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Eliahu Ibrahim Jury - Theory and Application of The Z-Transform Method (1973)
Eliahu Ibrahim Jury - Theory and Application of The Z-Transform Method (1973)
I luring the curly Ilfties. considerable interest and activity arose umong
C'lIl!illeCrS und systems theorists in the relatively new area of discrete
,y,ICIlI theory, This activity and aroused interest were mainly motivated
h)' Ihe adv<lnccmcnt made in digital computer technology and its wide-
',pn'ad application in systcm analysis and design, Several methods of
,llIalysis of discrete systems were proposed and applied, Among them
Wl're the transform techniques and operators' methods, One transform
1lIt'lhml. which found wide application in the analysis. is the z-transform
1IlI'lhm!. It represents the counterpart of the laplace transform as applied
III nllllintiUlIS system theory, In this text the z-transform method is
1'\II'II!>ivcly ~Ieveloped and applied to many areas of discrete system
IIII'III'Y,
I hI' ,uhjec\ matter is mainly addressed to engineers and systems
Ilwllli,I,; however. some of the material developed would also be of
IJIII'I~",1 In applied mathematicians, Whenever it is found necessary. most
III IIU' IhC'llrellls alld lemmus are proved 011 a somewhat rigorous mathe-
111011 h.d ha,i!>, Jlowever, to limit the text and to place morc cmphasis on
IIII' .ll'l'lh'alioll!>, Ihe ri~lIr is sllllletimcs sacrificed, ('onsclluently, certain
1111'1111'11" an' tOlldled nil hricl1y without prnnl's, Cnnver~encc prnhlcms
,II" lI11t '"'I'nroll!>ly p"rs"ed, hut lIrc left til Ihe reader ror rurther study,
"III 11111',1 .. I' Ih~' III1PI'll\'~'1I ll1alC'rial till' pC'rtiJlent rdi:rell~'c, arc ~'ited SIl
111.11 II ... 11';11"'1 ~'aJll'a,ily lilld Ihe ri~ol'Utis dcrivlllilllls or Ihl' thl'ory,
C'h,ll'lI'l I .11"'11' ..1'" ill dl:lail thl' .:,lrallsl'lIrll1 Ihl'ury alld it-. 1IJ1l1lilka-
"till', ,11,,1 IIII' IIIII,," ...d ,'tl;\II .. l'ollll, I',xll'n .. ivl' Ii .. " III tlll'lIlI'lII', 01 rilles
,II" "llh"1 011'11\'1'" III 1"1"1'1111'" III ;11'l1"ailll 1IIl' n'a"I'1 With till' ,Il'taill'"
II'," .. I 1111',1111'1111111
\'11
viii PREFACE
z-TRANSFORM DEfiNITION
AND THEOREMS
1.1 Discrete Time Function and z-Transform Definitions 2
1.2 Properties of z-i'ransforms 3
1.3 Inverse z-Transform and Branch Points 9
1.4 The Modified z-Transform 15
1.5 Relationship between Laplace and z-Transforms 20
1.6 Application to Sampled-Data Systems 28
1.7 Mean Square Value Theorem 29
I.K Equivalence between Inverse Laplace and Modified z-Trans-
forms 31
1.'1 Other Transform Methods 36
Appendix. A Method of Determining the Coefficients of the
.:-Tnlllsform Expansion 41
7 z-TRANSFORM METHOD IN
APPROXIMATION TECHNIQUES 219
7.1 A pproximation Methods 219
7.2 Initial Conditions Nonzero 223
7.3 Integrating Operators 229
7.4 z-Forms and Modified z-Forms 231
7.5 The Choice of the Sampling Period 238
7.6 Analysis of the Error 239
7.7 Low-Pass Transformation for z-Transforms 240
7.8 Applications to Time-Varying Differential Equations 241
7.9 Application to Nonlinear Differential Eq"uations 243
7.10 Other Numerical Techniques 246
H APPLICATIONS TO VARIOUS
AREAS OF SYSTEM THEORY 248
H.I Nonlinear Sampled-Data Feedback Systems 248
1<'2 Analysis of Discrete Antenna Array by z-Transform Method 254
IU Application to Information and filtering Theory 258
X.4 z-Transform Method Applied to Problems of Economics 263
X.5 Linear Sequential Circuits 267
X.(I Application to Discrete Markov Processes 270
APPENDIX
Tahle I z-Transform Pairs 278
Tahle" Pairs of Modified z-Transforms 289
TlIhle III Total Square Integrals <c 297
Tahle IV Closed Forms of the Function I nr x ll , x<1 300
n 0
INUI·X 321
1
z-TRANSFORM DEFINITION
AND THEOREMS
I he techniques of the z-transform method are not new, for they can be
arlllally traced back as early as 1730 when DeMoivrc l introduced the
"lIncept of the "generating function" (which is actually identical to the
Iransform) to probability theory. The concept of the generating function
\\;1" latcr extensively used in 1812 by Laplace 2 and others in probability
Ih,'ory. In <\ much later article by H. L. Se<\I,3 <\ historical survey of the
\1'." of the generating function in probability theory was presented.
1("n'llIly, the development and extensive applications of the :-transform3I ,35
,.1\' IIIl1ch enhanced as a result of the use of digital computers in systems.
I h,'''" ~ystems are referred to as discrete, because of the discrete nature of
Ilw \igllals (lr information flowing in them. Thus a new discipline of
',\",1\'111 Ihc(lry is being developed, to be known as discrete system theory.
Ilw matl'rial here is devoted for the most part to discussing the various
1"n·l .. III' this discrete theory.
I hi' -I ransfnrm method constitutes one of the transform methods that
• ,III J", applicd to thc solution of linear difference equations. It reduces
II ... ',"ll1lilln~ IIl'such c{luations into those of algcbraic equations. The
I "I'I,u'" Iran!ool'llrm method, which is well developed fur thc solution of
.hlll-lI'nllal "'Illations and ('xtcnsively lI~l'd in Ihe Ii ICl'lIt 111'1', can he
1II,,,I,h,'dlo ,'\ll'lId il~ applkahilily tn Ilisl'I'cll' S),Sll'IIlS. SlIch IIImlilil'alions
1t,lIo' 1I",lIlh'" ill inll'milldll/'. Ih,' vadou), a~)'IIl'iakd Il'an"l'lIrlll 1l'l'ill1i111lCS
\\ It II h ,IIC' h, idly di""II)'M',1 ill Ih,' lasl sl'l'lion (II' Ihi)' dlap"'1'.
I h." dmph" i.. mainly .II'vlIlI'cl III IIIl' ,kwlol"III'UI III' Ilw Ilwol')' of
11,111,,1111111 ancllh., 1I11I1It1ic'cl IIall .. 1'01'111 , Many "",I'ul 1111'0,,'111 .. 1I'lah'"
III Iho",,' 11;111',1',,"11', IIIC' "11111'1 cl"llv,',1 III' !oolah',1. III ;11""111'", IIlh,'1'
1111'1111'111',1111' 1I.1'""III'C'clll' Ih,' !,rllhle'lII ""l'lill" 11'11111'" III Ih, .. ,hap"'I,
2 THEORY AND APPLICATION OF THE z-TRANSFORM
Definition
Let T be a fixed pOSitive number (it could be taken as unity). Let/(/) be
defined for this discussion for t ~ O. This case will be extended in
Chapter 4 to cover values of I which are also negative. The z-transform
of/(I) is the function
00
,1[f] = ~(z) = I f(nT)z-n, for Izl > R =-1 (1.1)
n=O p
p = radius of
convergence of
the series
of the complex variable z. We use the symbol,1 to denote the z-transform
off
Since only the values/n = /(nT) of/at nTare used, the z-transform is
actually defined for the sequence {In}.
(1.2)
' ...... _-
i:
J i:
51::::: ...., i:~I i:
;...1
e.... ~I ~
.~.
\!!..
.~
I ~ I
n 'I' "'I' 1'1' 4'" ',',.
I HilllU 1.1 nl~'IC'IC' 111111 "ClIlIiIl"CI"~ hllwIlClII\.
Z-TRANSFORM DEFINITION AND THEOREMS 3
The series in equation (1.1) can always be considered as a formal series
to be'manipulated in certain ways and not necessarily to be summed.
If/(r) has a jump discontinuity at a value nT. we shall always interpret
lenT) as the limit of/(t) as 1-+ nT+, and we shall assume the existence of
this limit. for n == 0, 1,2, ... for all/(/) considered.
EXAMPLE
To obtain the z-transform Of/(l) == t, we use equation (1.1) as follows:
...,
§(z) == 1[f) == I f(nT)z-n == Tz-1 + 2Tz-1 + 3Tz- 3 + ...
11-0
00 CO
== C1 ~ /1(nT)z-fl + C2 I .fa(nT)z-n
flUO fl=O
(1.4)
= zft-O
I I[(n + l)T]c'"+ll = z I l(kT)z-k
k-I
(1.6)
Letting m - n = k, we obtain
GO
Finite summalion1,.26,28
Tu obtain the %-transform of
(1.18)
linit we define
ft-l
1:" f(kT) ~ g[(nT)], or g[(n - 1)T] =I f(kT) (1.19)
k~O k-O
We can write a relation between successive values of the sum by noting
Ihis definition and equation (1.19),
K(nT) = g(n - I)Tu(n - I)T + l(nT) (1.20)
Al'plying the z-transform to this eq~ation, we have
~1(z) = zl(9(z) + F(z) (1.21)
SlIlving I'ur ~q(::). we finally oblain
It,ililll ,,,,tI./ilwll'tll,,,·.fl u l
1111111 Iht' tft'liniliun til' Ihc~-ll'Iln!ll'nrm,
.#(,.) _ i
11·11
f('''/'): " - 'I') +1(2~1') ... , . .
,nOn +/(1..1 (1.2,\'
6 THEORY AND APPLICATION OF THE z-TRANSFORM
eo eo
= I
k~O
/l(kT) I Ia(n - k)T]z-1I
n~O
=! {i /l(kT)h[(n -
n-O k~O
k)T]}z-n (1,32)
eo d d ao
,[if] = - Tz I f(nT) - z-n = - Tz - I f(nT)z-fi
II~O dz dz n-O
d
= -Tz -:F(z) (1.36)
dz
Similarly. we cun write
(1.37)
Wllt'l'l'
k >0 and integer (1.38)
I "')'/(11) I
)'" ,=;: It (/~'Jf(:)
.. _....- ( 1,39)
'. ,/(: I)k
Since n varies in integer values from zero to infinity and m also varies
in integer values, we can write for the right-hand side of this equation,
«: 00
== ! /(mT)z-7Jlk 1: z-n (1.46)
", .. 0 11_0
However,
00 'I.
2'1.-" =--, for 1'1.1> 1
.. ~o 'I. - 1
Therefore equation (1.46) can be written
[nllt) ] z z
J[ ! f(mT) == - 2 f(mT)z-mk =
00
-F(zlt) (1.47)
".-0 Z - 1 ",-0 'I. - 1
From equation (1.14), we have for k = 1
'I. - 1
:J[Vf(nT)] = -.~(=) ( 1.4K)
.::
lIsing this cqulltinn in (1.47) we tinnily nhillin
:J'(:') - .JIVf.(,"nl ( 1.49)
%-TRANSFORM DEFINITION AND THEOREMS 9
This theorem is very important in obtaining the inverse z-transform of
special functions of ~ (z) containing essential singularities. These functions
are discussed in detail in the next section.
We introduce the following additional theorems whose proofs are left
as an exercise to the reader.
1[.!
oa f(t, a)] = .!
oa 9'"(%, a) (1.50)
WIIl'II .... ( ,) is I~iv"n :as a funl'lillll an:llylic I'm 1:1> R (lind lit ;: ,... 'I').
Iii,' v:III", 111'/(11 /') ,'an h,' j'l'mlily Ilhl:ainl'd as the l'IICnki,'nt III' .. " ill Ihe
I"'WI'I "'I i," "'Pilll,illll (T:aylm"s ",· .. il·s) nl' :~ (~) IlS " l'ullctiull "I' .: I.
10 THEORY AND APPLICATION OF THE 'I.-TRANSFORM
Thus it is noticed that f(nT) can be read off as the coefficient ofz- n and
so can values off at other instants of time.
If §l(z) is given as a ratio of two polynomials in 'I.-I, the coefficients
f(On, . •. ,f(nT) are obtained as follows:
(1.57)
The inverse of this equation f(nT) can be obtained as the sum of the
individual inverses obtained from the expansion, that is,
When ~ (z) has simple zeros only, the residue at a simple singularity lJ is
given by
lim (z - a).:F(z)z,,-1
: 'n
= lim [(Z -
:-a
a) ,;fez)
~(Z)
zn-1J (1.63)
Imaginary
I'/)"~!; of
:!i ( .. )
POLES OF ~(Z) ARE NOT GIVEN IN A FACTORED FORM, BUT ARE SIMPLE.
The residue at the singularity am is
where
~'(z) = d~(z) (1.65)
dz.
/F(Z) HAS MULTIPLE POLES. The residue at a kth-order pole of !F(z) is
given by the following expression: residue at kth-order pole at a,
The inverse of e-z /, can be readily obtained from the series expansion
(1.69)
m"O
-=-- 1)m
2'"m!
(1.70)
The function .f:(h!l) hm; :1 hmllch cut in the !I-phme thut extends from
Icrn h) minus unily liS lIhUWIl in Fig. 1.3. By lIsing c'Iulltiun (J.lIO), the
inwl"sc is ~ivcll
.
1~1I'1') = .J II;F(lII/)]
,
.I,~.
= 2fT.i I. (It:f.-..!)'',,II 1,/11
I' /1 • •
( 1.77)
Imaginary
y-plane
Real
A c
-1.0 ) o
z;; e-jlr
r(m)r(1 - m) = -?!-
sm ."m
(1.82)
we finally obtain
l(nT) = b"
rCn
not + l)
+ l)r(<x - n + 1)
= (<x) b"
n
(1.83)
~(z) = (z ~ bJ = (1 + bz- 1 )-
«: 1 d"(1 + bz-I)'·I _
=I-
II~O n! (dz- 1)" .-1_
z II (1.85)
0
Equation (1.85) yields
ao J
~(z) = I - ex(ex - I)(ex - 2) ... (0: - n +I)b"z- II (1.86)
11=0 n!
We know that
r(O( + I) = at(~ - 1')(7. - 2) ••• (ex - n + J). r(cx - n+ 1)
(1.87)
and
r(n + I) = n! (1.88)
By using equations (1.87) and (1.88) in equation (1.86).
In nlllny applicalions of discretc systcms and pnrticularly ill Ihe IISl~ tlf
,Ii~itlll l·nrnJllIll~rs in cClntrul systems, Ihe uutput hl'lwccn I hl' slllllpJinl~
instants is vl~ry impnrtant. In SlUdyill~ hyhrid systems (miKl'd dil~itllJ :lIId
111111111", sy!ih'lIls) thl' oUlpll1 iN II \·CllltiIlIlClIlS flllll·tiun IIf lin,,", 11111111111" thl'
.:-trllnsfllnu IIll'lhud is IIClI 'Iuih' IIdl'llllll'" fur II nitklll "Iudy ClI IlIId,
16 THEORY AND APPLICATION OF THE z-TRANSFORM
I(t)
FIGURE 1.4 A fictitiously delayed output to scan values of {(I) other than at I = nT.
A = I - m. O~m~ I
1m [1.-
om fen, m)TlJ = 1.-
om .F(z, m) (1.J04)
MULTIPLICATION BY IT<
1 [-f(t)J
m t
= -T1 z"'-11zco z-m=(
or z m ) d z +)'1m -f(t)
' 1-0 t '
0$ m $ 1 (1.107)
INTEGRATION WITH RESPECT TO I
1m [I ' 1 o
f(l) dl ..,. . T ..
. z .- I
il C)
o'lt(z, til) ,I", +.,. i"'
41
:i>(z, m) (I",
( 1.1(8)
Z-TRANSFORM DEFINITION AND THEOREMS 19
SUMMATION OF SERIES
....
I/(n + m)T == lim ~(z, m), (l.l09)
»-0 %-1
if the sum exists.
INVERSE MODIFIED Z-TRANSFORM. The continuous time function
1(1)1/=<I1-.'I,n)" can be obtained from the modified z-transform by a
process called inverse modified z-transformation, that is,
1(')II~(n-1+"')T == I(n, m)T == J';;,I[~(Z, m)1 (1.110)
Methods similar to those for the inverse z-transform exist for the inverse
modified z-transform, namely the integral formula and the power series.
The integral formula yields the time function in a closed form,
o;;,·J'"(::. m)
Om
=.('( m) +.,"() +I'(z In;:)
II 1m z
1 a
I '1""' ,:"III'III'lclIlII "'/.(111) I~ IIhlilllll'" IIHill,: Ihl' IIc'll'llIlIlI;l1I1 funll IIiN"II""" III Ihr
"1'IM'III'h, I" Ihi" dllll"c'"
20 THEORY AND APPLICATION OF THE z-TRANSFORM
If we let
J~(m) = 0, J;(m) = 0, ... , J~(m) = 0 (1.115)
the solution of this equation for 0 < m < 1 yields the maxima or minima
points. The sign of the second derivative determines which points are
maxima and which are minima. The preceding theorem is very important
in determining the quality of response in discrete systems.
MODIFIED z-TRANSFORM OF A kth DERIVATIVE
J",[flk)(t)] = Tt10"
amt§"(z, m), provided that (1.116)
IimJ'nl(t) = 0 for
1-0
and
f(O) !J(r),f(T) !J(t - T),f(2T) o(t - 2T), ... ,f(nT) 6(t - nT)
(1.122)
<t:- 00
..'/'I~(t - kT)] = 1 00
O(t - kT)e-" dt = e'- ks7 ' ( 1.125)
\\1' IIblain
ae
,...(.~) ~ ,Y'[!*(t)] = 2 !(nT)e- nT• ( 1.126)
n-O
.'~(:) - /'.(
, .\' >1 • '/,' III : ( I. ) 27)
",
II \\T dl'I\1I1!- ~ "(1 II/')·-'~ '/'( I), WI' I'l'adily t'~lahli .. h Ih(~ ,',,"m'd ion
III~"',~ I I)', I "I.' I :I1lt1 1,1]7) Iwlw('rll IIII' .'·Irall .. rmm IIlId Iht, 1111'1111'1'
11,,"',1111111
(1.129)
where
F(P) = F(s) 1._" = 9'[f(t)] I.~" (1.130)
For the case F(s) has only one degree higher denominator than numer-
ator, Eq, 1.129 should be modified,40
1 f.c+J oo 1
F·(s) = ~(z) 1._e = -, T'
21T} c-loo
F(p)
1- e
-TC.- )
l>
dp + 1f(0+)
(1.132)
~(z) ~ .('[F(s)]
= [~ r+C /oo
F(p) ~TC.-l>1 dp + V(O+)] eT'_~ (1.133)
21T} JC-lae 1- e
El'O/uotion of .('[F(s)]
To evaluate §(z), we assume first that F(s) has two degrees in s higher
denominator than numerator; thus we can use equation (1.129), The
path of integration in equation (1.129) should lie in an analytic strip which
does not enclose or pass through the poles of the integrand, This is
assured in view of the restriction imposed on c,
In effecting the line integral, we can readily enclose in a negative sense
(clockwise direction) the poles of 1/1 - (' .Tc. pI in the right half of the
p-plane, or alternatively we may enclose in a positive sense the left half of
t Where ,r - Rr 1.\'1. rI.,. - IIh ....·I\'1I or IIh."llIlr l'''"Y!',!:!'I!"!' til' /'In, If.. , - IIhwi~~u
CI""h~lllulr l'llllyr'W'lIl'"
,,1"\,111 II!'II' "., - II, " - It I' 1/'1 .
%-TRANSFORM DEFINITION AND THEOREMS 23
the plane. Because of the assumed form of F(s) the integrals on both the
infinite semicircles are zero.
If we integrate along the left half p-plane as shown in Fig. 1.S equation
(1.129) becomes
·~(%)I.~,7'O = -.
I
2fT)
t F(p) I- T ( ' dp
1 - e "'J)
(1.134)
If f~s) has only simple poles, the integral using Cauchy's formula yields
I he sum of the residue of the function in the closed path, that is,
~(z) = rontAor
~ residue of A(p)
B(p) 1 - e
~ IJ
T I
e- , .~e7'o
(1.135)
m",
where
(1.137)
wh~'rc S •• Sz, S3, ••• , s" are the simple roots of B(s) = 0, and
B'(s,,) = dB
ds
I sa ••
(1.138)
Imaginary
c+jfJO x
.f ....... ~
jt"'''- x p-plane
II / Poles 01
!\.·(II)
X
x
I
....... Poles 0 1 - - -
,, ,,'MY.
)( x;'- 1- ,.-T/o-p)
I 0,0
,.' x
\ q "
'~ .......
--- ...•.... ...
/
, p-plane
Poles of
\
.,
\
\
F(pJ
I
x ---.l'2 .. I Real
X
J-
I
xt T 'f
x I
I
x JI
}$.k ....
c -joo
'"
FIGURE 1.6 Path of integration in the right half of the p-plane.
1 , I
F*(s) = ..2'[J*(I)] = -.
217)
F(p)
] -
- T ( ) dp
e I-P
(1.139)
(I. 142)
EXAMPLE
(iiven F(s) = 1'( I - /3)SII 1",2R, ~ > o.
f/ > O. and noninteger, we obtain
..... (.:) ~ Z[F(s)] as follows:
\Ising the contour integration of equation (1.129). we can write for
,. . I
1 iC+iOC 'rJI 1I-lr(1 R)
.F(z) = Z[F(s)] = -. e p -.1:- I' dp (1.144)
27TJ c-;-,; I - Z e
The integrand has a branch cut (for ~ not integer) in the left half of
lIu' plane. Using Cauchy's formula the integral of equation (1.144) is
"lllIivalcnt 10 integration around the branch cut as shown in Fig. 1.7.
lit-lin'
(1.145)
c +joo
fl-plane
J' u
-om
Rf'1I1
\
\ f'" 1,'·-'·
\ ,,
, "-
..... ,
111,1 'itl I I I',"h III IIIh'I~IIII""1 ,111111111111 hllllll h 1111
26 THEORY AND APPLICATION OF THE z-TRANSFORM
Setting p = xe/'ff on r I' and p = xe -/.. on r 2' and noting that the integral
around r 0 vanishes, we have
= 1-
r(fJ)
i""
0
e-a"xfJ - 1 dx
1 - z-l e-.,
(1.146)
i"
We note from integral tables that
-If'" fJ-l
e Xl
o 1 - z- e-'"
dx = r(p)lI>(z-l, p, (X), {J > 0, (X > 0 (l.I47)
which is the definition of the z-transform oif(t) = 1/(1 + (X)II, for P> 0,
a > 0, and T = 1. This result is expected because
f(t) = g.>-l[F(s)] = g.>-l[r(l - P)S,s-le,,·] = 1/(t + (X),s
for all p's different from I, 2. 3. 0 0 0 0
:!F(z, m)I ••
1
= -. Z-l
lei-loO F(p)e mpT
,.T. t
-TIs- I dp,
27T} 0-1oe 1- e P
o~ m < 1 (1.152)
It is noticed from the preceding that to evaluate this integral we require
the change of variable parameter from m through A = I - m, so as to
ICCI the term e mpT such that the integral vanishes on the left haIf infinite
\cmi-circle. Furthermore, equation (1.152) constitutes the relationship between
:~ (2:, m) and F( s)j thus we define
- A
~(z, m) = Zm[F(s)) = -.t
Z-l
lC+i F(p)e mll'lo
", , I
-Tls- ,) dp,
27T} c-Joe 1- e I
o~ m < t (1.153)
Inlcgrating in the left-half plane and assuming F(s) has regular singular-
cq uation (1.153) becomes
1111''',
_
, pnlraof
. F( )emllT
.'1" (z m) = Z-l ~ resIdue of ---,,,-P,,-:::---:
l_e llTz- 1 '
Jo'(p)
~ m<1 °
(1.154)
Wllt'n I'~s) = A(s)/B(s) has simple poles, equation (1.154) can be
1'\ Jlll'~sed as
N A(s) e",snT ]
:~(z, m) = Z-l [ ~. --" ---..,..- o~ m < 1
n ·1 B'(s,,) I - e-TIS-'nl z~.T"
(I.I 55)
\\ 111"11' ·\'s, .f:!, ••• ,s-" arc thc simple roots of R(s) = 0, and B'(s,,) = ~: I
,. "'n
I.dlh' II of Ihe Appcndix lists extensive forms of the modified z-
II,tll',l'ollll for variolls forms of (i(s) or F(.f). This lahle can also he lIsed
I" "blalll :(/(.') ,:-I(i(s)llIsin~ the relalionship in clilialion (1.157).
''1110111011\ (I.I ~4) :Inti (1.155) arc :llsCl valid for", . , I, pl'llVilkti /-'(.1')
h,I·. 1"01 dITI'I'I'~ In .\' highl'" tll'lIolllillalnr Ihall 11111111'1'01101'. Il0wl'wl'. if
II I' Jril·. olliv lillI' tll'/~I't'I' in ,I' high,'!, tll'lIolllillalor Ihall 1I1111H'1':t11l1'.
''III,SIl'"l'' (I 1'1·1) :11111 (1,1 "'I) yidd rill' Ilwi!' inwl~I's, if tli.,nlllll1l1lilil·S
I \1',1. IIII' "lilli,,,, III 1111' "'1'1 .. illl· "I' 1111' di~I·ClIllillllilil·'. Thr vllltll' al I 0
'lllllllid Ill' III~I'II a', 1111 -. \I .111111 .... /1·111
28 THEORY AND APPLICATION OF THE Z-TRANSfORM
Tv
,... ........., ---0 '8(z)
oE~) X~ I
G(s} ~ I 0 Cis). '8 (z. m)
t It should be nOled Ihlll ir we lei", == I inside the SIInlJ11illilln lind before slimming,
this equation should he IlIl1llilird us
1"·f.I, -
I A
, ~ I'
," (
.f
J.,,)
I II.,. I 6,(11".
I. ".
Z-TRANSFORM DEFINITION AND TflEOREMS 29
T .-
,..../~ - - - < ) 'If(l)
I
R(s) +
I (.'(s). ~ (z. m)
or
1"(,(:;) ,;1 Z[C(s)] = 1,"(=Y1(z), where t(::) = £*(s)l. r- I hI!
( 1.160)
lhe modified z-transform of equation (I.J 59) is
'fi(.:, 11/) ~ Z",[C(s)] = t(z)~(z, m) (1.161)
ft.'(
, :,'" ) = "Y [r»)
,,"'n \. (s = ';/J()
,'71 Z
~(z" m) ( 1.165)
1+ ,*,'~(z)
W,' I'an alslI ohtain Ihe syslem transfer function of any configuration
III ·.al1lpl~d-data or di~ital control system, In later chapters some of these
W·.II·I .... will h,l' .. I udicd in nHlI'I.' detail.
THEOREM:
(1.166)
Proof: From the infinite series form of the z-transform, we can write the
following relations:
1 "'QOO
Z[G(s}] = - 2 G(s + jkw,} + !g(O+} (t.t67)
T",--oo
1
Z[G(s}G( -s)] =....:.
"'.I
-00 G(s + jkw,}G( -s - jkw,) (J.168)
T "'--00
Letting s - jw in this expression and noting that G(jw) is the conjugate
of (I( -jw), we find that
1
Z[G(s}G( -S»)._I", = - 2 IG(jw + jkw,W
'=00 (1.169)
T "'--00
From the infinite series form of the modified z-transform, the following
can be written: .
G*(jw, m) =.!. "ioo G(jw + jnw,)e-m-m)(",+"""IT,
Tn--oo
o~ m < 1 (1.170)
Let
(1.171)
Then
G*(jw, m} =! "'ioo G{jw + jkw,}eifl-m)(",tk""IT,
T",--oo
o~ m < 1 (1.172)
Multiply equation (1.170) by (1.172) and note that since G(jw) is the
transform of a real valued function,
~(jw) = G( - jw) (1.173)
Thus
1 ["_00
IG*{jw, m)1 2 ="2 2 IGUw + jnw,W1
T "--00
n=eQ) 1c-co
+ 2 k-2
tl· 'f! fl.
G{jw + jnflJ,)
IIlk
I III Ihl'II1111 I'l', Ihe same funclion can l)l' ohtained from e1lualitlll (1.118)
11\1 II ',III f'. IIIl' iIIV1'I'SC 1.11 plncl' I!'ailSI'llI'll!. lIenee we hll VI: the 1'1111 owing
hlt'l1lll y
1(1l1, I" '1 ",I',. .'" ..'/' 'II"(.~)I ....' J",'I:~(;:, IIIlI.
n':III<I, " - ill\t')I,I'" O.II! I)
32 THEORY AND APPLICATION OF THE z-TRANSFORM
In some practical situations the form of F(s) contains combinations of
both eT • and s (mixed form), and thus the inverse Laplace transform
yields the time function as an infinite series. However, by using the
inverse modified z-transform, we obtain a closed form for the time
function.
This procedure is advantageously utilized to obtain (I) a closed form
for a convergent infinite Fourier series, (2) a closed form solution for the
response of a linear time invariant circuit to general periodic inputs, and
(3) the steady-state response (in a closed form) of such circuits by applying
the final value theorem for the modified z-transform. To explain in
detail these applications, we shall discuss the following three cases.
I:: /I ,.,' l , .. t ..
lI<m<1 (1.IH7)
Z-TRANSFORM DEFINITION AND THEOREMS 33
The steady-state response is obtained by applying the final value theorem
-amT
C(/)$"
.-1
= lim (z - I)SF(z, m) = e
1- e
-a1' , 0< m <1
( 1.188)
Multiplying the numerator and denominator respectively by e4 T , we get
e"TU-mJ
c( I)
."
= ---=--
e"T _ I
( 1.189)
111'1 iVl' Ihe general equation for i(I). the current in the RL circuit shown in
I 'I'. 1.1 () when e(1), the applied voltage, is the periodic saw tooth voltage
"I,"" 11 in Fig. 1.11. Assume zero initial conditions, The Laplace trans-
""111 or the voltage £(s) is given as
i (t)
II \I . _1_,_, [~( I - e·-I,,) _ khe-''']
- (' ~. 52 S
R
I - (I + 0.4S)e-O.4.
(1.191)
(' ',. .. eW
IIII' 1IIIIl'Il1 Iransrorm /(s) is I.
II \ I
I';h) n.s 1 - (I + 0.4.~)e-O.4.
.,..
I< I 1..\ I 5 (5 + 0.5)
-" 2
FIGURE 1.10
(1.192)
R= 1 ohm
L- 2 henries
.(t) h .. 0.4 second
T= 1.0 second
k-l
/11
~----!_ _~--:~ __
/ InT+h
..£o_...1: __ _+_
T+h nT Time
FIOURE 1.11
The total response for region 1 is obtained by using the inverse modified
%-transform as follows:
.(n, m )T ==
I -. i
1 -Z"-l- (2z - t.185 e-mIl + m -
2.".) r z - 1 z - 0.607
d% 2)
== 2.071e- mll + m - 2 - 0.07(0.607)n-le-mll,
t == n - 1 + m, 0 :s; m :s; 0.4
n == integer (1.197)
2. 0.4 :s; m :s; t (1.198)
In this region we obtain
i .. == 0.114 e m,l (1.199)
;(n, m)7'- ().1I4,· 111,111 -- «(U07}"). I •• (II - 1 + /PI).
0.4 "'" ". "'" I (1.2(JU)
Z-TRANSFORM DEFINITION AND THEOREMS 35
Therefore, by using the modified z-transform and dividing the inverse
into two regions, we obtain the solution in a closed form. However, if we
had applied the inverse Laplace transform to ./(s), the response would be
obtained as infinite series which is difficult to plot and calculate exactly.
vo•• = lim
,-I
<... [V01(S») = lim
,-1
2kZm[
(s
2
+ (.".IT)J 2)(s + a)J .
(1.203)
By using partial fraction expansion of + (""IT)2J(s + a) or avail-
1/[52
ahle tables of modified z-transforms, Zm[l/(s2 + (.".IT)2)(s + a»), can be
readily obtained.
Thus the steady-state voltage is obtained as follows
Vo•• = [2 +Q
k
(""IT)
2J [ 2e-(J~'I''I' -
I - e (J
cos.".m + QT
'IT
sin .".mJ,
o~ m ~ J (1.204)
III slllllmurizing the application of the final value theorem of the
IIIl11lilictl :-transform to obtain the steady-state response, the following
IWII t':llil'S arc discussed,
, - II HI
.x uilt}
,/ 'j
( ) ",ft) 110(0
I !
(Ill (M
IlCilllU· 1.1'-
36 THEORY AND APPLICATION OF THE %-TRANSFORM
CASE 1
(1.205)
where F 1(s) is a rational function of s and has a final value /ls' that can be
obtained from the lim sF(s). Hence the steady-state response
.-0
(J .206a)
CASE 2
(1.206b)
Laplace-Slieltjes inlegral4.5
This transform integral is defined as
,..--
I
3T
2T
T
-3T
I
-TI
I
I
I
I
I
I
__ ...JI
III Ihi!; method. absolute convergence of the series is assumed, that is,
coo
I Ij(nT)z- 7I lz_ t f" ~ M (1.209)
71-0
wh,'re M is finite. This condition is satisfied, for example, if j(t) is a
1'"lynomial, but not if j(t) = e,l. The magnitude of Iz-"I"js e-" 7'o, and
II (1.2(9) holds for some a, say ao, it would hold for any a > ao.
!lased on this definition. the use of Dirac (delta) function in the defini-
111111nr the =-lransform could be bypassed and thus retain a certain rigor
III Ihl' mathematics of this transform. It may be noted that the Laplace-
Sllc·lc.ics integral reduces to the one-sided Laplace transform when ~(I) = I.
;y=Ix
4 r--
I
3
2
where Iy(x) denotes the jump function of y(x). If y(x) == :c, the jump
function of y(:c) is as shown in Fig. 1.14 and gives
00
Iy(:c) == I:c == Irp(:c - r) (1.212)
r-l
1.ollren/-Cauchy·s transjorm lO
II .... lransfurm is again related to the z-transform or the generating
'ullrlinn method and is defined as
(1.219)
,- Transform method!3
This transform, which is applicable to sampled-data systems and to
certain difference equations, is defined as
co
ya, e) = ~~Y ..+a} = I y,,+&(l + ,)-R,
'--I.
, =e •- t,
n-O
0 ~ e~ 1 n = 0, I, 2, . . . (1.223)
The inverse integral transform is given by
y,,+& =~ .1
2'1TJ Jpole8 or Ule
Ya, e)(1 + ,)"-1 d"
Intesrand
o s: e s: I, n = 0, I, i, ... (1.224)
The advantage of this transform is that the Laplace transform is readily
obtainable as a limiting process, that is,
For IIltT we can write e-" 7\ and thus the identity between the operator
f* and the z-transform can be established. The modified z-transform can
be also obtained from Mikusinski's calculus by introducing a parametric
operator with respect to the parameter l:!. 1 - m. This operator is =
defined in the whole domain 0 ~ l:!. < I, 0 ~ t < co.
In concluding this section of the survey of the various transform
methods, we may mention that any of the methods could be effectively
used in the treatment of discrete systems. They represent one and the
same thing with different form or notation. Which method is preferred
depends on the ease and familiarity to the reader.
From equations (1.55) and (1.56), (letting qo = I). we obtain the time
l'ocfficients f(11 T) as follows:
f(OT) = Po
f(l T) = Pl - f(OT)ql
f(2T) = P2 - '1./(1 T) - qd(OT) (I)
f(nT) = q2 ql o
for 11 ~ I (2)
q" q" 1
,llId 110 n ~-= Pn.
Iqllalillll (2) is readily used ror f,,(m) by suhslitliling for I'll' Jl,,(m).
11I1I11I'11II1l1l',llll'l'lIl'l1kit'III'/;"A(k>- I)t'all hcoblaillcd as
"
III I A ~ I;, ,A ,If, (.1 )
, I
42 THEORY AND APPLICATION OF THE %-TRANSFORM
REFERENCES
1. DeMoivre, Miscellanes Analytica de Seriebus et Quatratoris, London, 1730.
2. Laplace, P. S., Theorie Analytique de Probabilities, Part I: Du Calcul des Functions
Generatrices, Paris, 1812.
3. Seal, H. L., "The Historical Development of the Use of Generating Functions in
Probability Theory," Mitteilungen der Jlereinigung Schweizerincher Verischerungs
Mathematiker, Bern, Switzerland, Vol. 49, 1949, pp. 209-228.
4. Widder, D. V., The Laplace Transform, Princeton University Press, Princeton,
New Jersey, 1946.
S. Helm, H. A., "The z-Transformation," B.S.T. Journal, Vol. 38, No.1, 19S6, pp.
177-196.
6. Stone, W. M., "A List of Generalized Laplace Transforms," Iowa State College
Journal of Science, Vol. 22,1948, p. 21S.
7. Gardner, M. F., and J. L. Barnes, Transients in Linear Systems, John Wiley and Sons,
~ew York, 1942, Chapter 9.
8. Fort, T., "Linear Difference Equations and the Dirichlet Series Transform," Am.
Math. Monthly, Vol. 62, No.9, 1955, p. 241.
9. Tsypkin, Y. Z., Theory of Pulse Systems, State Press for Physics and Mathematical
Literature, Moscow, 19S8 (in Russian).
10. Ku, Y. H., and A. A. Wolf, "Laurent-Cauchy Transform for Analysis of Linear
Systems Described by Differential-Difference and Sum Equations," Proc. IRE, Vol.
48, May 1960, pp. 923-931.
II. Brown, B. M., "Application of Operational Methods to Sampling and Inter-
polating Systems," IFAC Proc., Vol. 3, pp. 1272-1276.
12. Van Der Pol, Balth, and H. Bremmer, Operational Calculus Based on Two-Sided
Laplace Integral, Cambridge University Press, London, 1950.
13. TsChauner, J., Einfiihrung in die Theorie der Abtastsysteme, Verlag R. Oldenbourg,
Munich,1960.
14. Jury, E. r.. Sampled-Data Control Systems. John Wiley and Sons, New York, 19S8.
IS. Ragauini, J. R., and G. F. Franklin, Sampled-Data Control Systems, McGraw-
Hill Book Co., New York, 1959.
16. Tou, J. T., Digital and Sampled-Data Control Systems, McGraw-Hili Book Co.,
New York, 1959.
17. Jury, E. I., and F. J. Mullin, "A Note on the Operational Solution of Linear Differ-
ence Equations," J.F.I., Vol. 266, No.3, September 1958, pp. 189-205.
18. Neufeld, J., "On the Operational Solution of Linear Mixed Difference Differential
Equations," Cambridge Phil. Soc., Vol. 30, 1934, p. 289.
19. Bridgland, T. F., Jr., "A Linear Algebraic Formulation of the Theory of Sampled-
Data Control," J. Soc. Indust. Appl. Math., Vol. 7, No.4, December 1959, p. 431.
20. James H., N. Nichols, and R. Phillips, Theory of SerIH)meC'hani.fnrs, M.I.T. Rad.
Lab. Series No. 2S, McGraw-Hili Book Co., Ncw York, 1947, Ch. S.
21. Meschkowski, H., Di,ffc',,'"z,'ng',';c'I""!I{I'", (illttcngcn Vllndenhucsch 111111 Ruprecht,
Basclund Stuttgllrt, JlJ~').
22. M."l1tel, I'., 1.1'e"III.r .mr 11'.1' H"I'/IIUII,'I',' rt 1.l'lIf.r AI'I,III·lItf",I.f, (illUlhicl' Villllrll,
1'lIri~, 1·'~7.
%-TRANSFORM DEFINITION AND THEOREMS 43
23. Miller, K. S., An Introduction to the Calculus of Finite DiJference and Differential
Equations. Henry Holt and Co., New York, 1960.
24. Kaplan, W., Operational Methods for Linear Systems, Addison-Wesley Publishing
Co., Reading. Massachusetts, 1962.
25. Aseltine, John A., Transform Method in Linear Systems, McGraw-Hili Book Co.,
New York, 1958.
26. Cheng, D. K., Analysis of Linear Systems, Addison-Wesley Publishing Co., Reading,
Massachusetts. 1959.
27. Jury. E. r.. "Contribution to the Modified z-Transform Theory," J. Frankli"
Itlsl .• Vol. 270, No.2, 1960, pp. 114-124.
28. Tsypkin, Y. Z., DiJferenzenleichungen der Impuls-und Regeltchnik, Veb Verlag
Technik. Berlin, 1956.
29. Doetsch. G .• Handbuch dl.'r Laplace Transformation, Birkhauser Verlag, Basel and
Stuttgart, 1956.
JO. Friedland. B., "Theory of Time-Varying Sampled-Data Systems." Dept. of Electri-
c;11 Engineering Technical Report T-19/B. Columbia University, Ncw York. 1956.
.11. Barker, R. H., "The Pulse Transfer Function and its Application to Sampling
Scrvo Systems." PrOf. 1.£,£,. (London), Vol. 99. Part IV. 1952. pp. 202-317.
12. Lago. G. V.• "Additions to z-Transformation Theory for Sampled-Data Systems."
"'rtll/.~. A.I.E.E., Vol. 74, Part II. 1955. pp. 403-408.
1.1. Truxal, J. G., Automatic Feedback System Synthesi.s, McGraw-Hill Book Co.,
New York, 1955.
1.\. I.awden. D. F.• "A General Theory of Sampling Servo Systems." PrOf. I.E.E.
II "mlon). Vol. 98. Part IV, 1951, pp. 31-36.
1\. Ragazzini. J. R., and L. A. Zadeh. "Analysis of Sampled-Data Systems." Trans.
·I.I.!:'./:·.• Vol. 71. ParI II. 1952. pp. 225-232. i
lit. l'l'ccman, H.• and O. Lowenschuss. "Bibli6graphy of Sampled-Data Control
S~'~ICIllS ami :-Transform Applications," I.R.E. Trans. IAulomalic Control (PGAC).
Mardi 1958. pp. 28-30. .
t I JIII'Y, F. 1.. and C. A. Gaitieri, "A Note on thefnvenk z-Transform." I.R.E. Trans.
I 'II'/lil l1l1'rJI:r (Ctlrrl'sp(mc/{'I/('e), Vol. CT-9, Septe r 1961, PP', 371-374.
tK. Mllri. M.• "Statistical Treatment of Sampled- ala Control Systems for Actual
1(.111<111111 Inputs," Trun.~. ASME, Vol. 80. No.2, February 1958.
N . .Iury. E. 1., "A Notc on the Steady-State Respon~ of Linear Time-Invariant Sys-
"·111·.... I.R.I,·. Prllc. «·tll'rI'.rptlllt/I'l/fl.'), Vol. 48, No.5, May 1960.
·111 Wi1t~, (', 11.. 1'l'il/rip"·.I· tlf FC'l'db(lck etlllimi. Addison-Wesley Publishing Co.
1I.·.ulilig. M;I~sachllsc\ls. 11)(,0 (Appcmlix n. p. 261).
·11 I )OIcI,,:h. (;uslav, (;lIid.· 111111.· Al'l'li('(llitllu ..rl.(ll'lm·,· Tr(l/I.rji'rm, D. Viln Nostrand
t 01 01'1(.1. (·h. 4.
I,' l\'ltl.u,ill,J..i •.Iall. 01",,,,,'i,,,,,,1 (,,,1"11111,,. i>cl'J:alllnn I'rcs~, Ncw Yllrk. V.. 1. K, 1')5').
II 1'.1'."'111. Iialln·hm·. "lh'lallll/l,hip 1ll'IWC\'1I MiJ..u~ill\J..i·s 0p"rauIIlIal ('"I,'ullls alld
lilt' 1\1."hll.·.1 11.",,1 .."11." Ma''''1 IIfS.-i,·tIl·,· I'I"i",·I. ''''1'1. .. I' I .I .• tllllVl't',ily Clf
t ,lhlllllll;l. "'·It.,·I,·y ..hllll· 1'1,.. (111111"1 ',up"lvhlllll .. llh,· :lIl1hlll).
+I lit "" II. II 1\1. /I,.. 1111111"'/11,,1,...,1 n"·,,, I' ,./1 ",,',1/ ,\"·,It,·"". I.. hll Wlh-y .111.1 S....•••
I It \\ \ til". 1"" I. t h I I
44 THEORY AND APPLICATION OF THE %-TRANSFORM
4S. Volgin, L. N., Elements of the Theory of Control Machines, Soviet Series, Moscow,
1962.
46. Kuo, B. C., Analysis and Synthesis of Sampled-Dala Control Systems, Prentice-
Hall, Englewood Cliffs, New Jersey, 1963.
47. Tsypkin, Y. Z., Theory of Linear Sampled-DQtQ Systems, State Press for Physics and
Mathematical Literature, Moscow, 1963 (in Russian).
48. Tamburelli, 0., Alternate;:..Transform, Alta Frequenza, Vol. 30. No. lQ, October
1961, pp.74S-7S0.
2
z-TRANSFORM METHOD OF
SOLUTrON OF LINEAR
DIFFERENCE EQUATIONS
tI,lind h, are constants, Y .. is the forcing function and is known for all
villues of n ~ O. It is desired to find z". z" and Y,. are both functions of
thr pnmmeter 1= nT. Assuming T = I in all the discussions of this
dUlpter. I = n. where n is an integer equal to or greater than zero.
Tilking the z-transform of equation (2.1). we obtain
(2.2)
wIH~I'l' .'1'(:) ~ j[znJ. qv(z) ~ 1[Y,.], and zl' Ys are the initial conditions.
SCllvill~ equation (2.2) for ~(z), we obtain
:"(z) =
'W(z) i
1-0
biZ; + f QiZi(I1Z/Z-/) -
;-0 1-0
f b•.zi(!yr- /)
;=0 1-0
p
IQ;Zi
i-O (2.3)
The inverse z-transformation zn A 1-1[.~(z)J can be accomplished by
""illf~ Cauchy's integral formula, the power series expansion, the partial
II IIl·tiCln expnnsion, or the available table of inverse z-transforms. It is
"l'plln~III frum the foregoing that initial conditions are readily inserted
IIl1hlllllllicnlly ut the start, thus avoiding evaluating the integration con-
IIIIIlIls liS in the clnssical solution of difference equations. This fact with
Iht' Wit' III' lahles of z-transform pairs indicates that this method of solution
I... " ,'(,l'llIin ndv~\Otages over the other methods.
Thl" l"xtellsinn of the z-transform to solution of simultaneous linear
,hllrlrlll't' "'JlUltions with constant coefficients can be performed in a
11111111111 fllshilln ns for the preceding case.
II.IIISTR.ATIVE EXAMPLE·'
II Irll"il'ed tn find the current in the nth loop i" for the ladder network
III
IIhuWII ill H~. 2,1. Assume all the resistances except the load R£ have
Ihr slime villue It
(2.4)
Equation 2.4 is true for any n except -I and k - I (the beginning and
end loops). Equation (2.4) with end conditions is sufficient to describe
the network.
Applying the z-transformation to equation (2.4) and dividing by R, we
obtain
,F(z) - 3:f(z) + 3z;0 + z2.1(Z} - Z2;0 - zi\ = 0 (2.5)
!oillh /"n ::
J"5., (2.12)
2
• IIII'. 1'11",1111111 nlll hI' III", Wlilh'n inn 1'111'111 ~lIilllhll' fill IlIhll' rnllil'~ ;IS
I'ere /;(1) and gi(l) are arbitrary periodic functions of the independent
vllriahle I with periods equal to unity.
UcclIuse of the periodicity of/;(I) and gi(t), we can replace these functions
hy 1;(111) and gi(m) , respectively, where m is a parameter which varies
frolll zero to unity. With this change of variable equation (2.13) becomes
p (/
x(n + p + m) = i-O
~ };(m)xn+i + ~ gi(m)Yn+i
i-O
(2.14)
o~ m ~ 1 (2.16)
= i~.r.(m)Zfr(Z) - XXSZ-1J
,q"(z, m) =
C?!I(Z)[
11+1
f g1(1)zi f h(m)z' + I
.-0 .-0
Q
gi(m)zi
]
1\ 111'11' III" ~'lldlkil'lIl!1 ur ."" II' ."". /1" .1_ !/" Clrc pcriodic.
IIII' IIlllllilkd :-lransJ'1lI'1II ul'CtluHtion 12.21) givcs
l.}I:f'(1..m) Ix(rn 'l)+x(mh Il}
(2.~K2 1.5.'2c' III m)l,
1·"'( l) xIII (I c' "').'1"( l)
. Ie,. "' I '" 1) 1.1 .y( 1.) )'11 I
I 1I.oIIH II ,. "''''''11.1 c.'.J ,,)
50 THEORY AND APPLICATION OF THE Z-TRANSFORM
1.6
1.4
1.2
t 1.0
0.8
-=-
wO. 6
0.4
0.2
°0~~--~--~~~~--~--~~~~9
ra_
FIGURE 2.2 Particular solution for 1/.. = a unit step.
- (1 - e-m)~'(z) + (1 - e- m)-%-
%- 1
%2
+ (e- m + m - 1 ) - -
21 - 1
- (e- m + m - 1)% (2.25)
The initial value 2:(m) can be obtained from equation (2.21) by letting
n = -I to give
x(m)losms 1 = yo(e- m + m - 1) = e-'" +m - I (2.26)
Substituting equation (2.24) and (2.26) in equation (2.25) an~l. expandinl
in powers of Z·". we ohtain the particulnr Rulution .t·pC z. m) "~ f()lIuw!l:
z:"p(:' III) .... (I' III ·1 III" I): II -I- (O..\fIH I O.t,]2m)..: I
,1m[c'(t
a
+ n)] = 'om Im[C(1 + n)]
= PI z-fte-Ikls)'n+ml
COl
(2.38)
n-O
The coefficient of z-n will give the respon5c (',,(m) and if we cVlllulltC
this for all n we get the cnmplclc rcspnnllc.
UI(..
z·.,M. t" ) - I'11-0
" ..
... M
","~ I-(Ie/:)(II f·",W (2.11)
v~n III
Z-TRANSFORM SOLUTION OF LINEAR DIFFERENCE EQUATIONS 53
This can be simplified as
f'L7(
Z'l)' z, m) ~ Z-/~
= (J £.. £..
[-k(/ +m- p)]p (2.40)
1-0 ".0 p!
The coefficient of Z-I is
ez(m) = {J ±
'P~O
(-k)"(/ +m-
p!
p)'P (2.41)
e(t)
z
a' ~(z, m) + ama 'l(z, m) + 0.3'.-(a, ttl)
amI
= _1_ + 0.3[ mT + __
T_ ..] (2.46)
%- 1 %- 1 (% - 1)1
Treating z as constant, (2.46) is solved as a differential equation in m, land
noting that T the sampling period = I, we obtain
where Al and AI are functions of % and $1> Sa are roots of the characteristic
equation
ZSI + s + 0.3 = 0,
.
that IS, S1,I =
-1 ± I - 1.2%
2%
J
(2.48)
X e,.m + Z +~ (2.53)
(z - 1)1 (z - 1) ,/
I
Expanding equation (2.53) in negative powers of z and identifying the
coefficients of z-l, %-2•••• gives the system response for all time. Although
this looks formidable, considerable simplification will result if we are
..1'IAN.'UIM ICILllTION CJ. I.INIIAI 1'"'I'II.IINe'• ..,LlATIUNIl "
=
(z -
.:
1)1
- _1_[ I z-ne,·n -l: z-ne,tn]
SI - S8 n-O n-O
Z 1
= - -- ICICo
(z-nens, - z-nen'l )
(z - 1)1 SI - S8 n~1
z ~. e"" - en••
= -
(z - 1)1 ".1
"z -ft
SI - sa
(2.54)
1,'l'Il1n tables53
(2.55)
where
-1 ± ../1 - 1.2z
SI,I = 2z (2.56)
en•• - e'lIl nl n3 2 a
---- = n +- (S, + Sa) + - (SI + SIS8 + Sa)
SI - Sa 2! 3!
•
~ M + s~sa + SIS~ + S~) •.•
+ 4! .
7
+ !!... (Z-8 - 1.5z-5 + 0.54z-4 - 0.027z-3)
7!
8
- ~ (z-' - 1.8z-8 + 0.9z-5 - 0.108z-4)
8!
+ !!...•(Z-R _ 2.1z-7 + 1.35z-8 - 0.27z-&
9!
+ 0.OO81z-4) + ...J (2.59)
• 1\ ~llCl\lld he 111111'11111111 "10(',0) I. 11111 tll'1I1I1I11I1I .,I'lh" I 11'1111\1'111'111, 111111 i'l, '(.(~).
z-TRANSFORM SOLlJTlON OF LINEAR DIFFERENCE EQUATIONS 57
or
~"N(Z) == N 1 [zN:co + (aN-I' •• )q;'tNCz) + ...
z - (aN-I' •• ao)
+ QN-ll{!J(lc+lIN-a(Z) + I{!JIt+lIN-l(z»). (2.65)
We l"eadily obtain :C"N by inverse z-transformation of this equation.
Knowing :CItN we can find :CIt N+l from the first of the series of equation
(2.63). Similarly, :CItN+1 is obtained from the second, and so forth. We
finally obtain :CU:+lI,v.
(2.68)
'1
(.
r'I,,~· )== -I .... :; . -
I
, I f · "
z
I
--- "'"
-~
~ ..
z"- 1. (2.70)
!l'kN(Z) =, % -
1 ,
0.5
X [ Z4zo + 0.125z' + (0.25)( -z') - 0.5z' - ~J
z'-1 z4-1 z4-1 z4-1
(2.72)
with Zo = 0
fr () -1.625z4 (2.73)
Ii:." Z = (%4 _ 0.0625)(z' - 1)
The inverse of this equation yields
26.0 41i:
Z411: = - - [l - <t) ] (2.74)
IS
Since we know
%,111:+1 = 0.5z411: + Y1.k (2.75)
it readily follows that
13.0
Z4k+1 =--
IS
[1 - m ]+ I
4k
(2.76)
Similarly.
13.0 4k
%'k+2 =- - [1 - (!) ] - ! (2.77)
30
%411:+8 = -
13.0
[l - (i) ]
4k
+ 4~ (2,78)
60
where the shift operator E denotes Ef(ll) = f(n I), and g(n) is a known +
forcing function.
Applying the z-transform to equation (2.79), we get, using equation
(1.34)
(2.80)
.V
B(z) = I (ka rr + bk)Zk (2.83)
k=l
and
D(z) = fI(z) + <8(z) (2.84)
It may be noted that equation (2.81) is a first-order differential equation
in the variable z. The solution of this equation is generally known and is
given by the following:
.~(z) = exp[-J B(z) dzJf D(z)
A(z) A(z;) -
exp[f B(z) dzJdZ
A(z)
rI.:
~ ~('/, (~.H7)
I
III ",
I' I
"
, (: 1'1,)'1 ,I I
z-TRANSFORM SOLUTION OF LINEAR DifFERENCE EQUATIONS 61
where
C _ 1 [di-l B(z)(z - «XI] (2.88)
II - (j _ I)! dzi-l A(z) '~"I
Performing the integration in equation (2.87), we have
- f B(z)
A(z)
'" [rl-I C
-dz=~ ~_IJ
I
'_I'_I,,-i(z-Cl,),1-1
-Kln(z-Cl) ,
I I
]
exp - [f -
B(z)
A(z) i~1
] "'+1
dz = II (z - Ot,)-r.i (2.92)
where
Ci = [B(Z)(Z - Oti)] (2.93)
A(z) Z~"I
•:F(z) = II (z -
,\'+1
i~1
Oti)-(;/
• J D(z)·\·+1
-
.4(z)
II(z - Otit, 1dz
1=1
.
.\'+1
+ K II (z - Oti)-C'i (2.94)
i=1
nCAMI'I.I;
III 11m "X:llllple: we shall nn:lly'-c u sumpled-dutu feedback system with
"II III hie' /~:lill. This syslem is shuwn in Fig. 2.4.
,0\·.·.11111111/'. I.~·I·II illilinl cnlUliliulll; :tIIt! lelting (0 .. = a. we h.lYC for the
,,\",11'111
I /I
1'(11 I I) ,,1'(11) - '1(" )
62 THEORY AND APPLICATION OF THE z-TRANSFORM
C"L *'
61(z) T-l T-l ~(z)
'fI(z)
~(z) = k {Z(l - a} + 2a + 1- az + a In z - I}
(I + a)1I z(z - J) t +a z z+a
+K z+a (2.100)
z
Since c(n)ln =0 = lim 'if(z) = 0, K = O. Hence equation (2.100) becomes
z-co
('(n) =
(I
k
+ tI)
I {< I - tl)lI(n - l) + 2(III(n - 2)
+1-
I ··f
tI [R(II)
(I
-t (111(11 .- I U} (2.102)
z-TRANSFORM SOLUTION OF LINEAR DIFFERENCE EQUATIONS 63
where g(n) is defined as
g(n) = 0, for n = 0
-z- <6(z)
z- 1
= -k f zdz
(z - I)
4 + ko (2.105)
(2.109)
"11 nhtnin Ihe integmtinll constant Kt~. we use the following limiting
111'01' 1'111 III\' illili:11 vulllc:
lim '("(.) dU), I ·1· 1\;' = () (2.11())
I I."
111'111'"
1\'-
II (,'.111)
64 THEORY AND APPLICATION OF THE z-TRANSFORM
and n is a parameter.
The substitution function is
%
Yn = J"'(1 + ~ + q) (2.115)
!I:,':. +./I
a
I I
!I" ,0. with !I"IU)
/I! •
a l'U list illl I
1}..117)
z-TRANSFORM SOLUTION OF LINEAR DIFFERENCE EQUATIONS 6S
Let
X" X"
(2.lIS)
JI" = I'(n + I) = n!
Substitutillg the above in (equation 2.117), we have
Cll
X,,+1 + ax,. = 0 (2.119)
Applying the Laplace transform to equation (2.119), and using the
initial value %,,(0) = y,,(O)n!, we get
SX'Hl(S) + aX,,(s) = I (2.120)
Defining the z-transform of X,,(s),
oc
.-l'(z, s) = J'[X lIes)] =,,=0
! X ,,(s)z-" (2.120a)
X,,(s) = (- -a)"[
s
Xo(s) - -I-]
s+a
+--
1
s+a
(2.123)
1 0' Ih,' ,':lM' A·.(.~) () (or 1\. = 0). Ihis etlll:tlinll reduces tn
I' '"
f/"I II (2.127)
II!
66 THEORY AND APPLICATION OF THE Z-TRANSFORM
Input-output relationship
The output at the nth instant may be obtained from the consideration ot
'(,',,(z), where
e" = _1
21Tj
rf~(z).;;fl(z,
J1'
n)z,,-I dz (2.138)
• 1111'. l'll"allly huhb ht,,'mlsl' ill Ilwsc IIiSt'liSsinns wc arc :lsslll1lin~ Ihal nn inpul exisls
1''''1'1'11111/: " n,
68 nlEORY AND APPLICATION OF THE z-TRANSFORM
Determination of ~(z, n)
The system transfer function .JtP(z, n) satisfies a difference equation which
sometimes is easier to solve than the original difference equation (2.128).
To obtain the equation for Jf7(z, n), we take the z-transform of equation
(2.130) with respect to the index k to get
GO co
I A(E- I, n)h(n, k)ZTc = IB(E-\ n)~ntZk (2.139)
k~O Tc-O
(2.141)
and
(2.142)
(2.143)
and
(2.144)
(2.145)
B( -1 ) [fa,(n)z-i - f ai(n)z-iE-i]~(Z' n)
~(z n) = z, n + .:=.:.;;;o_.:..O_ _ _-"i-;;;.:O~----==----
, A(Z-I, n) A(Z-l, n)
(2.14()
or
II
1 a;CII): i[-'po(:, II) - .tI'(::, II - 01
..0°(.,.,.," ) --- /1(: I, '1)
.R
,. I
......
(h'III,1) /I c y (Output)
L-_r-----'--,---o
r-
I II iI/IO ." I \OllIIl'h' fur II,,· v;II'iahlc pulse I'eetlback system.
T-Y
70 THEORY AND APPLICATION OF THE z-TRANSFORM
PFM H;i, I
FIGURE 2.6 Block diagram of the variable pulse feedback system.
RC circuit is used for filtering in the AVe leads to the study of such a
system as shown in Fig. 2.5.
The pulse-frequency modulator (PFM) yields the following equation
The relation between y and :r for Fig. 2.6 is given by the following
differential equation:
y + fly = kx (2.153)
Let
(2.157)
z-TRANSFORM SOLUTION OF LINEAR DIFFERENCE EQUATIONS 71
and assuming oc« 1 or fJh « I, we have from equation (2.156)
yen) = [I - oc(1 + M sin On)]u(n - I)
+ koOty[1 - oc(1 + M sin On)]q(n - I) (2.158)
From Fig. 2.6, we have for the feedback equation
q(n) = u(n) + y(n) (2.159)
Substituting equation (2.159) in equation (2.158), we get
yen) = (1 + k oocy)[1 - oc(1 + M sin !In)]y(n - I)
+ koocy[l - Ot(l + M sin Un)]u(n - I) (2.160)
The frozen transfer function is simply obtained by taking the z-transform
of equation (2.160) and considering n as a parameter [this is seen from
equation (2.149)]. Therefore
,Yfo(z, n)koocy[1 - oc(1 + M sin On)]z-l
= (2.161)
1 - (I + koocy)[l - oc(1 + M sin On)]z-l
If we assume a slow pulse-frequency modulation, that is,
)
ocM« 0 (2.162)
• I h., \llIlIr l'lIlIIlitilili I'll. Mlihilil.Y ellll he pmyell IIll1n if u(,,) ". o.
72 THEORY AND APPLICATION OF THE z-TRANSFORM
For the plots of Figs. 2.7 and 2.8 the preceding condition is satisfied.
Thus the system is stable.
To obtain a better approximation, the first iterative solution from
equation (2.148) could be used, and for this example
~ (
.:n 1
) _
z, n - on
.yp (
0 z, n
) + Ql(n)z-lpof'o(z, n) - .Yt'o(z, n - 1)]
ao(n) + a1(n)z-1
(2.166)
where
Ql(n) = -(1 + k oocy)[1 - oc(1 + M sin On)] (2.167)
ao(n) = 1 (2. 167a)
0.25,..------..------,------.------,
"
I \
I ~lst order approx.
I \
0.20 t-------+--+~---t-----.f....-4i_-----I
0.15 f------+---!--'~_i__--+--~__f+l_+-----I
0.10 f-----+-H---lH~-+-__f_+__!___f__1___+_----l
0.05 t--.",."----+------+-------I-------I
a =0.2
ko"Y = 0.1
M=0.4
n= 7r/2
OL-_____ _____ _____ _ _ _ _. _ J
~
~
~
o 25 50 15 100
/I
FIGURE 2.7 i\XIICllllld npprnxllllilio relll,ulIlIC ur .Ylllcmlll Fig. 2.b rUf II 11101' Inpul.
z-TRANSFORM SOLUTION OF LINEAR DIFFERENCE EQUATIONS 73
0.15
0.10
Oth order approx.~ ~
~
!:"'Exact
~.-=.
a=0.2
= 0.1
k{j'y
M=0.4
0=11'/100
o
o 50 100 150 200 250
n
FIGURE 2.8. Exact and approximate response of system in Fig. 2.6 for a step input.
and
.,g> ( ) _ B(Z-l, n) _ ko«y[(l - «(1 + M sin On»)
.n 0 z, n - -
A(z-t, n) ao(n) + a 1(n)z-1
= __b..!,;l(~n:.....)_ _ (2.168)
ao(n) + a1(n)z-1
It may be noticed that if the pole of '~o(z, n) is inside the unit circle for
all n, so is the pole of £'1(Z, n) and similarly for other higher-order
iterative solutions. The response using the first-order iterative solution is
also shown in Figs. 2.7 and 2.8.
a-I CIO
-I I u(n, m)z-"w- m
.. =0 .... -0
(2.173)
Equation (2.173) can be readily used to obtain zw-transformation of
any order linear partial difference equations. By successive inversion
with respect to wand z, the discrete time function u(n, m) can be obtained.
This procedure is illustrated by the following example.
ILLUSTRATIVE EXAMPLE
We consider in this example a partial difference equation which arises in
probability theory. Obtain u(n, m) which denotes the probability of In
successes in n trials and which satisfy the following partial difference
equation:
u(n + I, m + I) - quell, In + I) - pll(n, m) == () (2.174)
The boundary condition on Ihe n-Itxill ill u( n, 0) ." q" for n .- O. The
number p denotes the prubllhility fur III1CCClIlI in independent scrics or
z-TRANSFORM SOLUTION OF LINEAR DIFFERENCE EQUATIONS 7S
trials, and q = 1 - P denotes the probability of failures. Applying zw-
transform to equation (2.174),
(0,l,m=O
m > O}. Therefore equation (2.175) becomes
zw[U(Z, w) - I (~)-"J
,,-0 q
- qw[U{Z, w) - ,,=0
I (~)-"J
q
- pU(z, w) = 0 (2.176)
III'
lienee,
'1/(%, m) = I (z)-"(
00
- - p)tn = (p/z)m I00 (q)"
- (2.178)
,,-0 q z- q 1 - 4/% ,,~O Z.
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Munich, 1960.
47. Cypkin. J., Theory of Pulse Systems, State Press for Physics and Mlllhel1lllticlll
Literature, Moscow, Russia, 1958 (in Russian).
48. Stone, W. M., "A List of Generalized Laplace Transforms," Iowa Statl' C"II':I{"
Journal of Srience, Vol. 22, April 1948, pp. 215-225.
49. Feller, W., An Introduction to Probability Theory and Its Appliratiol/s, John Wiley
and Sons, New York (second edilion), 1959, Chapter XI.
50. Wloka, J., "Ober die Anwendung der Operatorenreihnung auf Lineare DitTerentilll-
DitTerenzengleichungen mit Konstanten Koeffizienten," J. fur die Riene lind Augewandtl'
Mathematik, Vol. 202, OClober 1959, pp. 107-128.
51. Fi4!vet M., On the Analysis of Feedback Systems with Transportation Lo,f Using
the Modi/h'd z-Tran~rorm, Master of Science Project, Dept. of E. E., University of
Californill, Berkeley, June, 1963.
52. Alper P., TWI} Diml'"sional z-Transforms, Technological University Eleclronics
Labamtory, Delfl-Netherlands, August, 1963.
53. Gradstein, E. S., and E. M. Ryzik, Tables of Integrals, Sums and Products, State
Press for Physical and Mathematical Literature, Moscow, 1962, p. 37, Formula 1.223.
S I A BII.ITY (,ONSIDERATION
SYSTI~MS
'ltll' "I IIII' main pl'Ohlcllls in the study of linear systems is the detel'-
111111.111"11 .. I' stahility. For linear continuous systems, the problem of
·.I,lhlllly 1\'lh'l'~S til the necessary and sufficient condition for the roots of
II" /'oY'oI\'1lI dHlnlt;tcristic equation) to lie in Ihe left half of the s-plane. 8
II ....... nllltlilinlls huve been studied in detail and as a result the criteria of
IIIIIWIII 1~llllthH and of Licnard-Chipart8.38 completely solve the problem
,III'llylll:ally. For linear discrete systems the condition of stability reduces
", .. hlallling the necessary and sufficient condition for the roots of F(z)
1I1I·.I'II'll' system characteristic equation) to lie inside the unit circle in
II ... ·pJ:lnc.!I,17 Although these conditions have been studied by Schur.28
C 'lIhll,~ and Marden,· the final stability criteria to be obtained from these
!"IIWI'S arc mther complicated and not readily applicable for system anal-
~",I" and design. Therefore in this chapter a complete study of this problem
I', IlIlIk,rtaken where the final solution of the stability criteria in the forms
"IIII,terminunt,l table,l2 and division 14 methods are obtained.
Siahility tests within the unit unit circle are very important in many
IIl'lds, For instance, the stability of difference equations with constant or
1"'1 iotiically varying coefficients,21 the stability of limit cycles in nonlinear
tI"l'l'cle systems, the stability test of linear systems with randomly varying
parameters, the convergence of iterative computational rule using digital
1·lImplIlers. 21 the stability of periodic regimes in nonlinear systems with
JlII:~ewise linear characteristics, and many 'others all reduce to stability
1l'~ls within the unit circle. In view of these applications. it is felt that
I'IIncerted efforts should be directed toward stability tests within the unit
!'irde as well as the conditions on the roots distribution of £(z) within the
unit circle.
79
NO IIlIORV ANI! AI'I'IIIAIlCtN III 1111 .IIlANlilltllM
• These outputs are considered only at discrete intervals or time (sampling instants).
For a continuous output or a discrete system, the modified z-transrorm or the output
should be used instead of equation (3.1).
It I 41111 II ~ ' ....... 1111 It" 1111'" 11111 II NI AII III!I' III II ""'111 M'I KI
I hi" I "IlIhll"" "I ·,1,1111"1" Il',ullly 111'1'''''' III "I""I"II'T 1"1"01111111\ Wllh
,,,",.1,1111 ,11111 1"'11,"111 1111'11" 11'111'., 11\1\\'\'\"'1, filII' '.hllllitl Ill' I'XI'II'I\Cd
III .\,1111111". IIII' I h.II,I' 11,,,',111' l'll'lallllll hll ,'OIl'll III Ih,'''' 1'111'111\.
I "I 111111' \ III \ III". ,II',I'II'I!' .. y.. h'JII!' (III II IIII'·VllI yi"~ di IIcl'cncc ell uations),
,, .. 1"11""1"" 1111 ,.llIhlhly ill'p"I"h, 'III the Irilnsfer function .Y/ (:::, II) for
,III \ ,11111", .,1 1/ I hi' 11,'1"1 IIlIlIallllll of stability for the time-varying case is
I.llh"1 III\IIhl',1 illI" 1\ 111"'11,,,,<1 separately.
I'k = {+1
-I
if h(no. k) ~ 0
if h(lIo, k) <0
(3.8)
• An alternate and more precise definition of stability is: A system is stable if for any
input sequence uniformly bounded by I, that is, Ir.1 ~ I. for all k. there is a P < :tJ
'llch that 1('.1 ~ P for all n.
82 THEORY AND APPLICATION OF THE Z-TRANSFORM
From the definition of Jf"(z, n), it follows that the preceding stability
requirement is equivalent to the condition that ~(z, n) be analytic for
Izi ~ 1, which can be shown as follows:
From the definition of £(z, n) we have
n
.;F(z, n) == !h(n, k)zlr-n (3.8b)
A.-O
Letting k == n - j this is equivalent to
n
~(z, n) == I hen, n - j)Z-1 (3.8e)
I~O
It is also known that if this limit is strictly less than unity, the series
{Ih(n, n - j)l} is absolutely convergent and hence for all n there exists an
N such that .
n
! Ih(n, n - i)1 ~ N < 00 (3.S/)
1=0
Hence the necessary and sufficient condition for the stability of linear
time-varying discrete system is that equation (3.8 f) be satisfied for all n,
By a similar reasoning the stability requirement for the time invariant case
discussed in the preceding section can be similarly established.
Bilinear Iransformation:5.9.17
If the closed region 1%1 ~ I is mapped into the region Re [w] ~ 0 of an
auxiliary w-plane, the condition for stability becomes exactly the Hurwitz
condition. The bilinear transformation
z=--
w+l (3.10)
w-l
is the simplest possible mapping of the unit circle into the left half of the
,,·-plane. In this manner the nth-degree polynomial in z is converted to a
ratio of nth-degree polynomials in "' and the numerator is tested for its
fl'WS in the left half of the w-plane.
Let the system characteristic equation in the z-plane be defined by (3.9)
with il ll > O. When mapped into the w-plane by (3.10), the zeros of the
"'-polynomial are given by
b .. >0
(3.11)
The rclutionship between the a,. and b,. is
(3.12)
WIlI'II'
(3.13)
-2,0
z-plane
al 00 0 0 0 0- O_-hl
k = I,
2,,, .,
Dk._1 0 0 an
n
Ok I Ok. "I 00
fl., .... -°t_1 ak. =
"- 0 0 0 00 a I' •• complex
a. I an 0 0 0 00 Ot-I con-
jugate
ofDt
-
On 00
(l.IS)
• III IIIf J'III1I1WhIK lll"I:"N"iUIiN. Ilia rCKll1I \If II plllynomilllllrc also referred to as zeros.
K(, 1'111:11"" ANn Allllllc'AlinN nl' lilt: '-IIANlltnIM
Xt = (3.17)
0 0 0 a1
0 0 0 aD
and
a..-l:+1 a .._1 a ..
a..-k-ta a.. 0
Yk = (3.18)
a.._l 0 0
all 0 0 0
In the first simplification it is readily noticed that the Schur-Cohn
determinant I~tl is reduced to the product of two k-order determinants
which is considerably easier to evaluate than the 2k-order determinant
I~kl. If the ak's are complex. this simplification is no longer possible.
The determinants I Xt ± Ykl can be written in terms of Ale and Ble
which we designate as stability constants as follows.
IXt + Ylel = At + Bk (3.19)
(3.20)
In terms of the stability constants, the stability condition can be written
• The proofs of thes'e simplifications are available in the literature.I,II,II,1G For brevity
of the discussions we only state the useful results.
",,11.·.1 1111 "rllllill I" "IWIII.·.. "'IIIIIIIp, Ih,' "llIhlhl,Y '·1111 .. 11111 .... WI' Ilhlllin
Ih,' IIlh"1 'I111I1,lIlh"IIIIIIIII,
) I h.· """1111,1 11111I1,hll"1I111111 I" Ihe' elluivnlr4'cc ClI' Ihe IUsl cunslruint
I f,,1 111,,1111 1\ !lilliI'll' III1Kih,"y ~·III1"'l'IIilll. This lIimplificaliun is based
1111 Ih,' I'lIl1uwillt'. ich'Jllily:
(3.22)
Sllin' (A". II" .)2 is II pusilive quantity, the last constraint can be
/1'1'1""1',1 hy
II' w,' 1,'1 II" he pOllitive and multiply if necessary, F(z) by minus one,
lit,· lillilll'unsimint IA"I ?2 IB"I can be equivalently replaced by
The importance of this equation lies in the fact that we can terminate
the last constraint by A .. _I - B"_1 ~ 0 only. This is evident since the
constraint on A .. -I + 8 .. _ 1 is necessarily satisfied when the constraints
88 THDORY AND APPI.ICATIDN 0' THI '·TAANIPOIM
=
on F(I), F(-I), and A"..• B" .• a" •• tl.nod. Th, U.,ruhllil or thl.
property will be shown in the dl.cuilion of tho critical onnllrlh" •• will
as in the final formulation of the Itability con.t'ltinta r", low.a,d,r
systems.
=
5. The final property relates to the determinants IXII::i: Y"I - A" B".
and states that by expanding the matrix I X 11_ I :t: Y" _" we can obtain III
other determinants for other values of k from this expansion. Thl. ,.
evident if the determinant is written in detail; we can notice thut It
includes inside itself all the other determinants involved in the stability
constraints. The matrices Xn _ 1 and Yn-l can be easily remembered Ir
their form is noticed as written here in detail.
00 01 Oz °n-Z
0 ao 01 a.._3
0 0 ao a.._4
X .._I = (3.28)
0 0 0 00
and
u. 0 ..-8 0 ..-1 a..
a8 0 ..-1 a .. 0
O. a.. 0 0
Yn- I I: (3.29)
a" 0 o o 0
Gt=~ c: =a» ~ ±a. ~=Ds D&::do Ds=Q. 011,-» =....-: &"-1 =..
k=II-3
=41,
:a.
. a. ± a,
~Q~
411 ± a• o. ± o. 0, ± a, a,:: 0, 11"-11 = II.
Q ... -s
-.-"
~
±a. ±a, 410 ± a,,_s 411 ± 41 ..-, at ± 41.-3 a, ± 41,,_, a, ± 41,,-1 as ± 41"1 Q.-I II....
k =4
i I
=! ±a7 ±as ±a,,-4 Do ± Q.-3 Ql ± Q.-I Q. ± 41,,-1 a» ± a. a, I Q.... G .._,:, (lJlt
k=2
I
! ±an - 3 ±an_1 I 410 ± 41"-1 Ql :I:: an a. a,
:1::41.. _. :1::41,,-1 :1::41" 410 Ql at
±a" 0 0 0 0 0 0 0 Qo
00
>D
00 ± 02 01 ± a3 °2 ± O~ 03 ± Os O( ± 0. Os ± 01 0n-3 ± ° 71- 1 ° 71-2 ± °n
k=n-3
±03
±04
00 ± a4
±05
a1 ± Os Q2 ± o. a3 ± a, 04 ± 08 Qn-4.± On I On-a
° 71-4
±Os ±Q& k =5 ° 71 -5
k =3
±Qn-3 I 00 ± On-2 01± 0n-l 02 ± On I °3 (3.31)
k =1
±Qn-2 ±On-l 100 ±On I °1
Q2
±an_ 1 ±an 0 00 01
±On 0 0 0 °0
±On-tl ±On_l °1 °1
::6, 0 0 0 0 0 0 lie
,nt\llll.l.'V C'ONIIUJ'I,."'.'IUN "Uk UN'!",. mlle'.u"" IIYS'r'!MS 91
Tilt' .'lIhlllly &!unilirulntH for II-odd IIrc
k - 2, 4, 6, ... , n - 1
(3.33)
The IIllIhility constraints for n-even are
ILLUSTRATIVE EXAMPLE
In this example we shall obtain the stability constraints for the fifth-
degree case. that is
F(z) = ao + alz + a.z2 + aar' + a,z' + aszS. as> 0
(3.36)
We form X, + Y. by replacing the a/s of Y, by b/s:
ao + b. al + b. aa + b. Q3 + bs
ba a o + bt Q1 + b" a2
IX. + Y,I = be bs al
(3.37)
au
b" 0 0 Qo
n=2
F(z) = a o + alz + aaZ2, a2 >0 (3.46) .
F( I)> 0, F( -1) > 0 (3.47)· . .;
ao - 02 < 0 (3.48) .'
n=3
F(z) = 00 + alz + aaZ2 + oaza, 03> 0 (3.49)
F(l) > 0, F(-I) <0 (3.50)
100 1< aa (3.51)
2 I
ao - a 3 < aoal - al 0 3 (3.52)
,,=4
F(z) = ao alz + aaZ2 + aaZ3
+ + a,z', (3.53)
F(I) > 0, F(-I) > 0 (3.54)
a! - a: - ooaa + ala. < 0 (3.55)
a: - a: + 0oa 3 - ala, <0 (3.56)
a~ + 20 0 a.a, + alaaa. - aoo: - a.a: - aoa~ - a:a.
- a:all - a~o, + a: + aOalaa > 0 (3.57)
I Ising algebraic manipulations the constraints for n = 4 could be more
'1lIlIplificd so that instead of the two second-degree equations (3.55 and
I. '1(,). we obtain the following two first-degree equations:
(1M)
We can readily ascertain Ihut F( I) ;> () und ( -- I)" F( - I) >. () &:CllIlIt illll"
two of the critical cnnstruinf..'i, hCCIlII!iC Wt' "1111 Wl'itl'
1,1•.... "
/o'(I) .... CI" II (I /,) (HIM)
III A1111 II" I'tINlIllJlllA III1N 11111 IINI All UIIII'IlI II IIVNII MN I)~
111111
'.. , ...• "
1),"'( I) - II" II (I +- :.) (3,69)
II " n'lIclily IIlIliw,1 I'rum these two equutions that F(l) = 0 and
N I) • n "I1I1!.tilllte the critic,,1 conditions when the real roots move
"1I1~lIlt· Ih,' unil drde lit ;: = I and z = - J,
l'ullht'l'lIIl1n\ the (Jther crilicnl constraint which yields the condition
\\ 111'11 tht' l'IIlIIpll.'x runts lIIove outside the unit circle is given as20
1,2, ...• 11.
·1
'" I
.. /l , , 1-- (-I)"'" IIIBa,,·1
"
IT
,<,t
(I - z,z )
,It
(3,70)
11", 'A' (cllnjugnte), Ihcn '::,z" = 1::,1 2 and An,_, - Bn ._ 1 changes its
~I/~II Wlll'lIl'ver /I pnir (or udd pairs) of complex conjugate roots move
1I1I ..... h· the unil circle.
WI ... II tilt' "Ilmplc" ruots arc of even multiplicity, the equation
II .... t1i'l'ussinn shows that for analytic tests for stability when applied
III Ihi' .h',i,'.11 III' cerluin systems, it is not necessary to consider all the
',I,IIIIIIIV l"IlI1!.lraillls hut only the critical ones. There the solution of the
111",11''',1 "c·/',rt·c c'luutinn is at most of (II - l)th degree; furthermore, this
''11111111111 lIt'cd he solved I'or only real roots, which can be easily done
"I'll'hll'lIl1y. III a fullllwillg section an illustrative example indicates the
npl'llI'lllillll IIIllI impnrlance ()f this point .
n-even n-odd
1>0 1>0 >()
IAll ~ IBII ~ A. < ()
IAll ~ IBII IA.I ~ IB.I
1.0411~ IB21 <=> AIAa ~ BJBa IA.I ~ IBal ~ A.A. ;.; B.B.
IAal ~ IBal IA.I ~ IB.I
1.04.1 ~ IB.I <=> A8 A, ~ BaB,. IAIiI ~ IB,I <=> A.A. ~ B.B.
IA,I ~ IB..I IA.I ~ IB.I
Q II >0
(3.76)
Row to Zl Zl
J 00
2 an
3 bo
4 bn - 1
---1--- - - - - - - - - - - - - - - - - - - - -
5 Co
6 Cn _ 1 Cn-s Cn_, Co
---1----------------- (3.77)
---1--- --------------------
2n-S s, ! s, i
So $3
2n - 4 i $11
S3 St
' . _ ••• 1
$0
where
'0 = I So
S3
'2 = I So
S3
The stability constraints are
F(1) > 0, (-I)nF(-I) >0 (3.78)
laol < an, or a.. > 100 1
Ibol > Ibn_II
leol > len-21
Idol> Idll-al (n - I) constraints
STABILITY CONSIDERATION FOR LINEAR DISCRETE SYSTEMS 99
It is noticed from the table that the dotted entry r 1 is not needed for
calculation; hence the corresponding computation involving the dotted
entries in rows 2n - 4 and 2n - 5 becomes redundant.
The number of roots inside the unit circle, if none of the preceding
constraints becomes equal, is given by the number of the products Pk ,
k = I, 2, ...• n, which are negative, where
(3.79)
PII = [1001 - all] Ibol - [lbn-lil ...
X Ir21J(1r~ - ,:1 - Irorl - r,rall (3.80)
[lrol -
The difference between n and this number yields the number of roots
outside the unit circle.
EXAMPLES
(I) F(z) = 3 - 2z - =z2 + Z3, 11 = 3 (3.81)
By applying the constraint 1'(-1) we notice that F(z>I, __
1 > 0; thus
Ihe system is unstable. Therefore the table need not be computed. How-
ever, to obtain information on the number of roots outside the unit
circle we form the following table:
Row ZO %1
31
3 -2 i- 2i
'2 - 2
3
L~~.! 3 (3.82)
5
3 8
2
5 0.9936 !':i402'i
: ................:
0.5256
(3.88)
Stability test
F(I) = 0.1271 > 0, F( - 1) = 2.703 >0 (3.89)
bo = a~ - a! < 0 (3.93)
and
b~ > b~_t, or Ibol > Ibn-II (3.94)
These two constraints can be equivalently written as
Similarly, for
Similar rclutioll!.hipli can ulso be obtained for the other constraints. Thus
the stability conslrnint fur f,z) can be summarized as follows:
/I-even
F( I) > 0, F( -1) >0
00 - an < 0, 00 + an > 0
('0 - (',,-2 > 0, Co + C,._2 > 0
eO -£>n-4>0,
n constraints
So - S2 > 0, So + S2 > 0
n-odd
F(I) > 0, F(-I) <0
bo - bn- 1 < 0, bo + bn _ 1 < 0
do - d n_ a > 0, do + dn- 3 > 0
/0 - /n-5 > 0, /0 +/n-5 > 0 (n - I)
(3.99)
constraints
'0 - r > 0,
2
This form can be further simplified by noting that each of the above
constraints is divisible by the preceding constraint with alternate signs;
that is. ('0 - ('II 2 is divisible by ao + ant do - d n - 3 by bo + bn - 1 • etc.
This property is utilized in the next section to show the equivalence
between the table form and the determinant method.
(3, WO)
(J.IOI)
A. =F Bol == do =F tl" 3 _ _.
(a: - a:')(Aa ± II.)
(3.102)
and
A =F B = eo =F ell -5 (3,103)
5 5 (a: _ a~)2(b: - b~_I)(A3 ± B3)
Using the induction method, we can show the following general relation-
ship.
A =F B _ 10 =F III-Ir+l
" ao - alla)1c-3(b0ll
" - (I - bl11-1 )k-4(Co2 - CII_I
I )"-5 ' • ,
X (h: - h:-k+3)(A/r-Z ± B". •)
(3,104)
where the I's and h's are the appropriate entries in Table (3.77).
By imposing the stability constraints on the coefficients of the tuble for
n-odd and II-even respectively. we readily obtaih the constraintli on
A" ± B" which are noticed to coincide with the determinant method.
This will be illustrated for n = Sand n = 6, respectively.
n = 5:
The stability constraints for this case in terms of the construints in
equation (3.99) are
(J.IOS)
(J,IO()
(3.109)
(3.112)
(3.113)
3 bo b, bl bn _ 1
4 b'l-! b.. _t b..- a bo
5 Co C1 C. ('n-I
6 C.. _I C.. _I C,,_, Co
9 r~ r; ... e~_,
10 e~_t e~_1 ... e'•
where h/c and Cle are the same as in Table (3.77) and the change occurs in
I hI' .11''''111111111111 .. III.' 11111111,.1 hv Iht' ,hvi!oiull uf the lirst terlll of two
111\\ ~ h,'IIIII' 11""',11111.1111', 1·"II ..tlllt·li,,1I the st:,hility clIllslraints from this
Itlh'" Ill" II 1a'l1 I 11"111 III SI·h .... -( '"hll determinants.
1~31 = d~ < 0,
< 00 n-even
'"
I4Jo n _l 1 ='0'2 -'2'2 > n-odd
(3.123)
hlllll Ih,' pn'~'t'dillg t:lble we can easily identify Ak ± Bk. as follows:
A, ± B. = do ± d~-3
bo T bll _ 1
As ± B" = (e~ ± e~_,)(ao ± a,,)
Co T Cn-Z
first with the column at extreme risht). ThoAO ara .umn1ltrI7.ed ft. fullow.:
Row
1
z'
a.
Zl
al
z·
a.
_
-- ....__I"a".,.•....... . ..
.
I" I
II" I
I"
II"
b.. _J
2 b" b".1
-_ . _b........... fli
".
3 a: -b! aaOl - b".lb" a.b, - b"a".1 a.b" • - "all" tlob" I - "I""
"~a .
Th. """.trAlnt" .,,"
- "',- IX
": - ,,: •(u: - ,':)' - (aob, - a,h.>·
- Ct' - (aob, - albrl = P
(' •(" - 1(,,: - ":)(1/0". - a,b.)
- (aOul - b.b,)(aob, - a 1b,»)2 = "
" .". - {[(a: - ,,:)1 - (aob. - a1 b,)I][(a: - b:)(aobll - a.b,)
- (uoa. - h.h,)(aob, - alb,» - [(a: - b:)(aoal - b,b$)
- (uob. - a,ba)(aob. - a 1 b,))[(a: - b:>(aob. - a 2 b,)
- (l,oU, - b.ba)(a.b. - alb,)W
- "I _ AI = ~ (3.126)
l4y re'rll,cin~ "lIlhe h/t'ft by a/t's we finally obtain the stability constraints
i"( I > > 0, F(-I) <0 (3.127)
IX ~ ,,~ - u: < 0 (3,128)
II = Ct l - (aoo, - alaS" >0 (3.129)
" := (I' - [(a: - a:)(aOa3 - ala.)
- (aoa l - a,a,)(aoa, - ala,»)1 >0 (3.130)
~ == "I _ AI > 0 (3. t 31)
Thclle' cun!ilnaint!i could be simplified to obtain
','( I) > 0, F( - J) <0 (3,132)
"±A>O (3,134)
The' I'rcc~'din~ !ihuw!i that for n-odd, we can obtain these expressions
d'rl'~'lly f'rnrn Ihe polynomiul coefficients by certain substitution of two
""'1'11 III "limc, Thi!i cun be accomplished by forming rows 4 and 5 to
"hlllin Ihc rClluired !iuhstitution,· Similarly, for n-even we can skip the
Inll'l'Inrtlilllc Cnn!ilrllinl!i by using two steps at a time.
Tlar rl'I"Iinn!ihip " ± Acan be also written as
" I A ..... (,': - ":)(,,: - I':> T (aoa. - ula,;)](A, ± B.)
(3.135)
• I "' 11I~11"'l·". In Ih,. l'll\t "" • (,,: - ":,. - (n.,h. - a,".)',
"1 •I,,: '.:11",01', ".".' - (flJ.. . ".".)(".1'. - II,'''), II. ~" ..
10K I'IIWlty ANI) AI'Plle'AnUN CJt Iliit '-IIAN.tUM,..
where A, andB, are given in I'"
ellflier dlll~u"!llnn. ""n~" Iho "IIIIIIIII,hll
in equation (3.134) can be replaccd [noting "'Iulllinn (.'.1 .I~)j by A I I II.:>
0, A, - B. > o.
Furthermore. the constraint A, % B, can be ailio ubillined Ihun lhe
following equivalent form of,.. % A. that is,
A, ± B. + IXclI
I
yCIII
..L
a IIt'"t
;;I; (ll3t,).
(a~ - a:)[(a~ - a:) T (aoa, - a,QaH
The terms Xru and y~2) are obtained from (3.17). (3.18) for It. .. 2 by
replacing the elements of X2 , that is, ao. Q10 by the two step suhstituliun
using row 3 and replacing the elements of Ya• that is. b,. h~, by II !timilllr
substitution as indicated earlier. After this substitution. the "It'S IIrc
replaced by a,;5 to expand the matrix.
Therefore we can replace (or obtain) any of the kth-generated cnll-
straints by a certain relationship from the expansion of the IIIl1tr;II
IXLj~j % Y~~)bt-lit' which indicates the relationship between the tnble furlll
and the determinant method. The preceding equivalence could be Itlsn nl'
advantage in numerical testing of polynomials where we are not retlui!'cd
to expand high-order determinants.
In conclusion, we discuss how to obtain the stability constraintli by It
certain generating rule which can be easily applied. This rule is silllilltr
to Routh rule number 2 for the continuous case. 10 The pmof nf thi"
generation process is not presented, but it can be deduced from the identity
of the table form and the determinant method.
Hf.'
II •
I () ••
X .
-1";-';';'
_ •
('(II)
)
-I. ...._... _ _ __
7'.1
b' • 1.25
l'I(lIIRI U A SlIlIlplcll-daC;I system with pure delay.
Slabilily 11',\'1
F(I)
>00
> 0, F(-I) < n-even
n-odd
k = 0, I, 2, ..• , n - 2 (3.143)
The proof of the test lies in establishing the identity between the Otle's and
the stability constants aD, boo Co•••• of the table as follows:
aD
Oto - -
an
bn- I
Otl--
bo
(3.144)
• To obtain the inverse of F,(z). we factor out the con\mon fllclnr , or Its ruwerll hornr.
we apply (3.141); also. ror F.(,) and FI(a)•••••
I rAlllU rY r'ONIIUItRA I'IUN 'Oil 1.INteAl mlle'IUTI' IIYII'fIlMIi III
"r"m Ihl ""IhUlly cnnltrlll"llI hnl""lcd prcvlnully on Iho ,,'II, h'" , , .•
Ih.~"I"'lrltl"llI In hi hnpullcd "n tho «.11 arc readily clltablillhed u!ling
"I""I1"n (.tl44).
I h. n"mher nf' rnutll nf 1-'(:) l",deJe the unit circle is equal to the number
..I' prmhlL'l1I I't which nrc ncglltive, where Pit ill defined as
J;)CAMI'I.li
In thlll L'IU~C we: need obtain only OCo, OCIt OC2 as follows.
1 - L36H: + 0.41 26z1 + 0.08z3
./- () 002S-.) 0.0025 + 0.08z + 0.4126z2 - 1.368z3 + Z" (00025
. .. 0.0025 - 0.0034z + 0.001z2 - 0.002Z3 ~ Oz" .
II .. hllIlM he: ,,,,tcd tlml in obtaining /xo, OCI' and OC2. the terms encircled in
dult",1 h""11 need nut he: cilicuillted.
III Ihlll l'lI!!l',
"'u - ().(K)2~ QC, - 0.0834 ex. - 0.53 (3.150)
112 'fllllORV ANI) APPLJ(~A'rI()N or 1'1111 .·raANI..mlM
(3.1~2)
1II1111f',,, ""II/,Y/flrll/(Illfm II
1111' 1"1'1"'IIlIl~ Irnn"l'nrllllllinn invulves mapping the real segment [0, 1)
II' III" ,."llInl' ""ltl Ihc IIcglllivc rcul axis of the II'-plane. It is given by
IIII' '"II"wlll~ I I'll lI!>fllrlllltt ion :
w :::
. - '. or w =-- (3.153)
II' ,I z- 1
II 1'111111111111 (.l.I S.l) is suhslitutcd into (3.140). we obtain
"'t(lI') _ /1,,11''' + R" IW" I + ... + Bn_kll'k + ' , . B t ", + Bo
(3.154)
II,,·"'hllillmhip IlI'tween the (l's of (3.140) and the B's of equation (3.154)
I, 1"\1'11 !ly
(3.155)
, -. :
la: - 4aoa,- 2asa. - Saoa. - 2a.a, - 6aoU, - la.a, - 7a"", -
2a1Q. 3ala, 4al a, Sala,
Sa: - 10aoa,o- -
4 8a,a. - 6a.a. -
4a.a7 - 2a,a,
9
1This matrix is symmetric with respect to ttte majn diagonal.
ID~ is formed by the first k rows and columns,
alf the system is of lower order than 10, put the higher order coefficients equal to zero
7
"
~
II, ttl I""., "'''' - H"..". ".u. - 9ao'l. "I". - IOaoGlo
.. __ .._---
'.'" H"ull, 2"111 , - ""ot1. - 2(a80. - 4a,as - 2aaae - 9a l a l0 loa
b",II, 7a,u. 500010)
---
••11. '1",,11_ ~- lusa, - 1000010 - 3aao. - 901010 - 3aaae - 80.0.0 3aa
-1"", •.- ~t"UI 8a,ae - 60aa a 7aaa,
-- -
,II',11. - IlIt,,,II, - 40.0, - 901010 - 4a~a8 - Sasa.o - 40,0. - 7asal0 4a,
H,
',"- - (,11.11. -
411.U,
7a.a, - Saaa, 60.0,
--
"~,'" ... 90,11,0 -
"I,',"- - SII,a. -
SOia, - Sa,alo-
60.0, - 4a,ail
Sa,a. - 7aaal0 -
Sa,a,
Sala, - 60,010 So,
30,0,
10
Ilnd factor out from the nth column (and row) a. (finally a:).
Critical constraints
Similar toclitical stability constraints, we can obtain the critical aperiodi.
city constraints, which are given as
An ~ 0 (3.170)
or
(3.171)
These equations indicate that when a parameter is changed for an
initially aperiodic system, the determinant An is the first to become zero
when two roots become complex.
1t6 "III!()RY ANI) API'I.U'A'rrUN ni' '1'1111 .·'I'UNltI'URM
When the roots remain relll hut mOYe Cllltsidt" the re~itln (n, I), tht"
following critical constraint is satisfied:
F(1) ~ 0 0,172)
and
F(-I) ~ 0 (3,17.1)
Equations (3,t71) to (J.t73) yield the critical constraints for uperiodicity,
Monotonic conditions
If the coefficients of F(z) are such that
(3.174)
then all the roots are within the unit circle; thus the system is stable,
This can be easily verified since the constraints given in equation (3,7M)
arc readily satisfied, that is, ho < 0, Co > 0, do > 0, ' , , .
As a corollary to the preceding theorem we can state the following, If
(3.176)
IIII\\"'VI'r.I~I(.:)1
,,1(." )
< I; therefore in the mapping of equation (3.180) when
,h",,'rih,·s Ih,' hllundury of the unit circle, the origin is not enclosed.
WI' k IIIIW 111111 ,"'::) = tI,.:'· has k roots inside the unit circle (at the origin);
Ihll ... 1I"lillg '~'Illaliull (3.180). F(z) should also have the same number of
1111,1', III .. ill .. Ihe IIl1il circle. Therefore the remaining roots of F(z), that is,
" A. ·,IlIlIIld lie uutside the unit circle, and thus the system is unstable.
AI ;II;m(l.\' pri"dple 23
Ut\MI'I.I!
I II .1I1I.,1.llh' Ihe applkatioll of the chart we test the following polynomial
III. ·.llIh,hly:
F( .. ) .,:4 I 11.2.:3 + 0.01:: + 0.032z -
2 0.024 (3.183)
11K '1'111'0"'1' ANU AIII'W'A'I'InN ClI' 1'1111 .·rUN.llfll,..
III
(I."
OK
0.7
0.6 i
-I
0:
Q,
0.5 !
:t:
0.4~
0.3
0.2
0.1
0.9
0.8
0.7
0.6
...~
...
Q, c:t
-I
...
I
Q,
on
0.5 C
...'u
:r:
0.48
0.3
0.2
0.1
(1" .... ~
It~p
~ (k)P .~It-/>Ok (3.185)
F2{z) 0 0
It is noticed from the table that 100 1 < la"l, FI(z) == 0; thus one rool
is inside the unit circle and two roots are on the unit circle (since no
reciprocal roots in F1{z) exist). To obtain the location of these roots we
solve for
F1(z) == -3 - 31.· == -3(1 + '1.1) == 0 (3.187)
Therefore the roots are at '1.1 ,1 == ±j.
When F(z) has no zeros on the unit circle, but ho == h,,_t, the number p
of zeros of F(z) in the unit circle may be obtained by a limiting process
as follows·
We replace Ft{z) by the polynomial
h(z) == Ft{rz) (3.188)
which, because r == 1 ± e and e is a sufficiently small positive quantity,
has as many zeros in the circle as does Ft{z).
EXAMPLE
= ao IT (z - z;)
I 1
III mltliliull, consider the sequence of polynomials Fo(z) = F{z), F1(z),
1 .•1 I.". I'~(::) whose properties will be studied in detail. If we associate
III ":lI'h III' Ihe polynomials Fj(z) the polynomial Fj*{z) whose roots are the
11''''prlll'al with respect to the unit circle of Fj{z), Fil,(z) can be obtained
hlllll I)::) as follows:
h-I
Fi(z) = 2 o~ilzk,
k~O
with ,,~OI written as a k (A,2)
and
j = 0, I, ... , n - 1
(A.3)
The following properties can be deduced from (A,I) and (A.3),
I. If Fi(z) is of degree n - j, then FH 1 is at most of degree 11 - j - I in z.
2. The coefficients of F j ,.1 can be obtained from the coefficients of FJ as
follows:
(A.4)
In each polynomial Fj(z), the constant real coefficient aW> is denoted
by hi so that
.I.
r1 i+l -_ [awJ'
0 - [a IJ
n-i> J' - l
- a 0J+1) (A.S)
122 l'lIIi()RY ANI) APltI.lC·A'I'IUN UI' 11111 "fUNII'URM
3. The zeros of "j-(I) arc the inverMe!l of' the 1.erUIi of' ,.~(.). r,hulv. In
the circle Izl = l. In particular. it' ,.~(:) hll!! nl' lern nn tha 111111 ~lr,~I.
and Pi zeros inside the unit circle, then I'i-(:) hall (II - J - p,) lernl
the unit circle and no zero on the unit circle.
' 'I'd.
4. The absolute value of Fi(z) for z = eiO is equivalent tn the .lbllClluto
value Fj-(e iO), that is,
IF Aell) I = IF:'(e") I (A.6)
The preceding can be easily shown from the relationship
~Jll = 0oa 1 -
aaa. = -25.5
o~" = aoaa - a.o. = -3
which are the same as those obtained from (A. I). From (A.5), we ellll
calculate 61 as
61 = 0: - a: = J5 _ a~1I
IIAIUlII\' I'UNIIUUAIIUN tn.. UNIIAII UIIIC-1U1I ""IIIIMIl 12.1
Th. "mil .. I" N.) .r. 'I - +n.'. 'I - -2. 'I - 4. lhl' IcrUII uf
,.'.,.) IIro).. . •• I. which A." the hwcrliClN Clf Ihe I.crUII 01' f(:) with
",,,,,,,,'1 III the unit "lr~I,·. l,'urthcrmClrc. it hi noticed Ihal /-l::) hus one
If,., hull"e Ih~ unit circle Ilntl ""(z) hus " - I 11:1 2 zeros inside Ihe unit
,'lr~I",
Nlmllllriy. We emn culculutc /'.(:.), FaC:.), ,sa. and 6a following the same
,,,'m·rdurr. Iluwever, II systematic: method for obtaining the Fs(z) and
",11 I" Iu "'uIINlruel the following table for the discussed example.
,-"11,,,,,,,,,,,1 :0 zl zB I %3
,.'(:) 4 -7 -2.S I
,.'.(,) I -2.S -7 4
,",(1) ~I - IS -2S.S -3
,.•
"'r(:)
(:)
Ft(I)
d.... 216
-3
-4S9
-2S.S
-4S9
216
IS
Fo(z) d. ~ -164,000
.. 1_ noticed from the table that F3(Z) is a constant and thus has no roots
Inllhtr Ihl' lIlIil circle. In addition, from the table we obtain 61 - IS > 0,
I~. - ]U, > n, Ilnd ~3 ~ -164,000 < O. It should be noted from the
lilllilwillf( dhicussiuns that the sign of 6H1 is important in determining
1I111h11lly ur the lIumber of roots inside and outside the unit circle.
IItrlClIlI'M: If "~(:.) has PI zeros in the unit circle C and has no zeros on
(. And II' "111 "
0, then FIH(z) has
By the same reasoning as before, this case shows that the polynomial
F/+l(Z) has in C (noting property 3) the same number (n - j - Pi) of
zeros as a!!~jF:(z). Since now sgn ,)i.tl = -I, this number is also in
agreement with the formula (A. 10). Likewise inequality (A.14) makes it
impossible for FiTl(Z) to have any zeros on the circle C. Thus we have
proved that the theorem of (A. I0) is valid in both cases.
If we apply the formula (A.lO) to each Fi(z) in equation (A.J), we
readily obtain
PI = Un - (n - 2p) sgn 61 ] (A.IS)
+ sgn (~263 ..• ~j) + sgn (~3~1 ..• IIi) + ... + sgn 1i,1
(A.17)
Let U5 assume thnl Ih~ prl'l'~cJilll~ formula ha!t hl'l'lI Vt'rilit'cJ nlso fill
j = 3,4, ...• k - I, ami We' will !thow hy illllllC'lIClII Ihal il hold .. lot
all k.
STABILITY CONSIDERATION FOR LINEAR DISCRETE SYSTEMS 125
Letj =k- I in equations (A.IO) and (A.l7) to obtain
PI< = Hn - k + I - [(n - k + I) - 2p,,_d sgn o,,}
= H(n - k + 1) - [(n - k + 1) - (n - k + 2)
+ (n- 2p) sgn (0 102 ••• bk - 1 ) - sgn (b 2b3 • , • 15k _ I )
- sgn (bab•... b"_I) - ... ~ sgn 15,,_1] sgn b,,}
= Wn - k + I) - (n - 2p) sgn (0 1152 , , • 15k )
+ sgn (b 2b3 ••• 15k ) + sgn (153 15• •• • 15,,) + ... + sgn b,,}
(A.I8)
It is noticed that (A.IS) is exactly equation (A.17) for j = k. Thus by
mathematical induction we have shown that (A.17) holds for all j.
2 ~j ~ n.
If we let j = n in (A. 17) and note that Pn = 0 because Fro is a constant
I,~rm (see Fa for the case n = 3). we have
Fa·(z) 4 alII
n-a alII
n-I
..
... II~II
01 = a~·'
F:(z) 2n + 2 a~'"
CA.24)
In Table (A.24)
a l2'
o -
_I a~ll III
a~I~1 1
aol1l ' •••
(A.2S)
Q .. -l
h" 9)
~"
A _
- \k ,2 -'1<-3 .I: (A.2
111 U2 ••. flk-2
I hi, 1'llll:1Iiun could be used to calculate the /).,,·s from the b,;s, thus
11\ IIlding evuluation of higher-order determinants. When k = n. equation
IA ..")) yields
!:i
"
= -,n-2 -,,,-3 .l:n-4
CJ n
.I:
(A.30)
U1 (J2 liS ••• U,,_2
III
(A.3!)
I:rom the discussion of equation (3.22) it is indicated that
~n = A~ - B~ = (An-l - B n_ I )2F(l)· F( -I) (A.32)
Suhstituting this expression in (A.31), we obtain
n" = b~·-2 b;-3 15;-4, ... , CJ n _ 2(A /I-I - Bn_ 1)2F( I) , F( - I),
n ~ 2. (A,33)
Since (A n _ 1 - B,,_1)2 is always positive when, 15 1, b2 , • • , , bn - 1 yI: 0, and
~incc for the roots to be inside the unit circle b2 , b3, ••• , CJ n _ 1 are all
positive, the last condition ~n > 0 can be equivalently replaced by
15" > 0<=>( -l)nF(I)' F( -I) > O. (A.34)*
• This equivalence can also be shown from geometric consideration of the arrangement
of the zeros without the mathematical verification using equation (A.29).
12M IIIWllY AN.. 10'1'1." AllIIN I'" 11111 , IMANlltllMM
It should be noted that the last constraint in CllulUinn (A.2M) \'lllIhl I",
replaced by equation (A.3S) by letting an > O.
We may utilize the relationship (A.33) to obtain the siMn nl' I'" wllhnlll
having to calculate 6" as follows. We multiply (A.33) hy ,\.,\•... ,," I
and use (A.26) and (A.27) to obtain
.I
U n-l -
_ aln-1) -
0 -
,a _ ,1
0 O•
.I
un -
_ (
'0 -'a - '0'1 - '1'2)2 =
2 I)I! ( Inl
ao (A.38)
It is evident that G(z) of equation (A.40) has as many roots in the ,-circle
as F(z) has in the unit circle. Therefore, by examining the number of
roots of G(z) in a I + e or in a I - e circle for e smail, we can. in principle,
determine the number of roots of F(z) in and on the unit circle. An
example has been indicated in Section 3.12.
In concluding this section, it might be mentioned that the success of the
perturbation method depends on the choice of a*. In some rare cases it
might happen that one choice of a* would not make A; and Di nonzero;
thus another choice is required.
Therefore this method tells us that the perturbation procedure does
work and nothing further. However, the direct method. which will be
discussed. seems to offer a straightforward (although lengthy) way of
dealing with the singular cases and thus appears useful for application.
DIRECT METHOD. This method is only applicable to the table form and
offers a convenient way for obtaining information on the roots of F(z)
when 61: = O.
As indicated in Appendix I, Table (A.24) represents a sequence of poly-
nomials of descending degree. Any polynomial in this sequence may be
'II ... UII II' I ""''' 1111 II ... III IN 11111 I I NI AII 111'11 III" '0 \ 'oil ,...1 I \I
11'\,111'1'11 ltv ,1111111,,'1 \\llh IIII' •... 1111· IIIIUlIt"1 "I "'1'" 1I1',,,h' Ih,' 111111 l'irl'le
11'111\1111'111111' 1,".1 III IIII' '.1"1111'1111' 1', "111111"111'" hlllll Iht' IIl'W JllllYIIUllli:l1
'1lIlIllhlll'. hI IIII' ',111111" 1I1h-") \\llhlllll dlalll'.ing Ihl' validity "I' the tablc
1111'1111111. 1111' Ind ,'. IIIl" Im~i!> "I' Ihl' dirl'l:1 melhod.
SIII'I''''''' .~" ",,' i, lilt' I'Ir!>1 .\ {with k. = " - m + I} to vanish and that
tl,,· 1"1"'I'dilll~ I'IIW~ ill the tahle :lrc
/'n /"
"", ".11'
We notice thut (~" ""'" = 0 iff Ib",1 = Ibol. The polynomial to be asso-
t'iatcd with the first row of Table (A.4I) is
(A.42)
hiliutiull (A.47) gUlIl'lllItccs tlmt rur Ihe new plll,Ynlllllllll f;.(:) Ihl
replace }:(z)J. ,)" -Inll ducs nut vlInish IIl1d thus we 1.'1111 I.'lIlltlllll~· tht' Inhll'
method to determine the cxact numbcr or zcros insidc the ullit I.'il'l'ic rill
g(z).
EXAMPLE
Let g(z) be given as
To obtain the number of roots inside the unit circle, we form the fnll()will~
table:
g(z) 2 3
g*(z) 3 2
(A.49)
q = \, m = 3, bo = \, b", = b3 = 1 (A.SO)
b2 -(b)/bo )b.3-2
b= =l.lbl=l (A.51)
b) 1
G(z) = (z + 2)g(z) = 2 + Sz + 8z 2 + 5z3 + Z4 (A.52)
Bo = 2, B4 = Brn = I (A.S3)
and
GJ(z) = 2G(z) - G*(z) = 3 + Sz + 8z2 + SZ3 (A.S4)
3 5 8 5
5 8 5 3
F. -1
I -1
(e 2 - 1) -(e - 1)
-(e - 1) (e 2 - I)
As established before, two roots are inside the unit circle and one
outside the unit circle. We obtain the same distribution of the roots if
we consider e < O.
In conclusion, we may mention that if the singular case occurs, we
readily know that at least one root exists inside the unit circle because of
the arbitrary choice of the sign of e. Thus finding that g(l) > 0 and
g( - I) > 0, we readily' ascertain that two roots are inside the unit circle.
This simplification can also be obtained for higher-degree polynomials
by checking the sign of the constraints gel) and g( -1) at the start of
the test. S9
2. The entire row of which c5"_"'H is the first element vanishes. This
is so iff b... = =
±bo, b",_l = ±b1••••• bo ±bm or F"_"'+1 == O. For
this case the following theorem due to CohnM gives the form of a new
polynomial that has the same number of zeros inside the unit circle as
F,,_ ...(z).
1.'4 nll'IIMY ANn AI'I'lle'AIIIIN ell' 1111' .·IIlANIII....MM
TIU'.oRI!M: If the cucflicie:llhl ul' /.'" ",(:) !"Itj'll'y tla" 1''''''''llln" 1'1111111111111,
then f'n_m(z) has as many 1-ems in the ullit "Ird,' It!! th~ !,lIlynn",".I.
f,n-m+l(z) -- [F'(n-m)"
(,,)]* -_. (I) _""'
..~'" 11"" 'n -.
.:
_
1-0
I ,,111.1
I· (A ~/)
where
F 'n-m() _ dF n-m(z)
z --=~
dz
Thus for this case, we replace the row (bo• b10 "2' ...• "111) Ily ("l,".
bP) .•• b~:~l)' If (btu, hpj, ... , b~~l) still satisfies the: preccdill~ elise, it
can be shown that F,,_m(z) is of the form (z + ej~)'I."'. If it sntislies the
first singular case, then we proceed in the method outlined carlier.
EXAMPLE
Let
F{z) = -0.5 + 1.65z - 0.8z2 - 0.35z3 - 1.8z. + Z6 11=5
(A.59)
Form the following table:
F(z) -0.5 1.65 -0.8 -0.35 -1.8 I
F*(z) I -1.8 -0.35 -0.8 -1.65 -0.5
F.(z) ~1 = -0.75 0.975 0.75 0.975 -0.75
F~{z) -0.75 0.975 0.75 0.975 -0.75
F'l.(z) <5 2 = 0 0 0 0 0
(A.60)
From ~~ = 0 and F2(z) == 0, it is evident that the second singular case
occurs: therefore we obtain/2(z) from equation (A.57)
h(z) = [F;(z)]* = [0.975 + 1.5z + 2.925z2 - 3z3 ]*
= -3 + 2.925z + 1.5z2 + 0.975z3 (A.6J)
Now we continue the table for the new polynomiaI/2(z)
liz) -3 2.925 1.5 0.975
12*(Z) 0.975 1.5 2.925 -3
(A.62)
IIII' !,lllvIIIIIIII,,1 1,1 I 11,,'1 IIII' '111111' 111111111,'1 III Ilioh 11I',lIk 1111' 111111
IIII11 11'1 '~I I 1111111 IIII' pll·,,·dlll~l. ,~( ) 1111 .. 1111" 1'11111 (/1'1'11) inside the
111111 1111 k (1"'lIIl1"" I~_ • II. I~:I • II, I~~ " II). Thlls FI(z) Iws also one root
Imltll' Ihl' 111111 1'111'1". A~ 1IIIIIrl'" 1'1"11111 a Ih~orel11 on p. 119 for this form of
',,11/'.11111, nl·,I·. II 1'11111 i~ ~I .. il-Ily inside the unit circle if and only if there
I " ..... II 1I"'ljlllIl'/l1 111'1 hili rool outside the unit circle, and, in fact, the two
1.... 1·. 111" Ihl' n'l'ipl'ocals or caeh other. Therefore, because F1(z) is a
'1IIIIIh link .. pulynolllial, the remaining two roots lie on the unit circle.
11111111'1111111'1'. I'WI1I F(::) we found that 15 1 < 0; therefore the remaining
1,,"1 III 1'(.) lil'S inside Ihe unit circle. In summarizing, F(z) has two roots
111'.11 It· IIII' IIl1it circle, Olle' roof outside the unit circle, and the remaining
'1111 ''',,(.\. arl' Oil the unit circle. The roots of equation (A.59) are i, 2, i,
II /1 I ;O,K.
Allhllll!'.11 Ihe ahove procedure is straightforward, in some cases it
1.. ·1'11111· ... 'I"ite lahorious to calculate all the (jk'S from the table. Therefore
II,' ,'all IIlilil:C the following two facts to simplify the determination of the
111111 di!'.lrihlltioll.
I, "'rolll cquation (A.35c). we can determine the sign of Pit from the
"'t"'" III' F I ( I) and
F1( - I).
,I. 1·'01' rcal polynomials complex zeros appear only in conjugate pairs.
Ba"'l·d on Ihese facts we have for the example discussed
FI(-I) <0
lienee F 1(::) should have only one real root between (-I, I); another
lI'al root (its reciprocal) is outside the unit circle and the remaining two
~holild be on the unit circle. It should be noted that three real roots
rallllot exist between (-1, I), for this requires F I (::) to be at least a sixth-
dl'!~rce polynomial. Therefore, by determining only the sign of FI(I) and
FI <-I) we can obtain the number of reciprocal roots with respect to the
IIl1it circle and roots on the unit circle, thus avoiding the use of the table
I'llr this example. Similar simplifications can also be obtained for other
n:ciprocal polynomials. It should be noted that in some of these singular
cases we can also obtain information on the number of roots on the unit
eircle or the number of reciprocal roots with certain multiplicity.2,31.39
In concluding the discussion of the singular cases, one may mention
that, in general. cases I and 2 could occur in combination for the same
polynomial F(z), In this situation, we may count in the regular way for
the sign of hk (or for the negative PA.) even though some of the interme-
diate polynomials are replaced by different ones, particularly for case 1.
This becomes evident if we would consider the counting using equation
(A. I?).
136 TltllOIlY ANIl APPI.IC'IITmN ft, TH' '·?lANlI'OIM
0 0 all ..... at
X~_l = 0 0 0 ..... as
0 0 0 0 Q II
Q,,_B ..... Qs Dl Do
aft_a I ••••• a1 Do 0
Q,,_t ..... Do 0 0
Y~-l =
ao 0 0 0 0 0 0
the stability constraints for n-even and n-odd are presented for the
following polynomial:
k = I, 3, 5, ... , n- 2
A;, I - B~_l >0
I h,' IIhcfnate constraints are useful for design in order not to solve for
Iwn Ctllllltiuns of degree 11 - 1. It should be noted that all the IX; ± Y~I
Itn' nhluined ffom IX~_I ± y;'-ti as indicated in equations (3.30) and
( I. 'I). As an illustration, let us consider the stability constraint for the
1"lIowing polynomial:
Q s >0
De TO. "5 T D3 0. T a2 as T a, a. T au
k=3 A; T Ba
TO, a. T 01 T a,
01 a. T 00 "3
k=1 A, T B{
Tal TU,
I ". T "0 I a5
'"
=Fo, '=F°o 0 a. a5
=Fao 0 0 0
". Ai =F B;
TABLE FORM. The table is useful mainly for numerical test of stability
Qr for the root distribution. It is presented in two forms in Tables (3.77)
and (3.121). The latter form is particularly useful for design purposes.
13K 'l'I"'U!tV ANn APPIWA'I'IUN III' nut '·I'UN.I't •• M
We summarile mllillly ill thill ApJlCII'Ux th" furm Itly,," In !'ahll' (Un
2n- 5 So SJ
rs~"1 Sa
2n -4 S8 32
'.- .... !,
1 SI So
2n -3 To
r- --,
: TJ :
~-- .. I
r2
2n- 2 to
where
, ao a" __ I_ , bo
=, Co
hk =
aft ak Ck =
b._1
b.- I _ k
bk
'
'
dk
C.. _I
C"-.-k' , ...
Ck
ro = I So
S,
s. ,_
So
r, =, So
s.
SI
s. I, to = I ro
r.
r.
ro I
The stability constraints are
II. Rouche, E., "Memoire Sue la Serie de Lagrange," J. Ecole Polytech., Vol. 22,
1862, pp. 217-218.
12. Jury, E. J., and J. Blanchard, "A Stability Test for Linear Discrete Systems in
Table Form." Proc. IRE, Vol. 44, December 1961, pp. 1947-1948.
13. Romanov, M. I., "Algcbraic Criteria for Aperiodicity of Linear Systems," Soviet
Physirs Duklady, Vol. 4, March-April 1960, pp. 955-961.
14. Jury. E. I., "A Stability Test for Linear Discrete Systems Using a Simple Division,"
Proc. IRE. Vol. 44, December 1961, pp. 1948-1949.
15. Jury, E. I., "Additions to Notes on the Stability Criterion for Line Linear Discrete
Systems," IRE Trans. on AutOn/otic Control, Vol. AC-6, September 1961, pp. 342-343.
16. Jury, E. I., and S. C. Gupta, "On the Stability of Linear Discrete Systems," Rf.lfel-
IIngstet"l",ik, Munich, part 4, No. 10, April 1962, pp. 157-159.
17. Jury, E. I., Sampled-Data Control Systems, John Wiley and Sons, New York, 1958.
18. Jury, E. I., "Proof of a General Relationship Used in the Stability of Test of Linear
Discrete Systems, Addendum to Reference I.
19. Jury, E. I. and Pavlidis, T., "A periodicity Criteria for Linear Discrete Systems,"
IE££ PGCT, Vol. CT-9, No.4, December 1962, pp. 431-434.
20. Jury, E. I., and T. Pavlidis, "Stability and Aperiodicity Constraints for System
DeSign." IEEE PGCT, Vol. CT-IO, No. I. March 1963, pp. 137-141.
21. Wilf, H. S., "A Stability Criterion for Numerical Integration," J. Assoc. Compo
Marh., Vol. 6, 1959, pp. 363-365.
22. Arzhanykh. I. S., "New Stability Inequalitie~," AUlOmatics and Remote Control,
Vol. 22, No.4, April 1961, pp. 436-442.
23. Jury, E. I., "A Stability Chart for Linear Discrete Systems," Proc. I.R.E., Vol. 50,
No. 12, December 1962.
24. Jury, E. I., "On the Roots of a Real Polynomial Inside the Unit Circle and a
Stability Criterion for Linear Discrete Systems," presented at the Second IF A Congress
held August 27-September 3, 1963, Basle, Switzerland, published by the CUt!l{re.l.f
Proct't'ditWs, 1964.
25. Thoma. V. M., "Ein einfaches Verfuhen Zur Stabilitatsprufung Von Lincllrcn
Abtastsysteme," Rt'gt'ltmgstedmik, Part 7, Vol. 10, 1962, pp. 302-306.
26. Jury, E. I.. "Discussion of Reference 25. Regt'lungslt'C'hnik, December 1962.
27. Jury. E. I., "On the Generation of the Stability Constraints in Linear Discrete:
Systems," IEEE PGAC. Vol. AC-8, No.2. April 1963, p. 184.
28. Schur. I., Uber Potenzreihen. die im Innern des Einheitskreiscs beschrankt sind,
JOI//'nal fiir Mathematik, Vol. 147, 1917. pp. 205-232, and also Vol. 148, 1918, pp.
122-145.
29. Chow, T. S., and H. W. Milnes. "Numerical Solution of a Class uf lIypc:,.hnlic-
Parobolic Partial Differential Equations by Boundary Contraction," S.I.A.M. i",,,,IIII,
Vol. 10, No. I. March 1962, pp. 124-148.
30. Jury, E. I .• "On the EVlIluatioll of the: Stllhility De:tcrmi'llIl1ts ill l.ill~·i"· J)i'~''''h'
Systems," IRE PGA\, Vul. AC-7. Nil. 4, July 11)(,2. pp. 'il 'i~.
31. Jury, F.. I., "A Nute Oil the Rcdpl"ll~'ill Z~·nt\ III" a Itl'all'uIY"lllllial \\ilh 1h"I"'l"t It,
the lJnit Circ:le," /1-:/-:/': "(ie;-(·. til hi' pllhli!ihl'lI .111111' I'IM.
32. I'crrull, 0 .• A~~"I"'II, /1",,,/ II, "II,,'''' i,' .I," ."~,:",,, ,111'-/"." ("""'I''''~I:'''', W'III,', III'
<iruyter Ve,·I"I:, IIl'rlin, 1'''1,1'1'' I,' II.
STABILITY CONSIDERATION FOR LINEAR DISCRETE SYSTEMS 141
:\3. Knopp, K., Theory of Function, Dover Publications, New York, p. 68.
\4. Fuller, A. T., "Conditions for Aperiodici~ in Linear Systems," British J. App/.
/'/lys., June 19S5, pp. 19S-198•
.l5. Thoma, Von M., "Ober die Wurzelverteilung von Linearen Abtastsystemen,"
H,:It('/uII"fsrechnik, Part 2, Vol. 11, )963, pp. 70-74.
\rl. Li~nard, and Chipart, "Sur la signe de la partie r~lIe des racines d'une equation
1I11:~hrique," J. Math. P""es Appl. (6), Vol. 10, 1914, pp. 291-346.
17. Jury, E, I., and S. C. Gupta, "A General Procedure for Obtaining Tschauner's
SIIIhility Constraints," Regel"'''Kstechnik, November 1962.
lH. Tschauner, J. "A General Formulation of the Stability Constraints, for Sampled-
D,II:1 Control Systems," IEEE Proc. Vol. SI, No.4, April 1963.
1'1, Jury. E. I. Further remarks on the paper of Reference (40), to be published by the
H':~"/II'!ltstechnik No.2, February 1964.
·111 nlUma, M., "Ober die Wurzelverteilung Von LinearenAbtastsystemen," Regelungs-
I,·,'/mik, Vol. II, 1963, Part 2, pp. 70-74.
·11 .I II I'y , E. I., "Proof of the Generation Rule for the Stability Constraints in Linear
D".,·n·le Systems," Technical Memorandum M-39, Electronics Res. Lab., Univ. of
c ,.111 • Uerkeley, California, December S, 1963.
·1.' .Jury, E. I., "A Memo on Marden's Investigations of the Zero-Distribution within
IIII'I hili Circle," Technical Memorandum M-38, Electronics Res. Lab., Univ. of Calif.,
1I,·,~,·lt·Y. California, December 4,1963.
4
CONVOLUTION z-TRANSFORM
Assume we have the sampled function [f(t)h(t»)· with F·(s) and 11·(.\') liN
the Laplace transform of [·(/) and h·(/) respectively. Tu ubtllin Ihe
Laplace transform of the product we may use the complex convolution formulll
in the a-plane (see Appendix for derivation) 1'5 fullows.
(4.1)
1-17.
CONVOLUTION z-TRANSFORM 143
It should be noted that both F*(s) and
1I*(s) have an infinite number of poles in 1m
the s-plane because of the periodic form x x
of' these functions, s-plane
x x
Assume as an example that F(s) has
a pole in the left half plane at s = sa.. ~[X X
lind lI(s) has a pole in the same plane at T X x
S "': .1",: (both S7. and sri are assumed for
~ake of illustration to be real). then the Re
pille-zero pattern in both the s- and q- x x
plancs of F*(s) and H*(s) is as shown
e~
Sf3
X
2..
T
x
Re
X
x
I.
~
111,1110 ,I,' l(c','.1I1II1I1 '1IllIlytlnty III thl", plll1l1' 1111" pllih "I' 1IIII'I:ratillll.
144 THEORY AND APPLICATION OF THE Z-TRANSFORM
___I_m-r-__ z-plane
The mapping of the s-plane and q-plane into the z- and p-planes is shown
in Figs. 4.3 and 4.4. Note that the strip of analyticity in the q-plane maps
into an annulus of convergence in the p-plane. With this substitution
equation (4.1) becomes
9' ([[<t)h(t)] 6T (t)} == 1[[(t)h(t)]
~f P == I
==
217) Jr p-l§"(P).Y(>(=)d
p ,,=0
[flhll'l.-n
(4.2)
where r is the dotted contour in the p-plane as shown in Fig. 4.4.
Equation (4.2) represents the convolution 'I.-transform theorem which
gives the 'I.-transform of the product of two time functions. knowing the
'I.-transform of each of these functions separately, (for 1[[(/)] ~ ~(Z),
Radius ,'"
(contour r)
J[f(t)h(t)] = ~ f p-l:F(p).Tt'(~) dp
2TTJ )1' P
= ~f
Jr p- :Yf'(P):F(!) dp
1
2TT) p
= I residues at singularities of p-l~{p)
Jf/(t)h(t)] = ± A(~n)
,,~1 p,,8 (PR)
,Yt.(~) + :F(Po)J{'(-=-)/
P.. Po 1>0=0
(4.~)
"h"'I'
I' ' .. ~(p) = ~~:~, and 8(p) = 0,
This is given by
~({f(t, m)h(t, m)] <ST(t)}
T iC+ihtlTl
= -. F*(q, m)H·(s - q, m) dq, o~ m ~ 1
21J') c-/(lIITl
(4.6)t
By using the same mapping as for the z-transform case, we readily
obtain
.1m[f(t)h(t)] =~
21J') Jrr p-1.F(p, m)~ (~,
p
m) dp
=~
21T) Jr
r p-1Jf'(p, m).F(~,
p
m)dP, 0 ~m~ 1 (4.7)
Im'use Zm - !P trallsformatioll
III n l)J"l~ecding
discussion* we obtained the modified z-transform from
Iht, I.lIplace transform without indicating the inverse process. Now we
',hullllhiain /'1s), knowing ff(z, m)
,..(.~) = Z;,lF(z, m) (4.16)
IIII' 1.lIplace transform of /(1) can be written as
,..(.~) = L ob
o
/(t)e- SI dt = ! f'''+1IT
00
,,~OliT
/(t)e- SI dt (4.17)
(4.19)
However. by definition
eo
~ l(nT - T + mT)z-n = ~(z. m) = .1m(j(/)] (4.20)
n=O
f:
Therefore
It should be noted that this transformation is unique. that is. for each
.~·(z.m) there exists only one form of F(s).
T fC+iCorlTI F*(q)
F(s) = -. - - dq,
for/(O) = 0
21TJ c-j(IIITI S - q
It should be noted that the right-hand side of equation (4.24) relm'sellts
the Laplace transform of f*(/)u(t). Helice pes) can he also ohlairwd
directly from ,27[f*(t)u(t)] using the complex convolution theorem disl,'\I!\st'd
in this chapter.
If F*(s) is written in terms of z = (,'I'M, the function /0'.(.\.) ht'l'OIllI'~
.:F(z), the z-transform of F(s). Thus equatioll (4.24) is considt'J't'd liS lit,·
inverse z-s transformation, Ihal is,
CONVOLUTION Z-TRANSFORM 149
It may be noted that this inverse transformation is not unique, that is,
many forms of F(s) have the same Z-transform F(z). This is evident
since f(t) is forced to coincide in values with f* (I) only at sampling
instants.
This theorem signifies that, knowing the z-transform with respect to the
pcriod TIn (when 1/ is an integer is larger than unity), we can obtain from
it the z-transform with respect to the period T. This theorem is important
ill obtaining the limit cycle (or periodic modes of oscillation) of nonlinear
discrete systems and in the study of multirate sampled-data systems.
The fundamental equation that describes this theorem is
Applying the z-transform to this equation, and using the complex convolution
flll'lllula, we get
,:F(z) ~ J[f(kT)] = _1 f .?'(Pn)p;;l 1 dp (4.27)
2'TTj Jr 1 - (zn/Pn)-n
wlll'n~ ;:" = e(T{II)s = ZI/".
WI' ~':111 evaluate this integral in a positive sense for the singularities of
. Ii (1' .. )1'" " to obtain one form, or, alternatively, integrate in a negative
'.1'1\'0(' with respect to the poles of ( 1 I) to obtain
1- Pn z" -n
(4.28)
l o'f(t)h(t)dt = TLi aO
i1f(k - 1
0
+ m)Th(k - 1 + m)Tdm
+i m
fen - 1 + m)T hen - 1 + m)T dm ]
(4.30)
The modified z-transform of the preceding, noting that when m = 0,
JJ"ff(k - I)T] = _1-1 ~(z), yields
~-o z-
1m [L'f(t)h(t) dtJ
but the infinite summations are the modified z-transform of f(t)h(t), thus
1m [ltf(t)h(t) dtJ =
o
~
i1§"1(Z, m) dm
z-lo
+ Tim~l(Z, m) dm
0
(4.32)
where
If we let f(t) be a unit step for t > 0 whose ~(p) = l/(p - I), we have
t
[1J 1
1- =- f."" p
T z
-1 - dp-
p - 1
for t >0 (4.36b)
Choosing T = I, we have
1[!J t
= In-z
z- 1
t > O. (4.37)
LI= -fEA
1.:", + J.w + fIleD + fm; = 0
/ Poles of 1m "
_; p-'F'(p) '" "\
~
~___ PJJranch cut from
C , p=ztop_oo
~~~~ E -~-};7
1,0 7
/
'- _/
FIGURE 4.5 Branch cut in p-plane and path of integration.
In
I-zip
1 = -Z
P
+ -2pB
z2 + . .. (I I )
-zp < 1 (4.40)
Therefore
In _z_ = In (_~) + ~ + L + ... (4.41)
z- p p P 2p2
Now r
JBCD
= O. Hence
(4.42)
CONVOLUTION z·TRANSfORM 153
Now In k (where k is a complex number) = In \k\ + arg k. It is then
easy to see that equation 4.42 reduces to
(4.43)
We can generalize this result for higher powers of t i'n the denominator.
f ~n
n~1
z-n =f."'q-Il'" p-I§(p) dp dq
• q
(4.44)
= ZCl
Z
{In - - fZ 1"'-1) Z.(..
- - ---- +
II
-0.' - + ... + z.-..Il}
:-1 a-I a-2 I.
(4.51)
CONVOLUTION Z-TRANSFORM 155
or
.1 [ --
1 ]
n+a
=Z4
[ In---2
Z 4-1 1
-z-1I
z - 1 1'~1 P
] (4.52)
EXAMPLE
Obtain the following z-transform:
+ a)(n + Ih)(n + c) .. .J
(4.55)
"[(n
i
" n
fllhn = ~ J.:~(P) ,;Yf(p-l) dp
27f} I P
(4.56)
where the contour r in this case is along the unit circle where the poles
of ~(p)lp are enclosed. A method for obtaining equation (4.57) without
having to obtain the poles of fF(P)/p is given in Table III of the Appendix
by letting m = 1 in I". The proof is presented in Appendix 2 of this
chapter.
Another important summation could be obtained by letting Z = I in
equation (4.45), which gives
(4.60)
The list of Table IV in the Appendix presents this summation for
values of r up to 10. As a special case of equation (4.59), we can also
obtain the finite sum of the following serieso,lO
,,-1
S, =I j'zi, r = 0, 1,2, ... (4.61)
j-O
for which
dS,_l
S,=z--, z"-I
with So = - - - (4.62)
dz z-1
k
Finite summation of the form If" can also be obtained from equation
(4.56) by letting ,,-0
=-
1
2.".j
I.
I'
,~(p)(pIcH -
--
P P- 1
1)
dp (4.64)
where the contour I' cnclllsl.'s the poles (If the illtc~rnnd,
CONVOLUTION Z-TRANSFORM 157
EXAMPLES
Obtain the following summation:
(1)
where r is the contour in the p-plane which encloses the pole of I/(p - x).
Evaluating this integral, we get
00 :t
!nxt'l = ,x< 1
II~O (1 - x)'I.
I<
.(3) In
.... 0
From equation (4.64), we have
I<
In
.. -0
= -
It
2"j r (p - 1)2(p - 1)
pl<+1_1
dp
i
n-II (n
(-I)"
+ I)(n + 2)
==2In2-1
«)
.1 f fre] == ~I §"(%),
rl..t=o %-
we obtain for
= .f."(%, s) (4.68)
This linear integral equation cannot he sulved in terms of elclllcnlluy
functions, but it cnn he solved hy Il l'ul1Vl'rgcl1t ilerntivc process.
CONVOLUTION Z-TRANSFORM 159
If we examine the special case where {J,. = {J, when {J is a constant,
equation (4.68) reduces to
M K (J
tpj(z, s)! !OCkn/'z'" + _z_ </9'(z, s) = ~'(z. s) (4.69)
mcO/c~O Z - 1
This can be written
~'(z, s) .f'(z, s)
tpj{z, s) = (4.70)
~ £..
~ OC,.",s/czm
£..
+ -z{J- = £(z, s)
mmO/c=O Z - 1
To obtain y.,(t), it is necessary to know the zeros of the denominator.
Knowing these zeros, we can apply the inverse Laplace transform and
then the inverse z-transform as follows:
(4.71)
or
(4.72)
We obtain this integral from equation (4.29) by using the final value
theorem for the modified z-transform
The contour r can be taken in a positive sense which encloses the poles
,if :F(p. m)/p or in a negative sense that encloses the poles of .%(,-1, m)
ill the p-plane.
As special cases of the preceding, let h(t) = J(I); then
s.
"
trJ
[J(tW dt = -T.
2fT)
lIt
0 I'
p-l.:F(p, m)§'{p-l, m) dp dm (4.75)
whl'rc the contour I' is taken along the unit circle since all the poles of
:,.. (1',111)11' ure inside the unit circle if the integral is finite. It should be
IIlIh'd thut in the evaluation of the integral
I" _ I
1rrj
J' I' 1:IJ(p, m):F(/'
I'
I, m)tlp (4.76)
160 THEORY AND APPLICATION OF THE z-TRANSFORM
we do not need to fin8 the poles of ~(p, m) for the integral can be
calculated as the ratio of two determinants in the coefficients of the
numerator and denominator of ~(p, m). The evaluation of this integral
is presented in Table 1Il and calculated up to values n = 4.
It should be noted that the evaluation of the integral in equation (4.75)
is simplified if the order of integration in p and m is interchanged. This is
possible since the integrand is continuous along r and in the interval
O~m~l.
Furthermore, if we let h(/) = tf(t)
Lo'" t[f(t)]2 dt = T2.
2~)
(1 ( p-l[<m - l)§(p. m)
JoJr
- p :p .fF(p, m)Jl.~(p-\ m)] dp dm (4.77)
Re
Ring of
convergence
of 6(z)
f(n) = .rl[§'(Z)] == ~
2fT)
r
Jc
§'(Z)Z"-l dz (4.81)
where thc closed contour C lies in the ring of convergence of 9"(z) with
the point:: = 0 in its interior. The definition of the two-sided z-transform
requires that ~(:) converge in some ring (of nonzero area) about z = 0
in the complex plane. The contour C is shown in Fig. 4.6.
If the functionf(lI) is bounded, the contour r of Fig 4.7 enclosing the
unit circle will belong to the ring of convergence. Here we write
/(11) = rl[.~(z)] = _1
2fTj
r§(Z)Z..-l dz,
Jr
(- 00 < n < 00)
(4.82)
1m
---r----~----~--x~
A pole 01
[J'(z-l,
If the only singularities of .F(z) are poles of finite order, the inverse
can be evaluated as usual by the residue method, that is,
fen) = I residue .F(Z)Z"-l, (-00 < n < (0) (4.83) ,..,
nil poles
Inside unit
circle
We may note that we could also evaluate fen) by considering the poles
outside the unit circle; then we will have
fen) =- I residue .F(z)z..-t, (-00 < n < (0)
all poles
uutsidethe
unit circle (4.84) "
Although both equations (4.83) and (4.84) are valid for all n for
computational purposes, equation (4.83) is preferable for n ~ 0, and
equation (4.84) is preferable for n ~ O.
Since, in statistical study of signals in discrete systems, both boundedness
and symmetry around the time origin are assumed, we could then write
o 00
If we let m = -II in the first term of the right side and impose the
condition fen) = f( -n), we will have
~(z) = ~l(Z-l) + ~l(Z) - f(O) (4.86)
where §l(Z) has all its poles inside the unit circle and it is defined for
positive II, and ~l(Z-l) has all its poles outside the unit circle and is
defined for negative n.
The inverse of equation (4.86) gives
fen) = ,rl[§l(Z-l)] + ,rl[FJ(z)] - f(O){)"o (4.87)
where 6" o = I for n = 0
= 0 otherwise
We may note that here we might use equation (4.83) for n ~ 0, sub-
stituting only ~l(z) for $I"(z). Similarly, we may use equation (4.84) for
n ~ 0, substituting only F 1(z-J) for F(z).
The general case where fen) is not symmetrical and boundedness
condition does not exist can also be treated, However, in this situation
care should be exercised in defining the ring of convergence of F(z). If
such a ring is nonexistent the z-transform does not exist.
For instance, if a pole exists inside the unit circle, then this indicates a
decreasing exponential for positive n, or 1I I1OI17.em value for the timc
function for ne~Hlivt~ II. The decision liS to which time function is rep-
resented hy the .:-lrunsfol'lII (It'pends Oil Iht, riny, of ctlllvcrgl'nl'e ill Ihc
CONVOLUTION Z-TRANSFORM 163
z-plane in which ~(z) is defined and on the manner in which the ring
divides the poles of .9"(z) within or outside this contour.
ILLUSTRATIVE EXAMPLE
Let !F(z) be given as follows:
To obtainf(n) for n ~ 0, we use equation (4.83) for roots inside the unit
circle. In this case, we obtain
wh,-n' I' i~ th,- huundllr'y "f till! unit d ..de in the z-plam!.
164 THEORY AND APPLICATION OF THE z-TRANSFORM
- = _1
/2
21Tj ('
Is
<I>(Z)Z-1 dz (4.92)
/2 = I
n
= -' r $(Z)jF(Z-l)Z-l dz.
21Tj )1'
(4.94)
EXAMPLE
1. We shall calculate the mean square value of the output of a discrete
system shown in Fig. 4.8.
Given the power spectrum density of the input
<1>,(.;:) = N2
where N is a constant (this represents white noise). To obtain the system
transfer function (,,9(z) from Fig. 4.8, we use
_ _c_' [1 + (blc)Z]
~9(z) =.~o(z) = z- I %- I
.~,(z) 1+ _"_[I + (b/C)%]
z- 1 z- I
= ::(1) + c:) -- C' (4.9(,)
z:& ... (II ,. c' -- 2): I- (I ... c')
CONVOLUTION Z-TRANSFORM 165
Input+ Output
fin fon
This integral can be easily evaluated by using Table III for the second-
order case and noting the following constants:
bo = 0, bi = b + e, (4.98)
ao = I, a1 = (b + e - 2),
To obtain the mean square value of the outputf~(/), we use the following
form:
-
f~ = lim
1
!N 11f!(k + m - 1) dm, o~ m ~ 1
.v~«> 2N + 1 k~-.V 0
(4.103)
This equation can be obtained from tPo(n, m) by Jetting n = 0 as follows:
f~ = f tPo(O, m) dm (4.104)
<po(n, m) = _1-
27Tj
r<l>o(z, m)zn-l dz
Jr'
(4.105)
where r is taken along the unit circle for stable tPo(n, m) as is usually
the case.
Therefore
tPo(O, m) = _I.
27TJ
r<l>o(z, m)z-l dz
Jr
(4.106)
f: = _1_
27Tj
r
J,' Jo
r\f)o(z, m)z-l dm dz = _1_
27Tj
r<l>o(z, m)z-J dz
Jr
(4.107)
Evaluation of equation (4.107) can be readily obtained by using the tables
of integrals which were derived in Table Ill. It should be noted that
~o(z. m) can be always written in the form
(4.108)
Suppose F*(s) and H*(s) are the Laplace transforms of sampled function
f*(t) and h*(t), respectively, defined by
pes)
1
= 2'[f*(t)] = -.
27T}
1 00
Qo-;W
+1<0
F(q}
I - e
I
-TI.-o) dq + If(O)
(A.I)
with Re rs1 > qo > max [real part of poles of F(s)], and F(s) = 2'[/(/)],
To find It'{[f(t)h(t)] . !ST(t)}, we use the following definition from (A.I):
I
= -.
27T}
1
Z{[f(t)Ir(t)] . DT(t)}
c+;«>
c-;«>
1
F(q) dq - .
27T}
J.WO+i«>.
100-;'"
H(w - q)
I - It
1
-Tis-Io) dw
(A.4)
Noting equation (A. I), we obtain for the right side of equation (A.4)
-
I f<+I 00
F(q)H*(s - q) dq (A.S)
27Tj '-17>
t k~<o [fe+Ck+t);CIIO ]
.!I'{(J(t)h(t)]· ~T(t)} = -. 2 F(q)H*(s - q) dq
27T} k--a> <+(k-t);Cllo
(A.6)
I AlIlllht'r tlt'rivalillll 1>1' Ihe cunvl>huiun formula can be directly obtained from the
. 111111 ..1'''1'111 tlt'lillilioll .... 11 (See also l'rnhlclll 4.1.)
I I'''' silllpikily WI' as,,, II It' 111111 ((lI)iI(O) . ,n. Howeyer, the sallle re~1I1t is Ilhlained if
11111/'(1) tI- II. TIll' nlll"l .1""YllliulI i~ Icflils 1111 l""c,'dse Ii,,· Ihe rl';ulc,·.
168 THEORY AND APPLICATION OF THE Z-TRANSFORM
Similar derivations could be used to prove the formula for the modified
z-transform convolutions.
(A.11)
The integral of equation (A. 10) is solved by the method of the residues;
thus we are interested in
zA(z) ~ ,
- - = ~ (',."z. k = n. I. 2•...• " (A.12)
z - Pit ,-II
CONVOLUTION Z-TRANSFORM 169
Since we assume po to be the location of the pole at the origin of the
z-plane, we have
Co,,, == 0 when k F 0 (A.l3)
co,o == aft
We also have
ZA(Z-l) ZA(Z-I)p Z-I A(Z-I) "_
-1 == ( _~) == -zp" -1 == -zp" I ci,,,z i
21 - p" 21 p" - 21 21 - PIc i-O
(A.14)
and
(A.1S)
('lIl1lbining equations (A. IS), (A. 16), (A.17), and (A.19), we obtain
ft ft ..
+I I Iz-IRptc""aft_i-I
/e-O 1=1 t-O
ft " ft
I I I zIR""p/eci,/eaft_i-J
+ zlr-,I/OI-O
•• ,. n
+ z~ ~ ~z·
'·-1/-1,-0
IR".Prrl"II/,lra" i (A.20)
170 THEORY AND APPLICATION OF THE Z-TRANSFORM
Mj =
Ie-O
!" Cj.kRpk (A.22)
and
Qj = I" Cj.lcRptplc
1e~1
(A.23)
" n
• Note that I
i-'O
h,h" / - !
/-11
h,h/ -I'
CONVOLUTION %-TRANSfORM 171
coefficient of %-1. Thus, by summing the equations for j and -j,
n " "
2 !btbHJ = !M H7I- t t + !M 7I _.aH
Q
t=o i~O i~O
n-I "
! Q,,-t QH+l + i=O
+ 1=0 ! Q,,-Hi+1 Qi
" "
~ Qj(M J+n- i + Q,1-i+Hl) + ! Q;_;(M 7I-i + Q,,-i+l)'
= 1-0 i-O
for j = J, 2, 3, ... , n (A.30)*
where 0i = 0 when n < j and 0 > i.
Equation (A.30) can also be written as
"n II
n
= ~ (ai-l + Qi+I)(M n-i + Q,,-I+l)'
/=0
for j = 1,2, ... ,n (A.31)
The n + 1 simultaneous linear equations (A.29) and (A.31) can be
written as the vector equation
Om =d (A.32)
where m and d are the vectors
Mn !b~
M n-l + Qn 2 ! bi bi +1
M n-8 + Qn-l 2! bi bi +2
and (A.33)
Mo + QI 2bob n
and Q is the matrix
Qo 01 Q2 03 (In
01 00 + Os 01 + 03 °2 + 0. 0,,-1
Q= Q2 Q3 Qo + 0, al + 06 0,,-2
(A. 34)
a" o o
• 1\ ~h()1I1d be: nlllt'" Ihlll Ihi~ cqlllliinn 1I1~o yield~ equal ion (A.29) when j .... O.
172 THF.ORY AND APPLICATION OF THE Z-TRANSFORM
Since, from equ.ation (A.25)
Mn
/,,=- (A.35)
00
Hence
I" = J.!hl
QolOI
(A.36)
where 0 1 is the matrix formed from n by replacing the first column by the
vector d. Since I" = In(ou, 01' •.• , 0,1' bo, bl> .•. , bll) is an analytic function
of the coefficients Q j and b,t 0 ~ i ~ n, the result is also valid for multiple
poles.
Table III presents the values of In for n = 1,2,3,4.
REFERENCES
J. Jury, E. r., Sampled-Data C(lntrol Sy.vtems, John Wiley and Sons. New York, 19S5.
2. Tsypkin. Y. Z., Theory of P"lse Systems (in Russian), State Press for Physics and
Mathematical Literature. Moscow, 19S8.
3. Gardner, M. F., and J. L. Barnes, Transients in Linear Systems, Vol. '1, John Wiley
and Son~, New York, 1942.
4. Jury, E. I., "A Contribution 10 Modified z-Transform Theory," J. Franklin Inst.,
Vol. 270, 1960, PI" 114-129. GO
9. Jury, E. I., and M. A. Pai, "On the Summation of 1: .q and Its Associated Ir.te-
.. on
grals," J. Franklin In.f/., Vol. 271, No.2, February 1961.
10. Stone, W. M., "A List of Generalized Laplace Transforms," Iowa Slal(' Col/eKe
JOIITl/a{ (If Sc:iI'IlU, Vol. 22, April 1945, pp. 215-22S.
11. Whalen, B. A.. "Noise Power Gain of Discrete Filters," Master of Science Thesis,
University of California, Berkeley, June 19S9.
12. Mori, M., "Statistical Treatment of Sampled-Data Control Systems for Actual
Random Inputs." T,.ans. ASME, Vol. SO, No.2, February 1958.
13. Kaplan, Wilfred. Operatio"al Melhods /I" Lim'ar Sy.fl(!/1/l, Addison Wesley Pub-
lishing Co., Reading. Massachusells, 1962.
14. Pai, M. A., "The Analysis of Non-linear Feedback Silmpled-()i1ta Systems,"
Ph.D. Thesis. Dept. of F.lectricill Engineerin!~. University u«'alifllrni", Ilcrkeley. 1')1II.
IS. Thellicr, P. L., Ooctnr of Science Thesis, lInivcr\ity III' (il"cnllblc, ....alll:'.. 1%2.
CONVOLUTION %-TRANSFORM 173
16. Nishimura, T., and E. I. Jury. "Contribution to Statistical Designing of Sampled-
Data Control Systems." Electronics Research Laboratory Report Series 60, Issue No.
210, August 5. 1958, University of California, Berkeley.
17. Ragazzini, J. R., and G. F. Franklin, Sampled-Data Control Systems, McGraw-
Hill Book Co., New York, 1958.
18. Tou, J. T., Digital and Sampled-Data Control Systems, McGraw-Hili Book Co,
New York, 1959.
19. Monroe, A. J., Digital Processes lor Sampled-Data Systems, John Wiley and Sons,
New York, 1962.
20. Montel, Paul, Lerons sur les Recurrences et Leurs Applications. Gauthier-Villars,
Paris, 1957.
21. Friedland, B., "Sampled-Data Control Systems Containing Periodically Varying
Members," Automatic and Remote Control, Proceedingf 01 the First I.F.A.C. Congress,
Moscow, 1960. Butterworths, London, 1961, p. 369.
22. Bharucha, B. A., "Analysis of Integral-Square Error in Sampled-Data Control
Systems," Electronics Research Laboratory Report Series 60, Issue No .. 206, June 1958,
University of California, Berkeley.
23. Nishimura, T., "On the Modified z-Transform of Power Spectral Densities,"
Trans. IRE, PGAC, Vol. AC-7, No.4, July 1962, pp. 55-56.
24. Sawaragi, Y., and A. Fukaw, "On the Sum of Squares Values of Sampled-Data,"
'frans. 01 Japanese S.M.E., Part I, No. 155, Vol. 25, July 1959.
5
CONVOLUTION z-TRANSFORM
APPLIED TO NONLINEAR
DISCRETE SYSTEMSl,3,6
where " is the discrete time variable and F[x(n), x(n + I) ... J is the
nonlinear term containing terms in x(n + p) of degree two and higher.
This form of the difference equation is fairly general in the sense
that it describes many nonlinear discrete systems with saturation-type
nonlinearities. This type is quite common in feedback sampled-data
systems.
The objective of this chapter is to obtain an approximate closed-form
solution of equation (5.1) in a systematic manner using the convolution
z-transform; a few examples arc; also discussed to explain in detail the
method of solution and to compare it with the exact method using the
difference equation as a recurrence relationship.
In order for the method of solution to he applicahle, certain assumptions
are to be imposed on the: tlilrercnce l'llulltion. These IIssumptions lire nol
174
2-TRANSFORM APPLIED TO NONLINEAR DISCRETE SYSTEMS 175
restrictive, for in practical situations they are usually satisfied. It should
be noted that there is no general method of solution for any nonlinear
difference equation, .,6-10 but certain techniques are applicable to certain
types of difference equations or noniinear discrete systems. In this chapter
the application of only one such method is discussed in detail. This
method is analogous to the application of the convolution Laplace
transform 2 to certain nonlinear differential equations. Rigorous mathe-
matical justification of this method was proposed by Wasow. 11 Similar
justification for the method has been indicated$ and by applying Wasow's
techniques a rigorous mathematical validity has been obtained. 12
5.1 Assumptions
I. The nonlinear difference equation in (5.1) has a steady-state or
equilibrium value Ao given by
r
! h~Ao + F(A o• ••.• Au) =
11-0
0 (5.2)
GO A
.~(2) =! II _I (5.3)
II~ 01 - a,.%
Whl'I'C (I ..'s are distinct with modulus less than unity, and ao = I.
where 0 0 = I and the other Q'I:5 are distinct with absolute values less than
unity. Using the convolution integral,
1[f(n)2] = _1
. 2~)r
r
p-l!P"(P)~(=)dP
p
(5.5)
where r encloses all the singularities of p-l!P"(p) in a positive direction
in the p-p[ane. Therefore
1
[/(n)2J = _1 l -1~ A" ~
~ 1 - Q,.p-1 ,-0
27rJ. [. P ,,=0
A, d
~ I - Q,z -1 P P
(5.6)
Similar[y,
1[/(n)J(n + k)J = ~
27rJ
rp-lpk
)1'
X [~(P) - ~>(q)P-q]~(;)dP (5.9)
(5.10)
= Ao + Al + A2
1 - Z-I 1 - a 1z- 1 1 - a2z-1
+ As 1+ A41 +... (5.12)
I - a3z- I - 04Z-
The term O<z for IX ~ 3 is of the form aro~ (y and lJ are positive integers,
y + lJ ~ 2) arranged in decreasing order of magnitude so that
\ > lOll > 10 1> 10 1> 1041 > ...
2 3 (5.13)
2. Take z-transforms of all the terms in equation (5.11) to yield
.~"(z) + k J[x(n)3]
(z - a;)(z - a~)
.'?f(z) = ~ + Al + A2 + A 20
I- Z-1 I - a l z- 1 1 - a22- 1 1- a~z-l
A30
+t . 3 -I + ... + 1 - A02U2Z2 -I
- a1z
+ -~:-I
A03
-I + . . .
+ All -1
I - {liZ t - a 1a22
Alii A. 2
., a'.+ -~-I+'" (5.16)
I . "."11: 1 .- lIllla:
178 THEORY AND APPLICATION OF THE ;::-TRANSfORM
- al%-I
3A2oA2
+ -..::.....:=-
I - Q2Z-1
+ 3A~A20 + 3AoA~
I - a~z-I
+ 3A~A30 + A~ + 6AoAtA20
I - a~z-'
+ 3A~A40 + 3A~oAu + 6AoA,A30 + 3A~A20
1 - a~z-'
( .....'(1)
;;-TRANSFORM APPI.IF.D TO NONLINEAR DISCRETE SYSTEMS 179
where fl' ./~, .... etc., denote functional relationships. The process by
which any A,(1. ~ 3) in equation (5.20) is found in tcrm~ of previous
A;s is possible because of the manner in which the a;s were ordered
in e'luation (5.12). Thus all A~'s (~~ 3) can be expressed ultimately in
terms of Au. AI' and A 2 •
6. Finally. by multiplying equation (5. I5) by z - a~, (1. = I, 2 and
letting in each case:; -> a~. two nonlinear relation~ are obtained.
k ('-'--I
Ai: 3A~AI + 3A~A2 ) iJ
+ , , + . .. = -'--I
Q a- ao - a l a. - "2a. -
+(a;+b).r(O)+:r(l) ,,;=1,2
(5.21)
The convergence of these nonlinear relations depends on the initial
values of .r(lI) and the magnitude of the nonlinearity. If the nonlinearity
is "small." then for a fairly large range of initial values convergence could
be expected. On the other hand, when the nonlinear terms are comparable
to the linear terms, then the range of initial values is necessarily restricted.
At any rate, convergence is best judged from the particular problem on
hand. With first-order difference equations, this does not pose a serious
problem. However, for higher-order systems the numerical computations
become too involved and it is also sometimes difficult to determine the
cnnvergence. The procedure just detailed can be easily extended to
higher-order equations.
"!lIII I I)
H.'I(II)~ +1 (5.22)
!/(" f I I
1111I.llitlll (', .'.') 1.111 III' \C'\\Tilh'1I as
H'/(I/ I II I H'/(I/ I 1)1/11/)" H!lIIIf l'i.~~.\)
180 THEORY AND APPLICATION Of THE %·TRANSfORM
Assume
l!V(%) = i: All -I
II~O 1- Q,,%
Ao
= ---1
1- %
+ 1 - Alalz -1 + 1 - AeQl%e -I + . . . (5.24)
(5.26)
and
+
J[y(n - 1)y(n)2] = -1.
21TJ ['
1. p-Ip LeoI.. 1 - AO"p..
0
-I - yeO)]
.
(5.27)
(5.28)
8 f
".0 1-
A"
a,.%-I
+!f I
zL.,,,,Y-G 1 -
A .. A,tA 7o y
o"O,tOyZ-1
3
Ieo 1 - Aa"a,z-I
- ",/1=0 A
"" ]
= - - + 8y(0) (5.29)
%- 1
relation for AI' compare the constant term on both sides of equation
(5.29). This gives
<tl
I
a~O
A.. = yeO) (5.37)
Thus
II¥( ) _ 1 + AI _ ! A~ + ... (5.38)
, z - 2(1 _ Z-I) 1 - ~Z-I 3 (1 - 246 Z- 1)
where .!l' indicates the operation of taking the Laplace transform of the
function in the parentheses. The sampled form of equation (5.40) is
Zero-order
hold
c(t)
Gi.)
N
1II1C + ~ 1119C9,..----:--:---,
,-2
With T= I
~(z) = 0.632 (5.46)
z - 0.368
and
• TIJI~ rllnll IIr ~lIhlllllll ire the bllsi~ IIr Ihe CUIIYlllutiulI %·trllllsrllrlll liSt'" ill Ihi~ CXlIl1lplc.
184 THEORY AND APPLICATION Of THE Z-TRANSFORM
+ 3A~A3 + 6AlAaAo + A~
1- Q~Z-l
a1 = -0.31 (5.63)
Since lad < I, the system is stable for a unit step function input.
From equations (5.56) and (5.57), A z• A 3 • •• are obtained as follows:
A _ _A _Z
1 A ___ A 31_ A _ A1
2- 4.35' 3- 13.95' 4- 6. 14 '
AS A~
As =- 10.;5' Ae =- 26.7' .. (5.64)
• hll III. (1.1. whkh i,"lkates a Salllnltiull type nonlinearity, it will be found that
,u"vl"I:I'IJ('I' 1'1' l'll"illi"" (~,44) ;~ 1'''''''' lIowever. hy shiftill!! time axis (lIsin!! the
,hlll''''''''(' (,IJlllllill" I" " "'1'111 n'm'(' !l'IIII;IlII) hy 1IIIt' '1IIIIplill/: Pl·ri,,&!. 111Ik-ker cunver·
1:(,111'1' 1""' II(' 1'~IlC'I'I.',1 'J hi' i, tllmllnl.',1 Inl .. r.
186 THEORY AND APPLICATION OF THE Z-TRANSFORM
c(0) 0 0.000131
c(l) 0.632 0.6323
c(2) 0.4491 0.44925
c(3) 0.50779 0.50767
c(4) 0.48970 0.48975
c(5) 0.4955 0.4953
c(6) 0.4935 0.4936
c(7) 0.4942 0.4941
Z-TRANSFORM APPLIED TO NONLINEAR DISCRETE SYSTEMS 187
EXAMPLE 2a
If we take in Example 2 m3 = -OJ, the difference equation that describes
the system is now
c(n + 1) + 0.264c(n) - 0.0632c(n)3 = 0.632 (5.71)
For this equation, the coefficients are
Ao = 0.5065 A. = 0.93A~
At = 0.356A~ As = J.7A~ (5.72)
Aa = O.64A~ As = 3.74A~
It is noticed from the preceding that the convergence is rather poor.
However, it can be improved if we shift the time axis by one sampling
period so that the difference equation is the same but the new initial value
is 0.632 (instead of zero); this can be done by using t.he difference equation
as a recurrence relationship. For instance, if we let c(n)I,,~o = 0 in
Equation (5.71), we readily obtain the new initial value as 0.632.
The amplitude determining equation is
0.632 = 0.5065A 1 + 0.356A~ + O.64A~ + 0.93A~
+ 1.7A~ + 3.34A~ (5.73)
which gives
At = 0.1191 AI = 0.00506
(5.74)
Aa = 0.001 A. = 0.0001
The solution is then
c(nT) = 0.5065 + 0.1191(-0.2155)"-1 + (0.00506)(0.0465)"-1
+ (0.001)(-0.01)'1-1 n ~ I, for n = 0, c(O+) = O. (5.75)
. It is evident that this solution is rapidly convergent. Comparing the
output amplitude with the exact solution, we notice
Approximate Exact
c(1) = 0.632 c(1) = 0.632
c(2) = 0.4811 c(2) = 0.4809
('(3) = 0.512 c(3) = 0.512
c(4) = 0.5053 c(4) = 0.5054
can be easily obtained for the discrete case by using the difference equation
as a recurrence relationship. Such an advantage is not possible in the
continuous case. A compromise between using the difference equation as
a recurrence relationship and the labor involved in the convergence is
required in any problem amenable to solution.
REFERENCES
OSCILLATION IN NONLINEAR
DISCRETE SYSTEMS
I Hel
190 THEORY AND APPLICATION Of THE z-TRANSFORM
In our study we shall also assume that these oscillations are periodic with
period an integc:r multiple of the sampling period T. With the pulse width
modulated feedback system, as will be discussed later, the signal e~it)
will actually be a train of finite pulses with periodic features as shown in
Fig.6.2. Therefore the application of the theory of the finite-pulsed system
shown in Fig. 6.3 is immediately suggested for the analysis. To obtain
the basic equations that yield the limit cycles, we shall review first some of
the pertinent concepts of finite-pulsed systems. 15 - 11
Let e~.Ia(t) be the output of the finite pulse width sampler as indicated
in Fig. 6.4c during the (n + I )th sampling period. This output is repre-
sented mathematically by the product of e~.Ia(t) and a unit pulse uli(t)
as indicated in Fig. 6.40, b.
e~.Ii(t) = e~(t)uli(t) (6.1)
where
for 0 S; t S; h
elsewhere (6.2)
The incremental response transform, ~C:'(s) is defined as the product
of the transfer function KG(s) and the Laplace transform of the pulsed
input to the linear system Y.le~.h(t)]
AC~{s) = KG(s)£~.II(s) (6.3)
E~ r---i
hIt .
KG(s) ~S)
FIGURE 6.3 Open loop finite pulse-width system.
,-'
in equation (6.3) where M is given by To = MT. We then add AC;'(s)
from n = Mk up to n = M(k + I) - I, multiplied by the relative delay
L
o -------~
til
(b) Uh (t)
pulsed function
along t-axis
(eI) 6(',,'(t)
Incremental
-~.~
re!>llUnsl!
........
•. ~t
I Ie ;111(1· "."
192 THEORY AND APPLICATION OF THE Z-TRANSFORM
factor. The relative delay is the delay with respect to the Mkth sampling
instant, and the delay factor is given by
where 1=0, 1.2•... , M - 1 (6.5)
Then equation (6.3) gives
M-l
I1Ck(s) = Ie-liT I1C MkH(S) (6.6)
'~O
Thus I1Ck (s) gives the incremental response resulting from the input
during the (k + l)th global period T G • If this incremental response
I1Ck (s) is superposed for all k from 0 to ro with proper time lags. the
summation will give the total response C(s). Hence
00
C(s) = Ie- kSTu I1Ck(s)
k=O
00 .v-I
= Ie- k• Tu I e- I• T I1C Mk+l(S) (6.7)
k=O lEO
The z-transform of this equation is obtained by using the notation
z = e'T and Z = e'Tu = zM.
(6.9)
The general form of (6.8) and (6.9) can be readily applicable to the
analysis of finite pulsed sampled-data feedback systems. It is used in the
following to aid us in obtaining the fundamental equations for the limit
cycles.
After the system enters the limit cycle. the incremental response of each
sampling period will be repeated for every global period Ta of the limit
cycle, and thus I1Ck (s) of equation (6.6) will become identical for every
k. Thus the incremental responses of each limit cycle become independent
of k. Hence Mk at the subscript of (" and H' muy be removed. Iinwevcr,
we add the subscript .~ tn indicate the skady-state (althnll~h pcrimlically
varying) (If the variuhle. Thl'n the illl'n'lIIt'ntnl respnllsl' in (1m~ limit t'ydc
PERIODIC MODES OF OSCILLATION IN NONLINEAR DISCRETE SYSTEMS 193
is denoted as t1Cs(s) and is given by the sum of t1C IS(s) from 1= 0 to
I = M - 1 with proper delay factors (where I indicates the relative
location of the specified sampling period within the global period T () of tbe
limit cycle). It is given as
,\1-1
t1CN(s) =I e-I,T 6,C I.(s) (6.10)
1-0
Using this notation, ~(z) of equation (6.8) will be divided into two
parts, the transient-state and the steady-state (limit cycle)
.\"-1 cc
<tf(z) = l: Z-k Mfk(z) + I Z-k 6,~.(z) (6.11)
k~O k-.""
where
t1~$(z) = <7.[t1C.(s)] and t1~k(Z) = <T[aCk(s)]
Equation (6.11) can also be written as
'\"-1 Z··.\·+!
~(z) = ~ Z-k 6,lifk (z) + - - a~s(z) (6.12)
k~O Z - 1
At th.is point the skip sampling operation (introduced in Section 4.3)
is lJSed to obtain the z-transform with respect to the period Tn = MT
from '?J'(z). This operation is described as <.[ )
and its mathematical
form is given as
where
(6.19)
and
(6.20)
i = 0, 1.2•...• M - I (6.23)
; = 0, \, 2, ... , M - I (6.25)
We note that the skip sampling process is removed, and instead we use
the regular z-transform with respect to the global period Ta = MT.
The evaluation of equation (6.25) can be performed by using the integral
theorem which gives
'·i. = lim
1._r·"r·_l
<Ttl { e,\!$T [ !
,U-l
,~O
e-lsTKG(s)E;+i.h(S)
]}
Z-1
= t·"r'~1.-1
lim -
Z-l
21Tj
i I'
,\1-1
e,l1,,7'KG(p) ~ e-'"TE' . (p)
~
';0
1 _ e-.1ITI<-",
I+ •• h
dp,
.-0
i = 0, 1,2, . , , ,M - 1 (6.26)
The multiplication of the expression within the bracket by e·lh7' is done
to insure the convergence of the integral along the infinite semicircle in
the left half plane, This does not cause any change in the final result; we
compensated for this by multiplying by Z-I.
, We can interchange the limiting process and the integration if we take
the path of the latter sufficiently close to the imaginary axis of the p-plane.
lienee equation (6.26) reduces to
,\1-1
\ f;',llpTKG(p) ! e-I'PTE!+i.h(P)
(./. -__ r
21Tj J..
,~O
I - e!l1'PT
dp
'
; = 0, \,2, ... ,M - 1 (6,27)
Furthcr simplification uf this equation is possible, when the oscillations
lll'l'sYlllllIt'trinli. SYIIIIIlt'trical (lsciliuliull rcsults whcn the same shape or
IIsl'iliatioll:o. b rqwatcd lilr cwry 11lI1!' pcriod or thc limit l:ycle with an
"PII'I',ill' ~il',II,
196 THEORY AND APPLICATION OF THE z-TRANSFORM
or
1'-1
_I el,uTKG(p) ~e-">T£i_;.II(P)
c - -
II - 27Tj
r
)1'
1=0
1 + eP PT
dp (6.29)
We note that half the zeros of the denominator of the integrand which
include the zero at the origin are canceled by the zeros of (I - rIll>'/') in
the numerator by introducing the symmetry condition. In some cases the
symmetry condition requires that the summation of e;.h(O) over one global
period is equal to zero. It should be noted that the elimination of the
pole at the origin simplifies consideration of the analysis of the system
when KG(s) contains an integrator. The symmetry condition is a valid
assumption for relay and PWM systems when the plant has an integrator
and low-pass filter characteristic as is usually so.
In summarizing the preceding, equation (6.26) is a general form to obtain
the response at the sampling instants when the system is in the limit cycle.
Tt could be used for either free oscillation or forced oscillations (when
the forcing function is periodic with the period an integer multiple of the
sampling period). Equation (6.29) is a simplified form of (6.26) when the
symmetry condition exists. It yields the oscillations with zero doc com-
ponents* (because the constant value of the limit of the summation in
equation (6.18) is ignored).
• Thc d·c component implies the averagc vaillc (lr Ihe response at the s:lmplinl: ilhwnl'
during onc period or Ihe limil cycle.
PERIODIC MODtiS OF OSCI LLA liON IN NONLINEAR DISCRETE SYSTEMS 197
r(t) + e(t)
where
el(O)
1'(/) = le,(O)1 (and this takes only the values +I and -I)
and
h, = oc le,(O)1 = ~ Ir,(O) - c,(O)I, for oc le,(O)1 ::s; T (6.31)
Substituting for E':h(S) in equation (6.29), we readily obtain for this case
-I
= -27rj
1. el'PTKG(p) I'
I
1 y(l + i)e-",7'(I-e' "h, .. )
dp (6.32)
1 + ell"T
C
IS I' 1=0 p
T=1
To = 4T= 4
KG(s) = s(s~J)
oc = 0.5
rn: +1. +1, -I, -1
FIGURE 6.7 Phase plane analysis of PWM system (M = 4).
en'(O)
(Jd = 1
ell (0)
-----'-------- -1
c = _ K{ho + hi _
o. b 2
e- bT
b(l + e- 2bT )
[e-1J7'(~/)lIo _ I) + (e blll - l)]}
(6.35)
C == _ Kfh l - ho _ e-b7' [e-bT(ebhl _ I) _ (ebhO _ I)]}
10 bl 2 b(1 + e-2bT )
(6.36)
From equation (6.31) we know that
(6.37)
These equations can be solved for ho and hI and consequently for cos and
(' ...
When b == I, K == I, ex == 0.5, T == I and ro == r 1 == + I, eO. and e..
can be solved numerically to yield
co. == -0.238 CIs == -0.162 (6.38)
The limit cycle obtained in the phase plane of Fig. 6.7 verifies these
calculated values.
the saturated region at the first sampling instant and in the linear region
at the next sampling instant. The same feature is repeated with opposite
sign. No input is applied.
The plant is
KG(s) = t (6.40)
s(s + 1)
The sampling period is T = 2, (J = 2, and d = 0.5. .
The outputs of the saturating amplifier are assumed as follows:
e~iO) = 1, ei,(O) = k, e;,(O) = -1,
e;'(O) = -k, Ikl <1 (6.41)
For a saturating amplifier the pulse width h is equal to T, since there is
no pulse-width modulation and therefore the pulsed outputs from the
hold denoted as ej,h(t), j = 0, 1,2,3 will have the following Laplace
transforms:
t - e-,T
EOh(s)
, = s ,
-IT
(6.42)
I -e
E2h(S) = - ,
. s
This sequence of oscillations is symmetrical and equation (6.29) can be
used for the solution provided T is substituted for h. We ultimately get
the following response:
k[ , t - e- bT -bT
Co. = - -2b T(eo. + e lO ) +
I I
2bT (eo,e
b(l + e- )
+ e ts, )]
(6.43)
e,,'(O)
i:
co
-1
KG(a) =O(.~ 1)
T=2
a=3
+ 1. O. -1
ell':
Cli ==
K[T"'3 -
b b(l
1 - e- b,.
+ ,-/}7' + e-267')
]
(6.53)
CIs
K
= b "3 -
[T b(1
e- b7' - e- 26 7'
+ e-b7' + e-2b7,)
]
(6.54)
Letting T == 2, b = I. K = I, and d = ! (0( == 3), these values yield
co. == -0.482, Clo = -0.083, Ch = 0.565 «(,.55)
The outputs of the quantized level amplifier corresponding to ('1,•• ( ....
and C2. are + I, 0 and -I. which satisfy the original assumption of Iht'
sequence. This limit cycle is shown in Fig. 6.11.
In another example of asymmetrical oscillations, if we let d = A (IX ,,~ ;")
and assume the sequence + I, 0, -~, o. A. 0, -I as the outpul of Ih,'
nonlinear component. then a limit cycle of M = 7 is sustained. us shown
in Fig. 6.12.
Extension of the method to other types of nonlinearities such liS n'lny
sampled-data systems is feasible and could be handled by Ihe lillm"
procedure. A discussion of the maximum period and the stability of Iht'
limit cycles obtained follows.
From the liymmctry cunditiun. (';.(0) is positivc fur Ihc lin,t half 111'1'1",1
alld I1c~ativc fur the olhcr hillf pCl'iml. This implies Ihlll Ih,' 1'1'\1'"11'0"
(',,(0) is nCAalivc fur Ihe lirsl hull' periml 111111 pm.ilivc ful' Ihe swuml hlill
o;illl'l' 1111 illplll is lIpplit·d. Th,'rt'forc
)'(/) I I ,.. II. I. 2•...• I'
I , - 1', /' , I,.... At
204 THEORY AND APPLICATION OF THE z-TRANSFORM
KG(a) = a(,~ 1)
T=2
a=2
e,,': + 1,0, -0.5, 0, +0.5,0, -1
FIGURE 6.12 Asymmetrical limit cycle of quantized level amplifier system.
and
c" <0 I = 0, I, 2, ... , I" - I
(6.57)
C,. >0 I = ~, I" + I, ... , M - 1
By investigating the polarity of C,,_l,. which is the response at the last
sampling instant contained in the first half period of the limit cycle, we
can obtain the maximum number I""'"X or M IIlIIX • This is done by letting
i = I" - I in equation (6.56).
c _ = - -
pi,.
I
f.
e
I'pTKG() (I
p
2TTJ. r 1 + ~..MilT
- e
P
-liT) p-l
'" (I + _ 1)e- 11I7' d
~Y
1-0
I" P
(6.58)
Since Co. is negative by the original assumption, the polarity of C,•.. l,. is
tested starting from I" = 2, that is, from C II • The response CI , 1 •• may be
negative up to a certain I" = 1/' but it may become positive f()f all I" ~
~' + I. Then this critical 1/ is tuken us /"11111.'
PERIODIC MODES OF OSCILLATION IN NONLINEAR DISCRETE SYSTEMS 205
This general formulation and procedure is applied to the following
examples.
EXAMPLE I
The plant transfer is of first order, that is, KG(s) = X/(s + b). The
response C,._I •• at the margin of the first half period is obtained by letting
i = P, - I in equation (6.34) to give
,,(1 + p,) = +I for I = 0
= -I =
fori 1, 2, .•. , p, - 1 (6.59)
and
Co' C1,cp _ 1
C2 • •••• <0 (6.60)
Equation (6.58) becomes
. _ 1 J.
e""TKG(p) J - e-"T(J
-k e
p~1 -'fiT) d
p
21Tj (. I + e""T
C -I
I' o· - - -
p 1=1
K 1 -liT
= _ - e [I + e- IIT + ... e-lp-2111T _ e- lp - lIbT ]
b 1+ e-pllT
(6.61)
It is evident from equation (6.61) that C,._I.R is positive for all p, ~ 2.
thus violating the assumption of equation (6.60). Therefore it can be
O
It can be proved that the numerator inside the bracket is positive for
all bT > O. Hence it may be concluded that COs is negative for all T.
for I-' = 2 and i = I-' - 1 = I,
K (I _ e- bT )2
Cls = - b2 1 + e- 2bT < 0, for all bT> 0 (6.64)
Simple trial shows that c2• is negative for small T and becomes positive
for larger T, thus violating the original assumption. We can find the
critical Tc by solving equation (6.65) for T when C28 is equated to zero.
Therefore the oscillations of /l = 3 or M = 6 can exist for T < To, but
it cannot be sustained for T ~ Te' A similar observation is obtained for
larger /l.
To derive the fundamental equation that relates the maximum /l and
the sampling period T for any second-order system, we let i = /l -1 in
equation (6.62).
C =_K {! _
e-(p-UbT(I - e- bT )
p-l .• b 2 b(1 + e-PbT )
_"-l[I _ e-(p-l-l)bT(l - e-bT)J}
. ~1 2 b(l + e- PbT )
= K[bT( _ 2) _ ebT 1 - e- IlbT + ebT - IJ (6.66)
b2 2 '" 1 + e- IlbT
By the original assumption, e,l-l. s < O. Hence /In,,,x is obtained by
finding the maximum integer /l which satisfies the following inequality:
bT t -pbT
- ( - 2) - e- bT - e + e"T - 1 < 0 (6.67)
2 /l 1 + e- IlbT
To conclude, we may state that limit cycles of two and four sampling
periods can exist in the relay system for any sampling period T, but that
for '" ~ 3 the maximum number of sampling periods or the mode of
oscillations is restricted by the system parameters band T. figure 6.13
indicates /lmax as a function of bT.
These discussions can be applied to any order plant and to other types
of nonlinearities. 20 - 22 An important application of the maximum number
of modes of limit cycles is in the stability study of nonlinear discrete
systems. It yields the boundary stability curves for various nonlinear
discrete systems.
PERIODIC MODES OF OSCILLAnON IN NONLINEAR DISCRETE SYSTEMS 207
10
9
8
7 KG(s) = af.!61 Relay mode oscillation
6
5
4
3
2
1
O~__~~~~~~~~~____~~__~~~~~~
0.1 4 6 8 10 bT
FIGURE 6.13 Maximum number of sampling periods contained in half period of
limit cycle.
lie inside the unit circle. Then all the solutions tend to 0 as n becomes
large. If one of the values lies outside the unit circle, the solution is
unstable. Finally, if all the values lie on the unit circle, the linearized
solution Y ta ] of equation (6.69) can be considered as stable. *
Combining the two theorems, the condition for the asymptotic stability
of limit cycles is reduced to the following statement. All the eigenvalues
of the matrix [Aa] which is the product of all the matrices which consist
of the first partial derivatives of F(xn) lie inside the unit circle at all the
periodic solution points sn].
The application of this theorem is shown in the following discussion.
(6.72)
• It should be noted that even if the linearized solution of the perturbation is .fluhle-,
the limit cycle is not asymplolirQlly IIIQbl, since the perturbation will not decay in thill
case.
PERIODIC MODES OF OSCILLATION IN NONLINEAR DISCRETE SYSTEMS 209
T..-
r ........ ~ ---<)
r(!) + I ~(z)
crt)
G(8)
Nonlinearity
F[G URE 6. [4 A nonlinear discrete system with nonlinearity in feedback path.
coefficients of sin ('TT13)n and cos ('TT13)n in equation (6.75) yields the
following two relations:
pen + I )(0.184K - 1.684) + q(n + 1)( -0.547 - 0.319K)
= p(n)( -0.868 - 0.264K + 0.0336A2K)
+ q(n)( -0.866 - 0.0239KA2) + 0.448B. (6.78)
pen + 1)(0.547 + 0.319K) + q(n + I )(0. I 84K - 1.684)
= p(n)(0.866 + 0.0239KA2) + q(n)( -0.868 - 0.264K
+ 0.0336A2K) + 0.3185B (6.79)
where A2 = p2(n) + q2(n). These are the key equations in the study of
periodic solutions and their stability.
After the transients have disappeared, the solution will tend toward
one of the periodic states given by the substitution of pen +
I) = pen) =
Ps and q(n + I) = q(n) = q.• in equations (6.78) and (6.79).
Define
0.184K - 1.684 -0.547 - 0.319KJ
[ =C (6.80)
0.547 + 0.319K 0.184K - 1.684
and let
0.20 .---r-r-..--r--..----,r--....,...---,r--.....---,r---r---.
These equations when solved for p,. q. and using the fact that p! + q! =
A2 yield the amplitude characteristic
A2[(-0.816 + 0.448K - 0.0336KA2)2 + (0.3 19K - 0.319
- 0.0239KA2)2] = 0.448K2A2 + 0.3 I 85K2B2 (6.87)
For a given value of K the functional relation A2 versus B2 can be plotted.
It will be seen that for some values of K the system has more than one
periodic state for a certain range of values of B2. Figure 6.) 5 shows B2
plotted as a function of A2 with K = 2.395. Computation shows that for
values of K greater than 2.25 multivalued regions are obtained.
. Let us choose K = 2.395. This will make the poles of the linear part
IIf the difference equation just lie on the unit circle. The characteristic
"'Illation for the linear portion is
Z2 - 0.488z + 1= 0
which ~ives
z= 1)(' 1;0, where p = 1 and () = 217 (6.88)
5
rhi .. I!,iws th~ period as 271'/()= 5 secnnds. The period of the sinusoidal
11111111 is (, s""ulld!o alld since the dillerencc between the natural frequency
IIlId "11~1I111 rn·'IIIt·n,·y h. !;mall, II Inckin~ phcnnmcnnn or 1I frc'lucncy
"111 rni II II Il'II I IlIk,·., plm',' 1\ plW1l1l1UC1I1I1I !;illlilar 10 lhlll in cnlllillllnlls
212 THEORY AND APPLICATION OF THE %-TRANSFORM
!ly I/~
I:!
I If the eigenvalues of the matrix
[~ ;~l]
of2 of2
(6.89)
op oq If("1 ~~
III' III\j,k the unit circle, then the equilibrium point is stable; otherwise
II 1\ IIn,lahlc. For the region in Fig. 6.15 where dB2/dA2 < 0, the equilib-
1111111 point is ullstable and if the system is slightly disturbed at this point,
II Will IIltimalely ~ettle down to one of the other two stable periodic
·... 111111111',. III Ihc numerical example discussed in this section, and for
"V. 111.' 'i from Fig. 6.15, three periodic states with A2 = 1.495, 3.25,
111111 oI.M art' IIhtaincd. From equations (6,85) and (6.86), p" q, are com-
I'"h'" 1111 "u\'h III' these values and then the characteristic equation for the
\'111111111111111 "'lll:Iliull at each point is computed. Stability of this character-
I~III" "'11111111111 is thcll examined. A summary of the results are given.
". 2.395
/I .. O.J54
Chara(teristic Equation
I i(IIIII", illlll I·"i"'.~ for Variational Equation Stable or Unstable
The output of the system with a repetitive sequence Co. Cl l C2' C3 has
similarly a steady-state z-transform of
(6.91)
"I( iI 11(1, f, If, 1111'111 11111 pili 'It-~clil)liun u" Iim'lIr 1'111111 IInder limit cycle npcrntinn.
214 THEORY AND APPLICATION OF THE z-TRANSFORM
Next take the z-transform of the difference equation describing the linear
plant and substitute the z-transform expression (6.90) and (6.91) for the
input and output, respectively. Comparison of coefficients of like powers
of z will yield four linear relations involving Co, Cl. C2. C3. It is found that
not all these relations are linearly independent. For the limit cycle with
period four. only three relations are linearly independent. The fourth
relation appears as a constraint which should be satisfied so that the
specified output of the nonlinearity is maintained. The solution of these
equations will yield bounds on the initial values of the output which are
the conditions that are necessary (but not sufficient) to sustain the specified
mode of oscillation. The following example will illustrate the procedure.
EXAMPLE
Let Fig. 6.17 be the mathematical equivalent of the sampled-data system
shown in Fig. 6.18. Let Gl(s) be
0.5z
=------ (6.93)
(z - 1)(z - 0.5)
Hold
circuit
~~----~-----------
eft)
(6.97)
111 the preceding sections, the z-transform method has been applied to
nhtain the pcriodic oscillations of nonlinear discrete systems. The systems
d iscusscd lIrc those lIsually encountered in control engineering applications.
Thc mathclllatical description ()f these systems represents the field of
1I11111illl'ar dif1i.on~lll·c t:tluatinlls. Hcnce the ::-transform as shown in this
dmpler call he readily lIsed to ohtilin the pcriodic solution of certain
nnnlilU'l\r tlilll'n'lIt't' t"IIIOIlillll!l. The Iype nf dil1'crence Ctl"ution that cun
216 THEORY AND APPLICATION OF THE Z-TRANSFORM
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I're~el1lc:d Ht the JACC mceting in Minnesota, June 1963. To appear in the 1'raIlJ· •
.-ISMI:, 1%4 .
•~ I. I'Hi. M. A., "Osc:iIlHtinns in Nllnlincilr Sampled-Datil Systems," AlEE T,.all.t.,
V,.I. HI. l'illI IIIAl'pli~'illinn' and Industry), JallIlilry 19(.3, pp. 350-355 .
.'.\, ('hnl\'. ('. K., "( 'nnla~'I'" S~'I VII"'t'chnni'l1I I "'pinyin!! SlIIlll,lc:d-[);ItIl," A lEE
1111'" , VIII. II, 1'111 I II, 1''',1, PI', 'I M.
218 THEORY AND APPLICATION OF THE %-TRANSFORM
25. Klouer, K., and E. Pinney, "A Comprehensive Stability Criterion for Forced
Vibrations in Nonlinear Systems." J. of Appl. M~ch .• Trans. ASME. Vol. 75. 1953. pp.
9-12.
26. Oa-Chuan, Shao, "On the Possibility of Certain Types of Oscillations in Sampled-
Data Control Systems," Automation and Remot~ Control, Vol. 10. June 1959. pp. 85-89.
27. Tsypkin. Y. Z.• "Periodic Solutions of Nonlinear Finite Difference Equations and
their Stability," International Union of Theoretical and Applied Mechanics, Institute of
Mathematics. Academy of Science of the Ukranian SSR. Kiev, 1961.
28. Delfeld, F. R., and Q. J. Murphy. "Analysis of Pulse-Width-Modulated Control
Systems," IRE Trans. A.C., Vol. AC-6, No.3. September 1961. pp. 283-292.
29. Tsypkin. Y. Z.• "Elements of Theory of Numerical Automatic Systems." Automatic
alld Remote Control. Proceedings First Inl. Congress IFAC, Butterworths. London,
1961, pp. 286-294.
30. Jury. E. I.. "Contribution to the Modified z-Transform Theory." J. Franklin Inst .•
Vol. 270. No.2. August 1960, pp. 114-129.
31. Monroe, J., D~f(ital Processe.f for Sampled-Dala Systems. John Wiley and Sons.
New York, 1962.
32. Torng, H. C., "Complete and Exact Identification of Self-Sustained Oscillations in
Relay Sampled-Data Control Systems," AlEE Trans. Vol. 81, part II, 1962. pp. 355-36\.
33. Jury, E. I.. Discussion of Reference (32).
34. Quichet, P. L., "Osci11ations Periodiques dans les Systemes Echantiltonnes Non-
Lineaires," AUlomatisme, No.6, June 1963, pp. 229-239.
35. Kuo, B. C., Analysis and Synthesis of Sall/pled-Data Control Systems. Prentice-
Hall, Englewood Cliffs, New Jersey, 1963.
36. Hayashi, C., Forced Oscillations in Nonlinear Systems, Nippon Printing and
Publishing Co., Japan, 1953.
37. Pasteur, Franceline, "Self-Sustained Oscillations in Nonlinear Sampled-Data Sys-
tems," Master of Science Project, Dept. of Electrical Engineering, University of Cali-
fornia, Berkeley, June 1963.
38. Kaplan, W., "Stability Theory." Proceedings of th~ SympOSium on Non-linear
Circllit AnalYSis, Polytechnic Institute of Brooklyn. Brooklyn, New York, Vol. 4, April
1956.
39. Kalman, R. E., and J. E. Bertram, "Control System Analysis and Design Via the
Second Method of Lyapunov," Parts I and II, Trans. ASME(J. Baliic Eng.). Vol. 82,
June 1960, pp. 371-400.
40. Tsypkin, Y. Z., "Investigation of Stability of Periodic States in Nonlinear Pulse
Automatic Systems," AUlomatic and Remote Control, Academic Press, New York.
Vol. 22. No.6, June 1961, pp. 614-623.
7
z-TRANSFORM METHOD IN
APPROXIMATION TECHNIQUES
219
220 THEORY AND APPLICATION OF THE :t-YRANSFORM
input and a transfer function G(s}, and that the output is obtained at all
times. An approximate system using sampled-data techniquesl - 3 is
presented in Fig. 7.2. By using the z-transform or the modified z-transform,
the approximate output of the system of Fig. 7.1 can be obtained. It is
noticed from Fig. 7.2 that an interpolator
x(t)
0x(s) ,
.
I G(s)
.
)0
Iy(t)
y(s)
0
(or a mathematical hold) is used. The pur-
pose of the interpolator is to reconstruct as
closely as possible the continuous function
FIGURE 7.1 Continuous sys- which has been fictitiously sampled.
lern.
Shown in Fig. 7.3a to e are the various
forms of the interpolator function commonly used. The approximation
x,,(t) is the sum of a number of impulse responses, that is,
at.
xG(t) = ! x"q(t - nT) (7.1)
.. =0
1[q(t)J = J (7.lb)
The same relationship also holds for case c with the imposed condition
x,,(nT + T12) = x(nT + TI2). These conditions are not imposed on b
where the pulse heights are the average of the ordinates x«() on either
side of the pulse.
If we put .
Interpolator
x(t)
o X x· (tJ I Q(s) I Sa (t) G(s) I
YaW
0
1.0 q(l)
(a)
q(t)
-T 0 T 2T -T
(b) (e)
(d)
(7.ld)
and
(7.1 e)
(7. I/)
(J - z-l)
Zero-order normal (a) Qo(s) = s
Rectangular
21(1 - 21-1)2
First-order normal (d) Ql(S) = TS2
Triangular
2%(1 - %-1)3
Second-order normal (e) Q.t<s) = 1'2(1 + z-l)r Parabolic
z!-{(l - 21-1)
Zero-order midinterval (c) Q(s) = s
Midinterval rectangular
z(1 - %-2)
Zero-order mean (b) Q(s) = 2$
Mean rectangular
~-- ......--..
+ IX'(O) + -t
2
x(t) = x(O) x"(O) + ... + xm(t) (7.2)
2!
where xm(t) is the remainder after m terms.
Taking the z-transform of this equation, we obtain
~(z) = x(O) + x'(O)Tz- 1
1- Z-1 (1 _ Z-I)2
~
i TZZ-1(1 + %-1) 1'2(1 + 4z-1 + Z-2) 1'2(1 + 2z-1)x(O)
~ 2(1 - %-1)2 6 (l - %-1)2 6(1 - %-1)2
z
1 T3z-1(l + 4z-1 + z-2) T'(I + llz-1 + Ilz-2 + z-3) T'(I + 8z-1 + 3z-2~0) o
."
:;a 6(1 - z 1)3 24(1 - z-I)3 24(1 - Z-1)3 ..oj
:c
III
T'z-l{1 + Ilz-l + J Iz-2 + z-3) T'(I + 26%-1 + 66z-2 + 26z-3 + Z-4)
:;i 24(1 - Z-1)4 120(1 - z-I)'
T'(l + 22%-1 + 33z-2 + 4z-3~O)
~
>
z
(I>
120(1 - z-I)'
T5Z-1(l + 26%-1 + 66z-2 + 26z-3 + z-') T5(l + 57r-l + 302%-2 + 302z-3 + 57z-' + z-5)
~3:
1
~ 120(1 - z-I)5 720(1 _ ;-1)5
As an illustration. if we let G(s) = I/s, then from (7.4) and from Table
7.1 we obtain
':"1 (z) = .'¥·(z) T(t + 4z- 1 + Z-2)
.. 3(1 + z-I)(I - %-1)
x(O)T(l +
2z- 1) + x'(O)T2z- 1 (7.6)
3(1 + z-I)(1 - z .1) 6(1 - Z-I)(1 + Z-I)
where U(/) is a unit step and the given initial conditions are x(O) = 3,
x'(O) = -4. The following steps are indicated for the solution.
I. Apply the Laplace transform to equation (7.7) and divide by S2 (in
general, by sft, where n is the order of the equation) to get
( 1 + -3 + 2)
- X(s) = -4S3 + -S25 + -3S (7.8)
S S8
The coefficients of z-n yield the time response at the sampling instants.
By use of the modified z-transform, we can extend the preceding methods
to obtain the response between the sampling instants if desired.
EXAMPLE 2
To illustrate the application of the z-transform method to the approximate
analysis of continuous feedback system,1 consider the system shown in
Fig. 7.4 where
GJ() _ s + 0.3
S - , (7.10)
S2
and
e- 6 ' 4 = t = e-' (7.11 )
This example has been analyzed exactly for ramp input in Section 2.3.
In this discussion we shall compare the approximate response with the
exact one at the sampling instants.
If the ramp response is determined by analyzing the sampled-data
system shown in Fig. 7.5, the first step is to choose an approximate
sampling period. The Laplace transform of the output is R(s) times the
LG".l<-'" 1:"'·
1111111( I "1.4 ("UUIIlIlIIlIlS dust'II"lnll)' :,yslt'JIl wilh IIt'lay"
228 THEORY AND APPLICATION OF THE %-TRANSFORM
C(s) = + 0.3)e-·
(s (7.12)
S2[S2 + (s + 0.3)e-~]
The relative real-frequency composition of the output can be obtained
by replacing s by jw in equation (7.12), which yields
' )
C(}W =
(jw + 0.3)e- Jw
_(/I2[ _(1)2 + (j(l) + 0.3)e- . J"']
(7.13)
from which an upper frequency limit of 4.64 radians per second is obtained.
Evaluation of equation (7.14) for II) equal to 4.64 yields an absolute value
of C(j(l» of 0.0128, and therefore the approximation made in equation
(7.14) is satisfactory. As explained in Section 7.5, a sampling frequency
of twice 4.64 radians per second (twice because of the sampling theorem)
corresponds to a sampling period of 0.675. This sampling period can be
used. but a T of 0.5 seconds is more convenient (also more accumte) since
the delay is I second. It is not necessary for the delay to be nn integer
value of the sampling period since a sampled-data systcm can bc lInlllyl.cd
for Hny ~lrbitrary delay.
Z-TRANSfORM METHOD IN APPROXIMATION TECHNIQUES 229
With a period of 0.5 second, the approximate transient response at
the sampling instants to a ramp input can be found from the following
expression, if we use the fictitious triangu.l~lr h91d J?.<s) in the feedback
path as shown in Fig. 7.5.
.'
)
230 THEORY AND APPLICATION OF THE z-TRANSFORM
--+-
3T I + 3z- t + 3z- 2 + Z-3 (7.21)
S 8 I - Z-3
3.0
2.5 I I
(d)1 V«)
2.0
1.5 /
1.2
./
/ .........
V (0)-
-- .- .~ '"""'- -....
1.0
Ideal trIlegralor..;!"
N"
0.8
0.3
M
'" \ (b)
\
\
o w,/6
2..
w'='T
FIGURE 7.6 Relative amplitude-charaeteristie curves of the integration operators.
(From J. M. Sal7.er, "Frequency Anillysi~ of Digital Computers Operating in RClil
Timc," p,.o('. IR/~, Vol. 42, I'chnHlry 11)54, p. 4C!.1,)
Z-TRANSFORM METHOD IN APPROXIMATION TECHNIQUES 231
z-Forms relation.~hips
We assume for simplicity that c is zero (that is, all poles of F(s) lie in
the left half of the s-plane with the permissible location of a simple pole
at the origin). This condition assures that the response of a physically
realizable system is bounded. The contour integration can then be
performed as shown in Fig. 7.7.
Equation (7.23) can be written as the sum of the following three
integrals:
1
f(l) = - .
f'Ir,'T)
F(s)e tl ds
271') /1,,1'1')
(7.24)
232 THEORY AND APPLICATION Of THE z-TRANSFORM
If T is chosen sufficiently small, the first integral will yield a good approxi-
mation for J(/), and the second and the third integrals may be ignored.
The error involved in this approximation will be discussed later. Provided
T is chosen very small and letting t = nT, we obtain
-iI_IT)
F(s)e"T6 ds (7.25)
The contour r is the unit circle in the z-plane. Equation (7.26) will be
recognized as similar to the relation for the inverse z-transform, with the
exception of the factor liT. Indeed, Wasow has shown that if F[(IIT) In z]
is considered as the z-transform of J(nT), the difference between the
I.aplace transform F(5) and the z-transform F(z) times T (which is
referred to as the Riemann sum corresponding to 2 f) can be expressed
by the Euler-Maclaurin formula. A pertinent form is given. 2•
where m is an arbitrary integer, BO) is the vth Bernoulli number, and R",
is the remainder that can be expressed by a Bernoulli polynomial. Further-
more, it can be shown that there exists a positive number A such that
I!l'f - T;yJI ~ AT (7.28)
Thus the error involved in the discretization of the Laplace transform
is proportional to the sampling period T. A better approximation is
ubtllined if a refinement of the z-transformation is used as follows. Let
(7.29)
Then Wusow has IIhown that
(7.30)
The transfurmation .1* IlmOuntli to approximating the Laplace trans-
""!'lIIatiun hy means of the tnapezoidal rule.
!la!>t'" un this ll1otivatiun, lIuxer and Thaler hllvc pmposcd still another
IIIl1llilkatioll whkh a!> will he shuwn later, yicldsevell better appruximlliinn.
It i!> nntkt~tI I'rlllll t~tJlmtiulI (7,211) that /0'1( 1/7') In :1 is a lransc~ndentlll
fllm'liCl" uf :, whkh IIlllkt· .. it illlpll ..sihlt' til t'xpancl in puwt'rs IIf liz by
z-TRANSFORM METHOD IN APPROXIMATION TECHNIQUES 233
synthetic division. Thus an approximation is made for In z. Of the
several possible, the following approximation will be chosen:
In z = 2(u + tU3 + ius + ...) (7.31)
where
J- Z-1
u= (7.32)
I + Z-1
The series in (7.31) converges rather rapidly and the approximation
yields a minimum phase error.
fn the final application of this method, F(s) is expanded in descending
powers of s, that is,
F(s) = Q1S- 1 + Q 2S-2 + Q~-3 + . . . (7.33)
Thus a substitution for S-k is required. This can be obtained if we rewrite
equation (7.31) as
1
- = -T = ---~~--- TI2
(7.34)
s In z u + u3/3 + u6/5 + ...
By synthetic division, the Laurent series is obtained.
I !R'
It-I
(k _ I)!
- T **
1 (k _ I)! - k
,k-l
< A Tk+l I (7.38)
TABLE 7.4
z-Forms
Ft (Z-I)
T 1 + z-1
2" 1 - z-1
T2 1 + )()Z-1 + :-2
12 (I - z-I)2
T3 Z-1 + .r2
2" (I - z-I)3
"" b,s-·'
Q(5) = ~ (7.42)
r -I
Z-TRANSFORM METHOD IN APPROXIMATION TECHNIQUES 235
and if per) = ,fR-IP(S) and q(t) = g.>-lQ(S) have their first k (k > 0)
derivatives equal to zero at t = 0, then the error of approximation is
proportional to T2+k. This indicates that by using the z-forms a better
approximation is obtained than with z-transform or its modified form 1*.
z-Form procedure
The following steps are involved in obtaining the approximate response
Ja(nT) from F(s) = !e[J(t)].
I. Express the function F(s) as a rational fraction in powers of I/s.
2. Substitute for each S-k a rational fraction in Z-1 obtained from Table
7.4 and arrange ~a(z) as a rational fraction in Z-I.
3. Divide the resulting expression by T. The initial choice of T will be
discussed later.
4. Expand the fraction as a power series by using the synthetic division
or other methods to obtain
A
F(s) = - + F 1(s)
s
By obtaining first the inverse Laplace transform of A/s, AU(f). and then
applying the z-forms into F1(s) and carrying out the procedure given.
we can improve on the approximate response to J(t). Finally, if initial
values do exist, the z-forms could be easily modified to cover this case as
well.
t See Table IV for higher values of k. The values of B•. are the Bernoulli numbers.
lIome of which are given below: 21
Bo = 1,8. = -A. B~ = "~' B. = -.'0. B. = *. B. = - ...
"," II"'., ".,.: -N.•. B•• =+.... with B~ • • =O.
for k > O.
236 THEORY AND APPLICATION OF THE z-TRANSFORM
Modified z-forms l1
As with the z-forms, we can also obtain approximate relations for the
continuous response by using other relations; these relations are called
modified z-forms and are derived as follows. Assume the Laplace trans-
form of a continuous output is given as
(7.47)
Substituting the z-forms for I/slI, we obtain the modified z-forms.* These
modified z-forms are tabulated in Table 7.5.
To obtain the mudified :·furl11s, we: sllh~lillll(' Ihe .~·I'III'III' 1'111' th,' lir,t IWII II'IIII~ hi
oblain
T: .. I 'I'll I 2m'- I (I 2""
1,'(11/, I) ,. .•. I ", I - .,
2, - I I. I
Z-TRANSFORM METHOD IN APPROXIMATION TECHNIQUES 237
F(m,z)
sft
TO + 2m)z + (I - 2m)
s 2 z- 1
T2 (I + 6m + 6m2)z2 + (10 - 12m2)z + (l - 6m + 6m2 )
12 (z _ 1)2
('(s) = I (7.48)
.~3+.~2+S
eft)
C(.,
2. Substitute for each term the ~-form from Table 7.4 and divide by T
to obtain
6T2(z-1 + Z-2)
~(I(z) = (12 + 6 T + T a) - (36 + 6T _ 9T2)z-1
+ (36 - 6T- 9rt)Z-2 + (12 - 6T+ T 2)z-3
(7.50)
3. Choose the sampling period T on the basis of frequency response.
Hcre T is chosen as 0.5, based on the criterion that frequency components
below -30 db are negligible. Therefore ~(I(z) becomes
Icejw) I (7.53)
we can choose a value of frequency W k that gives a small value of lC(jw)l,
that is, around -30 db or about 0.01. By obtaining such a frequency,
then from the sampling theorem, the value of T is given byl
T= !!... (7.54)
WI<
part of the response and continue with a much longer ihterval over the
more slowly changing part. Thus the adjustable sampling interval plays
an important role in minimizing the error of approximation.
where 1,,(/), I" _1(1), .•• ,/"(t) are functions of the independent vari-
able I.
The procedure for the approximate solution is
I. Obtain the Laplace transform of (7.58) after substituting for /,,(1) ==
• • • ,/;(1) = c, and inserting the initial condition.
C II •
2. Proceed with the division as in the constant coefficient case. How-
ever. change the values of C '" C .. _ I •••• , Cn at each step in the division
process to the values of the functions at the corresponding times.
The minimum limitation on the form of the functions in (7.58) is that
they be Laplace transformable. The procedure for inserting the initial
conditions is illustrated in Problem 7.4.
EXAMPLE
To illustrate the procedure, we choose the following example:
(II/
-'- + t1/ == I, with yeO) == 0 (7.59)
tit
hllllltinn (7.59) is written as
Wh('11 Wl' lakl' Ihl' I.aplacc Iwnsfurlll. cnn!oilicring c' as constant and
!I( II) n,
l'( \ I (7.(,1)
242 THEORY AND APPLICATION OF THE z-TRANSFORM
or
S-3
Y(s) = 1
1 + cs-
By substituting the z-forms of Table 7.4 and dividing by T, we obtain
T (z-1 _ Z-2)
2
rr?la<z) = -------~-'-------':..-..____.,____.,----
(2 + en - (6 + eT)z-1 + (6 - CT)Z-2 - (2 - CT)Z-3
(7.62)
Letting T = 0.4,
0.16z- 1 + 0.16z- 2
~
o
(z)=-------------------------------------
(2+0.4c)-(6+0.4c)z-I+(6-0.4e)z-2_(2-0.4c)z-J
(7.63)
The long division process is carried out letting c = 0.4 during the first
step of the division, 0.8 during the second step, and so forth, yielding
The approximate solution can be compared with the exact solution for this
example. The latter solution is
Y = I - e- t2 / 2 (7.65)
(7.67)
where (Z) are the binomial coefficients. If In is slowly varying, the con-
tributions of the derivatives ofIn are negligible, so that the approximation
EXAMPLE 2
In this example we employ the linear interpolation operators to solve the
following nonlinear equation:
!?l" (z)
n
[I + 2T(l + Z-I)
2(1 _ Z-I)
+ T2 (I + 4z- 1 + Z-2)J
6 (1 _ Z-I)2
0.6 r---,--,---,---,--...----.
0.4
4.8
!'I(HIRE 7.1) Rt'Spllll~C III' I ~lIl1ll'lt' :' I'll' lIIililll Vt'llIl'ily .• ··(111·- I
Z-TRANSFORM METHOD IN APPROXIMATION TECHNIQUES 245
equations. This method is based on adjusting the divisor at each step of
the division, as illustrated by the following example.
EXAMPLE 3
d"
dt"
[J., (y, citdy , ...) yJ + clt"-
d"-1 [/,,-1 (y, dy , ...) yJ
1
cit
of CII , ••• , Co at each step in the division process to the most recent
values available of Ci = /;(Y, ~~ ,.. .).
7.10 Other numerical techniques 8 •9 .l&.J7-19
To obtain an exhaustive study of all the numerical techniques is beyond
the scope of these discussions, and can be readily studied in any of the
standard books on numerical analysis. In this chapter, we have used
several of the integrating operators which are closely related to the
subject matter, that is, the z-transform method. The main emphasis has
been in using these to solve systems (linear or nonlinear) which are usually
encountered in engineering applications. Rigorous application of the
theory to approximation problems in mathematical terms is not attempted.
In trying to limit the discussion, it was necessary to ignore other numerical
techniques. Among those not discussed in detail are the works of Madwed,9
Cuenod,7·14 Tustin,' and Heizman et al. 13 However, the techniques dis-
cussed are closely related to these and other methods.
The main emphasis of these numerical techniques is to obtain approx-
imate solutions for systems in which exact solutions in a closed form are
not possible. This is often true in a complicated nonlinear or time-varying
continuous system. It is for solving such problems that this method could
be advantageously used. Furthermore, the use of digital computers to
solve differential equations requires the formulation of the problem in
terms of difference equations. Hence the z-transform method plays an
important part in obtaining an approximate solution.
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%-TRANSFORM METHOD IN APPROXIMATION TECHNIQUES 247
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18. Brown, B. M., The Mathemalical Theor)' of Linear SYltems, John Wiley and Sons,
New York. 1961.
19. Raymond, F. H.• "Regimes Transitoires et Techniques des Impulsions," aI/de
EIC'tri(l',es. Vol. 28. 1948, p. 222.
20. Huggins, W. H .• "A Low Pass Transformation for Z·Transforms," IRE Trans.
Circllil Thellr)" Vol. I, September. 1954, pp. 69-70.
21. Thomson. W. E.• "On Two Sided. Z-Transform," IRE Trans. Circuit Theory,
Vol. 3, Jure 1956. p. 156.
22. Wasow, W., "Discrete Approximalion to the laplace Transformation," Z. a/~few.
MUIII. II. Php., Vol. 8, 19S7 pp. 401-407.
2:1. noxc:r, R., "A Note onNurnerical Transform Calculus," Pror. IRE, Vol. 45, 1957.
24. Bridgland. T. F .• Jr .• "A Note on Numerical Integrating Operators," J. Soc.
IlUlllstri,,1 and Appl. Math .• Vol. 6, No.3, September 1958, pp. 240-256.
2~. (jihson. J. f.., Nonlinear Alilomatic Conlrol. McGraw·HiII Book Co .• New York,
1%.1.
2". Jllnhlll, C. Ca/cull/.r (if Finile Diffrrenc(!s, Chelsea Publishing Co., New York (2nd
111.). 11)(,f).
n. Sl·:ll'hnrllllgh. J. n.. N,,,I/("'irtl/ Malilematical Analy.ri.f. The Johns Hopkins Press,
lIallilllllrc. III~II. Chapler 7.
,III Salll·I' • .I. M., "Fl'ctlllcncy Analysis of Oighal Computers Operating in Real Time,"
,., ..... flU. VIII. 4~. Nil. 2. 11)54. pp. 4~7 461•.
•"1 WI'''~. I .• ;11111 It. N. Md)ullnlll:h. "1'ruIlY's Methnll. Z-Tmnsforrns, and Pad~
~. Nil. 2, Aplil 1'1t•.\, 1'1" 145 141).
"1'1 ....'"111111 .. 11 ....'i/"M H,',·., VIII.
8
APPLICATIONS TO VARIOUS
24K
APPI.ICATIONS TO VARIOUS AREAS OF SYSTEM THEORY 249
T.l. .... /l6'(z)
Zero-order Saluratins r-'''' ---0
hold I e(,1)
I
I e(l)
T=l
40 e(n) ~ 40 }
hen) = { e(n) -40 ~ e(n} ~ 40 (8.3)
-40 e(n} ~ -40
Uy substituting for e(n) in equation (8.4) from equation (8.5) and inserting
the results in equation (8.2), we obtain
c(n + 2) - + I) + 0.135c(n)
1.1 35c(n
= 0.795['(11 + 1) - ('(n + I)] - 0.0884 X 10- 3
x [,en + 1)3 - C'(n + 1):1 + 3r(n + I)c(n + 1)2
-- 3r(I1 .. 1)2C"(1I + I)] - O.J 16[,(11) - c(Il)] + 0.035
x J() :1 If(II):1 1'(11):1·1 .1,(,,)1'(11):1 _.. -"(11):.11'(11>1 (H.6)
250 THEORY AND APPLICATION OF THE Z-TRANSFORM
If we assume that r(n) = 60u(n), where u(n) is a unit step function, then
r(n +
k) = r(n) and equation (8.6) becomes
c(n + 2) - + 1) + 0.197c(n) + 10-3
1.295c(n
x [-6.3c(n)* + 15.9c(n + 1)* - 0.0884c(n + 1)3
+ 0.03Sc(n)3] = 0.2865 x 60u(n) (8.7)
If the system is stable around the equilibrium point as assumed, then
<if(z) can be written in the form
00 A
<if(z) = I
11-01 - a,.z
-1 ' (8.8)
(8.9)
where a,. for at ~ 3 is of the form ar
<4, where ". lJ are positive integers
(including zero) and" + lJ ~ 2.
Taking the z-transform of equation (8.7). we obtain
~(z) + (15.9z - 6.3) {,1[c(n)'] _ 0.00555,1[c(n)]3}
Zl - 1.295z + 0.197
= (0.2865) 60z
z- ]
c(O)(z· - 1.295z) + zc(l) + (IS.9)10-azc(0)8
+ - 1O-3(O.0884)zc(0)3 (8.10)
z'l. - 1.295z + 0.197
The demoninator of the last term of this equation can be written
ZB - 1.295z + 0.197 = (z - ai}(z - a~) (8.11)
where
ai = 1.12, a.
= 0.175 (8.11a)
That la;1 > 1 should not be of concern because it is due to simplification
of terms of the form ,(n + l)c(n + 1)2 to 60c(n + 1)2 and r(n + I )2c(n + I)
to 3600 c(n + I). This stems from the fact that ,(n + k) = ,en) = 60.
From equation (8.8) we assume the folJowing solution for <if(z):
C/f(z) = Ao + AI + As + A20
1 - Z-I 1 - alz- I 1 - a.z- I 1- a~z-l
+ ... + Au -1 + A:I .. 1
1 - ala.z 1 - ala2z
(IU2)
APPLICATIONS TO VARIOUS AREAS OF SYSTEM THEORY 251
Similarly, from equation (8.8), the %-transforms of c(n)i and c(n)3 can be
written as
[c(n)'] = A: + 2AoAI + 2AoAa + 2AoAao + A~
;y 1 - Z-1 1 - OIZ-1 1 - Qr- I 1- a~z-I
+ 2AoAao + 2AIA20 + 2AoA2 + A: + ...
1 - a~z-I 1 - a~-I
+ 2AoAn + 2AIAa + 2AoA~n + 2AIIA. + 2AIAu
1 - 01Qr- 1 1- a~Qr-1
+ ... (8.13)
and
;y[c(n)3] = A~ + 3A:A 1 + 3A:A.
1 - %-1 1 - az1- 1 1 - ar- I
An = -0.0239 .. , (8.22)
The z-transform of c(n) for n ~ I can now be written from equation (8.12),
using the calculated A's and Q's:
60 26 1.4
~(z) = -,- - - 1
-z 1 - 0.6275z- 1 1 + 0.2872z- 1
1.13 0.298 0.115
1 - 0.247z- 1 ] - 0.0974z- 1 I - 0.038z 1
where (8.2S)
!II
~
Jdk- --0--10---0---0------------0
1 2 3 n-I
"
The coefficients Qu, Ql' ••• , Qn-l represent the excitation of the elements.
For most practical arrays, a progressive phase shift (l exists along the
array and the a-coefficients are used. When all the a's are equal, a
uniform array results.
Suppose that the envelope of the amplitude distribution of the excitation
in the n-elcment array can be described by a continuous function fez)
within the range 0 ~ % < (n - I)d. Then the a-coefficients in equation
(8.25) can be written as
ao =/(0)
Q 1 = fed)
For most practical arrays the amplitudes of the excitation in the two
end elements are equal and thus
I[(n - I)d + x] == %[(x) (S.31)
By using equation (S.31), fI(z) [from (S.30» becomes
co
fI(z) == 3[f(nd + x») == I I(nd + kd)z-k
k-O
co
== I [/(n - I)d + (k + I)d)z-Ic
k-O
co
== :±: I J[(k + l)d)Z-k (S.32)
/e.O
ApplicQtions
UNIFORM ARRAY OF n ELEMENTS. The amplitude of the excitation can
be assumed to be unity with no loss of generality. Then,
1.4.(x) == u(x) (S.35)
I.~{(n - I)d + x] == I~l(x) (S.36)
1
!F..t(z) == 3[/....(x)] == I -z
-I (S.37)
(HAH,
258 THEORY AND APPLICATION OF THE Z-TRANSFORM
n(l)
ret)
--+f G(8) : dO)
!I
L _____ -----~--\
,..--....,
L(s) r------------JI c'lm
~
FIGURE 8.4 Block di;lgmm ur IIptimi/alillll ur Nmnpl\."(I.llata u';I/lNmissilln lInk.
APPI.IC'ATIONS TO VARIOUS AREAS OF SYSTEM THEORY 259
[(>(,)]2 = _I.
27T}
1i
«.
-if¥;
<l> er(.s) ds (8.51)
We can also obtain the mean-square error at all times by using the
modified z-transform. However, as mentioned earlier, this procedure for
this example will not be used. but instead equation (8.51) will be utilized.
The various spectral densities of equation (8.510) can be obtained from
Fig. 8.4 by following certain statistical definitions and concepts, which are27
(8.52)
(8.520)
(8.53)
260 THEORY AND APPLICATION OF THE z-TRANSFORM
(8.54c)
where ( )*+ is analytic in the RHP (or outside the unit circle). Since
G is analytic in the RHP (due to physical realizability), we can obtain a
function Q defined by
(8.55b)
[e(t)J2 =~ [iQ)<l>•• ds
21TJ Lia)
= ~ [iCO (<I>el<l - <1>Clc - <1> cc l + <I>.c) ds (8.57)
21TJ Li""
This integral can also be written as
- ~ L;:;o
(ioo (<I> eel
21TJ
- <I> cc) ds (8.57a)
[e(/)]2 = _1
21Tj
ji<'- (<1>
j' rlrt
_ QQ) ds
T
(8.57b)
where b2 = 2a/a2 + 0 2•
b-a
F(s) = - - (8.sSe)
s+b
We shall determine the optimum G(s) and mean square value of the
error as well as the error due to sampling.
From equation (S.56) and the expressions (S.sSa-e), we have
Q(s) = [(b - a)/( -s + b)e"'(2a)/(a l - S2)] (S.s9)
[ (b - a)2a2]*-
a2 _ S2 +
[ (b 2- a)la
a _
S
S2
]* ~ Z[(b - a2 _
a)2a']
S2
= a 2(b _
2a
0)2
22 -
z(e- aT _ e+IIT )
(e"T
I
+ e-aT)z + 1 z=eT.
(8.s9a)
This equation can also be written in the following form:
(8.59b)
Q(s) = [
2ae'" ,J2a 1- e-aTeTI]
a(s - b)(s - ales + a) JJ - Ir'laT I.
O(s)
FW T I ,
ret) + n(t) ..
I~Prefilter
~ ~1-e-aTz-1H 7ii
Digital filter Shaping
I
filter
FIGURE 8.S Block diagram for the optimized sampled-data transmission link.
Gopt(s) = a (b 2a-
I II B(1 - e-a e-2")--2' e-tl.a (8.60)
a) S +a
Model I
rK )"
11,,= ( 110--- a - -rK- (8.72)
a-I I-a
or
K
11" = 110[1 + r(J - m»)" - - - ([I
I-m
+ r(1 - m»)" - I}
(8.73)
Rewriting,
Model/l
In this modeJ, we define at any time t = n (n = 0, I, 2, ...),
Equations (8.75), (8.76), and (8.77) can be combined to yield the following
difference equation:
g g
1In+1I - K 1In+l + K1In = 0, n~O (8.78)
Mode/Ill
In this model we obtain, as shown by Tinbergen,13 the numerical equation
for the analysis of economic fluctuations. The numerical equation which
is determined from statistical consideration is a fourth-order difference
equation, given asla
• However, with due care in interpretation, the inver~i()n integrals and tahles II1I1Y niNO
be used. Thus a solution in clo~d form cnn he.found.
APPLICATIONS TO VARIOUS AREAS OF SYSTEM THEORY 269
P(z) Irreducible
A polynomial with coefficients belonging to a field is said to be irreducible
if it is not factorable into polynomials of smaller degree with coefficients
belonging to the same field. In this case the coefficients of P(z) belong to
a modular field of characteristic p. It is well known that an irreducible
polynomial with coefficients in a modular field is a factor of a polynomial
zL - I for some L that must be a divisor of pk - I, k being the degree of
the polynomial.
Using this fact,
ZL - 1 = P(z)R(z) (8.94)
From (8.95) it is clear that y(k) = y(k + L) for all k, therefore the period
of yen) is at most L. (It can be shown that the period must be exactly L.)
When pl- - I is prime, L = pk - I. Then, the circuit is said to have
maximal period, for pI.; - I is the largest value L may assume. Except for
the all-zero k-tuple, every possible k-tuple appears once and only once
during each period.
Then the period of yen) is a divisor of the least common multiple of the
periods of p.(::), P2(z), ... , P,C::).
Tn sec this, make a partial fraction expansion of equation (8.93),
Thus. just as for the nonrepeated factor case. the period of yen) is a
divisor of the least common multiple of the periods of each factor pNz).
In the preceding. it has been tacitly assumed that in equation (8.39) /(z)
and P(z) have no common factors. This is always so when P(z) is irre-
ducible. In the last two cases discussed. only upper bounds on the period
were established. The reason more precise statements. in general. are not
possible is that the periods depend on I(z). that is. the initial conditions.
PIC,,)
P3(1l)
P(n) = (8.100)
P",(n)
where P,(n) is the absolute probability of state i at time nand Pij(u, II) is
the trunsilion probability from a state i at time II to a state j at timc n.
(Here u and n are taken to be intcgral numbers.) They have the following
properties:
'"
!Pi/(u, II) = I, for all ; s and for II,
1=1
" integers with II ~ :t ~ 0 (8.102)
p;;(u, n) ~ 0 (8.103)
and
(8.104)
whl'rc ~(.:) is the fundamental matrix of the stochastic matrix p' such that
~(::) = z(d _ p')-1 (8.116)
IPii - I = 0, Vi E S
i-I
Therefore we have
Ip' - II = 0 (8.119)
Comparing this with equation (8.118), we see that there exists an eigenvalue
which is equal to one, which thus proves (i).
The proof of (ii) is shown as follows. Let X be an eigenvector of p and
M be the absolute value of the component of X of greatest magnitude.
Then from the relation
AX =pX
we have
1ft
Fundamental matrix
We will now study more about the fundamental matrix defined by equation
(8.116). If we assume that .ilk·s are the simple roots of the characteristic
equation, W(z) from equation (8.117) is expanded by
m z
<9(z) = I -- G k
k~l Z - .ilk
where G k is the residue of <9(z) and is
Gk = lim (z - Ak)(zI _ p,)-l (8.123)
z-At:
(8.125)
= _1_ f ~(Z)Z"-l dz
27Tj 11'
=1-
27Tj
f m z"
I--Gkclz
I'k I Z -,t"
(!U26)
APPLICATIONS TO VARIOUS AREAS OF SYSTEM THEORY 275
where r is taken to be a counterclockwise closed contour on a unit circle
in the complex z-plane. This is given by the sum of residues
m
G(n) = l:'~:Gk (8.127)
kal
Since IAkl < I for all k(2, j, ... , m), the terms from 2 to m converge to
zero as n - .. 00. When Ak is a complex root, the kth term is an oscillatory
attenuating term, that is, denoting
Ak = ak + jbl< = e-I«r.-iUlk). (8.128)
the attenuating constant OCI< and the frequency (I),. are given by
(XI< = - ~ In (a: + b:) = -In IA"I
Therefore G 1 is the limit of the nth power of the transpose of the transition
matrix.
REI'ERI:NCI:S
I. Jury. L I.. SIII"I,/cIC/.I)CIICI Clltum/,C,)·.rlt'",." John Wiley and Sons, New York. 1958.
2. Tsypkin. Y. Z. 17,c'(,ry IIf' I'ul.w' S,'s/('/II.\·, .·hysicn·M:llhc,muiclIl '.ilcrlIlurc. Muscow,
I'J'iK.
I. .Iu,.y, I. I., "C '11111111mlilln 141 II,,· Mmlilh',I:·TI'I1I1,1'1I1'111 Ml·thllll," .I. ,.hlt/H,)' III.~/.,
VIII. UII, Nil. J, AII/:II',I 1%11,1'1" II"J I.t'J.
276 THEORY AND APPLICATION OF THE z-TRANSFORM
n ~0 1.
un
() =0,Ifor
otherwise 1. - 1
1.
2 e-o.n
z - e-e&
z
3 n
(z - 1)2
1.(1. + 1)
4 n2
(z - 1)3
1.(1.2 + 4z + 1)
5 nS
(z - I)'
%(zS + 11%2 + liz + 1)
6 n'
(z - 1)5
%(%4 + 261.3 + 661.2 + 26% + I)
7
"' <_I)kD'«_1._); D
(z - 1)8
=z~
8
""* z - I dz
9 u(n-k)
z - 1
10 F(e"1.)
11 ,,(2) = lI(n - 1) z
2 "'"(1.-----,1""")3
z
,,(3) = nO - 1)(n - 2)
3! (z _ 1)4
1.
13 nCk ) = n(n - 1)(11 - 2) ... (11 - k + 1) k! (1. _ l)k+1
= d1.d k .F(z)
k
15 (-l)kll(n - 1)(n - 2) ... (n - k + lif"-k+lt %.Fc'")(z), 3OCI:I(1.)
16 - (II - lifn-l .F(l)(t)
17 (-I)k(n - l)(n - 2) ... (n - k)fn-k .FCkl(t)
18 nf(n) -z.F(1)(z) .
19 n"l(n) . z2'{lr)(~) +
z.Fci)(~) .""
~o nSl(n) '..:. ~ly(3)(z) ":";-3z 2,Fi2)(z) _ z.FU)(z)
n!
.,., (In c)"
n!
• Table IV represents entries for k up to 10.
+ It may be noted that In is the same as (n)
t-.)
TABLE I (Continued) z-Trans[orm 00
0
§(z) = J[[(n»), Izi > R
Discrete Time-Function
=
<Xl
1 [(n)z-n '~"'
:t
Number fen), n > 0 n=O
+ el
">
-<
23 (' n)ena k - n, (~) =
k!
(k - n)! n!'
n~k
(a z
zk
:z:
0
zk+l >
"Cj
"Cj
24 (n : k)cn C
(z - c)k+1 (')
>
cn ::!
25 I
n. '
(n = 1,3.5.7, ...) sinh (;) 0
:z:
0
en
26 I (n = 0,2,4,6, .•• ) 'cosh (;) ""
n. ' '"'
:t
III
%sin oc to
I
27 sin (IXn) ~
z2 - 2% cos ex +1 >
:z:
z(z - cos ex) '"~
28 cos (exn)
z2 - 2z cos ex + 1
"3:
z2 sin'll + z sin (ex - '1')
29 sin (IXn + lJI) z2 - 2z cos 0: + 1
z(z - cosh oc)
30 cosh (exn)
z2 - 2z cosh a. +1
z sinh a.
31 sinh (a.n)
z2 - 2z cosh a. +1
z
n>O In--
II z - 1
z - e-7.
33 a. + 1n---. «>0
n z- 1
sin 'Xn sin x
n ex + tan- 1 , 0(>0
z - cos 0(
cos exn z
35 n>O In -;=~~===",:,
n
.Jz2 - 2% cos ex + 1
+ + 2) ... (II + k
36
(II l)(n
(k - I)!
- 1)
(1 - -1)-'-,%
k = 2,3, ...
" I z z
37 !-
lII=lm
--In--
%-1 z-1
n -1 1 ell:
38 I,
m=om. z - 1
( -1 )(11-1»/2
39 for n ~ p and n - p = even
2nt ; p)! (n ; P)!'
= O. for n < p or n - p = odd
48
m(m + I)(m + 2) ... (m + n)
(m - I)! z'" [ ell" - I
... -1
k=O
1
I"""'i
k. z
J
49
sin (exn)
n!
in «)
eCOB fl./z • sin -z- e
cos (~n)
SO /foa fl./z • cos ('in
-z-«)
n!
51 I"
k~O
!i.gn-k 9><z)~(z)
n
d9>(z)
~: I k!kg,,_A: - 9>1l)(z)~(z), 9>(I)(z) = _ _
k=O dz
to
!3 I
k~O
k'f,.g"_k 9>111(z)~(z)
ex" + (-«)"
~4
2«1 z2 _ «2
ex" - pn z
~5 ---
«-fJ (z - ocXz - fJ)
56 (If + k)lkl k Z
k! z (z _ I)k+l
(n T k)'ml zl =F kemfl.
58 e"',,-kl
m! (z - efl.)tII+1
1 >
ii!2:""
59
'IT
-sin-n 'IT 1
n 2 - + tan-I-
2 z
cos ex(2n - 1)
!a
1 z+2v';cosoc+1 ><
60 n>O -_In _
2n -1 N
4v'z z - 2v'zcos« + I co
c...o
N
TABLE I (Continued) z- Transform 00
~
F(z) = .1[/(n»),lzl > R
ro -!
:t
Discrete Time-Function = 2: f(n)z-n
Number I(n), n ~ 0 ·n=O ~
0(
61
"n + -n- -
---:: ---
Z >
Z
(" - ])2 1- " (1 _ ,,)2 (z - ,,)(z - ])2 C
>
,,+ao l+ao (. 1 aO +l) z(z + ao) "'\I
"'\I
62 (y _ ])2 yR +~ n + 1 _ " - (1 _ y)2 !:
(z - y)(z - 1)2 (')
>
-!
z (5
63 a'i cos."n z
%+ a
z(z - e-ex cos a)
..,0
64 e-"'" cos an z2 - 2ze-ex cos a +e 2ex
-!
:t
m
z2 sinh 'P + ze-ex sinh (a - 'P) '"
I
69 i l
«-
p-1/F(p) dp + lim
n-O
fen)
-
11
70
10 = 0 ziCX).F(P)dP
11 =0
1 + ao (" + ao>yR z(z + DO)
7]
(1 - ,,)[(1 - «)2 + P2] + (" - 1)[(" _ at)2 + P2] (z - 1)(z - y)[(z - at)2 + P2]
[a 2 + p2]"/2[(ao + «)2 + {J2]1/2 .
+ P[(at _ ])2 + {J2]112[(a _ ,,)2 + P2]112 sm (nO + 'II + A),
(J P
'P = 'PI + 'P2, 'PI = -tan· J --1
at-
I {} = tan-1 -IX
A = tan-1 _P- I fJ
ao +«
'P2 = - tan-J - -
at-"),
72 (n + 1)e«n - 2ne"'(n+l) + e<x(n-21(n - 1) ( ~y
z - e<X'
cos «n %
73 (_1)R - - 11>0 In 1-7=======
n ' .Jz2 + 2z cos « + I
(n + k)! dl.:
74 n! 11I+k. In = 0, forO" 11 <k ( -1 )',%2k dz k [.F(z)]
75
fen)
n + h'
h>O Zh i" p-IHh).F(p) dp
." 2a2z2
-nan cos- n
2 (z2 + a 2)2
TABLE 1 (Continued) z- Transform
3O(z) = J[f(n)], Izi > R
00
Discrete Time-Function
Number fen), n ~ 0
= ~f(n)%-n
n=O
nan
1 + cos 7Tn 202z2
77 (z2 _ a2)2
2
I + cos 7Tn
7T a 2z 2
78 an sin - n . -"""'"""""--
4 2 z4 + 0 4
79 an (
') + cos 7Tn -cos-n
7T ) 202z2
2 2 z4 - a4
P,,(:t·)
80
n!
P::"'(x)
81
(n +- m)!' m > 0, P~" = 0, for n < In
1
82 (n +ex)i1' ex > 0, Re fJ > 0 where 41(1, p, ex) = Wi, ex)
= generalized Rieman-
Zeta function
83 an (
I + cos rrn + cos- n 7r )'
2 2
c"
84 (II = 1,2,3,4, ... ) In z - In (z - c)
85
II
n = 2,4,6,8, ...
cz(z + c)
56 ./ n2c"
(z - C)3
5- cz(z2 + 4cz + c 2)
113C"
(z - C)4
/ n~c"
,W(zle)
85
-~
.fIO(z) = ,1[nl.:-1J
5;' -. £("-2'14(
- n .1112 ) a,,-2-4i(a
2 ;=02/+1
~ 4 _ b4 )i
z4
z2
+ 2a2z2 + b4
g,:. ,;yc;,), k > 0 and integer
d
-z dz Ft(z), Ft(z) = ;,-[nl;-l j'(n)]
9: J
k(k - l)(k - 2) ... (k - n +
n!
I) (z - a)1;
( Ir 1 +-z
[(z/a)3 + z/a] cos b - 2(z/a)2
93 ./ nan cos bll
[(z/a)2 - 2(z/a) cos b + 1]2
(z/a)3 sin b - (zla) sin b
94 lIa n Sin bn
"./ [(z/a)2 - 2(zla) cos b + IJ2 ;I>
"a n z(a - 2z) ( a) 2
"Cl
"Cl
95 J' (II + I)(n + 2) a2
In I - - - - Z
z a
tTl
z
( -a)n
52
)(
96'
/ (n + 1)(2n + I) 2 \',z/a
- tan- 1 val
- z - z In ( 1 a +;a) N
00
-...J
N
TABLE I '(Continued) z- Transform oc
oc
9"(z) = }[f(n»). 1z1 >R
-l
co :c
Discrete Time-Function
Number fen). n ~ 0
= If(n)z-n
n=O
a
~
-<
z cos :I: a sin a. >
97 - - tan- 1 - - - - z
a z-acos:I: o
% sin a. z2 - 2az: cos :I: + a2 ?;
+--In ~
2a z2 C
n
an cos ( ../2) n sin a.(n + 1) Z z2 + 2az sin a. + a2 >
-l
98 ./ n+ I
- In "7""--:::---:----:
4a z2 - 2az sin a. + a 2 oZ
1 o."
99 cosh (%-1/ 2)
. / (2n)! -l
:c
rn
100 ~O)n. \z/(z - a) N
~>
(~
- . "'co~n
z z
(/I
.101
2
-, 2 o
~
3:
eZ' :
102 ~.:ii:~'BernOulli
n.
polynomials
~
. mT
z - 1 + (z
T
- 1)2
(A.3)
Te-IJIIIT[ m + e- aT ] (A.4)
z - e aT (z - e- aT )2
S2 + p2 z2 - 2z cos {IT +1
(A.l1) c
(")
>
s % cosh mpT - cosh (1 - m){JT ::!
(A.l2) 0
l - {J2 z2 - 2% cosh PT + 1 z
0
S + ao vQf+P2 z cos (m{JT - 4» - cos [(1 - m){3T + 4» (A.l3)
"Jl
z2 - 2z cos {3T + 1
-I
s2 + (J2 {32 ::t:
ao
tan", = - "'
N
I
P -I
:0
Some special forms of G(s) >
Z
CI>
. hiT sin mk1T Cl
s2 + (k1TjT)2 z + (-l)k+l :0
3:
1TjT sin m7r
z + 1
e-<xmT sin m7r
(s + :x)2 + (7rjT)2 z + e-rr.T
(s + :x) cos m1T
e-a.m T
(s + %)2 + (1T/T)2 z + e-a.T
T2[ m2 2m + 1 2 ]
(A.14)
"2 % - 1 + (z - 1)2 + (z - 1)3
(A.15)
1 [e-
;;: o:(z - e- aT )
XmT
+ (z
T
- 1)2 +
mT - 1/I1.J
(z - 1)
(A.16)
".;;. - a1s + ao
(A.18)
n.s + :x)
1 e-o. mT e- bmT
+ +-----.....,.-::- (A.19)
ab(z - 1) o(a - b)(z - e- a'1') b(b - a)(z - e-
bT )
ao a e-amT a _ - _
b _e- bmT >
___ + 0
0
-
+ -:--:-,-0 _----.'"
(A.20)
"II
"Ij
S'S - a)(s + b) ab z - 1 a(a - b) z - e- uT b(b - a) z - e- bT
"'z
s-. -:-.' als + ao
S!
a I a + a 0 e- alllT a 1b + a o _ x
___
ao 1 + a 2 - + b2 - bmT
e-_ -:-=.
(A.21)
s(s + a)(s + b) ab z - 1 a(a - bl z - e-tlT b(b - a) z _ e-bT t-.)
\0
N
TABLE II (Continued) -c
N
G(s) ~(z, m)
(A.22) >
z
(s + a)(s + b)(s + c) (b - a)(c - a) z - e liT + (a - b)(c - b) =- e bT + (a - c)(b - c) z - e- rT c
°o -a e-"mT ° -b e-h",T ° -c e tmT
>
."
.. + 0 • + :--~o-:-:-_ _ ----:c.:;; (A.23) ."
r-
(s + a)(s + b)(s + c) (b-a)(c-a)z-e a1 (a-b)(c-b)z-e- b1 (a-c)(b-c)z-e- r1' (;
>
a 2 -aa +a
_ _--"1_---'-::-0
e-""·1'
+ b2 -ba1 +a
0
e bm7'
+ c2 -ca 1 +a0 e- rm7'
•
::!
(A.24) 0
(s + O)(S + b)(s + c) (c-o)(b-a)z-e aT (o-b)(c-b)::-e b1' (a-c)(b-c)::-e- c7 z
1{ 1
-rt.2 - - - e '''"
Z - 1
7.[1 + rt.mT + :------::=
z - e «1'
rt.Te 27'
(z - e - ~T)2
J} (A.2S)
0
."
;!
s(s + 0)2
"'';'
s + 00 ~ {~ + e <1.IIlT[m'%T(Oo - :It) - ao + (ao - ot)«Te -<1.TJ}
s(s + :1)2 «2 z _ 1 :: - e -,,1' (z - e 21')2
(A.26) 'z"'
~
(I)
s2 + 0IS + ao 1
-02lzf-ao- + e _ ~m 1'[ot2 - ao + mTx(a1ot - «2 - ao) (XT(al~ - -a.TJ}
+ ----"--:------::m:-::-- x2 - 0o)e
(A.27)
~
::u
s(s + ~)2 -I z _e- a1' (z -e- "1')2 ~
1 _r e
- -........ + e
bmT
XIIlT
[",T(X - b) - 1 (<< - b)Te- 2 TJ}-
+ -:--~""'::- (A_28)
('%-b)2l.::- -b7 e =_e- x1' (z_e- xT)2
s + On 1 (00 - h)e- bm7' 21111.[(b - 00) + (ao - ~)(b - x)mT + (uo - 'X)(b - «)TIt a.TJ 1
(b - «)2l z - e b7' +e z: - e- 27' (z _ e 2T)2 f
(A_29)
r - als + 00
IS - bl(S + x)2
+ (<<2 - 0 1 :1 + oo)(b - ot)Te-,,"·T [ ", 7' + e <1.1' l' ]}
z - e- 2 (z - e- x )2 (A.30)
) ()
- - - - - - -e "Ill sec</>
_ T Z COS (mflT + </» - r"r COS [(I - m)fJT- - "']1
,%2 + p2lz - 1 z2 - 2=e xT cos fiT + e- 2'XT J
-!It
tan." = -{J- (A.3l)
00
---l-- f 1 - e
--:",,7'..L
sec '+'
Z cos (m{JT + "') - e-:x.T cos [(1 - m){JT - "']}
«2 + {J2 Z - 1 z2 - 2z:e-- 2T cos fiT + e-2x7'
«2 + fJ2 - «00
tan'" = ---:--~
aofl
(A.32)
1 { e- bll.7' -21117' ..L z cos (m{JT + .,,) - e- 2 7' cos [(1 - m){JT - "'l}
: - bl[(s + x)2 + (J2] (<< - b)2 + {J2 z - e-bT - e sec't' z2 _ 2:;:e aT COS {JT + e 2xT
b-cc
tan." =-{J- (A.33)
;::. - 0I S + 00 __1_ {~ + (<<2 + {12 _ a )e-2I1lT sec ." :: cos (m{lT + .,,) - e- .. r cos [(1 - m){JT - cf>]}
'::'! - x,2 + fJ2] «2 + fJ2 z - 1 0 =2 _ 2::e 21' cos fiT + e- :!d'
:1 - 01 0o(h - 0 1)
tan cf> = -- - -:-:-~--::,..--:~ (A.34)
fJ (J(~2 +
p2 - 0 0)
>
s + 00 ao - b (e- bIllT T:: cos (mfJT + cf» - e-"1' cos [(I - m){JT - ..L]1
."
."
---r= - r 211• sec '" --~_.~=__::.;;_____,~:..:...---.".__;,..:-=-_~'I' m
(cc - b)2 + p2lz - e- bT z2 - 2ze--"T cos PT + e--;!27' J Z
C
(00 - :1)(b - «) - p2
x
tan ." = --'---;----:-:-=---'-
(0 - b)P
(A.H) N
0 -c
w
N
TABLE 11 (Continued)
~
G(s) !fez, m) --l
==
~
1 { 2 e-blllT
+ 00) z-e-bT + (<<2 + fJ2 + alb - ao)e- XIIIT sec ~
+ p2
( b)2 (b - alb - 2rxb lIG
(s + b)[(s + «)2 + P2 ] (X- -<
>
z cos [mpT + ~] - e- rxT cos [(1 - m)pT - ~]\ z
c
z2 - 2ze- rxT cos PT + e 2.. '1' J >
"II
"II
C
(1
(A.36) ~
~
.!. {_l__ z COS m{JT - cos [(1 - m)PI1}
(A.37) 0
fJ2 z - I Z2 - 2z COS fJT + 1 "II
--l
X
00 I 1 z cos (mpT - ~) - cos [(1 - m)pT + ~]} 111
,
co
p2 \z _ 1 - sec ~ z2 - 2z cos PT + 1 --l
lIG
aD >
tan 4> = - (A.38) 2:
P fIl
"II
0
1 { ao z -rx T z CPS (m{JT - 4» - e-«T cos [(1 - m)pT + .p]} lIG
3:
Pz -
z-- I + (fJ - ao)e III sec 4> z2 - z2e «T cos {JT + e 2rx'1'
alfJ
tan+=-p:l (A.39)
-aD
S +Qo 00 - b { e- b•n2' z cos (mfJT + ~) - cos [(1 - m)PT - ~)}
-PZ-+-b2 z _ e- bT - sec ~ ------:zZ:----::2z:--c-os-p'::':T::--+---:-.- - -
Doh - p2
tan += (00 - b)P
(A.40)
r + 01S + 00 1 { e-bIll'1'
(s + b)(r + PZ) pz + b2 (bZ - alb + 00) z _ e bT
(A.41)
I T 3 [ m3 3m2 + 3m + 1 6m + 6 6 ]
(A.42)
s' 6" z - 1 + (z - 1)2 + (z - 1)3 + (z - 1).
(A.4S) ~
!2
2. {mT + __T_ _ ~ z sin pmT + sin [(1 - m)PI1}
(A.46)
><
p2 z - 1 (z - 1)2 P 2:2 - 2z cos fJT + I ~
va
TABLE II (Continued)
G(s) ~(z,m)
s + DO
-~1 {P~ +z DofPmT
- 1
+ (z-Dop:r COS (mpT + .p) - e-«T COS [(1 - m)pT - .pJ}
- - - p21e-a.m 7' sec.p z----;:---:::--::';;;--=:-----:=;----
- 1)2 z2 - 2ze "'T cos {JT + e 2",T
P: = oc 2 + p2; p~ =~ - 2OCQo
ocp~ + DOP~
tan.p =- pp~
20cP
When Do = oc, tan .p = - -p2
-oc
2
E. I. Jury, "Additions to the Modified z-Transform Method," I.R.E. Wescon Convention Record, Part IV, August 21,1957,
pp. 136-156. Similar tables of modified z-transform are presented by R. H. Barker, "The Pulse Transfer Function and Its Appli-
cations to Sampling Servo Systems," Proc. I.E.E. (London), Vol. 99, Part IV, 1952, pp. 302-307.
t A few entries of Barker's table (British Crown Copyright) in a modified form have been included in the table above for which
the permission of the Controller of Her Britannic Majesty's Stationary Office has been obtained.
: It should be noted that ~(z) can be obtained by multiplying ~(z, m) by % and letting m go to zero.
.....
•• <
TlF." :-~-
III ;;;.
:l
Q.
~
:T
-16-
II> ~
:T > >-J
n
d :T ..
n
d ~~ '" tD
2-
.P n :T
_.n -1l
n c: r-'
tTl
iii'
;. ::=>
::=>
iii·
;. ;so..
:l n
(to
(7Qn
~ 31 ~
~
~
:l
~
Q.
:-.
S·
::I
...,
0
-=
t ... ~
N
N N
M M ii"M.. ...III
t1>
3
...
III>
~
n II - !l.
;so.. g '-' ~ .to
,!
...
S·
:T
II ...
:T
-J
Q
~I- ~I- S· >
t1>
~
'!;. ~
:::-
0- 0- ;:C. IQ
Jl ~ ~I 0' -::=> c;;.;:
;;;
...:.
00- :0 t1> Q:O'=-- 1M;! aM" II t"""
-:: ~ Q. S
::
~
T
to ...
.j:"
w"to
0'
... ..
~ :i"
(7Q
..c":l
E.O
00- 0Q
1.;s 1.;s ~I~
S! ,,~ ~
!D
...
as:
.
tI)
!. t:)
3
n
Q.
::;>
0 ; + ...Q
..Q ~
3
...;:c.
~ A
n
::I
.. .. I
~ .
I
~~ c:
~ >
~
0 :IA II> :! tTl
0 .!I ::I
3 ~ ~
:0 0 + + Jl
-III
:T:l
Q.
~ :$ ~
t:T
'<
... ~ Jl
t1> Co
.....
~o-
:;.
t1>
'II.
0 .'1 ~
n
-0 ~ ..Q
ere .0-
",'
,!
to
~
>
ii>
n
:r
(7Q
0 + +
1:1 ..1:1
Jl
i
2-1A
°IA
.. II>
n
t:T
~
.!. r-'
tI)
;. '" fi";z
0
c
t1> (til> ::I
Q.
:n
.., ... (i t1>
~.
-
Q.
~ ::I
Q 1:1 :l 0
n ..1:1 ::s
I
::s ~
::s III 2'
0 .!. :l ::I :l
e- to
iA~ a
3
::I
Il
III o·
:l
>-
'" cn "CI
t:T '"
~ ~. 02- "CI
'<
0-< "'z
~ :l
0
:::J
IA -:!
:!
~
~
.., IA N
\C
? ~
298 THEORY AND APPLICATJON OF THE Z-TRANSFORM
1 ~ B(z) B(z-l)
I =- ---z-Idz
n 2."j. unit A(~) A(z-I)
circle
boZ + bl B(z)
I. .9"(z) = =-
00'l. + 01 A(z)
I =
(b: +
b~)Qo - 2bob1o l
""':'--=-"":"'-::-:-"'-'-":
1 oo(o~ - o~)
boZ'I. + bIZ + hi
2. .9"(z) = Qot-2 + 0lz + Q2
Boooe, - Blooo l + B2(0~ - O~I)
12 = 0 0 [(0 01& - 2
0a)el - (0 0 -
0 1 0 10 2) 0 1]
Bo = b~ + b~ + b~
Bl = 2(bohl + bl b2 )
B2 = 2bohz
Bo = b~ + b~ + b~ + b:
Bl = 2(bohl + bib. + b2bs)
BI = 2(bohz + blba)
B3 = 2boha
Qo = (Ooel - 0ael)
QI = (0001 - 0ffla)
Q2 = (oJel - 02el)
eJ = 00 + 02
e2 = 01 + 03
APPENDIX 299
TABLE III (Continued)
b~ + biz! + b"z2 + baz + b4
4, '-(z) = are + D1ZS + DeZ• + DSZ + D.
el = DO + 0'1.
ez = aJ + 03
e3 = a2 + 04
e. = ao + D.
es = DO + O2 + 04
00
TABLE IV CLOSED FORMS OF THE FUNCTION I nP:rf', :t; <1
,.~O
o 1 -x
(I - x)2
xl + a:
2
(I - x)3
:r3+~2+X
3
(I - :l~)4
The missing terms are apparent since the numerator polynomials are sym-
metric in the coefficients.
PROBLEMS
Chapter 1
PROBLEM 1.1 Prove equations: (LSO), (1.51), and (1.52).
PROBLEM 1.2 Prove equations: (1.97)-(1.105) and (1.107)-(1.109).
PROBLEM 1.3 The basic Fibonacci sequence In has the following recurrence
relationship
where 10 = O. II = 1.
Let "'n = /in and 'I.. = Izn+l' Obtain the z-transforms of
(a) ~(%) =
J["'.. ), and (b) 'fez) = "['I.. ]
(e) Find the relationship between 'fez) and ~(z).
PROBLEM 1.4 Show that
Z [ +I] =
(s u)n
r n- 1
(n - I)!
;I"d
II;: _":(/' I I)" I ,.!"" I I ... '( II~"~(" q' II" I
, ... ,t II",·:
"I
,"'-
" ,,1111 I'"
1111
302 THEORY AND APPLICATION OF THE Z-TRANSFORM
FIGURE PROB.I.S
PROBLEM 1.6 For the delayed sampler operation of system in Fig. 1.6, ob-
tain the modified a-transform of the output and the actual output c(n, m)T ... c(t).
1
i(iibj
FIGURE PROB.I.6
PROBLEM 1.7 If
BII(x) _ eZ /l where B,.(z) are the Bernoulli polynomials
J - - - a[ell• - 11'
show "I
when p = S, we get
.\' ··1
!xS = UN· -
:1'=1
3N6 + tN4 -IN! + ,,12 - .\)
(II' (hi
FI(illlt F I'ROII. 1.11
."
• Tho ,Ollorl" II,. runllllnll ur ,fn) I. ".dll.d by I 'fll't
It-II
ll •
304 THEORY AND APPLICATION OF THE z-TRANSFORM
,(m[F(s)I,=ol = Tf :F(l,m)dm
Chapler 2
PROBLEM 2.1 In the example of Section 2.1, let V be a d-c voltage source of
10 volts and R = 1 ohm. Find the current in the 10th loop (Le., n = 9), if the
end loop (Le., 10th) is short-circuited.
PROBLEM 2.2 For the ladder network with capacitors shown in Fig. 2.2,
assuming zero initial conditions,
(a) Write the equation of the (n + 1)st loop.
(b) Obtain the expression for /(z, s) ~ J[/(n, s)), and I(n, s) = ~t{;(n, m.
(e) Obtain I(n, s)
(d) Show how to obtain ;(n, I).
R R R R R
PROBLEM 2.3 Consider a series in which the first r terms are all positive.
the next r all negative, the next r all positive, and so on. This can be expressed
as follows
The sequence u.. is
1,1, ... ,1, -J,-I •... ,-I. 1.1 •...
r terms r terms
Obtain the factor u.. which must be introduced into the nth term to allow for
such ftuctuation of sign.
PROBLEM 2.4 Given the Fibonacci's numbers as follows:
0, I. 1.2,3, S. 8, 13,21.34•...
(Each of these numbers is the sum of the two numbers immediately preceding it.)
(a) Obtain the difference equation which describes the general terml...
(b) Solve the differ~nce equation in (D) by the z-transform method and show
that the solution forI.. can be presented by the following formula:
For zero initial condition show that yen) can be represented as follows:
PROBLEM 2.6 Find the solution %(/) for the following difference-differential
equation:
x'(/) + 2:c(1 - J) + :c(/) =/(1)
!-IenlRI I'ROII.2.711
306 THEORY AND APPLICATION OF THE Z-TRANSFORM
PROBLEM 2.8 For the time-varying sampled-data system shown in Fig. 2.8,
given the following values:
dn =l+e-n
. 1 z
'.J(z) = --1
z-
' T == I, BI(z) .. - - I
z-
(0) Obtain the equation for the z-transform of the output 't'(z).
(b) Show that the solution e" of the equation obtained in (a) is
c(n) = I - ( -1 )ne-(1/2)n(.1-11
~ --i
r~"J
d" <9(z)
c(n)
PROBLEM 2.9 A square of side n units is subdivided into n2 (see Fig. 2.9)
unit squares by parallels to the sides. The diagonal OA is drawn and also the
diagonals which are parallel to OA of all the unit squares.
Obtain the number of paths by which one may travel from 0 to A kccping to
PROBLEMS 307
the lines of the figure. It is understood that at junctions such as P, a path may
proceed in one of the directions PQ, PR, or PS only.
PROBLEM ~.I0 Find the eigenvalues of the following matrix:
o o
010
o o o
A=
010
o 010
Chapter 3
PROBLEM 3.1 Check for the number of roots inside the unit circle for the
following polynomials:
00 + bn _ k + J . oJ + bn _ ktl
bn _"+2 00 + 6"_"+8
111
with 04 =I
(0) Show that the conditions for the roots to be real are
Do = o~ - 2000 2 >0
DJ = I
o~ - 200"2
0 102 - 3000 3
ala. - 3000a
20. - 400 - 2010 a
I >0
DJ Ol Qa - 400
D2 = ................. .............. 2ozOa - 301 >0
Q10 3 - 400 2azOa - 3Ql 30~ - 20.
and
Ql
D. 202
Da = >0
30a
°1 20. 30a 4
PROBLEMS 309
(b) For the real roots to lie between zero and unity we require the following
additional conditions:
I + a3 + a2 + a1 + ao > 0
03 + 202 + 30 1 + 400 < 0
"t + 3al + 600 > 0
"I + 400 < 0
0u >0
PROBLEM 3.4 Show that for an aperiodic system (discrete or continuous), the
maximum number of extrema is n - I, where the order of the system is II.
Hint: Show this for a second-order system and by induction for the nth order
system.
PROBLEM 3.5 Obtain the number of roots inside, outside, and on the unit
circle for the following real polynomial:
F(z) = z8 + 0.7'& + 0.4,· - 8.5,3 - 5.6%2 - 3.2: +4
PROBLEM 3.6 Show that a necessary condition for the roots of F(z) =0 to
lie inside the unit circle is:
n!
(n _ r)! lanl > r! 10rl. (r = O. 1.2•... , n - I)
Chapter 4
PROBLEM 4.1 If §(z) = J[J] and (f(z) = J[g] are both analytic for Izl > Ro,
show that the function Jf"(z) = ][/g] is obtainable from .1"'(z) and ~(z) as
follows:
.)F(Z) = _1..1 ~m'Y(~)d'
2TTJ l(1 ~ R. , ,
for IZ, > RoRv where Rl > Ro. (The path of integration can be chosen as a
simple closed curve r.)
PROBLEM 4.2 For a multirate error-sampled feedback system shown in Fig.
4.2, obtain the modified z-transform of the output '6(zTI ' m); n is an integer
larger than one.
co
PROBLEM 4.3 Let F,. = ~ nr:r;"; show that
71~O
S,(x)
F, = (I _ xy+l • x < I
where ,
S,(x) = ~ S"i"'" r>O
;=1
(c) Using Sr(x) in Fr of (b), differentiating and using (a), show that
.+1 r
- "
S r+l - '" Sr·t-l,ixi -- .~
, [ix
i + (r + 1 - i)xi+l]S r.,.
i-1 i=1
for x <I
PROBLEMS 311
.-1 -
PROBLEM 4.4 Let Fr,,,(x) = ~i rx' and Tr,II(x). DO ~i rx'; show from the
'-0 '-II
results of the preceding problem that
(Q) Fr,II("') - Fr(x) - Tr.,,(x)
(b) By a change of variable show that
Tr"(x)
'jaO
=I(n +Wx"+'= I I (~)ilnr-Ix"+'=.i
J
(~)nl'-i'l:"F/(X)
,=OJ-OJ. j"'O
(e) Show that
Fr ,,(x)
,
= Sr(:l') - f (~)nr-j:C"Sj('l:)'
j-O )
for all :l'
71-1
(d) Show that the finite sum I i' is a known result in terms of Bernoulli
numbers. i=1
zll + bIz zt + b1z
PROBLEM 4.5 Let .JF(z) = z2 + Ql% + Q2 = (z - P1)(% _ p,~.>
where
(b) Show that N. in (Q) is the same as obtained from Table III of the Appendix
when n = 2 and bo = 1, bl! = 0, Q o = 1.
PROBLEM 4.6 Given the following expressions for the sampled spectral
density cJ)1.2(z).
1 z+I
(a) (1 + 0.5z- 1)(1 + 0.5%) , (b) (z + 0.5)(% - 2)
27.8(s + 1)
G(.f) = s[(s + 3)2 + (27f)2]
T=l
ret) = u (I) + L~(t) v-
a JI. - ~.......,.
------------
He n IIU IIIU III. 4.7 1·lTllr 11111111,1"" liot'''hlll'k "YIII"IlI.
312 THEORY AND APPLICATION OF THE Z-TRANSFORM
ChapterS
PROBLEM 5.1 A saturating amplifier sampled-data feedback system is given
in Fig. S.l; also given is the form of h(n) as follows:
4O e(n) ~ 40
(
hen) = e(n) -40 ~ e(n) S 40
-40 e(n) S -40
T Ty-
r~ -.Yf(z) .. .../, o~(z)
I
I
I
r(l) + 1
1-+1 - - - 0 cit)
The power series representation of this nonlinearity over the interval -6S <
e(n) ~ 65 is
h(n) == 1.1IIe(n) - 0.1234 O.IO-a[e(n)p
r(n) = 60 volts
e(0) =60, e(1) = 32, T = 1
(a) Obtain the nonlinear difference equation which describes the error e(n).
(b) Solve the preceding equation using the convolution z..transform to obtain
e(n).
PROBLEM S.2 Given a nonlinear discrete system as shown in Fig. S.2. (f
hen) = m1e(n) + mae(n)8. with ma = 0.1, ml = I
and
r(n) = unit step. and T = 1
obtain
(a) The nonlinear difference equation which describes the output c(n).
(b) Solve the preceding equation using the convolution z-transform. and
obtain c(n).
Chapter 6
PROBLEM 6.1 Given a nonlinear sampled-data feedback system as shown in
Fig. 6.la and the type of nonlinearity shown in Fig. 6.1h.
(a) Show that the limit cycle +1, +1. -I, -1. exists.
(b) Show that the limit cycle 0, +1. -1,0, does not exist.
r,,(t)=O + c,,(t)
e,,'(O)
PROBLEM 6.2 For the example in Section 6.6, if the relay output is -I,
-I, + I, + I, obtain the possible values of co. c.' "2, C3 to maintain a limit cycle
of period 4.
PROBLEM 6.3 The nonlinear difference equation describing a PWM system
which is in a limit cycle of period two is given as follows:
k 1
Cn H = y(n) IJ2 (bh" - e ·b(T -It.> + e -hT) + c" +
= f(c n• e.. )
.
r" II = yen) hk [t" b( T .It.> - t" •• hT] + e-bTc" = g(e", en)
If.
If" .. /I Ir" - t·"I. r" ~ I
;tnd
314 THEORY AND APPLICATION OF THE %-TRANSFORM
{!(1
I + e-22' + e-mT _ ,,-(1 + In)2'}
co(mT) = - - 2m)T + 1 + e- 2T '
o ~m ~ I
Chapter 7
PROBLEM 7.1 (a) Find the approximate solution of the following differ-
ential equation using the z-forms method and assuming T = 0.2 second.
day d2y ely
dIS + 2 dt 2 + 2 dl + Y - I, yeO) - Y(O) = yeO) = 0
(0'
(b,
FIGURE PROD. 7.2
PROBLEMS 315
(b) Compare this solution with the exact solution and comment on the choice
of T.
PROBLEM 7.2 Compare the exact step response of Fig. 7.2a with the approxi-
mate model of Fig. 7.2b for the following values:
(a) T = ls second, kl = 3.2, k2 = 555, Q = SO radians per second.
(b) Repeat (a) with T = ,Ill second.
PROBLEM 7.3 The z-transforms of the input and output of a discrete filter
are given as follows:
SOj(z) = I + 3z- 1 + SCi
SOo(z) = 4 + 142:-1 + 27z- 2 + 13z-3 + 5z- 4
(a) Determine the z-transform of the filter Jt"(z).
(b) If a small disturbance is made in the measurement of the output such that
the leading term of .'Fo(z), that is, 4, becomes 3, determine the z-transform of the
filter for this case .Jt"·(z).
(c) Using the substitution
z-I = l +1
obtain Jt"l(A) for (a).
(d) Determine .}f'tO) for (b).
(e) If we truncate the series for Jf"r(l) after the second (or after the third) term,
determine .}f'·(z) for these cases and compare with (b).
(f) Comment on the value of the transformation in c.
PROBLEM 7.4 To obtain the z-forms for a double integrator (l/SZ), the
following second-order difference equation is used to approximate iz(t) =
JIy(t) dt:
Aiz(t + 2T) + Bi2(t + T) + Ciz(t)
= Dy(t + 2T) + Ey(t + T) + Fy(t) (I)
(e) Show that the z-transform of (2), neglecting initial conditions, is given by
the following z-form of l/s2
.I"W T"z"+10z+1
'dI(z) = 12 (z _ 1)2
(d) If initial conditions are not zero, and if yeT) and i,,(T) are expressed as
follows:
T2
y( T) = yeO) + Ty'(O) + 2! yW(O) + ...
T2
iz(T) = yH'(O) + T,II(-1'(O) + 2! yeO) + ...
show that Ja(z) is given by
T2 z2 + 10% + 1 z Tz
J 2(1.) = 12 (z _ 1)2&(%) + %_ 1 yH'(O) + (z _ 1)2,111 1'(0)
T2 z(z + 5) T3 % To z
-12 (1. - 1)2 !J(O) + 12 (z _ 1)2 y'(O) - 180 (1. _ 1)2 //"(0) + ...
(e) Similarly, for one integration, show that
PROBLEM 7.5 Using the :-forms obtained in (7.4) and the 1.-transfoflll, com-
pare the approximate solution of the following differential equation with the
exact solution:
d 2y (Iy
ill" + 3 dl + 2!/ = 0, yeO) = 3, y'(O) = -4
Choose T = 0.1 second.
PROBLEM 7.6 If the exact solution of the following time-varying equation
d2 d
~2
- [(/ 2 - 1)!I] - -~ [2/y] - 6y = 0, yeO) = -0.5, !I'(O) =0
is
yet) = 0.5(3/ 2 - 1), OS,IS,I
Obtain the approximate solution for T = 0.1 using the z-forms and the ,:-trans-
fOfm and compare with the exact solution.
Chapler 8
(II)
2 2
(b)
FIGURE PROB.8.1
(a) If the pulse length h is assumed much less than the sampling period T,
show that the circuit in Fig. 8.10 is equivalent to Fig. 8.lb, where
x
I, = c ~ ejUJtF,(jw)!J(t - nT)
11 -II
N
00
~
... 8:
~ e I.IJ
gc:
~
<:)
..... [i:;
.!
-:
~
~
I
~
..
~
~
"3
"0
0
::Ii
~I
e
8 ai»
PROBLEMS 319
(0) Show that the circuit system in Fig. 8.20 is equivalent to the block diagram
Fig. 8.2b. where I; is an infinitely small quantity
I I
G1(s) = R 1cs + I • G.Js) = R"cs + 1
(b) If et(t) is a step function of magnitude Eo. show that the response is
kEo[l - e-(k+1)6TIR~][e-(t-(k+O.ii)TJ/Rle]
ea(t) = -~----I:--_-e--T.6T;r,/~R~~c:-----~
(a) Determine the value of 61 (the sampler phasing) that yields the maximum
gain k for stability limit.
(b) Compare the gain obtained in (0) with the maximum gain for 61 = 0 and
"I = 1.
PROBLEM 8.4 THE TOYMAKER PROBLEM·
The toymaker is involved in the toy business. He may be in either of two
states. He is in the first state if his toy is in favor and in the second state if his toy
is uut of favor with the public. Suppose that when he is in state I there is a 50%
chance of II transition to state 2. When he is in state 2. he experiments with new
tuys und he Illuy return til stute I after a week with probability I or remain
unpmlitable in !ilute 2 with probubility g.