DSP (Spring, 2007)

The z-Transform

The z-Transform
Introduction
Why do we study them? A generalization of DTFT. Some sequences that do not converge for DTFT have valid z-transforms. Better notation (compared to FT) in analytical problems (complex variable theory) Solving difference equation. algebraic equation.

Fourier Transform, Laplace Transform, DTFT, & z-Transform

Fourier Transform

{x (t )} = x(t )e jt dt

To encompass a broader class of signals:

( x (t )e t )e jt dt x (t )e st dt L{x (t )}

Laplace Transform

S-domain

Region of Convergence

NCTU EE

DSP (Spring, 2004)

The z-Transform

x[n]

X(e )

jw

DTFT n

w
2

x(t) F.T. t
T

X(j)

2/T

x (t ) =

k =

x[k ] (t kT )

Similarly,
L{x (t )} = L{ x[k ] (t kT )} = { x[k ] (t kT )}e st dt =
k = k = k =

x[k ]

(t kT )e st dt

k =

x[k ]e

skT

k =

x[ k ] z

Z{x[n ]} X ( z )

z-Transform Eigenfunctions of discrete-time LTI systems

zn
If x[ n ] = z 0
n

DiscreteTime LTI
n z 0 : some complex constant

H ( z) z n

y[n ] = x[n ] h[n ] =

k =

x[n k ]h[k ] =

k =

z 0n k h[k ] = { h[k ]z 0k }z 0n = H ( z 0 ) z 0n
k =

Remark:

X ( z ) z = e jw =

n =

x[n ]e

jnw

DTFT can be viewed as a special case:

z = e j

DSP (Spring, 2004)

The z-Transform

z-Transform
(Two-sided) z-Transform (bilateral z-Transform)
Forward: Z {x[n]} =
n =

x[n]z n X ( z )
Z {x[n ]} = F {r n x[n ]} re j = z

From DTFT viewpoint:

(Or, DTFT is a special case of z-T when z = e j , unit circle.)

Inverse: x[n] = 1

X ( z) z 2j

n 1

dz Z 1[ X ( z )]

Note: The integration is evaluated along a counterclockwise circle on the complex z plane

with a radius r. (A proof of this formula requires the complex variable theory.)
Single-sided z-Transform (unilateral) for causal sequences
X ( z ) = x[n]z n
n=0

Region of Convergence (ROC)

The set of values of z for which the z-transform converges.

Uniform convergence

If z = re j (polar form), the z-transform converges uniformly if x[n]r n is absolutely

summable; that is,
n =

| x[n]r n | <
ROC is a ring.

In general, if some value of z, say z = z1 , is in the ROC, then all values of z on the circle defined by | z |=| z1 | are also in the ROC.

If ROC contains the unit circle, |z| =1, then the FT of this sequence converges. By its definition, X(z) is a Laurent series (complex variable)
X(z) is an analytic function in its ROC All its derivatives are continuous (in z) within its ROC.

DSP (Spring, 2004)

The z-Transform

DTFT v.s. z-Transform -- x [n] = sin c n , 1 n

< n<

Not absolutely summable; but square summable

z-transform does not exist; DTFT (in m.s. sense) exists.

-- x2 [ n] = cos 0 n,

< n<

Not absolutely summable; not square summable

z-transform does not exist; useful DTFT (impulses) exists.

-- x3 [ n] = a n u[ n],

| a |> 1, < n <

z-transform exist (a certain ROC); DTFT does not exists.

Some Common Z-T Pairs

m , [n] 1 , [n m ] z

m > 0, z > 0 ,

[n + m ] z m ,
u[n ] 1 , 1 z 1
1 1 az
1

m > 0, z <
z > 1 , u [ n 1]
, z > a ,

1 , 1 z 1

z <1

a nu[n ]

a n u [ n 1]
n

1 [r cos 0 ]z 1 r cos [ 0 n ]u [ n ] , z > r 1 [2 r cos 0 ]z 1 + r 2 z 2 1 [r sin 0 ]z 1 n [ 0 n ]u [ n ] r sin , z > r 1 [2 r sin 0 ]z 1 + r 2 z 2

1 1 az

z < a

DSP (Spring, 2004)

The z-Transform

Properties of ROC for z-Transform

Rational functions
X ( z) = P( z ) Q( z )

Poles Roots of the denominator; the z such that X (z ) Zeros Roots of the numerator; the z such that X ( z ) = 0

Properties of ROC
(1) The ROC is a ring or disk in the z-plane centered at the origin. (2) The F.T. of

x[n ] converges absolutely its ROC includes the unit circle.

z = 0 or

(3) The ROC cannot contain any poles. (4) If x[n] is finite-duration, then the ROC is the entire z-plane except possibly

z = .
(5) If x[n] is right-sided, the ROC, if exists, must be of the form

z > rmax except possi-

bly z

= , where rmax is the magnitude of the largest pole.

(6) If x[n] is left-sided, the ROC, if exists, must be of the form z < rmin except possi-

bly z

= 0 , where rmin is the magnitude of the smallest pole.

(7) If x[n] is two-sided, the ROC must be of the form r1 < z < r2 if exists, where r1 and

r2 are the magnitudes of the interior and exterior poles.

(8) The ROC must be a connected region.

In general, if
N k =1

X (z ) is rational, its inverse has the following form (assuming N poles: {d k } )

x[n] = Ak (d k ) n . For a right-sided sequence, it means n N1 , where N1 is the first

nonzero sample. The nth term in the z-transform is x[n]r n = A (d r 1 ) n . k k
k =1 N

This sequence converges if

n = N1

| d k r 1 |n < for every pole k = 1,K , N .

In order to

be so,

| r |>| d k |, k = 1,K, N .

DSP (Spring, 2004)

The z-Transform

Pole Location and Time-Domain Behavior for Causal Signals

Reference: Digital Signal Processing by Proakis & Manolakis

DSP (Spring, 2004)

The z-Transform

DSP (Spring, 2004)

The z-Transform

The Inverse z-Transform

Inverse formula: x[n] = 1

X ( z) z 2j

n 1

dz

This formula can be proved using Cauchy integral theorem (complex variable theory). Methods of evaluating the inverse z-transform (1) Table lookup or inspection (2) Partial fraction expansion (3) Power series expansion
Inspection (transform pairs in the table) memorized them Partial Fraction Expansion
b + b z 1 + L + bM z M X ( z ) = 0 1 1 a0 + a1 z + L + a N z N

X ( z) =

z N (b0 z M + L + bM ) z M ( a0 z N + L + a N )

Hence, it has M zeros (roots of

bk z M k

), N poles (roots of

ak z N k ), and (M-N)

poles at zero if M>N (or (N-M) zeros at zero if N>M).

X ( z) = b0 (1 c1 z 1 ) L (1 cM z 1 ) ; a0 (1 d1 z 1 ) L (1 d N z 1 )

ck , nonzero zeros; d k , nonzero poles.

Case 1: M < N , strictly proper Simple (single) poles:

X ( z) = AN A1 A2 + +L+ 1 1 (1 d1 z ) (1 d 2 z ) (1 d N z 1 )

where Ak = (1 d k z 1 ) X ( z ) | z = d k
Multiple poles: Assume
X ( z) =

di

is the sth order pole. (Repeated s times)

Ak Cs C1 C2 + + +L+ 1 1 1 2 (1 d i z ) (1 d i z ) (1 d i z 1 ) s k =1, k i (1 d k z )

single-pole terms where 1

Cm = ( s m)!( d i )
sm

multiple-pole terms
d s 1 s m [(1 d i w) X ( w )] dw w = d i1
sm

Case 2: M N
X ( z) =
M N r =0

Br z r +

s Ak Cm + 1 1 m k =1, k i (1 d k z ) m =1 (1 d i z )

impulses

single-poles

multiple-pole

DSP (Spring, 2004)

The z-Transform

Power Series Expansion

X ( z) =
n =

x[n]z

Case 1: Right-sided sequence, ROC: It is expanded in powers of

Ex. X ( z ) =

z > rmax

z 1 .

1 , | z |>| a | 1 az 1

Case 2: Left-sided sequence, ROC: It is expanded in powers of

Ex. X ( z ) =

z < rmin

z.

1 , | z |<| a | 1 az 1

Case 3: Two-sided sequence, ROC: r1 < z < r2

X ( z) =

X + ( z)

X ( z)
converges for

converges for

| z |> r1
+

| z |< r2

x[ n] =

x+ [ n ]

x [ n ]
anti-causal sequence

causal sequence

DSP (Spring, 2004)

The z-Transform

z-Transform Properties
If x[ n] X [ z ] and y[ n] Y [ z ] , ROC: R X , RY
Linearity: ax[n] + by[n] aX ( z ) + bY ( z )

ROC:

R' RX RY -- At least as large as their intersection; larger if pole/zero can-

cellation occurs

Time Shifting: x[ n n0 ] z n 0 X ( z )

ROC: R ' = R X { 0 or }

Multiplication by an exponential seqence:

a n x[n] X ( z a)

ROC: R' = a R X -- expands or contracts

Differentiation of X(z): nx[n] z dX ( z ) , dz

ROC: R ' = R X

Conjugation of a complex sequence: x * [n] X * ( z*) ,

ROC: R ' = R X

Time reversal: x * [n] X * (1 / z*) ,

ROC: R ' = 1 / R X (Meaning: If R X : rR <| z |< rL , then R ': 1 / rL <| z |< 1 / rR . Corollary: x[n] X (1 / z )
Convolution: x[n] y[n] X ( z )Y ( z )

ROC: R ' R X RY (=, if no pole/zero cancellation)

Initial Value Theorem: If x[n]=0, n<0, then x[0] = lim X ( z )
z

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DSP (Spring, 2004)

The z-Transform

Final Value Theorem: If (1) x[n]=0, n<0, and

(2) all singularities of (1 z 1 ) X ( z ) are inside the unit circle,

then x[] = lim(1 z 1 ) X ( z )
z 1

Remarks: (1) If all poles of X(z) are inside unit circle, x[ n] 0 as n (2) If there are multiple poles at 1, x[ n ] as n (3) If poles are on the unit circle but not at 1, x[n] cos 0 n

<Supplementary>
z-Transform Solutions of Linear Difference Equations

Use single-sided z-transform: Z { y[n 1]} = z 1Y ( z ) + y[1] Z { y[n 2]} = z 2Y ( z ) + z 1 y[1] + y[2]
Z { y[ n 3]} = z 3Y ( z ) + z 2 y[1] + z 1 y[ 2] + y[ 3]

For causal signals, their single-sided z-transforms are identical to their two-sided z-transforms.

Ex., Find y[n] of the difference eqn.

y[ n ] 0.5 y[ n 1] = x[ n ] with x[ n ] = 1, n 0 , and y[ 1] = 1

(Sol) Take the single-sided z-transform of the above eqn.
Y ( z ) 0.5{z 1Y ( z ) + y[1]} = X ( z ) =
1 1 Y ( z) = 0.5 + 1 1 z 1 1 0.5 z = 0.5 1 + 1 0.5 z 1 (1 0.5 z 1 )(1 z 1 )

1 1 z 1

2 0.5 1 1 z 1 0.5 z 1 Take the inverse z-transform Y ( z) =

y[ n] = 2 0.5(0.5) n , n 0

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