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Chap 3 Z Transform
Chap 3 Z Transform
Chap 3 Z Transform
21/11/19
Chapter 3 The z-Transform
3.0 Introduction
3.1 z-Transform
3.2 Properties of the Region of
Convergence for the z-transform
3.3 The inverse z-Transform
3.4 z-Transform Properties
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3.0 Introduction
4 21/11/19
3.1 z-Transform
z-Transform: two-sided, bilateral z-transform
X z x n z
n
n
Z x[n]
Z
x[n] X z
one-sided, unilateral z-transform
X z x n z n
n 0
If z e jw
, z-transform is Fourier transform.
X e jw
x n e jwn
n
5 21/11/19
Relationship between z-transform and
Fourier transform
Express the complex variable z in polar
form as jw
z re
x n r e
jw n jwn
X re
n
7 21/11/19
Region of convergence (ROC)
For any given sequence, the set of values of z
for which the z-transform converges is called
the Region Of Convergence (ROC).
z re jw
x nr e
X z x n z n X re jw n jwn
n
n
Absolute X re jw
x n r n
Summability n
X z x n z
n
n0
the ROC consists of all values of z such that the
inequality in the above holds
8 21/11/19
Region of convergence (ROC)
X z x n z
n
n0
Convergence of the z-transform for a given
sequence depends only on r z .
if some value of z, say,
z =z1, is in the ROC,
then all values of z on the
circle defined by |z|=|z1|
z1
will also be in the ROC.
if ROC includes unit circle, then Fourier transform and all its
derivatives with respect to w must be continuous functions of
Zero and pole
The z-transform is most useful when the
infinite sum can be expressed in closed form,
usually a ratio of polynomials in z (or z -1).
P z
X z
Q z
10 21/11/19
Example 3.1:
Right-sided exponential sequence
Determine the z-transform, including the ROC in z-plane
and a sketch of the pole-zero-plot, for sequence:
x n a u n
n
Solution: 1 z
X z a z az
n n 1 n
1
n 0 n 0 1 az za
1
ROC: az 1 or z a
zero : z 0 pole : z a
11 21/11/19
x n a u n
n
z
X z
za
: zeros
: poles for z a
Gray region: ROC
12 21/11/19
Ex. 3.2 Left-sided exponential sequence
Determine the z-transform, including the ROC, pole-zero-plot, for sequence:
x n a u n 1
n
Solution: 1
X z a u n 1 z
n n
a z n n
n n
1
a z a z a z z
n n 1 n
1
n 1 n 1 1 a z z a
ROC: z a, zero : z 0 pole : z a
13 21/11/19
x n a u n 1
n
z
X z
za
for z a
14 21/11/19
Ex. 3.3 Sum of two exponential sequences
Determine the z-transform, including the ROC, pole-zero-plot,
for sequence:
n n
1 1
x n u n u n
Solution: 2 3
1 n 1
n
n
X z u n u n z
n 2 3
n n
1 1
u n z u n z n
n
n 2 n 3
n n
1 1 1 1
z z
15 n 0 2
21/11/19 n 3
Example 3.3:
Sum of two exponential sequences
n n
1 1 1 1
X z z z
n 0 2 n 3
1
1 1 2 z z
12
1 1 1 1 1 1
1 z 1 z 1 z 1
1 z 1
2 3
2 3
1 1 1
ROC: z and z ROC : z
2 3 2
16 21/11/19
1
1 1
1 z
2
1
1 1 1
1 z 2z z
3 12
1 1 1 1
1 z 1 z
2 3
n n
1 1
x n u n u n
2 3
17 21/11/19
Example 3.4: Sum of two exponential
n n
1 1 xn a un
n
x n u n u n
2 3
z
Solution:
n
X z
1 Z 1 1 z a
u n , z
2 1 1 2 for z a
1 z
n 2
1 Z 1 1
u n , z
3 1 1 3
1 z
3
n n
1 1 Z 1 1 1
u n u n , z
2 3 1 1 1 1 2
1 z 1 z
18 21/11/19 2 3 ROC:
1
1 1
1 z
2
1
1 1 1
1 z 2z z
3 12
1 1 1 1
1 z 1 z
2 3
n n
1 1
x n u n u n
2 3
19 21/11/19
Example 3.5:
Two-sided exponential sequence
x n a u n 1
n n n
1 1
x n u n u n 1
3 2 z
Solution: n X z
1 Z
u n
1
, z
1 za
3 1 1 3
1 z for z a
3
n
1 Z 1 1
u n 1 , z
2 1 1 2
1 z
2 1
2 z z
1 1 12 1 1
X z ROC : z
1 1 1 1 1 1 1 1 3 2
1 z 1 z 1 z 1 z
3 2 3 2
20 21/11/19
1
2 z z
1 1 12 1 1
X z ROC : z
1 1 1 1 1 1 1 1 3 2
1 z 1 z 1 z 1 z
3 2 3 2
n n
1 1
x n u n u n 1
3 2
ROC, pole-zero-plot
21 21/11/19
Finite-length sequence
N2
X z x n z
n N1
n
Example :
x n n n 5
X z 1 z 5
ROC : z 0
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Example 3.6: Finite-length sequence
Determine the z-transform, including the ROC, pole-zero-plot,
for sequence:
a n , 0 n N 1
x n
0, otherwise
Solution: N 1 N 1
X z a z n n
az
1 n
n0 n 0
1 az
1 N
1 z a N N
N 1
1 az 1
z za ROC : z 0
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N=16, a is real
1 z a N N
X z N 1 ROC : z 0
z za
pole-zero-plot
24 21/11/19
z-transform pairs
n 1, ROC : all z
1
u n 1
, ROC : z 1
1 z
1
u n 1 1
, ROC : z 1
1 z
n m z m
,
ROC : all z except 0 if m 0 or if m 0
25 21/11/19
z-transform pairs
1
a u n
n
1
, ROC : z a
1 az
1
a u n 1
n
1
, ROC : z a
1 az
1
az
na u n
n
, ROC : z a
1 az 1 2
1
az
na u n 1
n
, ROC : z a
1 az 1 2
26 21/11/19
z-transform pairs
1 cos w0 z 1
cos w0 n u n , ROC : z 1
1 2 cos w0 z z
1 2
cos w0 n u n
1
2
e jw0n
e
jw0n
u n
1 1 1
jw0 1
jw0 1
2 1 e z 1 e z
sin w0 n u n
sin w0 z 1 , ROC : z 1
1 2 cos w0 z z
1 2
27 21/11/19
z-transform pairs
1 r cos w
r n cos w0n u n 1 2r cos w z 01 r 2 z 2 ,
z 1
ROC : z r
0
2
r e
1 n jw0n n jw0n
r cos w0 n u n r e u n
1 1 1
jw0 1
jw0 1
2 1 re z 1 re z
r n
sin w0 n u n
r sin w0 z 1 , ROC : z r
1 2r cos w0 z r z
1 2 2
28 21/11/19
z-transform pairs
a , 0 n N 1
n
1 a z N N
1
,
0, otherwise 1 az
ROC : z 0
29 21/11/19
3.2 Properties of the ROC for the
z-transform
Property 1: The ROC is a ring or disk in
the z-plane centered at the origin.
0 rR z rL
For a given x[n], ROC is
dependent only on z .
rR u n rL a u n 1
n n
1 1
1
1
, ROC : rR z rL
1 rR z 1 rL z
3.2 Properties of the ROC for the
z-transform
Property 2: The Fourier transform of x n
converges absolutely if the ROC of
the z-transform of
xn
includes the
unit circle.
The z-transform reduces to the Fourier
transform when z 1 ie. z e jw
X z x n z n
X e jw
x n e jwn
n 0 n
31 21/11/19
3.2 Properties of the ROC for the
z-transform
32 21/11/19
3.2 Properties of the ROC for the
z-transform
Property 4: If x n is a finite-duration
sequence, i.e., a sequence that is zero
except in a finite interval : N1 n N 2
33 21/11/19
3.2 Properties of the ROC for the z-transform
N1 N1
if r d N d N 1 d1 , i.e. r d N
34 21/11/19
3.2 Properties of the ROC for the z-
transform
Property 6: If x n is a left-sided sequence,
i.e., a sequence that is zero for n N 2 ,
the ROC extends inward from the innermost
nonzero pole in X z to z 0 .
N
Ak dk
n
Proof: x n , n N2 ,
k 1
n N2 n N2
n n
r dk ,
35
r d1 , , r d N ,
21/11/19
r d1
Zhongguo Liu_Biomedical Engineering_Shandong Univ.
3.2 Properties of the ROC for the
z-transform
Property 5: If x n is a right-sided
sequence, i.e., a sequence that is zero
for n N1 , the ROC extends
outward from the outermost finite pole
in X z to (possibly including) z
N
x n Ak d k
n
Proof: n N1
N k 1
Ak d k u n ,
n
if N1 0, ie. n 0
k 1
Property 5: right-sided sequence
N N
x n Ak d k Ak d k u n ,
n n
n0
k 1 k 1
Ak d k u n
n
for the z-transform:
Ak
A d
n n
k k z 1
, z r dk
n0 1 dk z
For other terms:
r d1 , , r d N ROC
r dN
if d N d N 1 d1
37 21/11/19
3.2 Properties of the ROC for the
z-transform
Property 6: If x n is a left-sided
sequence, i.e., a sequence that is zero
for n N 2 , the ROC extends
inward from the innermost nonzero pole
in X z to z 0
N
x n Ak d k
n
Proof: n N2
N k 1
Ak d k u n 1 ,
n
if N 2 0, ie. n 0
38 k 1 21/11/19 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Property 6: left-sided sequence
N N
x n Ak d k Ak d k u n 1
n n
k 1 k 1
n0
for Ak d k u n 1 the z-transform:
n
1
Ak
A d z z r dk
n n
1
,
1 dk z
k k
n
40 21/11/19
3.2 Properties of the ROC for the
z-transform
Property 8: ROC must be a connected region.
for finite-duration sequence
ROC:
z
0 z possible z 0
for right-sided sequence
ROC: rR z possible z
for left-sided sequence
ROC: 0 z rL possible z0
for two-sided sequence rR z rL
41 21/11/19
Example: Different possibilities of
the ROC define different sequences
47 21/11/19
Ex. 3.7 Stability, Causality, and the ROC
A system is causal
1
and stable if all the 2 2
poles are inside the
unit circle.
48 21/11/19
Ex. 3.7 Stability, Causality, and the ROC
1
ROC: z , the impulse response is left-
2
sided, system is non-causal, unstable since
the ROC does not include unit circle.
49 21/11/19
3.3 The Inverse Z-Transform
Formal inverse z-transform is based on
a Cauchy integral theorem.
1
n 1
xn X ( z ) z dz c ROC
2 j c
j Im[ z ]
rR rL
0 Re[ z ]
50 21/11/19
3.3 The Inverse Z-Transform
51 21/11/19
3.3 The inverse z-Transform
3.3.1 Inspection Method
1Z
a u n
n
1
, z a
1 az
1 1
X z , z
1 1 2
1 z
2
n
1
x n u n
2
52 21/11/19
3.3 The inverse z-Transform
3.3.1 Inspection Method
Z 1
a u n 1
n
1
, z a
1 az
1 1
X z , z
1 1 2
1 z
2
n
1
x n u n 1
2
53 21/11/19
3.3 The inverse z-Transform
3.3.2 Partial Fraction Expansion
M M M
k
b z k
z N bk z M k
b0 k
1 c z 1
X z k 0
N
k 0
N
k 0
N
1 d z
a0
a z
k 0
k
k
z M
a z
k 0
k
N k
k 0
k
1
N
Ak
1
if M N
k 1 1 d k z
where Ak 1 d k z 1
X z z d
54 21/11/19 k
Example 3.8
Second-Order z-Transform
1 1
X z , 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
1 1
A1 1 z X z 1
4 z
1
1 1
4 A2 1 z X z 2
2 z
1
55 21/11/19 2 Univ.
Zhongguo Liu_Biomedical Engineering_Shandong
Example 3.8
Second-Order z-Transform
1 2 1
X z , z
1 1 1 1 2
1 z 1 z
4 2
n n
1 1
x n 2 u n u n
2 4
56 21/11/19
Inverse Z-Transform by Partial Fraction Expansion
b z k
k
X z k 0
N
if M N
a z
k 0
k
k
M N N
Ak
X z Br z r
1
r 0 k 1 1 d k z
Br is obtained by long division
57 21/11/19
Inverse Z-Transform by Partial
Fraction Expansion
if M>N, and X z has a pole of order s at d=di
M N N
Ak s
Cm
X z r
B z r
r 0 k 1,k i 1 dk z
1
m 1 1 d z
i 1
m
Ak 1 dk z 1
X z z dk
1 d s m 1
s m 1 d i w X w
s
Cm
s m ! di
s m
dw w di1
58 21/11/19
Example 3.9:
Inverse by Partial Fractions
X z
1 2z z1
2
1 z 1 2
, z 1
3 1 1 2 1 1
1 z z
2 2
1 z 1 z
1
2
59 21/11/19
1 2
1 2z z A1 A2
X z B0
3 1 1 2 1 1 1 z 1
1 z z 1 z
2 2 2
2
1 2 3 1 2 1
z z 1 z 2z 1
2 2 2 1
z 3z 2
1
5z 1
1
1 5z
X z 2
1 1
1 z 1
z 1
2
60 21/11/19
1 5 z 1 A1 A2
X z 2 2
1 1 1 1
1 z 1 z
1
1 z 1 1 z
2 2
1 5z 1
1 1
A1 1 z 9
2
1 1 z 1 1 z 1 2
1
z
2
1 5z 1
A2 1 z 8
1
1 1 z 1 1 z 1
2
61 21/11/19 z 1
9 8
X z 2 , z 1
1 1 1 z 1
1 z
2
n
1 1
2 2 n
Z u n
Z
1 1 2
1 z
1 2
Z
u n
1 z 1
n
1
x n 2 n 9 u n 8u n
2
62 21/11/19
LTI system Stability, Causality, and ROC
Review x n y n
h n
For a LTI system with impulse response
h[n], if it is causal, what do we know about
h[n]? Is h[n] one-sided or two-sided
sequence? Left-sided or right-sided?
Then what do we know about the ROC of the
system function H (z)?
If the poles of H (z) are all in the unit circle, is the
system stable?
63 21/11/19
LTI system Stability, Causality, and ROC
For H (z) with the poles as shown in figure ,
1
H z
1 az 1 bz 1 cz
Review 1 1 1
Ak 1 dk z 1 X z z d k
1 d s m 1
s m 1 d i w X w
s
Cm
s m ! di
s m
dw w di1
67 21/11/19
3.3 The inverse z-Transform
n
X z x n z
n
n
x 2 z x 1 z x 0 x 1 z x 2 z
2 1 1 2
68 21/11/19
Example 3.10:
Finite-Length Sequence
2 1 1
1 2 1
1 1
X z z 1 z 1 z 1 z z z 1 z
1
2 2 2
1, n 2
1
, n 1
2
x n 1, n 0
1
2 , n 1
0, otherwise
1 1
x n n 2 n 1 n n 1
69 21/11/19 2 2
Ex. 3.11: Inverse Transform by power
series expansion
X z log 1 az 1
, z a
n 1 n
(1) x
log 1 x x x x x
1
2
2 1
3
3 1
4
4
n 1 n
x 1 n 1 n n
(1) a z
X z , az 11
n 1 n
n 1 a
n
1 , n 1 n 1 a
n
x ( n) n 1 u n 1
0, n
n 1
70 21/11/19
Example 3.12: Power Series
Expansion by Long Division
1
X z
Z
1
, z a a u n
n
1 az
1 2 2
1 az a z
1 az 1
1 1 1 2 2
1
1 az a z
1 az 1 1 az
1
az
1
az a z 2 2 x n a u n
n
2 2
71 21/11/19
a z
Example 3.13: Power Series Expansion for
a Left-sided Sequence
1
X z
Z
1
, za a u n 1
n
1 az
1 2 2
a z a z
1 1 2 2
az 1 1 1 1
a z a z
1 az
1 a 1 z
1
a z
1
a za z 2 2 x n a u n 1
n
a 2 z 2
72 21/11/19
3.4 z-Transform Properties
x n X z ,
Z
ROC Rx
3.4.1 Linearity
x1 n X 1 z ,
Z
ROC Rx1
x2 n X 2 z ,
Z
ROC Rx2
1
a u n
n Z
1
, ROC : z a
1 az
N N
a z
a u n N
n Z
1
, ROC : z a
1 az
N N
1 a z
1
1
a u n a u n N
Z n n
1 az 1 az
75 21/11/19
Time Shifting: Proof
if y n x n n0
Y z x n n0 z
n
n Let m n n0
Y z x m z
m
m n0
z n0
x m z
m
m
z n0
X z
76 21/11/19
Example 3.14:
Shifted Exponential Sequence
n
X z
1 1 1
, z u n
Z
1 4 4
z
4
1 1
X z
z
4
4 X z z
1
1 1 1 1 1 1 z 1
1 z 1 z
4 4 4
n 1
1
x n u n 1
n
1
x n 4 n 4 u n
4 4
77 21/11/19
3.4.3 Multiplication by an
Exponential sequence
z x n X z / z0 , ROC z0 Rx
n
0
Z
if Rx is rR z rL , z0 Rx is z0 rR z z0 rL
if z0 e jw0
ze jw
e jw0 n
x n X e
F
j w w0
: AM
78 21/11/19
Example 3.15:
Exponential Multiplication
1
u n 1
,Z
z 1
1 z
x n r cos w0 n u n
n
1 1 jw0
u n re u n
n n
re jw0
2 2
1
1
u n 2
n
re jw0 Z
jw0 1
, z r
2 1 re z
79 21/11/19
1 1 jw0
x n re
u n re u n
jw0 n n
2 2
1
1 jw0
u n 2
n
re Z
jw0 1
, z r
2 1 re z
1 1
X z 2 2
jw0 1 jw0 1
1 re z 1 re z
1 r cos w0 z
1
, z r
1 2 2
1 2r cos w0 z r z
80 21/11/19
3.4.4 Differentiation of X(z)
dX z
nx n zZ
, ROC Rx
dz
X z x n z
n
n
dX z
z z n x n z n 1
dz n
nx n z n
Z nx n
n
81 21/11/19
Example 3.16:
Inverse of Non-Rational z-Transform
X z log 1 az , 1
z a
dX z az 2
1
dz 1 az
nx n z
Z dX z
az 1
, z a
1
dz 1 (a) z
nx n a a u n 1
n 1
Loo
k
n
a
1 u n 1 log 1 az ,
n 1 1
Z
z a
82 n
21/11/19
Example 3.17: Second-Order Pole
x n na u n n a u n
n
n
1
a u n
n Z
1
, z a
1 az
d 1
X z z 1
, z a
dz 1 az
az 1
, z a
1 az 1 2
1
az
na u n
n Z
, z a
83 21/11/19
1 az 1 2
3.4.5 Conjugation of a complex Sequence
x n X
* Z *
z ,
*
ROC Rx
X z x n z
n
n
n
x n z x n z
n
n
n
n
x n z X z
n
Xz
84 21/11/19
3.4. 6 Time Reversal
x n X
* Z *
z
1 * , ROC 1
Rx
Rx : rR z rL 1 : 1 rL z 1 rR
Rx
x n X 1 , ROC 1
z
Z
Rx
85 21/11/19
Example 3.18:
Time-Reverse Exponential Sequence
1
x n a u n
n
a u n
n Z
1
, z a
1 az
Z
z
x n X 1 , ROC 1
Rx
1 1
1 a z
X z 1 1
, z a 1
1 az 1 a z
86 21/11/19
3.4. 7 Convolution of Sequences
y n x1 n * x2 n x kx n k
1 2
k
n
Y z y n z
n
n
x1 k x2 n k z
n k
m k
x1 k x2 n k z x1 k x2 m z z
n
1 1 a
, z 1
1 a 1 z 1 az 1
1
y n
1
1 a
u n a u n
n 1
89 21/11/19
3.4. 8 Initial Value Theorem
if x n 0 for n 0
x 0 lim X z
z
x n
X z x n z n
x 0 n
n0 n 1 z
x n
limX z x 0 lim
z z n 1 z n
x 0
90 21/11/19
Region of convergence (ROC)
1 jw0n
cos w0 n (e e
jw0n
)
2
-∞<n<∞,
w w 2 k w w 2 k
k
0 0
1, w wc
hlp n
sin wc n
n
H lp e
jw
0, wc w
-∞<n<∞
sin wc n jwn
n e does not converge uniformly
n
jw
to the discontinuous function H lp e .
91 21/11/19
Example
There’s no Z-Transform for x n 1, n
For x n u n
1
X e jw e jwn jw
w 2 k
n 0 1 e k
93