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Lecture 7: Z-transform

Instructor: Dr. Gleb V. Tcheslavski Contact: gleb@ee.lamar.edu Office Hours: Room 2030 Class web site: http://ee.lamar.edu/gleb/ds p/index.htm

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Definitions
Z-transform converts a discrete-time signal into a complex frequency-domain representation. It is similar to the Laplace transform for continuous signals.

X ( z ) | xn z
n

n

(7.2.1)

If (where) it exists!

n is an integer time index; When the magnitude r =1,

z ! re j[
z ! e j[ 

is a complex number; [ - angular freq.

( z) p

e ! x e
j[ n n
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 j[ n

(7.2.2)

If it exists!
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Region of Convergence (ROC)

The Region of convergence (ROC) is the set of points z in the complex plane, for which the summation is bounded (converges):

xn z  n
n

(7.3.1)

Since z is complex:

z ! re j[

(7.3.2)

X ( z ) ! xn r  n e j[ n ! xn r  n e j[ n
n n

(7.3.3)

In general, z-transform exists for Im rELEN 5346/4304

r r

r z

r r

(7.3.4) (7.3.5)

r+

Re
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Region of Convergence (ROC)

Examples of ROCs from Mitra

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Region of Convergence (ROC)

Example 7.1: Let xn = an

X ( z ) | xn z  n
n

 xn ! ...,a 2 ,a 1 ,,a,a 2 ,...

There are no values of z satisfying:

n !
n 1

Example 7.2: Let xn = an un a causal sequence

 X ( z ) ! a un z
n n

n

! az
n !0

for az 1

1 z " a

ROC
We can modify (7.5.1) as

( z) !
N ( z )!0 z ! 0 zero( s ) D ( z )!0 z ! a pole( s )
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z N ( z) ! z  a D( z )

roots of denominator: X(z) p g

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xn z  n

1 1  az 1
Im
x

(7.5.1)

Re
(7.5.2)

roots of numerator: X(z) = 0

Region of Convergence (ROC)

Example 7.3: Let xn = -an u-n-1 an anticausal sequence

X ( z ) | xn z  n
n

X ( z ) !  a u n 1 z
n n

n

!_ n  1 u 0n e 1a  a n z 1 !

n !g g 1 m

1

!  az
m !1

1  m

!  a z
m !1

a 1 z z ! ! 1 1 a z z  a
Im
x

(7.6.1)

for a 1 z

1 z

Re

Conclusion 1: z-transform exists only within the ROC! Conclusion 2: z-transform and ROC uniquely specify the signal. Conclusion 3: poles cannot exist in the ROC; only on its boundary. Note: if the ROC contains the unit circle (|z| = 1), the system is stable.
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The transfer function

Time shift:
z n

X ( z ) | xn z  n
n

Consider an LCCDE: and take z-transform utilizing time shift LTI:

a y
i i ! 2 i !

n i

! b j xn - j
j ! 1

a i z  iY ( z ) ! b j z  j
j !

yn ! hn  xnpY (z) ! hm xnm zn ! hm xnmz(nm) zm ! H(z) (z) z n m m 1n 44 2 4 4 3

(z )

ai z  i
i !0

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The system transfer function

( z) !

Y ( z) ! X (z)

b z
j j !0

xn  m p xn  m z  ( n  ) z  ! {l ! n  m} ! z 

xl z  l ! z  m ( z )
l

(7.7.1)

(7.7.2)

(z)

(7.7.3)

(7.7.4)

j

! hn z  n
n

(7.7.5)

Rational z-transform

X ( z ) | xn z  n
n

Frequently, a z-transform can be described as a rational function, i.e. a ratio of two polynomials in z-1: P ( z ) n0  n1 z 1  ...  nM 1 z  ( M 1)  nM z  M (7.8.1) (z) ! ! 1  ( N 1) N ( z ) d 0  d1 z  ...  d N 1 z  dN z
Here M and N are the degrees of the numerators and denominators polynomials. An alternative representation is a ratio of two polynomials in z:
M  n1 z  ( M 1)  ...  nM 1 z  nM P( z ) N  M n0 z ( z) ! ! z ( z) d 0 z N  d1 z N 1  ...  d N 1 z  d N

(7.8.2)

Finally, a rational z-transform can be written in a factorized form:

n0 (1  z j z 1 ) ( z) ! d 0 (1  pi z 1 )
i !1
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n0 ( z  z j )
! z ( N M )
j !1 N

zeros: numerator = 0

j !1 N

d 0 ( z  pi )
i !1

(7.8.3)

Poles: denominator = 0
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Notes on poles of a system function

Positions of poles of a transfer function are used to evaluate system stability. Let assume a single real pole at z = E. Therefore:

Y ( z) 1 ( z) ! !  zY  z  E Y  z ! X  z X ( z) z  E
The difference equation is:

(7.9.1)

yn 1  E yn ! xn  yn ! E yn 1  xn 1

(7.9.2)

Therefore, the impulse response is: for

hn ! E hn 1  H n 1

(7.9.3) (7.9.4)

n ! 0,1, 2,3,...hn ! 0,1, E , E 2 ,...

Iff |E| < 1, hn decays as npg and the system is BIBO stable; otherwise, hn grows without limits. Therefore, poles of a stable system (and signals in fact) must be inside the unit circle. Zeros may be placed anywhere. Zeros at the origin produce a time delay.
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The transfer function and the Frequency response

BIBO:

10

X ( z ) | xn z  n
n

hn

g z ! 1 ROC H e j[ ! H ( z ) z !e j[

(7.10.1)

H ( z) !

b z
j

j

b0 z
!

M

a z
i i !0

j !0 N

(z  z )
j j !1 N

(7.10.2)

i

a0 z  N ( z  pi )
i !1

where zj are zeros and pi are poles of the transfer function.

M BIBO: e j[  z j M !  j[ ( M  N ) j[ e j[ ! b0 1 jN1 b0e (e  z j ) a0 j !1 j[ (7.10.3) e !  e j[  pi  N i !1 a0 (e j[  pi ) M N i !1 j[ j[ j[ e ! b0  a0  [ (M  N )(e  z j )  (e  pi ) j !1 i !1
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The transfer function and the Frequency response

A good way to evaluate the systems frequency response:

11

X ( z ) | xn z  n
n

e
j[

[k !

2T k p

Zero-padded When the frequency approaches a pole, the frequency response has a local maximum, a zero forces the response to a local minimum. For real systems, poles and zeros are symmetrical with respect to the real axis.
1.5 M agnitude of H ([)

M P  FT _bm a0 ! N P  FT _ak a0

(7.11.1)

0.5

0.1

0.2 0.3 F rac tional frequenc y , [

0.4

0.5

pole
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The transfer function and the SFG

S zS n 1 ! AS n  bxn ( z ) ! AS ( z )  bX ( z )  p T yn ! c S n  dxn z ( z ) ! cT S ( z )  dX ( z ) Y
(7.12.1)

S ( z ) ! b ( z )S ( z ) !zI  1 T Y ( z ) ! c zI  b ( z )  d ( z ) 1 H ( z ) ! c T zI  b  d
zI 

1

b ( z)
(7.12.2) (7.12.3)

Poles of H(z) correspond to the eigenvalues of the system matrix.

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More on Transfer function

P( z ) ! (z)

b
m !0 N k !0

z m
!
k

b0 z

M

(z  z )
j j !1 N

( z) !

a z
k

a0 z  N ( z  pi )
i !1

b0  ( M  N ) z a0

(z  z
m !1 N k !1

zeros
m

)
(7.13.1)

(z  p )
k

poles

1) N > M: zeros at z = 0 of multiplicity N-M 2) M > N: poles at z = 0 of multiplicity M-N

 j[ ( M  N ) ! 1constmagnitude e  j[ ( M  N ) e p  distortionless  j[ ( M  N ) ! [ ( M  N )lin. phase e e j[  ( z ) p e j[ p BIB ` z |! 1 j[ z !e e

j[

H ( zi ) p 0Y ( zi ) p 0;H ( pi ) p gY ( pi ) p g

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(7.13.2)

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Types of digital filters

1. FIR (all-zero) filter:
b n  en e M H ( z ) ! bm z phn ! 0 m !0 otherwise
M m

(7.14.1)

All poles are at z = 0: a nest of poles ROC: the entire z-plane except of the origin (z = 0). FIR filters are stable.

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Types of digital filters

2. IIR (all-pole) filter:
H (z) ! b0

a z
k k !0


k

(7.15.1)

All zeros are at z = 0: a nest of zeros

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Types of digital filters

3. General IIR (zero-pole) filter:
bm z  m H (z) !
m! 0 N M

ak z  k
k !0



(7.16.1)

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On test signals
Y ( z ) ! H ( z ) X ( z )p yn ! hn  xn
z
(7.17.1)

H n phn

(7.17.2)

% xn ! xk H n k p yn
k

(7.17.3)

Calculate

yn ! xk hn  k
k

and compare to

%  yn

We dont need any other that a delta function test signals since a unit-pulse response is a complete systems description.

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Types of sequences and convergence

1. Two-sided:

G(z) !

n! M

gn z n

(7.18.1)

Converges everywhere except of z = 0 and z = g

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Types of sequences and convergence

2. Right-sided:
Blows up at z = g

G( z) !

n! M

gn z n !

n! M

1

gn z n  gn z n
n !0

(7.19.1)

Assume: if converges at z = z0, converges for |z| > | z0|

ROC: r - < |z| < g - exterior ROC

For a causal sequence: |z| > r - = max|pk| - a max pole of G(z) To be causal, a sequence must be right-sided (necessary but not sufficient)
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Types of sequences and convergence

3. Left-sided:

G( z) !

n ! g

gn z  n !

n ! g

1

gn z  n  gn z  n
n !0

(7.20.1)

Converges at z0

Blows up at z = 0

ROC: 0 < |z| < r + - interior ROC

When encountering an interior ROC, we need to check convergence at z = 0. If the sequence blows up at zero its an anti-causal sequence

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Properties

from Mitra

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Common pairs

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Inverse z-transform
1 xn ! 2T j ic ( z ) z n 1dz
(7.23.1)

Where C is a counterclockwise closed path encircling the origin and is entirely in the ROC. Contour C must encircle all the poles of X(z). In general, there is no simple way to compute (7.23.1) A special case: C is the unit circle (can be used when the ROC includes the unit circle). The inverse z-transform reduces to the IDTFT.

1 xn ! 2T
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X e j[ e j[n d[

(7.23.2)

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Inverse z-transform
A. Via Cauchy residue theorem

X ( z ) | xn z  n
n

xn ! Vi
i

(7.24.1)

For all poles of X(z)zn-1 inside C (contour of integration) Where Vi are the residues of X(z)zn-1 for a pole of multiplicity k:

1 d k 1Ji ( z ) Vi ! (k  1)! dz k 1 z ! p
n 1

(7.24.2)
i

Residue function:

Ji ( z ) ! X ( z ) z

z  pi

k
(7.24.3)

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Inverse z-transform: Example

Example:

X ( z ) | xn z  n
n

z ( z) ! ; a za

Im
x

V a n u 0 z n 1 zn 1 1 xn ! iC z  a z dz ! 2T j iC z  a dz ! a  V0 n 0 V 2T j
V0 is a residue of X(z)z-n-1 at z=0 involves pole of multiplicity n wnen n < 0.

C Re

1 d k 1 zn ( z  a)k Va ! ! zn (k  1)! dz k 1 z  a k !1

z!a

! an

multiplicity

1 dk 1 k (z  a)1 1 Let n ! k(n 0)V0 ! z ! (1)(2)...((k 1))(z  a)k ! ak ! an z!0 zk (k 1)! dzk1 (k 1)!

n n u 0 a  xn ! n xn ! a nun n a  a ! 0n 0

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Inverse z-transform
B. Via recognition (table look-up)
Sometimes, the z-transform can be modified such way that it can be found in a table Example:

X ( z ) | xn z  n
n

( z) ! e
a z g n

a z

g a n n a a 1 X ( z) ! e ! ! z ; z n!0 n ! n !0 z n !

1 z " a

Therefore:

an xn ! un n!

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Inverse z-transform
C. Via long division

X ( z ) | xn z  n
n

1. Right-sided z-transform sequences can be expanded into a power series in z-1. The coefficient multiplying z-n is the nth sample of the inverse z-transform. Example: z 2  2 z 1  2 X ( z) ! ; z " 1 1 z 1 Lower powers first: and long division: 2  2 z 1  z 2 ( z) ! ; z 1 1 z
2  z 2  z 3  z 4  ...

1 z 12  2 z 1  z 2 |
2  2 z 1

 xn ! {2,0,1, 1,1,...}  
x0 x1 x2 x3 x4

z 2 z 2  z 3
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Inverse z-transform
2. Left-sided z-transform sequences into a power series in z1 Example: z 2  2 z 1  2 X ( z) ! ; z 1 z 1 1

X ( z ) | xn z  n
n

Multiply both numerator and denominator by z2 z 2 z 2  2 z 1  2 1  2 z  2 z 2 ( z) ! 2 ! z z 1  1 z  z2 Long division

X ( z )!z 1  1  z  z 2  z 3  z 4  ...
x1 x0 x-1 x-2 x-3 x-4

Non-causal

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Inverse z-transform
Example: 1 z 2  2 z 1  2 ; X ( z ) ! 1 z  1 z 1  2 2 z 1

X ( z ) | xn z  n
n

not suitable for long division!

Example:

z ; z z 1 q z 1q X ( z ) ! z 1  1  xn ! H n 1  H n  (1) n u n 1

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Inverse z-transform
D. Via partial fraction expansion (PFE)

X ( z ) | xn z  n
n

LetG ( z ) !

N (z) ;r  D( z )

r

(7.30.1)

If the degree of the numerator is equal or greater than the degree of the denominator: M u N, G(z) is an improper polynomial. Then:

N ( z ) M  N  l N1 ( z ) G(z) ! ! cl z  D( z ) l !0 D( z )
A proper fraction: M1 < N
M N

(7.30.2)

Then:

G( z) !

l !0

cl z 
l

Vl 1  pl z 1 l !1

(7.30.3)

Simple poles: multiplicity of 1.

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Inverse z-transform
Here Vl is a residue

X ( z ) | xn z  n
n

Vl ! ( z  pl )G ( z ) z n l
poles Therefore:
M N

z ! pl

(7.31.1)

gn !

cH
l l !0

n l

l n un if external ROC : pl e r  p  Vl n   l !1 pl u n l if internal ROC : pl u r

N

(7.31.2)

This method is suitable for complex poles. Problem: large polynomials are hard to manipulate

??QUESTIONS??
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