0% found this document useful (0 votes)
32 views93 pages

Z-Transform and Applications

The document discusses Z-transforms and their properties and applications to discrete time signal analysis. Specifically, it defines Z-transforms and inverse Z-transforms. It then presents several theorems regarding properties of Z-transforms, including: the Z-transform is linear; frequency shifting; differentiation of Z-transforms; shifting of Z-transforms; and the initial value theorem relating the Z-transform to the initial value of the original function. The document provides proofs for each of the theorems presented.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
32 views93 pages

Z-Transform and Applications

The document discusses Z-transforms and their properties and applications to discrete time signal analysis. Specifically, it defines Z-transforms and inverse Z-transforms. It then presents several theorems regarding properties of Z-transforms, including: the Z-transform is linear; frequency shifting; differentiation of Z-transforms; shifting of Z-transforms; and the initial value theorem relating the Z-transform to the initial value of the original function. The document provides proofs for each of the theorems presented.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 93

UNIT V: Z-TRANSFORMS AND

DIFFERENCE EQUATIONS

Dr. V. Valliammal
Department of Applied Mathematics
Sri Venkateswara College of Engineering
TOPICS:
1. Z-Transforms –Elementary properties.
2. Inverse Z-Transform (using partial fractions
and residues)
3. Convolution theorem.
4 .Formation of difference equations
5.Solutions of difference equations using
Z-Transform
Introduction
•The Z-Transform plays an important role in the
communication engineering.
•In communication engineering there are two
basic types of signals are encountered.
• They are continuous time signal and discrete
time signals.
•The continuous time signals are defined by the
independent variable time and are denoted by a
function f(t)..
• On the other hand, discrete time signals are
defined only at discrete set of values of the
independent variable and are denoted by a
sequence {x(n)}.

• For the continuous time signal, Laplace


transform and Fourier transform play important
role.

• Z- Transform plays an important role in discrete


time signal analysis.
Definition 1
Let {x(n)} be a sequence defined for n = 0, ±1, ±2, ±3, ⋅⋅⋅.
Then the two sided Z-transform of the sequence x(n) is
defined as ∞
Z{x(n)} = X(z) = ∑
n = −∞
x(n)z −n

where z is a complex variable in general.


Definition 2
If {x(n)} is a casual sequence, i.e., x(n) = 0 for n < 0, then
the Z-transform reduces to one-sided Z-transform and is
defined as ∞
Z{x(n)} = X(z) = ∑ x(n)z
−n

n =0

Note: The infinite series ∑ x(n)z will be convergent only for


−n

n =0

certain values of z depending on the sequence x(n).


Definition 3
The inverse Z-transform of Z{x(n)} = X(z) is defined
as
Z-1{x(z)} = {x(n)}
Definition 4
The unit sample sequence δ(n) is defined as the
sequence with values
δ(n) = 1 for n = 0
0 for n ≠ 0

Definition 5
That unit step sequence u(n) has values
u(n) = 1 for n ≥ 0
0 for n < 0
Definition 6
If f(t) is a function defined for discrete values of t
where t = nT, n = 0, 1, 2, … T being the sampling
period, then Z-transform of f(t) is defined as
∞ ∞
Z[f(t)] = ∑ f(t)z
n =0
−n
= ∑ f(nT)z
n =0
−n

Now we follow the notations


(i) Z[f(t) = F(z) and
(ii) Z{x(n)} = X(z)
(iii) We shall mostly deal with one sided Z-
transform which will be here after referred to as Z-
transform.
Theorem 1 The Z-transform is linear
i.e., (i) Z[af(t)+bg(t)] = aZ[f(t)] + bZ[g(t)]
(ii) Z[a{x(n)} + b{y(n)}] = aZ{x(n)} + bZ{y(n)}
Proof

(i) Z[af(t) + bg(t)] = ∑ [af(t) + bg(t)]z −n

n =0

∞ ∞
= a ∑ f(nT)z −n
+ b∑ g(nT)z −n
n =0 n =0

= aZ[f(t)] + bZ[g(t)]

= aF(z) + bG(z)

(ii) Z[a{x(n)} + b{y(n)}] = ∑ [ax(n) + by(n)]z − n


n =0

∞ ∞
= a ∑ x(n)z −n
+ b∑ y(n)z−n
n =0 n =0

= aX(z) + bY(z)
= aZ{x(n)}+ bZ{y(n)}
Theorem 2 Frequency shifting
(i) Z[a f(t)] = F az 
n

z
(ii) Z[a n x(n)] = X 
a

Proof

(i) Z[a f(t)] = ∑ a f(nT)z


n

n =0
n −n

∞ −n
z
= ∑ f(nT)  
n =0 a
z
= F 
a

(ii) Z[a x(n)] = ∑ a n x(n)z −n
n

n =0
∞ −n
z
= ∑ x(n)  
n =0 a
z
= X 
a
Theorem 3
(i) Z[nf(t)] = −z d
dz Z[f(t)] = −z dzd F(z)

(ii) Z[nx(n)] = −z Z[x(n)] = −z X(z)


d
dz
d
dz

Proof

(i) Z[f(t)] = ∑ f(nT)z


n =0
−n

Differentiating w.r.t ‘z’



d
Z[f(t)] = ∑ f(nT) − nz −n −1
dz n =0

d ∞
z −n
F(z) = −∑ nf(nT)
dz n =0 z

dF(z)
z = −∑ nf(nT)z −n
dz n =0

= − Z[nf(t)]
d
∴ Z[nf(t)] = −z F(z)
dz

(ii) X(z) = Z{x(n)} = ∑ x(n)z , differentiating w.r.t ‘z’


n =0
−n


d
X(z) = ∑ x(n)(− n) ⋅ z −n −1
dz n =0

1 ∞
= − ∑ nx(n)z −n
z n =0

1
= − Z{nx(n)
z

d
∴ Z{nx(n)} = −z X(z)
dz
Theorem 4
(i) Z[f(t + T)] = z[F(z) − f(0)]
 f(1 ⋅ T) f(z ⋅ T) f[(k − 1)T] 
(ii) Z[f(t + kT)] = z k F(z) − f(0 ⋅ T) − − −
 z z 2
z k −1 

Proof (i) Z[f(t + T) = ∑ f(nT + T)z −n


n =0

= ∑ f[(n + 1)T]z −n (Put n + 1 = m)
n =0

= ∑ f(mT)z −(m−1)
m =1

= ∑ f(mT)z − m ⋅ z
m =1

∞ 
= z ∑ f(mT)z −m 
 m=1 
∞ 
= z  ∑ f(mT)z −m − f(0)
 m =0 
Extending this result, we get = z[F(z) − f(0)]
(ii) Z[f(t + nT)] = Z{f[(n + k)T]}

= ∑ f[(n + k)T]z −n (Putn + k = m)
n =0


= ∑ f(mT)z
m=k
−(m − k)


=z k
∑ f(mT)z
m =k
−m

∞ k −1

= z  ∑ f(mT)z − ∑ f(mT)z −m 
k −m

 m =0 m =0 
 f(T) f(2T) f[(k − 1)T] 
= z k F(z) − f(0) − − 2 − ... −
 z z z k −1 
Theorem 5
Shifting theorem
If Z[f(t)] = F(z) then Z[e − aT f(t)] = F[ze aT ]


Proof Z[e −aT
f(t)] = ∑ e −anT f(nT)z n
n =0


= ∑ f(nT)(zeaT ) −n
n =0

= F[zeaT ]

= [F(z)]z→zeaT
Theorem 6
Initial value theorem
If Z[f(t)] = F(z) then f(0) = lim F(z)
z →∞

Proof F(z) = Z[f(t)]



= ∑ f(nT)z −n
n =0

f(1⋅ T) f(2 ⋅ T)
= f(0 ⋅ T) + + 2
+ ...
z z
f(T) f(2T)
= f(0) + + 2 + ...
z z

Taking limit as z → ∞
lim F(z) = f(0)
z→∞
Theorem 7
Final value theorem
If Z[f(t)] = F(z) then lim f(t) = lim (z − 1)F(z)
t →∞ z →1

Proof ∞
Z [ f (t + T ) − f (t )] = ∑[ f (nT + T ) − f (nT )]z −n
n =0


Z [ f (t + T )] − Z [ f (t )] = ∑[ f (nT + T ) − f (nT )]z −n
n =0


zF ( z ) − zf (0) − F ( z ) = ∑[ f (nT + T ) − f (nT )]z −n
n =0
Taking limit as z → 1

lim (z − 1)F(z) − f(0) = lim ∑ [f(nT + T) − f(nT)]z −n
z→1 z →1
n =0

= ∑ [f(nT + T) − f(nT)]
n =0

= lim [f(T) − f(0) + f(2T) − f(T) + ... + f[(n + 1)T] − f(nT)]


n →∞

= lim f[(n + 1)T] − f(0)


n →∞

= f(∞) − f(0)
lim (z − 1)F(z) − f(0) = f(∞) − f(0)
z→1

∴ f(∞ ) = lim f(t) = lim (z − 1)F(z)


t →∞ z →1
Convolution of Sequences
The convolution of two sequences {x(n)} and {y(n)}
is defined as x(n) * y(n) = w(n)

w(n) = ∑ x(k)y(n − k)
k = −∞
(if the sequences are non-casual)

n
= ∑ x(k)y(n − k) (if the sequences are casual)
k =0

The convolution of two functions f(t) and g(t) is


defined by
n
f(t) ∗ g(t) = ∑ f(kT)g[(n − k)T]
k =0
Theorem 11 Convolution theorem
(i) if Z{x(n)} = X(z) and
Z{y(n)} = Y(z), then
Z{x(n) ∗ y(n)} = X(z) ⋅ Y(z)
(ii) if Z{f(t)} = F(z) and
Z{g(t)} = G(z), then
Z{f(t) ∗ g(t)} = F(z) ⋅ G(z)

Proof (i) Let Z{x(n)} = X(z)


Z{y(n)}= Y(z)
∞ −n  


X(z) Y(z) = ∑ x(n)z  ∑ y(n)z−n 
 n =0   n =0 

 n

= ∑ ∑ x(n)y(n − k) z −n
n = 0  k =0 

n 
= ∑ ∑ x(n − k)y(n) z −n
n = 0  k =0  (1)
By definition

Z[x(n) ∗ y(n)] = ∑ [x(n) ∗ y(n)]z−n
n =0


n 
= ∑ ∑ x(k)y(n − k) z −n (2)
n =0  k =0 

From equation (1) and (2)


Z[x(n) ∗ y(n)] = X(z) ⋅ Y(z)

= Z[x(n)]⋅ Z[y(n)]

Note: Z −1[X(z)Y(z)] = x(n) ∗ y(n)

= Z −1[X(z)] ∗ Z −1[Y(z)]
(ii) If F(z) and G(z) are one sided Z-transform of f(t)
and g(t)
∞ −m  


F(z)G(z) =  ∑ f(mT)z  ∑ g(nT)z −n 
 m =0   n =0 
∞ ∞
= ∑∑[f(mT)g(nT)z −m z −n ]
n =0 m =0


n 
= ∑ ∑ f(kT)g{(n − k)T}z −n
n =0  k =0 

= ∑ [f(t) ∗ g(t)] z −n
n =0

= Z[f(t)∗ g(t)]
n
Q f(t) ∗ g(t) = ∑ f(kT)g{(n − k)T}
k =0

∴ Z[f(t) ∗ g(t)] = F(z) ⋅ G(z)


z-Transforms of some basic functions
Result 1
Z{δ(n)} = 1

Proof
δ(n) = 1 for n = 0
0 for n ≠ 0


∴ Z{δ(n)} = ∑ δ(n)z −n
n =0

=1
Result 2
Where u(n) is an unit step
sequence

Z[1]

z
Note : Z{k} = kZ{1} = k if z > 1
z −1
Result 3
z
Z{a n } = Z{a n } = if z > a
z−a

Proof

Z{a } = ∑ a n z −n
n

n =0
∞ n
a
= ∑ 
n =0  z 

1 a
= if <1
1 − (a/z) z
z
= ,
z−a
z
Z{(a ) n } =
z−a
Result 4
z
Z{a n } = Z{a n u(n)} = if z > a
z−a

Proof ∞
Z{a u(n)} = ∑ a n z −n
n

n =0

∞ n
a
= ∑ 
n =0  z 

1 a
= if <1
1 − (a/z) z
z
= , 1< z
z +1

z
Z{(−1) n } = if z > 1
z +1
Result 5
z
Z{n} =
(z − 1) 2

Proof
d
Z{n} = z{n.1} = − z z{1}
dz
d
(by Theorem Z{nx(n)} = − z z{x(n)})
dz
d  z 
= −z  
dz  z − 1 
 (z − 1)1 − z ⋅ 1
= −z  
 (z − 1)
2

z
Z{n} =
(z − 1) 2
Result 6
az
Z{na n } =
(z − a) 2

Proof Z{na n } = −z
d
z{a n }
dz

d
by Theorem Z{nx(n)} = −z z{x(n)}
dz

d  z  z
= −z   ∴ Z{a n } =
dz  z − a  z−a

 (z − a)1 − z ⋅ 1
= −z  
 (z − a)
2

az
Z{na n } =
(z − a) 2
Result 7
z(z + 1)
Z{n2 } =
(z − 1)3

Proof
d
Z{n 2 } = z{n.n} = − z z{n}
dz
d
by Theorem Z{nx(n)} = −z z{x(n)}
dz
d  z 
= −z  
dz  (z − 1)2 
 (z − 1) 21 − z ⋅ 2(Z - 1) 
= −z  
 (z − 1) 4

Z(Z + 1)
Z{n 2 } =
(z − 1)3
Result 8 2z
Z{n(n – 1)} =
( z − 1) 3

Proof : Z{n(n – 1)} = Z ( n


2
− n ) = z(n 2 ) − z(n )
z ( z + 1) z
= −
( z − 1)3 ( z − 1) 2
z 2 + z − z ( z − 1)
=
( z − 1)3
2z
=
( z − 1)3
Result 10
Find the Z – transform of the sequences
fn = (n + 1)(n + 2) and gn = n(n – 1)
Proof z{f(n)} = z{(n + 1)(n + 2)}
= z{n2 + 3n + 2}
= z{n2} + 3z{n} + z(2)
z(z + 1) 3z 2z
= + +
(z − 1) 3 (z − 1) 2 z − 1

z 2 + z + 3z(z − 1) + 2z(z − 1) 2
=
(z − 1) 3
z 2 + z + 3z 2 − 3z + 2z 3 − 4z 2 + 2z
=
(z − 1) 3
2z 3
=
(z − 1) 3
Z{g(n)} = Z{n(n – 1)}
= Z{n2 – n}
= Z{n2} – Z{n}
z(z + 1) z
= −
(z − 1) 3 (z − 1) 2
z 2 + z − z(z − 1)
=
(z − 1) 3
2z
=
(z − 1) 3
Result 11: Find the Z – transform ( i ) { a n cos n θ } and ( ii ) {a n sin n θ }
( i ) We know that
Proof
z
Z {a n } =
z−a
put a = r e i θ , we get
z z
Z {( r e i θ ) n } = ( byresult 3 : z { a n
} = )
z − r eiθ z−a
z
Z {r n e i n θ } = iθ
( puta = re iθ )
z −re
z
Z { r n (cos n θ + i sin n θ )} =
z − r (cos θ + i sin θ )
z
Z { r n cos n θ + i r n sin n θ } =
( z − r cos θ ) − i r sin θ
z [( z − r cos θ ) + i r sin θ ]
=
[( z − r cos θ ) − i r sin θ ][( z − r cos θ ) + i r sin θ ]
z ( z − r cos θ ) + i z r sin θ
=
( z − r cos θ ) 2 + r 2 sin 2 θ
z ( z − r cos θ ) + i z r sin θ
=
z 2 − 2 zr cos θ + r 2
Equating R . P and I . P , we get
z ( z − r cos θ ) z r sin θ
Z {r n cos n θ } = and Z { r n
sin n θ } =
z 2 − 2 zr cos θ + r 2 z 2 − 2 zr cos θ + r 2
Result 12
Find Z(1/n)
Proof  1  ∞ 1 −n
Z  = ∑ z
 n  n =1 n
1 1 1
= + 2 + 3 +L x2 x3
− log(1 − x) = x + + + ..........
z 2z 3z 2 3
 1
= −log1 − 
 z
 z −1
= −log 
 z 
 z 
= log 
 z −1 
Result 13
Result 14

Result 15
Result 16

Result 17
Inverse z-transforms
The inverse z-transform of X(z) defined as
Z-1[X(z)] = x(n)
When X(z) = Z[x(n)]. X(z) can be expanded in a
series of ascending powers of z-1, by binomial
exponential, logarithmic theorem, the coefficient
of z-n in the expansion gives Z-1[X(z)].
Z-1[X(z)] can be found out by any one of the
following methods.
Methods to find inverse Z-transform:
Z-1[X(z)] can be found out by any
one of the following methods.

(i)Method-I Using Convolution theorem


(ii)Method-II UsingCauchys residue theorem
(iii)Method-III Using Partial Fractions method
Model I : Using convolution theorem
1. Using convolution theorem, find the inverse
1
Z – transform of ( z − 1)( z − 2)
Solution: Z  1  = Z  1  ∗ Z  1 
−1 −1 −1

 ( z − 1)( z − 2)   z − 1  z − 2
= 1 ∗ 2 n −1
2n 1 n
=1 ∗ = (2 ∗ 1)
2 2
1 n r n−r
= ∑ 2 .(1)
2 r =0
1
= [1 + 2 + 2 2 + 2 3 + .......... + 2 n ]
2
1 2 n +1 − 1
=
2 2 −1
2 n +1 − 1
=
2
2. Using convolution theorem, find the inverse
2
Z – transform of ( z +z a) 2

Solution:  z
−1
2
  z z 
−1
Z  2
= Z  .
 ( z + a)   z + a z + a 
 z  −1  z 
= Z −1  ∗ Z
 z + a   z + a 

= (− a ) n ∗ (− a ) n
n
= ∑ (− a ) r (− a ) n − r
r =0
n
= ∑ (−a) n
r =0

= (n + 1)(−a) n
3. Using convolution theorem, find the inverse
2
Z – transform of ( z + az)(z + b)
Solution: Z  z
−1 2
=Z
 z
.
z  −1
 ( z + a )( z + b)   z + a z + b 
 
 z  −1  z 
= Z −1  ∗ Z
 z + a   z + b 

= (−a) n ∗ (− b) n
n
= ∑ (−a) r (− b) n − r
r =0
n
= (− b) n
∑ (−a) (−b)
r =0
r −r

 −a  n r

= (− b) ∑  n

r =0  − b 
r
n
a
= (− b) ∑  
n

r =0  b 

  a   a 
2
 a 
n

= (−b) 1 +   +   + ......... +   
n

  b   b   b  

  a  n +1 
1 −   
= (−b) n    
b
 a 
 1 −   
 b 

 (b n +1 − a n +1 )/b n +1 
= (−1) b 
n n

 (b − a)/b 

 b n +1 − a n +1 
= (−1) n

 b − a 
4. Using convolution theorem, find the inverse
2
12 z
Z – transform of (3z − 1)(4 z + 1)
Solution:  12 z   12 z
−1
2



 z−1

 2
−1
2
Z   =Z  =Z  
 (3 z − 1)(4 z + 1)   3 z − 1 4 z + 1    z − 1   z + 1  
   
3 

4     
3

4  
 z  −1  z 
= Z −1  ∗ Z
 z − 1/3   z + 1/4 

= (1/3) n ∗ (−1/4) n
= (−1/4) n ∗ (1/3) n
n
= ∑ (−1/4) r (1/3) n − r
r =0

 −1
n n r
1
= 
 3
∑   (3)
r =0  4 
r

 −3
n n r
1
= 
 3

r =0

 4


1
n
  − 3   − 3 2  −3 
n

=  1 +  +  + ......... +   
3   4   4   4  

  − 3  n +1 
n 1 −   
1   4  
= 
 3  1−  − 3 
   
  4  

 1  4   − 3   − 3 
n n

=   1 −    
   
3 7 4   4 

1
n
 4 3  − 3 n 
=   +   
 3  7 7  4  
5. Using convolution theorem, find the inverse
2
z
Z – transform of ( z − 4)( z − 3)
Solution: Z  z  = Z  z . z 
−1
2
−1

 (z − 4)(z − 3)   z − 4 z − 3
 z  −1  z 
= Z −1  ∗ Z
 z − 4   z − 3 

= (4) n ∗ (3) n
n
= ∑ (4) r (3) n − r
r =0
n
=3 n
∑ (4) (3)
r =0
r −r

r
4
n
= 3n ∑  
r =0  3 
  4   4 2 4 
n

= 3 1 +   +   + ......... +   
n

  3   3   3  

 (4/3)n +1 − 1
=3 n

 (4/3 ) − 1 
 (4 n +1 − 3n +1 )/3n +1 
=3 n

 1/3 

= 4 n +1 − 3n +1
6. Using convolution theorem, find the inverse
3
 z 
Z – transform of  z − 4 
Solution:  z  
−1
3
 z    z 
−1
2
−1
Z    = Z    ∗ Z   − − − − − (1)
 z − 4    z − 4    z − 4 

 z  2 
−1 −1  z  −1  z 
Z    = Z   ∗ Z  
 z − 4    z − 4    z − 4 
= 4n ∗ 4n
n n
= ∑ (4) (4) r n −r
= ∑ (4) n
r =0 r =0

= (n + 1)(4) n
Equation (1) becomes
 z 3 
−1
  = (n + 1) 4 ∗ 4
n n
Z 
 z − 4  
n
= ∑ ( r + 1)(4) r ( 4) n − r
r =0
n
= ∑ (r + 1)(4) n
r =0

= 4 n [1 + 2 + 3 + ......... + (n + 1)]

(n + 1)(n + 2)
= 4n
2
6. Using convolution theorem, find the inverse
3
Z – transform of ( z − 2)z ( z − 3)
2

Solution:

−1 z3  −1  z2 z 
Z   = Z .
 (z − 2) 2 z − 3 
 (z − 2) 2
(z − 3)   
 z2  −1 −1  z 
=Z  2
∗ Z  z − 3 
 ( z − 2) 
= (n + 1)(2) n ∗ (3) n
n
= ∑ (r + 1)(2) r (3) n − r
r =0
n
=3 n
∑ (r + 1)(2) (3)
r =0
r −r

r
2
n
= 3n ∑ (r + 1) 
r =0 3
 2 2
2
2
3
2 
n

= 3 1 + 2   + 3   + 4   + ......... + (n + 1)   
n

 3 3 3  3  


  2  n+1 n +1
2 
1 −   (n + 1)  
= 3n    2 − 3 
3
  2 2 
 1 −  1 − 
 3  3 
  2 n  2   2   2 
n

1 −     (n + 1)    
= 3n      −  3   3 
3 3
 1 1 
 9 3 
 
 
  2 
n
 2  
 
  2 
n
 2 
= 3 91 −     − 3(n + 1)   
n

   3   3    3   3 
 2
n
2 
n

= 3 9 − 6   − 2 (n + 1)  
n

 3  3  

  2 n 
= 3 9 −   (6 + 2n + 2)
n

  3  
  2 n 
= 3 9 −   (2n + 8)
n

  3  
= 9.3n − 2 n (2n + 8)
7. Using convolution theorem, find the inverse
2
Z – transform of ( z − 1)z ( z − 2) 2

Solution: Z  z
−1 

2
= Z
 z
 .
z 

−1

 (z − 1) (z − 2)   (z − 1) z − 2
2 2

 z  −1  z 
= Z −1  2
∗ Z  z − 2 
 ( z − 1) 
= n (1) n ∗ (2) n = n ∗ 2 n
n
= ∑ r (2) n − r
r =0
n
=2 n

r =0
r (2) − r
r
1 n
= 2 ∑ r 
n

r =0 2
  1   1 
2
 1 
3
 1 
n

= 2 0 + 1  + 2   + 3   + ......... + n   
n

 2 2 2  2  


n −1
1 1 
2
1 1
= 2   1 + 2   + 3   + ......... + n   
n

 2   2 2  2  
  1 n 1 
n

n 1 −   n  
2  2 2 
= −
2   1 2 −
1 
 1 −  1
2 
  2  
  1 n 1 
n

1 −   n  
2n   2 
−   
2
=
2  1 1 
 4 2 
 

2n    1  n    1  n 
= 41 −    − 2n   
2    2     2  

2n  1
n
1 
n

= 4 − 4   − 2 n   
2  2  2  
= 2.2 n − 2 − n
Model II : Using Cauchy’s residue theorem
By using the theory of complex variables, it can be
shown that the inverse Z-transform is given by
1 n −1
x(n) = ∫
2πi c
X(z).z dz

Where c is the closed contour which contains all


the isolated singularities of X(z) and containing the
origin of the Z-plane in the region of convergence.
By Cauchy’s Residue theorem.
x(n) = Sum of the residue of X(z) zn-1 at the isolated
singularities.
Where
1. Residue for simple pole z = a is
lim [(z − a)X(z).zn −1 ]
z →a

2. Residue or order r at the pole Z = a is


 1 d r −1 n −1 
lim  (z − a) r
X(z)z 
Z→a (r − 1)! dz r −1
 
 z ( z 2 − z + 2) 
−1
1. Find Z  using residue method.
2
 ( z + 1)( z − 1) 

Solution: Let Z { f ( z)} = f (n) = sum of the residues of


−1

 z ( z − z + 2)
2

 at its poles.
n −1
 . z
 ( z + 1 2
)( z − 1) 
(i.e.) f(n) = sum of the residues of  z( z (+z1)(−zz−+1)2)  at its
n 2

poles.
Poles of f(z).z n −1 are

(z + 1)(z − 1) 2 = 0

⇒ z = −1, 1

z = –1 is the simple pole


and z = 1 is the pole of order 2.
z n ( z 2 − z + 2)
Re s ( z = −1) = lim ( z + 1)
z →−1 ( z + 1)( z − 1) 2
z n ( z 2 − z + 2)
= lim
z →−1 ( z − 1) 2
(−1) n (1 + 1 + 2)
=
4
= (−1)n
1  d  2 z ( z − z + 2) 
n 2

Re s ( z = 1) = lim  ( z − 1) 
1! z →1  d z  ( z + 1)( z − 1) 2 

 d  z n ( z 2 − z + 2) 
= lim   
z →1 d z
  ( z + 1) 
 ( z + 1){z n (2 z − 1) + ( z 2 − z + 2).n z n −1} − z n ( z 2 − z + 2)(1) 
= lim  
z →1
 ( z + 1) 2 
 (2){1 + (2).n} − (2)(1) 
= 
 (2) 2 
2 + 4n − 2
=
4
=n
∴ f (n) = Re s ( z = −1) + Re s ( z = 1)
= (−1) n + n
z ( z + 1)
2. Find the inverse Z – transform of by
( z − 1) 3
residue method.
Solution: Let Z { f ( z )} = f (n) = sum of the residues of
−1

 z ( z + 1)
n −1 
 . z  at its poles.
 ( 3
z − 1) 
(i.e.) f(n) = sum of the residues of  z( z(−z 1+)1)  at its
n

3
 
poles.
Poles of f ( z ).z n −1 are

( z − 1) 3 = 0
⇒ z =1

z = 1 is the pole of order 3.


1  d2  3 z ( z + 1) 
n

Re s ( z = 1) = lim  2 ( z − 1) 
2 ! z →1  d z  ( z − 1) 3 
1  d2 
= lim  2 {z n ( z + 1)}
2 ! z →1  d z 
1  d 
= lim  {z n (1) + ( z + 1) n z n −1}
2 ! z →1  d z 
1
= lim [n z n −1 + n( z + 1).(n − 1) z n − 2 + n z n −1 (1)]
2 ! z →1
1
= [n + 2n (n − 1) + n ]
2
1
= [ n + 2n 2 − 2 n + n]
2
= n2
∴ f (n) = Re s ( z = 1)
= n2
Model III : Using Partial Fractions Method
When X(z) is a rational function in which the
denominator is factorisable, X(z) is resolved into
partial fractions and then Z-1[X(z)] is derived as the
sum of the inverse Z-transforms of the partial
fractions.
 z 
1. Find Z−1
 ( z − 1)( z − 2) 
 
z A B
Solution: = +
( z − 1)( z − 2) z − 1 z − 2

z = A( z − 2) + B( z − 1)
Put z = 1, we get 1 = A(−1) + 0
⇒ A = −1
Put z = 2, we get 2 = 0 + B(1)
⇒ B=2

z −1 2
= +
( z − 1)( z − 2) z − 1 z − 2
 z  −1  1  −1  1 
∴ Z −1   = − Z  z − 1 + 2 Z  z − 2 
 ( z − 1)( z − 2) 
= −(1) n −1 + 2(2) n −1
2n
= −1 + 2
2
= −1 + 2 n

−1 z3 
2. Find Z  using partial fraction method.

 ( z − 1) ( z − 2) 
2

z3
Solution: Let f ( z ) =
( z − 1) 2 ( z − 2)
f ( z) z2 A B C
= = + +
z ( z − 1) 2 ( z − 2) z − 1 ( z − 1) 2 z − 2
z 2 = A( z − 1)( z − 2) + B( z − 2) + C ( z − 1) 2
Put z = 1, we get 1 = 0 + B (−1) + 0
⇒ B = −1
Put z = 2, we get 4 = 0 + 0 + C (1)
⇒ C=4
Coeff . of z 2 , 1= A+C
1= A+ 4
⇒ A = −3
 −1 z2 
3. Find Z  
 ( z + 2)( z + 4) 
2 by the method of partial
fractions.
z2
Solution: Let f ( z ) =
( z + 2)( z 2 + 4)
f ( z) z A Bz +C
= = +
z ( z + 2)( z 2 + 4) z + 2 z 2 + 4

z = A( z 2 + 4) + ( B z + C )( z + 2)
Put z = −2, we get − 2 = A(4 + 4) + 0
− 2 = 8A
1
⇒ A=−
4
Coeff . of z 2 , 0 = A+ B
1
0=− +B
4
1
⇒B =
4
Coeff . of z , 1 = 2B + C
2
1= +C
4
1 1
⇒C =1− =
2 2
f ( z) − 1 / 4 1 / 4 z + 1 / 2
= +
z z+2 z2 + 4
1 z 1 z2 1 z
f ( z) = − + +
4 z + 2 4 z2 + 4 2 z2 + 4

−1 1 −1  z  1 −1  z 2  1 −1  2 z 
∴ Z { f ( z )} = − Z   + Z  2  + Z  2
4  z + 2 4  z + 4 4  z + 4 
1 1 nπ 1 n nπ
= − (−2) n + 2 n cos + 2 sin
4 4 2 4 2
z 3 + 3z
4. Find the inverse Z-transform of ( z − 1) 2 ( z 2 + 1)

z 3 + 3z
Solution: Let f ( z ) =
( z − 1) 2 ( z 2 + 1)
f ( z) z2 + 3 A B Cz+D
= = + +
z ( z − 1) 2 ( z 2 + 1) z − 1 ( z − 1) 2 z 2 +1
z 2 + 3 = A( z − 1)( z 2 + 1) + B( z 2 + 1) + (C z + D)( z − 1) 2
Put z = 1, we get 4 = 0 + B(2) + 0
⇒ B=2
Coeff . of z 3 , 0 = A + C − − − − − (1)
Coeff . of z 2 , 1 = − A + B − 2C + D
1 = − A + 2 − 2C + D
A + 2C − D = 1 − − − − − (2)
(2) ⇒ A + 2C = 1 - - - - - (3)
(3)-(1) ⇒ C = 1
(1) ⇒ A = -1
f ( z) −1 2 z+0
= + +
z z − 1 ( z − 1) 2 z 2 + 1
−z 2z z2
f ( z) = + +
z − 1 ( z − 1) 2 z 2 + 1
 z  −1  z  −1  z 
2
−1 −1
∴ Z { f ( z )} = − Z  + 2 Z  ( z − 1) 2  + Z  z 2 + 1
 z − 1    

= −1 + 2n + cos
2
z n + 2 − 20 z n
Res(z = 4) = lim (z − 4)
z→4 (z − 2) 3 (z − 4)
z n + 2 − 20 z n
= lim
z →4 ( z − 2) 3
4 n + 2 − 20 4 n
=
(2) 3
4n
= (16 − 20)
8
4n
=−
2
∴ f (n) = Re s ( z = 2) + Re s ( z = 4)
2n 4n
= (2n + 1) −
2

2 2
Applications of z-transform in Solving
Finite Difference Equations
Z-transform can be applied in solving difference
equation.
Using the relations
(i) Z [ x(n − m)] = z − m X ( z )
(ii) Z [ y n+1 ] = z[Y ( z ) − y0 ]
 y 
(iii) Z [ y n+ 2 ] = z 2 Y ( z ) − y0 − 1 
 z
 y y 
(iv) Z [ y n +3 ] = z 3 Y ( z ) − y 0 − 1 − 22 
 z z 

…………….
where Y(z) = Z[yn]
Applications of z-transform in Solving
Finite Difference Equations
1. Solve un+2 + 6un+1 + 9un = 2n with u0 = u1 = 0
using Z-transform.
Solution: Given un+2 + 6un+1 + 9un = 2n
Taking Z – transform on both sides, we get
Z [u n + 2 ] + 6 Z [u n +1 ] + 9 Z [u n ] = Z (2 n )

z
{z 2u ( z ) − z 2u (0) − z u (1)} + 6 {z u ( z ) − z u (0)} + 9 u ( z ) =
z−2

z
{z 2u ( z ) − 0 − 0} + 6 {z u ( z ) − 0} + 9 u ( z ) =
z−2
z
( z 2 + 6 z + 9)u ( z ) =
z−2
z
( z + 3) 2 u ( z ) =
z−2
z
u ( z) =
( z − 2)( z + 3) 2
u ( z) 1
=
z ( z − 2)( z + 3) 2
1 A B C
= + +
( z − 2)( z + 3) 2 z − 2 z + 3 ( z + 3) 2
1 = A ( z + 3) 2 + B ( z − 2)( z + 3) + C ( z − 2)
Put z = 2, we get 1 = A(5) 2 + 0 + 0
1
⇒ A=
25
Put z = −3, we get 1 = 0 + 0 + C (−5)
1
⇒ C=−
5
Coeff . of z 2 , 0 = A+ B
1
0= +B
25
1
⇒ B=−
25
u ( z ) 1 / 25 1 / 25 1/ 5
= − −
z z − 2 z + 3 ( z + 3) 2
1 z 1 z 1 z
u ( z) = − −
25 z − 2 25 z + 3 5 ( z + 3) 2
1 −1  z  1 −1  z  1 −1  − 3 z 
∴ u n = Z −1{u ( z )} = Z   − Z   + Z  2
25  z − 2  25  z + 3  15  ( z + 3) 
1 n 1 1
(i.e.) un = .2 − (−3) n + .n (−3) n
25 25 15
2. Solve un+2 – 2un+1 + un = 2n with u0 = 2, u1 = 1
using Z - transform.
Solution: Given un+2 – 2un+1 + un = 2n
Taking Z – transform on both sides, we get
Z [u n + 2 ] − 2 Z [u n +1 ] + Z [u n ] = Z (2 n )
z
{z 2u ( z ) − z 2u (0) − z u (1)} − 2 {z u ( z ) − z u (0)} + u ( z ) =
z−2
z
{z 2u ( z ) − 2 z 2 − z} − 2{z u ( z ) − 2 z} + u ( z ) =
z−2
z
( z 2 − 2 z + 1)u ( z ) = + 2 z 2 − 3z
z−2
z + z (2 z − 3)( z − 2)
( z − 1) 2 u ( z ) =
z−2
z [1 + 2 z 2 − 7 z + 6]
u ( z) =
( z − 2)( z − 1) 2
u ( z) 2 z 2 − 7 z + 7
=
z ( z − 2)( z − 1) 2
2z 2 − 7z + 7 A B C
= + +
( z − 2)( z − 1) 2 z − 2 z − 1 ( z − 1) 2
2 z 2 − 7 z + 7 = A ( z − 1) 2 + B ( z − 2)( z − 1) + C ( z − 2)
Put z = 2, we get 8 − 14 + 7 = A(1) 2 + 0 + 0
⇒ A =1
Put z = 1, we get 2 − 7 + 7 = 0 + 0 + C (−1)
⇒ C = −2
2
Coeff . of z , 2 = A+ B
2 =1+ B
⇒ B =1
u ( z) 1 1 2
= + −
z z − 2 z − 1 ( z − 1) 2
z z 2z
u ( z) = + −
z − 2 z − 1 ( z − 1) 2
 z  −1  z  −1  z 
∴ u n = Z −1{u ( z )} = Z −1  + Z − 2 Z  ( z − 1) 2 
 z − 2   z − 1
 
(i.e.) un = 2 n + 1 − 2n
3. Solve yn+2 + 4yn+1 + 3yn = 3n with y0 = 0, y1 = 1
using Z - transform.
Solution: Given yn+2 + 4yn+1 + 3yn = 3n
Taking Z – transform on both sides, we get
Z [ yn + 2 ] + 4 Z [ yn +1 ] + 3 Z [ yn ] = Z (3n )
z
{z 2 y ( z ) − z 2 y (0) − z y (1)} + 4 {z y ( z ) − z y (0)} + 3 y ( z ) =
z −3
z
{z 2 y ( z ) − 0 − z} + 4{z y ( z ) − 0} + 3 y ( z ) =
z −3
z
( z 2 + 4 z + 3) y ( z ) = +z
z −3
z + z ( z − 3)
( z + 1)( z + 3) y ( z ) =
z −3
z [1 + z − 3]
y( z) =
( z + 1)( z + 3)( z − 3)
z 2 − 2z
y( z) =
( z + 1)( z + 3)( z − 3)
z 2 − 2z A B C
= + +
( z + 1)( z + 3)( z − 3) z + 1 z + 3 z − 3
z 2 − 2 z = A ( z + 3)( z − 3) + B ( z + 1)( z − 3) + C ( z + 1)( z + 3)
Put z = 3, we get 9 − 6 = 0 + 0 + C (4)(6)
3 1
⇒ C= =
24 8
Put z = −1, we get 1 + 2 = A(2)(−4) + 0 + 0
3
⇒ A=−
8
Coeff . of z 2 , 1= A+ B +C
3 1
1= − + B +
8 8
3 1
⇒ B =1+ −
8 8
8 + 3 − 1 10 5
⇒ B= = =
8 8 4
− 3 / 8 5 / 4 1/ 8
y( z) = + +
z +1 z + 3 z − 3
3  1  5 −1  1  1 −1  1 
∴ yn = Z −1{ y ( z )} = − Z −1   + Z   + Z 
8  z + 1 4  z + 3 8  z − 3 
3 5 1
yn = − (−1) n −1 + (−3) n −1 + (3) n −1
8 4 8
3 (−1) n 5 (−3) n 1 (3) n
yn = − + +
8 (−1) 4 (−3) 8 3
3 5 3n
(i.e.) yn = (−1) − (−3) +
n n

8 12 24
4. Using Z-transform solve y(n)+3y(n-1)–4y(n-2)=0
n ≥ 2 given that y(0) = 3, y(1) = -2.
Solution: Changing n into n+2 in the given
equation, it becomes
y(n+2) + 3y(n+1) – 4y(n) = 0, n ≥ 0
Taking Z – transform on both sides, we get
Z [ y (n + 2)] + 3 Z [ y (n + 1)] − 4 Z [ y (n)] = Z (0)

{z 2 y ( z ) − z 2 y (0) − z y (1)} + 3{z y ( z ) − z y (0)} − 4 y ( z ) = 0


{z 2 y ( z ) − 3 z 2 + 2 z} + 3{z y ( z ) − 3 z} − 4 y ( z ) = 0

( z 2 + 3z − 4) y ( z ) = 3 z 2 + 7 z
( z + 4)( z − 1) y ( z ) = z (3z + 7)
y( z) 3z + 7
=
z ( z − 1)( z + 4)
3z + 7 A B
= +
( z − 1)( z + 4) z − 1 z + 4
3 z + 7 = A( z + 4) + B( z − 1)
Put z = 1, we get 3 + 7 = A(5) + 0
10
⇒ A= =2
5
Put z = −4, we get − 12 + 7 = 0 + B(−5)
− 5 = −5 B
⇒ B =1
y( z) 2 1
= +
z z −1 z + 4
2z z
y( z) = +
z −1 z + 4
 z  −1  z 
∴ yn = Z −1{ y ( z )} = 2 Z −1  + Z
 z − 1  z + 4 

(i.e.) yn = 2 + (−4) n
5. Using Z-transform method solve yn+2 + yn = 2
given that y0 = y1 = 0.
Solution: Given yn+2 + yn = 2
Taking Z – transform on both sides, we get
Z [ y n + 2 ] + Z [ yn ] = Z (2)
2z
{z 2 y ( z ) − z 2 y (0) − z y (1)} + y ( z ) =
z −1
2z
{z 2 y ( z ) − 0 − 0} + y ( z ) =
z −1
2z
( z 2 + 1) y ( z ) =
z −1
2z
y( z) =
( z − 1)( z 2 + 1)
y( z) 2
=
z ( z − 1)( z 2 + 1)
2 A Bz + C
= +
( z − 1)( z 2 + 1) z − 1 z 2 + 1
2 = A( z 2 + 1) + ( Bz + C )( z − 1)
Put z = 1, we get 2 = A(2) + 0
⇒ A =1
Coeff . of z 2 , 0 = A+ B
0 =1+ B
B = −1
Coeff . of z , 0 = −B + C
0 =1+ C
⇒ C = −1
y ( z) 1 − z −1
= + 2
z z −1 z +1
z z2 z
y( z) = − 2 − 2
z −1 z +1 z +1
 z  −1  z 
2
−1 −1 −1  z 
∴ yn = Z { y ( z )} = Z  − Z  z 2 + 1 − Z
 z − 1  
 z 2 + 1

 nπ   nπ 
(i.e.) yn = 1 − cos   − sin  
 2   2 
6. Form the difference equation whose solution is
yn = (A + Bn)2n
Solution: Given
yn = (A + Bn)2n = A2n + Bn2n --------- (1)
yn+1 = [A + B(n+1)]2n+1 = 2[A + B(n+1)]2n
= 2A2n + 2B(n+1)2n --------(2)
yn+2 = [A + B(n+2)]2n+2 = 4[A + B(n+2)]2n
= 4A2n + 4B(n+2)2n -------(3)
Eliminating A and B from equations (1), (2) and (3),
we have
yn 1 n
y n+1 2 2(n + 1) = 0
yn+2 4 4( n + 2)

yn [8(n + 2) − 8(n + 1)] − yn+1[4(n + 2) − 4n] + yn+2 [2(n + 1) − 2n] = 0

yn (16 − 8) − yn+1 (8) + yn+ 2 (2) = 0

8 yn − 8 yn+1 + 2 yn+ 2 = 0

(i.e.) yn+ 2 − 4 yn+1 + 4 yn = 0


7. Derive the difference equation from
yn = (A + Bn)(-3)n
Solution: Given
yn = (A + Bn)(-3)n = A(-3)n + Bn(-3)n --------- (1)
yn+1 = [A + B(n+1)](-3)n+1
= -3[A + B(n+1)](-3)n
= -3A(-3)n - 3B(n+1)(-3)n --------(2)
yn+2 = [A + B(n+2)](-3)n+2
= 9[A + B(n+2)](-3)n
= 9A(-3)n + 9B(n+2)(-3)n -------(3)
Eliminating A and B from equations (1), (2) and (3),
we have
yn 1 n
yn+1 − 3 − 3(n + 1) = 0
y n+ 2 9 9(n + 2)

yn [−27(n + 2) + 27(n + 1)] − yn+1[9(n + 2) − 9n] + yn+2 [−3(n + 1) + 3n] = 0

yn (−54 + 27) − yn+1 (18) + yn+2 (−3) = 0

− 27 yn − 18 yn+1 − 3 yn+2 = 0

(i.e.) yn+2 + 6 yn+1 + 9 yn = 0

You might also like