ELT2035 Signals: & Systems
ELT2035 Signals: & Systems
ELT2035 Signals: & Systems
𝑘 𝑘
The z-transform
❑ Consider the Fourier transform of 𝑓[𝑘]𝑒 −𝜎𝑘 (𝜎 real)
➢ ℱ 𝑓 𝑘 𝑒 −𝜎𝑘 = σ∞
𝑘=−∞ 𝑓 𝑘 𝑒
−𝜎𝑘 −𝑗Ω𝑘
𝑒 𝑧 = 𝑒 𝜎+𝑗Ω = 𝑟𝑒 𝑗Ω
= σ∞
𝑘=−∞ 𝑓[𝑘] 𝑒
−(𝜎+𝑗Ω)𝑘
= 𝐹(𝑒 𝜎+𝑗Ω ).
1 𝜋
➢ ℱ −1 𝐹 𝑒 𝜎+𝑗Ω = −𝜋
𝐹(𝑒 𝜎+𝑗Ω )𝑒 𝑗Ω𝑘 𝑑Ω = 𝑓[𝑘]𝑒 −𝜎𝑘
2𝜋
1 𝜋 𝜎+𝑗Ω (𝜎+𝑗Ω)𝑘
→ 𝑓[𝑘] = 𝐹(𝑒 )𝑒 𝑑Ω.
2𝜋 −𝜋
𝜎+𝑗Ω
➢ Substituting 𝑧 for 𝑒 yields bilateral z-transform pair.
1
Notice that ln 𝑧 = 𝜎 + 𝑗Ω, thus 𝑑𝑧 = 𝑗𝑑Ω.
𝑧
𝑧
❑ Bilateral z-transform pair (commonly denoted as 𝑓 𝑘 𝐹(𝑧)):
𝐹 𝑧 = σ∞ 𝑘=−∞ 𝑓[𝑘]𝑧
−𝑘 (1)
1
𝑓[𝑘] = ׯ 𝐹(𝑧)𝑧 𝑘−1 𝑑𝑧 (2)
2𝜋𝑗
➢ As Ω varies from −𝜋 to 𝜋, 𝑧 completes exactly one rotation in
counterclockwise direction → the integral in (2) is a contour integral around
a circle of radius 𝑟 in counterclockwise direction.
➢ In practice, we usually do not evaluate (2) directly.
The z-transform and the DTFT
❑ If 𝜎 = 0: 𝐹 𝑧 = 𝐹(𝑒 𝑗Ω )
➢ The DTFT is a special case of the z-transform by letting 𝑧 = 𝑒 𝑗Ω (i.e. 𝑧
circumnavigates along the unit circle on the z-plane).
The z-transform: example
Determine the z-transform of the signal
1, 𝑛 = −1
2, 𝑛=0
𝑥 𝑛 = −1, 𝑛=1 .
1, 𝑛=2
0, otherwise
Use the z-transform to determine the DTFT of 𝑥 𝑛 .
SOLUTION
➢ 𝑋 𝑧 = σ∞
𝑘=−∞ 𝑥[𝑘]𝑧
−𝑘
= 𝑧 + 2 − 𝑧 −1 + 𝑧 −2
➢ Substituting 𝑧 = 𝑒 𝑗Ω to 𝑋 𝑧 yields 𝑋 𝑒 𝑗Ω = 𝑒 𝑗Ω + 2 − 𝑒 −𝑗Ω +
𝑒 −2𝑗Ω
Region of convergence (ROC)
❑ The ROC of 𝐹(𝑧) is a set of values of 𝑧 (a region in the z-plane)
for which the infinite sum in Eq. (1) converges.
➢ Necessary condition: 𝑓[𝑘]𝑧 −𝑘 is absolute summable. Since 𝑓[𝑘]𝑧 −𝑘 =
𝑓[𝑘]𝑟 −𝑘 , Eq. (1) converges if σ∞
𝑛=−∞ 𝑓[𝑘]𝑟
−𝑘
< ∞.
➢ Two different signals may have the same 𝐹(𝑧) with different ROC, i.e.
there’s no 1-to-1 correspondence btw 𝐹(𝑧) and 𝑓[𝑘] unless the ROC is
specified.
➢ Example: Find the z-transform and ROC for 𝑥[𝑘] = 𝛼 𝑘 𝑢[𝑘]
➢ Solution:
𝛼 𝑘
𝑋 𝑧 = σ∞ 𝑘
𝑘=−∞ 𝛼 𝑢[𝑘]𝑧
−𝑘
= σ∞
𝑘=0 𝑧
▪ For 𝑧 > 𝛼 , the sum converges to
1 𝑧
𝑋 𝑧 = 𝛼= .
1− 𝑧−𝛼
𝑧 𝛼
• For 𝑧 ≤ 𝛼 , the sum does not
converge. Hence, the ROC of 𝑋 𝑧 is the
shaded region outside the circle of radius
𝛼 , centred at the origin in the z-plane.
Poles and zeros
𝑏෨ ς𝑀
𝑘=1 1−𝑐𝑘 𝑧
−1
❑ Like in the CT case, it is useful to express 𝑋 𝑧 = ς𝑀 −1
𝑘=1 1−𝑑𝑘 𝑧
➢ The roots of the numerator polynomial, 𝑐𝑘, are termed the zeros of 𝑋(𝑧).
➢ The roots of the numerator polynomial, 𝑑𝑘, are termed the poles of 𝑋(𝑧).
❑ Example:
➢ Find the z-transform of the signal 𝑥 𝑘 = −𝛼 𝑘 𝑢[−𝑘 − 1]. Depict the ROC and
locations of poles, zeros of 𝑋(𝑧) in the z-plane.
❑ Solution:
∞ ∞
𝑧 𝑛
𝑘 −𝑘
𝑋 𝑧 = −𝛼 𝑢[−𝑘 − 1]𝑧 =1−
𝛼
𝑘=−∞ 𝑛=0
➢ For 𝑧 > 𝛼 , the sum does not converge.
➢ For 𝑧 < 𝛼 , the sum converges to 𝑋 𝑧 =
𝛼 𝑧
1− = → the ROC is the shaded 𝛼
𝛼−𝑧 𝑧−𝛼
region inside the circle of radius |𝛼|, centered
at the origin in the z-plane.
➢ The signal has one zero at 𝑧 = 0 and one
pole at 𝑧 = 𝛼.
Properties of the ROC
❑ Solution:
∞ 𝑛
1
𝑋(𝑧) = 𝑢 𝑛 𝑧 −𝑛 − 𝑢 −𝑛 − 1 𝑧 −𝑛
2
𝑛=−∞
∞ 𝑛 −1 𝑛
1 1
= 𝑧 −𝑛 −
2 𝑧
𝑛=0 𝑛=−∞
∞ 𝑛 ∞
1
= + 1 − 𝑧𝑘
2𝑧
𝑛=0 𝑘=0
➢ Both sums must converge in order for
𝑋(𝑧) to converge → 𝑧 > 1Τ2 & 𝑧 < 1.
1
➢ For 1Τ2 < 𝑧 < 1 𝑋 𝑧 = 1 +1−
1−
2𝑧
3
1 𝑧 2𝑧−
= 1
2
.
1−𝑧 𝑧− 𝑧−1
2
Properties of the z-transform
𝑧 𝑧
❑ Linearity: assume 𝑥[𝑛] 𝑋(𝑧) with ROC 𝑅𝑥, 𝑦 𝑛 𝑌(𝑧) with ROC
𝑧
𝑅𝑦, then 𝑎𝑥 𝑛 + 𝑏𝑦 𝑛 ՞ 𝑎𝑋 𝑠 + 𝑏𝑌(𝑠) with ROC at least 𝑅𝑥 ∩ 𝑅𝑦 .
𝑧 1 1
❑ Time reversal: 𝑥[−𝑛] 𝑋 , with ROC .
𝑧 𝑅𝑥
𝑧
❑ Time shifting: 𝑥 𝑛 − 𝑛0 𝑧 −𝑛0 𝑋(𝑧), with ROC 𝑅𝑥 , except possibly
𝑧 = 0 or 𝑧 = ∞.
❑ Multiplication by an exponential sequence:
𝑧 𝑧
𝛼𝑛𝑥 𝑛 𝑋 , with ROC 𝛼 𝑅𝑥 .
𝑎
➢ 𝛼 𝑅𝑥 = the ROC boundaries are multiplied by 𝛼 , e.g. if 𝑅𝑥 is 𝑎 < 𝑧 < 𝑏,
then 𝛼 𝑅𝑥 is 𝛼 𝑎 < 𝑧 < 𝛼 𝑏.
❑ Convolution:
𝑧
𝑥 𝑛 ∗𝑦 𝑛 𝑋 𝑧 𝑌(𝑧), ) with ROC at least 𝑅𝑥 ∩ 𝑅𝑦 .
Properties of the z-transform (cont.)
❑ Differentiation in the z-domain:
𝑧 𝑑
𝑛𝑥 𝑛 −𝑧 𝑋(𝑧), with ROC 𝑅𝑥 .
𝑑𝑧
𝑛+1 ⋯ 𝑛+𝑚−1 𝑧 𝐴𝑘
𝑛
𝐴 𝑑𝑘 𝑢[𝑛] ՞ with ROC 𝑧 > 𝑑𝑘 ; or
𝑚−1 ! 1−𝑑𝑘 𝑧 −1 𝑚
▪ ൞ 𝑛+1 ⋯ 𝑛+𝑚−1 𝑧 𝐴𝑘
𝑛
−𝐴 𝑑𝑘 𝑢 −𝑛 − 1 ՞ with ROC 𝑧 < 𝑑𝑘 .
𝑚−1 ! 1−𝑑𝑘 𝑧 −1 𝑚
➢ Due to linearity property, i.e. the ROC of 𝑋(𝑧) is at least the intersection of
individual ROCs, the ROC of each term must be correctly inferred from the
ROC of 𝑋(𝑧).
Example: inversion by partial fraction
expansion
1−𝑧 −1 +𝑧 −2
❑ Find the inverse z-transform of 𝑋 𝑧 = 1 with
1−2𝑧 −1 1−2𝑧 −1 1−𝑧 −1
ROC 1 < 𝑧 < 2.
❑ Solution:
𝐴 𝐵 𝐶
➢ Applying partial fraction expansion: 𝑋 𝑧 = 1 + +
1− 𝑧 −1 1−2𝑧 −1 1−𝑧 −1
2
1 2 2
➢ Solving for 𝐴, 𝐵, and 𝐶 gives 𝑋 𝑧 = 1 + −
1− 𝑧 −1 1−2𝑧 −1 1−𝑧 −1
2
➢ Now we find the inverse z-transform of each term, using the relationship
between the locations of the poles and the ROC of 𝑋(𝑧), each of which is
depicted in the below Figure:
✓ The ROC has a radius greater than the pole
at 𝑧 = 1/2, so this term has the right-sided
1 𝑛 𝑧 1
inverse transform: 𝑢𝑛 1 .
2 1− 𝑧 −1
2
➢ In order to uniquely determine ℎ[𝑛], we must know the ROC. If the ROC is
not known, other system characteristics such as stability or causality must be
known.
➢ The poles and zeros of a rational transfer function are found by factoring the
𝑏෨ ς𝑀
𝑘=1 1−𝑐𝑘 𝑧
−1
numerator and denominator 𝐻 𝑧 = ς𝑁 −1
.
𝑘=1 1−𝑑𝑘 𝑧
Causality and stability
❑ Causality: a DT LTI system is causal if ℎ 𝑛 = 0 ∀𝑛 < 0 → the
impulse response of a causal DT LTI system is determined from
its transfer function by using right-sided inverse transform.
❑ Stability: a DT LTI system is stable if its impulse response is
summable → the DTFT of the impulse response exists → the
ROC must includes the unit circle in the z-plane.
❑ If a system is causal:
𝐴𝑘 𝑧
𝑛
➢ 𝐴𝑘 𝑑𝑘 𝑢[𝑛] → the system is stable if all the poles are inside the
1−𝑑𝑘 𝑧 −1
unit circle in the z-plane. If there’s at least one pole outside the unit circle →
unstable.
Contribution of the
𝜋
𝑗
pole at 𝑧 = 0.9𝑒 4
Contribution of the
𝜋
−𝑗
pole at 𝑧 = 0.9𝑒 4
Example solution (cont.)
❑ Definition
𝐹 𝑧 = σ∞
𝑘=0 𝑓[𝑘]𝑧
−𝑘 (3)
➢ The inverse transform remains the same as in the bilateral case.
❑ Consider: σ𝑁 𝑀
𝑘=0 𝑎𝑘 𝑦[𝑛 − 𝑘] = σ𝑘=0 𝑏𝑘 𝑥[𝑛 − 𝑘]
➢ Taking unilateral z-transform:
𝑁 𝑁−1 𝑁 𝑀
𝑌 𝑧 𝑎𝑘 𝑧 −𝑘 + 𝑎𝑘 𝑦[−𝑘 + 𝑚]𝑧 −𝑚 = 𝑋 𝑧 𝑏𝑘 𝑧 −𝑘
𝑘=0 𝑚=0 𝑘=𝑚+1 𝑘=0
𝐴 𝑧 𝐶(𝑧) 𝐵 𝑧
𝐵(𝑧) 𝐶(𝑧)
➢ Solving for z-transform of the solution: 𝑌 𝑧 = −
𝐴(𝑧) 𝐴(𝑧)
❑ Example:
➢ Find the forced and natural responses of the system
𝑦 𝑛 + 3𝑦 𝑛 − 1 = 𝑥 𝑛 + 𝑥[𝑛 − 1],
1 𝑛
with 𝑥 𝑛 = 𝑢[𝑛] and the initial condition is 𝑦 −1 = 2.
2
Example solution
❑ Taking unilateral z-transform of both sides of a difference equation
𝑌 𝑧 1 + 3𝑧 −1 + 3𝑦[−1] = 𝑋 𝑧 1 + 𝑧 −1
𝐴 𝑧 𝐶(𝑧) 𝐵 𝑧