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16 views32 pages

DSP#06 0

Uploaded by

Muhammad Adeel
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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z-transform

• Transform techniques are an important role in the analysis of


signals and LTI system.

• Z- transform plays the same role in the analysis of discrete time


signals and LTI system as Laplace transform does in the analysis
of continuous time signals and LTI system.

• For example, we shall see that in the Z-domain (complex Z-plan)


the convolution of two time domain signals is equivalent to
multiplication of their corresponding Z-transform.
• This property greatly simplifies the analysis of the response of
LTI system to various signals.

DSP Slide 1
1-The Direct
The z-transform of a sequence x[n] is
Z- Transform

X ( z)  
n 
x[ n ] z  n

Where z is a complex variable. For convenience, the z-transform of a signal x[n] is denoted by
X(z) = Z{x[n]}

We may obtain the Fourier transform from the z transform


by making the substitution
X ( z ) e  . This corresponds
j

j
to restrictingz 1 Also withz r e ,

j j
X (r e )   x[ n]( r e ) n
n 

That is, the z-transform is the Fourier transform of the sequence x[n]r - n . for r=1
this becomes the Fourier transform of x[n].
The Fourier transform therefore corresponds to the z-transform evaluated on the
unit circle:
DSP Slide 2
z-transform(cont:

The inherent periodicity in frequency of the Fourier transform


is captured naturally under this interpretation.
The Fourier transform does not converge for all sequences - the infinite sum may not always be
finite. Similarly, 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).

DSP Slide 3
z-transform(cont:
 -n

The Fourier transform of x[n] exists if the sum converges. However,
x[then]z-
n 
transform of x[n] is just the Fourier transform of the sequence x[n]r . The z-transform
therefore exists (or converge) if

This leads to the condition


X ( z )  n  x[ n]r  n  

for the existence of the z-transform. The ROC therefore consists of n
a



ring in the z-plane:
n 
x[ n] z 

In specific cases the inner radius of this ring may include the origin, and the outer
radius may extend to infinity. If the ROC includes the unit circle
z 1 , then
DSP Slide 4
the Fourier transform will converge.
z-transform(cont:
Most useful z-transforms can be expressed in the form
P( z )
X ( z)  ,
Q( z )
where P(z) and Q(z) are polynomials in z. The values of z for which P(z) = 0 are called the
zeros of X(z), and the values with Q(z) = 0 are called the poles. The zeros and poles
completely specify X(z) to within a multiplicative constant.

In specific cases the inner


radius of this ring may include
the origin, and the outer radius
may extend to infinity. If the
ROC includes the unit circle
, then the Fourier
z 1
transform will converge.

DSP Slide 5
Example: right-sided exponential sequence
Consider the signal x[n] = anu[n]. This has the z-transform
 

X ( z )   a u[ n] z n n
 ( az ) 1 n

n  n 0
Convergence requires that


n 
az  1  

or equivalently
which is only the case if az  1  1. z  a.
In the ROC, the series converges to


1 z
X ( z )  (az )  1 n
 , z  a,
n 0
since it is just a geometric series.
1  az 1
z  a

DSP Slide 6
Example: right-sided exponential sequence
The z-transform has a region of convergence for any finite
value of a.

The Fourier transform of x[n] only exists if the ROC


includes the unit circle, which requires that a  1. On
the other hand, if a  1 then the ROC does not include
the unit circle, and Fourier transform does not exist. This
is consistent with the fact that for these values of a the
sequence anu[n] is exponentially growing, and the sum
therefore
DSP Slide 7 does not converge.
Example: left-sided exponential sequence
Now consider the sequence
x ( n)  a n u[  n  1].
This sequence is left-sided because it is nonzero only for The z-transform is
n  1.
 1
X ( z )    a n u[  n  1] z  n   z
a n  n

n  n 
 
  z 1 
a  n n

n 1
 (
n 0
a 1
z ) n

For or
a  1z  1, z  a the
, series converges to

Note that the expression for the


z-transform (and the pole zero
plot) is exactly the same as for
the right-handed exponential
sequence - only the region of
convergence is different.
Specifying the ROC is therefore
critical
DSPwhen
Slide dealing
8 with the z-
transform.
Example: Sum of two exponentials
n n
1  1
The signal x[n]   u[n]     u[n] is the sum of two real exponentials
 2  3
The z transform is
 1  n 
 1
n
 n
X ( z )     u[ n ]     u[ n] z
n 
 2   3 
 n  n
 1  1
 
n 
 
 2
u[ n ] z  n
  
n  
  u[ n] z
3
 n

n n
 1 1 
 
 1 1 
  z     z 
n 0  2  n 0  3 
From the example for the right-handed exponential sequence, the first term in this
sum converges for z  1 / 2and the second for z  1 / The
3 combined transform
X(z) therefore converges in the intersection of these regions, namely when
z.  1 / 2  1 
2 z z  
1 1  12 
In this case X ( z)   
1 1  1  1
1 z1 1 z1  z   z  
2 3  2  3
DSP Slide 9
Example: Sum of two exponentials
The pole-zero plot and region of convergence of the signal is

DSP Slide 10
Example: finite length sequence
The pole-zero plot and region of convergence of the signal is

The signal

has z transform

1 zN  aN
 .
zN1 z a
Since there are only a finite number of nonzero terms the sum always converges when
az  1 ( a ,  )
is finite. There are no restrictions on and the ROC is the entire z-plane

with the exception of the origin z = 0 (where the terms in the sum are infinite). The N roots of the
j ( 2k / N )
Z k ae
numerator polynomial are at , k 0,1,...... N  1
*since these values satisfy the equation ZN= aN The zero at k = 0 cancels the pole at z = a, so there are no poles except at the
origin, and the zeros are at zk = aej(2k/N) k = 1; : : : ;N -1 The zero at k = 0 cancels the pole at z = a, so there are no poles
except at DSP
the origin, and the zeros are at zk = aej(2k/N) k = 1; : : : ;N -1
Slide 11
2-Properties of the region of convergence
The properties of the ROC depend on the nature of the signal. Assuming that the
signal has a finite amplitude and that the z-transform is a rational function:

The ROC is a ring or disk in the z-plane, centered on the origin


(0  R  z   L ).
The Fourier transform of x[n] converges absolutely if and only if the ROC of the z-
transform includes the unit circle.
The ROC cannot contain any poles.
If x[n] is finite duration (ie. zero except on finite interval (  N1 n  N 2  ).
 z= .
), then the ROC is the entire Z-plan except perhaps at z=0 or
If x[n] is a right-sided sequence then the ROC extends outward from the
outermost finite pole to infinity.
 If x[n] is left-sided then the ROC extends inward from the innermost nonzero pole
to z = 0.
A two-sided sequence (neither left nor right-sided) has a ROC consisting of a ring
in the z-plane, bounded on the interior and exterior by a pole (and not containing
any poles).
 The ROC is a connected region.
DSP Slide 12
3 - The inverse z-transform
Formally, the inverse z-transform can be performed by evaluating a Cauchy integral. However,
for discrete LTI systems simpler methods are often sufficient.

A-Inspection method: If one is familiar with (or has a table


of) common z-transform pairs, the inverse can be found by
inspection. For example, one can invert the z-transform
 
 1  1
X ( z )  , z 
 1 1  2,
 z1 
 2 
Using Z-transform pair
1
a n u[ n ] 
z  ,........ for z  a .
1  az 1

By inspection we recognise that


n
 1 
x[n]   u[ n ],
 2
Also, if X(z) is a sum of terms then one may be able to do a term-by-term inversion by
inspection, yielding x[n] as a sum of terms.
DSP Slide 13
3 - The inverse z-transform
B-Partial fraction expansion:
For any rational function we can obtain a partial fraction expansion, and identify the z-transform
of each term. Assume that X(z) is expressed as a ratio of polynomials in z -1:


M k
bk z
X ( z)  k 0
,

N k
ak z
k 0
It is always possible to factorX(z) as
 1  c z 
M 1
b0 k
X(z)  k 1

 1  d z 
N
a0 1
k 1 k
where the ck' s are the nonzero and poles of X(z).
DSP Slide 14
The inverse z-transform
Partial fraction expansion (Continue:)

If M<N and the poles are all first order, then X(z) can be expressed as

N
Ak
X(z)  1
,
1 dk z
k 1
in this case the coefficients A k are given by
 
A k  1  d k z  1 X ( z)
z d k

If M>N and the poles are first order, then an expression of the form cab be used, and B r’s be
obtained by long division of the numerator.

M-N N
Ak
X(z)   Br z r
 1
,
r 0 1 dk z k 1
The A k ' s can be obtained using M  N
DSP Slide 15
3 - The inverse z-transform Partial fraction expansion

The most general form for partial fraction expansion,


which can also deal with multiple - order poles, is
M-N N
Ak s
Cm
X(z)   Br z r
   .
r 0 k 1, k i 1 dk z 1
m 1 1  d z 
i
1 m

Ways of finding the C m ' s can be found in most standard


DSP texts. The terms B r z  r correspond to shifted and
scaled impulse sequences, and invert to terms of the
form B r [n - r]. The fractional term s A k

1  dk z 1
correspond to exponentia l sequences. For these terms the
ROC properties must be used to decide whether the sequences
are left - sided or right - sided.
DSP Slide 16
Example: inverse by Partial fractions

Consider the sequence x[n] with z - transform

X(z) 
1  2z  z

1
1 z
2
 1 2
 , z  1.
3 1 1  2
1 z  z
2 2
1 1
1 z 1
2
 z
1

Since M  N  2 this can be expressed as

X(z)  B0  A 1
 A 2
,
1 1 1 z
1

The
1 z0 can
value 2B found by be long division
2
1  2 3 1 2 1

2 z 
2 z  1) z  2 z 1
2 1
z  3 z 2
1
5z  1
1
-1  5 z
X(z) 2 

1 

1  1
2 z  1

 z
1

DSP Slide 17
Example: inverse by Partial fractions
The coecients A 1 and A 2 can be found using
A k
1  d z
k
1
X ( z ) z dk
.
So
1 2
1 2 z  z 1 4  4
A 1
 1

1 2
 9
1 z z
1
1

1 2
1 2 z  z 1  2 1
and A 2

1 1

1/ 2
9

2z
1
1
z 1

9 8
There fore X(z) 2 - 
1 1
1 z
1 1 z
2

Using the fact that the ROC z 1 . terms can be inverted one at a time by
, the
inspection to give
xn  2 n   9(1 / 2) n u[ n].
DSP Slide 18
C- Power Series Expansion
If Z transform is given as power series in form

X z   
 n
x[ n] z
n 
2 2
..................  [  2] z  x[  1] z 1  x[0]  x[1] z 1  [ 2] z ......
then any value in the sequence can be found by identifying the coefficient of the appropriate
power of z-1.

DSP Slide 19
Example; Power Series Expansion
Consider the Z transform

X z  log 1  az  1 ,  z  a
Using the power series expansion for log(1 + x), with /x/< 1, gives


(  1) n 1 a n z  n
X z   ,
n1 n

DSP Slide 20
Example; Power Series Expansion by long division

Consider the transform


1
X z   1
, z  a
1  az
Since the ROC is the exterior of a circle, the sequence is right-sided. We therefore
divide to get a power series in powers of z-1:

1  az  a z
1 2 -2

X z  1  az 1
1
1  az 1

az 1

az  a z
1 2 2

a z  .....
2 2

1
1  az 1
 a z
2 -2
 ........Therefore .......... .... x[ n ]  a n
u[n].
1  az 1

DSP Slide 21
Example; Power Series Expansion for left-side Sequence
Consider the Z- transform
1
X z   1
, z  a
1  az

Because of the ROC, the sequence is now a left-sided one. Thus we


divide to obtain a series in powers of z:

1 -2 2..
-a z a z
 az z
z  a1z 2
az  1
Thus..............x[ n]  a n u[  n  1].

DSP Slide 22
4- Properties of the z-transform
if X(z) denotes the z-transform of a sequence x[n] and the ROC of X(z) is indicated by
Rx, then this relationship is indicated as
x[ n] 
z  X ( z ), ROC Rx
Furthermore, with regard to nomenclature, we have two sequences such that
x1 [ n] 
z  X 1 ( z ), ROC R x1
x2 [ n] z  X 2 ( z ), ROC R x2
A—Linearity: The linearity property is as follows:
ax1[n]  bX 2 (n) z  aX 1[ z ]  bX 2 ( z ), ROC contains R x1  R x1 .

B—Time Shifting: The time shifting property is as follows:

 n0
x[n  n0 ] z  z X ( z ), ROC R x
(The ROC may change by the possible addition or deletion of z =0 or z = ∞.) This
is easily shown:
 

Y ( z )   x[ n  n ] z n  0
n
  x[ m] z
n 
 ( m  n0 )

z
DSP
 n0
Slide 23  x[ m] z
n 
m
z  n0
X ( z ).
Example: shifted exponential sequence
Consider the z-transform
1 1
X ( z)  , z 
1 4
z
4
From the ROC, this is a right-sided sequence. Rewriting,
 
z1  1  1
X ( z)  , z 1
  z 
1 1  1- 1 z1  4
1 z  
4  4 
The term in brackets corresponds to an exponential sequence (1/4)nu[n]. The
factor z-1 shifts this sequence one sample to the right.
The inverse z-transform is therefore

x[n] (1 / 4) u[n  1] .


n 1

DSP Slide 24
C- Multiplication by an exponential sequence
The exponential multiplication property is
n
z0 x[ n ] 
 z
 X [ z / z 0 ], ROC zR,
0 x

where the notation z 0 Rxindicates


,
that the ROC is scaled by (that is,
z 0

inner and outer radii of the ROC scale by z). All pole-zero locations are
0

similarly scaled by a factor z0: if X(z) had a pole at z  then


z X(z/z ) will have
0 1

a pole at z=z0z1.
•If z0 is positive and real, this operation can be interpreted as a shrinking or
expanding of the z-plane | poles and zeros change along radial lines in the z-plane.
If z0 is complex with unit magnitude (z0 = ejw0) then the scaling operation
corresponds to a rotation in the z-plane by and angle w0, That is, the poles and
zeros rotate along circles centered on the origin. This can be interpreted as a shift in
the frequency domain, associated with modulation in the time domain by ejw0n. If
the Fourier transform exists, this becomes

e x[n]  X e .
j 0 n F j (   0 )

DSP Slide 25
Example: exponential multiplication
The z-transform pair
1
u[n] z  , z 1
1 z 1

can be used to determine the z-transform of x[n] = rn cos(w0n)u[n].


Since cos (w0n) = 1/2ejw0n + 1/2e –jw0n. The signal can be written as
1
x[ n]  r e
j 0
 u[ n]  1 re
n  j 0
 u[ n].
n

2 2
From the exponential multiplication property,
1 1/ 2
r e j 0
 u[n]  
n z
j
, z  r.
2 1 r e z 1 0

1 1/ 2
r e j 0
 u[n]  
n z
 j
, z  r.
2 1 r e z 1 0

So
1/ 2 1/ 2
X(z)  j
  j
z  r.
1 r e z1 1 r e z1
0 0

1  r cos  0 z  1
, z  r.
1  2r cos  0 z 1
r z 2  2

DSP Slide 26
D- Differentiation
The differentiation property states that
dX ( z )
nx[ n] 
z   z , ROC R x .
dz
This can be seen as follows: since

X ( z)   x[ n ] z
n-
 n
,
We have

dX ( z ) 

 z  z  ( n) x[n]z  n 1   nx[n]z  n  z{nx[n]}.


dz n 

Example: second order pole


The z-transform of the sequence x[n] na n u[n]
Can be found 1
a n u[ n] z  z  a,
1 z1
to be
d  1  az  1
X(z) -    , z  a.
dz  1  az  1  
1  az  1 
2

DSP Slide 27
E- Conjugation
This property is
x * [n] z  X * ( z*), ROC R x .
F- Time reversal.
1
Here x * [  n] 
z  X * (1 / z*), ROC  .
Rx

The notation 1/Rx means that the ROC is inverted, so if Rx is the set
of values such that rR  z  rL ,then the ROC is the set of values of z such th
1 / r l z  1/rR .

Example: Time-reversed exponential sequence


The Signal x[ n] a  n u[  nis
] a time-reversed version of a nu[n]. The
z-transform is therefore

1 a z 1 1

X ( z)   1 1 , z  a R x .
1

1  az 1  a z
DSP Slide 28
G- Convolution
This property state that
x1[n] * x2 [n] z  X 1 ( z ) X 2 ( z ), ROC contains R x1 R x2 .

1
Here x * [  n] 
z  X * (1 / z*), ROC  .
Rx
Example: evaluating a convolution using the z-transform
The z-transforms of the signal x1[n] =anu[n] and x2[n] = u[n] are

1
X 1 ( z )  a n z  n  , z  a
n 0 1  az 1

and

1
. X 2 ( z )  z  n  , z 1
n 0 1  az 1

For a  1, The z-transforms of the convolution y[n] = x 1[n] *x2[n] is


1 z2
Y ( z)   z 1
1  az 1  az  z  a z  1
1 1

1 z2
( z )Slide
Y DSP 29  z 1
1  az 1  az  z  a z  1
1 1
Example: evaluating a convolution using the z-transform

Using a partial fraction expansion,

1  1 a 
Y ( z)   - 1 
, z 1
1  a   1  z 1  az 
1

So
1
y ( n)  u[n]  a n1u[n].
1 a

H- Initial Value theorem


If x[n] is zero for n<0, then

x[0] lim X ( z ).
z 
DSP Slide 30
Some common z-transform pairs are:

DSP Slide 31
I- Relationship with the Laplace transform:
Continuous-time systems and signals are usually described by the Laplace
transform. Letting z = esT , where s is the complex Laplace variable

s  d  j ,
we have
( d  j ) T jT
z e e e
dT
.

where ws is the sampling frequency. As 


varies from to  s-plane is
 , the
mapped to the z-plane:

 The j axis in the s-plane is mapped to the unit circle in the z-plane.
 The left-hand s-plane is mapped to the inside of the unit circle.
The right-hand s-plane maps to the outside of the unit circle.

DSP Slide 32

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