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Z-Transforms and Transfer Functions (Tools For: Analyzing The Dynamics of Systems)
Z-Transforms and Transfer Functions (Tools For: Analyzing The Dynamics of Systems)
Spring 2015
CS6501: Basics
Outline
• Signals and Systems
• Z-Transforms
– What are Z-Transforms
– What are inverse Z-Transforms
– How to infer properties of a signal from its
Z-transform
• Transfer Functions
– What are Transfer Functions
– How to infer properties of a system from its
Transfer Function
CS6501: Basics
Important
• Z-transforms and transfer functions
enable you to analyze signals and
systems (general techniques)
CS6501: Basics
Signals
• The signals we are studying – Discrete
Signals
– A discrete signal takes value at each non-
negative time instance
18
16
14
12
10
0
0 2 4 6 8 10 12
CS6501: Basics
Example of a System
18
18
16
16
14
14
12
12
10
10
8
8
6
6
Filter
4
2
2
0
0 2 4 6 8 10 12 0
0 2 4 6 8 10 12
CS6501: Basics
Control System
Transducer Transducer
Output
CS6501: Basics
Common Signals exponential
1
1
0.9
6 (ak)
5
|a|>1
0.8
impulse
0.7 a=1.2
4
0.6
0.5
|a|<1
0.5 3
0.4
2
0.3
0
-1 0 1 2 3 4 5 6 7 8 9 0.2 1
0.1
0
0 -1 0 1 2 3 4 5 6 7 8 9
0 5 10 15
delayed impulse 1
sin(k*pi/6)
0.5 0.5
0
0
-1 0 1 2 3 4 5 6 7 8 9
-0.5 sine
-1
0 2 4 6 8 10 12 14 16 18
1
0.5 step 1
0.5
cos(k*pi/6)
0
cosine
-1 0 1 2 3 4 5 6 7 8 9
0
-0.5
ramp
-1
0 2 4 6 8 10 12 14 16 18
3
exponentially
1
0.8
0.6
u(k)=cos(k*pi/6)*0.9k
modulated
2 0.4
0.2
cosine/sine
0
1 -0.2
-0.4
-0.6
0 -0.8
-1 0 1 2 3 4 -1
0 2 4 6 8 10 12 14 16 18
CS6501: Basics
Other Signals – (arbitrary)
• From a temperature sensor
• From an acoustic sensor
CS6501: Basics
Z-Transform of a Signal
u(k) Z U(z)
Z-1
u(0) u(0) · z0
u(1) +u(1) · z-1
u(2) +u(2) · z-2
u(3) +u(3) · z-3
u(4) +u(4) · z-4
… …
U(z) u(k) z k
k 0
CS6501: Basics
Z-Transform – Cont’d
• Mapping from a discrete signal to a
function of z
– Many Z-Transforms have this form:
n
a z i
i
Rational Function of z
U(z) i 0
m
b z j0
j
j
uimpulse(k) Z Uimpulse(z)
Z-1
u(0) = 1 1 · z0
u(1) = 0 +0 · z-1
u(2) = 0 +0 · z-2
u(3) = 0 +0 · z-3
u(4) = 0 +0 · z-4
… …
1
0.5
0
Uimpulse (z) 1
-1 0 1 2 3 4 5 6 7 8 9
CS6501: Basics
Delayed Unit Impulse Signal
udelay(k) Z Udelay(z)
Z-1
u(0) = 0 0 · z0
u(1) = 1 +1 · z-1
u(2) = 0 +0 · z-2
u(3) = 0 +0 · z-3
u(4) = 0 +0 · z-4
… …
1
1
0.5
0
Udelay (z) z
-1 0 1 2 3 4 5 6 7 8 9
CS6501: Basics
Z-Transform of Unit Step Signal
ustep(k) Z Ustep(z)
Z-1
u(0) = 1 1 · z0
u(1) = 1 +1 · z-1
u(2) = 1 +1 · z-2
u(3) = 1 +1 · z-3
u(4) = 1 +1 · z-4
… …
1
0.5
Ustep(z) 1 z 1 z 2 z 3 ...
0
-1 0 1 2 3 4 5 6 7 8 9
CS6501: Basics
Unit Step Signal - continued
A little bit of math …
(1 a)(1 a a 2 ... a n )
1 a a ... a
2 n
1 a
n 1
1 a
1 a
n , assuming |a| 1,
(1 a)(1 a a 2 ... a n )
1 a a ... lim
2
n 1 a
1 a n 1
lim
n 1 a
1
1 a
1 2 3 1
Ust ep(z) 1 z z z ...
1- z -1
CS6501: Basics
Z-Transform of Exponential
Signal
uexp(k) Z Uexp(z)
Z-1
u(0) = 1 1 · z0
u(1) = a +a · z-1
u(2) = a2 +a2 · z-2
u(3) = a3 +a3 · z-3 Remember
u(4) = a4 +a4 · z-4 this!
… …
6
4
a=1.2
Uex p(z) 1 az 1 a2 z 2 a3 z 3 ...
1
3
2
1- az -1
1
0
-1 0 1 2 3 4 5 6 7 8 9
CS6501: Basics
What about an arbitrary signal?
• Apply z-transform to any signal
CS6501: Basics
LTI Systems
• Linear, Time Invariant (LTI) System
– Many systems we analyze or design are or
can be approximated by LTI systems
– We have a well-established theory for LTI
system analysis and design
• Example - A simple moving average
– y(k)=[u(k-1)+u(k-2)+u(k-3)]/3
CS6501: Basics
What does “Linear” mean exactly?
• Scaling u(k) 3-MA y(k)
CS6501: Basics
Time Invariance
u(k) 3-MA y(k)
Idiom:
u(k-n) is u(k)
delayed by n
time units!
CS6501: Basics
Reality Check
• Typically speaking, are computing
systems linear? Why/why not?
– Consider saturation …
– Assume RT for one job alone in system is X
• Is RT for 3 jobs 3X?
• Typically speaking, are computing
systems time-invariant? Why/why not?
– Resource allocations are in different states at
different times
CS6501: Basics
Unit Impulse Response
uimpulse(k) 3-MA yimpulse(k)
1 1
0.5 0.5
0 0
-1 0 1 2 3 4 5 6 7 8 9 10 -1 0 1 2 3 4 5 6 7
CS6501: Basics
Key Points
• Impulse Response – input impluse -
basis of convolution (time domain)
CS6501: Basics
An Example: 3-MA
uimpulse(k) 3MA yimpulse(k)
1 1
0.5 0.5
0 0
-1 0 1 2 3 4 5 6 7 -1 0 1 2 3 4 5 6 7
u (k) 3MA 1
y (k) ?
uimpulse(k)
0.5
6x 0
-1 0 1 2 3 4 5 6 7
+
9
uimpulse(k-1)
8
1
7
6
9x 0.5
u(k) =
5 0
-1 0 1 2 3 4 5 6 7
+
4
3 1 uimpulse(k-2)
2
3x 0.5
1 0
-1 0 1 2 3 4 5 6 7
0
-1 0 1 2 3 4 5 6 7 +…
Input: Scaled and delayed
CS6501: Basics
An Example: 3-MA
uimpulse(k) 3MA yimpulse(k)
1 1
0.5 0.5
0 0
-1 0 1 2 3 4 5 6 7 -1 0 1 2 3 4 5 6 7
u (k) 3MA 1
y (k) ?
yimpulse(k)
0.5
6x 0
-1 0 1 2 3 4 5 6 7
+
9
yimpulse(k-1)
8
1
7
6
9x 0.5
y(k) =
5 0
-1 0 1 2 3 4 5 6 7
+
4
3 1 yimpulse(k-2)
2
3x 0.5
1 0
-1 0 1 2 3 4 5 6 7
0
-1 0 1 2 3 4 5 6 7 +…
CS6501: Basics
Convolution
• y(5)= u(0) · yimpulse(k) k 1
u(0) x 0
-1 0 1 2 3 4 5 6 7
+
9
yimpulse(k-1)
8
1
7
6
u(1) x 0.5
y(k) =
5 0
-1 0 1 2 3 4 5 6 7
+
4
3 1 yimpulse(k-2)
2
u(2) x 0.5
1 0
-1 0 1 2 3 4 5 6 7
0
-1 0 1 2 3 4 5 6 7 +…
CS6501: Basics
Important Theorem
Time Domain
Z Domain
CS6501: Basics
Z-Transform/Inverse Z-Transform
u (k)=0.7k LTI: yimpuse(k)=0.3k-1 y (k)?
1 1 1
=
0.9 0.9 0.9
*
0.8 0.8 0.8
(convolution)
0.4 0.4
0.4
0.3 0.3
0.3
0.2 0.2
0.2
0.1 0.1
0.1
0 0
0 5 10 15 0 2 4 6 8 10 12 14 16 18 0
0 5 10 15
Z Z Transfer
Z-1
Function
z 1
1
· =
-1
z
1 0.7z 1 1 0.3z 1 (1 0.3z 1)(1 0.7z 1)
(multiplication)
CS6501: Basics
Delay the Unit Step Signal
y(k)=u(k-1)
u (k)
LTI: yimpuse(k) y (k)
=udelayed(k)
1 1 1
0 0 0
-1 0 1 2 3 4
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9
ustep (k)
* udelayed(k) = udstep(k)
Z
(convolution)
Transfer Z
Function Z
1 z -1
1 z 1
· z-1 = 1 z 1
(multiplication)
CS6501: Basics
Delayed Unit Step Signal – Cont’d
udstep(k) Z Udstep(z)
Z-1
u(0) = 0 0 · z0
u(1) = 1 +1 · z-1
u(2) = 1 +1 · z-2
u(3) = 1 +1 · z-3 Remember
u(4) = 1 +1 · z-4 this!
… …
1
Udst ep(z) z 1 z 2 z 3 ...
z -1 1
0.5
1- z -1
0
-1 0 1 2 3 4 5 6 7 8 9
z 1
CS6501: Basics
Signals in Computer Systems
1
Spike, one-time fluctuation in input/output,
0.5 or disturbance
0
-1 0 1 2 3 4
12
10
0
0 1 2 3 4 5 6 7 8 9 10
CS6501: Basics
Transfer Function
• Z-transforms can be used to describe
signals
CS6501: Basics
An LTI System – Discrete Integrator
y(k)=y(k-1)+u(k-1)
Y(k)=u(k-1)+u(k-2)+…+u(1)+u(0)
1
1
1
0.5
0.5
0 0
-1 0 1 2 3 4 0
-1 0 1 2 3 4 -1 0 1 2 3 4
ustep(k)
* udstep(k) = uramp(k)
Z
Transfer
(convolution)
Function Z Z-1
z -1
1
1 z 1
· z -1
1 z 1
= (1 z 1)2
(multiplication)
CS6501: Basics
Inverse Z-Transform
u(k) Z U(z)
Z-1?
CS6501: Basics
Long Division
• Sort both nominator and denominator with
descending order of z first
3 z 1
U(z)
1 2z 1 z 2
i
a z i
j 1 z pj
U(z) i 0
m
j
b z j May be trickier:
complex root cj
j0
duplicate root z 1
1 p jz 1
m
u(k) c0uimpulse (k) up j dex p(k)
b0 b1z b2 z 2 ... bm z m j 1
bm(z p1)(z p2 )...(z pm )
k 1
where up j dex p(k) p j , k>0
CS6501: Basics
An Example
3z 2 14z 14 c1 c
U(z) U(z) c0 2
z 2 6z 8 z 2 z 4
(z-2)(z-4)
c1
U2(z)
z2 Z-1 u2(k)=c1*2k-1, k>0
c
U3(z) 2
z4 Z-1 u3(k)=c2*4k-1, k>0
c , k0
u(k) 0 k 1 k 1
c0? c1? c2?
c1 2 c2 4 , k 0
CS6501: Basics
Get The Constants!
3z 2 14z 14 c1 c
U(z) U(z) c0 2
z 2 6z 8 z 2 z 4
(z-2)(z-4)
c1 c 3z 2 14z 14
U(z) c0 2 , z , U(z) c , c0 lim 2 3
z 2 z 4 0
z z 6z 8
c1(z 4)
K(z) (z - 4)U(z) (z 4)c 0 c2 ,
z 2
3z 2 14z 14
K(4) c2 |z 4 3
z 2
CS6501: Basics
An Example – Complete Solution
3z 2 14z 14 c1 c
U(z) U(z) c0 2
z 2 6z 8 z 2 z 4
3z 2 14z 14
c0 lim U(z) lim 2 3
z z z 6z 8
3z 2 14z 14
U2(z) (z 2)
z 2 6z 8 3 22 14 2 14
c1 U2(2) 1
3z 2 14z 14 2-4
z-4
3 4 2 14 4 14
3z 14z 14
2 c 2 U 3 (4) 3
U 3 (z) (z 4) 4-2
z 2 6z 8
3z 2 14z 14
z-2
1 3 3, k0
U(z) 3 u(k) k 1 k 1
z 2 z 4 2 3 4 , k 0
CS6501: Basics
Solving Difference Equations
y(k) a1y(k 1) ... any(k n) b1u(k 1) ... bmu(k m)
Z
Y(z) a1z 1Y(z) ... an z nY(z) b1z 1U(z) ... bmz mU(z)
b1z 1 ... bm z m
Y(z) 1 n
U(z)
1 a1z ... an z
Z-1 Transfer
y(k) ... Function
CS6501: Basics
Signal Characteristics from Z-Transform
y(k) a1y(k 1) ... any(k n) b1u(k 1) ... bmu(k m)
N(z) (z z )
i
Y(z) i 1
m
D(z)
(z p )
j 1
j
poles
CS6501: Basics
Determine Properties of System
• Most properties only require knowledge of
roots of denominator
– SASO properties
CS6501: Basics
Why are poles important?
Z domain n
N(z) (z z ) i m cj
Y(z) i 1
m
c0
D(z) z pj
(z p j )
j 1
j 1
poles
Z-1
Time domain
m
Y(k) c0 uimpulse (k) c j pkj-1
j 1
components
CS6501: Basics
Various pole values (1)
2.5
2.5
2
1.5
2
1
1.5 0.5
0
1 -0.5
0.5
p=1.1
-1
-1.5 p=-1.1
-2
0
-1 0 1 2 3 4 5 6 7 8 9
-2.5
-1 0 1 2 3 4 5 6 7 8 9
0.8
1
0.6
0.8 0.4
0.2
p=1 p=-1
0.6
0
-0.2
0.4
-0.4
0.2 -0.6
-0.8
0 -1
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9
1
1
0.8
0.6
0.8
0.4
0.6 0.2
p=0.9 p=-0.9
0
0.4 -0.2
-0.4
0.2
-0.6
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9
CS6501: Basics
Various pole values (2)
1 1
0.9 0.8
0.8
0.6
0.7
0.4
0.6
0.2
0.5
0
0.4
-0.2
p=0.9 p=-0.9
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
1 1
0.9 0.8
0.8 0.6
0.7 0.4
0.6 0.2
p=0.6 p=-0.6
0.5
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9
1 1
0.9 0.8
0.8 0.6
0.7
0.4
0.6
p=0.3 p=-0.3
0.2
0.5
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
CS6501: Basics
Conclusion for Real Poles
• If and only if all poles’ absolute values
are smaller than 1, y(k) converges to 0
• The smaller the poles are, the faster
the corresponding component in y(k)
converges
• A negative pole’s corresponding
component is oscillating, while a
positive pole’s corresponding
component is monotonic
CS6501: Basics
How fast does y(k) converge?
• U(k)=ak, consider u(k)≈0 when the
absolute value of u(k) is smaller than
or equal to 2% of u(0)’s absolute value
|a|k 0.02 1
0.8
4 y(k)=0.7k
k 0.7
ln|a| 0.6
Remember 0.5
This! 0.4
0.3
a 0.7 0.2
y(11)=0.0198
4 4
k 11 0.1
ln|0.7| 0.36 0
0 2 4 6 8 10 12
CS6501: Basics
Property - Settling Time (k units of
time)
4
k
ln | a |
CS6501: Basics
Example
u (k)=0.8k LTI: y(k)=0.4y(k-1)+0.6u(k-1) y (k)?
Z
Z
Y(z) 0.4z 1Y(z) 0.6z 1U(z)
1
U(z) 0.6z 1 0.6z -1
1 0.8z 1 Y(z) U(z)
1 0.4z 1 (1- 0.4z -1)(1- 0.8z -1) Settling
Y(z) 0.6 Time
G(z)
U(z) z 0.4 Z-1
Or in polar coordinates,
CS6501: Basics
What If Poles Are Complex
• If Y(z)=N(z)/D(z), and coefficients of both D(z)
and N(z) are all real numbers, if p is a pole,
then p’s complex conjugate must also be a
pole
– Complex poles appear in pairs
l cj c c'
Y(z) c0
j 1 z pj z r cos θ ir sin θ z r cos θ ir sin θ
l cj bzr sin θ dz(z r cos θ )
c0
j 1 z pj z 2 (2r cos θ )z r 2
Z-1
Time domain m
y(k) c0 uimpulse (k) c j pkj-1 br k sinkθ dr kcoskθ
j 1
CS6501: Basics
An Example
Z-Domain: Complex Poles
1.5 Time-Domain:
Exponentially Modulated Sin/Cos
z2 z
Y(z) 2
1 z 0.8z 0.64
kπ kπ
y(k) 2 0.8k sin( ) 0.8k cos( )
0.5
3 3
-0.5
-1
0 2 4 6 8 10 12 14 16 18 20
CS6501: Basics
Poles on Complex Plane
CS6501: Basics
Observations
• Using poles to characterize a signal
– The smaller is |r|, the faster the signal converges
• |r| < 1, converge
• |r| > 1, does not converge, unbounded
• |r|=1?
– When the angle increase from 0 to pi, the
frequency of oscillation increases
• Extremes – 0, does not oscillate, pi, oscillate at the
maximum frequency
CS6501: Basics
Change Angles
0.8 1
0.6 0.8
0.4 0.6
1
0.2 0.4
0.8
0 0.2
0.6
-0.2 0
0.4
-0.4 -0.2
0 -0.8 -0.6
-1 -0.8
-0.2 0 5 10 15
-1
-0.4 0 5 10 15
1
-0.6
0.8
-0.8
0.6
-1
0 5 10 15 0.4
1
0.2
0.8
0
0.6
-0.2
0.4 -0.4
0.2
Im
-0.6
0 -0.8
-1
-0.2 0 5 10 15
-0.4
-0.6
-0.8
1
-1
1 0 5 10 15 0.8
0.8 0.6
0.4
0.6
0.2
0.4
0
0.2
-0.2
0
-0.4
-0.2
-0.6
-0.4
-0.8
-0.6
-1
0 5 10 15
-0.8
-1
0 5 10 15
-0.9 Re
0.8 1
0.9
0.6 0.8
0.4 0.6
0.2 0.4
0 0.2
-0.2 0
-0.4 -0.2
-0.6 -0.4
-0.8 -0.6
-1 -0.8
0 5 10 15
-1
0 5 10 15
CS6501: Basics
Changing Absolute Value
1 1
0.8
0.8
1 0.6
0.6
0.4
0.4 0.8
0.2
0.2 0.6
0
0 0.4
-0.2 4
-0.2 0.2
-0.4
-0.4 0
-0.6
-0.8 -0.4 -1
0 5 10 15
-1 -0.6
0 5 10 15 2
-0.8
-1
0 5 10 15
12
0
-1
1
0.8
10
Im
0.6
0.4
-2
0.2
-0.2 8 -3
0 2 4 6 8 10 12 14
-0.4
-0.6
-0.8
-1
0 5 10 15
Re 2
1 0
-2
-4
-6
0 2 4 6 8 10 12 14
CS6501: Basics
Conclusion for Complex Poles
• A complex pole appears in pair with
its complex conjugate
• The Z-1-transform generates a
combination of exponentially
modulated sin and cos terms
• The exponential base is the absolute
value of the complex pole
• The frequency of the sinusoid is the
angle of the complex pole (divided
by 2π)
CS6501: Basics
Steady-State Analysis
• If a signal finally converges, what value does
it converge to?
• When it does not converge
– Any |pj| is greater than 1
– Any |r| is greater than or equal to 1
• When it does converge
– If all |pj|’s and |r|’s are smaller than 1, it
converges to 0
– If only one pj is 1, then the signal converges to cj
• If more than one real pole is 1, the signal does not
converge
m
y(k) c0 uimpulse (k) c j pkj-1 br k sin k dr k cos k
j 1
CS6501: Basics
An Example (one pole is = 1)
2z z 3z
U(z)
z 1 z 0.5 z 0.9
u(k) 2 0.5k 3 (0.9)k
6
converge to 2
4
-1
0 10 20 30 40 50 60
CS6501: Basics
Final Value Theorem
• Enable us to decide whether a system
has a steady state error (yss-rss)
CS6501: Basics
Final Value Theorem
Theorem: If all of the poles of (1 z )Y ( z ) lie within the unit circle, then
k lim y (k ) z lim1 ( z 1)Y ( z )
0
Y ( z) 2 -0.1
z 1.6 z 0.6 ( z 1)( z 0.6) -0.15
0.11z
y(k)
( z 1)Y ( z ) |z 1 |z 1 0.275 -0.2
z 0.6 -0.25
-0.3
-0.35
0 5 10 15
k
CS6501: Basics
What Can We Infer from TF?
• Almost everything we want to know
– Stability
– Steady-State
– Transients
• Settling time
• Overshoot
– …
CS6501: Basics
Bounded Signals
5 5 5 1
0 0 0 0
-0.5
-5 -5 -5
-1
1 0 2 4 6 8
5 5 5
a=-0.4 a=-0.9 a=-1.2 0.5
1
0 0.8
0 0 0
0.6
-0.5
0.4
-5 0.2 -5 -5
0 5 10 0 5 10 0 5 10 -1
0 10 20 30 40 50 60 70
0
0 5 10 15 20
CS6501: Basics
BIBO Stability
• Bounded Input Bounded Output
Stability
– If the Input is bounded, we want the
Output is bounded, too
– If the Input is unbounded, it’s okay for the
Output to be unbounded
• For some computing systems, the
output is intrinsically bounded
(constrained), but limit cycle may
happen
CS6501: Basics
Limit Cycle
Output constrained,
But oscillating –
Bad!
CS6501: Basics
Example of Stability
u (k)=0.8k LTI: y(k)=0.4y(k-1)+0.6u(k-1) y (k)?
Z
Z
Y(z) 0.4z 1Y(z) 0.6z 1U(z)
1
U(z)
1 0.8z 1
0.6z 1 0.6z -1
Y(z) 1
U(z)
1 0.4z (1- 0.4z -1)(1- 0.8z -1)
Y(z) 0.6
G(z)
U(z) z 0.4
CS6501: Basics
Steady State Gain
yss
CS6501: Basics
Steady-State Gain – Cont’d
• Which value does the output
converge to when the input is an unit
step signal?
Final Value
– First of all, it has to converge Theorem
z
lim(z 1)G(z)
z 1 z 1
lim zG(z)
z 1
G(1)
Unit Step
Input
CS6501: Basics
More General Case
y(k) a1y(k 1) ... any(k n) b1u(k 1) ... bmu(k m)
Z
b1z 1 ... bm z m
Y(z) 1 n
U(z)
1 a1z ... an z
z=1 Transfer
b1 ... bm Function
y ss
1 a1 ... an
Recall y(ss) = G(1) (that is, when z = 1)
CS6501: Basics
Example of Steady State Gain
u (k)=1 LTI: y(k)=0.4y(k-1)+0.6u(k-1) y (k)?
Z
Z
Y(z) 0.4z 1Y(z) 0.6z 1U(z)
1
U(z)
1 z 1
0.6z 1 0.6z -1
Y(z) 1
U(z)
1 0.4z (1- 0.4z -1)(1- z -1)
Y(z) 0.6
G(z)
U(z) z 0.4
CS6501: Basics
System Order
• System Order = Number of Poles
• The higher the system order is, the
more complex the system behavior is
• Some poles are more important than
others
– Why?
– If |pi|<|pj|,|pi/pj|k-1 approaches 0 when
k is large (pik-1 converges faster than pjk-1)
m
y(k) c0 uimpulse (k) c j pkj-1
j 1
CS6501: Basics
Overshoot and Settling Time
• If not all poles are positive real
numbers, overshoot may happen
– Easy to figure out when the system is first
order
– For higher order systems, approximation to
first order systems works under certain
conditions
• Settling time 4
ks
– First order system ln|p|
CS6501: Basics
How fast does y(k) converge?
• U(k)=ak, consider u(k)≈0 when the
absolute value of u(k) is smaller than
or equal to 2% of u(0)’s absolute value
|p|k 0.02 1
0.8
4 y(k)=0.7k
k 0.7
ln|p| 0.6
Remember 0.5
This! 0.4
0.3
p 0.7 0.2
y(11)=0.0198
4 4
k 11 0.1
ln|0.7| 0.36 0
0 2 4 6 8 10 12
CS6501: Basics
Examples: Positive Pole
1
0.8
0.6
0.1
0.4
0.2
z 0.9
0
0 5 10 15 20 25 30
0.8
0.09
Dominant
0.6
0.4
(z 0.9)(z - 0.1)
0.2
0
Pole: 0.9
0 5 10 15 20 25 30
0.8
0.6
0.4
0.07
0.2
0
(z 0.9)(z - 0.3)
0 5 10 15 20 25 30
0.8
0.6 0.063
(z 0.9)(z - 0.3)(z - 0.1)
0.4
0.2
0
0 5 10 15 20 25 30
CS6501: Basics
Examples: Negative Pole
2
1.5
1
1.9
0.5 z 0.9
0
0 5 10 15 20 25 30
1.5
1.71
Dominant
1
1.5
0.5
1.33
0
0 5 10 15 20 25 30
(z 0.9)(z - 0.3)
2
1.5
1 1.197
0.5
(z 0.9)(z - 0.3)(z - 0.1)
0
0 5 10 15 20 25 30
CS6501: Basics
Dominant Pole
• We can approximate a high-order
system with a first-order system with
the dominant pole of the high-order
system
– IF the dominant pole DOES exist
– Can give a pretty good estimation of
settling time
– Can give a reasonable estimate of the
maximum overshoot
• Some high-order systems do not have
dominant pole!
CS6501: Basics
Dominant Pole – Cont’d
• If there is a dominant pole, it must be
the pole with the maximum
magnitude
– The largest pole should have at least
twice the magnitude of the other poles!
• If the dominant pole is real (p’), the
high-order system can be
approximated by a first-order system
G(1)(1 p' )
G'(z) 4
z p' ks
ln|p'|
CS6501: Basics
Summary
• Signals/Systems
– An LTI system can be specified by
• Difference equation
• Unit impulse response
• Transfer function
• Characterize a signal with Z-transform
– Z-domain (poles) -> Time domain (convergence,
etc.)
• Characterize a system with Transfer function
– BIBO stability
– Steady-State Gain
– Transients: overshoot, settling time
• If there exists a dominant pole
CS6501: Basics
Extra Slides
• z-transforms of sin and cos and
exponentially modulated sine
CS6501: Basics
sin? cos?
1
0.5
sin(k*pi/6)
0
-0.5
-1
0 2 4 6 8 10 12 14 16 18
0.5
cos(k*pi/6)
-0.5
-1
0 2 4 6 8 10 12 14 16 18
CS6501: Basics
From Exponential to Trigonometric
Uex p(z) 1 az 1 a2 z 2 a3 z 3 ... ? Z[cos(kθ)]?
1 Z[sin(kθ)]?
1- az -1
e i e i e i e i
cos sin
2 2i
CS6501: Basics
Z-Transform of sin/cos
Time Domain Z-Transform
1
u(k) eik U(z) i
1- e z -1
u(k) e-ik 1
U(z)
1- e -i z -1
1 1
ik ik U(z) ( )/2
e e i i
1- e z 1 e z 1
-1
u(k) cos(k ) 1 1
2 ( )/2
1 cos z isin z
1 1
1 cos z isin z 1
1
1 cos z 1
(1 cos z 1)2 (sin z 1)2
1 cos z 1
1 2cos z 1 z 2
eik eik
u(k) sin(k ) sin z -1
2i U(z)
1- 2cos z -1 z 2
CS6501: Basics
Exponentially Modulated sin/cos
1
0.8
0.6
0.4
u(k)=cos(k*pi/6)*0.9k
0.2
-0.2
-0.4
-0.6
-0.8
-1
0 2 4 6 8 10 12 14 16 18
2 2i
a sin z -1 a sin z -1
U(z) U(z)
1- 2a cos z -1 a2 z 2 1- 2a cos z -1 a2 z 2
CS6501: Basics
Are these BIBO?
Unity y(k+1) = 1
P Controller y(k+1) = KP u(k)
Integrator y(k+1) = y(k) + u(k)
I Controller y(k+1) = y(k) + KI u(k)
M/M/1/K y(k+1) = 0.49y(k) + 0.033u(k)
Mystery y(k+1) = -1.3y(k) + 2.3u(k)
CS6501: Basics
Better Way to Decide BIBO or NOT
Theorem:
A system G(z) is BIBO stable iff all the poles of G(z) are inside the
unit circle.
CS6501: Basics
No Dominant Pole
Step Response
5
4 pole=-0.9
pole=-0.7
poles=-0.9, -0.7
3
2
Amplitude
-1
-2
-3
0 5 10 15 20 25 30 35 40 45 50
Time (sec)
CS6501: Basics
Why do we need Z-Transform?
• A signal can be characterized with its
Z-transform (poles, final value …)
• In an LTI system, Z-transform Y(z) is the
multiplication of Z-transform U(z) and
the transfer function
• The LTI system can be characterized
by the transfer function, or the Z-
transform of the unit impulse response
CS6501: Basics