Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.

UNIT V

Z – TRANSFORMS AND

DIFFERENCE EQUATIONS

5.1. DEFINITIONS:

5.1.1. DEFINITION: (ONE-SIDED OR UNILATERAL)

Let {f (n )} be a sequence defined for all positive integers n = 0,1,2,… ∞ , then

Z-transform of { f (n )} is defined as
∞
Z { f (n )} = ∑ f (n ) z −n , where z is an arbitrary complex variable.
n =0

5.1.2. DEFINITION: (Z – TRANSFORM FOR DISCRETE VALUES OF t)

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

VSCET
5.2 UNIT V

∞
Z ( f (t )) = ∑ f (nT ) z −n
n =0

5.2. NOTE:

(i) (1 + x )−1 = 1 − x + x 2 − x 3 + ⋯ if x <1

(ii) (1 − x ) −1 = 1 + x + x 2 + x 3 + ⋯

(iii) (1 + x )−2 = 1 − 2x + 3x 2 − 4x 3 + ⋯

(iv) (1 − x )−2 = 1 + 2x + 3x 2 + 4x 3 + ⋯

x x2
(v) ex = 1 + + +⋯
1! 2!

−x x x2
(vi) e = 1− + −⋯
1! 2!

x2 x3 x4
(vii) log (1 + x ) = x − + − +⋯ if x <1
2 3 4

x2 x3 x 4
(viii) − log (1 − x ) = x + + + +⋯
2 3 4

2a r +1 − 1 r
(ix) 1 +a +a +⋯+a = .
a −1

5.3. ELEMENTARY PROPERTIES:

5.3.1. PROPERTY:

z
Z (1) =
z −1

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

∞
∴ Z (1) = ∑ (1) z −n
n =0

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.3

∞
1
= ∑ zn
n =0

1 1
= 1+ + +⋯
z z2

1 −1
=  1 − 
1
 z
,
z
≤1 (∵ )
(1 − x ) −1 = 1 + x + x 2 + x 3 + ⋯

 z − 1 −1
=  z >1
 z 

= 
z 
.
z −1

5.3.2. PROPERTY:

z
Z (a n ) = if z > a
z −a

PROOF:

∞
Z {f (n )} = ∑ f (n ) z −n
n =0

∞
Z (a n ) = ∑ a n z −n
n =0

∞ n
∑  z 
a
=
n =0

a a 2
= 1 +   +   + ⋯
z  z 

 a −1 a
= 1 −  , if <1
 z z

z − a −1
=  
 z 

= 
z 
, if a < z .
z −a 

VSCET
5.4 UNIT V

5.3.3. PROPERTY:

z
Z (n ) =
( z − 1)2

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

∞
∴ Z (n ) = ∑ n z −n
n =0

1 2
= 0+ + +⋯
z z2
1 2 3 
= 1 + + 2 + ⋯
z z z 

1 1 2 
2   + 3   + ⋯ 
1
= 1 +
z z  z  

1 1 −2
= 1 − 
z z

1  z − 1 −2
=  
z z 

1  z 2
=  
z  z − 1
z
Z (n ) = .
( z − 1)2

5.3.4. PROPERTY:

Z   = log 
1 z 
, if z > 1, n > 0
n  z −1

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.5

∞
Z   = ∑
1 1 −n
∴ z
 n  n =1 n
∞
1
= ∑ nz n
n =1

1 1 1
= + 2 + 3 +⋯
z 2z 3z

1 1 2 1 1 3
=   +   +   + ⋯
1
z  2 z  3z 

 x2 x3 x4 
= − log  1 − 
1
∵ − log (1 − x ) = x + + + +⋯ 
 z  2 3 4 

= − log 
z −1

 z 

= log 
z 

 z − 1

5.3.5. PROPERTY:

Z 
1   z 
 = z log  
n +1 z −1

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

∞
Z 
1  1
∴  ∑
= z −n
 n + 1  n =0 n + 1
∞
1
= ∑ ( n + 1) z n
n =0

1 1
= 1+ + 2 +⋯
2z 3z

= z  + 2 + 3 + ⋯ 
1 1 1
 z 2z 3z 
(× and ÷ by z )
 1 1 1 2 1 1 3 
= z    +   +   + ⋯ 
 z  2  z  3z  

VSCET
5.6 UNIT V

 1 
= z  − log  1 −  
  z 

= −z log 
z −1

 z 

= z log 
z 
.
z −1

5.3.6. PROPERTY:

Z 
1  1  z ,
 = log   n >1
n −1 z z −1

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

∞
Z 
1  1
∴ =
n − 1
∑ n −1
z −n
n =2

∞
1
= ∑ ( n − 1) z n
n =2

1 1 1
= 2
+ 3 + 4 +⋯
z 2z 3z

1   1  1  1 2 1  1 3 
=    +   +   + ⋯
z  z  2  z  3z  

1  1 
=  − log  1 −  
z  z 

1  z − 1 
=  − log  
z  z 

1
log 
z 
= 
z z −1

5.3.7. PROPERTY:

Z   = e1\z
1
n!

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.7

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

∞
Z   = ∑
1 1 −n
∴ z
 n !  n =0 n !
∞
1  1 
∴ = ∑  
n !  zn 
n =0

1  1  1  1 2
= 1+   +   +⋯
1!  z  2!  z 

 x x2 
∵ ex = 1 + + + ⋯
 1! 2! 

= e1\z

5.3.8. PROPERTY:

 1  1\z
Z  = ze − z
 (n + 1) ! 

PROOF:

∞
Z { f (n )} = ∑ f (n ) z −n
n =0

 1  ∞
1
∴ Z  ∑
= z −n
 ( n + 1) !  n =0 ( n + 1 ) !
∞
1  1 
= ∑  
(n + 1) !  z n 
n =0

1 1  1  1  1 2
= +   +   +⋯
1! 2!  z  3  z 

1 1 1 1 2 1 1 3 
= z    +   +   + ⋯ 
 1!  z  2!  z  3z  

 x x2 
(
= z e1\z − 1 ) ∵

ex = 1 + +
1! 2!
+ ⋯


VSCET
5.8 UNIT V

(
= ze1\z − z . )
5.3.9. PROPERTY:

az
Z (n a n ) =
( z − a )2

PROOF:

∞
Z {f (n )} = ∑ f (n ) z −n
n =0

∞
(
Z n an = ) n∑=0 n an z −n
∞ n
= ∑ n  
a
n =0  z 

a 2
= 0 +   + 2   + ⋯
a
z  z 

a   a  + 3  a  + ⋯
2
=  1 + 2     
z  z  z  

a a −2
= 1 − 
z z

a  z − a  −2
=  
z z 

a z2
=
z ( z − a )2
az
=
( z − a )2

5.3.10. PROPERTY: (LINEAR PROPERTY)

Z (af (n ) + bg(n )) = aZ ( f (n )) + bZ ( g (n ))

= a F (z ) + b G (z )

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.9

5.4. NOTE:

z
(i) Z (1) =
z −1
z
(ii) Z (a n ) = , if z > a
z −a

5.5. EXAMPLES:

5.5.1. EXAMPLE:

Find Z (k )

SOLUTION:

Z (k ) = k Z (1)

= k 
z 

z −1

5.5.2. EXAMPLE:

Find Z ( ( −1)n )

SOLUTION:

z
Since Z (a n ) =
z −a
z
∴ Z ((−1)n ) =
z − (−1)
z
=
z +1

5.5.3. EXAMPLE:

z
Prove that Z (e −an ) =
z − e −a

PROOF:

z
Since Z (a n ) =
z −a

VSCET
5.10 UNIT V

z
∴ Z ((e −a )n ) = .
z − e −a

5.5.4. EXAMPLE:

Find Z (cos nθ ) and Z (sin nθ ) .

SOLUTION:

Let a = eiθ

a n = e inθ = cos nθ + i sin nθ

z
We know that, Z (a n ) =
z −a

∴ (
Z (a n ) = Z (e iθ )n )
z
=
z − eiθ
z
Z (cos nθ + i sin nθ ) =
z − ( cos θ + i sin θ )
z
=
( z − cos θ ) − i sin θ
z ( z − cos θ ) + i sin θ
=
( z − cos θ ) − i sin θ ( z − cos θ ) + i sin θ
z ( z − cos θ ) + iz sin θ
=
( z − cos θ )2 + sin2 θ
z ( z − cos θ ) + iz sin θ
=
z 2 + cos2 θ − 2z cos θ + sin2 θ

z ( z − cos θ ) + iz sin θ
=
z 2 − 2z cos θ + 1

z ( z − cos θ ) iz sin θ
Z (cos nθ ) + iZ (sin nθ ) = 2
+ 2
z − 2z cos θ + 1 z − 2z cos θ + 1

Equating real and imaginary parts,

z ( z − cos θ )
Z (cos nθ ) =
z 2 − 2z cos θ + 1

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.11

z sin θ
Z (sin nθ ) = 2
z − 2z cos θ + 1

REMARK:

∞
We know that Z ( f (t )) = ∑ f (nT ) z −n
n =0

∞
∴ Z ( sin at ) = ∑ sin anT z −n
n =0

∞
= ∑ sin nθ . z −n , where θ = aT
n =0

= Z (sin nθ )

z sin θ
=
z 2 − 2z cos θ + 1
z sin aT
= 2
z − 2z cos aT + 1

z (z − cos aT )
lll ly Z (cos at ) = 2
.
z − 2z cos aT + 1

5.5.5. EXAMPLE:

Find Z (r n cos nθ ) and Z (r n sin nθ )

SOLUTION:

Hints: Let a = reiθ

a n = r n einθ = r n (cos nθ + i sin nθ )

ANSWER:

z ( z − r cos θ )
Z (r n cos nθ ) =
z − 2zr cos θ + r 2
2

zr sin θ
Z (r n sin nθ ) = .
z − 2zr cos θ + r 2
2

VSCET
5.12 UNIT V

5.5.6. EXAMPLE:

Find Z (t )

SOLUTION:

∞
Z ( f (t )) = ∑ f (nT ) z −n
n =0

∞
∴ Z (t ) = ∑ nT z −n
n =0

∞
= T ∑ n z −n
n =0

= T Z (n )

z  z 
=T ∵ Z (n ) = 2
.
( z − 1)2  ( z − 1) 

5.5.7. EXAMPLE:

Find Z (e −at )

SOLUTION:

∞
Z ( f (t )) = ∑ f (nT ) z −n
n =0

∞
∴ (
Z e −at =) ∑ e −anT z −n
n =0

∞ n
= ∑ (e −aT ) z −n
n =0

n
= Z e −aT( )
z ∵ Z (a n ) = z 
=  
z − e −aT  z −a 

5.5.8. EXAMPLE:

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.13

 1 
Find Z  
 n(n + 1) 

SOLUTION:

1 A B
Now = +
n(n + 1) n n + 1

A(n + 1) + B(n )
=
n(n + 1)

⇒ A(n + 1) + B(n ) = 1

Put n = 0

A(1) + B(0) = 1 ⇒ A = 1

Put n = −1 :

A(0) + B(−1) = 1 ⇒ B = −1

1 1 1
∴ = −
n(n + 1) n n + 1

 1  1 1 
∴ Z  =Z − 
 n(n + 1)  n n + 1

= Z   − Z 
1 1 

n  n + 1

= log 
z   z 
 − z log  
z −1 z −1

= (1 − z ) log 
z 

z −1

5.5.9. EXAMPLE:

(
Find Z cos2 t )
SOLUTION:

Z cos2 t = Z 
1 + cos 2t 
( )  2



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5.14 UNIT V

1
= [Z (1) + Z (cos 2t )]
2

1 z z (z − cos 2T ) 
= + 2
2  z − 1 z − 2z cos2T + 1 


5.5.10. EXAMPLES:

1. Find Z (sin2 t )

2. Z (cos 3 t )

3. Z (sin 3 t )

5.6. NOTE:

(i) sin 3A = 3 sin A − 4 sin3 A

(ii) cos 3A = 4 cos3 A − 3 cos A

5.7. INVERSE Z-TRANSFORM:

5.7.1. DEFINITION:

If Z (f (n )) = F (z ) then inverse Z-transform is defined as

f (n ) = Z −1 ( F (z ))

5.7.2. REMARK:

Z −1 
z z 
(i) Z (a n ) = ⇒  =a
n
z −a z −a 

z  z 
(ii) Z na n −1 =
( ) ⇒ Z −1   = na n −1
( z − a )2 2
 (z − a ) 

Z −1 
1 1 
(iii) Z a n −1 =
( ) ⇒  =a
n −1
z −a z −a 

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.15

5.8. EXAMPLES: TYPE: I (METHOD OF PARTIAL FRACTION)

5.8.1. EXAMPLE:

 10z 
Find Z −1  
 ( z − 1)( z − 2 ) 

SOLUTION:

10z
Let F (z ) =
( z − 1) ( z − 2 )

F (z ) 10
∴ =
z ( z − 1) ( z − 2 )

F (z ) 10 A B
∴ = = +
z ( z − 1) ( z − 2 ) z − 1 z − 2

A(z − 2) + B(z − 1)
=
( z − 1)( z − 2 )
⇒ A(z − 2) + B(z − 1) = 10

put z = 1 :

A(−1) = 10 ⇒ A = −10

put z = 2 :

B(1) = 10 ⇒ B = 10

F (z ) −10 10
∴ = +
z z −1 z −2
−10z 10z
⇒ F (z ) = +
z −1 z −2

Taking Z −1 on both sides,

Z −1 ( F (z )) = −10Z −1 
z  −1  z 
 + 10 Z  
z −1 z − 2

 −1  z  n
= −10 (1n ) + 10 (2n ) ∴ Z   =a 
  z − a  

f (n ) = 10 (2n − 1) .

VSCET
5.16 UNIT V

5.8.2. EXAMPLE:

 z3 
Find Z −1  2  using partial fraction
 ( z − 1) ( z − 2 ) 

SOLUTION:

z3
Let F (z ) =
( z − 1)2 ( z − 2 )

F (z ) z2
∴ =
z ( z − 1)2 ( z − 2 )

F (z ) z2 A B C
∴ = 2
= + 2
+
z ( z − 1) ( z − 2 ) z − 1 ( z − 1) z − 2

A ( z − 1) (z − 2) + B(z − 2) + C ( z − 1)2
=
( z − 1)2 ( z − 2 )

⇒ A ( z − 1) (z − 2) + B(z − 2) + C ( z − 1)2 = z 2

Put z = 1 :

B (−1) = 1 ⇒ B = −1

Put z = 2 :

C (1) = 4 ⇒ C =4

Equating the Coeff. of z 2 :

A +C = 1
⇒ A = 1 − C = 1 − 4 = −3

F (z ) −3 −1 4
∴ = + 2
+
z z − 1 ( z − 1) z −2

−3z z 4z
⇒ F (z ) = − 2
+
z − 1 ( z − 1) z −2

Taking Z −1 on both sides,

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.17

−1  
Z −1 ( F (z )) = −3Z −1 
z 
+ 4 Z −1 
z z 
 −Z  2 
z −1  ( z − 1)  z −2

= −3(1n ) − n(1n −1 ) + 4 (2n )

f (n) = −3 − n + 4 (2n ) .

5.8.3. EXAMPLE:

 z −4 
Find Z −1  
 ( z + 2 )( z + 3 ) 

ANSWER:

 z −4  −1  −6 7 
Z −1   =Z  + n −1
 = −6(−2) + 7(−3)
n −1
 ( z + 2 ) ( z + 3 )   z + 2 z + 3

5.8.4. EXAMPLE:

 z −4 
Find Z −1  2
 ( z − 1) ( z − 2 ) 

ANSWER:

 z −4  −1  −3 2 3 
Z −1  2 = Z  − 2 + 
 ( z − 1)( z − 2 )   z − 1 (z − 2 ) z − 2

( ) (
= −3(1n −1) − (n − 1) 2n −1 + 3 2n −1 )

5.9. EXAMPLES: TYPE: II (METHOD OF RESIDUES)

(CAUCHY’S RESIDUE THEOREM)

5.9.1. FORMULAE:

If Z (f (n )) = F (z ) then

f (n ) = Z −1 ( F (z ))

VSCET
5.18 UNIT V

1
2π i c∫
= z n −1F (z ) dz

Where c is the closed contour which encloses all the poles of the integrand.

 sum of the residues of z n −1F (z ) 

∫z F (z ) dz = 2π i  
n −1
Where
 at each of its poles 
c  

5.9.2. NOTE:

(i) If z = a is a simple pole of f (z ) then residue at z = a is

lim ( z − a ) f (z )
z →a

(ii) If z = a is a pole of order m of f (z ) then residue at z = a is

1 d m −1
lim m −1 ( z − a )m f (z ) .
( m − 1) ! z →a dz

5.10. EXAMPLES:

5.10.1. EXAMPLE:

z
Find inverse Z-transform of using residue theorem.
( z − 1) ( z − 2 )

SOLUTION:

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

Then

1
2π i c∫
f (n ) = z n −1F (z ) dz

1 z
= ∫
2π i c
z n −1
( z − 1) ( z − 2 )
dz

1 zn
2π i c∫ ( z − 1)( z − 2 )
= dz (1)

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.19

zn
To find ∫ (z − 1) (z − 2 ) dz :
c

zn  sum of the residues of φ (z ) 

∫ (z − 1) (z − 2 ) dz = 2π i 
 at each of its poles


c  

zn
where φ (z ) = .
( z − 1)( z − 2 )

The poles are z = 1, z = 2 .

Res. at z = 1 :

Residue [φ ( z ) ]z =1
= lim ( z − 1) φ (z )
z →1

zn
= lim ( z − 1)
z →1 ( z − 1) ( z − 2 )

zn
= lim
z →1 ( z − 2 )

1n
=
−1

= −1 .

Res. at z = 2 :

Residue [φ ( z ) ]z =2
= lim ( z − 2 ) φ (z )
z →2

zn
= lim ( z − 2 )
z →2 ( z − 1)( z − 2 )

zn
= lim
z →2 ( z − 1)

2n
=
1

= 2n .

zn
∫ ( z − 1) (z − 2 ) dz = 2π i −1 + 2 
n
∴ (2)
c

VSCET
5.20 UNIT V

Sub. (2) in (1) we get,

1
f (n ) = 2π i  −1 + 2n 
2π i

f (n) = 2n − 1 .

5.10.2. EXAMPLE:

 z ( z + 1) 
Find Z −1  3
 ( z − 1) 

SOLUTION:

 z ( z + 1) 
Let Z −1  3
= f (n )
 ( z − 1) 
1
Then f (n ) = ∫
2π i c
z n −1F (z ) dz

1 z ( z + 1)
= ∫
2π i c
z n −1
( z − 1)3
dz

1 z n ( z + 1)
2π i c∫ ( z − 1)3
= dz (1)

z n ( z + 1)
To find ∫ (z − 1)3 dz :
c

z n ( z + 1)  sum of the residues of φ (z ) 

∫ ( z − 1)3 dz = 2π i 
 at each of its poles


c  

z n ( z + 1)
where φ (z ) = .
( z − 1)3

Here z = 1 is a pole of order 3.

1 d2 z n ( z + 1)
Residue [φ ( z ) ]z =1
= lim 2 (z − 1)3
2! z →1 dz ( z − 1)3

1 d2
= lim 2 ( z n ( z + 1) )
2 z →1 dz

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.21

1 d2
= lim 2 z n +1 + z n
2 z →1 dz
( )
1 d
= lim
2 z →1 dz
(
(n + 1)z n + nz n −1 )
1
= (
lim (n + 1) n z n −1 + n (n − 1) z n −2
2 z →1
)
1
=
2
(
(n + 1) n + n (n − 1) )
1
=
2
(
(n 2 + n + n 2 − n )
1
=
2
2n 2( )
= n2

z n ( z + 1)
∫ (z − 1)3 dz = 2π i n ( )
2
∴ (2)
c

1
∴ (1) ⇒ f (n) = 2π i (n 2 ) = n 2 .
2π i

5.10.3. EXAMPLE:

−1  z2 
Find Z  2 .
z + 9 

5.11. DEFINITION: (CONVOLUTION)

The convolution of two sequence { f (n )} and {g(n )} is defined as

n
{f (n ) * g(n )} = ∑ f (r ) g(n − r ) .
r =0

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

n
f (t ) * g (t ) = ∑ f (rT ) g(n − r )T , where T is the sampling period.
r =0

VSCET
5.22 UNIT V

5.12. CONVOLUTION THEOREM:

(i) Z ( f (n ) * g(n )) = F (z ). G (z )

where Z ( f (n )) = F (z ) and Z ( g(n )) = G(z )

(ii) Z ( f (t ) * g(t )) = F (z ). G(z )

where Z ( f (t )) = F (z ) and Z ( g(t )) = G(z ) .

PROOF:

∞
(i) F (z ) = Z ( f (n )) = ∑ f (n ) z −n
n =0

∞
G (z ) = Z ( g (n )) = ∑ g(n ) z −n
n =0

∞ ∞
∴ F (z ). G (z ) = ∑ f (n ) z −n ∑ g(n ) z −n
n =0 n =0

(
= f (0) + f (1) z −1 + f (2) z −2 + ⋯ f (n ) z −n + ⋯ )
(g(0) + g(1) z −1 + g(2) z −2 + ⋯ g(n ) z − n
+⋯ )

 n  −n 
=  f (0) g(0) +  f (0) g(1) + f (1)g(0) z −1 + ⋯ +  ∑ f (r )g(n − r )  z + ⋯ 
  
 r = 0  
∞ n  −n
= ∑  ∑ f (r )g(n − r ) z
n = 0 r = 0 
∞
= ∑ [ f (n ) * g(n)] z −n
n =0

= Z ( f (n ) * g(n ))

(i.e.) Z ( f (n ) * g (n )) = F (z ) G (z ) .

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.23

∞
(ii) F (z ) = Z ( f (t )) = ∑ f (nT ) z −n
n =0

∞
G (z ) = Z ( g (t )) = ∑ g(nT ) z −n
n =0

∞ ∞
∴ F (z ). G (z ) = ∑ f (nT ) z −n ∑ g(nT ) z −n
n =0 n =0

(
= f (0T ) + f (1T ) z −1 + f (2T ) z −2 + ⋯ f (nT ) z −n + ⋯ )
(g(0T ) + g(1T ) z −1 + g(2T ) z −2 + ⋯g(nT ) z −n
+⋯ )
(
= f (0T ) g (0T ) +  f (0T ) g (1T ) + f (1T )g (0T ) z −1 +
 
n 
⋯ +  ∑ f (rT )g(n − r )T  z −n + ⋯ )
r = 0 
∞  n  −n
= ∑  ∑ f (rT )g(n − r )T z
n = 0 r = 0 
∞
= ∑ [ f (t ) * g(t )] z −n
n =0

= Z ( f (t ) * g (t ))

(i.e.) Z ( f (t ) * g(t )) = F (z ) G(z ) .

5.13. NOTE:

(i) Z ( f (n) * g(n)) = F (z ) G(z )

⇒ ( )
Z −1 F (z ) G (z ) = f (n) * g(n )

(ii) Z ( f (t ) * g (t )) = F (z ) G (z )

⇒ ( )
Z −1 F (z ) G (z ) = f (t ) * g(t ) .

VSCET
5.24 UNIT V

5.14. EXAMPLES: TYPE III (CONVOLUTION METHOD)

5.14.1. EXAMPLE:

 z2 
Using convolution theorem evaluate Z −1  .
 ( z − 1) ( z − 3 ) 

SOLUTION:

 z2  −1  z z 
Z −1   =Z  .
 ( z − 1) ( z − 3 )   z − 1 z − 3 

= Z −1 
z 
* Z −1 
z 
 z − 1   z − 3 

= 1n * 3n
n
= ∑ 1r 3n −r
r =0

= 3n + 3n −1 + 3n −2 + ⋯ + 31 + 1

= 1 + 3 + 32 + ⋯ + 3n

3n +1 − 1  2 n a n +1 − 1 
= ∵ = 1 + a + a + ⋯ + a = , a < 1
3 −1  a −1 

3n +1 − 1
= .
2

5.14.2. EXAMPLE:

 z2 
Find Z −1 
2
 (z − a ) 

SOLUTION:

 z2  −1  z z 
Z −1   =Z  .
 ( z − a )2
  z − a z − a 

= Z −1 
z 
* Z −1 
z 
 z − a   z − a 

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.25

= an * an
n
= ∑ a r a n −r
r =0

= a n + a a n −1 + a 2 a n −2 + ⋯

= ( n + 1) a n .

5.15. SOLUTION OF DIFFERENCE EQUATIONS USING

Z-TRANSFORMS:

5.15.1. FORMULA:

Z (y(k )) = F (z )

Z (y(k + 1)) = zF (z ) − zy(0)

Z (y(k + 2)) = z 2F (z ) − z 2y(0) − zy(1)

Z (y(k + 3)) = z 3F (z ) − z 3y(0) − z 2y(1) − zy(2)

5.16. EXAMPLES:

5.16.1. EXAMPLE:

Solve the difference equation y(k + 2) − 4 y(k + 1) + 4 y(k ) = 0 ,

where y(0) = 1, y(1) = 0 .

SOLUTION:

Given y(k + 2) − 4 y(k + 1) + 4 y(k ) = 0

Taking Z-transform on both sides,

Z y(k + 2) − 4 y(k + 1) + 4 y(k ) = Z (0)

 

VSCET
5.26 UNIT V

Z [y(k + 2)] − 4 Z [y(k + 1)] + 4 Z  y(k ) = Z (0)

 

z 2F (z ) − z 2y(0) − zy(1) − 4 [zF (z ) − zy(0)] + 4 F (z ) = 0

 

z 2F (z ) − z 2 (1) − z (0) − 4 zF (z ) − z (1) + 4 F (z ) = 0

   

F (z ) z 2 − 4z + 4  = z 2 − 4z

z 2 − 4z
F (z ) =
z 2 − 4z + 4

z 2 − 4z
Z (y(k )) =
z 2 − 4z + 4

 z 2 − 4z 
⇒ y(k ) = Z −1  2 
 z − 4z + 4 

 z (z − 4) 
= Z −1 
 (z − 2)2 
 

 z (z − 4) 
To find Z −1 
 (z − 2)2 
 

z (z − 4)
Let F (z ) =
(z − 2)2

F (z ) z −4 A B
∴ = 2
= +
z (z − 2) z − 2 ( z − 2 )2

A (z − 2 ) + B
=
( z − 2 )2
⇒ A (z − 2) + B = z − 4

put z = 2 :

A(0) + B = 2 − 4

B = −2
Equating the constant term:

−2A + B = −4

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.27

−2A = −4 − B

−2A = −4 + 2

A=1
F (z ) 1 2
∴ = −
z z − 2 ( z − 2 )2

z 2z
⇒ F (z ) = −
z − 2 ( z − 2 )2

Taking Z −1 on both sides,

 2z 
Z −1 ( F (z )) = Z −1 
z 
− Z −1  2
 z − 2   (z − 2 ) 

 −1  az  k
= 2k − k 2k ∵ Z  ( z − a )2  = k a 
   

y(k ) = 2k (1 − k ) .

5.16.2. EXAMPLE:

Solve y(n + 2) − 3 y(n + 1) + 2 y(n ) = 2n , given that y(0) = 0, y(1) = 0 .

SOLUTION:

Given y(n + 2) − 3 y(n + 1) + 2 y(n ) = 2n

Taking Z-transform on both sides,

Z y(n + 2) − 3 y(n + 1) + 2 y(n ) = Z (2n )

 

Z [y(n + 2)] − 3 Z [y(n + 1)] + 2 Z  y(n ) = Z (2n )

 

z 2F (z ) − z 2 y(0) − z y(1) − 3 z F (z ) − z y(0) + 2 F (z ) = z

    z −2

z 2F (z ) − z 2 (0) − z (0) − 3 z F (z ) − z (0) + 2 F (z ) = z

    z −2

VSCET
5.28 UNIT V

z
F (z ) z 2 − 3z + 2  =
z −2
z
F (z ) =
( z − 2 ) ( z − 3z + 2 )
2

z
Z (y(n )) =
( z − 2 ) ( z − 2 ) ( z − 1)
z
Z (y(n )) =
( z − 2 )2 ( z − 1)

 z 
⇒ y(n ) = Z −1  2 
 ( z − 2 ) ( z − 1) 

 z 
To find Z −1  2 
 ( z − 2 ) ( z − 1) 
z
Let F (z ) =
( z − 2 )2 ( z − 1)
F (z ) 1 A B C
∴ = 2 = + +
z ( z − 1) ( z − 2 ) z − 1 z − 2 ( z − 2 )2

A ( z − 2 )2 + B ( z − 1) ( z − 2 ) + C ( z − 1)
=
( z − 1) ( z − 2 )2

⇒ A ( z − 2 )2 + B ( z − 1) ( z − 2 ) + C ( z − 1) = 1

put z = 2 :

C =1
put z = 1 :

A=1

Equating the coeff. of z 2 :

A+B = 0

B = −1
F (z ) 1 −1 1
∴ = + +
z z − 1 z − 2 ( z − 2 )2

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.29

z z z
⇒ F (z ) = − +
z − 1 z − 2 ( z − 2 )2

Taking Z −1 on both sides,

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

y(n ) = 1n − 2n + n 2n −1

 −1  z  n −1  z  n −1 
∵ Z  z − a  = a , Z  ( z − a )2  = n a 
   

5.16.3. EXAMPLE:

Solve the difference equation y(n ) + 3 y(n − 1) − 4 y(n − 2) = 0, n ≥ 2 , given that

y(0) = 3, y(1) = −2 .

SOLUTION:

Changing n in to n + 2 , then given equation becomes

y(n + 2) + 3 y(n + 1) − 4 y(n ) = 0, n ≥ 0

Taking Z-transform on both sides,

Z y(n + 2) + 3 y(n + 1) − 4 y(n ) = Z (0)

 

Z [y(n + 2)] + 3 Z [y(n + 1)] − 4 Z  y(n ) = Z (0)

 

z 2F (z ) − z 2 y(0) − z y(1) + 3 z F (z ) − z y(0) − 4 F (z ) = 0

   

z 2F (z ) − z 2 (3) − z (−2) + 3 z F (z ) − z (3) − 4 F (z ) = 0

   

F (z ) z 2 + 3z − 4  = 3z 2 − 2z + 9z

3z 2 + 7z
F (z ) =
z 2 + 3z − 4
z ( 3z + 7 )
F (z ) =
( z + 4 ) ( z − 1)

VSCET
5.30 UNIT V

z ( 3z + 7 )
Z (y(n )) =
( z + 4 ) ( z − 1)

 z ( 3z + 7 ) 
⇒ y(n ) = Z −1  
 ( z + 4 ) ( z − 1) 

 z ( 3z + 7 ) 
To find Z −1  
 ( z + 4 ) ( z − 1) 

z ( 3z + 7 )
Let F (z ) =
( z + 4 ) ( z − 1)
F (z ) ( 3z + 7 ) A B
∴ = = +
z ( z + 4 ) ( z − 1) z + 4 z − 1

A ( z − 1) + B ( z + 4 )
=
( z + 4 )( z − 1)
⇒ A ( z − 1) + B ( z + 4 ) = 3z + 7

put z = −4 :

−5A = −5

A=1
put z = 1 :

5B = 10

B =2
F (z ) ( 3z + 7 ) 1 2
∴ = = +
z ( z + 4 )( z − 1) z + 4 z −1

z z
⇒ F (z ) = +2
z+4 z −1

Taking Z −1 on both sides,

Z −1 ( F (z )) = Z −1 
z 
+ 2Z −1 
z 
⇒
 z + 4   z − 1 

 −1  z  
y(n ) = ( −4 )n + 2 ( −1)n ∵ Z  = an  .
 
z − a  

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.31

5.16.4. EXAMPLE:

Solve un + 2 − 5un +1 + 6un = ( −1)n , where u 0 = u1 = 0 .

SOLUTION:

un + 2 − 5un +1 + 6un = ( −1)n

Taking Z-transform on both sides,

Z un + 2 − 5un +1 + 6un  = Z ( −1)n 

Z un +2  − 5Z un +1  + 6Z [un ] = Z ( −1)n 

z 2F (z ) − z 2 u(0) − z u(1) − 5 z F (z ) − z u(0) + 6 F (z ) = z

    z +1

z 2F (z ) − z 2 (0) − z (0) − 5 z F (z ) − z (0) + 6 F (z ) = z

    z +1
z
F (z ) z 2 − 5z + 6  =
z +1
z
F (z ) =
( z + 1) ( z − 5z + 6 )
2

z
Z (un )) =
( z + 1) ( z − 3 ) ( z − 2 )

 z 
⇒ un = Z −1  
 ( z + 1) ( z − 3 ) ( z − 2 ) 

 z 
To find Z −1  
 ( z + 1) ( z − 3 ) ( z − 2 ) 
z
Let F (z ) =
( z + 1) ( z − 3 ) ( z − 2 )

F (z ) z A B C
∴ = = + +
z ( z + 1) ( z − 3 ) ( z − 2 ) z + 1 z − 3 z − 2

A ( z − 3 ) ( z − 2 ) + B ( z + 1) ( z − 2 ) + C ( z + 1) ( z − 3 )
=
( z + 1) ( z − 3 ) ( z − 2 )

⇒ A ( z − 3 ) ( z − 2 ) + B ( z + 1) ( z − 2 ) + C ( z + 1) ( z − 3 ) = 1

VSCET
5.32 UNIT V

put z = −1 :

1
A ( −4 ) ( −3 ) = 1 ⇒ A=
12
put z = 3 :

1
B ( 4 ) (1) = 1 ⇒ B=
4
put z = 2 :

1
C ( 3 )( −1) = 1 ⇒ C =−
3

F (z )  1  1
+   +  
1 1 −1 1
∴ = 
z  12  z + 1  4  z − 3  3  z − 2

F (z ) =   +   −  
1 z 1 z 1 z
⇒
 
12 z + 1  
4 z − 3   −2
3 z

Taking Z −1 on both sides,

Z −1 ( F (z )) =   Z −1 
1 z   1  −1  z   1  −1  z 
⇒ +  Z −  Z
 12  
 z + 1   4   z − 3   3   z − 2 

1 1 1  −1  z  
un = ( −1)n + 3n − 2n ∵ Z  = an  .
12 4 3   z − a  

5.17. FIRST SHIFTING THEOREM:

If Z ( f (t )) = F (z ) then

(i) ( )
Z e −at f (t ) = F (z eaT )

(ii) ( )
Z eat f (t ) = F (z e −aT )

Z a n f (t ) = F  
z
(iii) ( ) a 

Z a n f (n ) = F  
z
(iv) ( )a 

PROOF:

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.33

(i) We know that

∞
Z ( f (t )) = ∑ f (nT ) z −n
n =0

∞
(
Z e −at f (t ) = ) ∑ e −anT f (nT ) z −n
n =0

∞ −n
= ∑ f (nT ) zeaT( )
n =0

= Z ( f (t ))z → z eaT

= [F (z )]z → z aT

( )
Z e −at f (t ) = F zeaT . ( )

(iii) We know that

∞
Z ( f (t )) = ∑ f (nT ) z −n
n =0

∞
(
Z a n f (t ) = ) ∑ an f (nT ) z −n
n =0

∞ −n
f (nT )  
z
= ∑ a 
n =0

= Z ( f (t ))z →
z
a

= [F (z )]z →
z
a

Z a n f (t ) = F   .
z
( a 
)

5.18. DIFFERENTIATION IN Z-DOMAIN:

d
(
Z n f (n ) = −z ) dz
( F (z )) , where F (z ) = Z ( f (n)) .

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5.34 UNIT V

PROOF:

F (z ) = Z ( f (n ))
∞
F (z ) = ∑ f (n) z −n
n =0

∞
d
(F (z )) = ∑ f (n ) (−n ) z −n −1
dz n =0

1 ∞
=− ∑
z n =0
f (n ) n z −n

∞
d
−z (F (z )) = ∑ n f (n ) z −n
dz n =0

(
= Z n f (n ) )
d
∴ (
Z n f (n ) = −z) dz
(F (z ))

5.19. SECOND SHIFTING THEOREM:

(i) Z ( f (n + 1)) = z F (z ) − zf (0)

PROOF:

∞
Z ( f (n + 1)) = ∑ f (n + 1) z −n
n =0

∞
= ∑ f (n + 1) z −n z z −1
n =0

∞
Z ( f (n + 1)) = z ∑ f (n + 1) z −(n +1)
n =0

put n + 1 = m

∞
=z ∑ f (m ) z −m
m =1

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.35

 ∞ 
= z  ∑ f (m ) z −m − f (0)
m = 0 

= z ( F (z ) − f (0))

Z ( f (n + 1)) = z F (z ) − zf (0) .

(ii) Z ( f (t + T )) = z F (z ) − zf (0)

PROOF:

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

∞
= ∑ f (nT + T ) z −n z z −1
n =0

∞
=z ∑ f ((n + 1)T ) z −(n +1)
n =0

put n + 1 = m

∞
=z ∑ f (mT ) z −m
m =1

 ∞ 
= z  ∑ f (mT ) z −m − f (0)
m = 0 

= z ( F (z ) − f (0))

Z ( f (t + T )) = z F (z ) − zf (0) .

5.20. INITIAL VALUE THEOREM:

If Z ( f (t )) = F (z ) then f (0) = lim F (z )

z →∞

PROOF:

F (z ) = Z ( f (t ))

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5.36 UNIT V

∞
= ∑ f (nT ) z −n
n =0

f (1. T ) f (2. T )
= f (0. T ) + + +⋯
z z2
f (T ) f (2T )
= f (0) + + +⋯
z z2

 f (T ) f (2T ) 
lim F (z ) = lim  f (0) + + 2 + ⋯
z →∞ z →∞ z z 

= f (0)

(i.e.) f (0) = lim F (z ) .

z →∞

5.21. NOTE:

If Z ( f (n )) = F (z ) then f (0) = lim F (z )

z →∞

5.22. 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

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

Taking limit as z → 1 we get

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.37

∞
lim ( z − 1) F (z ) − z f (0) = lim ∑ [ f (nT + T ) − f (nT )] z −n
z →1  z →1
n =0

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

= lim [ f (T ) − f (0) + f (2T ) − f (T )

z→∞

+ f (3T ) − f (2T ) + ⋯ + f (n + 1)T − f (nT )]

= lim [ f (n + 1)T − f (0)]

z →∞

= lim f (n + 1)T − f (0)

z →∞

lim ( z − 1) F (z ) − f (0) = f (∞) − f (0) = lim f (t ) .

z →1 t →∞

(i.e.) lim f (t ) = lim ( z − 1) F (z ) .

t →∞ z →1

5.23. NOTE:

If Z ( f (n )) = F (z ) then lim f (n ) = lim ( z − 1) F (z )

n →∞ z →1

5.24. EXAMPLES:

5.24.1. EXAMPLE:

(
Find Z e −at t . )
SOLUTION:

We know that

( )
Z e −at f (t ) = Z [ f (t )]z → z eaT

= F (z )
z → z eaT

∞
Since Z ( f (t )) = ∑ f (nT ) z −n
n =0

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5.38 UNIT V

∞
Z (t ) = ∑ nT z −n
n =0

∞
= T ∑ n z −n
n =0

= T  0 + + 2 + ⋯ 
1 2
 z z 

1  1 2 
= T  + 2   + ⋯
z z  

1  1 2 
= T    1 + 2   + 3   + ⋯ 
1
 z  z  z  

T 1  −2
= 1 − 
z  z
−2
T  z − 1
=  
z  z 

T  z 2
=  
z z −1
T z
= .
(z − 1)2

 T z 
∴ (
Z e −at t =  ) 2
 ( z − 1)  z → z eaT

T z eaT
∴ Z e ( −at
t = ) 2
.
( z eaT − 1 )

5.24.2. EXAMPLE:

(
Find Z a n n . )
SOLUTION:

We know that

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.39

Z a n f (n ) = F  
z
( )
a 
∞
Now, Z { f (n )} = ∑ f (n ) z −n
n =0

∞
∴ Z (n ) = ∑ n z −n
n =0

1 2
= 0+ + +⋯
z z2
1 2 3 
= 1 + + 2 + ⋯
z z z 

1 1 1
2 
= 1 + 2   + 3   + ⋯
z z  z  

1 1 −2
=  1 − 
z z

1  z − 1 −2
=  
z z 

1  z 2
=  
z  z − 1
z
Z (n ) = .
( z − 1)2

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

 z 
 
= a 2
 z −1 
 a( ) 

 z 
 
= a 2
 z −a 
 a( ) 

z  a2 
=  
a  ( z − a )2 

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5.40 UNIT V

az
(
Z an n = ) (z − a )2
.

5.24.3. EXAMPLE:

( )
Find Z n 2 .

SOLUTION:

We know that

d
(
Z n f (n ) = −z ) dz
( F (z ))

d
Z n 2 = Z n .n = −z
( ) ( ) dz
(Z (n ))

Now,
∞
Z (n ) = ∑ n z −n
n =0

1 2
= 0+ + +⋯
z z2

1 2 3 
= 1 + + 2 + ⋯
z z z 

1 1 2 
2   + 3   + ⋯ 
1
= 1 +
z z  z  

1 1 −2
= 1 − 
z z

1  z − 1 −2
=  
z z 

1  z 2
=  
z  z − 1
z
Z (n ) = .
( z − 1)2

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

MA2211 – TRANSFORMS AND PDE

 Z-TRANSFORMS AND DIFFERENCE EQUATIONS 5.41

 ( z − 1)2 (1) − z 2(z − 1) 

= −z  
 ( z − 1) 4 

 ( z − 1) (z − 1 − 2z ) 
= −z  
 ( z − 1)4 

 ( z + 1) 
=z 3
 ( z − 1) 

z2 + z
= .
( z − 1)3

VSCET