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The z-Transform and Its Application

Dr. Deepa Kundur


University of Toronto
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 1 / 36
Chapter 3: The z-Transform and Its Application
Discrete-Time Signals and Systems
Reference:
Sections 3.1 - 3.4 of
John G. Proakis and Dimitris G. Manolakis, Digital Signal Processing:
Principles, Algorithms, and Applications, 4th edition, 2007.
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 2 / 36
Chapter 3: The z-Transform and Its Application
The Direct z-Transform
Direct z-Transform:
X(z) =

n=
x(n)z
n
Notation:
X(z) Z{x(n)}
x(n)
Z
X(z)
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 3 / 36
Chapter 3: The z-Transform and Its Application
Region of Convergence
the region of convergence (ROC) of X(z) is the set of all values
of z for which X(z) attains a nite value
The z-Transform is, therefore, uniquely characterized by:
1. expression for X(z)
2. ROC of X(z)
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 4 / 36
Chapter 3: The z-Transform and Its Application
Power Series Convergence
For a power series,
f (z) =

n=0
a
n
(z c)
n
= a
0
+ a
1
(z c) + a
2
(z c)
2
+
there exists a number 0 r such that the series

convergences for |z c| < r , and

diverges for |z c| > r

may or may not converge for values on |z c| = r .


Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 5 / 36
Chapter 3: The z-Transform and Its Application
Power Series Convergence
For a power series,
f (z) =

n=0
a
n
(z c)
n
= a
0
+
a
1
(z c)
+
a
2
(z c)
2
+
there exists a number 0 r such that the series

convergences for |z c|>r , and

diverges for |z c|<r

may or may not converge for values on |z c| = r .


Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 6 / 36
Chapter 3: The z-Transform and Its Application
Region of Convergence
Consider
X(z) =

n=
x(n)z
n
=
1

n=
x(n)z
n
+

n=0
x(n)z
n
=

=0
x(n

)z
n

. .
ROC: |z| < r
1
+

n=0
x(n)z
n
. .
ROC: |z| > r
2
x(0)
..
ROC: all z
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 7 / 36
Chapter 3: The z-Transform and Its Application
Region of Convergence: r
1
> r
2
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 8 / 36
Chapter 3: The z-Transform and Its Application
Region of Convergence: r
1
< r
2
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 9 / 36
Chapter 3: The z-Transform and Its Application
ROC Families: Finite Duration Signals
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 10 / 36
Chapter 3: The z-Transform and Its Application
ROC Families: Innite Duration Signals
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 11 / 36
Chapter 3: The z-Transform and Its Application
z-Transform Properties
Property Time Domain z-Domain ROC
Notation: x(n) X(z) ROC: r2 < |z| < r1
x1(n) X1(z) ROC1
x2(n) X1(z) ROC2
Linearity: a1x1(n) + a2x2(n) a1X1(z) + a2X2(z) At least ROC1 ROC2
Time shifting: x(n k) z
k
X(z) ROC, except
z = 0 (if k > 0)
and z = (if k < 0)
z-Scaling: a
n
x(n) X(a
1
z) |a|r2 < |z| < |a|r1
Time reversal x(n) X(z
1
)
1
r1
< |z| <
1
r2
Conjugation: x

(n) X

(z

) ROC
z-Dierentiation: n x(n) z
dX(z)
dz
r2 < |z| < r1
Convolution: x1(n) x2(n) X1(z)X2(z) At least ROC1 ROC2
among others . . .
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 12 / 36
Chapter 3: The z-Transform and Its Application
Convolution Property
x(n) = x
1
(n) x
2
(n) X(z) = X
1
(z) X
2
(z)
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 13 / 36
Chapter 3: The z-Transform and Its Application
Convolution using the z-Transform
Basic Steps:
1. Compute z-Transform of each of the signals to convolve (time
domain z-domain):
X
1
(z) = Z{x
1
(n)}
X
2
(z) = Z{x
2
(n)}
2. Multiply the two z-Transforms (in z-domain):
X(z) = X
1
(z)X
2
(z)
3. Find the inverse z-Transformof the product (z-domain time
domain):
x(n) = Z
1
{X(z)}
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 14 / 36
Chapter 3: The z-Transform and Its Application
Common Transform Pairs
Signal, x(n) z-Transform, X(z) ROC
1 (n) 1 All z
2 u(n)
1
1z
1
|z| > 1
3 a
n
u(n)
1
1az
1
|z| > |a|
4 na
n
u(n)
az
1
(1az
1
)
2
|z| > |a|
5 a
n
u(n 1)
1
1az
1
|z| < |a|
6 na
n
u(n 1)
az
1
(1az
1
)
2
|z| < |a|
7 cos(
0
n)u(n)
1z
1
cos 0
12z
1
cos 0+z
2
|z| > 1
8 sin(
0
n)u(n)
z
1
sin 0
12z
1
cos 0+z
2
|z| > 1
9 a
n
cos(
0
n)u(n)
1az
1
cos 0
12az
1
cos 0+a
2
z
2
|z| > |a|
10 a
n
sin(
0
n)u(n)
1az
1
sin 0
12az
1
cos 0+a
2
z
2
|z| > |a|
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 15 / 36
Chapter 3: The z-Transform and Its Application
Common Transform Pairs
Signal, x(n) z-Transform, X(z) ROC
1 (n) 1 All z
2 u(n)
1
1z
1
|z| > 1
3 a
n
u(n)
1
1az
1
|z| > |a|
4 na
n
u(n)
az
1
(1az
1
)
2
|z| > |a|
5 a
n
u(n 1)
1
1az
1
|z| < |a|
6 na
n
u(n 1)
az
1
(1az
1
)
2
|z| < |a|
7 cos(
0
n)u(n)
1z
1
cos 0
12z
1
cos 0+z
2
|z| > 1
8 sin(
0
n)u(n)
z
1
sin 0
12z
1
cos 0+z
2
|z| > 1
9 a
n
cos(
0
n)u(n)
1az
1
cos 0
12az
1
cos 0+a
2
z
2
|z| > |a|
10 a
n
sin(
0
n)u(n)
1az
1
sin 0
12az
1
cos 0+a
2
z
2
|z| > |a|
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 16 / 36
Chapter 3: The z-Transform and Its Application
Why Rational?
X(z) is a rational function i it can be represented as the ratio
of two polynomials in z
1
(or z):
X(z) =
b
0
+ b
1
z
1
+ b
2
z
2
+ + b
M
z
M
a
0
+ a
1
z
1
+ a
2
z
2
+ + a
N
z
N
For LTI systems that are represented by LCCDEs, the
z-Transform of the unit sample response h(n), denoted
H(z) = Z{h(n)}, is rational
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 17 / 36
Chapter 3: The z-Transform and Its Application
Poles and Zeros
zeros of X(z): values of z for which X(z) = 0
poles of X(z): values of z for which X(z) =
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 18 / 36
Chapter 3: The z-Transform and Its Application
Poles and Zeros of the Rational z-Transform
Let a
0
, b
0
= 0:
X(z) =
B(z)
A(z)
=
b
0
+ b
1
z
1
+ b
2
z
2
+ + b
M
z
M
a
0
+ a
1
z
1
+ a
2
z
2
+ + a
N
z
N
=
_
b
0
z
M
a
0
z
N
_
z
M
+ (b
1
/b
0
)z
M1
+ + b
M
/b
0
z
N
+ (a
1
/a
0
)z
N1
+ + a
N
/a
0
=
b
0
a
0
z
M+N
(z z
1
)(z z
2
) (z z
M
)
(z p
1
)(z p
2
) (z p
N
)
= Gz
NM

M
k=1
(z z
k
)

N
k=1
(z p
k
)
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 19 / 36
Chapter 3: The z-Transform and Its Application
Poles and Zeros of the Rational z-Transform
X(z) = Gz
NM

M
k=1
(z z
k
)

N
k=1
(z p
k
)
where G
b0
a0
Note: nite does not include zero or .
X(z) has M nite zeros at z = z
1
, z
2
, . . . , z
M
X(z) has N nite poles at z = p
1
, p
2
, . . . , p
N
For N M = 0

if N M > 0, there are |N M| zero at origin, z = 0

if N M < 0, there are |N M| poles at origin, z = 0


Total number of zeros = Total number of poles
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 20 / 36
Chapter 3: The z-Transform and Its Application
Poles and Zeros of the Rational z-Transform
Example:
X(z) = z
2z
2
2z + 1
16z
3
+ 6z + 5
= (z 0)
(z (
1
2
+ j
1
2
))(z (
1
2
j
1
2
))
(z (
1
4
+ j
3
4
))(z (
1
4
j
3
4
))(z (
1
2
))
poles: z =
1
4
j
3
4
,
1
2
zeros: z = 0,
1
2
j
1
2
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 21 / 36
Chapter 3: The z-Transform and Its Application
Pole-Zero Plot
Example: poles: z =
1
4
j
3
4
,
1
2
, zeros: z = 0,
1
2
j
1
2
0.5
0.5 -0.5
-0.5
unit
circle
POLE
ZERO
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 22 / 36
Chapter 3: The z-Transform and Its Application
Pole-Zero Plot
Graphical interpretation of characteristics of X(z) on the
complex plane
ROC cannot include poles; assuming causality . . .
0.5
0.5 -0.5
-0.5
ROC
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 23 / 36
Chapter 3: The z-Transform and Its Application
Pole-Zero Plot
For real time-domain signals, the coecients of X(z) are
necessarily real

complex poles and zeros must occur in conjugate pairs

note: real poles and zeros do not have to be paired up


X(z) = z
2z
2
2z + 1
16z
3
+ 6z + 5
=
0.5
0.5 -0.5
-0.5
ROC
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 24 / 36
Chapter 3: The z-Transform and Its Application
Pole-Zero Plot Insights
For causal systems, the ROC will be the outer region of the
smallest (origin-centered) circle encompassing all the poles.
For stable systems, the ROC will include the unit circle.
0.5
0.5 -0.5
-0.5
ROC
Causal? Yes.
Stable? Yes.
For stability of a
causal system, the
poles will lie inside the
unit circle.
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 25 / 36
Chapter 3: The z-Transform and Its Application
The System Function
h(n)
Z
H(z)
time-domain
Z
z-domain
impulse response
Z
system function
y(n) = x(n) h(n)
Z
Y(z) = X(z) H(z)
Therefore,
H(z) =
Y(z)
X(z)
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 26 / 36
Chapter 3: The z-Transform and Its Application
The System Function of LCCDEs
y(n) =
N

k=1
a
k
y(n k) +
M

k=0
b
k
x(n k)
Z{y(n)} = Z{
N

k=1
a
k
y(n k) +
M

k=0
b
k
x(n k)}
Z{y(n)} =
N

k=1
a
k
Z{y(n k)} +
M

k=0
b
k
Z{x(n k)}
Y(z) =
N

k=1
a
k
z
k
Y(z) +
M

k=0
b
k
z
k
X(z)
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 27 / 36
Chapter 3: The z-Transform and Its Application
The System Function of LCCDEs
Y(z) +
N

k=1
a
k
z
k
Y(z) =
M

k=0
b
k
z
k
X(z)
Y(z)
_
1 +
N

k=1
a
k
z
k
_
= X(z)
M

k=0
b
k
z
k
H(z) =
Y(z)
X(z)
=

M
k=0
b
k
z
k
_
1 +

N
k=1
a
k
z
k
_
LCCDE Rational System Function
Many signals of practical interest have a rational z-Transform.
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 28 / 36
Chapter 3: The z-Transform and Its Application
Inversion of the z-Transform
Three popular methods:
Contour integration:
x(n) =
1
2j
_
C
X(z)z
n1
dz
Expansion into a power series in z or z
1
:
X(z) =

k=
x(k)z
k
and obtaining x(k) for all k by inspection
Partial-fraction expansion and table lookup
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 29 / 36
Chapter 3: The z-Transform and Its Application
Expansion into Power Series
Example:
X(z) = log(1 + az
1
), |z| > |a|
=

n=1
(1)
n+1
a
n
z
n
n
=

n=1
(1)
n+1
a
n
n
z
n
By inspection:
x(n) =
_
(1)
n+1
a
n
n
n 1
0 n 0
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 30 / 36
Chapter 3: The z-Transform and Its Application
Partial-Fraction Expansion
1. Find the distinct poles of X(z): p
1
, p
2
, . . . , p
K
and their
corresponding multiplicities m
1
, m
2
, . . . , m
K
.
2. The partial-fraction expansion is of the form:
X(z) =
K

k=1
_
A
1k
z p
k
+
A
2k
(z p
k
)
2
+ +
A
mk
(z p
k
)
m
k
_
where p
k
is an m
k
th order pole (i.e., has multiplicity m
k
).
3. Use an appropriate approach to compute {A
ik
}
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 31 / 36
Chapter 3: The z-Transform and Its Application
Partial-Fraction Expansion
Example: Find x(n) given poles of X(z) at p
1
= 2 and a double
pole at p
2
= p
3
= 1; specically,
X(z) =
1
(1 + 2z
1
)(1 z
1
)
2
X(z)
z
=
z
2
(z + 2)(z 1)
2
z
2
(z + 2)(z 1)
2
=
A
1
z + 2
+
A
2
z 1
+
A
3
(z 1)
2
Note: we need a strictly proper rational function.
DO NOT FORGET TO MULTIPLY BY z IN THE END.
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 32 / 36
Chapter 3: The z-Transform and Its Application
Partial-Fraction Expansion
z
2
(z + 2)
(z + 2)(z 1)
2
=
A
1
(z + 2)
z + 2
+
A
2
(z + 2)
z 1
+
A
3
(z + 2)
(z 1)
2
z
2
(z 1)
2
= A
1
+
A
2
(z + 2)
z 1
+
A
3
(z + 2)
(z 1)
2

z=2
A
1
=
4
9
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 33 / 36
Chapter 3: The z-Transform and Its Application
Partial-Fraction Expansion
z
2
(z 1)
2
(z + 2)(z 1)
2
=
A
1
(z 1)
2
z + 2
+
A
2
(z 1)
2
z 1
+
A
3
(z 1)
2
(z 1)
2
z
2
(z + 2)
=
A
1
(z 1)
2
z + 2
+ A
2
(z 1) + A
3

z=1
A
3
=
1
3
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 34 / 36
Chapter 3: The z-Transform and Its Application
Partial-Fraction Expansion
z
2
(z 1)
2
(z + 2)(z 1)
2
=
A
1
(z 1)
2
z + 2
+
A
2
(z 1)
2
z 1
+
A
3
(z 1)
2
(z 1)
2
z
2
(z + 2)
=
A
1
(z 1)
2
z + 2
+ A
2
(z 1) + A
3
d
dz
_
z
2
(z + 2)
_
=
d
dz
_
A
1
(z 1)
2
z + 2
+ A
2
(z 1) + A
3
_

z=1
A
2
=
5
9
Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 35 / 36
Chapter 3: The z-Transform and Its Application
Partial-Fraction Expansion
Therefore, assuming causality, and using the following pairs:
a
n
u(n)
Z

1
1 az
1
na
n
u(n)
Z

az
1
(1 az
1
)
2
X(z) =
4
9
1
1 + 2z
1
+
5
9
1
1 z
1
+
1
3
z
1
(1 z
1
)
2
x(n) =
4
9
(2)
n
u(n) +
5
9
u(n) +
1
3
nu(n)
=
_
(2)
n+2
9
+
5
9
+
n
3
_
u(n)

Dr. Deepa Kundur (University of Toronto) The z-Transform and Its Application 36 / 36

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