Z-transform

In mathematics and signal processing, the Z-transform converts a discrete-time signal, which is a sequence of real or complex numbers, into a complex
frequency-domain (z-domain or z-plane) representation.[1][2]

It can be considered as a discrete-time equivalent of the Laplace transform (s-domain).[3] This similarity is explored in the theory of time-scale calculus.

Whereas the continuous-time Fourier transform is evaluated on the Laplace s-domain's imaginary line, the discrete-time Fourier transform is evaluated over the
unit circle of the z-domain. What is roughly the s-domain's left half-plane, is now the inside of the complex unit circle; what is the z-domain's outside of the unit
circle, roughly corresponds to the right half-plane of the s-domain.

One of the means of designing digital filters is to take analog designs, subject them to a bilinear transform which maps them from the s-domain to the z-domain,
and then produce the digital filter by inspection, manipulation, or numerical approximation. Such methods tend not to be accurate except in the vicinity of the
complex unity, i.e. at low frequencies.

History
The basic idea now known as the Z-transform was known to Laplace, and it was re-introduced in 1947 by W. Hurewicz[4][5] and others as a way to treat
sampled-data control systems used with radar. It gives a tractable way to solve linear, constant-coefficient difference equations. It was later dubbed "the z-
transform" by Ragazzini and Zadeh in the sampled-data control group at Columbia University in 1952.[6][7]

The modified or advanced Z-transform was later developed and popularized by E. I. Jury.[8][9]

The idea contained within the Z-transform is also known in mathematical literature as the method of generating functions which can be traced back as early as
1730 when it was introduced by de Moivre in conjunction with probability theory.[10] From a mathematical view the Z-transform can also be viewed as a
Laurent series where one views the sequence of numbers under consideration as the (Laurent) expansion of an analytic function.

Definition
The Z-transform can be defined as either a one-sided or two-sided transform. (Just like we have the one-sided Laplace transform and the two-sided Laplace
transform.) [11]

Bilateral Z-transform

The bilateral or two-sided Z-transform of a discrete-time signal is the formal power series defined as

 
 

   
(Eq.1)

where is an integer and is, in general, a complex number:

where is the magnitude of , is the imaginary unit, and is the complex argument (also referred to as angle or phase) in radians.

Unilateral Z-transform

Alternatively, in cases where is defined only for , the single-sided or unilateral Z-transform is defined as

 
 

   
(Eq.2)

In signal processing, this definition can be used to evaluate the Z-transform of the unit impulse response of a discrete-time causal system.

An important example of the unilateral Z-transform is the probability-generating function, where the component is the probability that a discrete random
variable takes the value , and the function is usually written as in terms of . The properties of Z-transforms (below) have useful
interpretations in the context of probability theory.

Inverse Z-transform
The inverse Z-transform is
  
 

 
 
(Eq.3)

where C is a counterclockwise closed path encircling the origin and entirely in the region of convergence (ROC). In the case where the ROC is causal (see
Example 2), this means the path C must encircle all of the poles of .

A special case of this contour integral occurs when C is the unit circle. This contour can be used when the ROC includes the unit circle, which is always
guaranteed when is stable, that is, when all the poles are inside the unit circle. With this contour, the inverse Z-transform simplifies to the inverse discrete-
time Fourier transform, or Fourier series, of the periodic values of the Z-transform around the unit circle:

 
 

   
(Eq.4)

The Z-transform with a finite range of n and a finite number of uniformly spaced z values can be computed efficiently via Bluestein's FFT algorithm. The
discrete-time Fourier transform (DTFT)—not to be confused with the discrete Fourier transform (DFT)—is a special case of such a Z-transform obtained by
restricting z to lie on the unit circle.

Region of convergence
The region of convergence (ROC) is the set of points in the complex plane for which the Z-transform summation converges.

Example 1 (no ROC)

Let . Expanding x[n] on the interval (−∞, ∞) it becomes

Looking at the sum

Therefore, there are no values of z that satisfy this condition.

Example 2 (causal ROC)

Let (where u is the Heaviside step function). Expanding x[n] on the interval (−∞, ∞) it becomes

Looking at the sum

The last equality arises from the infinite geometric series and the equality only holds if |0.5z−1 | < 1, which can be
rewritten in terms of z as |z| > 0.5. Thus, the ROC is |z| > 0.5. In this case the ROC is the complex plane with a disc
of radius 0.5 at the origin "punched out".
ROC shown in blue, the unit circle as a
dotted grey circle and the circle |z| = 0.5
is shown as a dashed black circle

Example 3 (anti causal ROC)

Let (where u is the Heaviside step function). Expanding x[n] on the interval (−∞, ∞) it becomes

Looking at the sum

 ROC shown in blue, the unit circle as a
dotted grey circle and the circle |z| = 0.5
is shown as a dashed black circle

Using the infinite geometric series, again, the equality only holds if |0.5−1 z| < 1 which can be rewritten in terms of z as |z| < 0.5. Thus, the ROC is |z| < 0.5. In
this case the ROC is a disc centered at the origin and of radius 0.5.

What differentiates this example from the previous example is only the ROC. This is intentional to demonstrate that the transform result alone is insufficient.

Examples conclusion

Examples 2 & 3 clearly show that the Z-transform X(z) of x[n] is unique when and only when specifying the ROC. Creating the pole–zero plot for the causal
and anticausal case show that the ROC for either case does not include the pole that is at 0.5. This extends to cases with multiple poles: the ROC will never
contain poles.

In example 2, the causal system yields an ROC that includes |z| = ∞ while the anticausal system in example 3 yields an ROC that includes |z| = 0.

In systems with multiple poles it is possible to have a ROC that includes neither |z| = ∞ nor |z| = 0. The ROC
creates a circular band. For example,

has poles at 0.5 and 0.75. The ROC will be 0.5 < |z| < 0.75, which includes neither the origin nor infinity. Such a
system is called a mixed-causality system as it contains a causal term (0.5)n u[n] and an anticausal term
−(0.75)n u[−n−1].

The stability of a system can also be determined by knowing the ROC alone. If the ROC contains the unit circle
(i.e., |z| = 1) then the system is stable. In the above systems the causal system (Example 2) is stable because |z| > 0.5
contains the unit circle.

Let us assume we are provided a Z-transform of a system without a ROC (i.e., an ambiguous x[n]). We can
determine a unique x[n] provided we desire the following: ROC shown as a blue ring 0.5 < |z| < 0.75

Stability
Causality

For stability the ROC must contain the unit circle. If we need a causal system then the ROC must contain infinity and the system function will be a right-sided
sequence. If we need an anticausal system then the ROC must contain the origin and the system function will be a left-sided sequence. If we need both stability
and causality, all the poles of the system function must be inside the unit circle.
The unique x[n] can then be found.

Properties
Properties of the z-transform

Time domain Z-domain Proof ROC

Notation

Linearity Contains ROC1 ∩ ROC2

Time
expansion with

ohio-state.edu (http://www2.ece.ohio-state.edu/~schniter/e
e700/handouts/multirate.pdf)  or  ee.ic.ac.uk (http://www.e
Decimation
e.ic.ac.uk/hp/staff/dmb/courses/DSPDF/01100_Multirate.p
df)

ROC, except z = 0 if k > 0

Time delay with and and z = ∞ if k < 0

Bilateral Z-transform:

Time advance Unilateral Z-transform:[12]

with

First Contains the intersection of

difference ROC of X1(z) and z ≠ 0
backward with for

First
difference
forward

Time reversal

Scaling in the
z-domain
 Complex
conjugation

Real part

Imaginary
part

ROC, if is rational;

ROC possibly
Differentiation excluding the
boundary, if is
irrational[13]

Convolution Contains ROC1 ∩ ROC2

Cross- Contains the intersection of

correlation ROC of and

Accumulation

Multiplication -

Parseval's theorem

Initial value theorem: If x[n] is causal, then

Final value theorem: If the poles of (z − 1)X(z) are inside the unit circle, then

Table of common Z-transform pairs

Here:

is the unit (or Heaviside) step function and

is the discrete-time unit impulse function (cf Dirac delta function which is a continuous-time version). The two functions are chosen together so that the unit step
function is the accumulation (running total) of the unit impulse function.

Signal, Z-transform, ROC

1 1 all z

10

11

12

13

14

15

16

[13]
17 , for positive integer

[13]
18 , for positive integer

19

20

21

22

Relationship to Fourier series and Fourier transform

For values of in the region , known as the unit circle, we can express the transform as a function of a single, real variable, ω, by defining . And
the bi-lateral transform reduces to a Fourier series:

 
 

 
 
(Eq.4)

which is also known as the discrete-time Fourier transform (DTFT) of the sequence. This 2π -periodic function is the periodic summation of a Fourier
transform, which makes it a widely used analysis tool. To understand this, let be the Fourier transform of any function, , whose samples at some
interval, T, equal the x[n] sequence. Then the DTFT of the x[n] sequence can be written as follows.

(Eq.5)
 

   
 
When T has units of seconds, has units of hertz. Comparison of the two series reveals that     is a normalized frequency with unit of radian per
sample. The value ω = 2π corresponds to .  And now, with the substitution     Eq.4 can be expressed in terms of the Fourier transform, X(•):

 
 

 
 
(Eq.6)

As parameter T changes, the individual terms of Eq.5 move farther apart or closer together along the f-axis. In Eq.6 however, the centers remain 2π apart, while
their widths expand or contract. When sequence x(nT) represents the impulse response of an LTI system, these functions are also known as its frequency
response. When the sequence is periodic, its DTFT is divergent at one or more harmonic frequencies, and zero at all other frequencies. This is often
represented by the use of amplitude-variant Dirac delta functions at the harmonic frequencies. Due to periodicity, there are only a finite number of unique
amplitudes, which are readily computed by the much simpler discrete Fourier transform (DFT).  (See Discrete-time Fourier transform § Periodic data.)

Relationship to Laplace transform

Bilinear transform

The bilinear transform can be used to convert continuous-time filters (represented in the Laplace domain) into discrete-time filters (represented in the Z-
domain), and vice versa. The following substitution is used:

to convert some function in the Laplace domain to a function in the Z-domain (Tustin transformation), or

from the Z-domain to the Laplace domain. Through the bilinear transformation, the complex s-plane (of the Laplace transform) is mapped to the complex z-
plane (of the z-transform). While this mapping is (necessarily) nonlinear, it is useful in that it maps the entire axis of the s-plane onto the unit circle in the z-
plane. As such, the Fourier transform (which is the Laplace transform evaluated on the axis) becomes the discrete-time Fourier transform. This assumes that
the Fourier transform exists; i.e., that the axis is in the region of convergence of the Laplace transform.

Starred transform

Given a one-sided Z-transform, X(z), of a time-sampled function, the corresponding starred transform produces a Laplace transform and restores the
dependence on sampling parameter, T:

The inverse Laplace transform is a mathematical abstraction known as an impulse-sampled function.

Linear constant-coefficient difference equation

The linear constant-coefficient difference (LCCD) equation is a representation for a linear system based on the autoregressive moving-average equation.

Both sides of the above equation can be divided by α0 , if it is not zero, normalizing α0 = 1 and the LCCD equation can be written

This form of the LCCD equation is favorable to make it more explicit that the "current" output y[n] is a function of past outputs y[n − p], current input x[n], and
previous inputs x[n − q].

Transfer function

Taking the Z-transform of the above equation (using linearity and time-shifting laws) yields
and rearranging results in

Zeros and poles

From the fundamental theorem of algebra the numerator has M roots (corresponding to zeros of H) and the denominator has N roots (corresponding to poles).
Rewriting the transfer function in terms of zeros and poles

where qk is the kth zero and pk is the kth pole. The zeros and poles are commonly complex and when plotted on the complex plane (z-plane) it is called the pole–
zero plot.

In addition, there may also exist zeros and poles at z = 0 and z = ∞. If we take these poles and zeros as well as multiple-order zeros and poles into consideration,
the number of zeros and poles are always equal.

By factoring the denominator, partial fraction decomposition can be used, which can then be transformed back to the time domain. Doing so would result in the
impulse response and the linear constant coefficient difference equation of the system.

Output response

If such a system H(z) is driven by a signal X(z) then the output is Y(z) = H(z)X(z). By performing partial fraction decomposition on Y(z) and then taking the
inverse Z-transform the output y[n] can be found. In practice, it is often useful to fractionally decompose before multiplying that quantity by z to generate a
form of Y(z) which has terms with easily computable inverse Z-transforms.

See also
Advanced Z-transform
Bilinear transform
Difference equation (recurrence relation)
Discrete convolution
Discrete-time Fourier transform
Finite impulse response
Formal power series
Generating function
Generating function transformation
Laplace transform
Laurent series
Least-squares spectral analysis
Probability-generating function
Star transform
Zak transform
Zeta function regularization

References
1. Mandal, Jyotsna Kumar (2020). "Z-Transform-Based Reversible 2. Lynn, Paul A. (1986). "The Laplace Transform and the z-transform".
Encoding". Reversible Steganography and Authentication via Electronic Signals and Systems. London: Macmillan Education
Transform Encoding. Studies in Computational Intelligence. UK. pp. 225–272. doi:10.1007/978-1-349-18461-3_6 (https://doi.or
Vol. 901. Singapore: Springer Singapore. pp. 157–195. g/10.1007%2F978-1-349-18461-3_6). ISBN 978-0-333-39164-8.
doi:10.1007/978-981-15-4397-5_7 (https://doi.org/10.1007%2F978 "Laplace Transform and the z-transform are closely related to the
-981-15-4397-5_7). ISBN 978-981-15-4396-8. ISSN 1860-949X (ht Fourier Transform. z-transform is especially suitable for dealing
tps://www.worldcat.org/issn/1860-949X). S2CID 226413693 (http with discrete signals and systems. It offers a more compact and
s://api.semanticscholar.org/CorpusID:226413693). "Z is a complex convenient notation than the discrete-time Fourier Transform."
variable. Z-transform converts the discrete spatial domain signal
into complex frequency domain representation. Z-transform is
derived from the Laplace transform."
 3. Palani, S. (2021-08-26). "The z-Transform Analysis of Discrete 8. Eliahu Ibrahim Jury (1958). Sampled-Data Control Systems. John
Time Signals and Systems". Signals and Systems. Cham: Wiley & Sons.
Springer International Publishing. pp. 921–1055. doi:10.1007/978- 9. Eliahu Ibrahim Jury (1973). Theory and Application of the Z-
3-030-75742-7_9 (https://doi.org/10.1007%2F978-3-030-75742-7_ Transform Method. Krieger Pub Co. ISBN 0-88275-122-0.
9). ISBN 978-3-030-75741-0. S2CID 238692483 (https://api.seman
10. Eliahu Ibrahim Jury (1964). Theory and Application of the Z-
ticscholar.org/CorpusID:238692483). "z-transform is the discrete
Transform Method. John Wiley & Sons. p. 1.
counterpart of Laplace transform. z-transform converts difference
equations of discrete time systems to algebraic equations which 11. Jackson, Leland B. (1996). "The z Transform". Digital Filters and
simplifies the discrete time system analysis. Laplace transform and Signal Processing. Boston, MA: Springer US. pp. 29–54.
z-transform are common except that Laplace transform deals with doi:10.1007/978-1-4757-2458-5_3 (https://doi.org/10.1007%2F978
continuous time signals and systems." -1-4757-2458-5_3). ISBN 978-1-4419-5153-3. "z transform is to
discrete-time systems what the Laplace transform is to continuous-
4. E. R. Kanasewich (1981). Time Sequence Analysis in Geophysics
time systems. z is a complex variable. This is sometimes referred
(https://books.google.com/books?id=k8SSLy-FYagC&q=inauthor% to as the two-sided z transform, with the one-sided z transform
3AKanasewich++poles+stability&pg=PA249). University of
being the same except for a summation from n = 0 to infinity. The
Alberta. pp. 186, 249. ISBN 978-0-88864-074-1. primary use of the one sided transform ... is for causal sequences,
5. E. R. Kanasewich (1981). Time sequence analysis in geophysics in which case the two transforms are the same anyway. We will
(https://books.google.com/books?id=k8SSLy-FYagC&pg=PA185) not, therefore, make this distinction and will refer to ... as simply the
(3rd ed.). University of Alberta. pp. 185–186. ISBN 978-0-88864- z transform of x(n)."
074-1.
12. Bolzern, Paolo; Scattolini, Riccardo; Schiavoni, Nicola (2015).
6. Ragazzini, J. R.; Zadeh, L. A. (1952). "The analysis of sampled- Fondamenti di Controlli Automatici (in Italian). MC Graw Hill
data systems". Transactions of the American Institute of Electrical Education. ISBN 978-88-386-6882-1.
Engineers, Part II: Applications and Industry. 71 (5): 225–234.
13. A. R. Forouzan (2016). "Region of convergence of derivative of Z
doi:10.1109/TAI.1952.6371274 (https://doi.org/10.1109%2FTAI.19
transform". Electronics Letters. 52 (8): 617–619.
52.6371274). S2CID 51674188 (https://api.semanticscholar.org/Co
Bibcode:2016ElL....52..617F (https://ui.adsabs.harvard.edu/abs/20
rpusID:51674188). 16ElL....52..617F). doi:10.1049/el.2016.0189 (https://doi.org/10.10
7. Cornelius T. Leondes (1996). Digital control systems 49%2Fel.2016.0189). S2CID 124802942 (https://api.semanticscho
implementation and computational techniques (https://books.googl lar.org/CorpusID:124802942).
e.com/books?id=aQbk3uidEJoC&pg=PA123). Academic Press.
p. 123. ISBN 978-0-12-012779-5.

Further reading
Refaat El Attar, Lecture notes on Z-Transform, Lulu Press, Morrisville NC, 2005. ISBN 1-4116-1979-X.
Ogata, Katsuhiko, Discrete Time Control Systems 2nd Ed, Prentice-Hall Inc, 1995, 1987. ISBN 0-13-034281-5.
Alan V. Oppenheim and Ronald W. Schafer (1999). Discrete-Time Signal Processing, 2nd Edition, Prentice Hall Signal Processing Series.
ISBN 0-13-754920-2.

External links
"Z-transform" (https://www.encyclopediaofmath.org/index.php?title=Z-transform), Encyclopedia of Mathematics, EMS Press, 2001 [1994]
Numerical inversion of the Z-transform (https://arxiv.org/abs/1409.1727)
Z-Transform table of some common Laplace transforms (http://www.swarthmore.edu/NatSci/echeeve1/Ref/LPSA/LaplaceZTable/LaplaceZF
uncTable.html)
Mathworld's entry on the Z-transform (http://mathworld.wolfram.com/Z-Transform.html)
Z-Transform threads in Comp.DSP (http://www.dsprelated.com/comp.dsp/keyword/Z_Transform.php)
A graphic of the relationship between Laplace transform s-plane to Z-plane of the Z transform (https://www.youtube.com/watch?v=4PV6ikgB
Shw)
A video-based explanation of the Z-Transform for engineers (https://www.youtube.com/watch?v=B4IyRw1zvvA)
What is the z-Transform? (https://www.allaboutcircuits.com/technical-articles/what-is-the-z-transform/)

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