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EC 2314 Digital Signal Processing: by Dr. K. Udhayakumar
EC 2314 Digital Signal Processing: by Dr. K. Udhayakumar
EC 2314 Digital Signal Processing: by Dr. K. Udhayakumar
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 = ej.
X (e ) j
x ( n )e
n
j n
z-Plane
x ( n) z n Im
X ( z)
n
z = ej
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 = ej
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
| 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
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 za
(az 1 ) n
| z || a |
n 0
Example: A right sided Sequence
ROC for x(n)=anu(n)
zz
XX((zz))
zzaa
,, | |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((nn11))
-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
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( n1)
zz
XX((zz))
zzaa
,, | |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
z
x ( n) a n u ( n) X ( z) , | z || a |
za
Im
z
x(n) a n u ( n 1) X ( z) , | z || a |
za
Im
x(n) ( 13 ) n u (n) ( 12 ) n u ( n 1)
z z 2 z ( z 121 )
X ( z)
z3 z2
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
n0 n 0 1 az 1 z za
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
Find
Find the
the possible
possible a b c
ROC’s
ROC’s Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
Bounded Signals
5 5 5 1
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
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 zN
| z | 0
0 otherwise 1 az 1
Signal Type ROC
Finite-Duration Signals
Causal Entire z-plane
Except z = 0
|z| > r2
Anticausal
|z| < r1
Two-sided
Inverse z-Transform
Inverse Z-Transform by Partial Fraction
Expansion
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
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 di1
A1 A2
X z
1 1 1 1
1 z 1 z
4 2
1 2 1
X z z
1 1 1 1 2
1 z 1 z
4 2
n n
1 1
xn 2 un - un
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
n
1
xn 2n 9 un - 8un
2
An Example – Complete Solution
3z 2 14z 14 c1 c
U(z) U(z) c 0 2
z 2 6z 8 z2 z4
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, k0
U(z) 3 u(k) k 1 k 1
z2 z4 2 3 4 , k 0
Inverse Z-Transform by Power Series
Expansion
The z-transform is power series X z xn z
n
n
In expanded form
X z x 2 z 2 x 1 z1 x 0 x1 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 xn 1 n 0
z 2 z 1 z 1 1
2 2 2 n1
1 1
xn n 2 n 1 n n 1 0
n2
2 2
Z-Transform Properties: Linearity
xn
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:
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
xn un - 1
4
Z-Transform Properties: Multiplication by Exponential
zon x n
Z
X z / zo ROC zo Rx
1
un
Z
ROC : z 1
1 - z-1
2
n
Let’s find the z-transform of
1/2 1/2
X z z r
1 re jo z 1 1 re jo z 1
Z-Transform Properties: Differentiation
dX z
nxn
Z
z ROC R x
dz
X z log 1 az 1 z a
Let’s differentiate to obtain rational expression
dX z az2 dX z 1 1
z az
dz 1 az1 dz 1 az1
nxn a a un 1
n 1
an
xn 1 un 1
n 1
n
Z-Transform Properties: Conjugation
x* n
Z
X * z* ROC R x
Example
X z xn z n
n
X z xn 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
X1 / z ROC
Rx
ROC is inverted
Example:
xn anu n
anun
Time reversed version of
1 - a-1z 1
X z z a1
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 anun and x2 n un
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
yn
1
1a
un an1un
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
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
N(z) (z z ) i m c
Y(z) i1
c0 j
D(z) m
z p j
(z p j)
j1
j1
poles
Z-1
Time domain
m
Y(k) c 0 u impulse (k) c j p kj -1
j1
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
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
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
j1 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
j1 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
j1
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
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 -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
-0.8 -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
-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
j1
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
-0.05
-0.1
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
x(n) y(n)=x(n)*h(n)
h(n)
h(n)
X(z) Y(z)
H(z)
H(z)
YY((zz))
H((zz))
H
XX ((zz))
Nth-Order Difference Equation
NN M
M
aa yy((nnkk))
kk00
kk bb xx((nnrr))
rr00
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
rr00 k 0
k 0
Representation in Factored Form
M
M
AA
(1 crr z ))
(1 c z 11
H((zz))
rr11
H NN
r )
(1
(1
kk11
ddr z
z
11
)
H((zz))
rr11
H NN Re
r )
(1
(1
kk11
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))
rr11
H NN Re
r )
(1
(1
kk11
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
11az
az a Re
h( n) a n u ( n)
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
zzzz11 e j0
HH((zz))
((zz pp11)()(zz pp22)) z1
Re
j
j0 0 z
e p2
HH((ee j00)) j0 e jz101
j
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 j0
| || | z1
1
3 Re
H(ej) = 1(2+ 3 ) p2
Example
11 20
H((zz))
H 11
11az
az 10
dB
0
Im
-10
0 2 4 6 8
a Re 0
-1
-2
0 2 4 6 8