ELEN E4810: Digital Signal Processing

Topic 4: The Z Transform

1. The Z Transform

2. Inverse Z Transform

Dan Ellis 2013-10-02 1

 1. The Z Transform
 Powerful tool for analyzing & designing
DT systems
 Generalization of the DTFT:

G(z) = Z{g[n]} =  g[n]z n
Z Transform
n=
 z is complex...
 z = ej! → DTFT
DTFT of
 z = r·ej! → n g[n]r n  jn
e r-n·g[n]
Dan Ellis 2013-10-02 2
 Region of Convergence (ROC)
 Critical question:

Does summation G(z) = n= x[n]z n

converge (to a finite value)?

 In general, depends on the value of z
 → Region of Convergence: Im{z}

Portion of complex z-plane

Re{z}
for which a particular G(z) λ
will converge
ROC z-plane
|z| > λ
Dan Ellis 2013-10-02 3
 ROC Example
n
 e.g. x[n] = ∏nµ[n] -2 -1 1 2 3 4

 1 “closed form”
 X(z) =  n n
 z = 1
when
n=0 1  z |∏z-1| < 1 Im{z}

 ß converges only for |∏z-1| < 1 Re{z}

λ

i.e. ROC is |z| > |∏| (previous slide)

 |∏| < 1 (e.g. 0.8) - finite energy sequence

 |∏| > 1 (e.g. 1.2) - divergent sequence,
infinite energy, DTFT does not exist
but still has ZT when |z| > 1.2 (in ROC)
M
Dan Ellis 2013-10-02 4
 About ROCs
 ROCs always defined in terms of |z|
→ circular regions on z-plane
(inside circles/outside circles/rings)
 If ROC includes Im{z}
unit circle (|z| = 1),
→ g[n] has a DTFT Re{z}
1
(finite energy
sequence) Unit circle
z-plane
lies in ROC
→ DTFT OK

Dan Ellis 2013-10-02 5

 Another ROC example
 Anticausal (left-sided) sequence:
x [n] =  µ [n 1] -5 -4 -3 -2 -1
n
1 2 3 4 n

X ( z ) = n (  µ [ n  1]) z
n n
ROC:
|λ| > |z|
=  n =  z = m =1  z
1 n n  m m

1 1
=  z
1
=
1   z 1  z
1 1

 Same ZT as ∏nµ[n], different sequence?

Dan Ellis 2013-10-02 6
 ROC is necessary!
 A closed-form expression for ZT
must specify the ROC:
x[n] = ∏nµ[n]
 X(z) = 1 Im
1  z 1

-4 -3 -2 -1 1 2 3 4
n ROC |z| > |∏| Re
|λ|
x[n] = -∏ µ[-n-1]  X(z) =
n 1
-4 -3 -2 -1
1  z 1
z-plane
1 2 3 4 n ROC |z| < |∏|
DTFTs?
 A single G(z) expression can match

several sequences with different ROCs

Dan Ellis 2013-10-02 7
 Rational Z-transforms
 G(z) expression can be any function;
rational polynomials are important
class:
P (z ) p0 + p1z +…+ pM 1z
1 (M 1)
+ pM z M
G (z) = =
D(z ) d0 + d1z 1 +…+ d N1z (N1) + d N z N
 By convention, expressed in terms of z-1
– matches ZT definition
 (Reminiscent of LCCDE expression...)

Dan Ellis 2013-10-02 8

 Factored rational ZTs
 Numerator, denominator can be
factored:

G (z) =
p0  M
=1 1  (
  z 1
=
)z p0  =1 (z    )
M M

(
d0  =1 1    z
N 1
)z d0  =1 (z    )
N N

 {≥} are roots of numerator

→ G(z) = 0 → {≥} are the zeros of G(z)
 {∏} are roots of denominator
→ G(z) = ∞ → {∏} are the poles of G(z)

Dan Ellis 2013-10-02 9

 Pole-zero diagram
 Can plot poles and zeros on
complex z-plane:
Im{z}
poles ∏
(cpx conj for real g[n])
o
×
o × o Re{z}
× 1
o

zeros ≥
z-plane

 (Value of) expression determined by roots

Dan Ellis 2013-10-02 10
 Z-plane surface
 G(z): cpx function of a cpx variable
 Can calculate value over entire z-plane

ROC
not
shown!!

M
Dan Ellis 2013-10-02 11
 ROCs and sidedness
1
 Two sequences have: G(z) = 1
1  z
10
ROC |z| > |∏| → g[n] = ∏nµ[n]
8
RIGHT-SIDED
6
1 n
4

2
|λ| 0.5
( |∏| < 1 )
0

ROC |z| < |∏| → g[n] = -∏nµ[-n-1]

0

−1
−0.5
0
−0.5 n
−1

LEFT-SIDED
0.5
1

z-plane
 Each ZT pole → region in ROC outside
or inside |∏| for R/L sided term in g[n]
 Overall ROC is intersection of each term’s
Dan Ellis 2013-10-02 12
 ZT is Linear
 G(z) = Z{g[n]} =  g[n]z n
Z Transform
n

y[n] = Æg[n] + Øh[n]

Y(z) = ß(Æg[n]+Øh[n])z-n
Linear 
= ßÆg[n]z-n + ßØh[n]z-n = ÆG(z)+ØH(z)

 Thus, if y[n] =  
1 1
n
µ[n] +  2 2 µ[n]
 n

1 2 ROC:
then Y (z) = + |z|>|λ1|,|λ2|
1   1z 1
1   2 z 1
Dan Ellis 2013-10-02 13
 ROC intersections
1 1
 Consider G(z) = +
1   1z 1
1  2z 1

with |∏1| < 1 , |∏2| > 1 ... no ROC specified

 Two possible sequences for ∏1 term...
n
-∏1 µ[-n-1]
n or ∏1nµ[n]
n
 Similarly for ∏2 ...
-∏2nµ[-n-1] n ∏2nµ[n]
or
n
→ 4 possible g[n] seq’s and ROCs ...
Dan Ellis 2013-10-02 14
 ROC intersections: Case 1
1 1 g[n] = ∏1nµ[n] + ∏2nµ[n]
G(z) = +
1   1 z 1 1   2 z 1
both right-sided:
n
ROC: |z| > |∏1| and |z| > |∏2|
Im

Im
Re
|λ1| |λ2|

Dan Ellis 2013-10-02 15

 ROC intersections: Case 2
G(z) =
1
+
1 g[n] = -∏1nµ[-n-1] - ∏2nµ[-n-1]
1   1 z 1 1   2 z 1
both left-sided: n

ROC: |z| < |∏1| and |z| < |∏2|

Im

Im
Re
|λ1| |λ2|

Dan Ellis 2013-10-02 16

 ROC intersections: Case 3
1 1 g[n] = ∏1nµ[n] - ∏2nµ[-n-1]
G(z) = +
1   1 z 1 1   2 z 1
two-sided:
n

ROC: |z| > |∏1| and |z| < |∏2|

Im

Im
Re
|λ1| |λ2|

Dan Ellis 2013-10-02 17

 ROC intersections: Case 4
G(z) =
1
+
1 g[n] = -∏1nµ[-n-1] + ∏2nµ[n]
1   1 z 1 1   2 z 1
two-sided:
n
ROC: |z| < |∏1| and |z| > |∏2| ?
Im

Re
no ROC
|λ1| |λ2| ...

Dan Ellis 2013-10-02 18

 ROC intersections
 Note: Two-sided exponential
g[n] =  n
 < n < 
n
=  µ [n] +  µ [n 1]
n n

ROC ROC Im
|z| > |Æ| |z| < |Æ|
 No overlap in ROCs Re
|α|
→ ZT does not exist
(does not converge for any z)
Dan Ellis 2013-10-02 19
 ZT of LCCDEs
 LCCDEs have solutions of form:
yc [n] =  i  i µ [n] + ...
n
(same
i ∏s)
 Hence ZT Yc ( z ) = +
1  i z 1

 Each term ∏in in g[n] corresponds to a

pole ∏i of G(z) ... and vice versa
 LCCDE sol’ns are right-sided
ROCs are |z| > |∏i| outside
circles
Dan Ellis 2013-10-02 20
 Z-plane and DTFT
 Slice between surface and unit cylinder
(|z| = 1 z = ej!) is G(ej!), the DTFT

|G(ej!)|
z = ej!

0 º
! / rad/samp

Dan Ellis 2013-10-02 21

 Some common Z transforms
g[n] G(z) ROC
±[n]


1

∀z
1
µ[n] 1z 1 |z| > 1
1
Ænµ[n] 1z 1 |z| > |Æ|
1r cos( 0 ) z 1 sum of
rncos(! 0n)µ[n]


1
2 2 |z| > r
12r cos( 0 ) z +r z rnej! n + rne-j! n
0 0

r sin ( 0 ) z 1
rnsin(!0n)µ[n]

12r cos
 z1+r
2 z2 |z| > r
( 0)
×
“conjugate pole
poles at z = re±j! 0
×
pair”
Dan Ellis 2013-10-02 22
 Z Transform properties
g[n] G(z) w/ROC Rg
Conjugation g*[n] G*(z*) Rg
Time reversal g[-n]

G(1/z)
1/Rg
Time shift g[n-n0]
z-n0G(z) Rg (0/∞?)
Exp. scaling Æng[n]
G(z/Æ) |Æ|Rg
dG(z)
Diff. wrt z ng[n]
z

Rg (0/∞?)
dz
Dan Ellis 2013-10-02 23
 Z Transform properties
g[n]
G(z) ROC
at least
Convolution g[n] ∗ h[n] G(z)H(z)
Rg∩Rh
Modulation g[n]h[n]
1

2 j ( )
C G
(v)
H v v dv
z 1

at least
RgRh

Parseval:  g[n]h [n] =* 1
2 j
*
( )
C G (v)H v v dv
1 1

n=

Dan Ellis 2013-10-02 24

 ZT Example
 x [n] = r cos( 0 n)µ [n] ; can express as
n

1µ n   j 0 n 
( ) + (re )
n
2 [ ]
 re j 0
 = v[n] + v* [n]

v[n] = 1/2µ[n]Æn ; Æ = rej! 0

→ V(z) = 1/(2(1- rej! z-1))

0

ROC: |z| > r

 Hence, X (z ) = V (z ) + V z *
( )
*

= 21 ( 1 + 1
1re j 0 z 1 1re  j 0 z 1 )
1r cos( 0 ) z 1
= 12r cos( 0 ) z 1 +r 2 z 2
Dan Ellis 2013-10-02 25
 Another ZT example
y[n] = (n +1) µ [n]
n

= x[n] + nx[n] where x[n] = Æn µ[n]

1  z
dX ( z )
X (z) = 1 dz
1  z
( |z| > |Æ| ) d 1  z 1
= z  1 
=
dz 1  z  (1  z 1 )2
1 z 1 1
 Y (z) = 1
+ 1 2
= repeated
1 2 root - IZT
ROC |z| > |Æ| 1  z (1  z ) (1  z )
Dan Ellis 2013-10-02 26
 2. Inverse Z Transform (IZT)
 Forward z transform was defined as:

G(z) = Z{g[n]} =  g[n]z n

n=
 3 approaches to inverting G(z) to g[n]:
 Generalization of inverse DTFT
 Power series in z (long division)
 Manipulate into recognizable
pieces (partial fractions) the useful
one

Dan Ellis 2013-10-02 27

 IZT #1: Generalize IDTFT
j
 If z = re then
⇤ ⇥
G(z) = G(re ) = j
g[n]r n
e j n
= DTFT g[n]r n

⌅ ⇥
 so g[n]r n
= 2
1
G re j⇥
ej⇥n d IDTFT
⇤
z= rej! d! = dz/jz = 1
2 j C
G (z) z n 1
r n
dz Im

Re
Counterclockwise
closed contour at |z| = r
within ROC
 Any closed contour around origin will do
 Cauchy: g[n] = ß[residues of G(z)zn-1]
Dan Ellis 2013-10-02 28
 IZT #2: Long division

 Since G(z) = 
n
g[n]z
n=
if we could express G(z) as a simple
power series G(z) = a + bz-1 + cz-2 ...
then can just read off g[n] = {a, b, c, ...}
 Typically G(z) is right-sided (causal)
P(z)
and a rational polynomial G (z ) =
D(z)
 Can expand as power series through
long division of polynomials
Dan Ellis 2013-10-02 29
 IZT #2: Long division
 Procedure:
 Express numerator, denominator in
descending powers of z (for a causal fn)
 Find constant to cancel highest term
→ first term in result
 Subtract & repeat → lower terms in result
 Just like long division for base-10
numbers

Dan Ellis 2013-10-02 30

 IZT #2: Long division
1
1+ 2z
 e.g. H (z ) =
1+ 0.4z 1  0.12z 2 Result
1 2 3
1+1.6z  0.52z + 0.4z ...
1+ 0.4z 1  0.12z 2 ) 1+ 2z 1
1 2
1+ 0.4z  0.12z
1 2
1.6z + 0.12z
1 2 3
1.6z + 0.64z  0.192z
0.52z 2 + 0.192z 3
...
Dan Ellis 2013-10-02 31
 IZT#3: Partial Fractions
 Basic idea: Rearrange G(z) as sum of
terms recognized as simple ZTs
1
 especially   n µ [n]
1  z 1
or sin/cos forms
P(z)
i.e. given products
( )( )

1  z 1 1  z 1 
A B
rearrange to sums 1
+ 1
+
1  z 1  z
Dan Ellis 2013-10-02 32
 Partial Fractions
 Note that: order 2 polynomial
A B C
1
+ 1
+ 1
= u + vz-1 + wz-2
1  z 1  z 1  z
( )( ) ( )( ) ( )(
A 1  z 1 1  z 1 + B 1  z 1 1  z 1 + C 1  z 1 1  z 1 )
order 3 polynomial (1  z 1
)(1  z 1
)(1   z 1
)
 Can do the reverse i.e.
P(z) 
=11   z 1
N
go from to
 N=1 (1    z 1 ) 
else cancel
 if order of P(z) is less than D(z) w/ long div.
Dan Ellis 2013-10-02 33
 Partial Fractions
 Procedure: order N-1

P(z) 
=
N
F(z) = N 1 1
 =1 (1    z ) =1 1  z
 f [n] = 
N
no repeated  (  ) µ [n]
n
poles! =1 

where  ( )F (z) z=

1
  = 1    z
i.e. evaluate F(z) at the pole (cancels term in
denominator)
but multiplied by the pole term
→ dominates = residue of pole
Dan Ellis 2013-10-02 34
 Partial Fractions Example
1
1+ 2z
 Given H (z ) = (again)
1+ 0.4z 1  0.12z 2
factor: 1
1+ 2z 1 2
= = +
( 1
)(
1+ 0.6z 1  0.2z 1
1+ )
0.6z 1
1  0.2z 1

 where:
1+ 2z 1
1 = (1+ 0.6z 1
)H (z) z=0.6 = 1
= 1.75
1
1  0.2z z=0.6
 2 = 1+ 2z 1 = 2.75
1+ 0.6z z=0.2
Dan Ellis 2013-10-02 35
 Partial Fractions Example
1.75 2.75
 Hence H (z ) = 1
+
1+ 0.6z 1  0.2z 1
 If we know ROC |z| > |Æ| i.e. h[n] causal:
 h[n] = (1.75)(0.6) µ [n] + (2.75)(0.2) µ [n]
n n

= –1.75{ 1 -0.6 0.36 -0.216 ...}

+2.75{ 1 0.2 0.04 0.008 ...}
same as


= {1 1.6 -0.52 0.4 ...} long division!

Dan Ellis 2013-10-02 36