Chapter 2 Slides
Chapter 2 Slides
Chapter 2:
z-Transform
1
z-Transform
•The z-Transform
•The Inverse z-Transform
•System Analysis in the z-domain
2
z-Transform
The z-transform is a useful tool in the analysis of discrete-time signals
and systems and is the discrete-time counterpart of the Laplace
transform for continuous-time signals.
The z-transform may be used to solve LCCDE, evaluate the response of
an LTI system to a given input, and design linear filters.
The DTFT of a sequence x[n] was defined in Chapter 1 as:
∞
X e ( )=
jΩ
x[n]e − jnΩ
n = −∞
The z-transform of a sequence x[n] is defined as:
∞
z{x[n]} = X ( z ) = x[n]z
n = −∞
−n
3
Note that the DTFT is simply X(z) with z = ejΩ.
Thus by restricting z to have unit magnitude, i.e., for |z| = 1, the
z-transform corresponds to the DTFT.
Since the z-transform is a function of a complex variable, it is convenient
to describe and interpret it using the complex z-plane.
z = ejΩ
4
z = ejΩ
5
Region of Convergence (ROC)
The z-transform does not converge for all sequences or for all values of
z.
For any given sequence, the set of values of z for which the z-transform
converges is called the region of convergence (ROC).
The condition for convergence of the z-transform is
∞
x[ n ] r −n
<∞
n = −∞
6
Because of the multiplication of the sequence by the real exponential
r - n , it is possible for the z-transform to converge even if the DTFT does
not.
For example, the sequence x[n] = u[n] is not absolutely summable and
therefore the DTFT does not converge; however, u [ n ] r - n is absolutely
summable if r > 1.
7
Equivalently, convergence of the z-transform depends only on |z|, since
|X(z)| < ∞ if
∞
−n
x[n] z <∞
n = −∞
8
The ROC as a ring in the z-
plane. For specific cases, the
inner boundary can extend
inward to the origin, and the
ROC becomes a disc. For other
cases, the outer boundary can
extend outward to infinity.
If the ROC includes the unit circle, this implies convergence of the
z-transform for |z| = 1, or equivalently, the DTFT of the sequence
converges.
Conversely, if the ROC does not include the unit circle, the DTFT does
not converge absolutely.
9
Pole-Zero Plot
The z-transform is most useful when the infinite sum can be expressed
in closed form, i.e., when it can be summed and expressed as a simple
mathematical formula.
Among the most important and useful z-transforms are those for which
X(z) is a rational function inside the ROC:
M
B( z ) b z
k =0
k
−k
X ( z) = = N
A( z )
a z
k =0
k
−k
Im
0 1 Re
11
Properties of the ROC
12
Property 5: If x[n] is a finite-length, then the ROC is the entire z-
plane, except possibly z = 0 or z = ∞. The point z = ∞ will be
included if x[n] = 0 for n < 0, and the point z = 0 will be included if
x[n] = 0 for n > 0.
Property 6: If x[n] is a right-sided sequence, the ROC extends
outward from the outermost (largest magnitude) finite pole in X(z)
to (and possibly including) z = ∞.
Property 7: If x[n] is a left-sided sequence, the ROC extends
inward from the innermost (smallest magnitude) nonzero pole in
X(z) to (and possibly including) z = 0.
Property 8: If x[n] is a two-sided sequence, the ROC will consist
of a ring in the z-plane, bounded on the interior and exterior by a
pole and not containing any poles.
13
Example 1: Right-Sided Sequence
Consider the right-sided sequence x[n] = anu[n], the z-transform is
∞ ∞ ∞
X (z ) = x[n]z −n
= a z n −n
= )
( az −1 n
n = −∞ n =0 n =0
14
Pole–zero plot and
ROC for Example 1.
For |a| >1, the ROC does not include the unit circle, and thus the DTFT
of x[n] does not converge.
15
Example 2: Left-Sided Sequence
Now consider the left-sided sequence x[n] = -anu[-n-1], the z-transform
is:
∞ ∞ −1
X (z ) = x[n]z
n = −∞
−n
= − a u[−n − 1]z
n = −∞
n −n
= − a n z −n
n = −∞
∞ ∞
= − a z = 1 − (a −1 z ) n
−n n
n =1 n =0
If |a -1z| < 1 or, equivalently, |z| < |a|, the infinite series converges and
1
X (z ) = 1 −
1 − a −1 z
1 z
= −1
= , | z |<| a |
1 − az z−a
Same as Example 1!
16
Pole–zero plot and
ROC for Example 2.
For |a| <1, the ROC does not include the unit circle, and thus the DTFT of
x[n] does not exist.
Note that the algebraic expressions for X(z) and the corresponding pole-
zero plots are identical in Examples 1&2, although the sequences are
different!
Different sequences can have the same z-transform but different ROC.
A sequence should be defined by its z-transform and ROC!
17
Example 3: Sum of Two Sequences
18
The ROC will be the intersection of the individual regions of
convergence, i.e., the values of z for which both individual sums
converge.
This requires that both | ½ z - 1 | < 1 and |(-1/3) z - 1 | < 1 or, equivalently,
|z| > ½ and |z| > 1/3.
Thus, the ROC is the region of overlap, |z| > ½.
19
Summary
20
z-Transform Properties
Table 1
21
z-Transform Pairs
Table 2
22
z-Transform
•The z-Transform
•The Inverse z-Transform
•System Analysis in the z-domain
23
The Inverse z-Transform
Inspection Method
Partial Fraction Expansion
Power Series
} (informal methods,
sufficient and
preferable)
24
Inspection Method
The inspection method relies on using known transform pairs.
Example 4 Example 5
Find the inverse for Find the inverse for
1 1 1 1
X ( z) = , | z |>| | X ( z) = , | z |<| |
1 2 1 2
1 − z −1 1 − z −1
2 2
From table: From table:
1 1
a nu[n] ↔ −1
, | z|>|a | − a nu[ − n − 1] ↔ −1
, | z |<|a |
1 − az 1 − az
Answer: Answer:
n n
1 1
x[n] = u[n] x[ n] = − u[− n − 1]
2 2
26
Partial Fraction Expansion
For z-transform that is rational function of z,
M M
bk z −k
∏ (1 − β k z −1 )
k =0 k =1
X ( z) = N
=C N
k
a z −k
∏ (1 − α k z −1 )
k =0 k =1
Assuming that M < N and the poles are all first order, then X(z) can be
expressed as:
N
Ak
X ( z) = −1
k =1 1 − α k z
27
The coefficients Ak may be found by multiplying both sides of X(z) and
evaluating for z = αk :
Ak = [(1 − α k z −1 ) X ( z )]z =α k
Example 7
1 1
X ( z) = , | z |>| |
1 −1 1 −1 2
1 − z 1 − z
4 2
28
Since the poles are both first order, X(z) can be expressed as:
A1 A2
X ( z) = +
1 −1 1 −1
1 − z 1 − z
4 2
The constants A1 and A2 can be found as follows:
1 −1 1 −1
A1 = [(1 − z ) X ( z )]z =1/ 4 = −1 A2 = [(1 − z ) X ( z )]z =1/ 2 = 2
4 2
Therefore, −1 2
X ( z) = +
1 −1 1 −1
1 − z 1 − z
4 2
Since x[n] is right-sided, the ROC for each term extends outward
from the outermost pole. From the z-transform table:
n n
1 1
x(n) = 2 u[n] − u[n]
2 4
29
Example 8
−1
Find the inverse for 1 − z
X ( z) =
1 + z −1 − 6 z − 2
X(z) can be expressed as:
1 − z −1 A1 A2
X ( z) = = +
(1 − 2 z −1 )(1 + 3z −1 ) (1 − 2 z −1 ) (1 + 3 z −1 )
Therefore,
15 45
X ( z) = +
(1 − 2 z −1 ) (1 + 3 z −1 )
30
1 n
X ( z) = −1
, |z| > |a| ↔ x [ n ] = a u[n ]
From the table: 1 − az
1 n
X ( z) = −1
, |z| < |a| ↔ x[ n ] = − a u[ −n − 1]
1 − az
Since the ROC is not specified explicitly, x[n] can be:
1 4
| z |> 3 x[n ] = 2n u[n ] + ( −3) n u[n ]
5 5
1 n 4
| z |< 2 x[n ] = − 2 u[ −n − 1] − ( −3)n u[ − n − 1]
5 5
1 4
2 <| z |< 3 x[n ] = 2n u[n ] − ( −3) n u[ −n − 1]
5 5
31
Example 9
1 n 27 n 32 n
x[n ] = ( − )u[n ] + (4)2 u[n ] + ( )3 u[−n − 1] − ( )4 u[−n − 1]
6 2 3
33
For the case of M ≥ N , the partial fraction expansion is in the form:
M −N N
Ak
X (z ) = Br z −r
+
1 − d z −1
r =0 k =1 k
34
Example 10
Given the z-transform of x[n] as follows:
X (z ) =
1 + 2 z −1 + z − 2
=
(1 + z −1 )
2
, z >1
3 −1
1− 2 z + 2 z1 −2
(1 − 2 z )(1 − z )
1 −1 −1
Im
Since M = N = 2 and the poles are all first order, X(z) can be
represented as:
A1 A2
X ( z ) = B0 + +
(1 − 2 z ) (1 − z −1 )
1 −1
35
B0 can be determined as follows:
2
1 z −2 − 23 z −1 + 1 z − 2 + 2 z −1 + 1
2
z − 2 − 3z −1 + 2
5 z -1 − 1
Thus X(z) can be expressed as:
− 1 + 5 z −1
X (z ) = 2 +
(1 − 12 z −1 )(1 − z −1 )
A1 and A2 can be determined as follows:
− 1 + 5z −1
A1 = −1
= −9
1− z z = 12
−1
− 1 + 5z
A2 = =8
1 −1
1− z
2 z =1 36
Therefore,
9 8
X (z ) = 2 − +
(1 − 1
2 z −1 ) (1 − z −1 )
Since ROC is |z| > 1, and from Table 1, we get:
2 ↔ 2δ [n ]
n
1 1
−1
↔ u[n ]
1
1− 2 z 2
1
−1
↔ u[n ]
1− z
37
Power Series
Therefore, if we can find the power series expansion for X(z), the
sequence values x[n] may be found by simply picking off the
coefficients of z - n .
This approach is very useful for finite-length sequences where X(z)
may have no simpler form than a polynomial in z - 1 .
38
Example 11
1 −1
Find the inverse z-transform for X (z ) = z 2 (1 − z )(1 + z −1 )(1 − z −1 )
2
Although X(z) is a rational function, its only pole is at z = 0, so a
partial fraction expansion is not appropriate.
By multiplying the factors, we can express X(z) as:
1 1
X (z ) = z 2 − z − 1 + z −1
2 2
By inspection, 1, n = −2
− 1 / 2, n = −1
x[n] = − 1, n=0
1 / 2, n =1
0, otherwise
1 1
Equivalently, x[n] = δ[n + 2] − δ[n + 1] − δ[n] + δ[n − 1]
2 2
39
z-Transform
•The z-Transform
•The Inverse z-Transform
•System Analysis in the z-domain
40
Transfer Function
a
k =0
k y[n − k ] = bk x[n − k ]
k =0
k
a
k =0
z Y ( z )
−k
= k X ( z)
b z −k
k =0
41
Or equivalently,
N −k M −k
ak z Y ( z ) = bk z X ( z )
k =0 k =0
M M
Y (z ) bz
k =0
k
−k
∏ (1 − β k z −1
)
k =1
H ( z) = = N H ( z) = C N
X ( z)
a z
k =0
k
−k
∏ (1 − α k z −1
)
k =1
Thus given either the transfer function H(z) in the above form or the
difference equation, it is straightforward to obtain the other.
42
Example 12
H (z ) =
(1 + z )
−1 2
1 −1 3 −1
1 − z 1 + z
2 4
1 + 2 z −1 + z −2 Y ( z)
( )
H z = =
1 −1 3 − 2 X ( z )
1+ z − z
4 8
Thus the LCCDE is
1 3
y[ n] + y[n − 1] − y[ n − 2] = x[n] + 2 x[n − 1] + x[ n − 2]
4 8
43
Causality
The impulse response of a causal LTI system is zero for n < 0.
Therefore, the impulse response of a causal LTI system is determined
from the transfer function by using right-sided inverse transforms.
A pole inside the unit circle contributes an exponentially decaying term
to the impulse response.
A pole outside the unit circle contributes an exponentially increasing
term to the impulse response.
44
causal +
stable
e.g., (− 0.6 )n u[n]
causal +
unstable
e.g., (2 ) u[ n]
n
The relationship between the location of a pole and the impulse response characteristics for
a causal system. (a) A pole inside the unit circle contributes an exponentially decaying term
to the impulse response. (b) A pole outside the unit circle contributes an exponentially
increasing term to the impulse response. 45
Stability
It follows that the ROC must include the unit circle in the z-plane.
Note that a stable impulse response cannot contain any increasing
terms, since then the impulse response is not absolutely summable.
non-causal
+ stable
e.g., (2 )n u[− n]
46
Causal Non-causal
& stable & unstable
Causal Non-causal
& unstable & stable
47
Causality and stability are not necessarily compatible requirements.
For a LTI system to be both stable and causal, the ROC must be
outside the outermost pole and include the unit circle.
Clearly, a realizable LTI system that is both stable and causal must
have all their poles inside the unit circle.
Non-
Realizable realizable
48
Example 13
The system cannot be both stable and causal, since there is a pole
outside the unit circle.
49
(a) If the system is stable, then the ROC includes the unit circle.
n n
j
π −j
π
h[ n] = 2 0.9e 4 u[n] + 2 0.9e 4 u[ n] + 3(2 )n u[− n − 1]
π
= 4(0.9 )n cos n u[n] − 3(2 )n u[− n − 1]
4
(b) If the system is causal, then all poles contribute right-sided terms to
the impulse response.
n n
j
π −j
π
h[n] = 2 0.9e 4 u[n] + 2 0.9e 4 u[n] + 3(2)n u[n]
π
= 4(0.9 )n cos n u[n] + 3(2 )n u[n]
4
50
Inverse Systems
For any LTI system with transfer function H(z), the inverse system is
one with the transfer function Hi(z) such that the cascaded system
H(z)Hi(z) is the identity system.
51
Suppose H(z) is a rational function of the form
M
−1
∏ (1
k =1
− β k z )
H ( z) = C N
−1
∏ (1
k =1
− α k z )
The poles of H(z) become the zeros of Hi(z) and, likewise, the zeros
of H(z) are the poles of Hi(z).
The ROC of H(z) and Hi(z) must overlap, otherwise the ROC of the
cascaded system H(z)Hi(z) would be empty.
52
Example 14
53
Im
0 0.5 0.8 1 Re
54
Example 15
55
56
A causal and stable LTI system with a rational transfer function
has all the poles inside the unit circle; the zeros, however, may lie
anywhere in the z-plane.
In some cases, it is necessary to constrain a system so that the
inverse is also causal and stable; this requires the zeros of H(z)
to lie inside the unit circle since these become the poles of the
inverse system Hi(z).
A rational transfer function with all the poles and zeros inside the
unit circle is referred to as a minimum-phase system.
The minimum-phase system is hence causal and stable, and also
has a causal and stable inverse.
57