Lecture: Z-transform

Automatic Control 1
Z-transform
Prof. Alberto Bemporad
University of Trento
Academic year 2010-2011
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 1 / 21
Lecture: Z-transform Z-transform
Z-transform
Consider a function f (k), f : , f (k) = 0 for all k < 0
Denition
The unilateral Z-transform of f (k) is the function
of the complex variable z dened by
F(z) =

k=0
f (k)z
k
2 0 2 4 6 8 10
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
f
(
k
)
k
Witold Hurewicz
(1904-1956)
Once F(z) is computed using the series, its extended
to all z for which F(z) makes sense
Z-transforms convert difference equations into
algebraic equations. It can be considered as a
discrete equivalent of the Laplace transform.
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 2 / 21
Lecture: Z-transform Z-transform
Examples of Z-transforms
Discrete impulse
f (k) = (k)
_
0 if k = 0
1 if k = 0
[] = F(z) = 1
Discrete step
f (k) = 1I(k)
_
0 if k < 0
1 if k 0
[1I] = F(z) =
z
z 1
Geometric sequence
f (k) = a
k
1I(k) [f ] = F(z) =
z
z a
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 3 / 21
Lecture: Z-transform Z-transform
Properties of Z-transforms
Linearity
[k
1
f
1
(k) +k
2
f
2
(k)] = k
1
[f
1
(k)] +k
2
[f
2
(k)]
Example: f (k) = 3(k)
5
2
k
1I(t) [f ] = 3
5z
z
1
2
Forward shift
1
[f (k +1) 1I(k)] = z[f ] zf (0)
Example: f (k) = a
k+1
1I(k) [f ] = z
z
za
z =
az
za
1
z is also called forward shift operator
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 4 / 21
Lecture: Z-transform Z-transform
Properties of Z-transforms
Backward shift or unit delay
2
[f (k 1) 1I(k)] = z
1
[f ]
Example: f (k) = 1I(k 1) [f ] =
z
z(z1)
Multiplication by k
[kf (k)] = z
d
dz
[f ]
Example: f (k) = k1I(k) [f ] =
z
(z1)
2
2
z
1
is also called backward shift operator
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 5 / 21
Lecture: Z-transform Z-transform
Initial and nal value theorems
Initial value theorem
f (0) = lim
z
F(z)
Example: f (k) = 1I(k) k1I(k) F(z) =
z
z1

z
(z1)
2
f (0) = lim
z
F(z) = 1
Final value theorem
lim
k+
f (k) = lim
z1
(z 1)F(z)
Example: f (k) = 1I(k) + (0.7)
k
1I(t) F(z) =
z
z1
+
z
z+0.7
f (+) = lim
z1
(z 1)F(z) = 1
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 6 / 21
Lecture: Z-transform Transfer functions
Discrete-time transfer function
Lets apply the Z-transform to discrete-time linear systems
_
x(k +1) = Ax(k) +Bu(k)
y(k) = Cx(k) +Du(k)
x(0) = x
0
Dene X(z) = [x(k)], U(z) = [u(k)], Y(z) = [y(k)]
Apply linearity and forward shift rules
zX(z) zx
0
= AX(z) +BU(z)
Y(z) = CX(z) +DU(z)
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 7 / 21
Lecture: Z-transform Transfer functions
Discrete-time transfer function
X(z) = z(zI A)
1
x
0
+ (zI A)
1
BU(z)
Y(z) = zC(zI A)
1
x
0
. _ .
Z-transform
of natural response
+(C(zI A)
1
B +D)U(z)
. _ .
Z-transform
of forced response
Denition:
The transfer function of a discrete-time linear system (A, B, C, D) is the ratio
G(z) = C(zI A)
1
B +D
between the Z-transform Y(z) of the output and the Z-transform U(z) of the input
signals for the initial state x
0
= 0
MATLAB
sys=ss(A,B,C,D,Ts);
G=tf(sys)
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 8 / 21
Lecture: Z-transform Transfer functions
Discrete-time transfer function
A; B; C; D
G(z)
u(k)
y(k)
U(z) Y (z)
x
0
= 0
Example: The linear system
_
_
_
x(k +1) =
_
0.5 1
0 0.5
_
x(k) +
_
0
1
_
u(k)
y(k) =
_
1 1
_
x(k)
with sampling time T
s
= 0.1 s has the transfer function
G(z) =
z +1.5
z
2
0.25
Note: Even for discrete-time systems, the
transfer function does not depend on the input
u(k). Its only a property of the linear system
MATLAB
sys=ss([0.5 1;
0 -0.5],[0;1],[1 -1],0,0.1);
G=tf(sys)
Transfer function:
-z + 1.5
----------
s2 - 0.25
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 9 / 21
Lecture: Z-transform Difference equation
Difference equations
Consider the n
th
-order difference equation forced by u
a
n
y(k n) +a
n1
y(k n +1) + +a
1
y(k 1) +y(k)
= b
n
u(k n) + +b
1
u(k 1)
For zero initial conditions we get the transfer function
G(z) =
b
n
z
n
+b
n1
z
n+1
+ +b
1
z
1
a
n
z
n
+a
n1
z
n+1
+ +a
1
z
1
+1
=
b
1
z
n1
+ +b
n1
z +b
n
z
n
+a
1
z
n1
+ +a
n1
z +a
n
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 10 / 21
Lecture: Z-transform Difference equation
Difference equations
Example: 3y(k 2) +2y(k 1) +y(k) = 2u(k 1)
G(z) =
2z
1
3z
2
+2z
1
+1
=
2z
z
2
+2z +3
Note: The same transfer function G(z) is obtained from the equivalent matrix
form
_
_
_
x(k +1) =
_
0 1
3 2
_
x(k) +
_
0
1
_
u(k)
y(k) =
_
0 2
_
x(k)
G(z) =
_
0 2
_
_
z
_
1 0
0 1
_

_
0 1
3 2
__
1
_
0
1
_
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 11 / 21
Lecture: Z-transform Difference equation
Some common transfer functions
Integrator
_
x(k +1) = x(k) +u(k)
y(k) = x(k)
U(z) Y (z)
z 1
1
Double integrator
_
_
_
x
1
(k +1) = x
1
(k) +x
2
(k)
x
2
(k +1) = x
2
(k) +u(k)
y(k) = x
1
(k)
U(z) Y (z)
z
2
2z + 1
1
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 12 / 21
Lecture: Z-transform Difference equation
Some common transfer functions
Oscillator
_
_
_
x
1
(k +1) = x
1
(k) x
2
(k) +u(k)
x
2
(k +1) = x
1
(k)
y(k) =
1
2
x
1
(k) +
1
2
x
2
(k)
U(z) Y (z)
1
2
z +
1
2
z
2
z + 1
0 10 20 30 40 50 60
2
1
0
1
2
output response
y
(
k
)
k
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 13 / 21
Lecture: Z-transform Difference equation
Impulse response
Consider the impulsive input u(k) = (k), U(z) = 1. The corresponding
output y(k) is called impulse response
The Z-transform of y(k) is Y(z) = G(z) 1 = G(z)
Therefore the impulse response coincides with the inverse Z-transform g(k) of
the transfer function G(z)
Example (integrator:)
u(k) = (k)
y(k) =
1
_
1
z1
_
= 1I(k 1)
2 0 2 4 6 8 10
2
1
0
1
2
u
(
k
)
k
2 0 2 4 6 8 10
2
1
0
1
2
y
(
k
)
k
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 14 / 21
Lecture: Z-transform Difference equation
Poles, eigenvalues, modes
Linear discrete-time system
_
x(k +1) = Ax(k) +Bu(k)
y(k) = Cx(k) +Du(k)
x(0) = 0
G(z) = C(zI A)
1
B+D
N
G
(z)
D
G
(z)
Use the adjugate matrix to represent the inverse of zI A
C(zI A)
1
B +D = C
CAdj(zI A)B
det(zI A)
+D
The denominator D
G
(z) = det(zI A) !
The poles of G(z) coincide with the eigenvalues of A
Well, as in continuous-time, not always ...
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 15 / 21
Lecture: Z-transform Difference equation
Steady-state solution and DC gain
Let A asymptotically stable (|
i
| < 1). Natural response vanishes
asymptotically
Assume constant u(k) u
r
, k . What is the asymptotic value
x
r
= lim
k
x(k) ?
Impose x
r
(k +1) = x
r
(k) = Ax
r
+Bu
r
and get x
r
= (I A)
1
Bu
r
The corresponding steady-state output y
r
= Cx
r
+Du
r
is
y
r
= (C(I A)
1
B +D)
. _ .
DC gain
u
r
Cf. nal value theorem:
y
r
= lim
k+
y(k) = lim
z1
(z 1)Y(z)
= lim
z1
(z 1)G(z)U(z) = lim
z1
(z 1)G(z)
u
r
z
z 1
= G(1)u
r
= (C(I A)
1
B +D)u
r
G(1) is called the DC gain of the system
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 16 / 21
Lecture: Z-transform Difference equation
Example - Student dynamics
Recall student dynamics in 3-years undergraduate course
_

_
x(k +1) =
_
_
_
.2 0 0
.6 .15 0
0 .8 .08
_
_
_
x(k) +
_
_
_
1
0
0
_
_
_
u(k)
y(k) =
_
0 0 .9
_
x(k)
DC gain:
[
0 0 .9
]
__
1 0 0
0 1 0
0 0 1
_

_
.2 0 0
.6 .15 0
0 .8 .08
__
1
_
1
0
0
_
0.69
Transfer function: G(z) =
0.432
z
3
0.43z
2
+0.058z0.0024
, G(1) 0.69
2006 2008 2010 2012 2014 2016
0
5
10
15
20
25
30
35
y(k)
step k
MATLAB
A=[b1 0 0; a1 b2 0; 0 a2 b3];
B=[1;0;0];
C=[0 0 a3];
D=[0];
sys=ss(A,B,C,D,1);
dcgain(sys)
ans =
0.6905
For u(k) 50 students enrolled steadily, y(k) 0.69 50 34.5 graduate
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 17 / 21
Lecture: Z-transform Algebraically equivalent systems
Linear algebra recalls: Change of coordinates
Let {v
1
, . . . , v
n
} be a basis of
n
(= n linearly independent vectors)
The canonical basis of
n
is e
1
=
_
_
_
1
0
.
.
.
0
_
_
_
, e
2
=
_
_
_
0
1
.
.
.
0
_
_
_
, . . ., e
n
=
_
_
_
0
.
.
.
0
1
_
_
_
A vector w
n
can be expressed as a linear combination of the basis vectors,
whose coefcients are the coordinates in the corresponding basis
w =
n

i=1
x
i
e
i
=
n

i=1
z
i
v
i
The relation between the coordinates x = [x
1
. . . x
n
]

in the canonical basis

and the coordinates z = [z
1
. . . z
n
]

in the new basis is

x = Tz
where T =
_
v
1
. . . v
n
_
(= coordinate transformation matrix)
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 18 / 21
Lecture: Z-transform Algebraically equivalent systems
Algebraically equivalent systems
Consider the linear system
_
x(k +1) = Ax(k) +Bu(k)
y(k) = Cx(k) +Du(k)
x(0) = x
0
Let T be invertible and dene the change of coordinates x = Tz, z = T
1
x
_
z(k +1) = T
1
x(k +1) = T
1
(Ax(k) +Bu(k)) = T
1
ATz(k) +T
1
Bu(k)
y(k) = CTz(k) +Du(k)
z
0
= T
1
x
0
and hence
_
z(k +1) =

Az(k) +

Bu(k)
y(k) =

Cz(k) +

Du(k)
z(0) = T
1
x
0
The dynamical systems (A, B, C, D) and (

A,

B,

C,

D) are called algebraically
equivalent
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 19 / 21
Lecture: Z-transform Algebraically equivalent systems
Transfer function of algebraically equivalent systems
Consider two algebraically equivalent systems (A, B, C, D) and (

A,

B,

C,

D)

A = T
1
AT

C = CT

B = T
1
B

D = D
(A, B, C, D) and (

A,

B,

C,

D) have the same transfer functions:

G(z) =

C(zI

A)
1

B +

D
= CT(zT
1
IT T
1
AT)
1
T
1
B +D
= CTT
1
(zI A)TT
1
B +D
= C(zI A)
1
B +D
= G(z)
The same result holds for continuous-time linear systems
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 20 / 21
Lecture: Z-transform Algebraically equivalent systems
English-Italian Vocabulary
Z-transform trasformata zeta
forward shift operator operatore di anticipo
unit delay ritardo unitario
Translation is obvious otherwise.
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 21 / 21