Z Transform
Z Transform
𝑧𝑧-Transform (4)
ICE3018: Digital Signal Processing & Design
2
4.10 Inverse 𝑧𝑧-Transform
Table: inverse 𝑧𝑧-transform of partial fraction expansion terms
𝑿𝑿(𝒛𝒛) 𝒙𝒙[𝒏𝒏] (causal sequence)
𝑧𝑧
𝛼𝛼 𝑛𝑛 𝑢𝑢[𝑛𝑛]
𝑧𝑧 − 𝛼𝛼
𝑧𝑧
𝑛𝑛−1
2 𝑛𝑛𝛼𝛼 𝑢𝑢[𝑛𝑛]
𝑧𝑧 − 𝛼𝛼
𝑧𝑧 𝑛𝑛 𝑛𝑛 − 1 ⋯ 𝑛𝑛 − 𝑁𝑁 + 1 𝑛𝑛−𝑁𝑁
𝑧𝑧 − 𝛼𝛼 𝑁𝑁+1 𝛼𝛼 𝑢𝑢[𝑛𝑛]
𝑁𝑁!
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗
+ 2 𝐾𝐾 𝛼𝛼 𝑛𝑛 cos 𝑛𝑛Ω + 𝜙𝜙 𝑢𝑢 𝑛𝑛 = 2𝛼𝛼 𝑛𝑛 𝐶𝐶 cos 𝑛𝑛Ω − 𝐷𝐷 sin 𝑛𝑛Ω 𝑢𝑢 𝑛𝑛
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗
+ 2 𝐾𝐾 𝑛𝑛𝛼𝛼 𝑛𝑛−1 cos 𝑛𝑛 − 1 Ω + 𝜙𝜙 𝑢𝑢 𝑛𝑛
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 2 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω 2
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗ 𝑛𝑛 𝑛𝑛 − 1 ⋯ 𝑛𝑛 − 𝑁𝑁 + 1
+ 2 𝐾𝐾 𝛼𝛼 𝑛𝑛−𝑁𝑁
cos 𝑛𝑛 − 𝑁𝑁 Ω + 𝜙𝜙 𝑢𝑢[𝑛𝑛]
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 𝑁𝑁+1 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω 𝑁𝑁+1
𝑁𝑁!
3
𝐾𝐾 = 𝐶𝐶 + 𝑗𝑗𝑗𝑗 = 𝐾𝐾 𝑒𝑒 𝑗𝑗𝜙𝜙
4.10 Inverse 𝑧𝑧-Transform
Table: inverse 𝑧𝑧-transform of partial fraction expansion terms
𝑿𝑿(𝒛𝒛) 𝒙𝒙[𝒏𝒏] (anti-causal sequence)
𝑧𝑧
−𝛼𝛼 𝑛𝑛 𝑢𝑢[−𝑛𝑛 − 1]
𝑧𝑧 − 𝛼𝛼
𝑧𝑧
𝑛𝑛−1
2 −𝑛𝑛𝛼𝛼 𝑢𝑢[−𝑛𝑛 − 1]
𝑧𝑧 − 𝛼𝛼
𝑧𝑧 𝑛𝑛 𝑛𝑛 − 1 ⋯ 𝑛𝑛 − 𝑁𝑁 + 1 𝑛𝑛−𝑁𝑁
𝑧𝑧 − 𝛼𝛼 𝑁𝑁+1 − 𝛼𝛼 𝑢𝑢[−𝑛𝑛 − 1]
𝑁𝑁!
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗
+ −2 𝐾𝐾 𝛼𝛼 𝑛𝑛 cos 𝑛𝑛Ω + 𝜙𝜙 𝑢𝑢 𝑛𝑛 = −2𝛼𝛼 𝑛𝑛 𝐶𝐶 cos 𝑛𝑛Ω − 𝐷𝐷 sin 𝑛𝑛Ω 𝑢𝑢 −𝑛𝑛 − 1
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗
+ −2 𝐾𝐾 𝑛𝑛𝛼𝛼 𝑛𝑛−1 cos 𝑛𝑛 − 1 Ω + 𝜙𝜙 𝑢𝑢 −𝑛𝑛 − 1
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 2 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω 2
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗ 𝑛𝑛 𝑛𝑛 − 1 ⋯ 𝑛𝑛 − 𝑁𝑁 + 1
+ −2 𝐾𝐾 𝛼𝛼 𝑛𝑛−𝑁𝑁
cos 𝑛𝑛 − 𝑁𝑁 Ω + 𝜙𝜙 𝑢𝑢[−𝑛𝑛 − 1]
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 𝑁𝑁+1 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω 𝑁𝑁+1
𝑁𝑁!
4
𝐾𝐾 = 𝐶𝐶 + 𝑗𝑗𝑗𝑗 = 𝐾𝐾 𝑒𝑒 𝑗𝑗𝜙𝜙
4.10 Inverse 𝑧𝑧-Transform
Example (non-repeated roots):
1 (𝑥𝑥[𝑛𝑛] is a causal
Q: Find the inverse transform of 𝑋𝑋 𝑧𝑧 =
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5 sequence)
𝑋𝑋(𝑧𝑧) 1 8 16 8
A: 𝑌𝑌 𝑧𝑧 = = = − +
𝑧𝑧 𝑧𝑧 𝑧𝑧 − 0.25 𝑧𝑧 − 0.5 𝑧𝑧 𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
16𝑧𝑧 8𝑧𝑧
𝑋𝑋 𝑧𝑧 = 8 − +
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
𝑧𝑧 (𝑥𝑥[𝑛𝑛] is a causal
Q: Find the inverse transform of 𝑋𝑋 𝑧𝑧 =
𝑧𝑧 − 1 2 𝑧𝑧 − 2 sequence)
𝑋𝑋(𝑧𝑧) 𝑧𝑧 1 1 1
A: 𝑌𝑌 𝑧𝑧 = = =− − +
𝑧𝑧 𝑧𝑧 − 1 2 𝑧𝑧 − 2 𝑧𝑧 − 1 2 𝑧𝑧 − 1 𝑧𝑧 − 2
𝑧𝑧 𝑧𝑧 𝑧𝑧
𝑋𝑋 𝑧𝑧 = − 2
− +
𝑧𝑧 − 1 𝑧𝑧 − 1 𝑧𝑧 − 2
𝑋𝑋(𝑧𝑧) 𝑧𝑧 − 3
A: 𝑌𝑌 𝑧𝑧 = =
𝑧𝑧 𝑧𝑧 − 2 𝑧𝑧 2 − 2𝑧𝑧 + 2
1 1 1 3 1 1 3 1
=− + − 𝑗𝑗 + + 𝑗𝑗
2 𝑧𝑧 − 2 4 4 𝑧𝑧 − 1 − 𝑗𝑗 4 4 𝑧𝑧 − 1 + 𝑗𝑗
1 1 10 − 𝑗𝑗tan−1 3
1 10 𝑗𝑗tan−1 3
1
=− + 𝑒𝑒 𝜋𝜋 + 𝑒𝑒 𝜋𝜋
2 𝑧𝑧 − 2 4 𝑧𝑧 − 2𝑒𝑒 𝑗𝑗 4 4 𝑧𝑧 − 2𝑒𝑒 −𝑗𝑗
4
7
4.10 Inverse 𝑧𝑧-Transform
1 𝑧𝑧 10 −𝑗𝑗tan−1 3
𝑧𝑧 10 𝑗𝑗tan−1 3
𝑧𝑧
𝑋𝑋 𝑧𝑧 = 𝑧𝑧𝑧𝑧(𝑧𝑧) = − + 𝑒𝑒 𝜋𝜋 + 𝑒𝑒 𝜋𝜋
2 𝑧𝑧 − 2 4 𝑧𝑧 − 2𝑒𝑒 𝑗𝑗
4 4 𝑧𝑧 − 2𝑒𝑒 −𝑗𝑗
4
1 10 𝑛𝑛 𝑛𝑛𝜋𝜋
= − 2𝑛𝑛 𝑢𝑢[𝑛𝑛] + 2 cos − tan−1 3 𝑢𝑢[𝑛𝑛]
2 2 4
8
4.10 Inverse 𝑧𝑧-Transform
Or we can use the table directly:
1 𝑧𝑧 10 −𝑗𝑗tan−1 3
𝑧𝑧 10 𝑗𝑗tan−1 3
𝑧𝑧
𝑋𝑋 𝑧𝑧 = 𝑧𝑧𝑧𝑧(𝑧𝑧) = − + 𝑒𝑒 𝜋𝜋 + 𝑒𝑒 𝜋𝜋
2 𝑧𝑧 − 2 4 𝑧𝑧 − 2𝑒𝑒 𝑗𝑗
4 4 𝑧𝑧 − 2𝑒𝑒 −𝑗𝑗
4
𝑧𝑧𝑧𝑧 𝑧𝑧𝐾𝐾 ∗
+ 2 𝐾𝐾 𝛼𝛼 𝑛𝑛 cos 𝑛𝑛Ω + 𝜙𝜙 𝑢𝑢[𝑛𝑛]
𝑧𝑧 − 𝛼𝛼𝑒𝑒 𝑗𝑗Ω 𝑧𝑧 − 𝛼𝛼𝑒𝑒 −𝑗𝑗Ω
10 −𝑗𝑗tan−1 𝜋𝜋 10
𝐾𝐾 = 𝑒𝑒 3 𝛼𝛼 = 2 Ω= 𝐾𝐾 = 𝜙𝜙 = −tan−1 3
4 4 4
1 10 𝑛𝑛 𝑛𝑛𝜋𝜋
𝑥𝑥[𝑛𝑛] = − 2𝑛𝑛 𝑢𝑢[𝑛𝑛] + 2 cos −tan−1 3 𝑢𝑢[𝑛𝑛]
2 2 4
9
4.10 Inverse 𝑧𝑧-Transform
• ROC and inversion
• We obtain a unique sequence 𝑥𝑥[𝑛𝑛] from 𝑋𝑋(𝑧𝑧) only when the ROC is
specified
• Sometimes, the ROC may be specified indirectly by requiring the
system to be stable, for example
10
4.10 Inverse 𝑧𝑧-Transform
𝑧𝑧
Q: Find all possible inverse transforms of 𝑋𝑋 𝑧𝑧 =
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
𝑧𝑧 −4𝑧𝑧 4𝑧𝑧
A: 𝑋𝑋 𝑧𝑧 = = +
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5 𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
−4𝑧𝑧 𝑛𝑛 𝑢𝑢[𝑛𝑛]
4𝑧𝑧
−4 0.25 4 0.5 𝑛𝑛 𝑢𝑢[𝑛𝑛]
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
11
4.10 Inverse 𝑧𝑧-Transform
−4𝑧𝑧 4𝑧𝑧
𝑋𝑋 𝑧𝑧 = +
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
−4𝑧𝑧 4𝑧𝑧
4 0.25 𝑛𝑛 𝑢𝑢[−𝑛𝑛 − 1] −4 0.5 𝑛𝑛 𝑢𝑢[−𝑛𝑛 − 1]
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
−4𝑧𝑧 𝑛𝑛 𝑢𝑢[𝑛𝑛]
4𝑧𝑧
−4 0.25 −4 0.5 𝑛𝑛 𝑢𝑢[−𝑛𝑛 − 1]
𝑧𝑧 − 0.25 𝑧𝑧 − 0.5
𝑧𝑧 2.5𝑧𝑧 𝑧𝑧
𝐻𝐻1 = 𝐻𝐻2 = 𝐻𝐻3 =
𝑧𝑧 − 0.4 𝑧𝑧 + 0.6 𝑧𝑧 − 0.5 𝑧𝑧 + 2 𝑧𝑧 − 2 𝑧𝑧 + 3
13
4.10 Inverse 𝑧𝑧-Transform
𝑧𝑧 𝑧𝑧 𝑧𝑧
A: 𝐻𝐻1 = = −
𝑧𝑧 − 0.4 𝑧𝑧 + 0.6 𝑧𝑧 − 0.4 𝑧𝑧 + 0.6
𝑧𝑧
0.4 𝑛𝑛 𝑢𝑢 𝑛𝑛
𝑧𝑧 − 0.4
𝑧𝑧
−0.6 𝑛𝑛 𝑢𝑢 𝑛𝑛
𝑧𝑧 + 0.6
∴ ℎ1 𝑛𝑛 = 0.4 𝑛𝑛 𝑢𝑢 𝑛𝑛 − −0.6 𝑛𝑛 𝑢𝑢 𝑛𝑛
14
4.10 Inverse 𝑧𝑧-Transform
2.5𝑧𝑧 𝑧𝑧 𝑧𝑧
A: 𝐻𝐻2 = = −
𝑧𝑧 − 0.5 𝑧𝑧 + 2 𝑧𝑧 − 0.5 𝑧𝑧 + 2
𝑧𝑧
0.5 𝑛𝑛 𝑢𝑢 𝑛𝑛
𝑧𝑧 − 0.5
𝑧𝑧
− −2 𝑛𝑛 𝑢𝑢 −𝑛𝑛 − 1
𝑧𝑧 + 2
∴ ℎ2 𝑛𝑛 = 0.5 𝑛𝑛 𝑢𝑢 𝑛𝑛 + −2 𝑛𝑛 𝑢𝑢 −𝑛𝑛 − 1
15
4.10 Inverse 𝑧𝑧-Transform
𝑧𝑧 𝑧𝑧 𝑧𝑧
A: 𝐻𝐻3 = = −
𝑧𝑧 − 2 𝑧𝑧 + 3 𝑧𝑧 − 2 𝑧𝑧 + 3
𝑧𝑧
− 2 𝑛𝑛 𝑢𝑢 −𝑛𝑛 − 1
𝑧𝑧 − 2
𝑧𝑧
− −3 𝑛𝑛 𝑢𝑢 −𝑛𝑛 − 1
𝑧𝑧 + 3
∴ ℎ3 𝑛𝑛 = − 2 𝑛𝑛 𝑢𝑢 −𝑛𝑛 − 1 + −3 𝑛𝑛 𝑢𝑢 −𝑛𝑛 − 1
16
4.11 One-Sided 𝑧𝑧-Transform
• Definition:
∞
𝑋𝑋 𝑧𝑧 = � 𝑥𝑥[𝑛𝑛]𝑧𝑧 −𝑛𝑛
𝑛𝑛=0
17
4.11 One-Sided 𝑧𝑧-Transform
• Right-shift property
Two-sided One-sided
𝑥𝑥[𝑛𝑛 − 1] 𝑧𝑧 −1 𝑋𝑋 𝑧𝑧 𝑧𝑧 −1 𝑋𝑋 𝑧𝑧 + 𝑥𝑥[−1]
𝑥𝑥[𝑛𝑛 − 2] 𝑧𝑧 −2 𝑋𝑋 𝑧𝑧 𝑧𝑧 −2 𝑋𝑋 𝑧𝑧 + 𝑧𝑧 −1 𝑥𝑥 −1 + 𝑥𝑥 −2
𝑥𝑥[𝑛𝑛 − 𝑁𝑁] 𝑧𝑧 −𝑁𝑁 𝑋𝑋 𝑧𝑧 𝑧𝑧 −𝑁𝑁 𝑋𝑋 𝑧𝑧 + 𝑧𝑧 − 𝑁𝑁−1 𝑥𝑥 −1 + 𝑧𝑧 − 𝑁𝑁−2 𝑥𝑥 −2 + ⋯ + 𝑥𝑥[−𝑁𝑁]
18
4.11 One-Sided 𝑧𝑧-Transform
• Right-shift property
−2 −1 0 1 2
𝑛𝑛 −1 0 1 2 3
𝑛𝑛 0 1 2 3 4
𝑛𝑛
19
4.11 One-Sided 𝑧𝑧-Transform
• Left-shift property
Two-sided One-sided
𝑥𝑥[𝑛𝑛 + 1] 𝑧𝑧𝑋𝑋 𝑧𝑧 𝑧𝑧𝑋𝑋 𝑧𝑧 − 𝑧𝑧𝑧𝑧[0]
𝑥𝑥[𝑛𝑛 + 2] 𝑧𝑧 2 𝑋𝑋 𝑧𝑧 𝑧𝑧 2 𝑋𝑋 𝑧𝑧 − 𝑧𝑧 2 𝑥𝑥 0 − 𝑧𝑧𝑧𝑧 1
𝑥𝑥[𝑛𝑛 + 𝑁𝑁] 𝑧𝑧 𝑁𝑁 𝑋𝑋 𝑧𝑧 𝑧𝑧 𝑁𝑁 𝑋𝑋 𝑧𝑧 − 𝑧𝑧 𝑁𝑁 𝑥𝑥 0 − 𝑧𝑧 𝑁𝑁−1 𝑥𝑥 1 − ⋯ − 𝑧𝑧𝑧𝑧[−𝑁𝑁 − 1]
20
4.11 One-Sided 𝑧𝑧-Transform
• Left-shift property
0 1 2 3
𝑛𝑛 −1 0 1 2
𝑛𝑛 −2 −1 0 1
𝑛𝑛
21
4.11 One-Sided 𝑧𝑧-Transform
• Initial value theorem
𝑥𝑥 0 = lim 𝑋𝑋(𝑧𝑧)
𝑧𝑧→∞
𝑋𝑋 𝑧𝑧 = � 𝑥𝑥[𝑛𝑛]𝑧𝑧 −𝑛𝑛 = 𝑥𝑥 0 + 𝑥𝑥 1 𝑧𝑧 −1 + 𝑥𝑥 2 𝑧𝑧 −2 + ⋯
𝑛𝑛=0
22
4.11 One-Sided 𝑧𝑧-Transform
• Final value theorem
𝑥𝑥 ∞ = lim 𝑧𝑧 − 1 𝑋𝑋(𝑧𝑧)
𝑧𝑧→1
𝑋𝑋 𝑧𝑧 = � 𝑥𝑥[𝑛𝑛]𝑧𝑧 −𝑛𝑛 = 𝑥𝑥 0 + 𝑥𝑥 1 𝑧𝑧 −1 + 𝑥𝑥 2 𝑧𝑧 −2 + 𝑥𝑥 3 𝑧𝑧 −3 + ⋯
𝑛𝑛=0
𝑧𝑧𝑧𝑧 𝑧𝑧 = 𝑥𝑥 0 𝑧𝑧 + 𝑥𝑥 1 + 𝑥𝑥 2 𝑧𝑧 −1 + 𝑥𝑥 3 𝑧𝑧 −2 + ⋯
𝑧𝑧𝑧𝑧 𝑧𝑧 − 𝑋𝑋 𝑧𝑧 = 𝑥𝑥 0 𝑧𝑧 + 𝑥𝑥 1 − 𝑥𝑥 0 + 𝑥𝑥 2 − 𝑥𝑥 1 𝑧𝑧 −1 + 𝑥𝑥 3 − 𝑥𝑥 2 𝑧𝑧 −2 + ⋯
lim 𝑧𝑧 − 1 𝑋𝑋(𝑧𝑧) = 𝑥𝑥 0 + 𝑥𝑥 1 − 𝑥𝑥 0 + 𝑥𝑥 2 − 𝑥𝑥 1 + 𝑥𝑥 3 − 𝑥𝑥 2 + ⋯
𝑧𝑧→1
= 𝑥𝑥 ∞ 23