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Presented By-: Mohammad Rameez

A generalization of Fourier transform


Why generalize it?
FT does not converge on all sequence
Notation good for analysis
Bring the power of complex variable theory deal
with the discrete-time signals and systems
Why z-Transform?
The z-transform of sequence x(n) is defined by
Definition

=
n
n
z n x z X ) ( ) (
Let z = e
je
.
( ) ( )
j j n
n
X e x n e
e e

=
=

Fourier Transform
z-Plane
Re
Im
z = e
je
e

=
n
n
z n x z X ) ( ) (
( ) ( )
j j n
n
X e x n e
e e

=
=

Fourier Transform is to evaluate z-transform
on a unit circle.
The z-Transform
Zeros and Poles
Give a sequence, the set of values of z for
which the z-transform converges, i.e.,
|X(z)|<, is called the region of convergence.
Definition
< = =


=

n
n
n
n
z n x z n x z X | || ) ( | ) ( | ) ( |
ROC is centered on origin and
consists of a set of rings.
A stable system requires that its Fourier
transform is uniformly convergent.
Stable Systems
Re
Im
1
Fact: Fourier transform is to evaluate z-
transform on a unit circle.
A stable system requires the ROC of z-
transform to include the unit circle.
Example: A right sided Sequence
) ( ) ( n u a n x
n
=
n
n
n
z n u a z X

= ) ( ) (

=
0 n
n n
z a

=
0
1
) (
n
n
az
For convergence of X(z), we
require that
<

0
1
| |
n
az
1 | |
1
<

az
| | | | a z >
a z
z
az
az z X
n
n

= =

1
0
1
1
1
) ( ) (
| | | | a z >
a a
Example: A right sided Sequence ROC
for x(n)=a
n
u(n)
| | | | , ) ( a z
a z
z
z X >

=
Re
Im
1
a a
Re
Im
1
Which one is stable?
Example: A left sided Sequence
) 1 ( ) ( = n u a n x
n
n
n
n
z n u a z X

= ) 1 ( ) (
For convergence of X(z), we
require that
<

0
1
| |
n
z a
1 | |
1
<

z a
| | | | a z <
a z
z
z a
z a z X
n
n

= =

1
0
1
1
1
1 ) ( 1 ) (
| | | | a z <
n
n
n
z a

=
1
n
n
n
z a

=
1
n
n
n
z a

=
0
1
a a
Example: A left sided Sequence ROC
for x(n)=a
n
u( n1)
| | | | , ) ( a z
a z
z
z X <

=
Re
Im
1
a a
Re
Im
1
Which one is stable?
The z-Transform
Region of
Convergence
Represent z-transform as a Rational
Function
) (
) (
) (
z Q
z P
z X =
where P(z) and Q(z) are
polynomials in z.
Zeros: The values of zs such that X(z) = 0
Poles: The values of zs such that X(z) =
Example: A right sided Sequence
) ( ) ( n u a n x
n
=
| | | | , ) ( a z
a z
z
z X >

=
Re
Im
a
ROC is bounded by the
pole and is the exterior
of a circle.
Example: A left sided Sequence
) 1 ( ) ( = n u a n x
n
| | | | , ) ( a z
a z
z
z X <

=
Re
Im
a
ROC is bounded by the
pole and is the interior
of a circle.
A ring or disk in the z-plane centered at the origin.
The Fourier Transform of x(n) is converge absolutely iff the ROC includes
the unit circle.
The ROC cannot include any poles
Finite Duration Sequences: The ROC is the entire z-plane except possibly
z=0 or z=.
Right sided sequences: The ROC extends outward from the outermost finite
pole in X(z) to z=.
Left sided sequences: The ROC extends inward from the innermost
nonzero pole in X(z) to z=0.

Properties of ROC
More on z-Transform
Re
Im
a b c
Consider the z-transform
with the pole pattern:
Case 1: A right sided Sequence.
More on Rational z-Transform
Re
Im
a b c
Consider the rational z-transform
with the pole pattern:
Case 2: A left sided Sequence.
More on Rational z-Transform
Re
Im
a b c
Consider the rational z-transform
with the pole pattern:
Case 3: A two sided Sequence.
More on Rational z-Transform
Re
Im
a b c
Consider the rational z-transform
with the pole pattern:
Case 4: Another two sided Sequence.
The z-Transform
Important
z-Transform Pairs
Z-Transform Pairs
Sequence z-Transform ROC
) (n o 1
All z
) ( m n o
m
z

All z except 0 (if m>0)


or (if m<0)
) (n u
1
1
1

z
1 | | > z
) 1 ( n u
1
1
1

z
1 | | < z
) (n u a
n
1
1
1

az
| | | | a z >
) 1 ( n u a
n
1
1
1

az
| | | | a z <
The z-Transform
z-Transform Theorems
and Properties
Linearity
x
R z z X n x e = ), ( )] ( [ Z
y
R z z Y n y e = ), ( )] ( [ Z
y x
R R z z bY z aX n by n ax e + = + ), ( ) ( )] ( ) ( [ Z




Overlay of
the above two
ROCs
Shift
x
R z z X n x e = ), ( )] ( [ Z
x
n
R z z X z n n x e = + ) ( )] ( [
0
0
Z
Multiplication by an Exponential Sequence
+
< < =
x x-
R z R z X n x | | ), ( )] ( [ Z
x
n
R a z z a X n x a e =

| | ) ( )] ( [
1
Z
Differentiation of X(z)
x
R z z X n x e = ), ( )] ( [ Z
x
R z
dz
z dX
z n nx e =
) (
)] ( [ Z
Reversal
x
R z z X n x e = ), ( )] ( [ Z
x
R z z X n x / 1 ) ( )] ( [
1
e =

Z
Convolution of Sequences
x
R z z X n x e = ), ( )] ( [ Z
y
R z z Y n y e = ), ( )] ( [ Z
y x
R R z z Y z X n y n x e = ) ( ) ( )] ( * ) ( [ Z
What are Signals
(c.f. Kuhn 2005 and Oppenheim et al. 1999)

flow of information: generally convey information about
the state or behavior of a physical system.
measured quantity that varies with time (or position)
electrical signal received from a transducer (microphone,
thermometer, accelerometer, antenna, etc.)
electrical signal that controls a process

continuous-time signal: Also know as analog signal.
voltage, current, temperature, speed, speech signal, etc.
discrete-time signal: daily stock market price, daily average
temperature, sampled continuous signals.
Examples of Signals
types in dimensionality:
speech signal: represented as a function over time. -- 1D
signal
image signal: represented as a brightness function of two
spatial variables. -- 2D signal
ultra sound data or image sequence 3D signal

Electronics can only deal easily with time-dependent signals,
therefore spatial signals, such as images, are typically first
converted into a time signal with a scanning process (TV,
fax, etc.)
Generation of Discrete-time Signal
In practice, discrete-time signal can often arise from
periodic sampling of an analog signal.
< < = n - nT x x
a
], [
What is Signal Processing (Kuhn 2005)

Signals may have to be transformed in order to
amplify or filter out embedded information
detect patterns
prepare the signal to survive a transmission channel
undo distortions contributed by a transmission channel
compensate for sensor deficiencies
find information encoded in a different domain.

To do so, we also need:
methods to measure, characterize, model, and simulate
signals.
mathematical tools that split common channels and
transformations into easily manipulated building blocks.
35
Introduction
oThe analysis of any sampled signal in frequency
domain is difficult using s-plane representation
(Laplace transform) because the equations will
contain infinite long polynomials due to the
characteristic infinite number of poles & zeroes.
oThis problem is overcome by z-transform, which
reduces the poles & zeroes to a finite number in
the z-plane.
oThe purpose of z-transform is to map any point s
= j in the s-plane to a corresponding point
z(r) in the z-plane by the relationship z = e
sT
.
36
+T is the sampling period. Hence,
z
-n
= e
-nsT

which correspond to a delay of n periods.
Therefore, the z-transform of x*(t) is given by:



oThe nth sample can be written as x(n) & thus

(5.4)
( ) | | ( ) ( )
n
n
z nT x z X t x Z

= =
0
*
( ) ( )
n
n
z n x z X

=
0
37
oEvaluating X(z) at the complex number z = re
j
:



(5.5)
oIf r = 1, the z-transform evaluated on the unit
circle gives the Fourier transform of the sequence
x(n)!
oz-transform is used to analyze discrete-time
systems for finding the transfer function, stability
& digital network realizations of the system.
( ) ( )( ) ( ) | |
n j
n
n
n
j
n
re z
e r n x re n x z X
j
e e
e

=
=

= =
38
+Example 5.1
Determine the z-transform for the analog input
signal x(t) = e
-aT
applied to a digital filter.
+Solution
Using equation 1.15 and letting k = nT gives



For t = nT, the sampled signal sequence is
x(nT) = [e
0
, e
-aT
, e
-2aT
, e
-3aT
, ]


=

=
= =
n n
nT t t x k t t x t x ) ( ) ( ) ( ) ( ) ( o o
39
By applying equation 5.4,
X(z) = 1 + e
-aT
z
-1
+ e
-2aT
z
-2
+ e
-3aT
z
-3
+

X(z) =

Using infinite summation formula of ,
where ,

( )

=

=
0 0
1
n n
n
aT n anT
z e z e

=

=
0
1
1
k
k
o
o
1 < o
( )
aT aT
e z
z
z e
z X

=
1
1
1
40
Definition of z-Transform
oThe z-transform of a discrete-time signal x(n) is
defined as the power series

(5.6)
where z is a complex variable.
oThis expression is two-sided z-transform.
oIf x(n) is a causal sequence, x(n) = 0 for n < 0,
then its z-transform is given by


oThis expression is one-sided z-transform.
( ) | | ( ) ( )

= =
n
n
z n x z X n x Z
( ) ( )

=
0 n
n
z n x z X
41
oThis causal sequence produces negative powers
of z in X(z).
oGenerally, x(n) is assumed as a causal sequence,
unless it is otherwise stated.
oIf x(n) is a non-causal sequence, x(n) = 0 for n >
0, then its z-transform is given by



oThis is also called a one-sided z-transform.
oThis non-causal sequence produces positive
powers of z in X(z).
( ) ( )

=
1
n
n
z n x z X
42
Definition of Inverse
z-Transform
oThe inverse z-transform is derived to recover the
original time domain discrete signal x(n) from its
frequency domain signal X(z).

oThe operation can be expressed mathematically:

x(n) = Z
-1
[X(z)]
43
Region of Convergence (ROC)
oEquation 5.5 is the Fourier transform of the
modified sequence x(n)r
-n
.
oIf r = 1, i.e. |z| = 1, X(z) reduces to its Fourier
transform.
oThe series of the above equation converges if
x(n)r
-n
is absolutely summable, i.e.



( ) <

n
n
r n x
44
oThe set of z values in the z-plane, for which the
magnitude of X(z) is finite is called the Region of
Convergence (ROC).
oThe condition for X(z) to be finite is |z| > 1 (area
outside the unit circle in the z-plane).
oThe ROC z-transform is bounded by the location
of its poles.
oExample, the z-transform of the unit step
response u(n) is given by

( )
1
=
z
z
z X
45
+which has a zero at z = 0 & a pole at z = 1.
+The ROC is |z| > 1 & extending all the way to .
46
Important Properties of ROC
(i) X(z) converges uniformly if & only if the ROC
of the z-transform X(z) includes the unit circle.
The ROC of X(z) consists of a ring in the z-
plane centered about the origin. The ROC of the
z-transform of x(n) has values of z for which
x(n)r
-n
is absolutely summable.


(ii)When x(n) is of finite duration, the ROC is the
entire z-plane, except possibly z = 0 & z = .
( ) <

n
n
r n x
47
(iii)If x(n) is a right-sided sequence, the ROC will
not include .

(iv)If x(n) is a left-sided sequence, the ROC will
not include z = 0. However, if x(n) = 0 for all
n > 0, the ROC will include z = 0.

(v)If x(n) is two-sided & if the circle |z| = r
o
is in
the ROC, the ROC will consist of a ring in the
z-plane that includes the circle |z| = r
o
.
48
(vi)If X(z) is rational, then the ROC extends to
infinity, i.e. the ROC is bounded by poles.

(vii)If x(n) is causal, the ROC includes z = .

(viii)If x(n) is anti-causal, the ROC includes z = 0.
49
50
51
Property Signal z-transform
Transformation x(n)
Inverse transformation X(z)
Linearity a
1
x
1
(n) + a
2
x
2
(n) a
1
X
1
(z) + a
2
X
2
(z)
Time reversal x(-n) X(z
-1
)
Time shifting i) x(n - k)
ii) x(n + k)
i) z
-k
X(z)
ii) z
k
X(z)
Convolution x
1
(n) x
2
(n) X
1
(z)X
2
(z)
Correlation
Scaling a
n
x(n) X(a
-1
z)
Differentiation nx(n) or
Time differentiation x(n) - x(n - 1) X(z)(1 - z
-1
)
Time integration
Initial value theorem
Final value theorem
( ) ( )

=
0 n
n
z n x z X
( ) dz z z X
j
n 1
2
1

}
t
-
( ) ( ) ( )

=
=
n
x x
l n x n x l r
2 1
2 1 ( ) ( ) ( )
1
2 1
2 1

= z X z X z R
x x
( )
1
1

dz
z dX
z
( )
dz
z dX
z
( )

=0 k
k X
( ) n x
n 0
lim

( ) n x
n
lim
( )
|
.
|

\
|

=
1 z
z
z X
( ) z X
z
lim
( ) z X
z
z
z
|
.
|

\
|

1
1
lim
52
Linearity
oIf x
1
(n) X
1
(z) & x
2
(n) X
2
(z), then

x(n) = a
1
x
1
(n) + a
2
x
2
(n) X(z) = a
1
X
1
(z) + a
2
X
2
(z)

where a
1
& a
2
are arbitrary constants.

oThe z-transform of a linear combination of
signals is the same linear combination of their z-
transforms.
z

53
+Example 5.3
Determine the z-transform of the signal
x(n) = (n+1) + 3(n) + 6(n-3) - (n-4),
the corresponding discrete signals & the ROC.

+Solution
Using linearity property,
X(z) = Z{(n+1)} + 3Z{(n)} + 6Z{(n-3)} - Z{(n-4)}
X(z) = z + 3 + 6z
-3
- z
-4

x[n] = {1, , 0, 0, 6, -1}
ROC: Entire z-plane except at z = 0 & z = .

3
54
Time Reversal
If x(n) X(z), ROC: r
1
< |z| < r
2
, then

x(-n) X(z
-1
), ROC:
Example 5.4
Find the z-transform of the signal x(n) = u(-n) &
the ROC.
We know that , ROC: |z| > 1. Using
time reversal property,

, ROC: |z| < 1.
z

z
1 2
1 1
r
z
r
< <
( )
1

z
z
n u
z
( )
z z
z
n u
z

1
1
1
1
1
55
Time Shifting
oIf x(n) X(z), then x(n - k) z
-k
X(z)
oThe ROC of z
-k
X(z) is the same as X(z) except for
z = 0 if k > 0 & for z = if k < 0.

oExample 5.5
By applying the time shifting property, determine
the inverse z-transform of the signal

z

( )
1
1
3 1

=
z
z
z X
56
+Solution
From the time shifting property, we have k = 1.




where


Hence, x(n) = 3
n
u(n)
x(n) = 3
n-1
u(n - 1)
( ) ( ) z X z
z
z
z X
1
1
1
1
3 1

=
( )
1
1
3 1
1

=
z
z X
57
Scaling
oIf x(n) X(z), ROC: r
1
< |z| < r
2
, then

a
n
x(n) X(a
-1
z), ROC: |a|r
1
< |z| < |a|r
2


where a is constant which can be real or complex.

Example 5.6
Find the z-transform of x(n) = 2
n
u(n-2) by
applying the scaling property.
z

58
( ) ( )
1
1
1

=
z
n u Z
( ) ( )
1
2
1
2

=
z
z
n u Z
( ) ( )
1 1
2
1
2
1
2 2

=
z z
n
z
z
n u Z
( ) ( )
( )
1
2
1
2
1
2 1
4
2 1
2
2 2

=
z
z
z
z
n u Z
n
59
Differentiation
oIf x(n) X(z), then

or

Example 5.7
Find the z-transform of x(n) = n
2
u(n) by applying
the differentiation property.
Solution
x(n) = n
2
u(n)

z

( )
( )
dz
z dX
z n nx
z

( )
1
1

dz
z dX
z
( ) ( ) ( ) ( ) ( ) ( ) n nu n Z n u n Z z X = =
2
60
( ) ( ) ( ) | | n nu Z
dz
d
z z X
1
1

=
( )
( )
( ) ( )
( ) ( ) ( )( ) ( )
(
(

1 1 2 1
1
1
1
1 1
2
1
2
2
1
1
2
1
1
1
1
z z z
z
z
z
z
dz
d
z z X
( )
( )( )
( )
4
1
1 1 1
1
1
2 1 1

+
=
z
z z z
z z X
( )
( )
3
1
1
1
1
1

+
=
z
z
z z X
61
Convolution
+It is expressed as
x(n) = x
1
(n) x
2
(n) =

If x
1
(n) X
1
(z) & x
2
(n) X
2
(z), then

x(n) = x
1
(n) x
2
(n) X(z) = X
1
(z)X
2
(z)
Example 5.8
Find the z-transform of the convolution x[n] of the
signals
x
1
[n] = { , -2, 1}
-
( ) ( )

=

n
k
k x k n x
0
2 1
z

-
z

| |

s s
=
otherwise
n
n x
5 0
, 0
, 1
2

4
62
+Solution

X
1
(z) = 4 - 2z
-1
+ z
-2

X
2
(z) = 1 + z
-1
+ z
-2
+ z
-3
+ z
-4
+ z
-5

X(z) = X
1
(z)X
2
(z) = (4 - 2z
-1
+ z
-2
)( 1 + z
-1
+ z
-2
+ z
-3

+ z
-4
+ z
-5
)
X(z) = 4 + 4z
-1
+ 4z
-2
+ 4z
-3
+ 4z
-4
+ 4z
-5
- 2z
-1
- 2z
-2

- 2z
-3
- 2z
-4
- 2z
-5
- 2z
-6
+ z
-2
+ z
-3
+ z
-4
+ z
-5

+ z
-6
+ z
-7

X(z) = 4 + 2z
-1
+ 3z
-2
+ 3z
-3
+ 3z
-4
+ 3z
-5
- z
-6
+ z
-7
63
Correlation
+If x
1
(n) X
1
(z) & x
2
(n) X
2
(z), then



z

( ) ( ) ( ) ( ) ( ) ( )
1
2 1 2 1
2 1 2 1

=
= =

z X z X z R l n x n x l r
x x
n
z
x x
64
+Example 5.9
Determine the correlation sequence of the
sequences given below by using the correlation
property of z-transform.

x
1
[n] = { , 2, 3, 4}

x
2
[n] = { , 3, 2, 1}
( ) l r
x x
2 1

1
65
Initial Value Theorem
+If x(n) is a causal sequence with z-transform
X(z), the initial value can be determined by:
( ) ( ) ( ) z X
z
n x
n
x

=

=
lim
0
lim
0
66
Final Value Theorem
+If X(z) = Z(x(n)) & the poles of X(z) are all
inside the unit circle, the final value of the
sequence, x(), can be determined by :
( ) ( ) ( ) ( ) ( ) z X z
z
n x
n
x
1
1
1
lim
lim

=

=
67
Time Delay
(for one-sided z-transform)
oIf x(n) X(z), then


, k > 0
( ) ( ) ( ) |
.
|

\
|
+

=

k
n
n k
z
z n x z X z k n x
1
z

68
Time Advance
(for one-sided z-transform)
oIf x(n) X(z), then


, k > 0

z

( ) ( ) ( ) |
.
|

\
|
+

1
0
k
n
n k
z
z n x z X z k n x
69
Signal x(t) Sequence
x[n]
z-Transform X(z) ROC
(t) [n] 1 All z-plane
(t - k) [n k] z
-k
|z| > 0, k > 0
|z| < , k < 0
u(t) u[n] |z| > 1
-u[-n 1] |z| < 1
r(t) = tu(t) nu[n] |z| > 1
a
n
u[n] |z| > |a|
-a
n
u[-n 1] |z| < |a|
1 1
1
1


z
z
z
1 1
1
1


z
z
z
( )
( )
2 2
1
1
1
1

=

z
z
z
z
a z
z
az
=

1
1
1
a z
z
az
=

1
1
1
z-Transform Pairs (1)
70
Signal x(t) Sequence
x[n]
z-Transform X(z) ROC
na
n
u[n] |z| > |a|
-na
n
u[-n 1] |z| < |a|
e
-at
e
an
|z| > |e
-a
|
t
2
n
2
u[n] |z| > 1
te
-at
ne
an
|z| > |e
-a
|
sin
o
t Sin
o
n |z| > 1
cos
o
t cos
o
n |z| > 1
( )
2
a z
az

( )
2
a z
az

a a
e z
z
z e

1
1
1
( )
( )
( )
( )
3 3
1
1
1
1
1
1
1

+
=

z
z z
z
z
z
( ) ( )
2 2
1
1
1
a
a
a
a
e z
ze
z e
e z

1 cos 2
sin
2
+
o
o
z z
z
e
e
( )
1 cos 2
cos
2
+

o
o
z z
z z
e
e
z-Transform Pairs (2)
71
Evaluation of the Inverse
z-Transform
o There are basically three methods to perform
the inverse z-transform:

I) Long division method

II) Partial fraction expansion method

III)Residue method.
72
Long Division Method
oThe z-transform of a signal which is expressed
as the ratio of two polynomials in z, is simply
divided out to produce a power series in the form
of an equation.
oThe coefficients representing the sequence
values are in the time domain.



owhere the coefficients a
n
are the values of x(n).
( )
( )
( )

=

+ + + = = =
0
2
2
1
1
0
0
...
n
n
n
z a z a z a z a
z D
z N
z X
73
oThe coefficient of z
-K
is the Kth term in the
sequence.
oThe ROC will determine whether the series has
positive or negative exponents.
74
oFor right hand sequences (causal sequences) will
have primarily negative exponents, while left
hand sequences (anti-causal sequences) will have
positive exponents.

oFor annular ROC, a Laurent expansion will give
both the positive & negative exponents.
75
+Example 5.11
A system has an impulse response h[n] = { , 2, 3)
& output response of y[n] = { , 1, 2, -1, 3}.
Determine the input sequence x[n] by using long
division method.
+Solution
Performing the z-transform of h(n) & y(n):
H(z) = Z[h(n)] = 1 + 2z
-1
+ 3z
-2

Y(z) = Z[y(n)] = 1 + z
-1
+ 2z
-2
- z
-3
+ 3z
-4
( ) ( ) ( ) z X z H z Y =
( )
( )
( )
2 1
4 3 2 1
3 2 1
3 2 1


+ +
+ + +
= =
z z
z z z z
z H
z Y
z X

1
76
X(z) = 1 - z
-1
+ z
-2

x[n] = { , -1, 1}.
1 - z
-1
+ z
-2

1 + 2z
-1
+ 3z
-2
1 + z
-1
+ 2z
-2
- z
-3
+ 3z
-4

1 + 2z
-1
+ 3z
-2

- z
-1
- z
-2
- z
-3

- z
-1
- 2z
-2
- 3z
-3

+ z
-2
+ 2z
-3
+ 3z
-4

+ z
-2
+ 2z
-3
+ 3z
-4

0

1
77
Partial Fraction Expansion
Method
oIt is used to decompose a signal or a system
transfer function into a sum of standard functions.
oThe denominator of the transfer function H(z)
need to be factorized into prime factors.
oFor simple poles, H(z) can be expressed in the
following form with m s n,
( )
( )( ) ( )
n
m
m m m
o
p z p z p z
a z a z a z a
z H

+ + + +
=

...
...
2 1
2
2
1
1
( )
n
n
o
p z
A
p z
A
p z
A
A z H

+ +

+ = ...
2
2
1
1
78
+where




+With repeated linear roots, we have the terms:
( )
n m
n m
if
if a
z H
z
A
o
o
<
=

=

=
, 0
, lim
( ) ( ) . ,..., 3 , 2 , 1 n i for z H p z A
i
p z
i i
= =
=
( ) ( )
r
i
ir
i
i
i
i
p z
A
p z
A
p z
A

+ +

...
2
2 1
79
+where








+The inverse z-transform can be obtained from
the table.
( ) ( )
i
p z
r
i ir
z X p z A
=
=
( )
( ) ( )
i
p z
r
i r i
z X p z
dz
d
A
=

=
1
( )
( ) ( )
i
p z
r
i
k
k
k r i
z X p z
dz
d
k
A
=

=
!
1
( )
( ) ( )
i
p z
r
i
r
r
i
z X p z
dz
d
r
A
=

=
1
1
1
! 1
1
80
+Example 5.12
By using the partial fraction expansion method,
find the inverse z-transform of


Solution
( )
2 1
1
8 6 1
8 4

+ +
+
=
z z
z
z H
( )
( )( )
1
2
1
1
1 1
1
2 1
1
2 1 4 1 2 1 4 1
8 4
8 6 1
8 4

+
+
+
=
+ +
+
=
+ +
+
=
z
A
z
A
z z
z
z z
z
z H
( ) ( ) 12
6
2 1
8 4
4 1
2
1
4
1
1
1
4
1
1
1
1
1
=

=
+
+
= + =
=

z
z
z
z
z H z A
81
Thus,


Taking the inverse z-transform,
( ) ( ) 8
1
8
4 1
8 4
2 1
2
1
1
1
2
1
1
2
1
1
=

=
+
+
= + =
=

z
z
z
z
z H z A
( )
1 1
2 1
8
4 1
12

+
+
+

=
z z
z H
( ) ( ) ( ) ( ) ( ) n u n h
n n
2 8 4 12 + =
History

The z-transform was introduced, under this name, by Ragazzini and Zadeh in
1952. The modified or advanced Z-transform was later developed by E. I. Jury,
and presented in his bookSampled-Data Control Systems (John Wiley & Sons
1958). The idea contained within the Z-transform was previously known as the
"generating function method."

Why z-Transform?
A generalization of Fourier transform
Why generalize it?
FT does not converge on all sequence
Notation good for analysis
Bring the power of complex variable theory deal with the
discrete-time signals and systems
In mathematics and signal processing, the Z-transform converts a discrete time-domain signal, which is
a sequence of real or complex numbers, into a complex frequency-domain representation.
It can be considered as a discrete equivalent of the Laplace transform. This similarity is explored in the theory
of time scale calculus.
The z-transform is an extension of the discrete time. Fourier transform to a function that is defined on regions of
the complex plane. Some sequences that do not have Fourier transforms will have z-transforms, but the reverse
is true as well. For our purposes, the special significance of z transform is as a tool to facilitate designing systems
with the desired attributes that can be practically implemented.

X(z) = E x[n] z
n

linear
difference
equation
time
domain
solution
z transformed
equation
z transform
solution
summing
algebra
z transform
inverse z transform
Relation btw various
transforms
The z-transform is a function of the complex z variable
Convenient to describe on the complex z-plane
If we plot z=e
je
for e=0 to 2t we get the unit circle

z-plane
Re
Im
X(z)
Re
Im
z = e
je
e
< = =


=

n
n
n
n
z n x z n x z X | || ) ( | ) ( | ) ( |
The region of convergence (ROC) is the
set of points in the complex plane for
which the Z-transform summation
converges.





Region of Convergence
Poles and Zeroes
) (
) (
) (
z Q
z P
z X =
where P(z) and Q(z) are
polynomials in z.
Zeros: The values of zs such that X(z) = 0
Poles: The values of zs such that X(z) =
In electronics, computer science and mathematics, a digital filter is a
system that performs mathematical operations on a sampled, discrete-
time signal to reduce or enhance certain aspects of that signal.
A digital filter system usually consists of an analog-to-digital converter to
sample the input signal, followed by a microprocessor and some
peripheral components such as memory to store data and filter
coefficients etc. Finally a digital-to-analog converter to complete the
output stage. Program Instructions (software) running on the
microprocessor implement the digital filter by performing the necessary
mathematical operations on the numbers received from the ADC.
Digital filters are commonplace and an essential element of everyday
electronics such as radios, cellphones, and stereo receivers.

Characterization of digital filters

A digital filter is characterized by its transfer function, or equivalently, its
difference equation. Mathematical analysis of the transfer function can
describe how it will respond to specifications any input. As such, designing a
filter consists of developing appropriate to the problem (for example, a
second-order low pass filter with a specific cut-off frequency), and then
producing a transfer function which meets the specifications.
The transfer function for a linear, time-invariant, digital filter can be expressed
as a transfer function in the Z-domain; if it is causal, then it has the form:



where the order of the filter is the greater of N or M.
This is the form for a recursive filter with both the inputs (Numerator) and outputs
(Denominator), which typically leads to an IIR infinite impulse response behaviour, but if
the denominator is made equal to unity i.e. no feedback, then this becomes an FIR or
finite impulse response filter.

Difference equation

In discrete-time systems, the digital filter is often implemented by converting the
transfer function to a linear constant-coefficient difference equation (LCCD) via the
Z-transform. The discrete frequency-domain transfer function is written as the
ratio of two polynomials. For example:



This is expanded:


and divided by the highest order of z:
The coefficients of the denominator, a
k
, are the 'feed-backward' coefficients and
the coefficients of the numerator are the 'feed-forward' coefficients, b
k
. The
resultant linear difference equation is:

or, for the example above:
rearranging terms
then by taking the inverse z-transform:



This equation shows how to compute the next output sample, y[n], in
terms of the past outputs, y[n p], the present input, x[n], and the past
inputs, x[n p]. Applying the filter to an input in this form is equivalent to
a Direct Form I or II realization, depending on the exact order of
evaluation.












and finally, by solving for y[n]:
CS851: Feedback Control for
Computer Systems
Example of a System
0 2 4 6 8 10 12
0
2
4
6
8
10
12
14
16
18
0 2 4 6 8 10 12
0
2
4
6
8
10
12
14
16
18
raw readings from
a noisy temperature
sensor
- Input Signal
smooth temperature
values after filtering
- Output Signal
Filter
3
3) u(k 2) u(k 1) u(k
y(k)
+ +
=
A (SISO) system takes an input signal, manipulates it
and gives a corresponding output signal.
CS851: Feedback Control for
Computer Systems
Common Signals
-1 0 1 2 3 4 5 6 7 8 9
0
0.5
1
-1 0 1 2 3 4 5 6 7 8 9
0
0.5
1
-1 0 1 2 3 4 5 6 7 8 9
0
0.5
1
-1 0 1 2 3 4
0
1
2
3
4
0 5 10 15
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
-1 0 1 2 3 4 5 6 7 8 9
0
1
2
3
4
5
6
a=1.2
0 2 4 6 8 10 12 14 16 18
-1
-0.5
0
0.5
1
sin(k*pi/6)
0 2 4 6 8 10 12 14 16 18
-1
-0.5
0
0.5
1
cos(k*pi/6)
0 2 4 6 8 10 12 14 16 18
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
u(k)=cos(k*pi/6)*0.9
k
impulse
delayed impulse
step
ramp
exponential
|a|<1
|a|>1
sine
cosine
exponentially
modulated
cosine/sine
(a
k
)
CS851: Feedback Control for
Computer Systems
Z-Transform of a Signal
u(k)
Z
-1

u(0)
u(1)
u(2)
u(3)
u(4)

=
0 k
k
z u(k) U(z)
U(z)
Z
u(0) z
0

+u(1) z
-1

+u(2) z
-2

+u(3) z
-3

+u(4) z
-4


CS851: Feedback Control for
Computer Systems
Z-Transform Contd
Mapping from a discrete signal to a function
of z
Many Z-Transforms have this form:



Helps intuitively derive the signal properties
Does it converge?
To which value does it converge?
How fast does it converges to the value?

=
=
=
m
0 j
j
j
n
0 i
i
i
z b
z a
U(z)
Rational Function of z
CS851: Feedback Control for
Computer Systems
Z Transform of Unit Impulse Signal
u
impulse
(k) U
impulse
(z)
Z
Z
-1

u(0) = 1
u(1) = 0
u(2) = 0
u(3) = 0
u(4) = 0

1 z
0

+0 z
-1

+0 z
-2

+0 z
-3

+0 z
-4


-1 0 1 2 3 4 5 6 7 8 9
0
0.5
1
1 = (z) U
impuls e
CS851: Feedback Control for Computer Systems
Z-Transform/Inverse Z-
Transform
LTI: y
impuse
(k)=0.3
k-1

u

(k)=0.7
k
y

(k)?
0 5 10 15
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
*
(convolution)
1
0.7z 1
1

Z
=

(multiplication)
=
) 0.7z )(1 0.3z (1
z
1 1
1


0 5 10 15
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Z
-1

1
-1
0.3z 1
z

Z
Transfer
Function
0 2 4 6 8 10 12 14 16 18
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
CS851: Feedback Control for Computer Systems
Inverse Z-Transform
Table Lookup if the Z-Transform looks familiar,
look it up in the Z-Transform table!



Long Division
Partial Fraction Expansion
u(k) U(z)
Z
Z
-1
?
(k) 2u (k) 3u u(k)
ramp st ep
+ =
(z) 2U (z) 3U
) z (1
2z
z 1
3
U(z)
ramp st ep
2 1
1
1
+ =

+

Z
-1
?
CS851: Feedback Control for Computer Systems
Long Division
Sort both nominator and denominator with
descending order of z first
2 1
1
z 2z 1
z 3
U(z)

+

=
u(0)=3, u(1)=5, u(2)=7, u(3)=9, , guess:
u(k)=3u
step
(k)+2u
ramp
(k)
CS851: Feedback Control for Computer Systems
Partial Fraction Expansion
Many Z-transforms of interest can be expressed as
division of polynomials of z

=
=
=
m
0 j
j
j
n
0 i
i
i
z b
z a
U(z)
May be trickier:
complex root
duplicate root
) p )...(z p )(z p (z b
z b ... z b z b b
m 2 1 m
m
m
2
2 1 0
=
+ + + +

=

+ =
m
1 j
j
j
0
p z
c
c U(z)
,
1 k
j dexp p
p (k) u
j

=

+ =
m
1 j
dexp p impuls e 0
(k) u (k) u c u(k)
j
where k>0
1
j
1
z p 1
1
z

CS851: Feedback Control for


Computer Systems
An Example
8 6z z
14 14z 3z
U(z)
2
2
+
+
=
4 z
c
2 z
c
c U(z)
2 1
0

+ =

> +
=
=

0 k , 4 c 2 c
0 k , c
u(k)
1 k
2
1 k
1
0
(z-2)(z-4)
U
1
(z)=c
0
Z
-1

u
1
(k)=c
0
*u
impulse
(k)

Z
-1

Z
-1

u
2
(k)=c
1
*2
k-1
, k>0

2 z
c
(z) U
1
2

=
4 z
c
(z) U
2
3

=
u
2
(k)=c
2
*4
k-1
, k>0

c
0
? c
1
? c
2
?
CS851: Feedback Control for
Computer Systems
Get The Constants!
8 6z z
14 14z 3z
U(z)
2
2
+
+
=
4 z
c
2 z
c
c U(z)
2 1
0

+ =
(z-2)(z-4)
,
4 z
c
2 z
c
c U(z)
2 1
0

+ =
, z
, c U(z)
0

3
8 6z z
14 14z 3z
lim c
2
2
z
0
=
+
+
=

, c
2 z
4) (z c
4)c (z 4)U(z) - (z K(z)
2
1
0
+

+ = =
3 |
2 z
14 14z 3z
c K(4)
4 z
2
2
=

+
= =
=
CS851: Feedback Control for Computer Systems
Partial Fraction Expansion contd
U(z) lim c
z
0

=

=
=
=
m
0 j
j
j
n
0 i
i
i
z b
z a
U(z)

=

+ =
m
1 j
j
j
0
p z
c
c U(z)
How to get c
0
and c
j
s ?
)U(z) p - (z (z) U
j p
j
=
) (p U c
j p j
j
=
define
CS851: Feedback Control for Computer Systems
An Example Complete Solution
3
8 6z z
14 14z 3z
lim U(z) lim c
2
2
z z
0
=
+
+
= =

4 - z
14 14z 3z
8 6z z
14 14z 3z
2) (z (z) U
2
2
2
2
+
=
+
+
=
2 - z
14 14z 3z
8 6z z
14 14z 3z
4) (z (z) U
2
2
2
4
+
=
+
+
=
8 6z z
14 14z 3z
U(z)
2
2
+
+
=
4 z
c
2 z
c
c U(z)
2 1
0

+ =
1
4 - 2
14 2 14 2 3
(2) U c
2
2 1
=
+
= =
3
2 - 4
14 4 14 4 3
(4) U c
2
4 2
=
+
= =
4 z
3
2 z
1
3 U(z)

+ =

> +
=
=

0 k , 4 3 2
0 k 3,
u(k)
1 k 1 k
CS851: Feedback Control for Computer Systems
Solving Difference Equations
m) u(k b ... 1) u(k b n) y(k a ... 1) y(k a y(k)
m 1 n 1
+ + + + + =
U(z) z b ... U(z) z b Y(z) z a ... Y(z) z a Y(z)
m
m
1
1
n
n
1
1

+ + + + + =
U(z)
z a ... z a 1
z b ... z b
Y(z)
n
n
1
1
m
m
1
1



+ +
=
... y(k)=
Z
Z
-1

Transfer
Function
CS851: Feedback Control for
Computer Systems
A Difference Equation Example
Exponentially Weighted Moving Average
y(k)=cy(k-1)+(1-c)u(k-1)
CS851: Feedback Control for Computer Systems
Solve it!
1
1
1
1
1 - 1 -
-1
1
1
0.8z 1
1.2z
0.4z 1
0.6z
0.8 z
1.2
0.4 z
0.6
0.8) 0.4)(z (z
0.6z
) 0.8z - )(1 0.4z - (1
0.6z
U(z)
0.4z 1
0.6z
Y(z)

=

=
=

=
LTI: y(k)=0.4y(k-1)+0.6u(k-1)
u

(k)=0.8
k
y

(k)?
U(z) 0.6z Y(z) 0.4z Y(z)
1 1
+ =
Z
1
0.8z 1
1
U(z)

=
Z
1 - k 1 k
0.8 1.2 0.4 -0.6 y(k) + =

Z
-1

-1 0 1 2 3 4 5 6 7 8 9
0
0.2
0.4
0.6
0.8
1
-1 0 1 2 3 4 5 6 7 8 9
0
0.2
0.4
0.6
0.8
1
CS851: Feedback Control for
Computer Systems
Summary
Signals/Systems
An LTI system can be specified by
Difference equation
Unit impulse response
Transfer function
If one is known, how to get the other two?
Characterize a signal with Z-transform
Z-domain (poles) -> Time domain (convergence, etc.)
Characterize a system with Transfer function
BIBO stability
Steady-State Gain
Transients: overshoot, settling time
If there exists a dominant pole
N
th
-Order Difference Equation

= =
=
M
r
r
N
k
k
r n x b k n y a
0 0
) ( ) (

=

=
M
r
r
r
N
k
k
k
z b z X z a z Y
0 0
) ( ) (

=
=

N
k
k
k
M
r
r
r
z a z b z H
0 0
) (
6.2 Rational z-Transforms
In the case of LTI discrete-time systems we are
concerned with in this course, all pertinent z-
transforms are rational functions of z
-1

That is, they are ratios of two polynomials in z
-1
:
N
N
N
N
M
M
M
M
z d z d z d d
z p z p z p p
z D
z P
z G

+ + + +
+ + + +
= =
) 1 (
1
1
1 0
) 1 (
1
1
1 0
) (
) (
) (

6.2 Rational z-Transforms


The degree of the numerator polynomial P(z)
is M and the degree of the denominator
polynomial D(z) is N
An alternate representation of a rational z-
transform is as a ratio of two polynomials in z:
N N
N N
M M
M M
M N
d z d z d z d
p z p z p z p
z z G
+ + + +
+ + + +
=

1
1
1 0
1
1
1 0
) (
) (

6.2 Rational z-Transforms


A rational z-transform can be alternately
written in factored form as
[
[
[
[
=
=

=

=

=
N
M
M N
N
M
z d
z p
z
z d
z p
z G
1
0
1
0
) (
1
1
0
1
1
0
) (
) (
) 1 (
) 1 (
) (

6.2 Rational z-Transforms


At a root z=

of the numerator pynomial
G(

)=0, and as a result, these values of z are
known as the zeros of G(z)
At a root z=

of the denominator polynomial


G(

), and as a result, these values of z are


known as the poles of G(z)
6.2 Rational z-Transforms
Note G(z) has M finite zeros and N finite poles
If N > M there are additional N - M zeros at
z=0 (the origin in the z-plane)
If N < M there are additional M - N poles at z=0
[
[
=
=

=
N
M
M N
z d
z p
z z G
1
0
1
0
) (
) (
) (
) (

Consider
6.2 Rational z-Transforms
Example The z-transform
1 ,
1
1
) (
1
>

=

z f or
z
z
has a zero at z=0 and a pole at z=1
6.2 Rational z-Transforms
A physical interpretation of the concepts of
poles and zeros can be given by plotting the
log-magnitude 20log
10
|G(z)|as shown on next
slide for
2 1
2 1
64 . 0 8 . 0 1
88 . 2 4 . 2 1
) (


+
+
=
z z
z z
z G
6.2 Rational z-Transforms



6.2 Rational z-Transforms
Observe that the magnitude plot exhibits very
large peaks around the points z=0.4j0.6928
which are the poles of G(z)
It also exhibits very narrow and deep wells
around the location of the zeros at z=1.2j1.2
6.3 ROC of a Rational
z-Transform
ROC of a z-transform is an important concept
Without the knowledge of the ROC, there is
no unique relationship between a sequence
and its z-transform
Hence, the z-transform must always be
specified with its ROC
6.3 ROC of a Rational
z-Transform
Moreover, if the ROC of a z-transform
includes the unit circle, the DTFT of the
sequence is obtained by simply evaluating the
z-transform on the unit circle
There is a relationship between the ROC of
the z-transform of the impulse response of a
causal LTI discrete-time system and its BIBO
stability
6.3 ROC of a Rational
z-Transform
The ROC of a rational z-transform is bounded
by the locations of its poles
To understand the relationship between the
poles and the ROC, it is instructive to examine
the pole-zero plot of a z-transform
Consider again the pole-zero plot of the z-
transform (z)
Definition of a Difference Equation
y(t+1) = ay(t) + b
y(t+1) = Some constant of proportionality
times y(t) plus some constant.
Some interesting cases are
y(t+1) = ay(t) exponential growth
y(t+1) = b a horizontal line
y(t+1) = y(t) + b a straight sloping line
126
13.1 Difference Equations: Definitions
We start with a time series {y
n
}={y
1
, y
2
, y
3
, ..., y
n-1
, y
n
}
Difference Equation Procedure for calculating a term (y
n
) from the
preceding terms: y
n-1
, y
n-2,
.,... A starting value, y
0
, is given.
For example: y
n
= f(y
n-1,
y
n-2
, ..., y
n-k
), given y
0
.
If f(.) is linear, we have a linear difference equation. Our focus.

First-Order Linear Difference Equation Form:
y
n
= ay
n-1
+ b (a and b are constants)
Second-Order Linear Difference Equation Form:
y
n
= ay
n-1
+ b y
n-2
+ c (a, b and c are constants)
Similarly, an Kth-Order Linear Difference equation:
y
n
= a
n-1
y
n-1
+ a
n-2
y
n-2
+ ...+ a
n-k
y
n-k
+ c (a
n-1
, a
n-2
, ..., and c are
constants)
127
13.1 Difference Equations: Famous Example
Originated in India. It has been attributed to Indian writer
Pingala (200 BC). In the West, Leonardo of Pisa (Fibonacci)
studied it in 1202.
Fibonacci studied the (unrealistic) growth of a rabbit
population.
Fibonacci numbers: 0, 1, 1, 2, 3, 5, 8, 13, ... (each number
represents an additional pair of rabbits.
This series can be represented as a linear difference equation
Let f(n) be the rabbit population at the end of month n.
f(n)=f(n-1) + f(n-2), with initial values f(1)=1, f(0)=0.
Review
The discrete-time Fourier transform approach for representing
discrete signals using complex exponential sequence.
Advantages for LTI system
It describes systems in the frequency domain using the frequency
response function H.
The computation of the sinusoidal steady-state response is great
facilitated by the use of H.
Response to any arbitrary absolutely summable sequence x(n) can
easily be computed in the frequency domain by multiplying the
transform X and the frequency response H.
Shortcomings to the FT
1. There are many useful signals in practice, such as
u(n), nu(n), for which the DTFT does not exist.

2. The transient response of a system due to initial
conditions or due to changing inputs cannot be
computed using the DTFT approach.
Extension of the DTFT
To address the above two problems, z-transform is proposed.
Bilateral (two-sided) version provides another domain in which
a large class of sequence and systems can be analyzed.
Unilateral (one-sided) version can be used to obtain system
response with initial conditions or changing inputs.
The bilateral z-transform

+
=

= =
n
n
z n x n x Z z X ) ( )] ( [ ) (
z is a complex variable.
The set of z values for which X(z) exists is called the region of convergence
(ROC) and is given by
+
< <
x x
R z R | |
For some positive numbers Rx- and Rx+.
}

= =
C
n
dz z z X
j
z X Z n x
1 1
) (
2
1
)] ( [ ) (
t
C is counterclockwise contour encircling the origin and lying in the ROC.
The FT is a special case of the ZT
The function |z|=1 (or ) is a circle of unit radius in the z-plane and is called the
unit circle. If the ROC contains the unit circle, then we can evaluate X(z) on the unit
circle.
jw
e z =
)] ( [ ) ( ) ( | ) ( n x F e n x e X z X
n
jwn jw
e z
jw
= = =

+
=

=
Therefore the discrete-time Fourier transform X() may be viewed as a special
case of the z-transform X(z).
Some common z-transform pairs
| | | | ) 1 (
| | | | ) (
1 | | ) 1 (
1 | | ) (
1 ) (
1
1
1
1
1
1
1
1
1
1
1
1
b z n u b
a z n u a
z n u
z n u
z n
ROC Transf orm Sequence
bz
n
az
n
z
z
<
>
<
>

o
| | | |
) 1 (
) 1 (
| | | |
) 1 (
) (
| | | |
) cos 2 ( 1
) cos ( 1
) ( ] cos [
| | | |
) cos 2 ( 1
) sin (
) ( ] sin [
2 1
1
2 1
1
2 2 1
0
1
0
0
2 2 1
0
1
0
0
b z
bz
bz
n u nb
a z
az
az
n u na
a z
z a z w a
z w a
n u n w a
a z
z a z w a
z w a
n u n w a
ROC Transf orm Sequence
n
n
n
n
<


>

>
+

>
+

Some common z-transform pairs


Relationships between system
representation
H(z)
h(n)
H(ejw)
Difference
Equation
Take inverse z-
transform
Take
z-transform
Take Fourier
transform
Take inverse
DTFT
Substitute
z=ejw
Take DTFT solve
for Y/X
Express H(z) in
1/z cross
multiply and
take inverse Take z-transform
solve for Y/X
The dashed paths exist only if the system is stable
Solutions of the difference equations
Linear constant coefficient difference
equations
Particular and homogeneous solution
Zero-input (initial condition) and the zero-state
responses
Z-transform
Transient and steady-state responses
Solve difference equations with nonzero initial
conditions or with changing inputs
0 ), ( ) ( ) (
1 0
> = +

= =
n m n x b k n y a n y
N
k
M
m
m k
Subject to these initial conditions:
{ } { } M i i x and N i i y = = , , 1 ), ( , , 1 ), (
Example 4.14
10 ) 2 ( , 4 ) 1 ( . .
) (
4
1
) (
0 ), ( ) 2 (
2
1
) 1 (
2
3
) (
= =
|
.
|

\
|
=
> = +
y and y t s
n u n x
n n x n y n y n y
n
| |
) 1 )( 1 )( 1 (
2
) (
1
) 2 1 (
1
1
1
) (
) 2 1 (
1
1
1 ) (
1
4
1
1 1
2
1
2
2
1
1
4
9
2
2
1
1
2
3
1
2
2
1
1
2
3
1
4
1
1
1
4
1
2
2
1
1
2
3


+

+

+
=
+

+
+

=
+

= +
z z z
z z
z Y
z z
z
z z
z
z Y
z
z
z z z Y
) (
4
1
3
1
3
2
2
1
) (
1 1 1
1
) (
1
4
1
3
1
1
3
2
1
2
1
n u n y
z z z
z Y
n n
(
(

|
.
|

\
|
+ +
|
.
|

\
|
=

=

+
Forms of the solutions (1)
Homogeneous and particular parts:


part particular
n n
n u n u n y ) (
4
1
3
1
) (
3
2
2
1
) (
part s homogeneou
|
.
|

\
|
+
(
(

+
|
.
|

\
|
=
The homogeneous part is due to the system poles and the particular part
is due to the input poles.
Forms of the solutions (2)
Transient and steady-state response:


response state steady
response transient
n n
n u n u n y

+
(
(

|
.
|

\
|
+
|
.
|

\
|
= ) (
3
2
) (
2
1
4
1
3
1
) (
The transient response is due to poles that are inside the unit circle, while the
steady-state response is due to poles that are on the unit circle.
Note that when the poles are outside the unit circle, the response is termed an
unbounded response.
Forms of the solutions (3)
Zero-input (or initial condition) and zero-state responses:

response input zero
n
response state zero
n n
IC
IC ZI ZS
n u n u n y
z X
z X z H z Y z X z H z Y

(
(

|
.
|

\
|
+
(
(

+
|
.
|

\
|

|
.
|

\
|
=
=
= =
) ( 2
2
1
3 ) (
3
8
2
1
2
4
1
3
1
) (
} 2 , 1 { ) (
) ( ) ( ) ( ) ( ) ( ) (
Systems Described by Difference
Equations
M. J. Roberts - All Rights
Reserved. Edited by Dr. Robert
Akl
142
Existence of the z Transform
Time Limited Signals
If a discrete-time signal x n
[ ]

is time limited and bounded,
the z transformation
summation x n
[ ]
z
- n

n=-

is
finite and the z transform of
x n
[ ]
exists for any non-zero
value of z.
M. J. Roberts - All Rights
Reserved. Edited by Dr. Robert
Akl
143
144
z-Transform
The z-transform is the most general concept for the
transformation of discrete-time series.
The Laplace transform is the more general concept for the
transformation of continuous time processes.
For example, the Laplace transform allows you to transform
a differential equation, and its corresponding initial and
boundary value problems, into a space in which the equation
can be solved by ordinary algebra.
The switching of spaces to transform calculus problems into
algebraic operations on transforms is called operational
calculus. The Laplace and z transforms are the most
important methods for this purpose.
145
The Transforms
The Laplace transform of a function f(t):
}

=
0
) ( ) ( dt e t f s F
st
The one-sided z-transform of a function x(n):

=
0
) ( ) (
n
n
z n x z X
The two-sided z-transform of a function x(n):

=
n
n
z n x z X ) ( ) (
146
Relationship to Fourier Transform
Note that expressing the complex variable z in polar form reveals the
relationship to the Fourier transform:

=
= =
= =
=
n
n i i
n
n i n i
n
n
i i
e n x X e X
r if and e r n x re X
or re n x re X
e e
e e
e e
e ) ( ) ( ) (
, 1 , ) ( ) (
, ) )( ( ) (
which is the Fourier transform of x(n).
147
Relation ship of Transformations
Hassan Bhatti, DSP, Spring 2010
148
Frequency domain vs Time domain
Frequency domain is a term used to describe the analysis of mathematical
functions or signals with respect to frequency.
(communications point of view) A plane on which signal strength can be
represented graphically as a function of frequency, instead of a function of
time.
control systems) Pertaining to a method of analysis, particularly useful for
fixed linear systems in which one does not deal with functions of time
explicitly, but with their Laplace or Fourier transforms, which are functions
of frequency.

Speaking non-technically, a time domain graph shows how a signal
changes over time, whereas a frequency domain graph shows how much
of the signal lies within each given frequency band over a range of
frequencies.
149
Cont:
A frequency domain representation can also include information on the
phase shift that must be applied to each sinusoid in order to be able to
recombine the frequency components to recover the original time signal.
The frequency domain relates to the Fourier transform or Fourier series by
decomposing a function into an infinite or finite number of frequencies.
This is based on the concept of Fourier series that any waveform can be
expressed as a sum of sinusoids (sometimes infinitely many.)
In using the Laplace, Z-, or Fourier transforms, the frequency spectrum is
complex and describes the frequency magnitude and phase. In many
applications, phase information is not important. By discarding the phase
information it is possible to simplify the information in a frequency
domain representation to generate a frequency spectrum or spectral
density. A spectrum analyser is a device that displays the spectrum.
Z Transforms
Lets derive some Z transform pairs. First, though, we
need several formulas dealing with geometric series.
Heres a finite geometric series:
1 2
1
0
1
... 1

+ + + + = =

N
N
n
n
N
a a a a S
Multiplying both sides by a:
N N
N
n
n
N
a a a a a a aS + + + + = =

=

1 2
1
0
1
...
Z Transforms
If we subtract the last equation from the preceding one:
( )
N
N
N N N
N N
a S a
a a a a a a a aS S
+ =
+ + + + + =



1 1
) ( ... ) ( ) ( 1
1
1 1 2 2
1 1
Solving for S
N-1
:
a
a
S
N
N

+
=

1
1
1
Note that a can be real, imaginary, or complex, but
cannot be equal to 1.
Z Transforms
Now consider an infinite geometric series:
(

= = =

a
a
S a S
N
N
N
N
n
n
1
1
lim lim
1
0
For this to converge, a
N
must approach zero as N approaches
infinity. In other words,

1 < a
If this condition is met,
a
a S
n
n

= =

=
1
1
0
Z Transforms
if a is complex, it may be written as
u j
re a =
In which case r < 1 is equivalent to
1 < a
Fall 2007 Lichuan Liu 155
The z-transform and the DTFT
The z-transform is a function of the complex z variable
Convenient to describe on the complex z-plane
If we plot z=e
je
for e=0 to 2t we get the unit circle

Re
Im
Unit Circle
e
r=1
0
2t
0
2t
e
( )
e j
e X
S-Plane to Z-Plane Mapping
Ts
e z =
Anything in the Alias/Overlay region in the S-Plane will be overlaid on the Z-Plane along with
the contents of the strip between +/- jt/T. In order to avoid aliasing, there must be nothing
in this region, i.e. there must be no signals present with radian frequencies higher than e =
t/T, or cyclic frequencies higher than f = 1/2T. Stated another way, the sampling frequency
must be at least twice the highest frequency present (Nyquist rate).

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