Chuong - 3 - The Z - Transform and Its Application To The Analysis of Lti System
Chuong - 3 - The Z - Transform and Its Application To The Analysis of Lti System
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3.1.1 The direct z-transform
Figure 3.1 Region of convergence for X(z) and its corresponding
causal and anticausal components.
ROC for the first sum consists of all points in a circle of some
radius r1 < ∞.
Im
(z)
z-‐
plane
r1
Re(z)
(a)
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3.1.1 The direct z-transform
ROC for the second sum consists of all points outside a
circle of radius r > r2
Im(z)
z-‐
plane
r2
Re(z)
(b)
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3.1.1 The direct z-transform
ROC of X(z) is generally specified as the annular region in the z-
plane , r2 < r < r1,
Im
(z)
z-‐
plane
r2
Re(z)
r1
(c)
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3.1.1 The direct z-transform
A discrete–time x(n) is uniquely determined by its z-
transform x(z) and the region of convergence of x(z).
Table 3.1Characteristic Families of signal with
their corresponding ROC.
Signal ROC
0 n
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3.1.1 The direct z-transform
An3causal
En3re
z-‐plane
except
z
=
∞
0 n
Two-‐sided
En3re
z-‐plane
except
z
=
0
and
z
=
∞
0 n
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3.1.1 The direct z-transform
Infinite
–
Dura3on
Signals
Causal
An3causal
r1
|z|
<
r1
0 n
Two -‐sided
r2
r2
<
|z|
<
r1
0 n r1
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3.1.1 The direct z-transform
These types of signal are called right-sided,
left-sided, and finite-duration two-sided,
signals.
If there is a ROC for an infinite duration two-
sided signal, it is a ring (annular region) in
the z-plane.
The one-sided or unilateral z-transform
given by
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3.1.2 The Inverse z-Transform
The procedure for transform from the z-domain
to the time domain is called the inversion z-
transform.
Cauchy integral theorem.
We have
then
Im (z)
r2 C
r1 Re (z)
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3.2 Properties of the z–Transform
+ Linearity
z z
if x1(n) ↔ X1(z) and x2(n) ↔ X2(z)
then
z
x(n) = a1x1(n) + a2x2(n) ↔ X(z) = a1X1(z) + a2X2(z) (3.2.1)
+ Time shifting
z
if x(n) ↔ X(z)
z
then x(n-k) ↔ z-k X(z) (3.2.5)
C – closed contour that encloses the origin and lies within the
region of convergence common to both X1(v) and X2(1/v)
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3.2 Properties of the z–Transform
+ Parseval’s relation
If x1(n) and x2(n) are complex-valued sequences , then
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3.2 Properties of the z–Transform
Convolu=on
x1
(n)
*x2
(n)
X1
(z)
X2(z)
At
least,
the
intersec=on
of
ROC
1
and
ROC2
Correla=on
rx1x2
(l)
=
Rx1x2
(z)=
X1
(z)
X2
(z-‐1)
At
least,
the
intersec=on
of
x1
(l)
*
x2
(-‐l)
ROC
1
of
X1
(z)
and
X2(z-‐1)
Ini=al
value
If
x
(n)
causal
x
(0)
=
lim
X(z)
theorem
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3.2 Properties of the z–Transform
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3.2 Properties of the z–Transform
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3.3 Rational z- transforms
+ Poles and Zeros
The zeros of a z-transform X(z) are the
values of z for which X(z) = 0
The pole of a z-transform are value of z for
which X(z) = ∞
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3.3.1 Poles and Zeros
+ If a0 ≠ 0 , b0 ≠ 0
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3.3.1 Poles and Zeros
+ We can represent X(z) graphically by a pole-zero
plot in the complex plane, which shows the location
of poles by crosses (x) and the location of zeros by
circles (o).
+ The z-transform X(z) is a complex function of the
complex variable z = Re(z) + jIm(z)
Im(z)
Figure 3.7 Pole-zero plot
for the causal exponential
ROC
signal x(n) = anu(n) a>0
ax z
Re(z) X ( z) = ROC: lzl > a
0 z−a
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3.3.1 Poles and Zeros
+ |X (z)| is a real and positive function of z. Since z represents
a point in the complex plane, |X(z)| is a two-dimensional
function and describes a “surface”.
For example the z-transform
(3.3.3)
|X(z)|
Re z Im z
Figure 3.3.4 Graph of |X(z)| for the z-transform in (3.3.3)
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3.3.2 Pole location and time- domain
behavior for causal signals
+ We consider the relation between the z-plane
location of a pole pair and the form of the
corresponding signal in the time domain.
+ The circle |z| = 1 has a radius of 1, it is called
the unit circle.
+ For example
x
(n) x
(n)
z-‐
plane z-‐
plane
0 1 0 n 0 1 0 n
x
(n) x
(n)
z-‐
plane z-‐
plane
0 1 0 n 0 1 0 n
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3.3.2 Pole location and time- domain
behavior for causal signals
0 1 0 n 0 1 0 n
m=2 m=2
0 1 n 0 1 0 n
0
x
(n)
z-‐
plane z-‐
plane x
(n)
m=2 m=2
0 1 0 n 0 1 0 n
m=2 m=2
0 1 0 n 0 1 0 n
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3.3.2 Pole location and time- domain
behavior for causal signals
Figure 3.13 illustrates the case of a pair of complex – conjugate
poles.
This configuration of poles results in an exponentially weighted
sinusoidal signal.
The amplitude of the signal is growing if r > 1, constant if r = 1
(sinusoidal signals), and decaying if r < 1.
Figure 3.13 A pair of complex- conjugate poles corresponds to
causal signals with oscillatory behavior.
z
-‐
plane x
(n)
rn
r
ω0
0 1 0 n
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3.3.2 Pole location and time- domain
behavior for causal signals
z
-‐
plane x
(n) r=1
1
ω0
0 1
n
0
rn
z
-‐
plane x
(n)
r
ω0
0 1 0 n
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3.3.2 Pole location and time- domain
behavior for causal signals
Fig 3.14 shows the behavior of a causal signal with a double pair
of poles on the unit circle.
A signal with a pole near the origin decays more rapidly than one
associated with a pole near the unit circle.
Everything we have said about causal signals applies as well to
causal LTI systems.
Figure 3.14 Causal signal corresponding to a double pair of
complex – conjugate poles on the unit circle.
z
-‐
plane x
(n)
m=2
r
ω0
0 1 0 n
m=2
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3.3.3 The system Function of a Linear Time-
Invariant System
Y(z) = H(z)X(z) (3.3.4)
Y (z) - the z-transform of the output sequence y(n).
X (z) - the z-transform of the input sequence x(n).
H (z) - the z-transform of the unit sample response h(n).
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3.3.3 The system Function of a Linear Time-
Invariant System
By applying the time-shifting property, we obtain.
Or
+ If ak = 0 for 1 ≤ k ≤ N, then
contour Integration
+ Cauchy residue theorem
Let f(z) be a function of the complex variable z,
and C be a closed path in the z-plane.
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3.4.1 Inverse z-transform by
contour Integration
If the (k+1) order derivative of f(z) exists and f(z) has no
poles at z = z0, then
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Chapter 3: Inverse z-transform by
contour Integration
Where Ai(z) = (z – zi)p(z) = (z-zi)f(z)/g(z)
(3.4.5)
{ Ai (zi)} are residues of the corresponding poles
at z = zi , i = 1,2,….,n.
In the case the inverse z-transform we have
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3.4.2 Inverse z-transform by
Power Series Expansion
For example
Determine the inverse z-transform of
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3.4.2 Inverse z-transform by
Power Series Expansion
Solution.
Since the ROC is the exterior of a circle , we expect
x(n) to be a causal signal.
Thus, we seek a power series expansion in negative
powers of z.
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3.4.3 The inverse z-Transform by Partial-
Fraction Expansion
The function X(z) as a linear combination.
X(z) = α1X1(z) + α2X2(z) + …+ αKXK(z) (3.4.8)
Where X1(z) ,…Xk(z) are expressions with inverse
transform x1(n),… ,xk(n) available in a table of z-
transform pairs. Then,
x(n) = α1x1(n) + α2x2(n) + …+ αK xK(n) (3.4.9)
We assume that a0 = 1 , so that (3.3.1) can by
expressed as
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3.4.3 The inverse z-Transform by Partial-
Fraction Expansion
Any improper rational function (M ≥ N) can be expressed
as.
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3.4.3 The inverse z-Transform by Partial-
Fraction Expansion
Distinct poles
Suppose that the poles p1, p2,…pN are all different .
Then we seek an expansion of the form
with z = pk,
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3.4.3 The inverse z-Transform by Partial-
Fraction Expansion
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3.4.3 The inverse z-Transform by Partial-
Fraction Expansion
Now, first X(z) contains distinct poles.
or
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3.4.3 The inverse z-Transform by Partial-
Fraction Expansion
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3.4.4 Decomposition of Rational z-Transforms
If M ≥ N, a0 ≡ 1, then
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3.4.4 Decomposition of Rational z-Transforms
Where k1 +2k2 = N
Assuming for simplicity that M = N
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3.5.1 Definition and properties
then
we represent
If the system is initially relaxed, that is
y(-1) = y(-2) = …= y(-N) = 0, then
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3.6.1 Response of system with rational system
functions
If system contains simple poles p1,p2,…pN and z-transform of
the input signal contains poles q1,q2,…qL. Where pk ≠ qm ,
then
Or
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3.6.2 Response of poles – zero system with
Nonzero Initial conditions
Where
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3.6.2 Response of poles – zero system with
Nonzero Initial conditions
This can be added to (3.6.4)
Where
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3.6.4 Causality and Stability
A linear time- invariant system is causal if and
only if the ROC of the system function is the
exterior of the circle of radius r < ∞ , including
the point z = ∞.
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3.6.4 Causality and Stability
H(z) must contain the unit circle within its ROC .
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3.6.6 Multiple–Order poles and stability
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3.6.8 Stability of Second–Order Systems
A causal two-pole system described by the
second-order difference equation.
y(n) = - a1y(n-1) – a2y(n-2) + b0x(n) (3.6.26)
for stability
| a 2 | = | p 1p 2| = | p 1| | p 2| < 1 (3.6.31)
| a1 | < 1 + a2 (3.6.32)
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3.6.8 Stability of Second–Order Systems
Figure 3.15 Region of stability( stability triangle) in the ( a1, a2 )
coefficient plane for a second-order system.
a2
Complex-‐
conjugate
Stability
poles a2
=
a1
-‐
1
triangle
1
a2
=
1
Real
and
equal
poles
-‐2 -‐1 1 2 a1
-‐1 Real
and
dis=nct
poles
a2 = a1 -‐ 1