EC 2314 Digital Signal Processing: by Dr. K. Udhayakumar

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EC 2314 Digital Signal Processing

By
Dr. K. Udhayakumar
The z-Transform

Dr. K. Udhayakumar
Content
 Introduction
 z-Transform
 Zeros and Poles
 Region of Convergence
 Important z-Transform Pairs
 Inverse z-Transform
 z-Transform Theorems and Properties
 System Function
The z-Transform

Introduction
Why z-Transform?
 A generalization of Fourier transform
 Why generalize it?
– FT does not converge on all sequence
– Notation good for analysis
– Bring the power of complex variable theory deal with
the discrete-time signals and systems
The z-Transform

z-Transform
Definition
 The z-transform of sequence x(n) is defined by

X ( z)   x ( n) z
n  
n

Fourier
Transform
 Let z = ej.

X (e )  j
 x ( n )e
n 
 j n
z-Plane

 x ( n) z n Im
X ( z) 
n  
z = ej

 Re
j
X (e )   x ( n )e
n 
 j n

Fourier
Fourier Transform
Transform isis to
to evaluate
evaluate z-transform
z-transform
on
on aa unit
unit circle.
circle.
z-Plane
X(z) Im

z = ej

Re

Im
Re
Periodic Property of FT
X(z) X(ej)

  

Im
Re Can
Canyou
yousay
saywhy
whyFourier
FourierTransform
Transformisis
aaperiodic
periodicfunction
functionwith
withperiod
period2?
2?
The z-Transform

Zeros and Poles


Definition
 Give a sequence, the set of values of z for which the
z-transform converges, i.e., |X(z)|<, is called the
region of convergence.

 
| X ( z ) |  x (
n  
n ) z n
  | x
n  
( n ) || z | n


ROC
ROC isis centered
centered on on origin
origin and
and
consists
consists of
of aa set
set of
of rings.
rings.
Example: Region of Convergence
 
| X ( z ) |  x (
n  
n ) z n
  | x
n  
( n ) || z | n


Im ROC
ROCisisan
anannual
annualring
ringcentered
centered
on
onthe
theorigin.
origin.
r
Re Rx  | z | Rx 
j
ROC  {z  re | Rx   r  R x  }
Stable Systems
 A stable system requires that its Fourier transform is
uniformly convergent.
Im  Fact: Fourier transform is to
evaluate z-transform on a unit
circle.
1
 A stable system requires the
Re ROC of z-transform to include
the unit circle.
Example: A right sided Sequence

xx((nn))aannuu((nn))

x(n)

... n
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
Example: A right sided Sequence

For convergence of X(z), we


xx((nn))aa uu((nn))
nn
require that


 1
| az | | az 1 | 1
X ( z)   a u(n)z
n  
n n
n 0

 | z || a |
  a n z n 
1 z
n 0 X ( z )   (az ) 
1 n
1

 n 0 1  az za
  (az 1 ) n
| z || a |
n 0
Example: A right sided Sequence
ROC for x(n)=anu(n)

zz
XX((zz))
zzaa
,, | |zz||| |aa| | Which
Which one
one isis stable?
stable?
Im Im

1 1
a a a a
Re Re
Example: A left sided Sequence

xx((nn))aannuu((nn11))

-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
... n

x(n)
Example: A left sided Sequence

For convergence of X(z), we


xx((nn))aa uu((nn11))
nn
require that
 
X ( z )    a u (n  1)z
 z|
1
n
| a 1 z | 1
n

n  
| a
1
n 0
   a n z n
n  
| z || a |

  a  n z n 
1 z
n 1 X ( z )  1   (a z )  1 
1 n
1

 n 0 1 a z z  a
 1   a n z n
n 0 | z || a |
Example: A left sided Sequence
ROC for x(n)=anu( n1)

zz
XX((zz))
zzaa
,, | |zz||| |aa| | Which
Which one
one isis stable?
stable?
Im Im

1 1
a a a a
Re Re
The z-Transform

Region of
Convergence
Represent z-transform as a
Rational Function

P( z ) where P(z) and Q(z) are


X ( z)  polynomials in z.
Q( z )

Zeros: The values of z’s such that X(z) = 0


Poles: The values of z’s such that X(z) = 
Example: A right sided Sequence

z
x ( n)  a n u ( n) X ( z)  , | z || a |
za

Im

ROC is bounded by the


pole and is the exterior
a
Re of a circle.
Example: A left sided Sequence

z
x(n)   a n u ( n  1) X ( z)  , | z || a |
za

Im

ROC is bounded by the


pole and is the interior
a
Re of a circle.
Example: Sum of Two Right Sided Sequences

x(n)  ( 12 ) n u (n)  ( 13 ) n u (n)


z z 2 z ( z  121 )
X ( z)   
z2 z3
1 1
( z  12 )( z  13 )
Im
ROC is bounded by poles
and is the exterior of a circle.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Two Sided Sequence

x(n)  ( 13 ) n u (n)  ( 12 ) n u ( n  1)
z z 2 z ( z  121 )
X ( z)   
z3 z2
1 1
( z  13 )( z  12 )
Im
ROC is bounded by poles
and is a ring.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Finite Sequence
x ( n)  a n , 0  n  N 1
N 1 N 1
1  (az 1 ) N 1 zN  aN
X ( z)   a z n n
  ( az )
1 n
  N 1
n0 n 0 1  az 1 z za
Im
N-1 zeros
ROC: 0 < z < 
N-1 poles ROC does not include any pole.
Re
Always
Always Stable
Stable
Properties of ROC
 A ring or disk in the z-plane centered at the origin.
 The Fourier Transform of x(n) is converge absolutely iff the ROC
includes the unit circle.
 The ROC cannot include any poles
 Finite Duration Sequences: The ROC is the entire z-plane except
possibly z=0 or z=.
 Right sided sequences: The ROC extends outward from the outermost
finite pole in X(z) to z=.
 Left sided sequences: The ROC extends inward from the innermost
nonzero pole in X(z) to z=0.
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im

Find
Find the
the possible
possible a b c
ROC’s
ROC’s Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 1: A right sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 2: A left sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 3: A two sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 4: Another two sided Sequence.

a b c
Re
Bounded Signals
5 5 5 1

a=0.4 a=0.9 a=1.2


0.5

0 0 0 0

-0.5
-5 -5 -5
-1
0 2 4 6 8

5 5 5 1
a=-0.4 a=-0.9 a=-1.2
1
0.5
0 0.8
0 0
0.6 0

0.4

-5 0.2 -5 -5 -0.5

0 5 10 0 5 10 0 5 10
0 -1
0 5 10 15 20
0 10 20 30 40 50 60 70
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
The z-Transform

Important
z-Transform Pairs
Z-Transform Pairs
Sequence z-Transform ROC
(n) 1 All z
All z except 0 (if m>0)
( n  m ) z m
or  (if m<0)
1
u (n) | z | 1
1  z 1
1
 u ( n  1) | z | 1
1  z 1

1
n
a u (n) | z || a |
1  az 1
1
 a n u (n  1) | z || a |
1  az 1
Z-Transform Pairs
Sequence z-Transform ROC
1  [cos 0 ] z 1
[cos 0 n]u (n) | z | 1
1  [2 cos 0 ]z 1  z  2

[sin 0 ] z 1
[sin 0 n]u (n) | z | 1
1  [ 2 cos 0 ] z 1  z  2

1  [r cos 0 ]z 1
[r n cos 0 n]u (n) | z | r
1  [2r cos 0 ]z 1  r 2 z  2

[r sin 0 ] z 1
[r n sin 0 n]u (n) | z | r
1  [2r cos 0 ]z 1  r 2 z  2

a n 0  n  N 1 1 a N zN
 | z | 0
0 otherwise 1  az 1
Signal Type ROC
Finite-Duration Signals
Causal Entire z-plane
Except z = 0

Anticausal Entire z-plane


Except z = infinity
Two-sided Entire z-plane
Except z = 0
And z = infinity
Causal Infinite-Duration Signals

|z| > r2
Anticausal
|z| < r1
Two-sided

r2 < |z| < r1


Some Common z-Transform Pairs

Sequence Transform ROC


1. [n] 1 all z
2. u[n] z/(z-1) |z|>1
3. -u[-n-1] z/(z-1) |z|<1
4. [n-m] z-m all z except 0 if m>0 or ฅif m<0
5. anu[n] z/(z-a) |z|>|a|
6. -anu[-n-1] z/(z-a) |z|<|a|
7. nanu[n] az/(z-a)2 |z|>|a|
8. -nanu[-n-1] az/(z-a)2 |z|<|a|
9. [cos0n]u[n] (z2-[cos0]z)/(z2-[2cos0]z+1) |z|>1
10. [sin0n]u[n] [sin0]z)/(z2-[2cos0]z+1) |z|>1
11. [rncos0n]u[n] (z2-[rcos0]z)/(z2-[2rcos0]z+r2) |z|>r
12. [rnsin0n]u[n] [rsin0]z)/(z2-[2rcos0]z+r2) |z|>r
13. anu[n] - anu[n-N] (zN-aN)/zN-1(z-a) |z|>0
The z-Transform

Inverse z-Transform
Inverse Z-Transform by Partial Fraction
Expansion

 Assume that a given z-transform can be expressed as


M

b z k
k

X  z  k 0
N

a z k Ak Cm
M N N s
k X z   B z r
   
k 0 r 0
r
k 1,k  i 1  dk z
1

m 1 1  d z
i
1
 m

 Apply partial fractional expansion


 First term exist only if M>N
– Br is obtained by long division
 Second term represents all first order poles
 Third term represents an order s pole
– There will be a similar term for every high-order pole
 Each term can be inverse transformed by inspection
Partial Fractional Expression
M N N
Ak s
Cm
X z   B z r
   
r 0
r
k 1,k  i 1  dk z
1

m 1 1  d z
i
1
 m

 
 Coefficients are given as
A k  1  dk z 1 X z  z  d
k

Cm 
1
 s  m!   di  s m
 ds m
 s m
 1 
1  diw X w 
s
 
 dw w  di1

 Easier to understand with examples


Example: 2nd Order Z-Transform
1 1
X  z  ROC : z 
 1 1  1 1  2
1  z 1  z 
 4  2 

A1 A2
X z   
 1 1   1 1 
1  z  1  z 
 4   2 

– Order of nominator is smaller than denominator (in terms of z-1)


– No higher order pole
 1  1
A1  1  z 1 X z    1
 4  1  1 1
1

z
4 1    
 2  4 
 
 1  1
A 2   1  z 1  X  z   2
 2  1  1 1
1

z
2 1    
 4 2 
 
Example Continued

1 2 1
X z    z 
 1 1   1 1  2
1  z  1  z 
 4   2 

 ROC extends to infinity


– Indicates right sided sequence

n n
1 1
xn  2  un -   un
2  4
Example #2

X z  
1  2z 1  z 2

1  z 1  2

z 1
3 1 1

1  z 1  z  2 1  z 1  1  z 1
2 2 2

 

 1  5z 1
 Long division to obtain Bo X z   2 

1 2 3 1
2  1 1 
1  z  1  z
2
1
 
2
z  z  1 z  2z
1
1  
2 2
z 2  3z 1  2 A1 A2
X z   2  
1 1 1  z 1
5z 1  1 1 z
2

 1 
A 1   1  z 1  X  z 
 2  1
 9 
A 2  1  z 1 X z  z 1
8
z
2
Example #2 Continued
9 8
X z   2   z 1
1 1 1  z 1
1 z
2

 ROC extends to infinity


– Indicates right-sides sequence

n
1
xn  2n  9  un - 8un
2
An Example – Complete Solution

3z 2  14z  14 c1 c
U(z)  U(z)  c 0   2
z 2  6z  8 z2 z4
3z 2  14z  14
c0  lim U(z)  lim 3
z  z  z 2  6z  8

3z 2  14z  14
U2 (z)  (z  2)
z 2  6z  8 3  2 2  14  2  14
c 1  U2 (2)  1
3z 2  14z  14 2 -4

z-4
3  4 2  14  4  14
3z  14z  14
2 c 2  U4 (4)  3
U4 (z)  (z  4) 4 -2
z 2  6z  8
3z 2  14z  14

z-2

1 3 3, k0
U(z)  3   u(k)   k 1 k 1
z2 z4 2  3  4 , k  0
Inverse Z-Transform by Power Series
Expansion

 The z-transform is power series X z    xn z
n  
n

 In expanded form
X  z     x  2 z 2  x  1 z1  x 0  x1 z 1  x 2 z 2  
 Z-transforms of this form can generally be inversed easily
 Especially useful for finite-length series
 Example  1 n  2
1 
 
X  z   z 2  1  z 1  1  z 1 1  z 1   1
 2   2 n  1

1 1 xn    1 n  0
 z 2  z  1  z 1  1
2 2  2 n1
1 1
xn  n  2  n  1  n  n  1  0
 n2
2 2
Z-Transform Properties: Linearity
xn 
Z
 X z  ROC  R x

 Notation
ax1 n  bx2 n 
Z
 aX1  z   bX2  z  ROC  R x1  R x2
 Linearity

– Note that the ROC of combined sequence may be larger than either ROC
–  
n  aifnsome
This wouldxhappen    
anu n -cancellation
u n -pole/zero N occurs
– Example:

 Both sequences are right-sided


 Both sequences have a pole z=a
 Both have a ROC defined as |z|>|a|
 In the combined sequence the pole at z=a cancels with a zero at z=a
 The combined ROC is the entire z plane except z=0
 We did make use of this property already, where?
Z-Transform Properties: Time Shifting
xn  no  
Z
 z n X z  ROC  R x o

 Here no is an integer
– If positive the sequence is shifted right
– If negative the sequence is shifted left
 The ROC can change the new term may
– Add or remove poles at z=0 or z=
 Example

 
 1  1
X z   z 
1
 z 
1
 1  z 1  4
 
 4 

n-1
1
xn    un - 1
 4
Z-Transform Properties: Multiplication by Exponential

zon x n  
Z
X  z / zo  ROC  zo Rx

 ROC is scaled by |zo|


 All pole/zero locations are scaled
 If zo is a positive real number: z-plane shrinks or expands
 If zo is a complex number with unit magnitude it rotates
 Example: We know the z-transform pair

1
un 
Z
 ROC : z  1
1 - z-1

xn  r n cos onun 


1
2
  1

re jo un  re jo un
n

2
n

 Let’s find the z-transform of
1/2 1/2
X z    z r
1  re jo z 1 1  re jo z 1
Z-Transform Properties: Differentiation
dX z 
nxn 
Z
 z ROC  R x
dz

 Example: We want the inverse z-transform of


X z   log 1  az 1  z  a
 Let’s differentiate to obtain rational expression
dX z   az2 dX z  1 1
  z  az
dz 1  az1 dz 1  az1

 Making use of z-transform properties and ROC

nxn  a  a un  1
n 1

an
xn    1 un  1
n 1

n
Z-Transform Properties: Conjugation
x* n 
Z
 X *  z*  ROC  R x

 Example

X z    xn z n

n  

 
 
X  z     xn z n  

 x 
n zn

 n    n  

   x n z    x n z  
 
X z    n   n
 Z x n
n   n  
Z-Transform Properties: Time Reversal
1
x  n 
Z
 X1 / z  ROC 
Rx
 ROC is inverted
 Example:
xn  anu  n

anun
 Time reversed version of

1 - a-1z 1
X z    z  a1
1  az 1 - a-1z 1
Z-Transform Properties: Convolution
x1 n  x2 n 
Z
 X1  z  X2  z  ROC : R x1  R x2
 Convolution in time domain is multiplication in z-domain
 Example:Let’s calculate the convolution of
x1 n  anun and x2 n  un
1 1
X1  z   1
ROC : z  a X2  z   ROC : z  1
1  az 1  z 1
 Multiplications of z-transforms is
1
Y  z   X1  z  X2  z  
1  az 1  z 
1 1

 ROC: if |a|<1 ROC is |z|>1 if |a|>1 ROC is |z|>|a|


 Partial fractional expansion of Y(z)
1  1 1 
Y  z     asume ROC : z  1
1  a  1  z 1 1  az1 

yn 
1
1a

un  an1un 
The z-Transform

z-Transform Theorems
and Properties
Linearity
Z [ x(n)]  X ( z ), z  Rx
Z [ y (n)]  Y ( z ), z  Ry

Z [ax(n)  by (n)]  aX ( z )  bY ( z ), z  Rx  R y

Overlay of
the above two
ROC’s
Shift
Z [ x(n)]  X ( z ), z  Rx

Z [ x(n  n0 )]  z X ( z )
n0
z  Rx
Multiplication by an Exponential Sequence

Z [ x(n)]  X ( z ), Rx- | z | Rx 

1
Z [a x(n)]  X (a z )
n
z | a | Rx
Differentiation of X(z)
Z [ x(n)]  X ( z ), z  Rx

dX ( z )
Z [nx(n)]   z z  Rx
dz
Conjugation
Z [ x(n)]  X ( z ), z  Rx

Z [ x * (n)]  X * ( z*) z  Rx
Reversal
Z [ x(n)]  X ( z ), z  Rx

1
Z [ x(n)]  X ( z ) z  1 / Rx
Real and Imaginary Parts

Z [ x(n)]  X ( z ), z  Rx

Re[ x(n)]  12 [ X ( z )  X * ( z*)] z  Rx


Im[ x(n)]  1
2j [ X ( z )  X * ( z*)] z  Rx
Initial Value Theorem
x(n)  0, for n  0

x(0)  lim X ( z )
z 
Convolution of Sequences

Z [ x(n)]  X ( z ), z  Rx
Z [ y (n)]  Y ( z ), z  Ry

Z [ x(n) * y (n)]  X ( z )Y ( z ) z  Rx  R y
Convolution of Sequences

x ( n) * y ( n)   x(k ) y (n  k )
k  

 

 n
Z [ x(n) * y (n)]     x(k ) y (n  k )  z
n    k   
   
  x(k )  y(n  k )z n
 
k  
x(k ) z  k  y (
n  
n )z n

k   n  

 X ( z )Y ( z )
The z-Transform

System Function
Signal Characteristics from Z-
Transform
 If U(z) is a rational function, and

y(k)  a 1y(k  1)  ...  a n y(k  n)  b 1u(k  1)  ...  b m u(k  m)

 Then Y(z) is a rational function, too


n
zero
N(z) (z  z ) i s
Y(z)  i1
m
D(z)
(z  p
j1
j )
poles
 Poles are more important – determine key
characteristics of y(k)
Why are poles important?
Z domain
n

N(z) (z  z ) i m c
Y(z)  i1
c0  j

D(z) m
z p j
(z  p j)
j1
j1

poles

Z-1
Time domain
m
Y(k)  c 0  u impulse (k)   c j  p kj -1
j1

compone
nts
Various pole values (1) 2.5
2.5
2

1.5
2
1

1.5 0.5

0
1
-0.5

p=1.1 p=-1.1
-1
0.5
-1.5

-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
0.6

p=1 p=-1
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
0.4 -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
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
0.3

p=0.9 p=-0.9
-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

0.5

p=0.6 p=-0.6
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
0.2
0.5

0.4

0.3
p=0.3 0

-0.2
p=-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
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 monotonous
How fast does it converge?

 U(k)=ak, consider u(k)≈0 when the absolute


value of u(k) is smaller than or equal to 2% of
| a |  0.02
k 1

u(0)’s
kln| a |  absolute
ln0.02  3.912 value
0.9

0.8
y(k)=0.7 k
4
k 0.7
ln| a | 0.6

Remembe 0.5

0.4

r 0.3
a  0.7
This! 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
When There Are Complex Poles

b1z 1  ...  b m z  m
Y(z)  1 n
U(z)
1  a1z  ...  a n z
(az 2
 bz  c)...
 b  b 2  4ac
z
2a
If az  bz  c  a(z 
2  b  b 2  4ac
)(z 
 b  b 2  4ac
)
b 2  4ac  0, 2a 2a

 b  i 4ac  b 2  b  i 4ac  b 2
If b  4ac  0,
2
az  bz  c  a(z 
2

2a
)(z 
2a
)

Or in polar coordinates,
az 2  bz  c  a(z  r cos θ  ir sin θ )(z  r cos θ  ir sin θ )
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) c 0    
j1 z p j 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 p j z 2  (2r cos θ )z  r 2

Z-1
Time domain m
y(k)  c 0  u impulse (k)   c j  p kj -1  br k sinkθ  dr k cosk θ
j1
An Example Z-Domain: Complex Poles

1.5
Time-Domain:
Y(z) 2
z2  z Exponentially Modulated Sin/Cos
z  0.8z  0.64
1
kπ kπ
y(k)  2  0.8 k  sin( )  0.8 k  cos( )
3 3
0.5

-0.5

-1
0 2 4 6 8 10 12 14 16 18 20
Poles Everywhere
Observations

 Using poles to characterize a signal


– The smaller is |r|, the faster converges the signal
 |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
Change Angles
1

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

0.2 -0.6 -0.4

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 -0.6

Im
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

0.8 1

-0.9 Re
0.6 0.8

0.9
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
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
0.4
0
-0.2 4
0.2
-0.2 -0.4

-0.4 0
-0.6

-0.6 -0.2 -0.8 3

-0.8 -0.4 -1
0 5 10 15
-0.6
-1
0 5 10 15 2
-0.8

-1
0 5 10 15

12
0

-1
1
10

Im
0.8

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
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)
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 … (e.g. the ramp signal)

-1
m
z
y(k)  c 0  u impulse (k)   c j  p kj -1  br k sin k  dr k cos k (1 z 1)2
j1
An Example
2z z 3z
U(z)   
z  1 z  0.5 z  0.9
u(k)  2  0.5 k  3 (0.9) k
6

4 converge to 2
3

-1
0 10 20 30 40 50 60
Final Value Theorem

 Enable us to decide whether a system has a


steady state error (yss-rss)
Final Value Theorem
Theorem: If all of the poles of (1  z )Y ( z ) lie within the unit circle, then
k  y (k )  z lim
lim 1 ( z  1)Y ( z )

-0.05

-0.1

0.11z 0.11z -0.15

Y ( z)  2 

y(k)
-0.2
z  1.6 z  0.6 ( z  1)( z  0.6) -0.25
0.11z
( z  1)Y ( z ) |z 1  |z 1  0.275
-0.3

z  0.6 -0.35
0 5 10 15
k

If any pole of (1-z)Y(z) lies out of or ON the


unit circle, y(k) does not converge!
What Can We Infer from TF?

 Almost everything we want to know


– Stability
– Steady-State
– Transients
 Settling time
 Overshoot
– …
Shift-Invariant System

x(n) y(n)=x(n)*h(n)
h(n)
h(n)

X(z) H(z) Y(z)=X(z)H(z)


Shift-Invariant System

X(z) Y(z)
H(z)
H(z)
YY((zz))
H((zz)) 
H
XX ((zz))
Nth-Order Difference Equation
NN M
M

aa yy((nnkk))
kk00
kk bb xx((nnrr))
rr00
rr

N M
Y ( z ) ak z  k  X ( z ) br z  r
k 0 r 0

M
M NN
rr kk
H((zz))  
H bbrrzz   aakkzz
rr00 k 0
k 0
Representation in Factored Form

Contributes poles at 0 and zeros at cr

M
M
AA
 (1  crr z ))
(1  c z 11

H((zz)) 
rr11
H NN


 r )
(1
(1
kk11
ddr z
z
11
)

Contributes zeros at 0 and poles at dr


Stable and Causal Systems
Causal Systems : ROC extends outward from the outermost pole.
Im
M
M
AA
 (1  crr z ))
(1  c z 11

H((zz)) 
rr11
H NN Re

 r )
(1
(1
kk11
ddr z
z
11
)
Stable and Causal Systems
Stable Systems : ROC includes the unit circle.
Im
M
M
AA
 (1  crr z ))
(1  c z 11
1

H((zz)) 
rr11
H NN Re

 r )
(1
(1
kk11
ddr z
z
11
)
Example
Consider the causal system characterized by
y (n)  ay (n  1)  x(n) Im

11 1
H((zz)) 
H 11
11az
az a Re

h( n)  a n u ( n)
Determination of Frequency Response
from pole-zero pattern

 A LTI system is completely characterized by its


pole-zero pattern.
Im
Example: p1
zzzz11 e j0
HH((zz))
((zz pp11)()(zz pp22)) z1
Re
j
j0 0  z
e p2
HH((ee j00)) j0 e jz101
j

((ee j0  pp11)()(ee j0  pp22))


Determination of Frequency Response
from pole-zero pattern

 A LTIjj
|H(e
|H(e )|=?
)|=?
system

pole-zero pattern. 
is completely characterized
jj by its
H(e
H(e )=?
)=?
Im
Example: p1
zzzz11 e j0
HH((zz))
((zz pp11)()(zz pp22)) z1
Re
j
j0 0  z
e p2
HH((ee j00)) j0 e jz101
j

((ee j0  pp11)()(ee j0  pp22))


Determination of Frequency Response
from pole-zero pattern

 A LTIjj
|H(e
|H(e )|=?
)|=?
system

pole-zero pattern. 
is completely characterized
H(e
jj
H(e )=?
)=?
by its

Im
Example: p1
| | 2
j
|H(e )| = e j0
| || | z1
1
3 Re

H(ej) = 1(2+ 3 ) p2
Example
11 20

H((zz)) 
H 11
11az
az 10

dB
0
Im
-10
0 2 4 6 8

a Re 0

-1

-2
0 2 4 6 8

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