Complex Variable, Laplace & Z-Transform

Spring 2015-16

WEEK-11
THE Z-TRANSFORM
Introduction:
A sequence is a list of numbers, sequences can be finite, like (2, 2, 3, 4) or infinite, like (1, 2, 3,
x 0 , x1 , x 3 ,

4, 5 . . .). We are interested in infinite sequences. These all have the general form
xk ' s

with the

standing for the numbers in the sequence. We use the short hand:

x k k 0 x 0 , x1 , x 2 ,

The Z-transform is a transform for sequences. Just like the Laplace transform takes a function of
t and replaces it with another function of an auxiliary variable s, well, the Z-transform takes a
sequence and replaces it with a function of an auxiliary variable, z. The reason for doing this is
that it makes difference equations easier to solve, again, this is very like what happens with the
Laplace transform, where taking the Laplace transform makes it easier to solve differential
equations.
The subject of solving recurrence equations (difference equations) arise in many areas such as
combinatory, probability theory, discrete time control theory, economics etc. There are
several powerful methods available to solve these equations such as, summing factors,
generating functions, Z transformations, Operator methods etc. It has only been in the last few
decades that interest in the Z transform has evolved, mostly due to the rapid development of
integrated circuit technology and microprocessor architecture. Z-transform techniques have
now become a major tool in electrical, computer, and communication engineering.
Definition:
un , n
Suppose we have a sequence
by

u0 , u1 , u2 , , un ,

.Then z transform of a sequence

n 0

n0

u ( z ) u n z n u n

is given

1
zn

Since this is an infinite summation it will not always converge. The set of values of z for which it
exists is called the region of convergence (ROC).

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Complex Variable, Laplace & Z-Transform

Spring 2015-16

u 0 , u1 , u 2 , , u n ,
The sequence

is a function of integer; however its Z transform is a function

u n u (z )
of complex variable z. Mathematically we write
and output is function of z.
un
The function

. Note that input is function of n

is called inverse Z-transform of

u n Z 1 u ( z )

u (z )

and is denoted by

Transform of Important Sequence:

1. Z { an } =

z
,|z|>|a|
za

Z {( e ) }=
a n

z
zea
ia

2. Z {1 }=

z
,|z|>1
z1

3. Z { n }=

z
,|z|>1
( z1 )2

Z {n }=
2

sin a =

cos a =

z ( z +1)
,|z|>1
3
( z1)

4. Z { n p }= z

Or,

Some important formulae

d
dz

){ }

z ||
, z >1
z 1

p 1
z d Z n

p
dz
Z{n }

z
n = 2 ,(n 0)
2
z +1

7. Z { cos a n }=

e a ea
2

cosh a =

, p is a positive integer.
z sin a
5. Z { sin a n }= 2
,(n 0)
z 2 z cos a+1
6. Z sin

eia + eia
2

sinh a =

z 2z cos a
,(n 0)
2
z 2 z cos a+1
Page 2 of 12

ia

e e
2i

e a + ea
2

Complex Variable, Laplace & Z-Transform

Spring 2015-16

z2
8. Z cos 2 n = z 2 +1 ,( n 0)

9. Z { sinh a n }=

z sin h a
,(n 0)
z 2 z cos h a+1
2

10. Z { cosh a n }=

z 2z cos h a
,(n 0)
z 22 z cos h a+1

Some important expansion:

1. A very important infinite series which occurs often in applications and in algebra has the form:
(1 x) n 1 nx

n(n 1) 2 n(n 1)( n 2) 3

x
x
2!
3!

x 1.

in which n is a given number and x is a variable. This series converges, irrespective of the value
x 1

of n, as long as
e x 1

x x2 x3 x 4

1! 2! 3! 4!

2.
log(1 x)

x x 2 x3 x 4

1 2
3
4

x 1

3.
A geometric progression, or G.P., is a sequence where each new term after the first term is obtained by
multiplying the preceding term by a constant r, called the common ration. If the first term of the sequence
is a then the geometric progression (G.P.) is
a, ar, ar 2 , ar 3 ,... ... ...

The sum to infinity of a geometric progression with starting value a and a common ratio r is given by

a
S
, 1 r 1
1 r

1 r n
S n a.
1 r

and the sum finite geometric progression is

We consider Z-transforms of some simple sequences using definition

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Complex Variable, Laplace & Z-Transform

Z {a n }
1. Show that by definition

Spring 2015-16

z
,z a
za

an z n

Z {a n }

n0

Solution: By definition,
1

a a2 a3

z z2 z3
S

(It is a Geometric Progression with first term a=1 and common ratio r=a/z,
1

In particular, when

Z{a n} z
z a

a 1

we have,

a2

When

we have,

a 2

a
z

a
, r 1)
1 r

z
za

za
,

Z{1n} z , z 1
z 1
Z{2n} z , z 2
z2

we have,

Z{ 2 n} z , z 2
z2

When
Z cos n

2. Prove that,

z 2 z cos , z 1
z 2 2 z cos 1

Z sin n
and

Solution: We have from definition of Z-Transform,

Z ( e i ) n

z
z e i

Page 4 of 12

z sin
, z 1
2
z 2z cos 1

Complex Variable, Laplace & Z-Transform

Z e in

Spring 2015-16

z ( z e i )
( z e i )( z e i )

Z cos n i sin n

z ( z cos i sin )
z 2 ze i ze i 1

[using Euler formula

Z cos n i sin n

z ( z cos i sin )
e i e i
1
z 2 2 z
2

Z cos n i sin n

z ( z cos i sin )
z 2 2 z cos 1

Z cos n iZ sin n

e i cos i sin

z 2 z cos
z sin
i 2
2
z 2 z cos 1 z 2 z cos 1

Equating real and imaginary parts, we get

2
Z cos n z z cos ) , z 1
z 2 2 z cos 1

If we put

we can have,

z
Z cos n 2
2
z 1

Z sin n

and

z
Z sin n 2
2
z 1

3. Show that by definition

and
Solution: From definition of Z-transform, we have

Z sin n
2

n 0

z sin
, z 1
2
z 2 z cos 1

z
Z sin n 2
2
z 1

z2
Z cos n 2
2
z 1

sin n 1 1 1
2
z z3 z5

1
1
z
1
1
1

2
1 2 4
2
z 1 ( 1 / z )
z 1
z
z
z

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Complex Variable, Laplace & Z-Transform

Spring 2015-16

Z sin n 2
, z 1
2
z 1

Z cos n
2

Again,

z n cos n2

n 0

1
z2

1
z4

1
z2

2
z2 1
1 (1 / z )

Z cos n 2
, z 1
2
z 1

4. Derivatives of the transformation

Z{n p } z d Z{n p 1}
dz

, p being a positive integer.

From the definition,

Z {n p 1}

n p 1 z n

n 0

Differentiating both with respect to z, we have

d
1
Z {n p 1} n p 1 (n) z n 1 z 1 n p z n Z {n p }
dz
z
n0
n0

Therefore,

Z n p z

d
Z n p1
dz

The following results can be obtained by using the above formula.

p 1

(a) Taking

,
Z n z

d
Z 1 z d z z 2
dz
dz z 1
( z 1)

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Complex Variable, Laplace & Z-Transform

2

d
Z n z d z 2 z z3
dz
dz ( z 1)
( z 1)

Z n2 z
(b)

Z n 3 z
(c)

Spring 2015-16

d
d z2 z
z 3 4z 2 z

Z n 2 z

dz
dz ( z 1) 3
( z 1) 4

n 1

Example:

Find

by definition.

1 n
1
1
1
Z
z

1
2
n

1
n 1
2 z 3z
n 0

Solution: From definition,

1
1
1

z 2 3
3z
z 2z

z
z ln 1 z ln

z 1

Properties of Z-transform:
For the following let,
Z (u n ) u ( z ),
Z (v n ) v ( z )
1. Linearity:

Z aun bvn aZ u n bZ vn

where a, b are constant.

Proof:

From definition,

Z {aun bvn }

(au n bvn ) z n a

n0

n 0

u n z n b

nz

aZ{u n } bZ{v n }

n 0

This theorem states that the Z-transform is a linear operator.

Example:

Z 5 n1 3n cos 2 n Z 5 n.5 Z 3n Z 12 (1 cos n

2
4

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Complex Variable, Laplace & Z-Transform

Spring 2015-16

5Z 5 n 3 n 12 Z 1 12 Z cos n
2

5.

Example:

z
z
1 z
1 z2
3.

.
z 5
( z 1) 2 2 z 1 2 z 2 1

Z 5 n 2 6n 3n 2 cos 2 n Z 5 n .5 2 Z 6n Z 3n 2 Z 12 (1 cos n
4
2

5 2 Z 5 n 6 n 3n 2 12 Z 1 12 Z cos n
2

25.

Z 5e
Example:

z
z
z ( z 1) 1 z
1 z2
6.

3
.

z 5
( z 1) 2
( z 1) 3 2 z 1 2 z 2 1

3n 5Z (e ) 3Z n
1 n

5.

z
z
3.
1
ze
( z 1) 2

2. Change of scale/ Damping Property:

If

Z{un } u {z}

then

Z{a nun } u

(i)

and

Z{a nu n } u (az)

(ii)

Z {a n u n }

Proof:

The factor

a n u n z n

n 0

By definition,
a n

u n (az) n u {az}

n 0

a 1
when

, damps the function

n 0

n0

Z {a n u n } a n u n z n u n

un

, and hence the name damping rule.

1 n
z
z

un

n
a
a
n 0

Similarly

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Complex Variable, Laplace & Z-Transform

Spring 2015-16

Example:

2z

Z 2 n n

z 2

Using damping rule show that

Solution:

2z

Z 2 n n

z 2 2

Z n

z 1 2

We know,
Hence by damping property,

z
2

Z 2 n n

z 2
1
2

2z

z 2 2

3. Left shifting property:

If

Z{u n } u {z}

then

k u ( z ) u 1 k 1
z
Z u

0 z


nk
z k 1

Z {u n k }

Proof:

By definition,

un k z n z k

n0

u n k z (n k )

Page 9 of 12

n0

Complex Variable, Laplace & Z-Transform

Spring 2015-16

z k [u k z k u k 1 z ( k 1)
u 0 u1 z 1 u k 1 z ( k 1) u 0 u1 z 1 u k 1 z ( k 1) ]

n 0

u n z n u 0 u1 z 1 u k 1 z ( k 1)

z k u ( z ) u 0 u1 z 1 u k 1 z ( k 1)

Z {1 / n!} e1 / z .

Example: Show that

and

1 n
1

n
!
n!
n 0

Solution: We have

z 1 z 2 z 3

1!
2!
3!

e1/ z
(1 / n !)

Shifting

one unit to the left gives

1

1
z Z u0
( n 1)!
n !

1
z Z 1
1/ z
(n 1)!
n !
z e 1

(1 / n !)

Shifting

1 /(n 2)!

{1 /( n 1)!}

Hence evaluate

two units to the left gives

u1
1
1
2
z Z u 0 11
z
n!
(n 2)!

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Complex Variable, Laplace & Z-Transform

1
2 1/ z
1
z e 1 z
(n 2)!

Spring 2015-16

un 0

4. Right shifting (although usually we assume

conditions when solving difference equation)
Z{un k }

z k u ( z)

k 1

i0

for n<0 we use

u 1 , u 2

for initial

u
z i
ik

Exercise Set: 11
1. Find the Z-transforms of the following sequences by definition .Also write down the region
of convergence.
1
1
a n a
e
cos an .
sin an,
( n 1)!
e ( n1) a
n
n!
2n
(a)
, (b) , (c)
, (d)
, (e)
(g)
, (f)
2. Using the linearity property, find the Z-transforms of the following functions:
4(0.2) n 6(2) n

( n 1) 2
, (b)

(a)

5 n n(n 1)
, (c)

cos(3n) 2 sin(3n).
, (d)

3. Using damping rule show that

z2
Z 5 n cos n
.

2 z 2 5 2
(a)

5z
Z{5n sin n}
.
2
z 2 52
(b)
4. Show that
Z sinh n

(a)
Z cosh n

(b)

z sinh
2

z 2 z cosh 1

z ( z cosh )
2

z 2 z cosh 1

Page 11 of 12

Complex Variable, Laplace & Z-Transform

Z n2
5. Show that

Spring 2015-16

z2 z
( z 1) 3
. Hence evaluate

Z n 1

Page 12 of 12