Ztransforms 1 1
Ztransforms 1 1
Z-TRANSFORMS
4.1 Introduction
𝑍– Transform plays an important role in discrete analysis and may be seen as discrete analogue
of Laplace transform. Role of 𝑍– Transforms in discrete analysis is the same as that of Laplace
and Fourier transforms in continuous systems.
Definition: The 𝑍–Transform of a sequence 𝑢𝑛 defined for discrete values 𝑛 = 0,1,2,3, …
and (𝑢𝑛 = 0 for 𝑛 < 0 ) is defined as 𝑍{𝑢𝑛 } = ∑∞ 𝑛=0 𝑢𝑛 𝑧
−𝑛
. 𝑍– Transform of the sequence
𝑢𝑛 i.e. 𝑍{𝑢𝑛 } is a function of 𝑧 and may be denoted by 𝑈(𝑧)
Remark:
• 𝑍– Transform exists only when the infinite series ∑∞ 𝑛=0 𝑢𝑛 𝑧
−𝑛
is convergent.
• 𝑍{𝑢𝑛 } = ∑𝑛=0 𝑢𝑛 𝑧
∞ −𝑛
is termed as one-sided transform and for two sided 𝑍– transform
∞ −𝑛
𝑍{𝑢𝑛 } = ∑𝑛=−∞ 𝑢𝑛 𝑧
Results on 𝒁– Transforms of standard sequences
1. 𝒛
𝒁{𝒂𝒏 } =
𝒛−𝒂
𝑍 {𝑎 𝑛 } = ∑ ∞ 𝑛 −𝑛
𝑛=0 𝑎 𝑧
𝑎 𝑎2 𝑎3 𝑎𝑛
=1+ + + + ⋯+ +⋯
𝑧 𝑧2 𝑧3 𝑧𝑛
1 𝑎
= 𝑎 , | |<1
1− 𝑧
𝑧
𝑧 𝑎
∴ 𝑍 {𝑎 𝑛 } = , | |<1
𝑧−𝑎 𝑧
2. 𝒛
𝒁{𝟏} =
𝒛−𝟏
𝑧
𝑍 {1} = Putting 𝑎 = 1 in Result 1
𝑧−1
𝒛
𝒁{(−𝟏)𝒏 } =
3. 𝒛+𝟏
𝑧
𝑍{(−1)𝑛 } = Putting 𝑎 = −1 in Result 1
𝑧+1
4.
𝒌𝒛
𝒁{𝒌} =
𝒛−𝟏
𝑍 {𝑘 } = ∑ ∞
𝑛=0 𝑘𝑧
−𝑛
= 𝑘 ∑∞
𝑛=0 𝑧
−𝑛
1 1 1 1
= 𝑘 [1 + + + + ⋯+ + ⋯]
𝑧 𝑧2 𝑧3 𝑧𝑛
𝑘𝑧
∴ 𝑍 {𝑘 } =
𝑧−1
5. Recurrence formula for 𝒏𝒑 : 𝒅
𝒁{𝒏𝒑 } = −𝒛 𝒁{𝒏𝒑−𝟏 }
𝒅𝒛
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𝑍 {𝑛 𝑝 } = ∑ ∞ 𝑝 −𝑛
𝑛=0 𝑛 𝑧 , 𝑝 is a positive integer …①
𝑍{𝑛𝑝−1 } = ∑∞ 𝑛=0 𝑛
𝑝−1 −𝑛
𝑧 …②
Differentiating ② w.r.t. 𝑧, we get
𝑑
𝑍{𝑛𝑝−1 } = ∑∞
𝑛=0 𝑛
𝑝−1
(−𝑛)𝑧 −𝑛−1
𝑑𝑧
= −𝑧 −1 ∑∞ 𝑝 −𝑛
𝑛=0 𝑛 𝑧
𝑑
⇒ 𝑍{𝑛𝑝−1 } = −𝑧 −1 𝑍{𝑛𝑝 } using①
𝑑𝑧
𝑑
⇒ 𝑍{𝑛𝑝 } = −𝑧 𝑍{𝑛𝑝−1 }
𝑑𝑧
𝒅
6. Multiplication by 𝒏: 𝒁{𝒏𝒖𝒏 } = −𝒛 𝒁{𝒖𝒏 }
𝒅𝒛
𝑍{𝑛𝑢𝑛 } = ∑∞
𝑛=0 𝑛𝑢𝑛 𝑧
−𝑛
= −𝑧 ∑∞
𝑛=0 𝑢𝑛 (−𝑛)𝑧
−𝑛−1
𝑑
= −𝑧 ∑∞
𝑛=0 𝑢𝑛 𝑧 −𝑛
𝑑𝑧
𝑑
= −𝑧 ∑∞
𝑛=0 (𝑢𝑛 𝑧 −𝑛 )
𝑑𝑧
𝑑
= −𝑧 (∑∞
𝑛=0 𝑢𝑛 𝑧
−𝑛 )
𝑑𝑧
𝑑
= −𝑧 𝑍 { 𝑢𝑛 }
𝑑𝑧
𝒛
7. 𝒁{𝒏} =
(𝒛 − 𝟏 )𝟐
𝑑
𝑍{𝑛} = −𝑧 𝑍{𝑛0 } using Recurrence Result 5 or 6
𝑑𝑧
𝑑
= −𝑧 𝑍 {1}
𝑑𝑧
𝑑 𝑧
= −𝑧 using result 2
𝑑𝑧 𝑧−1
𝒛
⇒ 𝑍{𝑛} = (𝒛−𝟏)𝟐
8.
𝒛𝟐 + 𝒛
𝒁 { 𝒏𝟐 } =
(𝒛 − 𝟏 )𝟑
𝑑
𝑍{𝑛2 } = −𝑧 𝑍{𝑛} using Recurrence Result 5 or 6
𝑑𝑧
𝑑 𝒛
= −𝑧 using Result 7
𝑑𝑧 (𝒛−𝟏)𝟐
𝑧 2 +𝑧
⇒ 𝑍{𝑛2 } = (𝑧−1)3
𝟎, 𝒏 < 0 𝒛 𝟎, 𝒏 < 0
9. 𝒁 {𝒖(𝒏) = { }= , , 𝒖 ( 𝒏) = { is unit step sequence
𝟏, 𝒏 ≥ 𝟎 𝒛−𝟏 𝟏, 𝒏 ≥ 𝟎
𝑍{𝑢(𝑛)} = ∑∞
𝑛=0 𝑢 (𝑛)𝑧
–𝑛
= ∑∞
𝑛=0 1𝑧
−𝑛
1 1 1 1
= 1 + + 2 + 3 + ⋯+ 𝑛 + ⋯
𝑧 𝑧 𝑧 𝑧
𝒛
⇒ 𝑍{𝑢(𝑛)} =
𝒛−𝟏
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𝟏, 𝒏 = 𝟎 𝟏, 𝒏 = 𝟎
10. 𝒁 {𝜹(𝒏) = { }=𝟏 𝜹 ( 𝒏) = { is unit impulse sequence
𝟎, 𝒏 ≠ 𝟎 𝟎, 𝒏 ≠ 𝟎
=1+0+0+⋯
⇒ 𝑍{𝛿 (𝑛)} = 1
4.2 Properties of Z-Transforms
1. Linearity: 𝒁{𝒂𝒖𝒏 + 𝒃𝒗𝒏 } = 𝒂𝒁{𝒖𝒏 } + 𝒃𝒁{𝒗𝒏 }
Proof: 𝑍{𝑎𝑢𝑛 + 𝑏𝑣𝑛 } = ∑∞
𝑛=0(𝑎𝑢𝑛 + 𝑏𝑣𝑛 )𝑧
−𝑛
= 𝑎 ∑∞
𝑛=0 𝑢𝑛 𝑧
−𝑛
+ 𝑏 ∑∞
𝑛=0 𝑣𝑛 𝑧
−𝑛
= 𝑎𝑍 {𝑢𝑛 } + 𝑏𝑍{𝑣𝑛 }
2. Change of scale (or Damping rule):
𝒛
If 𝒁{𝒖𝒏 } ≡ 𝑼(𝒛), then 𝒁{𝒂−𝒏 𝒖𝒏 } ≡ 𝑼(𝒂𝒛) and 𝒁{𝒂𝒏 𝒖𝒏 } ≡ 𝑼 ( )
𝒂
Proof: 𝑍{𝑎−𝑛 𝑢𝑛 } = ∑∞𝑛=0 𝑎 −𝑛
𝑢 𝑛 𝑧 −𝑛
= ∑∞ 𝑢
𝑛=0 𝑛 (𝑎𝑧) −𝑛
≡ 𝑈(𝑎𝑧)
𝑧
Similarly, 𝑍{𝑎𝑛 𝑢𝑛 } ≡ 𝑈 ( )
𝑎
Results from application of Damping rule
𝒂𝒛
i. 𝒁{𝒂𝒏 𝒏} =
(𝒛 − 𝒂)𝟐
𝑧
Proof: 𝑍{𝑛} = (𝑧−1)2 ≡ 𝑈(𝑧) say
𝑧
𝑧 𝑎𝑧
∴ 𝑍 {𝑎 𝑛 𝑛 } ≡ 𝑈 ( ) = 𝑧
𝑎
2 = (𝑧−𝑎)2
𝑎 ( −1)
𝑎
ii. 𝒏 𝟐}
𝒂𝒛𝟐 + 𝒂𝟐 𝒛
𝒁{𝒂 𝒏 =
(𝒛 − 𝒂)𝟑
𝑧 2 +𝑧
Proof: 𝑍{𝑛2 } = (𝑧−1)3 ≡ 𝑈(𝑧) say
𝑧 2 𝑧
𝑧 ( ) +( ) 𝑎(𝑧 2 +𝑎𝑧)
𝑛 2} 𝑎 𝑎
∴ 𝑍 {𝑎 𝑛 ≡ 𝑈( ) = 3 = (𝑧−𝑎)3
𝑎 𝑧
(( )−1)
𝑎
–𝑛 –𝑛
Proof: We have 𝑍{𝑒 –𝑖𝑛𝜃 } = 𝑍{(𝑒 𝑖𝜃 ) } = 𝑍{(𝑒 𝑖𝜃 ) . 1}
𝑧
Now 𝑍{1} =
𝑧−1
–𝑛 𝑧𝑒 𝑖𝜃
∴ 𝑍{(𝑒 𝑖𝜃 ) . 1} = ∵ 𝑍{𝑎−𝑛 𝑢𝑛 } ≡ 𝑈(𝑎𝑧)
𝑧𝑒 𝑖𝜃 −1
𝑧
=
𝑧–𝑒 –𝑖𝜃
𝑧(𝑧−𝑒 𝑖𝜃 )
=
(𝑧−𝑒 –𝑖𝜃 )(𝑧−𝑒 𝑖𝜃 )
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𝑧 (𝑧–𝑐𝑜𝑠𝜃−𝑖𝑠𝑖𝑛𝜃)
= ∵ 𝑒 𝑖𝜃 = 𝑐𝑜𝑠𝜃 + 𝑖𝑠𝑖𝑛𝜃
𝑧 2 –𝑧 (𝑒 𝑖𝜃 +𝑒 −𝑖𝜃 )+1
𝑧 (𝑧−𝑐𝑜𝑠𝜃–𝑖𝑠𝑖𝑛𝜃 𝑒 𝑖𝜃 +𝑒 –𝑖𝜃
= ∵ 𝑐𝑜𝑠𝜃 =
𝑧 2 –2𝑧𝑐𝑜𝑠𝜃+1 2
𝑧(𝑧−𝑐𝑜𝑠𝜃) 𝑧 sin 𝜃
∴ 𝑍{𝑒 –𝑖𝑛𝜃 } = −𝑖
𝑧 2 −2𝑧 cos 𝜃+1 𝑧 2 −2𝑧 cos 𝜃+1
𝑧(𝑧−𝑐𝑜𝑠𝜃) 𝑧 sin 𝜃
⇒ 𝑍{cos 𝑛𝜃 − 𝑖 sin 𝑛𝜃} = −𝑖
𝑧 2 −2𝑧 cos 𝜃+1 𝑧 2 −2𝑧 cos 𝜃+1
𝑧(𝑧−cos 𝜃)
∴ 𝑍{ cos 𝑛𝜃} = …③
𝑧 2 −2𝑧 cos 𝜃+1
𝑧 sin 𝜃
and 𝑍{ sin 𝑛𝜃} = …④
𝑧 2 −2𝑧 cos 𝜃+1
𝑧
By Damping rule, replacing 𝑧 by in ③and ④, we get
𝑎
𝑧(𝑧−𝑎cos θ) 𝑎𝑧 sin 𝜃
𝑍{ 𝑎𝑛 cos 𝑛𝜃} = and 𝑍{ 𝑎𝑛 sin 𝑛𝜃} =
𝑧 2 −2𝑎𝑧 cos 𝜃+𝑎2 𝑧 2 −2𝑧 cos 𝜃+𝑎2
= 𝑧 −𝑘 ∑∞𝑚=0 𝑢𝑚 𝑧
−𝑚
= 𝑧 −𝑘 ∑∞𝑛=0 𝑢𝑛 𝑧
−𝑛
= 𝑧 −𝑘 𝑍{𝑢𝑛 }
4. Left Shifting Property
𝒖 𝒖 𝒖
If 𝒌 is a positive integer 𝒁{𝒖𝒏+𝒌 } = 𝒛𝒌 [𝒁{𝒖𝒏 } − 𝒖𝟎 − 𝟏 − 𝟐𝟐 − ⋯ − 𝒌−𝟏
𝒌−𝟏
]
𝒛 𝒛 𝒛
Proof: 𝑍{𝑢𝑛+𝑘 } = ∑∞ 𝑛=0 𝑢𝑛+𝑘 𝑧
−𝑛
= 𝑧 𝑘 ∑∞𝑛=0 𝑢𝑛+𝑘 𝑧
−(𝑛+𝑘)
𝑢1 𝑢2 𝑢𝑘−1
= 𝑧 𝑘 [𝑍{𝑢𝑛 } − 𝑢0 − − − ⋯− ]
𝑧 𝑧2 𝑧 𝑘−1
In particular for 𝑘 = 1,2,3
𝑍{𝑢𝑛+1 } = 𝑧[𝑍{𝑢𝑛 } − 𝑢0 ]
𝑢
𝑍{𝑢𝑛+2 } = 𝑧 2 [𝑍 {𝑢𝑛 } − 𝑢0 − 1]
𝑧
3 𝑢1 𝑢2
𝑍{𝑢𝑛+3 } = 𝑧 [𝑍 {𝑢𝑛 } − 𝑢0 − − ]
𝑧 𝑧2
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5. Initial Value theorem:
If 𝒁{𝒖𝒏 } = 𝑼(𝒛), then 𝒖𝟎 = 𝐥𝐢𝐦 𝑼(𝒛)
𝒛→∞
𝒖𝟏 = 𝐥𝐢𝐦 𝒛[𝑼(𝒛)−𝒖𝟎 ]
𝒛→∞
𝒖𝟏
𝒖𝟐 = 𝐥𝐢𝐦 𝒛𝟐 [𝑼(𝒛)−𝒖𝟎 − ]
𝒛→∞ 𝒛
⋮
Proof: By definition 𝑈(𝑧) = 𝑍{𝑢𝑛 } = ∑∞𝑛=0 𝑢𝑛 𝑧
−𝑛
𝑢 𝑢 𝑢
⇒ 𝑈(𝑧) = 𝑢0 + 1 + 22 + 33 + ⋯ …⑤
𝑧 𝑧 𝑧
𝑢1 𝑢2 𝑢3
∴ lim 𝑈(𝑧) = lim [𝑢0 + + + + ⋯]
𝑧→∞ 𝑧→∞ 𝑧 𝑧2 𝑧3
= 𝑢0 + 0 + 0 + 0 + ⋯ = 𝑢0
Again, from⑤, we get
𝑢 𝑢 𝑢
𝑈(𝑧)−𝑢0 = 1 + 22 + 33 + ⋯
𝑧 𝑧 𝑧
𝑢2 𝑢3
⇒ 𝑧[𝑈(𝑧)−𝑢0 ] = 𝑢1 + + +⋯
𝑧 𝑧2
𝑢2 𝑢3
⇒ lim 𝑧[𝑈(𝑧)−𝑢0 ] = lim [𝑢1 + + + ⋯ ] = 𝑢1
𝑧→∞ 𝑧→∞ 𝑧 𝑧2
2 𝑢1
Similarly, 𝑢2 = lim 𝑧 [𝑈(𝑧)−𝑢0 − ]
𝑧→∞ 𝑧
Note: Initial value theorem may be used to determine the sequence 𝑢𝑛 from the given
function 𝑈(𝑧)
6. Final Value theorem:
If 𝒁{𝒖𝒏 } = 𝑼(𝒛), then 𝐥𝐢𝐦 𝒖𝒏 = 𝐥𝐢𝐦 (𝒛 − 𝟏)𝑼(𝒛)
𝒏→∞ 𝒛→𝟏
∞
Proof: 𝑍{𝑢𝑛+1 − 𝑢𝑛 } = ∑𝑛=0(𝑢𝑛+1 − 𝑢𝑛 )𝑧 −𝑛
⇒ 𝑍{𝑢𝑛+1 } − 𝑍{𝑢𝑛 } = ∑∞ 𝑛=0(𝑢𝑛+1 − 𝑢𝑛 )𝑧
−𝑛
⇒ 𝑧 [ 𝑍 { 𝑢𝑛 } − 𝑢0 ] − 𝑍 { 𝑢𝑛 } = ∑ ∞
𝑛=0(𝑢𝑛+1 − 𝑢𝑛 )𝑧
−𝑛
or (𝑧 − 1)𝑈(𝑧) − 𝑢0 = ∑∞ 𝑛=0(𝑢𝑛+1 − 𝑢𝑛 )𝑧
−𝑛
∵ 𝑍{𝑢𝑛 } = 𝑈(𝑧)
Taking limits 𝑧 → 1 on both sides
lim (𝑧 − 1)𝑈(𝑧) − 𝑢0 = ∑∞ 𝑛=0(𝑢𝑛+1 − 𝑢𝑛 )
𝑧→1
or lim (𝑧 − 1)𝑈(𝑧) − 𝑢0 = lim [(𝑢1 − 𝑢0 ) + (𝑢2 − 𝑢1 ) + ⋯ + (𝑢𝑛+1 − 𝑢𝑛 )]
𝑧→1 𝑛→∞
= lim [𝑢𝑛+1 ] − 𝑢0
𝑛→∞
⇒ lim (𝑧 − 1)𝑈(𝑧) = 𝑢∞
𝑧→1
or lim (𝑧 − 1)𝑈(𝑧) = lim 𝑢𝑛
𝑧→1 𝑛→∞
Note: Initial value and final value theorems determine the value of 𝑢𝑛 for 𝑛 = 0 and
for 𝑛 ⟶ ∞ from the given function 𝑈(𝑧).
7. Convolution theorem
Convolution of two sequences 𝑢𝑛 and 𝑣𝑛 is defined as 𝑢𝑛 ∗ 𝑣𝑛 = ∑𝑛𝑚=0 𝑢𝑚 𝑣𝑛−𝑚
Convolution theorem for 𝑍-transforms states that
If 𝑼(𝒛) = 𝒁{𝒖𝒏 } and 𝑽(𝒛) = 𝒁{𝒗𝒏 }, then 𝒁{𝒖𝒏 ∗ 𝒗𝒏 } = 𝑼(𝒛). 𝑽(𝒛)
Proof: 𝑈(𝑧). 𝑉 (𝑧) = 𝑍{𝑢𝑛 }. 𝑍{𝑣𝑛 }
= [∑∞
𝑛=0 𝑢𝑛 𝑧
−𝑛 ] [∑∞
. 𝑛=0 𝑣𝑛 𝑧 −𝑛 ]
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𝑢1 𝑢2 𝑢𝑛 𝑣1 𝑣2 𝑣𝑛
= [𝑢0 + + + ⋯+ + ⋯ ] . [𝑣0 + + +⋯+ + ⋯]
𝑧 𝑧2 𝑧𝑛 𝑧 𝑧2 𝑧𝑛
= (𝑢0 𝑣0 ) + (𝑢0 𝑣1 + 𝑢1 𝑣0 )𝑧 −1 + (𝑢0 𝑣2 + 𝑢1 𝑣1 + 𝑢2 𝑣0 )𝑧 −2 + ⋯
= ∑∞
𝑛=0(𝑢0 𝑣𝑛 + 𝑢1 𝑣𝑛−1 + 𝑢2 𝑣𝑛−2 + ⋯ + 𝑢𝑛 𝑣0 )𝑧
−𝑛
𝑛
= ∑∞
𝑛=0(∑𝑚=0 𝑢𝑚 𝑣𝑛−𝑚 )𝑧
−𝑛
𝑧 3 𝑐𝑜𝑠𝜃−2𝑧 2 + 𝑧𝑐𝑜𝑠𝜃
= (𝑧 2 −2𝑧𝑐𝑜𝑠𝜃+1)2
𝑛𝜋 𝜋 𝑛𝜋 𝜋 𝑛𝜋 𝜋
ii. 𝑍 {sin ( + )} = 𝑍 {sin cos + cos sin }
2 4 2 4 2 4
𝜋 𝑛𝜋 𝜋 𝑛𝜋
= cos 𝑍 {sin } + sin 𝑍 {cos }
4 2 4 2
Page | 6
𝜋 𝜋
1 𝑧 sin 𝑧 (𝑧−𝑐𝑜𝑠 )
2 2
= [ 𝜋 + 𝜋 ]
√2 𝑧 2 −2𝑧 cos 2 +1 𝑧 2 −2𝑧 𝑐𝑜𝑠 +1
2
𝑧 sin 𝜃 𝑧(𝑧−cos 𝜃)
∵ 𝑍{ sin 𝑛𝜃 } = , 𝑍{ cos 𝑛𝜃 } =
𝑧 2 −2𝑧 cos 𝜃+1 𝑧 2 −2𝑧 cos 𝜃+1
1 𝑧 𝑧2 1 𝑧+𝑧 2
= [ + ]= [ ]
√2 𝑧 2 +1 𝑧 2 +1 √2 𝑧 2 +1
𝑎𝑧 1 𝑎
= 1−𝑎𝑧 + 𝑎 , |𝑎𝑧| < 1 and | | < 1
1−𝑧 𝑧
𝑎𝑧 𝑧 1
= 1−𝑎𝑧
+ 𝑧−𝑎 , |𝑧| < and |𝑎| < |𝑧|
|𝑎|
𝑧(1−𝑎𝑧) 1
= , |𝑎| < |𝑧| <
(1−𝑎𝑧)(𝑧−𝑎) |𝑎|
𝑧 1
⇒ 𝑍{𝑎|𝑛| } = , |𝑎| < |𝑧| <
|𝑎|
𝑧−𝑎
2𝑛 , 𝑛 < 0
Example5 Find the 𝑍–transform of 𝑢𝑛 = {
3𝑛 , 𝑛 ≥ 0
Taking two sided 𝑍– transform: 𝑍{𝑢𝑛 } = ∑∞
𝑛=−∞ 𝑢𝑛 𝑧
−𝑛
∴ 𝑍{𝑢𝑛 } = ∑−1 𝑛 −𝑛
−∞ 2 𝑧 + ∑∞ 𝑛 −𝑛
0 3 𝑧
𝑧3 𝑧2 𝑧 3 32 33
= [… + 3
+ 2
+ ] + [1 + + 2
+ +⋯]
2 2 2 𝑧 𝑧 𝑧3
𝑧
1 𝑧 3
= 2
1−2
𝑧 + 3 , | | < 1 and | | < 1
1−𝑧 2 𝑧
𝑧 𝑧
= 2−𝑧
+ 𝑧−3 , |𝑧| < |2| and |3| < |𝑧|
𝑧(𝑧−3)+𝑧(2−𝑧)
= , |3| < |𝑧| < |2|
(2−𝑧)(𝑧−3)
𝑧
⇒ 𝑍 { 𝑢𝑛 } = 3 < |𝑧| < 2
,
𝑧 2 −5𝑧+6
2𝑛 , 𝑛 < 0
∴ 𝑍 –transform does not exist for 𝑢𝑛 = { 𝑛 as the set 3 < |𝑧| < 2 is infeasible.
3 , 𝑛≥0
Example6 Find the 𝑍–transform of
𝑛 𝑛+𝑟 1 1
i. 𝐶𝑟 0 ≤ 𝑟 ≤ 𝑛 ii. 𝐶𝑟 iii. (𝑛+𝑟)!
iv. (𝑛−𝑟)!
Solution: i. 𝑍{ 𝑛 𝐶𝑟 } = ∑𝑛𝑟=0 𝑛 𝐶𝑟 𝑧 −𝑟
= 1 + 𝑛 𝐶1 𝑧 −1 + 𝑛 𝐶2 𝑧 −2 + ⋯ + 𝑛 𝐶𝑛 𝑧 −𝑛
= (1 + 𝑧 −1 )𝑛
ii. 𝑍{ 𝑛+𝑟 𝐶𝑟 } = ∑∞
𝑟=0
𝑛+𝑟
𝐶𝑟 𝑧 −𝑟
𝑛+1
=1+ 𝐶1 𝑧 −1 + 𝑛+2
𝐶2 𝑧 −2 + 𝑛+3
𝐶3 𝑧 −3 + ⋯
(𝑛+2)(𝑛+1) (𝑛+3)(𝑛+2)(𝑛+1)
= 1 + (𝑛 + 1) 𝑧 −1 + 𝑧 −2 + 𝑧 −3 + ⋯
2! 3!
Page | 7
(−𝑛−1)(−𝑛−2)
= 1 + (−𝑛 − 1)(− 𝑧 −1 ) + (−𝑧 −1 )−2
2!
(−𝑛−1)(−𝑛−2)(−𝑛−3)
+ (−𝑧 −1 )−3 + ⋯
3!
= (1 − 𝑧 −1 )−𝑛−1
Example 7 Find the 𝑍–transform of
1 1 1
i. ii. (𝑛+𝑟)!
iii. (𝑛−𝑟)!
𝑛!
1 1 1 1 1
i. 𝑍 { } = ∑∞
𝑛=0 𝑧 −𝑛 = 1 + 𝑧 −1 + 𝑧 −2 + 𝑧 −3 + ⋯
𝑛! 𝑛! 1! 2! 3!
11 1 1 1 1 1
=1+ + 2
+ 3
+ ⋯ = 𝑒𝑧
1! 𝑧 2! 𝑧 3! 𝑧
1 1
⇒ 𝑍{ } = 𝑒 𝑧
𝑛!
1 1
ii. 𝑍 {(𝑛+𝑟)!} = ∑∞
𝑛=0 (𝑛+𝑟)! 𝑧
−𝑛
1 1
Now 𝑍 { } = 𝑒 𝑧
𝑛!
𝑢1 𝑢2 𝑢𝑘−1
Also from left shifting property 𝑍{𝑢𝑛+𝑘 } = 𝑧 𝑘 [𝑍 {𝑢𝑛 } − 𝑢0 − − − ⋯− ]
𝑧 𝑧2 𝑧 𝑘−1
1 1 1 1 1
∴ 𝑍 {(𝑛+𝑟)!} = 𝑧 𝑟 [𝑒 𝑧 − 1 − − − ⋯ − (𝑟−1)!𝑧 𝑟−1]
𝑧 2! 𝑧 2
1 1
In particular {(𝑛+1)!} = 𝑧1 [𝑒 − 1] 𝑧
1 1 1
{(𝑛+2)!} = 𝑧 2 [𝑒 𝑧 − 1 − ]
𝑧
⋮
1 1
iii. 𝑍 {(𝑛−𝑟)!} = ∑∞
𝑛=0 (𝑛−𝑟)! 𝑧
−𝑛
1 1
Now 𝑍 { } = 𝑒 𝑧
𝑛!
⋮
𝑧 𝑧
Example8 Find 𝑍{𝑢𝑛+2 } if 𝑍{𝑢𝑛 } = +
𝑧−1 𝑧 2 +1
𝑧 𝑧
Solution: Given 𝑍{𝑢𝑛 } = 𝑈(𝑧) = +
𝑧−1 𝑧 2 +1
𝑢1
From left shifting property 𝑍{𝑢𝑛+2 } = 𝑧 2 [𝑍{𝑢𝑛 } − 𝑢0 − ] …①
𝑧
Now from initial value theorem 𝑢0 = lim 𝑈(𝑧)
𝑧→∞
𝑧 𝑧
= lim [ + ]
𝑧→∞ 𝑧−1 𝑧 2 +1
Page | 8
1
1 𝑧
= lim [ 1+ 1 ]=1+0
𝑧→∞ 1−𝑧 1+ 2
𝑧
∴ 𝑢0 = 1 …②
Also from initial value theorem 𝑢1 = lim 𝑧[𝑈(𝑧)−𝑢0 ]
𝑧→∞
𝑧 𝑧
= lim 𝑧 [ + − 1]
𝑧→∞ 𝑧−1 𝑧 2 +1
2𝑧 2 −𝑧+1
= lim 𝑧 [ ]=2
𝑧→∞ (𝑧 2 +1)(𝑧−1)
∴ 𝑢1 = 2 …③
𝑧 𝑧 2
Using ②and ③ in ①, we get 𝑍{𝑢𝑛+2 } = 𝑧 2 [ + −1− ]
𝑧−1 𝑧 2 +1 𝑧
𝑧(𝑧 2 –𝑧+2)
⇒ 𝑍{𝑢𝑛+2 } = (𝑧−1)(𝑧 2
+1)
Page | 10
By actual division, we get
𝑧 −1 + 3𝑧 −2 + 7𝑧 −3
𝑧 2 − 3𝑧 + 2 𝑧
𝑧 − 3 + 2𝑧 −1
3 − 2𝑧 −1
3 − 9𝑧 −1 + 6𝑧 −2
7𝑧 −1 − 6𝑧 −2
7𝑧 −1 − 21𝑧 −2 + 14𝑧 −3
15𝑧 −2 − 14𝑧 −3
⋮
⇒ 𝑈(𝑧) = 𝑧 −1 + 3𝑧 −2 + 7𝑧 −3 + ⋯
= ∑∞ 𝑛
𝑛=0(2 – 1)𝑧
–𝑛
∴ 𝑢 𝑛 = 2𝑛 − 1
4𝑧 2 +2𝑧
Example16 Find the inverse 𝑍 -transform of
2𝑧 2 −3𝑧+1
4𝑧 2 +2𝑧
Solution: Given that 𝑈(𝑧) = , by actual division, we get
2𝑧 2 −3𝑧+1
2 + 4𝑧 −1 + 5𝑧 −2
2𝑧 2 − 3𝑧 + 1 4𝑧 2 + 2𝑧
4𝑧 2 − 6𝑧 + 2
8𝑧 − 2
8𝑧 − 12 + 4𝑧 −1
10 − 4𝑧 −1
10 − 15𝑧 −1 + 5𝑧 −2
11𝑧 −1 − 5𝑧 −2
⋮
−1 −2
⇒ 𝑈(𝑧) = 2 + 4𝑧 + 5𝑧 + ⋯
= ∑∞
𝑛=0(6 − 2
2−𝑛 ) –𝑛
𝑧
∴ 𝑢𝑛 = 6 − 22−𝑛
1 𝑛
∴ 𝑢𝑛 = 6−4 ( )
2
1 𝑛 1 𝑛 𝑧 𝑧
∴ 𝑢𝑛 = ( ) – ( ) ∵ 𝑍 {𝑎 𝑛 } = or 𝑍 −1 [ ] = 𝑎𝑛
2 3 𝑧−𝑎 𝑧−𝑎
i.e. 𝑢𝑛 = 2–𝑛 – 3–𝑛
Page | 11
4𝑧 2 +2𝑧
Example18 Find the inverse 𝑍 -transform of
2𝑧 2 −3𝑧+1
4𝑧 2 −2𝑧 2𝑧(2𝑧−1)
Solution: Given that 𝑈(𝑧) = = (2𝑧−1)(𝑧−1)
2𝑧 2 −3𝑧+1
𝑈(𝑧) 2(2𝑧+1)
∴ = (2𝑧−1)(𝑧−1)
𝑧
By partial fractions, we get
𝑈(𝑧) −8 6
= +
𝑧 2𝑧−1 𝑧−1
−8𝑧 6𝑧
⇒ 𝑈 (𝑧 ) = +
2𝑧−1 𝑧−1
𝑧 𝑧
∴ 𝑢𝑛 = −4𝑍 −1 [ 1 ] + 6𝑍 −1 [ ]
𝑧− 𝑧−1
2
1 𝑛 𝑧
⇒ 𝑢𝑛 = −4 ( ) + 6(1)𝑛 ∵ 𝑍 −1 [ ] = 𝑎𝑛
2 𝑧−𝑎
1 𝑛
i.e. 𝑢𝑛 = −4 ( ) + 6
2
1
Example19 Find the inverse 𝑍 -transform of (1−𝑧 −1)(2−𝑧 −1
)
1
Solution: Given that 𝑈(𝑧) = (1−𝑧 −1 )(2−𝑧 −1 )
𝑧 1 𝑧
∴ 𝑢𝑛 = 𝑍 −1 [(𝑧−1)] − 𝑍 −1 [ ]
1
2 𝑧−
2
1 1 𝑛 𝑧
⇒ 𝑢𝑛 = ( 1 ) 𝑛 − ( ) ∵ 𝑍 −1 [ ] = 𝑎𝑛
2 2 𝑧−𝑎
1 𝑛+1
i.e. 𝑢𝑛 = 1 − ( )
2
4𝑧 2 −2𝑧
Example20 Find the inverse 𝑍 -transform of
𝑧 3 −5𝑧 2 +8𝑧−4
4𝑧 2 −2𝑧 2𝑧(2𝑧−1)
Solution: Given that 𝑈(𝑧) = = (𝑧−1)(𝑧−2)2
𝑧 3 −5𝑧 2 +8𝑧−4
𝑈(𝑧) 2(2𝑧−1)
∴ = (𝑧−1)(𝑧−2)2
𝑧
By partial fractions, we get
𝑈(𝑧) 2 2 6
= − + (𝑧−2)2
𝑧 𝑧−1 𝑧−2
2𝑧 2𝑧 6𝑧
⇒ 𝑈 (𝑧 ) = − + (𝑧−2)2
𝑧−1 𝑧−2
Page | 12
𝑧 𝑧 2𝑧
∴ 𝑢𝑛 = 2𝑍 −1 [ ] − 2𝑍 −1 [ ] + 3𝑍 −1 [(𝑧−2)2 ]
𝑧−1 𝑧−2
𝑧 𝑎𝑧
⇒ 𝑢𝑛 = 2(1)𝑛 – 2(2)𝑛 + 3𝑛(2)𝑛 ∵ 𝑍 −1 [ ] = 𝑎𝑛 and 𝑍 −1 [(𝑧−𝑎)2] = 𝑛𝑎𝑛
𝑧−𝑎
Page | 13
𝑧(𝑧+1)
Solution: 𝑈 (𝑧 ) =
(𝑧−1)3
1
Now 𝑢𝑛 = ∮ 𝑈(𝑧)𝑧 𝑛–1 𝑑𝑧
2𝜋𝑖 𝑐
1 𝑧 𝑛 (𝑧+1)
⇒ 𝑢𝑛 = ∮ 𝑑𝑧
2𝜋𝑖 𝑐 (𝑧−1)3
= [𝑛 2 + 𝑛 + 𝑛 2 − 𝑛 ] = 𝑛 2
∴ 𝑢𝑛 = Sum of residues = 𝑛2
4.3.5 Power series method
In this method, we find the inverse 𝑍 - transform by expanding 𝑈(𝑧) in power series.
𝑧
Example 24 Find 𝑢𝑛 if 𝑈(𝑧) = log
𝑧+1
𝑧 𝑧+1 −1 𝑧+1 1
Solution: Given 𝑈(𝑧) = log = log ( ) = − log = − log (1 + )
𝑧+1 𝑧 𝑧 𝑧
1
∴ 𝑈(𝑧) = − log(1 + 𝑦) Putting = 𝑦
𝑧
𝑦2 𝑦3 𝑦4
= −𝑦 + − + −⋯
2 3 4
𝑥2 𝑥3 𝑥4
∵ log(1 + 𝑥) = 𝑥 − + − +⋯
2 3 4
1 1 1 1 1
⇒ 𝑈 (𝑧 ) = − + − + −⋯ ∵ 𝑦=
𝑧 2𝑧 2 3𝑧 3 4𝑧 4 𝑧
(−1)𝑛
⇒ 𝑈 (𝑧 ) = 0 + ∑ ∞
𝑛=1 𝑛 𝑧
−𝑛
𝑧2 1 𝑛+1
⇒ 𝑍 −1 [(𝑧−1)(2𝑧−1)] = (1)𝑛 ∗ ( )
2
Page | 14
We know that 𝑢𝑛 ∗ 𝑣𝑛 = ∑𝑛𝑚=0 𝑢𝑚 𝑣𝑛−𝑚
1 𝑛+1−𝑚
= ∑𝑛𝑚=0(1)𝑚 ( )
2
1 𝑛+1 1 𝑛 1 𝑛−1 1
=( ) +( ) +( ) + ⋯+
2 2 2 2
1 1 1 2 1 𝑛
= [1 + + ( ) + ⋯ + ( ) ]
2 2 2 2
1 1 1 𝑛+1
= [ 1 (1 − ( ) )]
2 1− 2
2
𝑎
∵ 𝑆𝑛 = (1 − 𝑟 𝑛 )
1−𝑟
1 1 𝑛+1
= [2 (1 − ( ) )]
2 2
1 𝑛+1
=1−( )
2
Example 27 Using 𝑍-transforms, solve the difference equation 𝑢𝑛+2 − 4𝑢𝑛+1 + 3𝑢𝑛 = 5𝑛
Solution: Taking 𝑍-transforms on both sides such that 𝑍{𝑢𝑛 } is denoted by 𝑈(𝑧)
𝑍{𝑢𝑛+2 } − 4𝑍{𝑢𝑛+1 } + 3𝑍{𝑢𝑛 } = 𝑍{5𝑛 } … ①
Using left shifting property
𝑍{𝑢𝑛+1 } = 𝑧[𝑈(𝑧) − 𝑢0 ] …②
𝑢1
𝑍{𝑢𝑛+2 } = 𝑧 2 [𝑈(𝑧) − 𝑢0 − ] …③
𝑧
Using and ② and ③ in ①
𝑢1 𝑧
𝑧 2 [𝑈(𝑧) − 𝑢0 − ] − 4𝑧[𝑈(𝑧) − 𝑢0 ] + 3𝑈(𝑧) =
𝑧 𝑧−5
2 2 𝑧
⇒ 𝑈(𝑧)[𝑧 − 4𝑧 + 3] − 𝑢0 [𝑧 − 4𝑧] − 𝑢1 𝑧 =
𝑧−5
𝑧
⇒ 𝑈(𝑧)(𝑧 − 1)(𝑧 − 3) = 𝑢0 𝑧(𝑧 − 4) + 𝑢1 𝑧 +
𝑧−5
𝑈(𝑧) 𝑢0 (𝑧−4)+𝑢1 1
⇒ = (𝑧−1)(𝑧−3)
+ (𝑧−1)(𝑧−3)(𝑧−5)
𝑧
⇒ 𝑢0 (𝑧 − 4) + 𝑢1 = 𝐴(𝑧 − 3) + 𝐵(𝑧 − 1)
Putting 𝑧 = 1 and 𝑧 = 3 respectively on both sides, we get
−3𝑢0 + 𝑢1 = −2𝐴 and −𝑢0 + 𝑢1 = 2𝐵
1 1
⇒ 𝐴 = (3𝑢0 − 𝑢1 ) and 𝐵 = (−𝑢0 + 𝑢1 ) …⑤
2 2
1 C D E
Also
(z−1)(z−3)(z−5)
= + +
z−1 z−3 Z−5
⇒ 1 = C (z– 3) (z– 5) + D (z– 1) (z– 5) + E (z– 1) (z– 3)
Putting 𝑧 = 1, 3 and 5 respectively, we get
1 1 1
we get C = , D = − and E = …⑥
8 4 8
Using ⑤ and ⑥ in ④, we get
(3𝑢0 −𝑢1 )𝑧 (−𝑢0 +𝑢1 )𝑧 1 𝑧 1 𝑧 1 𝑧
𝑈 (𝑧 ) = [ + ]+ [ ( )− ( )+ ( )]
2(𝑧–1) 2(𝑧−3) 8 𝑧−1 4 𝑧−3 8 𝑧−5
Page | 16
3𝑢0 −𝑢1 1 −𝑢0 +𝑢1 1 1
⇒ 𝑢𝑛 = ( + ) 1𝑛 + ( − ) 3𝑛 + 5𝑛
2 8 2 4 8
𝑛 1 𝑛
⇒ 𝑢𝑛 = 𝑐1 + 𝑐2 3 + 5
8
3𝑢0 −𝑢1 1 −𝑢0 +𝑢1 1
where 𝑐1 = + , 𝑐2 = −
2 8 2 4
Exercise 4A
5𝑛 , 𝑛 < 0
1. Find the 𝑍–transform of 𝑢𝑛 = {
3𝑛 , 𝑛 ≥ 0
1
2. Find the 𝑍–transform of 𝑢𝑛 = (𝑛−𝑝)!
2𝑧
3. Find the inverse 𝑍–transform of (𝑧−1)(𝑧 2 +1)
4. Solve the difference equation 𝑦𝑥+2 + 4𝑦𝑥+1 + 3𝑦𝑥 = 3𝑥 , 𝑦0 = 0, 𝑦1 = 1
using 𝑍–transforms
Answers
2𝑧
1. , 3 < |𝑧| < 5
𝑧 2 −8𝑧+15
1
−𝑝 𝑧
2. 𝑧 𝑒
(−𝑖)𝑛 𝑖𝑛
3. 1 + −
−1+𝑖 1+𝑖
1 𝑥 5 3
4. 𝑦𝑥 = 3 − (−3)𝑥 + (−1)𝑥
24 12 8
Page | 17