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Signal Processing Notes

The document discusses the Z-transform, which is useful for analyzing discrete time linear time-invariant systems. The Z-transform of a discrete time signal x(n) is defined as an infinite power series. The region of convergence is where this series converges to a finite value. Some properties of the Z-transform include linearity, time shifting, scaling in the Z-domain, time reversal, differentiation in the Z-domain, and relationships between convolution, correlation and multiplication of sequences. Common Z-transform pairs and methods for finding the inverse Z-transform like the residue method are also described.

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0% found this document useful (0 votes)
55 views8 pages

Signal Processing Notes

The document discusses the Z-transform, which is useful for analyzing discrete time linear time-invariant systems. The Z-transform of a discrete time signal x(n) is defined as an infinite power series. The region of convergence is where this series converges to a finite value. Some properties of the Z-transform include linearity, time shifting, scaling in the Z-domain, time reversal, differentiation in the Z-domain, and relationships between convolution, correlation and multiplication of sequences. Common Z-transform pairs and methods for finding the inverse Z-transform like the residue method are also described.

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Z Transform

Prof. (Dr.) Shilpa Sondkar


September 8, 2015

1
Z - Transform

1 Z Transform
Z Transform is useful in the analysis and characterization of LTI discrete
time systems. The Z Transform of a discrete time signal x(n) is defined as
the power series
X∞
X(z) = x(n)z −n (1)
n=−∞

It is also denoted as
X(z) ≡ Z{x(n)} (2)
where the relation between x(n) and X(z) is indicated as

x(n) ←→ X(z) (3)

Since the Z transform is an infinite power series; it exist only for those values
of z for which the this series converges. The region of convergence(ROC) of
X(z) is the set of all values of z for which X(z) attains a finite value. From
the mathematical point of view the Z transform is simply an alternative rep-
resentation of a signal.
Examples: Determine the Z transforms of the following finite duration sig-
nals

1. x(n) = {1, 2, 5, 7, 0, 1}

X(z) = 1 + 2z −1 + 5z −2 + 7z −3 + z −5
ROC is the entire z plane except z = 0.

2. x(n) = {1, 2, 5, 7, 0, 1}

X(z) = z 2 + 2z + 5 + 7z −1 + z −3
ROC is the entire z plane except z = 0 and z = ∞.

3. x(n) = δ(n)
X(z) = 1
ROC is the entire z plane.

4. x(n) = δ(n − k)
X(z) = z −k
ROC is the entire z plane except z = 0.

2 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune
1.1 Inverse Z - Transform Z - Transform

5. x(n) = δ(n + k)
X(z) = z k
ROC is the entire z plane except z = ∞.
1 n

Example 2: Determine the Z-Transform of the signal x(n) = 2
u(n)
∞  n
X 1
X(z) = z −n
n=0
2
1
X(z) = 1− 12 z −1

1
ROC |z|> 2

1.1 Inverse Z - Transform


The procedure for transforming from Z-domain to the time domain is inverse
Z-Transform
1
I
x(n) = X(z)z n−1 dz (4)
2πj c

2 Properties of Z - Transform
1. Linearity
If x1 (n)←
z X1 (z)

and x2 (n)←z X2 (z)

then

x(n) = a1 x1 (n) + a2 x2 (n)←


z X(z) = a1 X1 (z) + a2 X2 (z)
→ (5)

2. Time Shift
If x(n)←
z X(z)

then
z z −k X(z)
x(n − k)←
→ (6)

3. Scaling in Z-domain
If x(n)←
→z X(z)
then
an x(n)←
z X(a−1 z)
→ (7)

3 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune
Z - Transform

4. Time Reversal
If x(n)←
z X(z)

then
x(−n)←→z X(z −1 ) (8)
5. Differentiation in the Z-domain
If x(n)←z X(z)

then
dX(z)
nx(n)←z −z
→ (9)
dz
6. Convolution of two sequences
If x1 (n)←
z X1 (z)

and x2 (n)←z X2 (z)

then
x(n) = x1 (n) ∗ x2 (n)←
z X(z) = X1 (z)X2 (z)
→ (10)
7. Correlation of two sequences
If x1 (n)← →z X1 (z) and x2 (n)← z X2 (z)

then

X
rx1 x2 (l) = x1 (x)x2 (n − l)←
→z Rx1 x2 (z) = X1 (z)X2 (z −1 ) (11)
−∞

8. Multiplication of two sequences


If x1 (n)←
z X1 (z)

and x2 (n)←z X2 (z)

then
1
I
z
x(n) = x1 (n)x2 (n)←
z X(z) =
→ X1 (ν)X2 ( )ν −1 dν (12)
2π c ν
9. Initial Value Theorem
If x(n) is causal [i.e. x(n) = 0 for n < 0], then
x(0) = lim X(z) (13)
z→∞

10. Time Expansion


If x(n)←
z X(z)

then
n
z X(z k )
x( )← (14)
k →

4 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune
Z - Transform

3 Some Common Z-Transform Pairs


Sr.No Signal Z-transform ROC
x(n) X(z)

1 δ(n) 1 All z

1
2 u(n) 1−z −1
|z| > 1

1
3 an u(n) 1−az −1
|z| > |a|

az −1
4 nan u(n) (1−az −1 )2
|z| > |a|

1
5 −an u(−n − 1) 1−az −1
|z| < |a|

az −1
6 −nan u(−n − 1) (1−az −1 )2
|z| < |a|

1−z −1 cos ω0
7 cos ω0 nu(n) 1−2z −1 cos ω0 +z −2
|z| > 1

z −1 sin ω0
8 sin ω0 nu(n) 1−2z −1 cos ω0 +z −2
|z| > 1

1−az −1 cos ω0
9 an cos ω0 nu(n) 1−2az −1 cos ω0 +a2 z −2
|z| > |a|

az −1 sin ω0
10 an sin ω0 nu(n) 1−2az −1 cos ω0 +a2 z −2
|z| > |a|

4 Methods to find Inverse Z-Transform


There are three methods for the evaluation of the inverse Z Transform
1. Direct evaluation of the equ.4 by contour integration [Residue method]
2. Expansion into a series of terms, in the variables z and z −1 [Long
Division]
3. Partial Fraction Expansion

5 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune
4.1 Residue Method Z - Transform

4.1 Residue Method

1
I
x(n) = X(z)z n−1 dz (15)
2πj c
X  
n−1
x(n) = residue of X(z)z at z = zi (16)
all poles zi inside C

X
n−1
x(n) = (z − zi )X(z)z (17)

i z=zi

provided that the poles {zi } are simple. If X(z)z n−1 has no poles inside the
contour C for one or more values of n, then x(n) = 0 for these values.
If there are multiple poles the residue at multiple poles is found using follow-
ing method:

m−1
 
1 d
Residue of X(z)z n−1 = (z − pk )m X(z)z n−1 (18)

(m − 1)! dz m−1
z=pk

where m is the order of pole.

4.2 Long Division Method or Power series method


In this method the numerator and the denominator of X(z) are first ex-
pressed in either descending powers of z or ascending powers of z −1 and the
quotient is then obtained by long division.
When the sequence x(n) is causal X(z) is to be expressed in negative powers
of z. Begin division with a constant or least negative power of z and elim-
imnate lowest power of z −1 . For causal signal ROC is exterior of circle.
When the sequence x(n) is anti causal X(z) is to be expressed in negative
powers of z Begin division with a highest negative power of z and elimimnate
lowest power of z. For Anticausal signal ROC is interior of a circle.

4.3 Partial Fraction Expansion


Let X(z) be expressed as

b0 + b1 z −1 + b2 z −2 + ... + bM z −M
X(z) = (19)
1 + a1 z −1 + a2 z −2 + ... + aN z −N

6 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune
4.3 Partial Fraction Expansion Z - Transform

Multiply numerator and denominator by z N to eliminate the negative powers


of z.
b0 z N + b1 z N −1 + b2 z N −2 + ... + bM z −M +N
X(z) = (20)
z N + a1 z N −1 + a2 z N −2 + ... + aN
Divide equ.20 by z

X(z) b0 z N −1 + b1 z N −2 + b2 z N −3 + ... + bM z N −M −1
= (21)
z z N + a1 z N −1 + a2 z N −2 + ... + aN
Factorize denominator of equ.(21)

X(z) b0 z N −1 + b1 z N −2 + b2 z N −3 + ... + bM z N −M −1
= (22)
z (z − p1 )(z − p2 )....(z − pN )

4.3.1 Case I - Poles of equ.(22) are distinct

X(z) C1 C2 CN
= + + .... + (23)
z (z − p1 ) (z − p2 ) (z − pN )
the coefficients C1 , C2 ...CN can be determined using the following formula

X(z)
Ck = (z − pk ) (24)
z

z=pk

k = 1, 2, ...N

4.3.2 Case II - Equ.(22) has pole of multiplicity l


If
X(z) R(z)
= (25)
z (z − pk )l
X(z) C1k C2k Cik Clk
= + 2
+ ... + i
+ ... + (26)
z (z − pk ) (z − pk ) (z − pk ) (z − pk )l
Then Cik can be determined as

dl−i

1 X(z)
Cik = (z − pk )l (27)

(l − i)! dz l−i z

z=pk

7 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune
4.3 Partial Fraction Expansion Z - Transform

4.3.3 Case III - X(z) has a complex pole


If X(z) has complex pole the partial fraction can be expressed as follows

X(z) C1 C1∗
= + (28)
z (z − p1 ) (z − p∗1 )

where C1∗ is a complex conjugate of of C1 and p∗1 is a complex conjugate of


p1

8 Prof. (Dr.) S. Y. Sondkar


Instrumentation Engg. Dept., VIT, Pune

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