Ch3-DSP Z

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Digital Signal Processing

Ch3: The z-Transform

Lecturer: Nguyen-Son Vo (Ph.D), email: vonguyenson@gmail.com

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Contents
3.1 Introduction to z-transform
3.2 Properties of z-transform
3.3 Rational z-transform
3.4 Inversion of z-transform
3.5 Analysis of LTI systems in z-domain
3.6 One-sided z-transform
3.7 Summary
3.8 Problems

2/90
3.1 Introduction to z-transform?
 Why transform?
• Important role in the analysis of sig. & LTI sys.

• z-transform (Z) in the analysis of DTS & LTI sys. = Laplace


transform in CTS & LTI sys.

• E.g., convolution of 2 time-domain signals = multiplication


of their corresponding Zs  simplify the analysis

• Provide a means of characterizing an LTI sys. & its


response to various sig. by its pole-zero locations

• Solve linear difference equations with non-zero initial


conditions by one-sided Z
3/90
3.1 Introduction to z-transform?
 Direct z-transform
• Z of a DTS x(n) is defined as the power series

X ( z)   x(n)z  n
n 
z
X ( z )  Z {x(n)} or X ( z )  x(n)
• z = rej is a complex variable
• Since Z is an infinite power series, it exists only for those
values of z for which this series converges
• The region of convergence (ROC) of X(z) is the set of all
values of z for which X(z) attains a finite value
• Any time we cite a Z, we should also indicate its ROC
4/90
3.1 Introduction to z-transform?
 Direct z-transform
Ex. 3.1: Determine the Z of the following finite-duration sig.


a) x1(n) = {1, 2, 5, 7, 0, 1}
 X ( z)  x(n)z  n
b) x2(n) = {1, 2, 5, 7, 0, 1} n 

c) x3(n) = (n – k), k > 0
Solution
a) X1(z) = 1 + 2z–1 + 5 z–2 + 7z–3 + z–5, ROC: entire z except 0
b) X2(z) = z2 + 2z + 5 + 7z–1 + z–3, ROC: entire z except 0 & 
 
c) X 3 ( z )    (n)z n
 1, k  0  X 3 ( z )    (n  k )z  k  z  k
n  n 

ROC: entire z except 0


5/90
3.1 Introduction to z-transform?
 Direct z-transform
Ex. 3.2: Determine the Z of the following sig.
n
1
x ( n)    u s ( n)
2
Solution
Recall that
1
1  a  a 2  a3  ...  ,| a | 1
1 a
 n  n
 1  n 1  1 1
X ( z )     z    z 1   , z 1  1
n 0  2  n 0  2  1  1 z 1 2
2
ROC: |z| > ½
Z provides a compact alternative representation of the sig. x(n)
6/90
3.1 Introduction to z-transform?
 Direct z-transform
• Let us express the complex variable z in polar form as
z  re j

where r = |z| and z. Then, X(z) can be expressed as



X ( z)   x(n)r  n e  j n
n 

• The ROC of X(z) ~ |X(z)| <  ~ x(n)r-n is absolutely summable

• Finding the ROC for X(z) ~ determining the range of r for which the
sequence x(n)r-n is absolutely summable
7/90
3.1 Introduction to z-transform?
 Direct z-transform
• To elaborate, let us further provide
1   
x ( n ) x ( n)
X ( z )   | x(n)r |   n   | x(n)r |   n
n n

n  n 0 r n 1 n 0 r
1) Exist r small enough such that x(-n)rn, 1  n < , is absolutely
sum.  ROC: all points in a circle of some radius r1
2) Exist r large enough such that x(n)/rn, 0  n < , is absolutely
sum.  ROC: all points outside a circle of some radius r2

8/90
3.1 Introduction to z-transform?
 Direct z-transform
Ex. 3.3: Determine the Z of the sig. x(n) = nus(n)
 
Solution X ( z )    n z  n   ( z 1 ) n
n 0 n 0
If |z-1| < 1 or |z| > |  |, it converges to 1/(1 – z-1), thus we have
1
x ( n)   n u s ( n)  X ( z )  1
, ROC: z  
1 z

9/90
3.1 Introduction to z-transform?
 Direct z-transform
Ex. 3.4: Determine the Z of the sig. x(n) = –nus(–n – 1)

Solution
 1z 1
1 
 1z 1
X ( z)    n z  n    ( 1z ) n   
1   z 1   z 1
1
n  n 1
ROC: |z| < ||

10/90
3.1 Introduction to z-transform?
 Direct z-transform
• Discussions on Ex. 3.3 & Ex. 3.4

1) The causal nus(n) and anti-causal –nus(–n – 1) have


identical closed-form expressions for the Z, that is 1/(1 – z –1)

2) A closed-form expression for the Z does not uniquely specify


the signal in the time domain

3) A DTS x(n) is uniquely determined by its X(z) & ROC of X(z)

4) ROC of causal is the exterior of a circle of some radius r2 while


ROC of anti-causal is the interior of a circle of r1

11/90
3.1 Introduction to z-transform?
 Direct z-transform
Ex. 3.5: Determine the Z of x(n) = nus(n) + bnus(–n – 1)

Solution

From the Ex. 3.1.3 and 3.1.4 we have


 1  
X ( z)    n z n   b n z  n   ( z 1 ) n   (b 1z ) n
n 0 n  n 0 n 1
ROCs: |z| > || & |z| < |b|

To determine to convergence of X(z), we consider 2 different


cases: |b| < || & |b| > ||

12/90
3.1 Introduction to z-transform?
 Direct z-transform
1) |b| < ||

No overlap  X(z) does not exist

2) |b| > ||, ROC || < |z| < |b|


1 1
X ( z)  1

1 z 1  bz 1
b 

b    z   bz 1

13/90
3.1 Introduction to z-transform?
 Direct z-transform

14/90
3.1 Introduction to z-transform?
 Direct z-transform

15/90
3.1 Introduction to z-transform?
 Inverse z-transform
• Inverse Z (IZ) to obtain x(n) by
1
x ( n)  C X ( z ) z n1dz
2 j
• But we do not use directly in our evaluation of inverse Z

• In our treatment, we deal with sig. & sys. In the z-domain


which have rational Zs, i.e., Zs that are a ratio of 2 polynomials

• We develop a simpler method for inversion that stems from the


above formula & employs a table lookup

16/90
3.2 Properties of z-transform?
 Linearity z z
x1 (n)  X1 ( z ) and x2 (n)  X 2 ( z )
z
x(n)  a1x1 (n)  a2 x2 (n)  X ( z )  a1 X1 ( z )  a2 X 2 ( z )
Ex. 3.6: Determine the Z & ROC of x(n) = [3(2n) – 4(3n)]us(n)

Solution
z 1
x1 (n)  2 us (n)  X1 ( z ) 
n
1
, ROC: z  2
1 2z
z 1
x2 (n)  3 us (n)  X 2 ( z ) 
n
1
, ROC: z  3
1  3z
z 3 4
x(n)  3x1 (n)  4 x2 (n)  X ( z )  1
 1
, ROC: z  3
1 2z 1  3z 17/90
3.2 Properties of z-transform?
 Linearity
Ex. 3.7: Determine the Z & ROC of x(n) = (cosw0n)us(n)
Solution
cos(w0n) = (ejw0n + e-jw0n)/2, see Ex. 3.2.2 for x(n) = (sinsw0n)us(n)
z 1
e jw0n
u s ( n)  jw0n 1
, ROC: z  1
1 e z
z 1
 jw0n
e u s ( n)   jw0n 1
, ROC: z  1
1 e z
z 0.5 0.5
x ( n)  X ( z )  jw0n 1
  jw0n 1
, ROC: z  1
1 e z 1 e z
z 1  z 1 cos w0
x(n)  (cosw 0 n) u s (n)  X ( z )  1 2
, ROC: z  1
1  2 z cos w0  z 18/90
3.2 Properties of z-transform?
 Time shifting
z z
x(n)  X ( z ) then x(n  k )  z  k X ( z )
1, 0  n  N  1
Ex. 3.8: Determine the Z & ROC of x(n)  
0, elsewhere
Solution
By using definition we have
N 1 N , z  1

X ( z)   1  z n
 1  z 1
 ...  z  (N 1)
 1  z  N
,z 1
n 0  1
 1 z
Since x(n) has finite duration, its ROC is entire z, except 0

19/90
3.2 Properties of z-transform?
 Time shifting
By using time shifting property, we have
z 1 z zN
u s ( n)  1
 us (n  N ) 
1 z 1  z 1
x ( n)  u s ( n)  u s ( n  N )
z 1 zN 1 zN
x ( n)  X ( z )  1
 1
 1
, ROC: z  1
1 z 1 z 1 z
Note that X(z)  N as z  1

20/90
3.2 Properties of z-transform?
 Scaling in z-domain
z
x(n)  X ( z ), ROC: r1  z  r2
z
a n x(n)  X (a 1z ), ROC: a r1  z  a r2
Ex. 3.9: Determine the Z & ROC of x(n) = an(cosw0n)us(n)
Solution
We have had
z 1  z 1 cos w0
x(n)  (cosw 0 n) u s (n)  X ( z )  1 2
, ROC: z  1
1 2z cos w0  z
So
z 1  az 1 cos w0
a n x ( n)  X ( z )  1 2 2
, ROC: z  a
1  2az cos w0  a z
21/90
3.2 Properties of z-transform?
 Time reversal
z
x(n)  X ( z ), ROC: r1  z  r2
z 1 1
1
x(n)  X ( z ), ROC:  z 
r2 r1
Ex. 3.10: Determine the Z & ROC of x(n) = us(-n)
Solution
We have had
z 1
x ( n)  u s ( n)  X ( z )  1
, ROC: z  1
1 z
So
z 1
x(n)  X ( z 1 )  , ROC: z  1
1 z
22/90
3.2 Properties of z-transform?
 Differentiation in z-domain
z
x ( n)  X ( z )
z
dX ( z )
nx(n)   z
dz
Ex. 3.11: Determine the Z & ROC of x(n) = nanus(n)
Solution
z 1
We have had x(n)  us (n)  X ( z )  1
, ROC: z  1
1 z
z 1
a x(n)  X (a 1z ) 
n
1
, ROC: z  a
1  az
So 1 1
z dX ( a z ) az
na n x(n)  z  
, ROC: z  a
dz (1  az )1 2
23/90
3.2 Properties of z-transform?
 Convolution of 2 sequences
z z
x1 (n)  X1 ( z ) and x2 (n)  X 2 ( z )
z
x(n)  x1 (n) * x2 (n)  X ( z )  X1 ( z ) X 2 ( z )
ROC of X(z) is, at least, the intersection of that for X1(z) & X2(z)
Ex. 3.12: Determine the convolution x(n) of the signals
1, 0  n  5
x1 (n)  {1, 2,1} and x2 (n)  
 0, elsewhere
Solution
We have X1 ( z )  1  2 z 1  z 2 and X 2 ( z )  1  z 1  z 2  z 3  z 4  z 5
X ( z )  X1 ( z ) X 2 ( z )  1  z 1  z 6  z 7
x(n)  {1, 1, 0, 0, 0, 0, 1,1}
 24/90
3.2 Properties of z-transform?
 Correlation of 2 sequences
z z
x1 (n)  X1 ( z ) and x2 (n)  X 2 ( z )
 z
rx1x2 (l )   x1 (n) x2 (n  l )  Rx1x2 ( z )  X1 ( z ) X 2 ( z 1 )
n 
ROC of X(z) is, at least, the intersection of that for X1(z) & X2(z)
Ex. 3.13: Determine the auto-convolution x(n) =anus(n), -1 < a < 1
Solution
z 1
x ( n)  a u s ( n)  X ( z ) 
n
1
, ROC: z  a , causal
1  az
1 1 1
X (z )  , ROC: z  , anti-causal
1  az a
25/90
3.2 Properties of z-transform?
 Correlation of 2 sequences
1 1 1
Rxx ( z )  X ( z ) X ( z )  1
, ROC: a  z 
1  a( z  z )  a 2 a
Re-use the result in Ex. 3.5 by replacing  = a, b = 1/a, we have
z b 
 us (n)  b us (n  1) 
n n
b    z   bz 1
n
1 z 1  a2
a us (n)    us (n  1) 
n

 (1  a 2
) Rxx ( z )
a 1  a( z  z )  a
1 2

1 1   
1
l 
rxx (l )  Z {Rxx ( z )}   a us (l )    us (l  1) 
l
1  a 
2
a 
1 l
 a ,   l  
1 a 2
26/90
3.2 Properties of z-transform?
 Multiplication of 2 sequences
z z
x1 (n)  X1 ( z ) and x2 (n)  X 2 ( z )
z 1  z  1
x(n)  x1 (n) x2 (n)  X ( z )  
2 j C
X 1 ( v ) X 2 
v
 v dv

C is a closed contour that encloses the origin and lies within the
region of convergence common to both X1(v) & X2(z/v)
If ROC of X1(v) is r1l < |v| < r1u and ROC of X2(z/v) is r2l < |z/v| <
r2u, the ROC for X(z) is at least r1lr2l < |z| < r1ur2u
For complex-valued sequences x1(n) and x2(n), we have
z 1  z *
1
x(n)  x1 (n) x2* (n)  X ( z )  
*
X ( v ) X 
2 *  v dv
2 j C 1
v 
27/90
3.2 Properties of z-transform?
 Parseval’s relation
If x1(n) and x2(n) are complex-valued sequences, then

1 *  1  1
 x1 (n) x2* (n)  
2 j C
X 1 ( v ) X 2 
v 
*  v dv
n 

 Initial value theorem


If x(n) is causal, i.e., x(n) = 0 for n < 0, then
x(0)  lim X ( z )
z 

It is easy to see by following the definition of Z for causal x(n)


 z 
X ( z )   x ( n) z n
 x(0)  x(1) z 1 2
 x(2) z  ...  x(0)
n 0
28/90
3.3 Rational z-transforms
 Poles & Zeros
• Zeros of X(z) are the values of z for which X(z) = 0
• Poles ……………………………………...X(z) = 
• If X(z) is rational function, then
 k
1 M M
B( z ) b0  b1z  ...  bM z b
k 0 k
z
X (z)    

A( z ) a0  a1z  ...  aN z  k
1 N N
a
k 0 k
z
If a0  0 & b0  0, avoiding the negative powers of z by factoring
out the terms b0z-M & a0z-N, we have
B( z ) b0 z  M z M  (b1 / b0 ) z M 1  ...  bM / b0
X (z)   
 N
A( z ) a0 z N
z  (a1 / a0 ) z N 1  ...  a N / a0

29/90
3.3 Rational z-transforms
 Poles & Zeros
• A(z) &B(z) are polynomials in z, they can be expressed as
B( z ) b0 N  M ( z  z1 )( z  z2 )...( z  zM )
X (z)   z 
A( z ) a0 ( z  p1 )( z  p2 )...( z  p N )


M
N M m 1
( z  zm )
=Gz 

N
n 1
( z  pn )

• |N – M| zeros (N > M) or poles (M < N) at the origin z = 0


• Poles or zeros may also occur at z = 
• ROC of Z should not contain any poles

30/90
3.3 Rational z-transforms
 Poles & Zeros
Ex. 3.14: Determine the pole-zero plot for the signal x(n) =
anus(n), a > 0
Solution
We already have had

1 z
X (z)   , ROC: z  a
1  az 1 za
 X(z) has one zero at z1 = 0 & one pole at p1 = a
 p1 is not included in the ROC since the Z does not converge at
a pole

31/90
3.3 Rational z-transforms
 Poles & Zeros
Ex. 3.15: Determine the pole-zero for
a n , 0  n  M  1
x ( n)   ,a  0
Solution 0, elsewhere

Recall the Ex. 3.8, by applying the scaling in z-domain, we have


1  (az 1 ) M zM  aM
X ( z)  1

1  az z M 1 ( z  a)
Since a > 0, the equation zM = aM has M roots at
zk  ae j 2 k / M , k  0,1,..., M  1
The zero at z0 = a cancels the pole at z = a, and thus
( z  z1 )( z  z2 )...( z  zM 1 )
X ( z) 
z M 1 32/90
3.3 Rational z-transforms
 Poles & Zeros
Ex. 3.16: Determine the X(z) & x(n)
of the pole-zero plot below
Solution

z1  0, z2  r cos 0
p1  re j0 , p2  re  j0

z ( z  r cos 0 ) 1  rz 1 cos 0
X ( z)  G j0  j0
G 1 2 2
, ROC: z  r
( z  re )( z  re ) 1  2rz cos 0  r z

Use Table 3.3 in [4], we have x(n)  G (r n cos 0 n)us (n)


33/90
3.3 Rational z-transforms
 Pole location & time-domain behavior for causal sig.
• What is the relation between the z-plane location of poles & the form
of the corresponding sig. in time-domain?

• We see that the characteristic behavior of causal sig. depends on


whether the poles are contained in |z| < 1, in |z| > 1, or on |z| = 1

Ex. 3.17: Consider a causal real signal with Z below


z 1
x ( n)  a u s ( n)  X ( z ) 
n
1
, ROC: z  a
1  az
It has one zero at z1 = 0 & one pole at p1 = a on the real axis

The behavior of the sig. wrt the location of the pole relative to the unit
circle |z| = 1
34/90
3.3 Rational z-transforms
 Pole location & time-domain behavior for causal sig.

35/90
3.3 Rational z-transforms
 Pole location & time-domain behavior for causal sig.
Some discussions on Ex. 3.17

• Sig. is decaying if the pole is inside the unit circle

• Sig. is fixed if the pole is on the unit circle

• Sig. is growing if the pole is outside the unit circle

• A negative pole results in a sig. that alternates in sign

• Causal sig. with poles outside the unit circle be come


unbounded, cause overflow in digital sys.  should be avoided

36/90
3.3 Rational z-transforms
 Pole location & time-domain behavior for causal sig.
In general

• Causal real sig. with poles, which are inside or on the unit
circle, are always bounded in amplitude

• A sig. with a pole (or a complex-conjugate pair of poles) near


the origin decays more rapidly

• Zeros affect the behavior of a sig. but not as strongly as poles,


e.g., in sinusoidal sig., zeros affects only their phase

• If a pole of a sys. is outside the unit circle, the impulse response


of the sys. becomes unbounded  unstable
37/90
3.3 Rational z-transforms
 The sys. function of a LTI sys.
• We have learn that y(n) = x(n)*h(n)
• In z-domain, the above relationship is given by Y(z) = X(z)H(z)
z z z
x(n)  X ( z ), h(n)  H ( z ), and y (n)  Y ( z )
• H(z) = Y(z)/X(z) is called the system function
• We can get H(z) from the linear constant-coefficient difference
equation of the form
N M
y (n)    ak y (n  k )   bk x(n  k )
k 1 k 0
• So N M
Y ( z )    ak Y ( z ) z k
  bk X ( z ) z  k
k 1 k 0 38/90
3.3 Rational z-transforms
 The sys. function of a LTI sys.
M
• Finally
 k
b z k

k 0
H ( z)  N
1   ak z  k
k 1
• If ak = 0 for 1  k  N, i.e., zero-input response (Ch2)
M M
1
H ( z)   bk z k

zM
 k
b z M k

k 0 k 0

 H(z) contains M zeros determined by the sys. parameters {bk} and an


Mth-order pole at the origin z = 0
 It has only trivial poles (at z = 0) & M nontrivial zeros  it is called
all-zero sys.
 This sys. has a FIR or so-called a moving average (MA) sys.
39/90
3.3 Rational z-transforms
 The sys. function of a LTI sys.
• If bk = 0 for 1  k  M, i.e., zero-state response (Ch2)
b0 b0 z N
H ( z)  N
 N
, a0  1
1   ak z  k  k
a z N k

k 1 k 0
 H(z) has N poles (nontrivial) determined by {ak} and an Nth-
order zero (trivial) at z = 0  it is called all-pole sys.
 Due to the nontrivial poles, it is an IIR sys.
In general, the form of the sys. function contains both M zeros &
N poles  zero-pole sys.
Note that poles &/or zeros at z = 0 & z =  are implied but not
counted explicitly and FIR + IIR ~ IIR
40/90
3.3 Rational z-transforms
 The sys. function of a LTI sys.
Ex. 3.18: Determine the sys. function & the unit sample response,
i.e, h(n), of the sys. described by the difference equation
1
y ( n)  y (n  1)  2 x(n)
2
Solution
It is easy to obtain
1 1 Y ( z) 2
Y ( z) 
z Y ( z )  2 X ( z )  H(z)  
2 X ( z ) 1  1 z 1
This has a pole at z = ½ & a zeros at z = 0. 2
Using Table 3.3 [4], we have the IZ, i.e., h(n), below

h(n)  2 1/ 2  us (n)


n
41/90
3.4 Inversion of Z
 IZ by contour integration (refer to [4] for detail)
• We have defined (slide 16)
1
x ( n)  C X ( z ) z n1dz
2 j
where the integral is a contour integral over a closed path C (e.g.,
a circle) that encloses the origin and lies within the ROC of X(z)
• Other two methods to obtain the IZ
1) Expansion into a power series, in the variables z & z-1
2) Partial-fraction expansion & table lookup

42/90
3.4 Inversion of Z
 IZ by power series expansion
• Given a Z with its ROC, we can expand X(z) into a power
series of the form

X ( z)   cn z  n
n 

which converges in the ROC.


• When X(z) is rational, the expansion can be performed by long
division
• To illustrate this method, we will invert some Zs involing the
same X(z), but different ROC

43/90
3.4 Inversion of Z
 IZ by power series expansion
Ex. 3.19: Determine the IZ of
1
X ( z) 
when 1  1.5 z 1  0.5 z 2
a) ROC: |z| > 1
b) ROC: |z| < 0.5
here 1 & 0.5 are obtained by solving z2 – 1.5z + 0.5 = 0 for z
Solution
a) ROC is the exterior of a circle  x(n) is a causal sig.
We seek a power series expansion in negative powers of z by the
numerator of X(z) by its denominator
44/90
3.4 Inversion of Z
 IZ by power series expansion
We have
1 3 1 7 2 15 3
X ( z)  1 2
 1  z  z  z  ...
1  1.5 z  0.5 z 2 4 8
3 7 15
 x(n)  {1, , , ,...}
2 4 8
b) ROC is the interior of a circle  x(n) is an anti-causal sig.
We seek a power series expansion in negative powers of z by
1
X ( z)   2 z 2  6 z 3  14 z 4  30 z 5  64 z 6 ...
0.5 z 2  1.5 z 1  1
 x(n)  {..., 62,30,14, 6, 2, 0, 0}
 45/90
3.4 Inversion of Z
 IZ by power series expansion
Some discussions
• Simple enough to get the pattern of x(n), no closed-form
• Used if we want to determine the first few samples of x(n)
• But in some cases, it works
Ex. 3.20: Determine the IZ of X(z) = log(1 + az-1), |z| > |a|
Solution
Use the Maclaurin series for log(1 + x), |x| < 1, we have
 a n

(1) n1 a n z  n z (1) n1 , n  1
X ( z)   x(n)   n
n 1 n 0, n  1
 46/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
• Now, we attempt to express X(z) as a linear combination
X ( z )  1 X1 ( z )   2 X 2 ( z )  ...   K X K ( z )
• So, x(n) can be easily found in the form
x(n)  1x1 (n)   2 x2 (n)  ...   K xK (n)
• This approach is useful if X(z) is rational function
B( z ) b0  b1z 1  ...  bM z  M
X (z)    
, a0  1
A( z ) 1  a1z  ...  aN z
1 N

If a0  1, dividing both numerator & denominator by a0

• The rational function is called proper if aN  0 & M < N (no. of


zeros < no. of poles)
47/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
• An improper rational function (M  N) can be always written as
the sum of a polynomial + a proper rational function
• In general, any improper rational function can be expressed as
B( z ) B ( z)
X ( z)   c0  c1z 1  ...  cM  N z ( M  N )  1
A( z ) A( z )

• The IZ of the polynomial can be easily found. We focus on the


IZ of the proper rational function by the following 2 steps
1) Perform a partial fraction expansion
2) Invert each of the terms

48/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
• Let X(z) be a proper rational function, that is
B( z ) b0  b1z 1  ...  bM z  M
X (z)    
, aN  0, M  N
A( z ) 1  a1z  ...  aN z
1 N

• We eliminate the negative powers of z by multiplying both the


numerator & denominator by zN
B( z ) b0 z N  b1z N 1  ...  bM z N  M
X (z)  
A( z ) z N  a1z N 1  ...  aN
• To keep the right-hand side always proper, we rewritten as
X (z) b0 z N 1  b1z N 2  ...  bM z N  M 1

z z N  a1z N 1  ...  aN
 How to express the above function as a sum of simple fractions?
49/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
• In case of distinct poles
X (z) A1 A2 AN
   ... 
z z  p1 z  p2 z  pN
The problem is to determine the coefficients A1, A2,…, AN
Ex. 3.21: Determine the partial-fraction expansion of
1
X ( z) 
1  1.5 z 1  0.5 z 2
Solution
z2 X ( z) z A1 A2
X ( z)  2    
z  1.5 z  0.5 z (z  1)(z  0.5) z  1 z  0.5

50/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
Multiplying the equation by the denominator term (z – 1)(z – 0.5),
we have
z  ( z  0.5) A1  ( z  1) A2

Setting z = p1 = 1, we eliminate the term involving A2. Hence


1  (1  0.5) A1  A1  2
Similarly, setting z = p2 = 0.5, we eliminate the term involving A1.
Hence
0.5  (0.5  1) A2  A2  1

Therefore
X ( z) 2 1
 
z z  1 z  0.5
51/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
In general, to obtain Ak, we multiply both side of the partial-
fraction expansion by (z – pk) and then let z = pk, that is
( z  pk ) X ( z )
Ak  , k  1, 2,..., N
z z  pk
Ex. 3.22: Determine the partial-fraction expansion of

1  z 1
Solution X ( z) 
1  z 1  0.5 z 2
X ( z) z 1
 2  p1  (1  j ) / 2, p2  (1  j ) / 2
z z  z  0.5
Matlab: syms z; solve(z^2 - z + 0.5 == 0)
52/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
So X ( z) z 1 A1 A2
 2  
z z  z  0.5 z  p1 z  p2
( z  p1 ) X ( z ) z 1 1/ 2  j / 2  1
A1     (1  3 j ) / 2
z z  p1 z  p2 z  p1
1/ 2  j / 2  1/ 2  j / 2
( z  p2 ) X ( z ) z 1 1/ 2  j / 2  1
A2     (1  3 j ) / 2
z z  p2 z  p1 z  p2
1/ 2  j / 2  1/ 2  j / 2
Some discussions
 p2 = p1* & A2 = A1*
 Complex-conjugate poles result in complex-conjugate coefficients in
the partial-fraction expansion  very useful discussed later
53/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
• In case of multi-order poles
X(z) has a pole of multiplicity m, that is, it contains in its
denominator the factor (z – pk)m  need a different approach
Ex. 3.23: Determine the following partial-fraction expansion with
a double pole (m = 2)
1
X ( z) 
(1  z 1 )(1  z 1 ) 2
Solution
We first express it in terms of positive powers of z
X ( z) z2

z ( z  1)( z  1) 2
54/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
X(z) has p1 = -1, p2 = p3 = 1, in such case, the appropriate partial-
fraction expansion is
X ( z) A1 A2 A3
  
z z  1 z  1 ( z  1)2

We then have A1  ( z  1) X ( z ) 
z2

1
z z 1 ( z  1) 2 z 1
4
( z  1) 2 X ( z ) z2 1
A3   
z ( z  1) 2
z 1 z 1

d  ( z  1) 2 X ( z )  d  z2  3
A2       
dz  z  dz  ( z  1)  4
z 1 z 1 55/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
In general, in case of an m-th-order pole (z – pk)m, the partial-
fraction expansion must contain the terms
A1k A2k Amk
  ... 
z  pk ( z  pk ) 2
( z  pk ) m
We then have

d ( mi )  ( z  pk ) m X ( z ) 
Aik    ,1  i  m
(m  i )!dz  z  z  pk
• IZ in case of distinct poles
A1 A2 AN
X (z)  1
 1
 ... 
1  p1z 1  p2 z 1  pN z 1

56/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
By inverting each term, we have

xk (n) 
 1  
  k us (n), ROC: z  pk , causal
( p ) n
 IZ   
1  pk z  ( pk ) n us (n  1), ROC: z  pk , anticausal
Ak 1

If x(n) is causal, |z| > pmax = max{|p1|, |p2|,…, |pN|}. In this case, all terms
result in causal sig. components and x(n) is given by
x(n)  ( A1 p1n  A2 p2n  ...  AN p Nn )us (n)
Some discussions
If all poles are distinct but some of them are complex, as we can see in
slide 53, pk is a pole the its complex conjugate pk* is also a pole, so

xk (n)  [ Ak ( pk ) n  Ak* ( pk* ) n ]us (n)


57/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
Let Ak = |Ak|ejk & pk = rkejk, we have
xk (n)  Ak rkn [e j ( k  nk )  e  j ( k  nk ) ]us (n)
 2 Ak rkn cos(n k   k )us (n)
if the ROC is |z| > |pk| = rk
 Each pair of complex-conjugate poles in z-domain results in a causal
sinusoidal sig. component with an exp. envelope
 The distance rk of the pole from the origin determines the exp.
weighting, i.e., growing rk > 1, decaying rk < 1, constant rk = 1
 The angle of the poles wrt the positive real axis provides the freq. of
the sinusoidal sig.
 The zeros, or equivalently the numerator of the rational transform,
affect only indirectly the amplitude & phase of xk(n) through Ak
58/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
• IZ in case of multiple poles
Either real or complex, the IZ of terms of the form A/(z - pk)n is
required
In case of a double pole, the following transform pair (Table 3.3 in
[4]) is quite useful
 pz 1 
IZ  1 2   np n
us ( n)
 (1  pz ) 
provided that the ROC is |z| > |p|.
The generalization to the case of poles with higher multiplicity is
obtained by using multiple differentiation
59/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
1
Ex. 3.24: Determine the IZ of X ( z ) 
1  1.5 z 1  0.5 z 2
If a) ROC: |z| > 1 b) ROC: |z| < 0.5 c) ROC: 0.5 < |z| < 1
Solution
2 1
Based on the result of Ex. 3.21, we have X ( z )  1

1 z 1  0.5 z 1
a) Both terms are causal (slide 57), so
x(n)  2(1) n us (n)  (0.5) n us (n)  (2  0.5n )us (n)
b) Both terms are anti-causal, so x(n)  (2  0.5n )us (n  1)
c) x(n) is two-sided, i.e., the pole p1 = 1 (|z| < 1) provides anti-
causal part, while the pole p2 = 0.5 (|z| > 0.5) provides causal one
x(n)  2us (n  1)  0.5n us (n) 60/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
Ex. 3.25: Determine the causal sig. x(n) whose Z is given by
1  z 1
X ( z)  1 2
Solution 1  z  0.5 z
Based on the result of the Ex. 3.22, we have
A1 A2
X ( z)  1
 ,
1 1
A  A*
2  (1  j 3) / 2, p1  p2  (1  j ) / 2
*
1  p1z 1  p2 z
Applying the result in the slides 57 & 58, we obtain the polar
forms of A1 & p1 below
10  j arctan(3)180/ 10  j 71.57 1 j /4
A1  e  e , p1  e
So 2 2 n 2
 1 
x(n)  2 Ak rk cos(n k   k )us (n)  10 
n
 cos( n / 4  71.57 o
)us (n)
 2 61/90
3.4 Inversion of Z
 IZ by partial-fraction expansion
Ex. 3.26: Determine the causal sig. x(n) whose Z is given by
1
X ( z) 
(1  z 1 )(1  z 1 )2
Solution
Based on the result of the Ex. 3.23, we have
1 1 3 1 1 z 1
X ( z)  
 

4 1 z 1 4 1 z 1 2 (1  z 1 ) 2
Applying the result in the slides 57 & 59, we have
1 3 1 1 n 3 n
x(n)  (1) us (n)  us (n)  nus (n)   ( 1)    us (n)
n
4 4 2 4 4 2
62/90
3.4 Inversion of Z
 Decomposition of rational Zs – Further discussion
• A rational Z can be further expressed as
M M
 k
b z k
 k )
(1  z z 1

k 0 k 0
X ( z)  N
 b0 N
1   ak z  k  (1  pk z 1)
k 1 k 1
• If M  N (improper), the above expression can be convert to
M N
X ( z)   ck z  k  X pr ( z ), pr stands for proper
k 0
• If the poles of Xpr(z) are distinct, it can be expanded into
A1 A2 AN
X (z)  1
 1
 ... 
1  p1z 1  p2 z 1  pN z 1 63/90
3.4 Inversion of Z
 Decomposition of rational Zs – Further discussion
• If there may be some complex-conjugate pairs of poles, we can
combine each pair in the following way
A A* b0  b1z 1
1
 * 1

1  pz 1 p z 1  a1z 1  a2 z 2

where b0 = 2Re{A}, b1 = 2Re{Ap*}, a1 = -2Re{p), a2 = |p|2


• In general, the partial-fraction expansion for Z with distinct
poles that contains real coefficients is given by
M N K1
bk K2
b0k  b1k z 1
X (z)   ck z  k   1
 1 2
k 0 k 1 1  ak z k 1 1  a1k z  a2k z
where K1 + 2K2 = N, and when there are also multiple poles, some
additional higher-order terms should be included
64/90
3.4 Inversion of Z
 Decomposition of rational Zs – further discussion
• In some cases, the complex-conjugate poles & zeros should be
combined to avoid complex coefficients in the decomposition
(1  zk z 1 )(1  zk* z 1 ) 1  b1k z 1  b2k z 2
1

(1  pk z )(1  pk* z 1 ) 1  a1k z 1  a2k z 2

where b1k = -2Re{zk}, b2k = |zk|2 , a1k = -2Re{pk), a2 = |pk|2


• If M = N, we have
K1
1  bk z 1 K2
1  b1k z 1  b2k z 2
X (z)  b0  1 1 a 1 2
k 1 1  ak z k 1 1k z  a2k z
where K1 + 2K2 = N
65/90
3.5 Analysis of LTI sys. in z-domain
 Response of sys. with rational sys. functions
• Assume that the x(n) has a rational Z below
N ( z)
X ( z) 
Q( z )
This assumption is not overly restrictive since most signal of
practical interest have rational Z
• If the sys. is initially relaxed, i.e., y(-1) = y(-2) = … = y(-N) = 0
B( z ) N ( z )
Y ( z)  H ( z) X ( z) 
A( z )Q( z )
• Assume H(z) has poles p1, p2,…, pN & X(z) has poles q1, q2,…,
qL, where pk  qm, k = 1, 2,…, N & m = 1, 2,…, L
N L
Ak Qm
Y ( z)   1 
 1
k 1 1  pk z m 1 1  qm z 66/90
3.5 Analysis of LTI sys. in z-domain
 Response of sys. with rational sys. functions
• So, the IZ{Y(z)} is
N L
y (n)   Ak ( pk ) n u (n)   Qm (qm ) n u (n)
k 1 m 1
 1st part is the natural res. of the sys.
 2nd part is the forced res. of the sys.
• It is noted that {Ak} & {Qm} are functions of both sets of poles
{pk} & {qm} such that X(z) = 0  Y(z) = 0
• When X(z) or H(z) have one or more poles in common or when
X(z) &/or H(z) contain multiple-order poles  Y(z) has factors
1 m 1 n
1 m
, m is the pole order  y ( n ) has n pl
(1  pl z ) 67/90
3.5 Analysis of LTI sys. in z-domain
 Transient & steady-state responses
• Natural res. of a causal sys has the form
N
ynr (n)   Ak ( pk ) n u (n)
k 1

here {pk} are the poles of the sys. & {Ak} are the scale factors
 Depend on the initial conditions & the characteristics of the
input sig.
 |pk| < 1 for all k, ynr(n)  0, i.e., natural res. of the sys. as the
transient res.
 Rapid decay (short transient) if |pk| << 1
 Slow decay (long transient) if |pk| ~ 1
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3.5 Analysis of LTI sys. in z-domain
 Transient & steady-state responses
• Forced response of a causal sys has the form
L
yfr (n)   m m u ( n)
Q ( q ) n

m 1
here {qm} are the poles of the forcing function & {Qm} are the
scale factors
 Depend on the input sig. & the characteristics of sys.
 |qm| < 1 for all m, yfr(n)  0, i.e., transient res.
 When the input sig. is a sinusoid, all the poles fall on the unit
circle  forced res. is also a sinusoid, i.e., steady-state res.
 To sustain a steady-state output for n  0, the input sig. must
persist for all n  0
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3.5 Analysis of LTI sys. in z-domain
 Transient & steady-state responses
Ex. 3.27: Determine the transient & steady-state res. of the sys.
characterized by the following difference equation
y (n)  0.5 y (n  1)  x(n)
when x(n) = 10cos(n/4)us(n). The sys. is initially relaxed
Solution
It is easy to get the sys. function
1
H ( z) 
1  0.5 z 1
And X(z) (by using Table 3.3)
10(1  z 1 / 2)
X ( z) 
1  2 z 1  z 2 70/90
3.5 Analysis of LTI sys. in z-domain
 Transient & steady-state responses
So, Y(z) is expressed as
10(1  z 1 / 2)
Y( z )  H ( z ) X ( z ) 
(1  0.5 z 1 )(1  2 z 1  z 2 )
Using syms z; solve (z^2 – sqrt(2)*z + 1 == 0), we have
2 2
z i  e  j /4
2 2
10(1  z 1 / 2)
thus Y( z )  H ( z ) X ( z ) 
(1  0.5 z 1 )(1  e j /4 z 1 )(1  e j /4 z 1 )
 j 28.7o j 28.7o
6.3 6.78e 6.78e
=  j /4 1

1  0.5 z 1
1 e z 1  e j /4 z 1

ynr (n)  6.3(0.5) us (n)


n yfr (n)  13.56 cos(n / 4  28.7o )us (n) 71/90
3.5 Analysis of LTI sys. in z-domain
 Transient & steady-state responses

Matlab: Ex_3_27.m 72/90


3.5 Analysis of LTI sys. in z-domain
 Causality & stability
• As defined previously, a causal LTI sys. is one whose h(n)
satisfies the condition
h(n)  0, n  0
• An LTI sys. is causal if the ROC of the sys. function is the
exterior of a circle of radius r < , including z = 
• Recall that the LTI sys. to be BIBO is

 h( n)  
n 
 
 H ( z)   h( n) z  n   h( n) z  n
n  n 
73/90
3.5 Analysis of LTI sys. in z-domain
 Causality & stability
• When evaluated on the unit circle, i.e, |z| = 1

H ( z)   h( n)
n 

 If the sys. is BIBO stable, the unit circle is contained in the


ROC of H(z)
 A causal & stable sys. must have a sys. function that converges
for |z| > r & r < 1
 Since the ROC cannot contain any poles of H(z), a causal LTI
sys. is BIBO stable if all the poles of H(z) are inside the unit circle

74/90
3.5 Analysis of LTI sys. in z-domain
 Causality & stability
Ex. 3.28: An LTI sys. is characterized by the sys. Function
3  4 z 1 1 2
H ( z)  1 2
 
1  3.5 z  1.5 z 1 1 1  3 z 1
1 z
2
Determine the ROC of H(z) & h(n) for the following conditions
a) The sys. is stable
b) The sys. is causal
c) The sys. is anti-causal
Solution
We have 2 poles at z = 1/2 & z = 3
75/90
3.5 Analysis of LTI sys. in z-domain
 Causality & stability
a) Since the sys. is stable, its ROC must include the unit circle &
thus 1/2 < |z| < 3
h(n)  (1/ 2) n us (n)  2(3) n us (n  1)
b) Since the sys. is causal, its ROC is |z| > 3
h(n)  (1/ 2) n us (n)  2(3) n us (n)
 This sys. is unstable
c) Since the sys. is anti-causal, |z| < 1/2
h(n)  [(1/ 2) n us (n)  2(3) n ]us (n  1)
 This sys. is unstable
76/90
3.5 Analysis of LTI sys. in z-domain
 Pole-zero cancellations (PZC)
• The location of a zero & a pole in Z is the same  PZC
• The term containing that pole vanishes in the IZ
Very important in the analysis of pole-zero sys.
 By properly selecting the position of the zeros in the input sig.,
it is possible to suppress one or more sys. modes (pole factors)
 By properly selecting the position of the zeros of the sys.
function  suppress one or more modes of the input sig.
 When the zero is located very near the pole  the term in the
res. has a very small amplitude, i.e., non-exact PZC occurs
77/90
3.5 Analysis of LTI sys. in z-domain
 Pole-zero cancellations (PZC)
Ex. 3.29: Determine the unit sample res. of the sys. characterized
by the following dif. equ.
y (n)  2.5 y (n  1)  y (n  2)  x(n)  5 x(n  1)  6 x(n  2)
Solution
The sys. function is
1  5 z 1  6 z 2 (1  3 z 1 )(1  2 z 1 ) 1  3 z 1
H ( z)  1 2
 =
1  2.5 z  z 1 1 1
(1  z )(1  2 z ) 1  z
1 1
2 2
2.5 z 1
 1  h(n)   (n)  2.5(1/ 2) n1us ( n  1)
1 1
1 z
2
 y (n)  0.5 y (n  1)  x(n)  3x(n  1) 78/90
3.5 Analysis of LTI sys. in z-domain
 Pole-zero cancellations (PZC)
Ex. 3.30: Determine the res. of the sys.
5 1
y (n)  y (n  1)  y (n  2)  x(n)
6 6
To the input x(n) = (n) – (1/3) (n – 1)
The mode (1/3)n is
Solution suppressed from the
We have output by PZC
1 1 1 1
H ( z)   and X( z )  1  z
5 1 1 1
1  z 1  z 2 (1  z 1 )(1  z 1 ) 3
6 6 2 3
1
Y( z )  H ( z ) X ( z )   y (n)  (1/ 2) n us (n)
1
1  z 1
2 79/90
3.5 Analysis of LTI sys. in z-domain
 Multiple-order poles & stability
• A bounded input may have poles on the unit circle, meanwhile a
stable sys. may also have poles on the unit circle
• But what further happens if the input sig. has a pole at the same
position with a pole the sys. on the unit circle?
 Such a sys. produces an unbounded response
Ex. 3. 31: Determine the step res., i.e., x(n) = us(n), of the causal
sys. described by the dif. equ. below
y (n)  y (n  1)  x(n)
Solution
1 1
H ( z)  1
and X ( z ) 
1 z 1  z 1
80/90
3.5 Analysis of LTI sys. in z-domain
 Multiple-order poles & stability
1
So Y ( z)  1 2
 y ( n)  ?
(1  z )
It is easily to obtain 1
z 1
Y ( z)  1 2
 1
 Y1 ( z )  Y2 ( z )
(1  z ) 1  z
1
Y2 ( z )  1
 y2 ( n )  u s ( n )
1 z
dY ( z )
z 2  Y1 ( z )  y1 (n)  ny2 (n)  nus (n)
dz
Finally y (n)  y1 (n)  y2 (n)  (n  1)us (n)
 x(n) & h(n) are bounded, but y(n) is unbounded, i.e., unstable
81/90
3.5 Analysis of LTI sys. in z-domain
 Multiple-order poles & stability
Some discussions
 The Ex. 3.31 demonstrates clearly that BIBO stability requires
the sys. poles strictly inside the unit circle
 If the sys. poles are all inside the unit circle & x(n) has 1 or
more poles in the same location, Y(z) has multiple-order poles 
y(n) has terms of the form
Aknb(pk)nus(n)
where 0  b  m – 1 & m is the order of the pole
 If |pk| < 1, (pk)n dominates nb  bounded x(n) cannot produce
an unbounded y(n) if the sys. poles are all inside the unit circle
82/90
3.5 Analysis of LTI sys. in z-domain
 Stability of 2nd-order sys.
• 2 poles play an important role in higher-order sys.
• Let us consider a causal 2-pole sys. described by the 2nd-order
dif. equ. below
y (n)  a1 y (n  1)  a2 y (n  2)  b0 x(n)
We have
Y ( z) b0 b0 z 2
H ( z)    
 2
X ( z ) 1  a1z  a2 z
1 2
z  a1z  a2
The sys. has 2 zeros at the origin and 2 poles

a1 a12  4a2
p1, p2   
2 2
83/90
3.5 Analysis of LTI sys. in z-domain
 Stability of 2nd-order sys.
• Real & distinct poles (a12 > 4a2)
A1 A2 b0 p1 b0 p2
We have H ( z )  1
 A1  , A2 
1  p1z 1  p2 z 1 p1  p2 p1  p2

b0
 h( n)  ( p1n1  p2n1 )us (n)
p1  p2

84/90
3.5 Analysis of LTI sys. in z-domain
 Stability of 2nd-order sys.
• Real & equal poles (a12 = 4a2), p1 = p2 = p = -a1/2
b0 bo pz 1 b0
We have H ( z )  1 2
 1 2

(1  pz ) (1  pz ) 1  pz 1
 h(n)  b0 (n  1) p nus (n)

85/90
3.5 Analysis of LTI sys. in z-domain
 Stability of 2nd-order sys.
• Complex-conjugate poles (a12 < 4a2), p = rejw0
A A* A A*
We have H ( z )  1
 * 1
 
1  pz 1 p z 1  re jwo 1
z 1  re jwo z 1

b0 p b0e jw0
A 
p p * j 2sin w0

b0 r n  e j ( n1) w0  e j ( n1) w0 
h( n)    us (n)
sin w0  2j 
b0 r n
 sin(n  1)us (n)
sin w0
86/90
3.5 Analysis of LTI sys. in z-domain
 Stability of 2nd-order sys.
• Complex-conjugate poles (a12 < 4a2), p = rejw0

87/90
3.6 One-sided z-transform
 Definition & properties

 Solution of difference equations

 Response of pole-zeros sys. with nonzero initial conditions

 Examples

Read yourself at home…

88/90
3.7 Summary

 Determine Z

 Determine IZ

 Determine ROC, stability, causality

 Compute the res. of the sys. given dif. equ.

 Design a causal discrete-time LTI sys.

 Compute, check, plot using Matlab

89/90
3.8 Problems
 Problems
• All the problems of Chapter 3 in [4] except for 3.6 & contour
integral
 Matlab to compute, plot, and check
• 3.7
• 3.16
 Problems are solved mostly by students in the class
 Group leaders have to submit Matlab files to my Zalo before the next
lecture (more details higher scores)

DO NOT COPY FROM EACH OTHER!


90/90

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