ELEC-C5231 Lecture5 Z Transform
ELEC-C5231 Lecture5 Z Transform
Filip Elvander
where z ∈ C
• The z-transform maps sequences (signals) x(n) to complex-valued
functions X(z) ≡ Z (x(n)).
• X(z) is a power series and may not converge for all z ∈ C.
• The values of z for which X(z) exists (for which the series converges) is
called the region of convergence (ROC):
( )
∞
ROC = z∈C| ∑ x(n)z−n < ∞
n=−∞
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A simple signal
Let’s take the signal x(n) = an u(n), where a ∈ C. Then,
∞ ∞ ∞
X(z) = Z (x(n)) = ∑ an u(n)z−n = ∑ an z−n = ∑ (az−1 )n
n=−∞ n=0 n=0
1
= , az−1 < 1 ⇐⇒ |z| > |a| .
1 − az−1
We get the ROC {z ∈ C | |z| > |a|}.
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A simple signal (2)
Let’s try another signal: x(n) = −an u(−n − 1), where a ∈ C. Then,
∞ −1 ∞
X(z) = Z (x(n)) = ∑ −an u(−n − 1)z−n = ∑ −an z−n = − ∑ a−k zk
n=−∞ n=−∞ k=1
∞
1 1 1
= −(a−1 z) ∑ (a−k z)k = −(a−1 z) −1 z
= −1 −1
k=0 1 − a az a z−1
1
= , a−1 z < 1 ⇐⇒ |z| < |a| .
1 − az−1
We get the ROC {z ∈ C | |z| < |a|}.
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• Two completely different signals had the same z-transform in the sense
that X(z) ”looked” the same.
• In order to connect X(z) to a signal x(n), the ROC needs to be specified.
• z-transform = X(z) + ROC.
Let’s remember this particular z-transform (will be useful for us later):
z 1
x(n) = an u(n) ←→ X(z) = , ROC = {z | |z| > |a|}
1 − az−1
1 7
1
0.9 0.8
6
0.8 0.6
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5
0.4
0.6 0.2
4
0.5 0
3
0.4 -0.2
0.3 -0.4
2
0.2 -0.6
1
0.1 -0.8
0 0 -1
0 5 10 15 20 0 5 10 15 20 0 5 10 15 20
n n n
0<a<1 a>1 −1 < a < 0
Both terms are finite for all z ∈ C except potentially at z = 0 and ”z = ∞”.
• The anti-causal part converges for all z except at infinity.
• The causal part converges for all z except at zero.
R2
R1
⇒ the total sum converges for |z| ∈ (R1 , R2 ).
Note: if R1 ≥ R2 , then the ROC is empty. Re(z)
• Finite-length signals:
C \ {0}
if causal
ROC = C \ {∞} if anti-causal
C \ {0, ∞} otherwise
{z ∈ C | |z| > R1 }
if causal
ROC = {z ∈ C | |z| < R2 } if anti-causal
{z ∈ C | R1 < |z| < R2 } otherwise
Im(z)
Im(z) Im(z)
R2
R1 R1
R2
Re(z) Re(z) Re(z)
The last equality is the Cauchy integral theorem. Thus, the inverse
z-transform is
‰
1
x(n) = Z −1 (X(z)) = X(z)zn−1 dz , C closed curve in ROC.
j2π C
In practice, we will compute inverse z-transforms in easier ways.
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From Lecture 2: the delay operation
Recall that
x(n) x(n − 1)
z−1
The ROC is the intersection of the ROCs of X1 (z) and X2 (z). The same holds
for the inverse:
Z −1 (αX1 (n) + β X2 (n)) = αZ −1 (X1 (z)) + β Z −1 (X2 (z)) = αx1 (n) + β x2 (n).
z 1
x(n) = an u(n) ←→ X(z) = with ROC |z| > |a|
1 − az−1
and
z 1
x(n) = −an u(−n − 1) ←→ X(z) = with ROC |z| < |a|.
1 − az−1
⇒ if we are able to decompose an X(z) into these types of components,
inversion is easy! By linearity of Z −1 (), we can simply invert each component
and sum them up.
It turns out that an important class of X(z) lends itself to this: rational
transforms.
yielding
b0 ∏M
ℓ=1 (z − qℓ )
X(z) = zN−M N
.
a0 ∏k=1 (z − pk )
Example later!
This makes sense if {z | |z| = 1} is in the ROC! For inversion, we can pick
C = {z | |z| = 1}, i.e., the unit circle. This yields
‰ ˆ π
e jω = z
1 1
Z −1 (X(z)) = X(z)zn−1 dz = = X(e jω )e jωn dω
j2π C je jω dω = dz 2π −π
ˆ π
1
= XDT FT (ω)e jωn dω = x(n).
2π −π
| {z }
synthesis eq.
Convolution Let X1 (z) = Z (x1 (n)) and X2 (z) = Z (x2 (n)). Then,
!
∞ ∞ ∞ ∞
Z (x1 (n) ∗ x2 (n)) = ∑ ∑ x1 (k)x2 (n − k) z−n = ∑ x1 (k) ∑ x2 (n − k)z−n
n=−∞ k=−∞ k=−∞ n=−∞
| {z }
∞ ∞
−k z−k X2 (z)
= ∑ x1 (k)z X2 (z) = X2 (z) ∑ x1 (k)z−k
k=−∞ k=−∞
= X2 (z)X1 (z).
⇒ Convolution transforms into simple multiplication!
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Polynomial multiplication and convolution
It is no surprise that convolution becomes multiplication with the z-transform:
everything is polynomials! Let’s say that you have two polynomials in the real
variable x:
p1 (x) = a0 + a1 x + x2 x2 , p2 (x) = b0 + b1 x + b2 x2
p(x) = c0 + c1 x + c2 x2 + c3 x3 + c4 x4 .
How do we get the coefficients? By convolving the sequences a0 , a1 , a2
and b0 , b1 , b2 :
∞
cn = ∑ ak bn−k .
k=−∞
We have
x(n) y(n)
+
∞
1
Z (u(n)) = ∑ z−n = 1 − z−1
n=0
a z−1
Let’s try:
The only way this matches the left-hand side of (2) for all z is if the
coefficients match:
(
a
A = a−b
A + B = 1 , −(Ab + Ba) = 0 ⇒ b
B = 1 − A = − a−b
We get
1 a 1 b 1
= − .
(1 − az−1 )(1 − bz−1 ) a − b 1 − az−1 a − b 1 − bz−1
x(n) y(n)
b0 + +
z−1 b3 +
This gives
−ℓ
N M
∑M
ℓ=0 bℓ z
Y (z) ∑ ak z−k = X(z) ∑ bℓ z−ℓ ⇐⇒ Y (z) = N a z−k
X(z).
k=0 ℓ=0 ∑k=0 k
Im(z)
|p|
Re(z)
Im(z)
|p|
Re(z)
Let p1 , . . . , pN and q1 , . . . , qL be the zeros of A(z) and Q(z), i.e., the poles of
Y (z), and assume that they are distinct. Then,
N L
A Q
Y (z) = ∑ 1 − pkk z−1 + ∑ 1 − qℓℓz−1 , for some Ak , Qℓ .
k=1 ℓ=1
• If |p1 | = |a| < 1, the natural response is transient and the system is
stable.
• As |q1 | = 1, the input is persistent, and we expect the forced response to
be persistent.
Indeed, what we got was
ca n c
y(n) = a u(n) − u(n)
a−1 a−1
| {z } | {z }
natural response forced response