University Questions Nov./Dec. 2013 Part - A Part - B
University Questions Nov./Dec. 2013 Part - A Part - B
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 1
(ii) Form the difference equation of second order by eliminating the arbitrary
constants 𝐴 and 𝐵from 𝑦𝑛 = 𝐴(−1)𝑛 + 𝐵𝑛. 2. Form the difference equation generated by 𝑦𝑛 = 𝑎𝑛 + 𝑏2𝑛 .
April / May 2011 Part – B
Part – A (a) (i) Solve by 𝑍-transform 𝑢𝑛+2 − 2𝑢𝑛+1 + 𝑢𝑛 = 2𝑛 , 𝑢0 = 2 and 𝑢1 = 1.
1. Find the 𝑍-transform of 𝑎𝑛 . (ii) Using convolution theorem, find the inverse 𝑍-transform of (
𝑧 3
) .
𝑧−4
2. What advantage is gained when 𝑍-transform is used to solve difference
𝑧(𝑧 2 −𝑧+2) 𝑧
(b) (i) Find 𝑍 −1 [(𝑧+1)(𝑧−1)2 ]and 𝑍 −1 [(𝑧−1)(𝑧−2)].
equation?
Part – B (ii) Find 𝑍(𝑛𝑎𝑛 𝑠𝑖𝑛 𝑛𝜃).
𝑧2 Nov./Dec. 2009
(a) (i) Using convolution theorem, find the inverse 𝑍-transform of (𝑧−1)(𝑧−3).
Part – A
(ii) Find the 𝑍-transform of 𝑎𝑛 𝑐𝑜𝑠 𝑛𝜃and 𝑒 −𝑎𝑡 𝑠𝑖𝑛 𝑏𝑡.
𝑧2
1. Find the 𝐹(𝑧) = 1 1 3, find𝑓(0).
(b) (i) Solve the difference equation 𝑦(𝑛 + 3) − 3𝑦(𝑛 + 1) + 2𝑦(𝑛) = 0, given (𝑧− )(𝑧− )(𝑧− )
2 4 4
(a) (i) Find the 𝑍-transform of 𝑐𝑜𝑠 𝑛𝜃and 𝑠𝑖𝑛 𝑛𝜃. Hence deduce the 𝑍-transforms Nov./Dec. 2011
of 𝑐𝑜𝑠(𝑛 + 1)𝜃 and 𝑎𝑛 𝑠𝑖𝑛 𝑛𝜃 Part – A
𝑧(𝑧+1) 𝑎𝑛
(ii) Find the inverse 𝑍-transform of by residue method. 1. Find the 𝑍-transform of 𝑛! .
(𝑧−1)3
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 2
(b) (i) State and prove convolution theorem on 𝑍-transformation. Find Results:
𝑧2
𝑍 −1 [(𝑧−𝑎)(𝑧−𝑏)]. 1. (1 − 𝑥)−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯, |𝑥| < 1
2. (1 + 𝑥)−1 = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + ⋯, |𝑥| < 1
2𝑧 2 +5𝑧+14
(ii) If 𝑈(𝑧) = , evaluate 𝑢2 , 𝑢3 .
(𝑧−1)2 3. (1 − 𝑥)−2 = 1 + 2𝑥 + 3𝑥 2 + 4𝑥 3 + ⋯, |𝑥| < 1
𝒁-TRANSFORMS AND DIFFERENCE EQUATIONS
Definition 4. (1 + 𝑥)−2 = 1 − 2𝑥 + 3𝑥 2 − 4𝑥 3 + ⋯, |𝑥| < 1
𝒁-transform 5. 𝑒 𝑖𝜃 = 𝑐𝑜𝑠 𝜃 + 𝑖 𝑠𝑖𝑛 𝜃
If the function 𝑓(𝑛) is defined for 𝑛 = 0,1,2, …and𝑓(𝑛) = 0 𝑓𝑜𝑟 𝑛 < 0; then 𝑥2 𝑥3
6. 𝑒 𝑥 = 1 + 𝑥 + + +⋯
2! 3!
𝑓(0), 𝑓(1), 𝑓(2), … is a sequence, denoted by {𝑓(𝑛)}. The 𝑍-transform of the sequence
7. 𝑛! = 𝑛(𝑛 − 1)(𝑛 − 2) … 3.2.1 𝑎𝑛𝑑 0! = 1
{𝑓(𝑛)} is defined as 𝑥2 𝑥3 𝑥4
∞
8. 𝑙𝑜𝑔(1 + 𝑥) = 𝑥 − + − +⋯
2 3 4
Where 𝑧 is a complex number. This 𝑍-transform is called one-sided or unilateral 𝑍- 10. In the Geometric Progression 1 + 𝑟 + 𝑟 2 + ⋯ + 𝑟 𝑛−1
transform. 1 − 𝑟𝑛
𝑆𝑛 = (
);𝑟 < 1
1−𝑟
Definition
𝑟𝑛 − 1
If the function 𝑓(𝑛) is defined for 𝑛 = 0, ±1, ±2, …, then 𝑍-transform of the sequence =( );𝑟 > 1 (Or)
𝑟−1
{𝑓(𝑛)} is defined as In the Geometric Progression 1 + 𝑟 + 𝑟 2 + ⋯ + 𝑟 𝑛
∞
1 − 𝑟 𝑛+1
𝐹(𝑧) = 𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛
. 𝑆𝑛+1 = ( );𝑟 < 1
1−𝑟
𝑛=−∞
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 3
∞
𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛
𝑛=0
Note:
∞ ∞ 𝑧
1 (i) If 𝑎 = 1 then 𝑍[(1)𝑛 ] =
𝑍[𝑘] = ∑ 𝑘 𝑧 −𝑛 = 𝑘 ∑ 𝑧−1
𝑧𝑛 𝑧
𝑛=0 𝑛=0
(ii) If 𝑎 = −1 then 𝑍[(−1)𝑛 ] =
1 1 1 𝑧+1
= 𝑘 [1 + + 2 + 3 + ⋯ ] 𝑧
𝑧 𝑧 𝑧 (iii) 𝑍[𝑒 𝑎𝑛 ] = 𝑍[(𝑒 𝑎 )𝑛 ] =
𝑧 − 𝑒𝑎
1 −1 1 1
= 𝑘 [1 − ] 𝑖𝑓 |𝑧| > 1 ⟹ <1⟹| |<1 𝑧
3. 𝑍[𝑛] = (𝑧−1)2
𝑧 |𝑧| 𝑧
𝑧 − 1 −1 𝑧 Given 𝑓(𝑛) = 𝑛
= 𝑘[ ] = 𝑘[ ]
𝑧 𝑧−1 ∞
𝑘𝑧 𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛
∴ 𝑍[𝑘] =
𝑧−1 𝑛=0
∞ ∞ ∞
Note:
−𝑛
1 1 𝑛
𝑍[𝑛] = ∑ 𝑛 𝑧 = ∑𝑛 𝑛 = ∑𝑛( )
𝑧 2𝑧 𝑧 𝑧
(i) 𝑍[1] = (ii) 𝑍[2] = 𝑛=0 𝑛=0 𝑛=0
𝑧−1 𝑧−1 2
1 1 1 3
= [0 + 1. ( ) + 2. ( ) + 3. ( ) + ⋯ ]
𝑧 𝑧 𝑧
𝑧
2. 𝑍[𝑎𝑛 ] = 𝑧−𝑎 , |𝑧| > |𝑎|
1 1 1 2
𝑛
= [1 + 2. ( ) + 3. ( ) + ⋯ ]
Given 𝑓(𝑛) = 𝑎 𝑧 𝑧 𝑧
∞
1 1 −2 1 𝑧 − 1 −2 1 𝑧 2 1 𝑧 2
𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛 = [1 − ] = [ ] = [ ] =
𝑧 𝑧 𝑧 𝑧 𝑧 𝑧−1 𝑧 (𝑧 − 1)2
𝑛=0
𝑧
∞ ∞ ∞ ∴ 𝑍[𝑛] =
1 𝑎 𝑛 (𝑧 − 1)2
𝑍[𝑎𝑛 ] = ∑ 𝑎𝑛 𝑧 −𝑛 = ∑ 𝑎𝑛 𝑛
= ∑( )
𝑧 𝑧 1 𝑧
𝑛=0 𝑛=0 𝑛=0 4. 𝑍 [ ] = 𝑙𝑜𝑔𝑒 ( ) , 𝑛 > 0
𝑛 𝑧−1
𝑎 𝑎 2 𝑎 3 1
= [1 + +( ) +( ) + ⋯] Given 𝑓(𝑛) = 𝑛
𝑧 𝑧 𝑧
𝑎 −1 1 1 𝑎 ∞
= [1 − ] 𝑖𝑓 |𝑧| > |𝑎| ⟹ < ⟹| |<1 𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛
𝑧 |𝑧| |𝑎| 𝑧
𝑛=0
𝑧 − 𝑎 −1
=[ ] ∞ ∞ ∞
𝑧 1 1 1 1 1 1 𝑛
𝑍 [ ] = ∑ 𝑧 −𝑛 = ∑ 𝑛 = ∑ ( )
𝑧 𝑛 𝑛 𝑛𝑧 𝑛 𝑧
𝑍[𝑎𝑛 ] = 𝑛=1 𝑛=1 𝑛=1
𝑧−𝑎
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 4
∞ ∞
∞ 1 𝑛 𝑎𝑛 𝑎𝑛 𝑎𝑛 1
(𝑧) 𝑍 [ ] = ∑ 𝑧 −𝑛 = ∑
=∑ 𝑛! 𝑛! 𝑛! 𝑧 𝑛
𝑛 𝑛=0 𝑛=0
𝑛=1
∞ ∞ 𝑎 𝑛
1 1 2 1 3 1 𝑎 𝑛 (𝑧 )
( ) ( ) ( ) =∑ ( ) =∑
= 𝑧 + 𝑧 + 𝑧 +⋯ 𝑛! 𝑧 𝑛!
1 2 3 𝑛=0 𝑛=0
1 𝑧−1 𝑧−1 −1 𝑎 𝑎 2 𝑎 3
= −𝑙𝑜𝑔 (1 − ) = −𝑙𝑜𝑔 ( ( ) ( ) ( )
) = 𝑙𝑜𝑔 ( ) =1+ 𝑧 + 𝑧 + 𝑧 +⋯
𝑧 𝑧 𝑧 1! 2! 3!
1 𝑧 𝑎𝑛 𝑎
∴ 𝑍 [ ] = 𝑙𝑜𝑔 ( ) 𝑍 [ ] = 𝑒𝑧
𝑛 𝑧−1 𝑛!
Table of 𝒁-Transforms:
1
1
5. 𝑍 [𝑛!] = 𝑒 𝑧 Sl.
𝒇(𝒏) 𝒁{𝒇(𝒏)} = 𝑭(𝒛)
1
No.
Given 𝑓(𝑛) = 𝑛! 𝑘𝑧
1. 𝑘, a constant
∞ 𝑧−1
𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛 𝑧
𝑛=0
2. 𝑎𝑛
𝑧−𝑎
∞ ∞
1 1 1 1 𝑧
𝑍 [ ] = ∑ 𝑧 −𝑛 = ∑ 3. (−1)𝑛
𝑛! 𝑛! 𝑛! 𝑧 𝑛 𝑧+1
𝑛=0 𝑛=0
∞ ∞ 1 𝑛 𝑧
1 1 𝑛 (𝑧) 4. 𝑛
(𝑧 − 1)2
=∑ ( ) =∑
𝑛! 𝑧 𝑛!
𝑛=0 𝑛=0 𝑧2 + 𝑧
5. 𝑛2
1 1 2 1 3 (𝑧 − 1)3
(𝑧) (𝑧) (𝑧)
=1+ + + +⋯ 𝑧 3 + 4𝑧 2 + 𝑧
1! 2! 3! 6. 𝑛3
(𝑧 − 1)4
1 1
𝑍 [ ] = 𝑒𝑧 𝑎𝑧
𝑛! 7. 𝑛𝑎𝑛
(𝑧 − 𝑎)2
𝑎𝑛 𝑎 1 𝑧
6. 𝑍 [ 𝑛! ] = 𝑒 𝑧 8. 𝑙𝑜𝑔 [ ]
𝑛 𝑧−1
𝑎𝑛 1 𝑧
Given 𝑓(𝑛) = 𝑛! 9. 𝑧𝑙𝑜𝑔 [ ]
𝑛+1 𝑧−1
∞
𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛 𝑎𝑛 𝑎
10. 𝑒𝑧
𝑛=0 𝑛!
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Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 5
𝑧(𝑧 − 𝑟𝑐𝑜𝑠𝜃) Time Shifting Property
11. 𝑟 𝑛 𝑐𝑜𝑠𝑛𝜃
𝑧 2 − 2𝑧𝑟𝑐𝑜𝑠𝜃 + 𝑟 2 Shifting to the Right (First Shifting Theorem)
𝑧𝑟 𝑠𝑖𝑛𝜃
12. 𝑟 𝑛 𝑠𝑖𝑛𝑛𝜃 If 𝑍[𝑓(𝑛)] = 𝐹(𝑧), then 𝑍[𝑓(𝑛 − 𝑘)] = 𝑧 −𝑘 𝐹(𝑧)𝑓𝑜𝑟 𝑘 > 0
𝑧 2 − 2𝑧𝑟𝑐𝑜𝑠𝜃 + 𝑟 2
Proof:
𝑛𝜋 𝑧2
13. 𝑐𝑜𝑠
2 2
𝑧 +1 Given, 𝑍{𝑓(𝑛)} = 𝐹(𝑧)
∞
𝑛𝜋 𝑧
14. 𝑠𝑖𝑛 2 We know that, 𝑍{𝑓(𝑛)} = ∑ 𝑓(𝑛)𝑧 −𝑛
2 𝑧 +1
𝑛=0
∞
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 6
𝑓(1) 𝑓(2) 𝑓(𝑘 − 1) 𝑓(1)
𝑍{𝑓(𝑛 + 𝑘)} = 𝑧 𝑘 [𝐹(𝑧) − 𝑓(0) − − 2 − ⋯− ],𝑘 > 0 𝑍[𝑓(𝑛 + 2)] = 𝑧 2 [𝐹(𝑧) − 𝑓(0) − ]
𝑧 𝑧 𝑧 𝑘−1 𝑧
Proof: 𝑓(1) 𝑓(2)
𝑍[𝑓(𝑛 + 3)] = 𝑧 3 [𝐹(𝑧) − 𝑓(0) − − 2 ]
Given, 𝑍{𝑓(𝑛)} = 𝐹(𝑧) 𝑧 𝑧
∞ These will be used in solving difference equations.
We know that, 𝑍{𝑓(𝑛)} = ∑ 𝑓(𝑛)𝑧 −𝑛 Change of Scale Property or Damping Rule
𝑛=0
∞ If 𝑍[𝑓(𝑛)] = 𝐹(𝑧), then 𝑍[𝑎−𝑛 𝑓(𝑛)] = 𝐹(𝑎𝑧) = {𝑍[𝑓(𝑛)]}𝑧→𝑎𝑧 = {𝐹(𝑧)}𝑧→𝑎𝑧
𝑍{𝑓(𝑛 + 𝑘)} = ∑ 𝑓(𝑛 + 𝑘)𝑧 −𝑛 𝑧
If 𝑍[𝑓(𝑛)] = 𝐹(𝑧), then 𝑍[𝑎𝑛 𝑓(𝑛)] = 𝐹 (𝑎) = {𝑍[𝑓(𝑛)]}𝑧→ 𝑧 = {𝐹(𝑧)}𝑧→ 𝑧
𝑛=0 𝑎 𝑎
Put 𝑚 = 𝑛 + 𝑘
Hence, 𝑛 = 𝑚 − 𝑘 Note:
If 𝑛 → 0 then 𝑚 → 𝑘 𝑢 𝑣𝑢′ −𝑢𝑣′
In the differentiation, 𝑑(𝑢. 𝑣) = 𝑢𝑣 ′ + 𝑣𝑢′ and 𝑑 ( 𝑣 ) =
𝑣2
If 𝑛 → ∞ then 𝑚 → ∞
∞ ∞
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 7
Example 2: Find the 𝑍-Transform of 𝑛3
Solution: Given 𝑓(𝑛) = 𝑛3 Example 4: Find the 𝑍- transform of 𝑟 𝑛 𝑐𝑜𝑠 𝑛𝜃 and 𝑟 𝑛 𝑠𝑖𝑛 𝑛𝜃
𝑑 (Or)
We know that 𝑍[𝑛𝑓(𝑛)] = −𝑧 [𝑍{𝑓(𝑛)}]
𝑑𝑧 Find 𝑍[𝑟 𝑛 𝑐𝑜𝑠 𝑛𝜃] and 𝑍[𝑟 𝑛 𝑠𝑖𝑛 𝑛𝜃]
𝑍(𝑛 ) = 𝑍[𝑛. 𝑛2 ]
3
Solution:
𝑑 𝑧2 + 𝑧
= −𝑧 [𝑍(𝑛2 )] Since, 𝑍(𝑛2 ) = 𝑧
𝑑𝑧 (𝑧 − 1)3 We know that 𝑍[𝑎𝑛 ] =
𝑧−𝑎
𝑑 𝑧2 + 𝑧 Taking 𝑎 = 𝑟𝑒 𝑖𝜃
= −𝑧 [ ]
𝑑𝑧 (𝑧 − 1)3
𝑎𝑛 = 𝑟 𝑛 𝑒 𝑖𝑛𝜃 = 𝑟 𝑛 (𝑐𝑜𝑠 𝑛𝜃 + 𝑖 𝑠𝑖𝑛 𝑛𝜃)
(𝑧 − 1)3 . (2𝑧 + 1) − (𝑧 2 + 𝑧). 3. (𝑧 − 1)2 𝑛
= −𝑧 [ ] 𝑍[𝑟 𝑛 𝑒 𝑖𝑛𝜃 ] = 𝑍[(𝑟𝑒 𝑖𝜃 ) ]
(𝑧 − 1)6
𝑧
(𝑧 − 1)2 [(𝑧 − 1)(2𝑧 + 1) − 3. (𝑧 2 + 𝑧)] 𝑍[𝑟 𝑛 {𝑐𝑜𝑠 𝑛𝜃 + 𝑖 𝑠𝑖𝑛 𝑛𝜃}] =
= −𝑧 [ ] 𝑧 − 𝑟𝑒 𝑖𝜃
(𝑧 − 1)6 𝑧
𝑍[𝑟 𝑛 𝑐𝑜𝑠 𝑛𝜃 + 𝑖 𝑟 𝑛 𝑠𝑖𝑛 𝑛𝜃] =
(𝑧 − 1)(2𝑧 + 1) − 3. (𝑧 2 + 𝑧) 𝑧 − 𝑟(𝑐𝑜𝑠 𝜃 + 𝑖 𝑠𝑖𝑛 𝜃)
= −𝑧 [ ]
(𝑧 − 1)4 𝑧
𝑍[𝑟 𝑛 𝑐𝑜𝑠 𝑛𝜃] + 𝑖𝑍[𝑟 𝑛 𝑠𝑖𝑛 𝑛𝜃] =
2𝑧 2 − 2𝑧 + 𝑧 − 1−3. 𝑧 2 − 3. 𝑧 −𝑧 2 − 4𝑧 − 1 𝑧 − 𝑟𝑐𝑜𝑠 𝜃 − 𝑖𝑟 𝑠𝑖𝑛 𝜃
= −𝑧 [ ] = −𝑧 [ ] 𝑧 (𝑧 − 𝑟𝑐𝑜𝑠 𝜃) + 𝑖 𝑟𝑠𝑖𝑛 𝜃
(𝑧 − 1)4 (𝑧 − 1)4 = ×
(𝑧 − 𝑟𝑐𝑜𝑠 𝜃) − 𝑖 𝑟𝑠𝑖𝑛 𝜃 (𝑧 − 𝑟𝑐𝑜𝑠 𝜃) + 𝑖 𝑟𝑠𝑖𝑛 𝜃
𝑧 3 + 4𝑧 2 + 𝑧
𝑍(𝑛3 ) = 𝑧(𝑧 − 𝑟𝑐𝑜𝑠 𝜃) + 𝑖 𝑧𝑟𝑠𝑖𝑛 𝜃
(𝑧 − 1)4 =
(𝑧 − 𝑟 𝑐𝑜𝑠 𝜃)2 + 𝑟 2 𝑠𝑖𝑛2 𝜃
𝑧(𝑧 − 𝑟𝑐𝑜𝑠 𝜃) + 𝑖 𝑧𝑟𝑠𝑖𝑛 𝜃
Example 3: Find the 𝑍-Transform of 𝑛𝑎𝑛 =
𝑧2 − 2𝑧 𝑟 𝑐𝑜𝑠 𝜃 + 𝑟 2 𝑐𝑜𝑠 2 𝜃 + 𝑟 2 𝑠𝑖𝑛2 𝜃
Solution: Given 𝑓(𝑛) = 𝑛𝑎𝑛 𝑧(𝑧 − 𝑟𝑐𝑜𝑠 𝜃) + 𝑖 𝑧𝑟𝑠𝑖𝑛 𝜃
=
𝑑 𝑧 2 − 2𝑧𝑟 𝑐𝑜𝑠 𝜃 + 𝑟 2
We know that 𝑍[𝑛𝑓(𝑛)] = −𝑧 [𝑍{𝑓(𝑛)}]
𝑑𝑧 𝑧(𝑧 − 𝑟𝑐𝑜𝑠 𝜃) 𝑧𝑟𝑠𝑖𝑛 𝜃
𝑍[𝑟 𝑛 𝑐𝑜𝑠 𝑛𝜃] + 𝑖𝑍[𝑟 𝑛 𝑠𝑖𝑛 𝑛𝜃] = 2 2
+𝑖 2
𝑑 𝑧 − 2𝑧𝑟 𝑐𝑜𝑠 𝜃 + 𝑟 𝑧 − 2𝑧𝑟 𝑐𝑜𝑠 𝜃 + 𝑟 2
𝑍[𝑛𝑎𝑛 ] = −𝑧 [𝑍{𝑎𝑛 }]
𝑑𝑧 Equating Real and Imaginary parts on both sides,
𝑑 𝑧 𝑧 𝑧(𝑧 − 𝑟𝑐𝑜𝑠 𝜃)
= −𝑧 [ ] ∵ 𝑍{𝑎𝑛 } = 𝑍[𝑟 𝑛 𝑐𝑜𝑠 𝑛𝜃] =
𝑑𝑧 𝑧 − 𝑎 𝑧−𝑎 𝑧2
− 2𝑧 𝑟𝑐𝑜𝑠 𝜃 + 𝑟 2
(𝑧 − 𝑎). 1 − 𝑧. 1 𝑧−𝑎−𝑧 𝑧𝑎 𝑧𝑟𝑠𝑖𝑛 𝜃
= −𝑧 [ ] = −𝑧 [ ] = 𝑍[𝑛𝑎𝑛 ] = 𝑍[𝑟 𝑛 𝑠𝑖𝑛 𝑛𝜃] = 2
(𝑧 − 𝑎)2 (𝑧 − 𝑎)2 (𝑧 − 𝑎)2 𝑧 − 2𝑧 𝑟𝑐𝑜𝑠 𝜃 + 𝑟 2
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 8
𝜋
𝑛𝜋 𝑧 (𝑧 − 𝑐𝑜𝑠 2 ) 𝑧(𝑧 − 0)
𝑛𝜋 𝑍 [𝑐𝑜𝑠 ] = 𝜋 = 2
Example 5: Find the 𝑍- transform of 𝑐𝑜𝑠 𝑛𝜃and 𝑠𝑖𝑛 𝑛𝜃. Also find 𝑍- transform of 𝑐𝑜𝑠 2 2
𝑧 − 2𝑧 𝑐𝑜𝑠 2 + 1 𝑧 − 2𝑧(0) + 1
2
𝑛𝜋 𝑛𝜋 𝑛𝜋
and 𝑠𝑖𝑛 . (Or) Find 𝑍[𝑐𝑜𝑠 𝑛𝜃]and 𝑍[𝑠𝑖𝑛 𝑛𝜃]. Also find 𝑍 [𝑐𝑜𝑠 ] and 𝑍 [𝑠𝑖𝑛 ] 𝑛𝜋 𝑧2
2 2 2 𝑍 [𝑐𝑜𝑠 ]= 2
𝑧 2 𝑧 +1
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: We know that 𝑍[𝑎𝑛 ] = 𝜋
𝑧−𝑎 𝑛𝜋 𝑧𝑠𝑖𝑛 𝑧(1)
𝑍 [𝑠𝑖𝑛 ] = 2 = 2
Taking 𝑎 = 𝑒 𝑖𝜃 2 2 𝜋 𝑧 − 2𝑧(0) +1
𝑧 − 2𝑧 𝑐𝑜𝑠 2 + 1
𝑎𝑛 = 𝑒 𝑖𝑛𝜃 = 𝑐𝑜𝑠 𝑛𝜃 + 𝑖 𝑠𝑖𝑛 𝑛𝜃 𝑛𝜋 𝑧
𝑛
𝑍 [𝑠𝑖𝑛 ] = 2
𝑍[𝑒 𝑖𝑛𝜃 ] = 𝑍[(𝑒 𝑖𝜃 ) ] 2 𝑧 +1
𝑧
𝑍[𝑐𝑜𝑠 𝑛𝜃 + 𝑖 𝑠𝑖𝑛 𝑛𝜃] =
𝑧 − 𝑒 𝑖𝜃 Example 6: Find 𝑍[2. 3𝑛 + 5(−2)𝑛 ]
𝑧
𝑍[𝑐𝑜𝑠 𝑛𝜃] + 𝑖𝑍[𝑠𝑖𝑛 𝑛𝜃] = Solution:
𝑧 − (𝑐𝑜𝑠 𝜃 + 𝑖 𝑠𝑖𝑛 𝜃)
𝑧 𝑍[2. 3𝑛 + 5(−2)𝑛 ] = 2𝑍{3𝑛 } + 5𝑍{(−2)𝑛 }
= 𝑧 𝑧
𝑧 − 𝑐𝑜𝑠 𝜃 − 𝑖 𝑠𝑖𝑛 𝜃 = 2. +5
𝑧 (𝑧 − 𝑐𝑜𝑠 𝜃) + 𝑖 𝑠𝑖𝑛 𝜃 𝑧−3 𝑧+2
= ×
(𝑧 − 𝑐𝑜𝑠 𝜃) − 𝑖 𝑠𝑖𝑛 𝜃 (𝑧 − 𝑐𝑜𝑠 𝜃) + 𝑖 𝑠𝑖𝑛 𝜃
𝑧(𝑧 − 𝑐𝑜𝑠 𝜃) + 𝑖 𝑧𝑠𝑖𝑛 𝜃 Example 7: Find the 𝑍-Transform of (𝑛 + 1)(𝑛 + 2)
=
(𝑧 − 𝑐𝑜𝑠 𝜃)2 + 𝑠𝑖𝑛2 𝜃 𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Given 𝑓(𝑛) = (𝑛 + 1)(𝑛 + 2)
𝑧(𝑧 − 𝑐𝑜𝑠 𝜃) + 𝑖 𝑧𝑠𝑖𝑛 𝜃
= 2 = 𝑛2 + 3𝑛 + 2
𝑧 − 2𝑧 𝑐𝑜𝑠 𝜃 + 𝑐𝑜𝑠 2 𝜃 + 𝑠𝑖𝑛2 𝜃
𝑧2 + 𝑧 𝑧 𝑘𝑧
𝑧(𝑧 − 𝑐𝑜𝑠 𝜃) + 𝑖 𝑧𝑠𝑖𝑛 𝜃 We know that 𝑍(𝑛2 ) = ; 𝑍(𝑛) = ; 𝑍(𝑘) =
= (𝑧 − 1)3 (𝑧 − 1)2 𝑧−1
𝑧 2 − 2𝑧 𝑐𝑜𝑠 𝜃 + 1
𝑧(𝑧 − 𝑐𝑜𝑠 𝜃) 𝑧𝑠𝑖𝑛 𝜃 𝑍[(𝑛 + 1)(𝑛 + 2)] = 𝑍[𝑛2 + 3𝑛 + 2] = 𝑍(𝑛2 ) + 𝑍(3𝑛) + 𝑍(2)
𝑍[𝑐𝑜𝑠 𝑛𝜃] + 𝑖𝑍[𝑠𝑖𝑛 𝑛𝜃] = 2 +𝑖 2
𝑧 − 2𝑧 𝑐𝑜𝑠 𝜃 + 1 𝑧 − 2𝑧 𝑐𝑜𝑠 𝜃 + 1 𝑧2 + 𝑧 3𝑧 2𝑧
= 3
+ 2
+
Equating Real and Imaginary parts on both sides, (𝑧 − 1) (𝑧 − 1) 𝑧−1
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 9
2𝑧 3 𝑛𝜋 3 𝑛𝜋 1 3𝑛𝜋
𝑍[(𝑛 + 1)(𝑛 + 2)] = (𝑖)𝑠𝑖𝑛3 = 𝑠𝑖𝑛 − 𝑠𝑖𝑛
(𝑧 − 1)3 4 4 4 4 4
Example 8: Find 𝑍[𝑛(𝑛 − 1)(𝑛 − 2)] 𝑛𝜋 3 𝑛𝜋 1 3𝑛𝜋
𝑍 {𝑠𝑖𝑛3 } = 𝑍 { 𝑠𝑖𝑛 } − 𝑍 {𝑠𝑖𝑛 }
4 4 4 4 4
Solution:Given 𝑓(𝑛) = 𝑛(𝑛 − 1)(𝑛 − 2) = 𝑛(𝑛2 − 3𝑛 + 2)
𝜋 3𝜋
3 𝑧𝑠𝑖𝑛 1 𝑧𝑠𝑖𝑛
= 𝑛3 − 3𝑛2 + 2𝑛 = { 4 }− { 4 }
4 𝑧 2 − 2𝑧 𝑐𝑜𝑠 𝜋 + 1 4 𝑧 2 − 2𝑧 𝑐𝑜𝑠 3𝜋 + 1
𝑍[𝑓(𝑛)] = 𝑍[𝑛3 − 3𝑛2 + 2𝑛] 4 4
= 𝑍(𝑛3 ) − 3𝑍(𝑛2 ) + 2𝑍(𝑛) 𝑧 𝑧
3 1 ( )
2
𝑧 +𝑧 𝑧 𝑧 + 4𝑧 + 𝑧3 2
= { √2 }− { √2 }
We know that, 𝑍(𝑛2 ) = 3
; 𝑍(𝑛) = 2
; 𝑍(𝑛3 ) = 4 𝑧 2 − 2𝑧 ( 1 ) + 1 4 𝑧 2 − 2𝑧 (−1) + 1
(𝑧 − 1) (𝑧 − 1) (𝑧 − 1)4
√2 √2
Now, 𝑍[𝑛(𝑛 − 1)(𝑛 − 2)] = 𝑍(𝑛3 ) − 3𝑍(𝑛2 ) + 2𝑍(𝑛) 3 𝑧 1 𝑧
= { }− { }
𝑧 3 + 4𝑧 2 + 𝑧 𝑧2 + 𝑧 𝑧 4√2 𝑧 2 − √2𝑧 + 1 4√2 𝑧 2 + √2𝑧 + 1
= − 3 +2
(𝑧 − 1)4 (𝑧 − 1)3 (𝑧 − 1)2 (ii)We know that, 𝑐𝑜𝑠(𝐴 + 𝐵) = 𝑐𝑜𝑠𝐴𝑐𝑜𝑠𝐵 − 𝑠𝑖𝑛𝐴𝑠𝑖𝑛𝐵
𝑧 3 + 4𝑧 2 + 𝑧 − 3(𝑧 2 + 𝑧)(𝑧 − 1) + 2𝑧(𝑧 − 1)2 𝑛𝜋 𝜋 𝑛𝜋 𝜋 𝑛𝜋 𝜋
= 𝑐𝑜𝑠 ( + ) = 𝑐𝑜𝑠 𝑐𝑜𝑠 − 𝑠𝑖𝑛 𝑠𝑖𝑛
(𝑧 − 1)4 2 4 2 4 2 4
𝑧 3 + 4𝑧 2 + 𝑧 − 3(𝑧 3 + 𝑧 2 − 𝑧 2 − 𝑧) + 2𝑧(𝑧 2 − 2𝑧 + 1) 𝑛𝜋 𝜋 𝑛𝜋 1 𝑛𝜋 1
= 𝑍 {𝑐𝑜𝑠 ( + )} = 𝑍 {𝑐𝑜𝑠 ( )} − 𝑍 {𝑠𝑖𝑛 ( )}
(𝑧 − 1)4 2 4 2 √2 2 √2
𝑧 3 + 4𝑧 2 + 𝑧 − 3𝑧 3 − 3𝑧 2 + 3𝑧 2 + 3𝑧 + 2𝑧 3 − 4𝑧 2 + 2𝑧 1 𝑧2 𝑧 1 𝑧2 − 𝑧
= = [ 2 − 2 ]= [ ]
(𝑧 − 1)4 √2 𝑧 + 1 𝑧 + 1 √2 𝑧 2 + 1
6𝑧 1 𝑧(𝑧 − 1)
𝑍[𝑛(𝑛 − 1)(𝑛 − 2)] = = [ ]
(𝑧 − 1)4 √2 𝑧 2 + 1
1
Note: Example 10: Find the 𝑍-Transform of 𝑛+1
3 1 1 + 𝑐𝑜𝑠 2𝐴 1
𝑠𝑖𝑛3 𝐴 = 𝑠𝑖𝑛 𝐴 − 𝑠𝑖𝑛 3𝐴 𝑐𝑜𝑠 2 𝐴 = Solution: Given 𝑓(𝑛) = 𝑛+1
4 4 2
∞
3 1 1 − 𝑐𝑜𝑠 2𝐴
𝑐𝑜𝑠 3 𝐴 = 𝑐𝑜𝑠 𝐴 + 𝑐𝑜𝑠 3𝐴 𝑠𝑖𝑛2 𝐴 = 𝑍[𝑓(𝑛)] = ∑ 𝑓(𝑛)𝑧 −𝑛
4 4 2
𝑛=0
3𝜋 1 3𝜋 −1 ∞
𝑠𝑖𝑛 = ; 𝑐𝑜𝑠 = 1 1
4 √2 4 √2 𝑍[ ]=∑ 𝑧 −𝑛
𝑛+1 𝑛+1
𝑛=0
∞ ∞
Example 9: Find the 𝑍-transform of (𝑖)𝑠𝑖𝑛3
𝑛𝜋
(𝑖𝑖) 𝑐𝑜𝑠 (
𝑛𝜋 𝜋
+ 4) 1 1 1 1 𝑛
4 2 =∑ = ∑ ( )
𝑛 + 1 𝑧𝑛 𝑛+1 𝑧
𝑛=0 𝑛=0
Solution:
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 10
∞ 1 𝑛 1 1 1
(𝑧) 𝑍[ ] = 𝑍[ − ]
=∑ (𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2)
𝑛+1
𝑛=0 1 1
= 𝑍[ ]−𝑍[ ] − − − − − −(2)
1 1 1 2 3 (𝑛 + 1) (𝑛 + 2)
1 (𝑧) (𝑧) ( )
= + + + 𝑧 +⋯ 1 𝑧
1 2 3 4 We know that 𝑍 [ ] = 𝑧 𝑙𝑜𝑔 ( ) − − − − − (3)
(𝑛 + 1) 𝑧−1
1 1 1 2 1 3 ∞ ∞
(𝑧) 1 (𝑧) (𝑧) (𝑧) 1 1 1 1
= [ + + + +⋯] 𝑍[ ]=∑ 𝑧 −𝑛 = ∑
1
( ) 1 2 3 4 (𝑛 + 2) 𝑛+2 𝑛 + 2 𝑧𝑛
𝑧 𝑛=0 𝑛=0
1 1 1 1 2 3 4 ∞ ∞ 1 𝑛
1 1 𝑛 (𝑧)
1 (𝑧) (𝑧) (𝑧) (𝑧) =∑ ( ) =∑
= [ + + + +⋯] 𝑛+2 𝑧 𝑛+2
1
(𝑧) 1 2 3 4 𝑛=0 𝑛=0
2
1 1 1 3
1 𝑧−1 1 (𝑧) (𝑧) (𝑧)
= 𝑧 [− 𝑙𝑜𝑔 (1 − )] = −𝑧 𝑙𝑜𝑔 ( ) = + + + +⋯
𝑧 𝑧 2 3 4 5
1 𝑧 1 2 1 1 2 1 3
𝑍[ ] = 𝑧 𝑙𝑜𝑔 ( ) (𝑧) 1 (𝑧) (𝑧) (𝑧)
𝑛+1 𝑧−1 = [ + + + + ⋯]
1 2 2 3 4 5
(𝑧)
1
Example 11: Find 𝑍 [(𝑛+1)(𝑛+2)] 1 1 2 1 3 1 4 1
1 ( 𝑧) ( 𝑧 ) (𝑧) (𝑧) (𝑧)
1 = [{ + + + +⋯}− ]
Solution: Given 𝑓(𝑛) = (𝑛+1)(𝑛+2) 1 2 1 2 3 4 1
(𝑧)
1 𝐴 𝐵 1 1 1
Let = + − − − −(1) =
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2) [{− 𝑙𝑜𝑔 (1 − )} − ]
1 𝑧 𝑧
( 2)
Multiply by (𝑛 + 1)(𝑛 + 2) on both sides 𝑧
𝑧−1 1 𝑧 1
(𝑛 + 1)(𝑛 + 2) 𝐴 (𝑛 + 1)(𝑛 + 2) 𝐵 (𝑛 + 1)(𝑛 + 2) = 𝑧 2 [− 𝑙𝑜𝑔 ( ) − ] = 𝑧 2 [𝑙𝑜𝑔 ( )− ]
Let = + 𝑧 𝑧 𝑧−1 𝑧
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2)
1 𝑧
1 = 𝐴(𝑛 + 2) + 𝐵(𝑛 + 1) 𝑍[ ] = 𝑧 2 𝑙𝑜𝑔 ( ) − 𝑧 … … … … … (4)
(𝑛 + 2) 𝑧−1
Put 𝑛 = −2
Put 𝑛 = −1 Sub. (3) & (4) in (2),
1 = 𝐵(−2 + 1) 1 𝑧 𝑧
1 = 𝐴(−1 + 2)
𝑍[ ] = 𝑧 𝑙𝑜𝑔 ( ) − [𝑧 2 𝑙𝑜𝑔 ( ) − 𝑧]
⇒ 𝐵 = −1 (𝑛 + 1)(𝑛 + 2) 𝑧−1 𝑧−1
⇒𝐴=1
𝑧 𝑧
= 𝑧 𝑙𝑜𝑔 ( ) − 𝑧 2 𝑙𝑜𝑔 ( )+𝑧
1 1 1 𝑧−1 𝑧−1
(1)becomes, = −
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2)
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 11
1 𝑧 1 2 1 1 2 1 3
𝑍[ ] = (𝑧 − 𝑧 2 ) 𝑙𝑜𝑔 ( )+𝑧 (𝑧) 1 (𝑧) (𝑧) (𝑧)
(𝑛 + 1)(𝑛 + 2) 𝑧−1 = [ + + + + ⋯]
2𝑛+3 1 2 2 3 4 5
Example 12: Find 𝑍 [(𝑛+1)(𝑛+2)] (𝑧)
2𝑛+3
Solution: Given 𝑓(𝑛) = (𝑛+1)(𝑛+2)
1 1 2 1 3 1 4 1
2𝑛 + 3 𝐴 𝐵 ( ) ( )
1 ( ) ( ) ( )
= [{ 𝑧 + 𝑧 + 𝑧 + 𝑧 +⋯}− 𝑧 ]
Let = + − − − −(1)
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2) 1 2 1 2 3 4 1
(𝑧)
Multiply by (𝑛 + 1)(𝑛 + 2) on both sides,
1 1 1
2𝑛 + 3 𝐴(𝑛 + 1)(𝑛 + 2) 𝐵(𝑛 + 1)(𝑛 + 2) = [{− 𝑙𝑜𝑔 (1 − )} − ]
(𝑛 + 1)(𝑛 + 2) = + 1 𝑧 𝑧
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2) ( 2)
𝑧
2𝑛 + 3 = 𝐴(𝑛 + 2) + 𝐵(𝑛 + 1) 𝑧−1 1 𝑧 1
= 𝑧 2 [− 𝑙𝑜𝑔 ( ) − ] = 𝑧 2 [𝑙𝑜𝑔 ( )− ]
𝑧 𝑧 𝑧−1 𝑧
Put 𝑛 = −1
Put 𝑛 = −2 1 𝑧
−2 + 3 = 𝐴(−1 + 2) + 𝐵(−1 + 1) 𝑍[ ] = 𝑧 2 𝑙𝑜𝑔 ( ) − 𝑧 … … … … … (4)
−4 + 3 = 𝐴(−2 + 2) + 𝐵(−2 + 1) (𝑛 + 2) 𝑧−1
⇒𝐴=1
⇒𝐵=1 Sub. (3) & (4) in (2),
2𝑛 + 3 𝑧 𝑧
2𝑛 + 3 1 1 𝑍[ ] = 𝑧 𝑙𝑜𝑔 ( ) + [𝑧 2 𝑙𝑜𝑔 ( ) − 𝑧]
(1) becomes, = + (𝑛 + 1)(𝑛 + 2) 𝑧−1 𝑧−1
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2)
𝑧
2𝑛 + 3 1 1 = (𝑧 + 𝑧 2 ) 𝑙𝑜𝑔 ( )−𝑧
𝑍[ ] = 𝑍[ + ] 𝑧−1
(𝑛 + 1)(𝑛 + 2) (𝑛 + 1) (𝑛 + 2)
1 1
= 𝑍[ ]+𝑍[ ] … … … … … (2) Problems for Practice:
(𝑛 + 1) (𝑛 + 2)
1 𝑧 (𝑛+1)(𝑛+2) 𝑧3
1. Find 𝑍 { } Answer: (𝑧−1)3
We know that, 𝑍 [ ] = 𝑧 𝑙𝑜𝑔 ( ) … … … … … (3) 2
(𝑛 + 1) 𝑧−1
𝑧 2 (𝑧+1)
∞ ∞ 2. Find 𝑍-transform of (𝑛 + 1)2 Answer:
1 1 1 1 (𝑧−1)3
𝑍[ ]=∑ 𝑧 −𝑛 = ∑
(𝑛 + 2) 𝑛+2 𝑛 + 2 𝑧𝑛 1
3. Find 𝑍 {𝑛(𝑛−1)} Answer: (
𝑧−1
) 𝑙𝑜𝑔 (
𝑧−1
)
𝑛=0 𝑛=0 𝑧 𝑧
𝑛
∞ ∞ 1
1 1 𝑛 ( )
=∑ ( ) =∑ 𝑧
𝑛+2 𝑧 𝑛+2 Unit Impulse Function (Or) Unit Sample Sequence
𝑛=0 𝑛=0
1 1 2 1 3 The unit impulse function 𝛿(𝑛) is defined as the sequence with values,
1 (𝑧) (𝑧) (𝑧)
= + + + +⋯ 1 𝑖𝑓 𝑛 = 0
2 3 4 5 𝛿(𝑛) = {
0 𝑖𝑓 𝑛 ≠ 0
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 12
𝑧2 + 𝑧 𝑧
= −
𝒁-transform of Unit Impulse Function (𝑧 − 1)3 (𝑧 − 1)2
∞ (𝑧 2 + 𝑧) − 𝑧(𝑧 − 1) 𝑧 2 + 𝑧 − 𝑧 2 + 𝑧
= =
𝑍{𝛿(𝑛)} = ∑ 𝛿(𝑛)𝑧 −𝑛 = 1 + 0 + 0 + ⋯ (𝑧 − 1)3 (𝑧 − 1)3
𝑛=0 2𝑧
𝑍[𝑓(𝑛)] =
𝑍{𝛿(𝑛)} = 1 (𝑧 − 1)3
Unit Step Sequence Initial and Final Value Theorem
The unit step sequence 𝑢(𝑛) is defined as the sequence with values, Initial Value Theorem:
1 𝑖𝑓 𝑛 = 0,1,2, … If 𝑍[𝑓(𝑛)] = 𝐹(z)then f(0) = lim F(z)
𝑢(𝑛) = { z→∞
0 𝑖𝑓 𝑛 < 0
Proof:
𝒁-transform of Unit Step Sequence
∞ ∞ Given 𝐹(𝑧) = 𝑍[𝑓(𝑛)]
−𝑛
1 ∞ ∞
𝑍{𝑢(𝑛)} = ∑ 𝑢(𝑛)𝑧 = ∑(1) 𝑛 1
𝑧 = ∑ 𝑓(𝑛)𝑧 −𝑛 = ∑ 𝑓(𝑛)
𝑛=0 𝑛=0
𝑧𝑛
∞ 𝑛=0 𝑛=0
1 𝑛 1 1 1 ∞
= ∑( ) = 1+ + 2 + 3 + ⋯ 𝑓(𝑛)
𝑧 𝑧 𝑧 𝑧 =∑
𝑛=0
𝑧𝑛
𝑛=0
1 −1 𝑧 − 1 −1
= (1 − ) = ( ) 𝑓(1) 𝑓(2) 𝑓(3)
𝑧 𝑧 𝐹(𝑧) = 𝑓(0) + + 2 + 3 +⋯
𝑧 𝑧 𝑧 𝑧
𝑍{𝑢(𝑛)} = Taking 𝑙𝑖𝑚 on both sides,
𝑧−1 𝑧→∞
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 13
Final Value Theorem: Illustrative Examples:
𝑧 𝑧
If 𝑍[𝑓(𝑛)] = 𝐹(𝑧) then 𝑙𝑖𝑚 𝑓(𝑛) = 𝑙𝑖𝑚[(𝑧 − 1)𝐹(𝑧)] Example 1: If 𝐹(𝑧) = 𝑍{𝑓(𝑛)} find 𝑓(0)and 𝑓(1), where 𝐹(𝑧) = +
𝑛→∞ 𝑧→1 𝑧−1 𝑧 2 +1
Proof: 𝑧 𝑧
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Given 𝐹(𝑧) = +
𝑧 − 1 𝑧2 + 1
We know that 𝑍[𝑓(𝑛 + 1)] = 𝑧[𝐹(𝑧) − 𝑓(0)]
By Initial Value Theorem, 𝑓(0) = 𝑙𝑖𝑚 𝐹(𝑧)
𝑍[𝑓(𝑛 + 1)] = 𝑧𝐹(𝑧) − 𝑧𝑓(0) 𝑧→∞
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 14
2𝑛+1 2𝑧
Given 𝑓(𝑛) = 𝐹(𝑧) =
𝑛! 4𝑧 2+1
𝑓(0) = 2 − − − −(1) 2𝑧
𝑙𝑖𝑚[(𝑧 − 1)𝐹(𝑧)] = 𝑙𝑖𝑚(𝑧 − 1)
𝑧→1 𝑧→1 4𝑧 2 + 1
𝐹(𝑧) = 𝑍{𝑓(𝑛)}
𝑙𝑖𝑚[(𝑧 − 1)𝐹(𝑧)] = 0 − − − −(2)
2𝑛+1 2.2𝑛 𝑧→1
= 𝑍{ }= 𝑍{ }
𝑛! 𝑛! From (1)&(2), 𝑙𝑖𝑚 𝑓(𝑛) = 𝑙𝑖𝑚[(𝑧 − 1)𝐹(𝑧)] = 0
𝑛→∞ 𝑧→1
2𝑛 2 𝑎𝑛 𝑎
Hence, final value theorem is verified.
= 2 𝑍 { } = 2𝑒 𝑧 {By result, 𝑍 { } = 𝑒 𝑧 }
𝑛! 𝑛!
2
𝑙𝑖𝑚 𝐹(𝑧) = 𝑙𝑖𝑚 2𝑒 𝑧 = 2𝑒 0
𝑧→∞ 𝑧→∞ INVERSE 𝒁- TRANSFORMS
𝑙𝑖𝑚 𝐹(𝑧) = 2 − − − −(2) Definition
𝑧→∞
From (1)&(2), If 𝑍[𝑓(𝑛)] = 𝐹(𝑧), then 𝐹(𝑧) is unique and the inverse 𝑍-transform of 𝐹(𝑧)
𝑓(0) = 𝑙𝑖𝑚 𝐹(𝑧) = 2 is 𝑍 −1 {𝐹(𝑧)} = 𝑓(𝑛).
𝑧→∞
+ 𝑔(1)𝑧 −1
+ 𝑔(2)𝑧 −2
+ ⋯ + 𝑔(𝑛)𝑧 −𝑛
+ ⋯] 𝑎 𝑎 2 𝑎 𝑛
= 𝑏 𝑛 [1 + ( ) + ( ) + ⋯ + ( ) ]
Multiplying and Collecting the co-efficient of 𝑧 −𝑛
we get, 𝑏 𝑏 𝑏
𝑎 𝑛+1
∞ ( ) −1 𝑟 𝑛+1 − 1 𝑎
𝐹(𝑧)𝐺(𝑧) = ∑[𝑓(0)𝑔(𝑛) + 𝑓(1)𝑔(𝑛 − 1) + 𝑓(2)𝑔(𝑛 − 2) + ⋯ + 𝑓(𝑛)𝑔(0)] 𝑧 −𝑛 = 𝑏𝑛 [ 𝑏 𝑎 ] [∵ Sum of G. P. = ( ) , where 𝑟 =
−1 𝑟−1 𝑏
𝑛=0 𝑏
By definition, 𝑎𝑛+1 𝑎𝑛+1 − 𝑏 𝑛+1
−1 ( )
𝑛+1 𝑏 𝑛+1
𝐹(𝑧)𝐺(𝑧) = 𝑍[𝑓(0)𝑔(𝑛) + 𝑓(1)𝑔(𝑛 − 1) + 𝑓(2)𝑔(𝑛 − 2) + ⋯ + 𝑓(𝑛)𝑔(0)] = 𝑏 𝑛 [𝑏 𝑎 ] = 𝑏𝑛 [ ]
−1 𝑎−𝑏
𝑏 ( )
𝑛 𝑏
𝐹(𝑧)𝐺(𝑧) = ∑{𝑓(𝑘)𝑔(𝑛 − 𝑘)}𝑧 −𝑛 𝑎𝑛+1 − 𝑏 𝑛+1 𝑏
𝑘=0 = 𝑏𝑛 [ ]
𝑏 𝑛+1 𝑎−𝑏
𝐹(𝑧)𝐺(𝑧) = 𝑍{𝑓(𝑛) ∗ 𝑔(𝑛)}
𝑎𝑛+1 − 𝑏 𝑛+1 𝑏 𝑛+1 𝑎𝑛+1 −𝑏𝑛+1
Hence, 𝑓(𝑛) ∗ 𝑔(𝑛) = 𝑍 −1 {𝐹(𝑧)𝐺(𝑧)} = 𝑏 𝑛+1 [ 𝑛+1 ] = 𝑛+1 [ ]
𝑏 (𝑎 − 𝑏) 𝑏 𝑎−𝑏
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 16
8𝑧 2 𝑧2
𝑧 2
𝑎 −𝑏𝑛+1 𝑛+1 = 𝑍 −1 [ ] = 𝑍 −1 [ ]
1 1 1 1
Hence, 𝑍 −1 [ ]= 8 (𝑧 − 2) (𝑧 − 4) (𝑧 − 2) (𝑧 − 4)
(𝑧 − 𝑎)(𝑧 − 𝑏) 𝑎−𝑏
𝑧2 𝑧 𝑧
Example 2: Using convolution theorem, find 𝑍 −1 [(𝑧−1)(𝑧−3)] = 𝑍 −1 [ . ]
1 1
(𝑧 − ) (𝑧 − )
Solution: 2 4
𝑧
We know that, 𝑍(𝑎𝑛 ) = 𝑧 𝑧
𝑧−𝑎 = 𝑍 −1 [ ] ∗ 𝑍 −1 [ ]
1 1
(𝑧 − 2) (𝑧 − 4)
𝑧2 𝑧 𝑧
𝑍 −1 [ ] = 𝑍 −1 [ ]
(𝑧 − 1)(𝑧 − 3) 𝑧−1𝑧− 3 1 𝑛 1 𝑛
=( ) ∗( )
𝑧 𝑧 2 4
= 𝑍 −1 [ ] ∗ 𝑍 −1 [ ] 𝑛
𝑧−1 𝑧−3 1 𝑘 1 𝑛−𝑘
=1 ∗3𝑛 𝑛 = ∑( ) ( )
4 2
𝑘=0
𝑛 𝑛
𝑛
= ∑ 1𝑘 3𝑛−𝑘 = ∑ 3𝑛−𝑘 1 𝑘 1 𝑛 1 −𝑘
= ∑( ) ( ) ( )
𝑘=0 𝑘=0 4 2 2
𝑘=0
𝑛 𝑛−1
=3 +3 + ⋯ + 3 + 30 𝑛
2 𝑛
1 𝑛 1 𝑘 1 −𝑘
= 1 + 3 + 3 + ⋯+ 3 = ( ) ∑( ) ( )
2 4 2
𝑘=0
3𝑛+1 − 1 𝑟 𝑛+1 − 1
= For Sum of G. P. = ( ),𝑟 > 1 𝑛 𝑛
3−1 𝑟−1 1 1 𝑘 1 −𝑘
= ( ) ∑ ( ) 2𝑘 [∵ ( ) = 2𝑘 ]
1 2 4 2
𝑘=0
= (3𝑛+1 − 1)
2 𝑛 𝑛 𝑘 𝑛
1 1 1 𝑛 1 𝑘
𝑧 2
1 = ( ) ∑ ( . 2) = ( ) ∑ ( )
𝑍 −1 [ ] = [3𝑛+1 − 1] 2 4 2 2
(𝑧 − 1)(𝑧 − 3) 𝑘=0 𝑘=0
2
𝑛 2
1 1 1 1 𝑛
= ( ) {1 + ( ) + ( ) + ⋯ + ( ) }
2 2 2 2
8𝑧 2
Example 3: Find 𝑍 −1 [(2𝑧−1)(4𝑧−1)] , using convolution theorem
1 𝑛+1
1 𝑛 1 − (2) 1 − 𝑟 𝑛+1
Solution: =( ) [ ] For Sum of G. P. = ( ), 𝑟 < 1
2 1 1−𝑟
1−2
8𝑧 2 8𝑧 2
𝑍 −1 [ ] = 𝑍 −1 [ ] 1 𝑛+1
(2𝑧 − 1)(4𝑧 − 1) 1 1
2 (𝑧 − 2) . 4 (𝑧 − 4) 1 𝑛 1 − (2) 1 𝑛−1 1 𝑛+1
=( ) [ ]=( ) [1 − ( ) ]
2 1 2 2
2
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 17
8𝑧 2 1 𝑛−1 1 2𝑛 4 𝑛+1 4𝑛+1
𝑍 −1 [ ]=( ) −( ) 1 𝑛 (3) −1 1 𝑛 3𝑛+1 − 1
(2𝑧 − 1)(4𝑧 − 1) 2 2 =( ) [ ]=( ) [ ]
4 4 4 4
12 − 1 − 1
Example 4: Using convolution theorem to find the inverse 𝑍-transform(3−𝑧 −1 )(4−𝑧 −1 ) 3 3
Solution:
4𝑛+1 − 3𝑛+1
12 12 1 𝑛[ 3𝑛+1
]
𝑍 −1 [ ] = 𝑍 −1 [ ] = ( )
(3 − 𝑧 −1 )(4 − 𝑧 −1 ) 1 1 4 4−3
(3 − 𝑧 ) (4 − 𝑧 ) [ 3 ]
4𝑛+1 − 3𝑛+1
12 12 1 𝑛( 3𝑛+1
) 1 4𝑛+1 − 3𝑛+1
= 𝑍 −1 [ ] = 𝑍 −1 [ ] = ( ) = 𝑛( )3
3𝑧 − 1 4𝑧 − 1 (3𝑧 − 1)(4𝑧 − 1) 4 1 4 3𝑛 . 3
( 𝑧 )( 𝑧 ) 2 (3)
𝑧
1 4𝑛+1 − 3𝑛+1
12𝑧 2 = ( )
= 𝑍 −1 [ ] 4𝑛 3𝑛
1 1
3 (𝑧 − 3) 4 (𝑧 − 4)
1 𝑛 𝑛
4𝑛 . 4 3𝑛 . 3
= [4 . 4 − 3 . 3] = −
𝑧2 12𝑛 12𝑛 12𝑛
= 𝑍 −1 [ ] 12 1 𝑛
1 𝑛
1 1
(𝑧 − ) (𝑧 − ) 𝑍 −1 [ ] = 4( ) − 3( )
3 4 (3 − 𝑧 −1 )(4 − 𝑧 −1 ) 3 4
𝑧 𝑧
= 𝑍 −1 [ ] ∗ 𝑍 −1 [ ]
1 1 𝑧2
𝑧−3 𝑧−4 Example 5: Find 𝑍 −1 [(𝑧+𝑎)2 ] , using convolution theorem.
1 𝑛 1 𝑛 Solution:
= ( ) ∗( )
3 4
𝑧2 𝑧 𝑧
𝑛 𝑘 𝑛−𝑘 𝑍 −1 [ ] = 𝑍 −1 [ . ]
1 1 (𝑧 + 𝑎) 2 𝑧+𝑎 𝑧+𝑎
= ∑( ) ( )
3 4 𝑧 𝑧
𝑘=0
= 𝑍 −1 [ ] ∗ 𝑍 −1 [ ]
𝑛 𝑧+𝑎 𝑧+𝑎
1 𝑘 1 −𝑘 1 𝑛
= ∑( ) ( ) ( ) = (−𝑎)𝑛 ∗ (−𝑎)𝑛
3 4 4
𝑘=0 𝑛 𝑛
𝑛 𝑛 𝑛 𝑘 𝑛−𝑘
1 𝑘
1 1 𝑛
4 𝑘 = ∑(−𝑎) (−𝑎) = ∑(−𝑎)𝑘 (−𝑎)𝑛 (−𝑎)−𝑘
= ∑ ( ) (4)𝑘 ( ) = ( ) ∑ ( ) 𝑘=0 𝑘=0
3 4 4 3
𝑘=0 𝑘=0 𝑛
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 18
𝑛 𝑛
𝑘=0 𝑘=0 𝑧 2
2. Using convolution theorem, find the inverse 𝑍-transform of ( ) Ans: (𝑛 + 1)𝑎𝑛
𝑧−𝑎
= (−𝑎)𝑛 {1 + 1 + ⋯ + 1 (𝑛 + 1)𝑡𝑖𝑚𝑒𝑠}
Inverse 𝒁-Transform by Method of Partial Fraction
When 𝐹(𝑧) is a rational function in which the denominator can be factorised, 𝐹(𝑧) is
= (−𝑎)𝑛 (𝑛 + 1)
𝑧2 resolved into partial fractions and then 𝑍 −1 {𝐹(𝑧)} is derived as the sum of the inverse
𝑍 −1 [ ] = (𝑛 + 1)(−𝑎)𝑛
(𝑧 + 𝑎)2 𝑍-transforms of the partial fractions.
𝑧 3 Illustrative Examples:
Example 6: Find 𝑍 −1 [(𝑧−1) ] , using convolution theorem.
2𝑧 2 +3𝑧
Example 1: Find the inverse 𝑍-transform of (𝑧+2)(𝑧−4)
Solution:
𝑧 3 𝑧 𝑧 2 2𝑧 2 + 3𝑧
𝑍 −1 [( ) ] = 𝑍 −1 [( )( ) ] 𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) =
𝑧−1 𝑧−1 𝑧−1 (𝑧 + 2)(𝑧 − 4)
𝑧 𝑧2 𝑧(2𝑧 + 3)
= 𝑍 −1 [( ) ] 𝐹(𝑧) =
𝑧 − 1 (𝑧 − 1)2 (𝑧 + 2)(𝑧 − 4)
𝑧 𝑧2 𝑧2 𝐹(𝑧) 2𝑧 + 3
= 𝑍 −1 [ ] ∗ 𝑍 −1 [ ] Since, 𝑍 −1 [ ] = (𝑛 + 1)(1)𝑛 = − − − − − − − (1)
𝑧−1 (𝑧 − 1)2 (𝑧 − 1)2 𝑧 (𝑧 + 2)(𝑧 − 4)
2𝑧 + 3 𝐴 𝐵
= (1)𝑛 ∗ (𝑛 + 1)(1)𝑛 = + − − − − − −(2)
(𝑧 + 2)(𝑧 − 4) 𝑧 + 2 𝑧 − 4
= (𝑛 + 1)(1)𝑛 ∗ (1)𝑛
𝑛
Multiply by (𝑧 + 2)(𝑧 − 4)
= ∑(𝑘 + 1)(1)𝑘 (1)𝑛−𝑘 2𝑧 + 3 𝐴(𝑧 + 2)(𝑧 − 4) 𝐵(𝑧 + 2)(𝑧 − 4)
(𝑧 + 2)(𝑧 − 4) = +
𝑘=0 (𝑧 + 2)(𝑧 − 4) 𝑧+2 𝑧−4
𝑛
2𝑧 + 3 = 𝐴(𝑧 − 4) + 𝐵(𝑧 + 2)
= ∑(𝑘 + 1)
𝑘=0 Put 𝑧 = 4 Put 𝑧 = −2
𝑛(𝑛 + 1) 2(4) + 3 = 𝐵(4 + 2) −4 + 3 = 𝐴(−2 − 4)
= 1 + 2 + 3 + ⋯ + (𝑛 + 1) Since, 1 + 2 + 3 + ⋯ + 𝑛 =
2 11 1
6𝐵 = 11 ⇒ 𝐵 = −6𝐴 = −1 ⇒ 𝐴 =
𝑧 3 (𝑛 + 1)(𝑛 + 2) 6 6
𝑍 −1 [( ) ]=
𝑧−1 2
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 19
1 11 𝑧 𝑧
2𝑧 + 3 𝑓(𝑛) = −10𝑍 −1 [ ] + 10𝑍 −1 [ ]
(2)becomes, = 6 + 6 𝑧−1 𝑧−2
(𝑧 + 2)(𝑧 − 4) 𝑧 + 2 𝑧 − 4
𝑓(𝑛) = −10(1𝑛 ) + 10(2𝑛 )
𝐹(𝑧) 1 11
= + Using (1) 𝑓(𝑛) = −10 + 10(2𝑛 )
𝑧 6(𝑧 + 2) 6(𝑧 − 4)
10𝑧
𝑧 11 𝑧 𝑍 −1 [ 2 ] = 10(2𝑛 − 1)
𝐹(𝑧) = + 𝑧 − 3𝑧 + 2
6(𝑧 + 2) 6(𝑧 − 4)
1 𝑧 11 𝑧
𝑍{𝑓(𝑛)} = { }+ { } 𝑧(𝑧 2 −𝑧+2)
6 𝑧+2 6 𝑧−4 Example 3: Find 𝑍 −1 [(𝑧+1)(𝑧−1)2 ]by method of partial fractions.
1 𝑧 11 𝑧
𝑓(𝑛) = 𝑍 −1 { } + 𝑍 −1 { } 𝑧(𝑧 2 − 𝑧 + 2)
6 𝑧+2 6 𝑧−4 𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) =
(𝑧 + 1)(𝑧 − 1)2
2𝑧 2 + 3𝑧 1 11
𝑍 −1 [ ] = (−2)𝑛 + (4)𝑛 𝐹(𝑧) 𝑧2 − 𝑧 + 2
(𝑧 + 2)(𝑧 − 4) 6 6 = − − − − − (1)
𝑧 (𝑧 + 1)(𝑧 − 1)2
𝑧2 − 𝑧 + 2 𝐴 𝐵 𝐶
Example 2: Find the inverse of 𝑍 -transform of
10𝑧
2
= + + − − − − − (2)
𝑧 2 −3𝑧+2 (𝑧 + 1)(𝑧 − 1) 𝑧 + 1 𝑧 − 1 (𝑧 − 1)2
10𝑧 10𝑧 Multiply by (𝑧 + 1)(𝑧 − 1)2
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) = =
𝑧 2 − 3𝑧 + 2 (𝑧 − 1)(𝑧 − 2) {𝑧 2 − 𝑧 + 2}(𝑧 + 1)(𝑧 − 1)2
𝐹(𝑧) 10 (𝑧 + 1)(𝑧 − 1)2
= − − − − − −(1)
𝑧 (𝑧 − 1)(𝑧 − 2) 𝐴(𝑧 + 1)(𝑧 − 1)2 𝐵(𝑧 + 1)(𝑧 − 1)2 𝐶 (𝑧 + 1)(𝑧 − 1)2
10 𝐴 𝐵 = + +
𝑧+1 𝑧−1 (𝑧 − 1)2
= + − − − − − − − (2)
(𝑧 − 1)(𝑧 − 2) 𝑧 − 1 𝑧 − 2
𝑧 2 − 𝑧 + 2 = 𝐴(𝑧 − 1)2 + 𝐵(𝑧 + 1)(𝑧 − 1) + 𝐶(𝑧 + 1)
Multiply by (𝑧 − 1)(𝑧 − 2)
Put 𝑧=1 Put 𝑧 = −1
10 = 𝐴(𝑧 − 2) + 𝐵(𝑧 − 1)
1 − 1 + 2 = 2𝐶 (−1) + 1 + 2 = 𝐴(−2)2
2
10 −10 10
(2)becomes, = + Equating the coefficient of 𝑧 2 , 1 = 𝐴 + 𝐵
(𝑧 − 1)(𝑧 − 2) 𝑧 − 1 𝑧 − 2
𝐵 = 1−𝐴 =1−1
𝐹(𝑧) −10 10
= + 𝑈𝑠𝑖𝑛𝑔 (1) 𝐵=0
𝑧 𝑧−1 𝑧−2
2
−10𝑧 10𝑧 𝑧 −𝑧+2 1 0 1
𝐹(𝑧) = + (2) becomes, = + +
𝑧−1 𝑧−2 (𝑧 + 1)(𝑧 − 1)2 𝑧 + 1 𝑧 − 1 (𝑧 − 1)2
𝑧 𝑧
𝑍[𝑓(𝑛)] = −10 ( ) + 10 ( )
𝑧−1 𝑧−2
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 20
𝐹(𝑧) 1 1 𝑧 = 𝐴𝑧 2 + 4𝐴 + 𝐵𝑧 2 + 𝐶𝑧 + 2𝐵𝑧 + 2𝐶
= +0+ Using (1)
𝑧 𝑧+1 (𝑧 − 1)2 Equating co − efficient of z2 , 0=𝐴+𝐵
𝑧 𝑧
𝐹(𝑧) = + 𝐵 = −𝐴
𝑧+1 (𝑧 − 1)2
𝑧 𝑧 1 1
𝑍[𝑓(𝑛)] = + 𝐵 = − (− ) =
𝑧 + 1 (𝑧 − 1)2 4 4
𝑧 𝑧
𝑓(𝑛) = 𝑍 −1 { } + 𝑍 −1 { }
𝑧+1 (𝑧 − 1)2 −1 1 1
𝑧 𝑧+2
𝑛 (2)becomes, = 4 + 4
𝑓(𝑛) = (−1) + 𝑛 (𝑧 + 2)(𝑧 2 + 4) 𝑧 + 2 𝑧 2 + 4
𝑧2
Example 4: Find 𝑍 −1 [(𝑧+2)(𝑧 2 +4)] by the method of partial fraction. 𝐹(𝑧) −1 1 1 𝑧 1 1
= [ ]+ [ 2 ]+ [ 2 ] 𝑈𝑠𝑖𝑛𝑔 (1)
𝑧 4 𝑧+2 4 𝑧 +4 2 𝑧 +4
Solution:
−1 𝑧 1 𝑧2 1 𝑧
𝑧 2 𝐹(𝑧) = [ ]+ [ 2 ]+ [ 2 ]
Let 𝐹(𝑧) = 4 𝑧+2 4 𝑧 +4 2 𝑧 +4
(𝑧 + 2)(𝑧 2 + 4)
−1 𝑧 1 𝑧2 1 𝑧
𝐹(𝑧) 𝑧 𝑍{𝑓(𝑛)} = [ ]+ [ 2 ]+ [ 2 ]
= − − − − − (1) 4 𝑧+2 4 𝑧 +4 2 𝑧 +4
𝑧 (𝑧 + 2)(𝑧 2 + 4)
−1 −1 𝑧 1 𝑧2 1 𝑧
𝑧 𝐴 𝐵𝑧 + 𝐶 𝑓(𝑛) = 𝑍 [ ] + 𝑍 −1 [ 2 ] + 𝑍 −1 [ 2 ]
= + − − − − − (2) 4 𝑧+2 4 𝑧 +4 2 𝑧 +4
(𝑧 + 2)(𝑧 2 + 4) 𝑧 + 2 𝑧 2 + 4
Multiply by (𝑧 + 2)(𝑧 2 + 4), −1 −1 𝑧 1 𝑧2 1 2𝑧
= 𝑍 [ ] + 𝑍 −1 [ 2 ] + 𝑧 −1 [ 2 ]
4 𝑧+2 4 𝑧 + 22 4 𝑧 + 22
𝑧 𝐴(𝑧 + 2)(𝑧 2 + 4) (𝐵𝑧 + 𝐶)(𝑧 + 2)(𝑧 2 + 4)
2
(𝑧 + 2)(𝑧 2 + 4) = + −1 1 𝑛𝜋 1 𝑛 𝑛𝜋
(𝑧 + 2)(𝑧 + 4) 𝑧+2 𝑧2 + 4 𝑓(𝑛) = (−2)𝑛 + 2𝑛 𝑐𝑜𝑠 + 2 𝑠𝑖𝑛
4 4 2 4 2
𝑧 = 𝐴(𝑧 2 + 4) + (𝐵𝑧 + 𝐶)(𝑧 + 2)
Put 𝑧 = −2 Put 𝑧 = 0 𝑧 𝑧2 𝑛𝜋 −1 𝑎𝑧 𝑛𝜋
[Since, 𝑍 −1 [ ] = (−𝑎)𝑛 , 𝑍 −1 [ 2 ] = 𝑎𝑛 𝑐𝑜𝑠 ,𝑍 [ 2 ] = 𝑎𝑛 𝑠𝑖𝑛 ]
−2 = 𝐴{(−2)2 + 4} + 0 0 = 4𝐴 + 2𝐶 𝑧−𝑎 𝑧 +𝑎 2 2 𝑧 +𝑎 2 2
−2 = 8𝐴 2𝐶 = −4𝐴 𝑧 3 +3𝑧
Example 5: Find 𝑍 −1 [(𝑧−1)2 (𝑧 2 +1)] by method of partial fraction.
−1 −1 1
𝐴= 𝐶 = −2 ( )⇒𝐶= Solution:
4 4 2
𝑧 3 + 3𝑧
Let 𝐹(𝑧) =
(𝑧 − 1)2 (𝑧2 + 1)
𝐹(𝑧) 𝑧2 + 3
= − − − − − −(1)
𝑧 (𝑧 − 1)2 (𝑧2 + 1)
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 21
𝑧2 + 3 𝐴 𝐵 𝐶𝑧 + 𝐷 𝑧 𝑧 𝑧2
= + + − − − − − −(2) 𝑓(𝑛) = −𝑍 −1 [ ] + 2𝑍 −1 [ ] + 𝑍 −1 [ 2 ]
(𝑧 − 1)2 (𝑧2 + 1) (𝑧 − 1) (𝑧 − 1)2 𝑧 2 + 1 𝑧−1 (𝑧 − 1) 2 𝑧 +1
Multiply by (𝑧 − 1)2 (𝑧 2 + 1), 𝑧 2 + 3𝑧 𝑛𝜋
𝑍 −1 [ 2 2
] = −1 + 2𝑛 + 𝑐𝑜𝑠
[𝑧 2 + 3](𝑧 − 1)2 (𝑧2 + 1) 𝐴(𝑧 − 1)2 (𝑧 2 + 1) 𝐵(𝑧 − 1)2 (𝑧2 + 1) (𝑧 − 1) (𝑧 + 1) 2
= +
(𝑧 − 1)2 (𝑧 2 + 1) (𝑧 − 1) (𝑧 − 1)2
[𝐶𝑧 + 𝐷](𝑧 − 1)2 (𝑧 2 + 1) 𝑧−4 𝑧−4
+ Example 6: Find 𝑍 −1 [ ] (Or)𝑍 −1 [(𝑧+2)(𝑧+3)]by method of partial fraction.
𝑧2 + 1 𝑧 2+5𝑧+6
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 22
𝑧(𝑧 + 1) where 𝐶 is a circle whose centre is the origin and radius is sufficiently large to include
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) =
(𝑧 − 1)3 all the isolated singularities of 𝐹(𝑧). 𝐶 may also be a closed contour including the origin
𝐹(𝑧) 𝑧+1 𝑧−1+2
= = [∴ 1 = 2 − 1] and all the isolated singularities of 𝐹(𝑧).
𝑧 (𝑧 − 1)3 (𝑧 − 1)3
By Cauchy’s Residue Theorem,
(𝑧 − 1) 2
= +
(𝑧 − 1)3 (𝑧 − 1)3
∫ 𝐹(𝑧) 𝑧 𝑛−1 𝑑𝑧 = 2𝜋𝑖
𝐹(𝑧) 1 2 𝐶
= +
𝑧 (𝑧 − 1) 2 (𝑧 − 1)3 × Sum of the residues of 𝐹(𝑧)𝑧𝑛−1 at the isolated singularities
𝒇(𝒏) = 𝐒𝐮𝐦 𝐨𝐟 𝐭𝐡𝐞 𝐫𝐞𝐬𝐢𝐝𝐮𝐞𝐬 𝐨𝐟 𝑭(𝒛)𝒛𝒏−𝟏 𝐚𝐭 𝐭𝐡𝐞 𝐢𝐬𝐨𝐥𝐚𝐭𝐞𝐝 𝐬𝐢𝐧𝐠𝐮𝐥𝐚𝐫𝐢𝐭𝐢𝐞𝐬
𝑧 2𝑧 Formula:
𝐹(𝑧) = +
(𝑧 − 1)2 (𝑧 − 1)3
Residue of 𝐹(𝑧)𝑧 𝑛−1 at the pole of order 1 (Simple Pole)
𝑧 2𝑧
𝑍[𝑓(𝑛)] = + {Res 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
(𝑧 − 1)2 (𝑧 − 1)3 𝑧→𝑎
𝑛−1
𝑧 2𝑧 Residue of 𝐹(𝑧)𝑧 at the pole of order 2
𝑓(𝑛) = 𝑍 −1 [ ] + 𝑍 −1 [ ]
(𝑧 − 1)2 (𝑧 − 1)3 1 𝑑
{Res 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 {(𝑧 − 𝑎)2 𝐹(𝑧)𝑧 𝑛−1 }
𝑓(𝑛) = 𝑛 + 𝑛(𝑛 − 1) [Since, 𝑍 −1 𝑧
[(𝑧−1)2 ] = 𝑛; 𝑍 −1 2𝑧
[(𝑧−1)3 ] = 𝑛(𝑛 − 1)] 1! 𝑧→𝑎 𝑑𝑧
Residue of 𝐹(𝑧)𝑧 𝑛−1 at the pole of order 3
2
= 𝑛+𝑛 −1
1 𝑑2
𝑓(𝑛) = 𝑛 {Res 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 2 {(𝑧 − 𝑎)3 𝐹(𝑧)𝑧 𝑛−1 }
2! 𝑧→𝑎 𝑑𝑧
Residue of 𝐹(𝑧)𝑧 𝑛−1 at the pole of order m
Problems for Practise 1 𝑑𝑚−1
{𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 𝑚−1 [(𝑧 − 𝑎)𝑚 𝐹(𝑧)𝑧 𝑛−1 ]
𝑧 1 1 (𝑚 − 1)! 𝑧→𝑎 𝑑𝑧
1. Evaluate 𝑍 −1 [ ]by method of partial fraction. Ans: (−2)𝑛 − (−5)𝑛
𝑧 2+7𝑧+10 3 3
𝑧 −1 1 1
2. Find 𝑍 −1 [(𝑧+1)(𝑧−1)2 ]by method of partial fraction. Ans: (1)𝑛 + (𝑛) + (−1)𝑛
4 2 4 Illustrative Examples:
𝑧 2 +3𝑧 −1 1 2 𝑧 2 −3𝑧
3. Find 𝑍 −1 [(𝑧+2)(𝑧−1)(𝑧−5)] by method of partial fraction. Ans: 2!
(−2)𝑛 − 3 1𝑛 + 7 5𝑛 Example 1: Find 𝑍 −1 [(𝑧+2)(𝑧−5)] using residue theorem.
𝑧 2 − 3𝑧
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) = 𝑍 −1 [ ]
Inverse 𝒁-transform by the Method of Residues or Inverse Integral Method (𝑧 + 2)(𝑧 − 5)
By using the relation between the 𝑍-transform and Fourier transform of a sequence, it 𝑧 2 − 3𝑧 𝑧(𝑧 − 3)
𝐹(𝑧)𝑧 𝑛−1 = 𝑧 𝑛−1 { } = 𝑧 𝑛−1
1 (𝑧 + 2)(𝑧 − 5) (𝑧 + 2)(𝑧 − 5)
can be proved that 𝑓(𝑛) = 2𝜋𝑖 ∫𝐶 𝐹(𝑧) 𝑧 𝑛−1 𝑑𝑧
𝑧 𝑛 (𝑧 − 3)
𝐹(𝑧)𝑧 𝑛−1 =
(𝑧 + 2)(𝑧 − 5)
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 23
The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 + 2)(𝑧 − 5) = 0 𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
𝑧→𝑎
Therefore, 𝑧 = −2, 5 which are simple poles. Here, 𝑎 = −1
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1 𝑧 𝑛−1 (𝑧 + 3)
𝑧→𝑎
𝑅1 = 𝑙𝑖𝑚 (𝑧 + 1)
Here, 𝑎 = −2 𝑧→−1 (𝑧 + 1)(𝑧 − 2)
𝑧 𝑛 (𝑧 − 3) 𝑧 𝑛−1 (𝑧 + 3)
𝑅1 = 𝑙𝑖𝑚 (𝑧 + 2) = 𝑙𝑖𝑚
𝑧→−2 (𝑧 + 2)(𝑧 − 5) 𝑧→−1 (𝑧 − 2)
𝑧 𝑛 (𝑧 − 3) (−2 − 3)(−2)𝑛 −5 (−1)𝑛−1 (−1 + 3) (−1)𝑛−1 (2)
= 𝑙𝑖𝑚 = = (−2)𝑛 = =
𝑧→−2 (𝑧 − 5) (−2 − 5) −7 (−1 − 2) (−3)
5 −2
𝑅1 = (−2)𝑛 𝑅1 = (−1)𝑛−1
7 3
𝑅2 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1 𝑅2 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
𝑧→𝑎 𝑧→𝑎
Here, 𝑎 = 5 Here, 𝑎 = 2
𝑧 𝑛 (𝑧 − 3) 𝑧 𝑛−1 (𝑧 + 3)
𝑅2 = 𝑙𝑖𝑚(𝑧 − 5) 𝑅2 = 𝑙𝑖𝑚(𝑧 − 2)
𝑧→5 (𝑧 + 2)(𝑧 − 5) 𝑧→2 (𝑧 + 1)(𝑧 − 2)
𝑛
𝑧 (𝑧 − 3) (5 − 3)(5) 𝑛 𝑧 𝑛−1 (𝑧 + 3)
= 𝑙𝑖𝑚 = = 𝑙𝑖𝑚
𝑧→5 (𝑧 + 2) (5 + 2) 𝑧→2 (𝑧 + 1)
2 (2)𝑛−1 (2 + 3) 2𝑛−1 (5)
𝑅2 = (5)𝑛 = =
7 (2 + 1) 3
By method of residues, 𝑓(𝑛) = Sum of Residues 5
𝑅2 = 2𝑛−1
= 𝑅1 + 𝑅2 3
5 2 By method of residues, 𝑓(𝑛) = Sum of Residues
𝑓(𝑛) = (−2)𝑛 + (5)𝑛
7 7 = 𝑅1 + 𝑅2
−2 5
𝑓(𝑛) = (−1)𝑛−1 + 2𝑛−1
𝑧+3 3 3
Example 2: Find the inverse 𝑍-transforms using inversion integral (𝑧+1)(𝑧−2)
𝑧+3
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) = 𝑧(𝑧+1)
Example 3: Find 𝑍 −1 [(𝑧−1)3 ], using residue method.
(𝑧 + 1)(𝑧 − 2)
𝑧 𝑛−1 (𝑧 + 3) 𝑧(𝑧 + 1)
𝐹(𝑧)𝑧 𝑛−1 = 𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) =
(𝑧 + 1)(𝑧 − 2) (𝑧 − 1)3
The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by (𝑧 + 1)(𝑧 − 2) = 0 𝑧(𝑧 + 1)
𝐹(𝑧)𝑧 𝑛−1 = 𝑧 𝑛−1 [ ]
Therefore, 𝑧 = −1,2 which are simple poles. (𝑧 − 1)3
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 24
(𝑧 + 1)𝑧 𝑛 𝑧(𝑧 + 1)
𝐹(𝑧)𝑧 𝑛−1 = 𝐹(𝑧) =
(𝑧 − 1)3 (𝑧 − 1)(𝑧 2 + 1)
The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 − 1)3 = 0 𝑧(𝑧 + 1)
𝐹(𝑧)𝑧𝑛−1 = 𝑧 𝑛−1 [ ]
Therefore, 𝑧 = 1 is pole of order 3. (𝑧 − 1)(𝑧 2 + 1)
1 𝑑2 𝑧 𝑛 (𝑧 + 1)
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1
}𝑧=𝑎 = 𝑙𝑖𝑚 2 {(𝑧 − 𝑎)3 𝐹(𝑧)𝑧𝑛−1 } 𝐹(𝑧)𝑧𝑛−1 =
2! 𝑧→𝑎 𝑑𝑧 (𝑧 − 1)(𝑧 2 + 1)
Here, 𝑎 = 1 The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 − 1)(𝑧2 + 1) = 0
1 𝑑2 (𝑧 + 1)𝑧 𝑛 𝑧 = 1(Simple pole)
𝑅1 = 𝑙𝑖𝑚 2 [(𝑧 − 1)3 ]
2! 𝑧→1 𝑑𝑧 (𝑧 − 1)3 𝑧 2 = −1 ⟹ 𝑧 = ±𝑖 (Simple pole)
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
𝑧→𝑎
1 𝑑2
= 𝑙𝑖𝑚 2 [(𝑧 + 1)𝑧 𝑛 ] Here, 𝑎 = −1
2 𝑧→1 𝑑𝑧
𝑧 𝑛 (𝑧 + 1)
1 𝑑 𝑅1 = 𝑙𝑖𝑚(𝑧 − 1)
= 𝑙𝑖𝑚 [(𝑧 + 1)𝑛𝑧 𝑛−1 + 𝑧 𝑛 (1)] 𝑧→1 (𝑧 − 1)(𝑧 2 + 1)
2 𝑧→1 𝑑𝑧
1 𝑑 𝑧 𝑛 (𝑧 + 1) (1)𝑛 (1 + 1)
= 𝑙𝑖𝑚 [𝑛(𝑧 + 1)𝑧 𝑛−1 + 𝑧 𝑛 ] = 𝑙𝑖𝑚 =
𝑧→1 (𝑧 2 + 1) (1 + 1)
2 𝑧→1 𝑑𝑧
1 𝑅1 = 1
= 𝑙𝑖𝑚{𝑛[(𝑧 + 1)(𝑛 − 1)𝑧 𝑛−2 + 𝑧 𝑛−1 (1)] + 𝑛𝑧 𝑛−1 }
2 𝑧→1 𝑅2 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
𝑧→𝑎
1
= {𝑛[(1 + 1)(𝑛 − 1)(1)𝑛−2 + (1)𝑛−1 (1)] + 𝑛(1)𝑛−1 } Here, 𝑎 = 𝑖
2
1 1 𝑧 𝑛 (𝑧 + 1)
= {𝑛[2(𝑛 − 1) + 1] + 𝑛} = {𝑛[2𝑛 − 2 + 1] + 𝑛} 𝑅2 = 𝑙𝑖𝑚(𝑧 − 𝑖)
2 2 𝑧→𝑖 (𝑧 − 1)(𝑧 2 + 1)
1 1 1 𝑧 𝑛 (𝑧 + 1)
= {𝑛[2𝑛 − 1] + 𝑛} = {2𝑛2 − 𝑛 + 𝑛} = {2𝑛2 } = 𝑙𝑖𝑚(𝑧 − 𝑖)
2 2 2 𝑧→𝑖 (𝑧 − 1)(𝑧 + 𝑖)(𝑧 − 𝑖)
2
𝑅1 = 𝑛 𝑧 𝑛 (𝑧 + 1) 𝑖 𝑛 (𝑖 + 1)
= 𝑙𝑖𝑚 =
By method of residues, 𝑓(𝑛) = Sum of Residues 𝑧→𝑖 (𝑧 − 1)(𝑧 + 𝑖) (𝑖 − 1)(2𝑖)
= 𝑅1 𝑖 𝑛 (1 + 𝑖) (−1 − 𝑖)
= × Since (𝑎 + 𝑖𝑏)(𝑎 − 𝑖𝑏) = 𝑎2 + 𝑏 2
2𝑖(−1 + 𝑖) (−1 − 𝑖)
𝑓(𝑛) = 𝑛2
𝑖 𝑛 (−1 − 𝑖 − 𝑖 − 𝑖 2 )
=
2𝑖(1 + 1)
𝑧 2 +𝑧 𝑛𝜋
Example 4: Show that 𝑍 −1 [(𝑧−1)(𝑧 2 ] = 1 − 𝑐𝑜𝑠 using residue method 𝑖 𝑛 (−1 − 2𝑖 + 1)
+1) 2
= Since 𝑖 2 = −1
𝑧2 + 𝑧 2𝑖(2)
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Let 𝐹(𝑧) =
(𝑧 − 1)(𝑧 2 + 1)
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 25
𝑖 𝑛 (−2𝑖) 1 𝑑𝑚−1
= {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 𝑚−1 [(𝑧 − 𝑎)𝑚 𝐹(𝑧)𝑧 𝑛−1 ]
2𝑖(2) (𝑚 − 1)! 𝑧→𝑎 𝑑𝑧
−1 𝑛 Here, 𝑚 = 4 𝑎𝑛𝑑 𝑎 = 1
𝑅2 = 𝑖
2
1 𝑑3
−1 𝑅1 = 𝑙𝑖𝑚 3 [(𝑧 − 1)4 𝑈(𝑧)𝑧 𝑛−1 ]
To replace 𝑖 by − 𝑖 weget, 𝑅3 = (−𝑖)𝑛 (4 − 1)! 𝑧→1 𝑑𝑧
2
1 𝑑3 2𝑧 2 + 5𝑧 + 14 𝑛−1
By method of residues, 𝑓(𝑛) = Sum of Residues = 𝑙𝑖𝑚 3 [(𝑧 − 1)4 𝑧 ]
3! 𝑧→1 𝑑𝑧 (𝑧 − 1)4
= 𝑅1 + 𝑅2 + 𝑅3
1 𝑑3
(𝑖)𝑛 (−𝑖)𝑛 = 𝑙𝑖𝑚 3 [(2𝑧 2 + 5𝑧 + 14)𝑧 𝑛−1 ]
𝑓(𝑛) = 1 − − − − − − − − − (1) 3! 𝑧→1 𝑑𝑧
2 2
1 𝑑2
= 𝑙𝑖𝑚 2 [(2𝑧 2 + 5𝑧 + 14)(𝑛 − 1)𝑧 𝑛−2 + 𝑧 𝑛−1 (4𝑧 + 5)]
3! 𝑧→1 𝑑𝑧
𝜋 𝜋 𝑛
We know that, 𝑖 𝑛 = (𝑐𝑜𝑠 + 𝑖 𝑠𝑖𝑛 ) , by DeMovier′ s Theorem
2 2
𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋 1 𝑑
𝑛
𝑖 = 𝑐𝑜𝑠 + 𝑖 𝑠𝑖𝑛 and (−𝑖)𝑛 = 𝑐𝑜𝑠 − 𝑖 𝑠𝑖𝑛 = 𝑙𝑖𝑚 [(𝑛 − 1){(2𝑧 2 + 5𝑧 + 14)(𝑛 − 2)𝑧 𝑛−3 + 𝑧 𝑛−2 (4𝑧 + 5)}
2 2 2 2 6 𝑧→1 𝑑𝑧
1 𝑛𝜋 𝑛𝜋 1 𝑛𝜋 𝑛𝜋 + (4𝑧 + 5)(𝑛 − 1)𝑧 𝑛−2 + 𝑧 𝑛−1 (4)]
(1)becomes, 𝑓(𝑛) = 1 − {𝑐𝑜𝑠 + 𝑖 𝑠𝑖𝑛 } − {𝑐𝑜𝑠 − 𝑖 𝑠𝑖𝑛 }
2 2 2 2 2 2 1 𝑑
= 𝑙𝑖𝑚 [(𝑛 − 1){(2𝑧 2 + 5𝑧 + 14)(𝑛 − 2)𝑧 𝑛−3 + 𝑧 𝑛−2 (4𝑧 + 5) + (4𝑧 + 5)𝑧 𝑛−2 }
1 𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋 6 𝑧→1 𝑑𝑧
𝑓(𝑛) = 1 − {𝑐𝑜𝑠 + 𝑖 𝑠𝑖𝑛 + 𝑐𝑜𝑠 − 𝑖 𝑠𝑖𝑛 }
2 2 2 2 2 + 4𝑧 𝑛−1 ]
1 𝑛𝜋 1 𝑑
= 1 − [2𝑐𝑜𝑠 ] = 𝑙𝑖𝑚 [(𝑛 − 1){(2𝑧 2 + 5𝑧 + 14)(𝑛 − 2)𝑧 𝑛−3 + 2𝑧 𝑛−2 (4𝑧 + 5)} + 4𝑧 𝑛−1 ]
2 2 6 𝑧→1 𝑑𝑧
𝑛𝜋
𝑓(𝑛) = 1 − 𝑐𝑜𝑠 1
2 = 𝑙𝑖𝑚[(𝑛 − 1){(𝑛 − 2)(2𝑧 2 + 5𝑧 + 14)(𝑛 − 3)𝑧 𝑛−4 + (𝑛 − 2)𝑧 𝑛−3 (4𝑧 + 5) + 2(4𝑧
6 𝑧→1
+ 5)(𝑛 − 2)𝑧 𝑛−3 + 2𝑧 𝑛−2 (4)} + 4(𝑛 − 1)𝑧 𝑛−2 ]
2𝑧 2 +5𝑧+14
Example 5: If 𝑈(𝑧) = (𝑧−1)4
, evaluate 𝑢2 and 𝑢3 1
= [(𝑛 − 1){(𝑛 − 2)(2 + 5 + 14)(𝑛 − 3) + (𝑛 − 2)(4 + 5) + 2(4 + 5)(𝑛 − 2)
6
2𝑧 2 + 5𝑧 + 14
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Given 𝑈(𝑧) = , where 𝑍(𝑢𝑛 ) = 𝑈(𝑧) + 2(4)} + 4(𝑛 − 1)]
(𝑧 − 1)4
1
2𝑧 2 + 5𝑧 + 14 𝑛−1 𝑅1 = [(𝑛 − 1){(𝑛 − 2)(21)(𝑛 − 3) + (𝑛 − 2)(9) + 18(𝑛 − 2) + 8} + 4(𝑛 − 1)]
𝑈(𝑧)𝑧 𝑛−1 = 𝑧 6
(𝑧 − 1)4
1
The poles of are given by(𝑧 − 1)4 = 0 = [21(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) + 9(𝑛 − 1)(𝑛 − 2) + 18(𝑛 − 1)(𝑛 − 2) + 8(𝑛 − 1)
6
Therefore, 𝑧 = 1 is a pole of order 4 + 4(𝑛 − 1)]
𝑛−1
Residue of 𝐹(𝑧)𝑧 at the pole of order m 1
𝑅1 = [21(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) + 27(𝑛 − 1)(𝑛 − 2) + 12(𝑛 − 1)]
6
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 26
By method of residues, 𝑢𝑛 = Sum of Residues = 𝑅1 Given, 𝑈𝑛 = 𝛼2𝑛+1 − − − − − −(1)
1 𝑈𝑛+1 = 𝛼2𝑛+2
𝑢𝑛 = [21(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) + 27(𝑛 − 1)(𝑛 − 2) + 12(𝑛 − 1)] − − − (1)
6 𝑈𝑛+1 = 𝛼2𝑛+1 . 2
Sub. 𝑛 = 2 in (1)
𝑈𝑛+1 = 𝑈𝑛 . 2 𝑈𝑠𝑖𝑛𝑔 (1)
1 1
𝑢2 = [0 + 0 + 12(2 − 1)] = [12] ⇒ 𝑢2 = 2 𝑈𝑛+1 = 2𝑈𝑛
6 6
Sub. 𝑛 = 3 in (1)
1 Example 2: Form the difference equation by eliminating the constants 𝐴 & 𝐵 from
𝑢3 = [0 + 27(3 − 1)(3 − 2) + 12(3 − 1)]
6 𝑦𝑛 = 𝐴. 2𝑛 + 𝐵(−2)𝑛
1 1 1
= [0 + 27(2)(1) + 12(2)] = [54 + 24] = [78] Solution:
6 6 6
𝑦𝑛 = 𝐴. 2𝑛 + 𝐵(−2)𝑛 − − − −(1)
𝑢3 = 13
𝑦𝑛+1 = 𝐴. 2𝑛+1 + 𝐵(−2)𝑛+1 − − − −(2)
𝑦𝑛+2 = 𝐴. 2𝑛+2 + 𝐵(−2)𝑛+2 − − − −(3)
Problems for Practise
2𝑧 2+4𝑧
1. Find𝑍 −1 [ (𝑧−2)3 ], using residue method Answer: 𝑓(𝑛) = 𝑛2 2𝑛
2𝑛 (−2)𝑛 𝑦𝑛
−1 2𝑧(𝑧 2 −1) 𝑛−1 𝑛−1 Eliminating 𝐴 and 𝐵 from (1), (2)and (3)we get, |2𝑛+1 (−2)𝑛+1 𝑦𝑛+1 | = 0
2. Find𝑍 [ (𝑧 2 +1)2 ] , using residue method Answer: 𝑓(𝑛) = 𝑛(𝑖) + 𝑛(𝑖)
2𝑛+2 (−2)𝑛+2 𝑦𝑛+2
2𝑧 (1−𝑖)𝑖 𝑛 (1+𝑖)(−𝑖)𝑛
3. Find 𝑍 −1 [(𝑧−1)(𝑧 2 +1)] using residue method Answer: 𝑓(𝑛) = 1 − − 2𝑛 (−2)𝑛 𝑦𝑛
2 2
| 2. 2𝑛 (−2)(−2)𝑛 𝑦𝑛+1 | = 0
22 . 2𝑛 (−2)2 (−2)𝑛 𝑦𝑛+2
DIFFERENCE EQUATIONS 1 1 𝑦𝑛
Definition 2𝑛 (−2)𝑛 |2 −2 𝑦𝑛+1 | = 0
4 4 𝑦𝑛+2
A difference equation is a relation between the independent variable 𝑛 and dependent
1 1 𝑦𝑛
variable 𝑦 and its finite differences. |2 −2 𝑦𝑛+1 | = 0
4 4 𝑦𝑛+2
For example, 𝑦𝑛+2 + 6𝑦𝑛+1 + 9𝑦𝑛 = 2𝑛
1{−2𝑦𝑛+2 − 4𝑦𝑛+1 } − 1{2𝑦𝑛+2 − 4𝑦𝑛+1 } + 𝑦𝑛 {8 + 8} = 0
−2𝑦𝑛+2 − 4𝑦𝑛+1 − 2𝑦𝑛+2 + 4𝑦𝑛+1 + 16𝑦𝑛 = 0
Formation of Difference Equation:
−4𝑦𝑛+2 + 16𝑦𝑛 = 0
Illustrative Examples:
𝑦𝑛+2 − 4𝑦𝑛 = 0
Example 1: Form difference equation by eliminating constants from 𝑈𝑛 = 𝛼2𝑛+1 .
Solution:
Example 3: Find the difference equation from 𝑦𝑛 = (𝐴 + 𝐵𝑛)2𝑛
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 27
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Given, 𝑦𝑛 = (𝐴 + 𝐵𝑛)2𝑛
𝑦𝑛 = 𝐴2𝑛 + 𝐵𝑛2𝑛 − − − −(1)
𝑦𝑛+1 = 𝐴2𝑛+1 + 𝐵(𝑛 + 1)2𝑛+1 − − − −(2)
𝑦𝑛+2 = 𝐴2𝑛+2 + 𝐵(𝑛 + 2)2𝑛+2 − − − −(3) Application of 𝒁-transform to Solve Linear Difference Equations:
Eliminating 𝐴 and 𝐵 from (1), (2)and (3)we get Working Procedure
2𝑛 𝑛2𝑛 𝑦𝑛 1. 𝑍{𝑦𝑛 } = 𝐹(𝑧)
|2𝑛+1 (𝑛 + 1)2𝑛+1 𝑦𝑛+1 | = 0
2𝑛+2 (𝑛 + 2)2𝑛+2 𝑦𝑛+2 2. Apply 𝑍-transform on both sides of the difference equation using the formulae
Illustrative Examples:
Problems for Practise
Example 1: Solve 𝑦𝑛+2 + 6𝑦𝑛+1 + 9𝑦𝑛 = 2𝑛 with 𝑦0 = 𝑦1 = 0 using 𝑍-transform
1. Form the difference equation from 𝑦𝑛 = 𝐴. 5𝑛 Ans: 𝑦𝑛+1 − 5𝑦𝑛 = 0
Solution:
2. Form the difference equation from 𝑦𝑛 = 𝑎 + 𝑏3𝑛 Ans: 𝑦𝑛+2 − 4𝑦𝑛+1 + 3𝑦𝑛 = 0
Given, 𝑦𝑛+2 + 6𝑦𝑛+1 + 9𝑦𝑛 = 2𝑛
3. Form difference equation from 𝑦𝑛 = 𝐴. 3𝑛 + 𝐵. 5𝑛 Ans: 𝑦𝑛+2 − 8𝑦𝑛+1 + 15𝑦𝑛 = 0
Taking 𝑍-transform on both sides
𝑍{𝑦𝑛+2 } + 6𝑍{𝑦𝑛+1 } + 9𝑍{𝑦𝑛 } = 𝑍{2𝑛 }
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 28
𝑦1 𝑧 𝑧 Here, 𝑎 = −3
𝑧 2 {𝐹(𝑧) − 𝑦0 − } + 6𝑧{𝐹(𝑧) − 𝑦0 } + 9𝐹(𝑧) = Since, 𝑍{𝑎𝑛 } =
𝑧 𝑧−2 𝑧−𝑎
1 𝑑 𝑧𝑛
𝑧 𝑅2 = 𝑙𝑖𝑚 [(𝑧 + 3)2 ]
𝑧 2 𝐹(𝑧) − 𝑧 2 𝑦0 − 𝑧𝑦1 + 6𝑧𝐹(𝑧) − 6𝑧𝑦0 + 9𝐹(𝑧) = 1! 𝑧→−3 𝑑𝑧 (𝑧 − 2)(𝑧 + 3)2
𝑧−2
𝑑 𝑧𝑛
Given, 𝑦0 = 𝑦1 = 0 = 𝑙𝑖𝑚 [ ]
𝑧→−3 𝑑𝑧 (𝑧 − 2)
𝑧
𝑧 2 𝐹(𝑧) − 0 − 0 + 6𝑧𝐹(𝑧) − 0 + 9𝐹(𝑧) = (𝑧 − 2)𝑛𝑧 𝑛−1 − 𝑧 𝑛 (1)
𝑧−2
= 𝑙𝑖𝑚 [ ]
𝑧 𝑧→−3 (𝑧 − 2)2
𝑧 2 𝐹(𝑧) + 6𝑧𝐹(𝑧) + 9𝐹(𝑧) =
𝑧−2 (−3 − 2)𝑛(−3)𝑛−1 − (−3)𝑛 (−5)𝑛(−3)𝑛−1 − (−3)𝑛
𝑧 = =
{𝑧 2 + 6𝑧 + 9}𝐹(𝑧) = (−3 − 2)2 (−5)2
𝑧−2
𝑧 1
𝐹(𝑧) = = {−5𝑛(−3)𝑛−1 − (−3)𝑛 }
2
(𝑧 − 2)(𝑧 + 6 𝑧 + 9) 25
𝑧 −1
𝐹(𝑧) = 𝑍{𝑦𝑛 } = 𝑅2 = {5𝑛(−3)𝑛−1 + (−3)𝑛 }
(𝑧 − 2)(𝑧 + 3)2 25
By method of residues, 𝑦𝑛 = Sum of Residues
To find 𝑦𝑛 using Residue Method
𝑧 = 𝑅1 + 𝑅2
Let 𝐹(𝑧)𝑧𝑛−1 = 𝑧 𝑛−1
(𝑧 − 2)(𝑧 + 3)2 1 𝑛 1
𝑦𝑛 = 2 − {5𝑛(−3)𝑛−1 + (−3)𝑛 }
𝑧 𝑛 25 25
𝐹(𝑧)𝑧 𝑛−1 = Example 2: Solve the difference equation 𝑦𝑛+3 − 3𝑦𝑛+1 + 2𝑦𝑛 = 0 given that 𝑦(0) =
(𝑧 − 2)(𝑧 + 3)2
4, 𝑦(1) = 0 𝑎𝑛𝑑 𝑦(2) = 8
Therefore, 𝑧 = 2 is Simple pole Taking 𝑍-transform on both sides 𝑍{𝑦𝑛+3 } − 3𝑍{𝑦𝑛+1 } + 2𝑍{𝑦𝑛 } = 𝑍{0}
𝑦1 𝑦2
𝑧 = −3 is pole of order2. 𝑧 3 {𝐹(𝑧) − 𝑦0 − − 2 } − 3𝑧{𝐹(𝑧) − 𝑦0 } + 2𝐹(𝑧) = 0
𝑧 𝑧
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
𝑧→𝑎 𝑧 3 𝐹(𝑧) − 𝑧 3 𝑦0 − 𝑧 2 𝑦1 − 𝑧𝑦2 − 3𝑧𝐹(𝑧) + 3𝑧𝑦0 + 2𝐹(𝑧) = 0
Here, 𝑎 = 2 Given that, 𝑦(0) = 𝑦0 = 4; 𝑦(1) = 𝑦1 = 0 ; 𝑦(2) = 𝑦2 = 8
𝑧𝑛 𝑧 3 𝐹(𝑧) − 4𝑧 3 − 0 − 8𝑧 − 3𝑧𝐹(𝑧) + 12𝑧 + 2𝐹(𝑧) = 0
𝑅1 = 𝑙𝑖𝑚(𝑧 − 2)
𝑧→2 (𝑧 − 2)(𝑧 + 3)2
𝑧 3 𝐹(𝑧) − 3𝑧𝐹(𝑧) + 2𝐹(𝑧) − 4𝑧 3 + 4𝑧 = 0
𝑧𝑛 2𝑛
= 𝑙𝑖𝑚 = {𝑧 3 − 3𝑧 + 2}𝐹(𝑧) = 4𝑧 3 − 4𝑧
𝑧→2 (𝑧 + 3)2 (2 + 3)2
1 𝑛 4𝑧(𝑧 2 − 1)
𝑅1 = 2 𝐹(𝑧) =
25 𝑧 3 − 3𝑧 + 2
1 𝑑 4𝑧(𝑧 − 1)(𝑧 + 1)
𝑅2 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 {(𝑧 − 𝑎)2 𝐹(𝑧)𝑧 𝑛−1 } 𝐹(𝑧) = 𝑍{𝑦𝑛 } =
1! 𝑧→𝑎 𝑑𝑧 (𝑧 − 1)2 (𝑧 + 2)
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 29
4𝑧(𝑧 + 1) 8 4
𝐹(𝑧) = 𝑍{𝑦𝑛 } = 𝑦𝑛 = 𝑦(𝑛) = + (−2)𝑛
(𝑧 − 1)(𝑧 + 2) 3 3
To find 𝑦𝑛 using Residue Method
4𝑧(𝑧 + 1) Example 3: Solve the difference equation 𝑦𝑛+2 + 2𝑦𝑛+1 + 𝑦𝑛 = 𝑛 given that 𝑦0 =
Let 𝐹(𝑧)𝑧 𝑛−1 = 𝑧 𝑛−1
(𝑧 − 1)(𝑧 + 2) 𝑦1 = 0
𝑧 𝑛 4(𝑧 + 1) Solution:
𝐹(𝑧)𝑧 𝑛−1 =
(𝑧 − 1)(𝑧 + 2)
Given, 𝑦𝑛+2 + 2𝑦𝑛+1 + 𝑦𝑛 = 𝑛
The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 − 1)(𝑧 + 2) = 0
Taking 𝑍-transform on both sides
Therefore, 𝑧 = 1, −2 are simple poles.
𝑍{𝑦𝑛+2 } + 2𝑍{𝑦𝑛+1 } + 𝑍{𝑦𝑛 } = 𝑍{𝑛}
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑛−1
𝑧→𝑎 𝑦1 𝑧
𝑧 2 {𝐹(𝑧) − 𝑦0 − } + 2𝑧{𝐹(𝑧) − 𝑦0 } + 𝐹(𝑧) = 𝑍{𝑛} Since, 𝑍{𝑛} =
Here, 𝑎 = 1 𝑧 (𝑧 − 1)2
𝑧
𝑧 𝑛 4(𝑧 + 1) 𝑧 2 𝐹(𝑧) − 𝑧 2 𝑦0 − 𝑧𝑦1 + 2𝑧𝐹(𝑧) − 2𝑧𝑦0 + 𝐹(𝑧) =
𝑅1 = 𝑙𝑖𝑚(𝑧 − 1) (𝑧 − 1)2
𝑧→1 (𝑧 − 1)(𝑧 + 2)
𝑧 𝑛 4(𝑧 + 1) Given that, 𝑦0 = 𝑦1 = 0
= 𝑙𝑖𝑚 𝑧
𝑧→1 (𝑧 + 2) 𝑧 2 𝐹(𝑧) − 0 − 0 + 2𝑧𝐹(𝑧) − 0 + 𝐹(𝑧) =
(𝑧 − 1)2
𝑧
(1)𝑛 4(1 + 1) 8 {𝑧 2 + 2𝑧 + 1}𝐹(𝑧) = 𝑧 3 − 3𝑧 + 2
= = (1)𝑛 (𝑧 − 1)2
(1 + 2) 3 𝑧 = 𝑧 3 + 0𝑧 2 − 3𝑧 + 2
𝐹(𝑧) =
8 (𝑧 − 1) {𝑧 2 + 2𝑧 + 1}
2
𝑅1 = 1 0 –3 2
3 𝑧
𝐹(𝑧) = 𝑍{𝑦𝑛 } = 1 0 1 1 –2
Here, 𝑎 = −2 (𝑧 − 1)2 (𝑧 + 1)2
𝑧 𝑛 4(𝑧 + 1) To find 𝑦𝑛 using Residue Method 1 1 –2 0
𝑅2 = 𝑙𝑖𝑚 (𝑧 + 2)
𝑧→−2 (𝑧 − 1)(𝑧 + 2) 𝑧
Let 𝐹(𝑧)𝑧 𝑛−1 = 𝑧 𝑛−1 { } 𝑧 3 − 3𝑧 + 2
𝑛
𝑧 4(𝑧 + 1) (𝑧 − 1)2 (𝑧 + 1)2
= 𝑙𝑖𝑚 = (𝑧 − 1)(𝑧 2 + 𝑧 − 2)
𝑧→−2 (𝑧 − 1) 𝑛−1
𝑧𝑛
𝐹(𝑧)𝑧 = = (𝑧 − 1)(𝑧 2 + 𝑧 − 2)
(−2)𝑛 4(−2 + 1) 4(−1) (𝑧 − 1)2 (𝑧 + 1)2
= = (−2)𝑛 = (𝑧 − 1)(𝑧 − 1)(𝑧
(−2 − 1) (−3) The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 − 1)2 (𝑧 + 1)2 = 0
4 Therefore, 𝑧 = 1 is pole of order 2. + 2)
𝑅2 = (−2)𝑛
3 3
𝑧 − 3𝑧 + 2
𝑧 = −1 is pole of order 2.
By method of residues, 𝑦𝑛 = Sum of Residues = (𝑧 − 1)2 (𝑧 + 2)
1 𝑑
= 𝑅1 + 𝑅2 𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 {(𝑧 − 𝑎)2 𝐹(𝑧)𝑧 𝑛−1 }
1! 𝑧→𝑎 𝑑𝑧
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 30
Here, 𝑎 = 1 1 1
𝑦𝑛 = (𝑛 − 1) + {𝑛(−1)𝑛−1 + (−1)𝑛 }
1 𝑑 𝑧𝑛 4 4
𝑅1 = 𝑙𝑖𝑚 [(𝑧 − 1)2 ]
1! 𝑧→1 𝑑𝑧 (𝑧 − 1)2 (𝑧 + 1)2
𝑑 𝑧𝑛 Example 4: Solve the difference equation 𝑦(𝑘 + 2) + 𝑦(𝑘) = 1, 𝑦(0) = 𝑦(1) = 0
= 𝑙𝑖𝑚 [ ]
𝑧→1 𝑑𝑧 (𝑧 + 1)2
Solution:
(𝑧 + 1)2 𝑛𝑧 𝑛−1 − 𝑧 𝑛 2(𝑧 + 1)(1) Given that, 𝑦(𝑘 + 2) + 𝑦(𝑘) = 1
= 𝑙𝑖𝑚 [ ]
𝑧→1 (𝑧 + 1)4
𝑦𝑘+2 + 𝑦𝑘 = 1
(1 + 1)2 𝑛(1)𝑛−1 − (1)𝑛 2(1 + 1)(1)
= Taking 𝑍-transform on both sides
(1 + 1)4
4𝑛 − 4 𝑍{𝑦𝑘+2 } + 𝑍{𝑦𝑘 } = 𝑍{1}
= 𝑦1 𝑧 𝑧
16 𝑧 2 {𝐹(𝑧) − 𝑦0 − } + 𝐹(𝑧) = Since, 𝑍{1} =
𝑧 𝑧−1 𝑧−1
4(𝑛 − 1)
= 2 2
𝑧
16 𝑧 𝐹(𝑧) − 𝑧 𝑦0 − 𝑧𝑦1 + 𝐹(𝑧) =
𝑧−1
1
𝑅1 = (𝑛 − 1) Given that, 𝑦0 = 𝑦(0) = 0;
4
Here, 𝑎 = −1 𝑦1 = 𝑦(1) = 0
1 𝑑 𝑧𝑛
𝑅2 = 𝑙𝑖𝑚 [(𝑧 + 1)2 ] 𝑧
1! 𝑧→−1 𝑑𝑧 (𝑧 − 1)2 (𝑧 + 1)2
𝑧 2 𝐹(𝑧) − 0 − 0 + 𝐹(𝑧) =
𝑑 𝑧𝑛 𝑧−1
= 𝑙𝑖𝑚 [ ] 𝑧
𝑧→−1 𝑑𝑧 (𝑧 − 1)2 {𝑧 2 + 1}𝐹(𝑧) =
𝑧−1
(𝑧 − 1)2 𝑛𝑧 𝑛−1 − 𝑧 𝑛 2(𝑧 − 1)(1) 𝑧
= 𝑙𝑖𝑚 [ ] 𝐹(𝑧) =
𝑧→−1 (𝑧 − 1)4 (𝑧 − 1)(𝑧 2 + 1)
(−1 − 1)2 𝑛(−1)𝑛−1 − (−1)𝑛 2(−1 − 1)(1) 𝑧
= 𝐹(𝑧) = 𝑍{𝑦𝑘 } =
(−1 − 1)4 (𝑧 − 1)(𝑧2 + 1)
4𝑛(−1)𝑛−1 + (−1)𝑛 4 To find 𝑦𝑘 using Residue Method
=
16 𝑧
Let 𝐹(𝑧)𝑧 𝑘−1 = 𝑧 𝑘−1 { }
4{𝑛(−1)𝑛−1
+ (−1)𝑛 } (𝑧 − 1)(𝑧 2 + 1)
=
16 𝑧𝑘
𝐹(𝑧)𝑧 𝑘−1 =
1 (𝑧 − 1)(𝑧 2 + 1)
𝑅2 = {𝑛(−1)𝑛−1 + (−1)𝑛 }
4 The poles of 𝐹(𝑧)𝑧 𝑘−1 are given by(𝑧 − 1)(𝑧2 + 1) = 0
By method of residues, 𝑦𝑛 = Sum of Residues
𝑧 = 1(Simple pole)
= 𝑅1 + 𝑅2
𝑧 2 = −1
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 31
𝑧 = ±𝑖 (Simple pole)
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑘−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑘−1
𝑧→𝑎
Prepared by :
Unit V –Lecture notes: Dr.A.Manickam, Associate Prof of Mathematics VTU Page 32