The z-Transform

Introduction z-Transform Properties of the Region of Convergence for the z-Transform Inverse z-Transform z-Transform Properties Unilateral z-Transform Solving the Difference Equations Zero-Input Response Transfer Function representation Summary

0. Introduction
2

Role in Discrete-Time Systems

z-Transform is the discrete-time counterpart of the Laplace transform.

Response of Discrete-Time Systems

If a system is lumped, it can be described as a difference equation 2y[k] + 3y[k-1] + y[k-2] = u[k] + u[k-1] - u[k-2] for k = 0, 1, 2 The response of the system is excited by an input u[k] and some initial conditions. The difference equations are basically algebraic equations, their solutions can be obtained by direct substitution. The solution however is not in closed form and is difficult to develop general properties of the system. A number of design techniques have been developed in the z-Transform domain.

1. The z-Transform
3

Positive and Negative Time Sequence

A discrete-time signal f[k] = f[kT], where k is an integer ranging (<t<), is called a positive-time sequence if f[k]=0 for k < 0; it is called a negative-time sequence if f[k] = 0 for k > 0. We mainly consider the positive-time sequences.

z-Transform Pair

The z-transform is defined as X ( z ) Z [ x [ n ]] x [ n ] z n

=

Difference with the Fourier Transform

n

where z is a complex variable, called the z-transform variable.

Example

x[n] = { 1, 2, 5, 7, 0, 1};

x[n] = (1/2)n u{n}

1. The z-Transform (c.1)

4

Example

f[k] = bk for all positive integer k and b is a real or complex number.

F (z) =

f [ n ]z

If b z 1 < 1 , then the infinity power series converges and

n = 0

b z

n = 0

(bz

)n

n = 0

F (z) =

b < z Unit Step Sequence

The region

1 z = 1 b z 1 z b

is called the region of convergence.

1 fo r n = 0 ,1, 2 , q[n ] = 0 fo r n < 0

The unit sequence is defined as The z-Transform is f[k] = e akT

Q (z) =

Exponential Sequence

1 1 z
n
1

n = 0

F (z) =

e anT z

1 1 e aT

n= 0

1. The z-Transform (c.2)

5

Region of Convergence
For

any given sequence, the set of values of z for which the z-transform converges is called the region of convergence.

Viewpoints
The

representation of the complex variable z z = r e j ROC includes the unit circle ==> Fourier Transform converges Consider the z-transform
X (re
j

) =

n =

x [n ]( re

) n

Convergent
n =

Condition
n

Convergence of the z-Transform ==> The z-transform and its derivatives must be continuous function of z.

x [ n ]r

<

1. The z-Transform (c.3)

6

Rational Function
P(z) X (z) = Q(z)

x [n ] = a nu[n ]

Ex.

x [ n ] = a n u [ n 1]

2. Properties of the Region of Convergence for the z-Transform

7

Properties

The ROC is a ring or disk in the z-plane centered at the origin, i.e.,

0 rR < z < rL

The Fourier transform of x[n] converges absolutely if and only if the ROC of the z-transform of x[n] includes the unit circle. The ROC cannot contain any poles. If x[n] is a finite-duration sequence, i.e. a sequence that is zero except in a finite < N1 n N2 interval , then the ROC is the entire z-plane except possibly z=0 or z= . If x[n] is a right-sided sequence, i.e. a sequence that is zero for n<N1< , the ROC extends outward from the outermost finite pole in X(z) to z= . If x[n] is a left-sided sequence, i.e., a sequence that is zero for n>N2>- , the ROC extends inward from the innermost (smallest magnitude) nonzero pole in X(z) to (and possibly including) z=0. A two-sided sequence is an inifinite-duration sequence that is neither right-sided nor left-sided. 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, consistent with property 3, not containing any poles. The ROC must be a connected region.

2. Properties of the Region of Convergence for the z-Transform

8

Example
ROC

Unit circle

is a Ring

ROC

is the interior of a circle

ROC

is the outerior of a circle

No common ROC case ?

3. The Inverse z-Transform

9

Methods
Direct

Division Partial Fraction Expansion

2 z 4 + 5z 3 + z 2 6 z + 3 F (z) = z2 z 2

Direct Division
F(z)

= -2z2 +3z +3z-2 + 3z-3 + 9z-4

2z2 +3z

+3z2 +3z3 +9z4

f[k] = {-2, 3, 0, 0, 3, 3, 9, ...}

z2 z 2 2z4 +5z3 +z2 6z +3 2z4 +2z3 +4z2 3z3 3z2 6z +3 3z3 3z2 6z +3

Ex. 3/(z2 - z -2)

3. The Inverse z-Transform (c.1)

10

Partial Fraction Expansion and Table Lookup

X (z ) =

k
N

(1 c k z

) )

=1 1

(1 d k z k
=1

b X (z ) = 0 a0

(1 c k z k
=1

) )

(1 d k z k
=1

If

M<N andN the poles are all first order b Ak X (z ) = Ak = ( 1 d k z ) X ( z ) z d a k (1 d k z ) If M>= N and the poles are all first order, the complete partial fraction expression can be
0 0 =1 1
1 =
k

X (z ) =
If

M N r =0

Br z

Ak 1 ) k =1 ( 1 d k z
N

Ak = ( 1 d k z 1 ) X ( z )

z =d k

X(z) has multiple-order poles and M>=N M N N Ak r X ( z ) = Br z + r k k i (1 d z

d s 1 s m [( 1 d iw ) X (w )] dw w =d i 1
s m

=0

=1 ,

Cm 1 m ) m =1 ( 1 d i z
s

Cm =

1 ( s m )!( d i ) s m

3. The Inverse z-Transform (c.2)

11

Examples
A1 1 + 2z 1 + z 2 1 + 2z 1 + z 2 X (z ) = = = B0 + 1 3 1 1 1 z 1 z 1 + z 2 ( 1 z 1 )( 1 z 1 ) 2 2 2 2
+
1

A2 1 z

ROC:

z >1

ROC:

z <

1 2

ROC:

1 < z <1 2

4. z-Transform Properties
12

The Initial-Value Theorem

Let F(z) be the z-transform of f(t) a positive-time sequence f[k], k = 0, 1, 2, ..., and let F(z) be a proper rational function, then

f ( 0 ) = lim F ( z )
z

This follows from F(z) = f[0] + f[1]z-1 + f[2]z-2+ ...

4. z-Transform Properties (c.1)

13

The Final-Value Theorem

Let F(z) be the z-transform of f[k], k=0, 1, 2, ... and let F(z) be a proper rational and let F(z) be a proper rational function. If every pole of (z-1)F(z) has a magnitude smaller than 1, then f[k] approaches a constant and
k

lim f [ k ] = lim ( z 1) F ( z )
z1

Examples

consider f[k] = 2

3z z + 20 z +1 ( 2 z + 1) ( z 1 0 ) ; ; ; 10 3 ( z 2 1 ) ( z + 0 .9 ) z(z + 2) k ( z 1 ) ( z + 1 ) ( z + 0 .9 )

proof

Z [ f [ k ]] = F ( z ) = lim

f [ k ]z k

k =0

Z { f [ k + 1]} = z[ F ( z ) f ( 0 )] = lim ( z 1) F ( z ) zf [ 0 ] = lim

N N k =0

f [ k + 1] z k f [ k ]z k ]

[ f [ k + 1]z

k =0 k

As z > 1, the right hand side reduces to ( f [ N + 1] f [ 0 ]).

z1
lim ( z 1 ) F ( z ) f [ 0 ] = lim f [ N + 1 ] f ( 0 ) z1

5. The Unilateral z-Transform

14

Definition
X ( z ) Z [ x [ n ]]

x [ n ]z

=0

Time Delay
x[n]
x[n k ] x[n + k ]

X (z )
z
z
k

X ( z )+

n
n

x [ n ] z
x [ n ]z
n

k +n

=1

X ( z )

k 1
=0

6. Solving the Difference Equations

15

Goals
Solving

LTIL differential equations using Laplace transform.

Example
2y[k] + 3y[k-1] + y[k-2] = u[k] + u[k-1] - u[k-2] where u(t) = q(t), y(-1) = -1 and y(-2) = 1.

Exercise
Find the response of

y[k+1] - 2y[k] = u[k] and y[k+1] - 2y[k] = u[k+1] and u[k] = 1, for k =0, 1, 2, ...

y[-1]=1

7. Zero-Input Response-- Characteristic

Polynomial
16

Consider the zero-input response

3 y [ 1 ] y [ 2 ] y [ 1 ] z 1 ( 3 y [ 1 ] y [ 2 ]) z 2 y [ 1 ] z Y zi ( z ) = = 1 2 2 + 3z + z 2z 2 + 3z + 1

The denominator of Yzi, is called the characteristic polynomial. The roots of Yzi, is called the modes of the system. The zero-input response of the system excited by any initial conditions can always be expressed as The form of the zero-input
k1 z k2z ( 3y [ 1] y [ 2 ]) z 2 y [ 1] z Yzi ( z ) = = + z + 0.5 z + 1 2z 2 + 3z + 1
y z i ( k ) = k 1 ( 0 .5 ) + k 2 ( 1)

Why the name, "mode" ?

The zero-input response is for t>=0 k k

response excited by any initial conditions is completely determined by the modes of the system

The zero-input response is always a linear combination of the two time functions (-0.5)k and (-1)k.

7. Zero-State Response-- Transfer Function

17

Consider

2y[k] + 3y[k-1] + y[k-2] = u[k] + u[k-1] - u[k-2]

If all initial conditions are zero, we have

Y (z) = z + z 1 1+ z z U ( z ) = U (z) 2 + 3z 1 + z 2 2 z 2 + 3z + 1
2 1 2

The Transfer Functions

The ratio of the z transforms of the output and input with all initial conditions zero or
H (z) = Y (z) U (z)

Ways to Find Transfer Functions

The

transfer function is the z transform of the impulse response. The function can be obtained from the zero-state response excited by any input, in particular, step or sinusoidal functions. The function can be obtained from the difference equation description. y[k]-y[k-1]+2y[k-2]-3y[k-3] = u[k]

in itia l c o n d itio n s = 0

The transfer function of the above example is (z2 + z 1)/(2z2 + 3z +1)

7.1 Poles and Zeros of Proper Transfer Functions

18

For a proper rational functions

H (z) =

N (z) D (z)

where N(z) and D(z) are polynomials with real coefficients. If N(z) and D(z) have no common factors, then the roots of D(z) and N(z) are respectively the poles and zeros of the system.
examples

Definition

Y (z) ==

3( z + 4 ) U (z) 2 ( z + 0 .5 ) ( z + 1 )

A finite real or complex number is a pole of H(z) if the absolute value of H( ) = . It is a zero of H(z) if H( ) = 0. Find the zero-state response of a system with transfer function, H(z) = (z2+z-1)/(2z2 + 3z +1) excited by unit step function.

Examples

7.1 Poles and Zeros of Proper Transfer Functions (c.1)

19

Consider the following systems

0.551 ( z + 0.9)( z 0.8 + j0.5)( z 0.8 j0.5) 0.551 = 3 z 0.7z 2 0.55z + 0.801 H1 ( z ) =

H 3(z) =
H 4 (z) =

5 .5 1 ( z 0 . 9 ) z 3 0 . 7 z 2 0 .5 5 z + 0 .8 0 1
z3 5 .5 1 ( z 1.1 ) 0 . 7 z 2 0 .5 5 z + 0 .8 0 1

H 5 (z) =

z3

5 .5 1 ( z 2 1. 9 z + 1 ) 0 . 7 z 2 0 .5 5 z + 0 .8 0 1

H2 ( z ) =

z 1 z 3 0.7z 2 0.55z + 0.801

Positions of zeros and poles

7.2 Time Responses of Modes and Poles

20

Remarks

The zero-input response is essentially dictated by the modes; the zero-state response is essentially dictated by the poles.

Three parts in z-plane

The unit circle The region outside the unit circle. The region inside the unit circle.

Observations

The poles +- j or re+-j The response rkcos k or rk sink determines the frequency of the oscillation. The highest frequency is determined by (- /T, /T].

7.2 Time Responses of Modes and Poles(c.1)

21

Summary

The time response of a pole (mode), simple or repeated, approaches zero as k --> if and only if the pole (mode) lies inside the unit circle or its magnitude is smaller than 1. The time response of a pole (mode) approaches a nonzero constant as k --> if and only if the pole is simple and located at the z=1.

Examples
y[k+3] - 1.6 y[k+2] - 0.76y[k+1] - 0.08 y[k] = u [k+2] - 4u[k]. yzi [k], H(z), yzs[k] as k -> *

8 Transfer-Function Representation-- Complete

Characterization
22

System Description for LTIL systems

Convolution Difference equation Transfer function.

u[ k ]

y[ k ]

?
U(z)

h(k)

h[ k i ]u[i ]
i=0

H(z)

Y(z) = H(z)U(z)

System Connection

H1(z)

H2(z)

H1(z)

The transfer function of connection can be easily derived from algebraic manipulation of transfer functions.

+
H2(z)

++ -

H1(z) H2(z)

y u+

H1(z) H2(z)

8 Transfer-Function Representation-- Complete

Characterization (c.1)
23

Questions
Transfer functions represent the input-output relation when initial conditions are set to zeros. What is the representation of the transfer function for a system Consider the difference equations D(z) Y(z) = N(z) U (z) ( z 1)( z 2) 1 = ( ) = H z 2 Ex. D(z) = (z+0.5)(z-1)(z-2); N(z)= z - 3z +2 ( z + 0.5)( z 1)( z 2) z + 0.5

yzs[k] = k1(-0.5)k + (terms due to the poles of U(z))

Missing Poles

If N(z) and D(z) have common factors, R(z), then the roots of R(z) are modes but not poles of the system and {the set of the poles} {the set of the modes} The root of R(z) are called the missing poles. Completed Characterization A system is completed characterized by its transfer function if N(z) and D(z) are coprime.

9. Summary
24

Introduction z-Transform Properties of the Region of Convergence for the z-Transform Inverse z-Transform z-Transform Properties Unilateral z-Transform Solving the Difference Equations Zero-Input Response Transfer Function Representation