ] ( )

=

=

x n r
n
n
[ ]

=

<
ROC includes the unit circle
==> Fourier Transform converges
Convergence of the z-Transform
==> The z-transform and its derivatives
must be continuous function of z.
z-Transform6
1. The z-Transform (c.3)
X z
P z
Q z
( )
( )
( )
=
pRational Function
pEx.
x n a u n
n
[ ] [ ] = 1
x n a u n
n
[ ] [ ] =
z-Transform7
2. Properties of the Region of Convergence
for the z-Transform
pProperties
l The ROC is a ring or disk in the z-plane centered at the origin, i.e.,
l The Fourier transform of x[n] converges absolutely if and only if the ROC of the z-
transform of x[n] includes the unit circle.
l The ROC cannot contain any poles.
l If x[n] is a finite-duration sequence, i.e. a sequence that is zero except in a finite
interval , then the ROC is the entire z-plane except possibly
z=0 or z= .
l If x[n] is a right-sided sequence, i.e. a sequence that is zero for n<N
1
< , the ROC
extends outward from the outermost finite pole in X(z) to z= .
l If x[n] is a left-sided sequence, i.e., a sequence that is zero for n>N
2
>- , the ROC
extends inward from the innermost (smallest magnitude) nonzero pole in X(z) to
(and possibly including) z=0.
l A two-sided sequence is an inifinite-duration sequence that is neither right-sided
nor left-sided. If x[n] is a two-sided sequence, the ROC will consist of a ring in the z-
plane, bounded on the interior and exterior by a pole, and, consistent with property
3, not containing any poles.
l The ROC must be a connected region.
0 < < r z r
R L
< N n N
1 2

z-Transform8
2. Properties of the Region of Convergence
for the z-Transform
pExample
lROC is a Ring
lROC is the interior of a circle
lROC is the outerior of a circle
Unit circle
No common ROC case ?
No common ROC case ?
z-Transform9
3. The Inverse z-Transform
pMethods
lDirect Division
lPartial Fraction Expansion
pDirect Division
lF(z) = -2z
2
+3z +3z
-2
+ 3z
-3
+ 9z
-4
f[k] = {-2, 3, 0, 0, 3, 3, 9, ...}
pEx. 3/(z
2
- z -2)
z z z z z z
z z z
z z z
z z z
z z z z z
2 4 3 2
4 3 2
3 2
3 2
2 2 3 4
2 2 5 6 3
2 2 4
3 3 6 3
3 3 6
3
2 3 3 3 9
+ + +
+ +
+

+
+ + + +

F z
z z z z
z z
( ) =
+ + +

2 5 6 3
2
4 3 2
2
z-Transform10
3. The Inverse z-Transform (c.1)
pPartial Fraction Expansion and Table Lookup
lIf M<N and the poles are all first order
lIf M>= N and the poles are all first order, the complete partial fraction
expression can be
lIf X(z) has multiple-order poles and M>=N
X z
b
a
c z
d z
k
k
M
k
k
N
( )
( )
( )
=

0
0
1
1
1
1
1
1
X z
b
a
A
d z
k
k
k
N
( )
( )
=

0
0
1
1
1
A d z X z
k k z d
k
=

=
( ) ( ) 1
1
X z B z
A
d z
r
r
r
M N
k
k
k
N
( )
( )
= +

=

0
1
1
1
A d z X z
k k z d
k
=

=
( ) ( ) 1
1
X z
c z
d z
k
k
M
k
k
N
( )
( )
( )
=

1
1
1
1
1
1
X z B z
A
d z
C
d z
r
r
r
M N
k
k
k k i
N
m
i
m
m
s
( )
( ) ( )
,
= +

=

=

0
1
1
1
1
1 1
C
s m d
d
dw
d w X w
m
i
s m
s m
s m
i
s
w d
i
=

`
)

=

1
1
1
1 ( )!( )
[( ) ( )]
z-Transform11
3. The Inverse z-Transform (c.2)
X z
z z
z z
z z
z z
B
A
z
A
z
( )
( )( )
=
+ +
+
=
+ +

= +

1 2
1
3
2
1
2
1 2
1
1
2
1 1
1
2
1
1 2
1 2
1 2
1 1
0
1
1
2
1
pExamples
lROC:
lROC:
lROC:
z > 1
z <
1
2
1
2
1 < < z
z-Transform12
4. The Unilateral z-Transform
pDefinition
pTime Delay
X z Z x n x n z
n
n
( ) [ [ ] ] [ ]

=

0
x n [ ] X z ( )
x n k [ ]
z X z x n z
k k n
n
k
+
=
+

( ) [ ]
1
x n k [ ] + z X z x n z
i n
n
k
( ) [ ]

0
1
z-Transform13
5. Solving the Difference Equations
pGoals
lSolving LTIL differential equations using Laplace transform.
pExample
2y[k] + 3y[k-1] + y[k-2] = u[k] + u[k-1] - u[k-2]
where u(t) = q(t), y(-1) = -1 and y(-2) = 1.
pExercise
Find the response of
y[k+1] - 2y[k] = u[k] and y[k+1] - 2y[k] = u[k+1] y[-1]=1 and u[k] = 1, for k
=0, 1, 2, ...
z-Transform14
6. Zero-Input Response-- Characteristic
Polynomial
pConsider the zero-input response
lThe denominator of Y
zi
, is called the characteristic polynomial.
lThe roots of Y
zi
, is called the modes of the system.
pWhy the name, "mode" ?
lThe zero-input response of the system excited by any initial
conditions can always be expressed as
lThe zero-input response is for t>=0
lThe zero-input response is always a linear combination of the two
time functions (-0.5)
k
and (-1)
k
.
Y z
y y y z
z z
y y z y z
z z
zi
( )
[ ] [ ] [ ] ( [ ] [ ]) [ ]
=

+ +
=

+ +

3 1 2 1
2 3
3 1 2 1
2 3 1
1
1 2
2
2
Y z
y y z y z
z z
k z
z
k z
z
zi
( )
( [ ] [ ]) [ ]
.
=

+ +
=
+
+
+
3 1 2 1
2 3 1 0 5 1
2
2
1 2
y k k k
zi
k k
( ) ( . ) ( ) = +
1 2
0 5 1
The form of the zero-input
response excited by any
initial conditions is
completely determined by
the modes of the system
The form of the zero-input
response excited by any
initial conditions is
completely determined by
the modes of the system
z-Transform15
6. Zero-State Response-- Transfer Function
The Transfer
Functions
The ratio of the z transforms
of the output and input with
all initial conditions zero or
The transfer function of the
above example is (z
2
+ z -
1)/(2z
2
+ 3z +1)
H z
Y z
U z
i n i t i a l c o n d i t i o n s
( )
( )
( )
=
= 0
pConsider
2y[k] + 3y[k-1] + y[k-2] = u[k] + u[k-1] - u[k-2]
lIf all initial conditions are zero, we have
pWays to Find Transfer Functions
The transfer function is the z transform
of the impulse response.
The function can be obtained from the
zero-state response excited by any
input, in particular, step or sinusoidal
functions.
The function can be obtained from the
difference equation description.
ly[k]-y[k-1]+2y[k-2]-3y[k-3] = u[k]
Y z
z z
z z
U z
z z
z z
U z ( ) ( ) ( ) =
+
+ +
=
+
+ +


1
2 3
1
2 3 1
1 2
1 2
2
2
z-Transform16
6.1 Poles and Zeros of Proper Transfer
Functions
pFor a proper rational functions
lwhere N(z) and D(z) are polynomials with real coefficients. If N(z) and
D(z) have no common factors, then the roots of D(z) and N(z) are
respectively the poles and zeros of the system.
uexamples
pDefinition
lA finite real or complex number is a pole of H(z) if the absolute value
of H( ) = . It is a zero of H(z) if H( ) = 0.
pExamples
lFind the zero-state response of a system with transfer function, H(z) =
(z
2
+z-1)/(2z
2
+ 3z +1) excited by unit step function.
H z
N z
D z
( )
( )
( )
=
Y z
z
z z
U z ( )
( )
( . ) ( )
( ) = =
+
+ +
3 4
2 0 5 1
z-Transform17
6.1 Poles and Zeros of Proper Transfer Functions
(c.1)
H z
z z j z j
z z z
1
3 2
0551
0 9 08 05 08 05
0551
0 7 055 0801
( )
.
( . )( . . )( . . )
.
. . .
=
+ +
=
+
H z
z
z z z
2
3 2
1
0 7 055 0801
( )
. . .
=

+
H z
z
z z z
3
3 2
5 5 1 0 9
0 7 0 5 5 0 8 0 1
( )
. ( . )
. . .
=

+
H z
z
z z z
4
3 2
5 5 1 1 1
0 7 0 5 5 0 8 0 1
( )
. ( . )
. . .
=

+
H z
z z
z z z
5
2
3 2
5 5 1 1 9 1
0 7 0 5 5 0 8 0 1
( )
. ( . )
. . .
=
+
+
pConsider the following systems
Positions of
zeros and poles
z-Transform18
6.2 Time Responses of Modes and Poles
pRemarks
lThe zero-input response is essentially dictated by the modes; the
zero-state response is essentially dictated by the poles.
pThree parts in z-plane
lThe unit circle
lThe region outside the unit circle.
lThe region inside the unit circle.
pObservations
lThe poles +- j or re
+-j
lThe response r
k
cos k or r
k
sink
l determines the frequency of the oscillation.
lThe highest frequency is determined by (- /T, /T].
z-Transform19
6.2 Time Responses of Modes and Poles(c.1)
Summary
u The time response of a pole (mode), simple or repeated, approaches zero as
k --> if and only if the pole (mode) lies inside the unit circle or its
magnitude is smaller than 1.
u The time response of a pole (mode) approaches a nonzero constant as k -->
if and only if the pole is simple and located at the z=1.
pExamples
ly[k+3] - 1.6 y[k+2] - 0.76y[k+1] - 0.08 y[k] = u [k+2] - 4u[k].
y
zi
[k], H(z), y
zs
[k] as k -> *
z-Transform20
7. Transfer-Function Representation-- Complete
Characterization
pSystem Description
for LTIL systems
lConvolution
lDifference equation
lTransfer function.
pSystem Connection
lThe transfer function of
connection can be
easily derived from
algebraic manipulation
of transfer functions.
H(z)
H(z)
U(z)
Y(z)
= H(z)U(z)
?
h(k)
h(k)
y k
h k i u i
i
k
[ ]
[ ] [ ] =
=

0
u k [ ]
H
1
(z)
H
1
(z)
H
2
(z)
H
2
(z)
H
1
(z)
H
1
(z)
H
2
(z)
H
2
(z)
+
H
1
(z)
H
1
(z)
H
2
(z)
H
2
(z)
+
-
+
H
1
(z)
H
1
(z)
H
2
(z)
H
2
(z)
+
+
+
u
y
u
y
u y
u y
z-Transform21
7. Transfer-Function Representation-- Complete
Characterization (c.1)
pQuestions
l Transfer functions represent the input-output relation when initial conditions are
set to zeros.
l What is the representation of the transfer function for a system
p Consider the difference equations
l D(z) Y(z) = N(z) U (z)
Ex. D(z) = (z+0.5)(z-1)(z-2); N(z)= z
2
- 3z +2
y
zs
[k] = k
1
(-0.5)
k
+ (terms due to the poles of U(z))
p Missing Poles
l If N(z) and D(z) have common factors, R(z), then the roots of R(z) are modes but not
poles of the system and
{the set of the poles} {the set of the modes}
l The root of R(z) are called the missing poles.
p Completed Characterization
l A system is completed characterized by its transfer function if N(z) and D(z) are
coprime.
H z
z z
z z z z
( )
( )( )
( . )( )( ) .
=

+
=
+
1 2
05 1 2
1
05