EE518 Digital Signal Processing University of Washington

Autumn 2001 Dept. of Electrical Engineering

Lecture 6: Properties of ROC and Inverse z-Transform

Oct 17, 2001

Prof: J. Bilmes <[email protected]> TA: Mingzhou Song <[email protected]>

6.1 Properties of ROC (continued)

More on Property 5
x[n] is a right sided sequence and x[n] = 0 for n < N1 . Let r0 such that
∞ ∞
∑ |x[n]|r0−n = ∑ |x[n]|r0−n < ∞
n=−∞ n=N1

So
{z : |z| = r0 } ⊂ ROC
Now see if
{z : |z| > r0 } ⊂ ROC
Consider r1 ≥ r0 and let r1 = cr0 for c ≥ 1.
∞
∑ |x[n]|r1−n
n=N1
∞
= ∑ |x[n]|(cr0 )−n
n=N1
−1 ∞
= ∑ |x[n]|c−n r0−n + ∑ |x[n]|c−n r0−n
n=N1 n=0
−1 ∞
≤c|N1 | ∑ |x[n]|r0−n + c|N1 | ∑ |x[n]|r0−n
n=N1 n=0
∞
=A ∑ |x[n]|r0−n < ∞ (∵ {z : |z| = r0 } ⊂ ROC)
n=N1

 N1
r1
where A = r0 . So
∞
∑ |x[n]|r1−n < ∞
n=N1

which means
{z : |z| > r0 } ⊂ ROC

Property 7. If x[n] is two sided sequence, and if the circle |z| = r0 is in ROC, then the ROC will consist of a ring in
the z-plane which includes |z| = r0 .
Why?
x[n] = xL [n] + xR [n]

6-1
 6-2

where xL [n] is a left sided sequence and xR [n] is a right sided sequence. ROC for xR [n] is bounded inside by outmost
pole of XR (z). ROC for xL [n] is bounded outside by innermost pole of XL (z). Add the two together. Either the two
ROC’s overlap, which is a ring shaped ROC for x[n], or there is no ROC for x[n].
Property 8. ROC must be a connected region.
Note from Property 7, any sequence is the sum of a left sided sequence and a right sided sequence. So if intersection
exists, it must be formed by
dR < |z| < dL
Hence, poles determine possible types of ROC’s.
Ex: When there are two poles d1 and d2 , and |d1 | < |d2 |, there are three possible ROC candidates, i.e.

ROC1 ={z : |z| < |d1 |}

ROC2 ={z : |d1 | < |z| < |d2 |}
ROC3 ={z : |d2 | < |z|}

30

20

10

0
20log10(|H(z)|)

−10

−20

−30

−40
−4
−50 −3
4 −2
3 −1
2
1 0
0 1
−1 2
−2
3
−3
−4 4
Re z

Im z

1−2.4z−1 +2.88z−2
Figure 6.1: A z-transform H(z) = 1−0.8z−1 +0.64z−2
with poles around 0.4 ± j0.6928 and zeros around 1.2 ± j1.2

6.2 Inverse z-Transform

z-Transform is
∞
X(z) = ∑ x[n]z−n
n=−∞

Let z = re jω
∞ ∞
X(z) = ∑ x[n](re jω )−n = ∑ x[n]r−n e− jωn = X(re jω ) = FT {x[n]r−n }
n=−∞ n=−∞
 6-3

So
FT −1 {X(re jω )} = x[n]r−n
Then
x[n] =rn FT −1 {X(re jω )}
1 π
Z
=rn X(re jω )e jωn dω
2π −π
1 π
Z
= X(re jω )(re jω )n dω
2π −π

Since z = re jω ,
dz = jre jω dω = jzdω
that is,
1
dω = z−1 dz
j
Therefore, Z π
1
x[n] = X(z)zn−1 dz
2π j −π
But r can be anything inside the ROC. The inverse z-transform equation can be written as
1
I
x[n] = X(z)zn−1 dz (6.1)
2π j c
H
The contour integral c is performed at a counter-clockwise closed circular contour centered at the origin with radius
r, for all r such that
{z : |z| = r} ⊂ ROC

Another way to derive this.

Theorem 6.1 (Cauchy Integral Theorem).

1 1 k=1
I
z−k dz = (6.2)
2π j c 0 k 6= 1

Proof. See Churchill & Brown (1984), Introduction to Complex Variables.

Consider
∞
1 1
I I

2π j c
X(z)zn−1 dz =
2π j ∑
c k=−∞
x[k]z−k+n−1 dz

∞
1
I
= ∑ x[k]
2π j c
z−k+n−1 dz
k=−∞
∞
= ∑ x[k]δ[n − k] (∵ Cauchy Integral Theorem)
k=−∞
=x[n]

Note: the result is valid for both positive and negative values of n.
Note: for z = e jω , this reduces to inverse FT, since
 Z π
1 1
I
n−1 
X(e jω )e jωn e− jω je jω dω

X(z)z dz =
2π j c z=e jω 2π j −π

since dz = jre jω dω.

How to calculate this in general?
 6-4

Theorem 6.2 (Cauchy Residue Theorem).

1
I
x[n] = X(z)zn−1 dz = ∑[residues of X(z)zn−1 at poles inside c] (6.3)
2π j c

Proof. See Churchill & Brown (1984).

Finding residues (to be defined shortly) is often difficult. But if X(z)zn−1 is a rational function of z,

Ψ(z)
X(z)zn−1 = (6.4)
(z − d0 )s

If X(z)zn−1 has s poles at z = d0 and Ψ(z) has no poles at z = d0 , then

d Ψ(z)
 s−1 
1
Residue [X(z)zn−1 at z = d0 ] = (6.5)
(s − 1)! dzs−1 z=d0

So if s = 1 (1st order pole), then

Residue [X(z)zn−1 at z = d0 ] = Ψ(d0 )

Ex: Find the inverse z-transform of

1
X(z) = |z| > |a|
1 − az−1
1 zn−1 1 zn
I I
x[n] = −1
dz = dz
2π j c 1 − az 2π j c z−a

The radius of contour must be greater than a since the contour has to be in ROC. We will consider the contour integral
for n ≥ 0 and n < 0 separately.
1. n ≥ 0
There is only one pole at z = a, i.e.,
zn
has only one pole at z = a
z−a
So Ψ(z) = zn and Ψ(a) = an . Therefore
x[n] = an n≥0
since s = 1 and no derivative is necessary.
2. n < 0
There are multiple order poles at z = 0, with the order depending on n. There is one pole at z = a.
When n = −1, there are a 1st order pole at z = 0 and a 1st order pole at z = a.

Residue [X(z)zn−1 |n=−1 at z = a] = a−1 (∵ Ψ(z) = zn )

1
Residue [X(z)zn−1 |n=−1 at z = 0] = −a−1 (∵ Ψ(z) = )
z−a
So residues sum to 0, i.e.,
x[−1] = 0

When n = −2, there are two poles at z = 0 and one pole at z = a.

z−2 Ψ1 (z) Ψ2 (z)

X(z)zn−1 = = =
z − a (z − a)1 (z − 0)2

with
Ψ1 (z) = z−2 and Ψ2 (z) = (z − a)−1
 6-5

So

(Pole at z = a, s = 1) Residue [X(z)zn−1 |n=−2 at z = a] = Ψ1 (a) = a−2

 
d d
Residue [X(z)zn−1 |n=−2 at z = 0] = Ψ2 (z) (z − a)−1  = (z − a)−2 |z=0 = −a−2
 
(Pole at z = 0, s = 2) =
dz z=0 dz z=0

Residues cancel out again, so

x[−2] = 0
We can continue this for x[−3], x[−4], · · ·

Easier Ways to Compute Inverse z-Transform

Inspection.
Use z-transform table.
Ex:
Z 1
an u[n] ←→ |z| > |a|
1 − az−1
So  n
1 Z 2
←→ u[n] = x[n]
1 − 23 z−1 3
if x[n] is a right sided sequence.
Ex:
1 1
X(z) = + a1 < |z| < a2
1 − a1 z−1 1 − a2 z−1
so
x[n] = an1 u[n] − an2 u[−n − 1]
since ROCs of each of the terms in X(z) must overlap for the existence of X(z).
Partial Fraction Expansion.
(There are some nice forms of z-transform that we can get their inverse relatively easily.)
When
P(z) ∑M bk z−k
X(z) = = k=0 (6.6)
Q(z) ∑Nk=0 ak z−k
We can factor the denominator and numerator and get

b0 ∏M −1
k=1 (1 − ck z )
X(z) = (6.7)
a0 ∏Nk=1 (1 − dk z−1 )

1. N > M and the poles are all first order poles (i.e., all the poles are unique).
N
Ak
X(z) = ∑ 1 − dk z−1 (6.8)
k=1

Note:
Ak = (1 − dk z−1 )X(z) |z=dk (6.9)
since
N
Al (1 − dk z−1 )
(1 − dk z−1 )X(z) = Ak + ∑ 1 − dl z−1
l6=k,l=1
 6-6

Ex:
2 2 A1 A2
X(z) = 3 −1
= = +
1− 4z + 18 z−2 (1 − 1 −1 1 −1
2 z )(1 − 4 z )
1 −1
1− 2z 1 − 14 z−1
and
1
A1 = (1 − z−1 )X(z) |z= 1 = 4
2 2
1 −1
A2 = (1 − z )X(z) |z= 1 = −2
4 4

So  n  n
4 2 Z 1 1
X(z) = − ←→ x[n] = 4 u[n] − 2 u[n]
1 − 12 z−1 1 − 14 z−1 2 4

2. N ≤ M and the poles are all first order poles (i.e., all the poles are unique).

∑M
k=0 bk z
−k M−N N
Ak
X(z) =
∑k=0 ak z
N −k
= ∑ Br z−r
+ ∑ −1
(6.10)
r=0 k=1 1 − dk z
The first term is obtainable by long division (example later). The second term is obtainable by the same procedure
used when N > M.
In general
max(M−N,0) M1
∑k=0 bk z−k
X(z) = ∑ Br z−r +
∑Nk=0 ak z−k
(M1 < N)
r=0
(6.11)
max(M−N,0) Nu Si
Aik
= ∑ Br z −r
+∑ ∑ −1
r=0 i=1 k=1 1 − di z

where
Nu , # of unique poles in denominator
Si = order of i-th pole
Br is obtained as before
 s −k 
1 di si −1


Aik = (1 − di w) X(w ) (6.12)
(si − k)!(−di )si −k dwsi −k w=d −1 i

We can verify this by multiplying both sides of X(z) by (1 − di z−1 )si and following the above operations.
Power Series Expansion.
Ex:
1 1
X(z) = z2 − z − 1 + z−1
2 2
then
1 1
x[n] = δ[n + 2] − δ[n + 1] − δ[n] + δ[n − 1]
2 2
Ex: Power series.

∞
(
(−1)n+1 an z−n Z (−1)n+1 an
X(z) = log(1 + az ) = ∑
−1
←→ x[n] = n n≥1
n=1 n 0 n≤0

Long Division.
1 + 2.0z−1
X(z) =
1 + 0.4z−1 − 0.12z−2
= 1 + 1.6z−1 − 0.52z−2 + 0.4z−3 + · · ·
 6-7

Then

x[n] =0 n<0
x[0] =1
x[1] =1.6
x[2] = − 0.52
x[3] =0.4
..
.