03 Ztrans 2up PDF
03 Ztrans 2up PDF
See Oppenheim and Schafer, Second Edition pages 94–139, or First Edition
pages 149–201.
ω
Re
1 Introduction
Unit circle
The z-transform of a sequence x[n] is
∞
The inherent periodicity in frequency of the Fourier transform is captured
X
X(z) = x[n]z −n .
n=−∞ naturally under this interpretation.
The z-transform can also be thought of as an operator Z{·} that transforms a The Fourier transform does not converge for all sequences — the infinite sum
sequence to a function: may not always be finite. Similarly, the z-transform does not converge for all
∞ sequences or for all values of z. The set of values of z for which the
X
Z{x[n]} = x[n]z −n = X(z). z-transform converges is called the region of convergence (ROC).
n=−∞ P∞
The Fourier transform of x[n] exists if the sum n=−∞ |x[n]| converges.
In both cases z is a continuous complex variable. However, the z-transform of x[n] is just the Fourier transform of the sequence
We may obtain the Fourier transform from the z-transform by making the x[n]r−n . The z-transform therefore exists (or converges) if
substitution z = ejω . This corresponds to restricting |z| = 1. Also, with ∞
X
z = rejω , X(z) = |x[n]r−n | < ∞.
n=−∞
∞
X ∞
X
jω jω −n −n −jωn
X(re ) = x[n](re ) = x[n]r e . This leads to the condition
n=−∞ n=−∞ ∞
X
That is, the z-transform is the Fourier transform of the sequence x[n]r . For −n |x[n]||z|−n < ∞
n=−∞
r = 1 this becomes the Fourier transform of x[n]. The Fourier transform
therefore corresponds to the z-transform evaluated on the unit circle: for the existence of the z-transform. The ROC therefore consists of a ring in
the z-plane:
1 2
z−plane Im series converges to
Region of
∞
convergence X 1 z
X(z) = (az −1 )n = = , |z| > |a|,
n=0
1 − az −1 z−a
In specific cases the inner radius of this ring may include the origin, and the
outer radius may extend to infinity. If the ROC includes the unit circle |z| = 1, a
Re
then the Fourier transform will converge. 1
Most useful z-transforms can be expressed in the form
P (z)
X(z) = ,
Q(z)
where P (z) and Q(z) are polynomials in z. The values of z for which The Fourier transform of x[n] only exists if the ROC includes the unit circle,
P (z) = 0 are called the zeros of X(z), and the values with Q(z) = 0 are which requires that |a| < 1. On the other hand, if |a| > 1 then the ROC does
called the poles. The zeros and poles completely specify X(z) to within a not include the unit circle, and the Fourier transform does not exist. This is
multiplicative constant. consistent with the fact that for these values of a the sequence an u[n] is
exponentially growing, and the sum therefore does not converge.
Example: right-sided exponential sequence
Consider the signal x[n] = an u[n]. This has the z-transform Example: left-sided exponential sequence
∞ ∞ Now consider the sequence x[n] = −an u[−n − 1]. This sequence is left-sided
X X
X(z) = an u[n]z −n = (az −1 )n . because it is nonzero only for n ≤ −1. The z-transform is
n=−∞ n=0
∞
X −1
X
Convergence requires that X(z) = −an u[−n − 1]z −n = − an z −n
n=−∞ n=−∞
∞
X
−1 n ∞ ∞
|az | < ∞, X X
=− a−n z n = 1 − (a−1 z)n .
n=0
n=1 n=0
which is only the case if |az −1 | < 1, or equivalently |z| > |a|. In the ROC, the
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For |a−1 z| < 1, or |z| < |a|, the series converges to namely when |z| > 1/2. In this case
1 1 z 1 1 2z(z − 121
)
X(z) = 1 − = = , |z| < |a|. X(z) = + = .
1 − a−1 z 1 − az −1 z−a 1 − 21 z −1 1 + 13 z −1 1
(z − 2 )(z + 13 )
z−plane Im
The pole-zero plot and region of convergence of the signal is
unit circle
z−plane Im
unit circle
a
Re
1
1
Re
1
− 13 1
12 2
Note that the expression for the z-transform (and the pole zero plot) is exactly
the same as for the right-handed exponential sequence — only the region of
convergence is different. Specifying the ROC is therefore critical when dealing Example: finite length sequence
with the z-transform. The signal
an 0≤n≤N −1
Example: sum of two exponentials x[n] =
n n
The signal x[n] = 12 u[n] + − 31 u[n] is the sum of two real 0 otherwise
exponentials. The z-transform is has z-transform
∞ n n
X 1 1 N −1 N −1
X(z) = u[n] + − u[n] z −n X(z) =
X
an z −n =
X
(az −1 )n
n=−∞
2 3
n=0 n=0
∞ n ∞ n
X 1 X 1 1 − (az ) −1 N
1 z N − aN
= u[n]z −n + − u[n]z −n = = .
n=−∞
2 n=−∞
3 1 − az −1 z N −1 z−a
∞ n ∞ n
Since there are only a finite number of nonzero terms the sum always
X 1
X 1
= z −1 + − z −1 .
2 3 converges when az −1 is finite. There are no restrictions on a (|a| < ∞), and
n=0 n=0
the ROC is the entire z-plane with the exception of the origin z = 0 (where the
From the example for the right-handed exponential sequence, the first term in
terms in the sum are infinite). The N roots of the numerator polynomial are at
this sum converges for |z| > 1/2, and the second for |z| > 1/3. The combined
transform X(z) therefore converges in the intersection of these regions, zk = aej(2πk/N ) , k = 0, 1, . . . , N − 1,
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since these values satisfy the equation z N = aN . The zero at k = 0 cancels the 3 The inverse z-transform
pole at z = a, so there are no poles except at the origin, and the zeros are at
Formally, the inverse z-transform can be performed by evaluating a Cauchy
zk = aej(2πk/N ) , k = 1, . . . , N − 1.
integral. However, for discrete LTI systems simpler methods are often
sufficient.
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It is always possible to factor X(z) as correspond to exponential sequences. For these terms the ROC properties must
QM be used to decide whether the sequences are left-sided or right-sided.
b0 k=1 (1 − ck z −1 )
X(z) = , Example: inverse by partial fractions
a0 N
Q −1 )
k=1 (1 − dk z
Consider the sequence x[n] with z-transform
where the ck ’s and dk ’s are the nonzero zeros and poles of X(z).
1 + 2z −1 + z −2 (1 + z −1 )2
• If M < N and the poles are all first order, then X(z) can be expressed as X(z) = 3 −1 1 −2 = , |z| > 1.
1 − 2z + 2z (1 − 21 z −1 )(1 − z −1 )
N
X Ak Since M = N = 2 this can be expressed as
X(z) = .
1 − dk z −1
k=1 A1 A2
X(z) = B0 + + .
In this case the coefficients Ak are given by 1 − 21 z −1 1 − z −1
Ak = (1 − dk z −1 )X(z)z=d
The value B0 can be found by long division:
k.
2
• If M ≥ N and the poles are all first order, then an expansion of the form
1 −2
− 32 z −1 + 1 z −2 +2z −1 +1
2z
M −N N
X X Ak z −2 −3z −1 +2
X(z) = Br z −r +
r=0
1 − dk z −1 5z −1 −1
k=1
M
X −N N
X Ak
s
X Cm so
Br z −r + 1 + 2z −1 + z −2
X(z) = + . 1+4+4
1 − dk z −1 m=1 (1 − di z −1 )m A1 = −1
= = −9
r=0 k=1,k6=i 1−z
z −1 =2 1−2
Ways of finding the Cm ’s can be found in most standard DSP texts. and
1 + 2z −1 + z −2
1+2+1
The terms Br z −r correspond to shifted and scaled impulse sequences, and A2 = 1 −1 = = 8.
1 − 2z
z −1 =1
1/2
invert to terms of the form Br δ[n − r]. The fractional terms
Therefore
Ak 9 8
X(z) = 2 − 1 −1 + .
1 − dk z −1 1− 2z
1 − z −1
9 10
Using the fact that the ROC is |z| > 1, the terms can be inverted one at a time or equivalently
by inspection to give 1 1
x[n] = 1δ[n + 2] − δ[n + 1] − 1δ[n] + δ[n − 1].
2 2
x[n] = 2δ[n] − 9(1/2)n u[n] + 8u[n].
Example: power series expansion
Consider the z-transform
3.3 Power series expansion
X(z) = log(1 + az −1 ), |z| > |a|.
If the z-transform is given as a power series in the form Using the power series expansion for log(1 + x), with |x| < 1, gives
∞ ∞
X(z) =
X
x[n]z −n
X (−1)n+1 an z −n
X(z) = .
n=−∞ n=1
n
= . . . + x[−2]z 2 + x[−1]z 1 + x[0] + x[1]z −1 + x[2]z −2 + . . . , The corresponding sequence is therefore
then any value in the sequence can be found by identifying the coefficient of (−1)n+1 an n≥1
n
the appropriate power of z −1 . x[n] =
0 n ≤ 0.
Example: finite-length sequence
The z-transform Example: power series expansion by long division
Consider the transform
1
X(z) = z 2 (1 − z −1 )(1 + z −1 )(1 − z −1 ) 1
2 X(z) = , |z| > |a|.
1 − az −1
can be multiplied out to give
Since the ROC is the exterior of a circle, the sequence is right-sided. We
12 1 therefore divide to get a power series in powers of z −1 :
X(z) = z − z − 1 + z −1 .
2 2
1+az −1 +a2 z −2 + · · ·
By inspection, the corresponding sequence is therefore −1
1 − az 1
1 n = −2 1−az −1
az −1
1
− 2 n = −1
az −1 −a2 z −2
x[n] = −1 n=0
1
a2 z −2 + · · ·
n=1
2
or
1
0 otherwise
= 1 + az −1 + a2 z −2 + · · · .
1 − az −1
11 12
Therefore x[n] = an u[n]. 4.2 Time shifting
Example: power series expansion for left-sided sequence
The time-shifting property is as follows:
Consider instead the z-transform
1 Z
x[n − n0 ]←→z −n0 X(z), ROC = Rx .
X(z) = , |z| < |a|.
1 − az −1
Because of the ROC, the sequence is now a left-sided one. Thus we divide to (The ROC may change by the possible addition or deletion of z = 0 or
obtain a series in powers of z: z = ∞.) This is easily shown:
∞ ∞
−a−1 z−a−2 z 2 − · · · Y (z) =
X
x[n − n0 ]z −n =
X
x[m]z −(m+n0 )
−a + z z n=−∞ m=−∞
z−a−1 z 2 ∞
X
az −1 = z −n0 x[m]z −m = z −n0 X(z).
m=−∞
Thus x[n] = −an u[−n − 1].
Example: shifted exponential sequence
Consider the z-transform
4 Properties of the z-transform 1 1
X(z) = , |z| > .
z − 41 4
In this section, if X(z) denotes the z-transform of a sequence x[n] and the
From the ROC, this is a right-sided sequence. Rewriting,
ROC of X(z) is indicated by Rx , then this relationship is indicated as
z −1
Z −1 1 1
x[n]←→X(z), ROC = Rx . X(z) = =z , |z| > .
1 − 41 z −1 1 − 14 z −1 4
Furthermore, with regard to nomenclature, we have two sequences such that
The term in brackets corresponds to an exponential sequence (1/4)n u[n]. The
Z
x1 [n]←→X1 (z), ROC = Rx1 factor z −1 shifts this sequence one sample to the right. The inverse z-transform
Z is therefore
x2 [n]←→X2 (z), ROC = Rx2 .
x[n] = (1/4)n−1 u[n − 1].
Note that this result could also have been easily obtained using a partial
4.1 Linearity
fraction expansion.
The linearity property is as follows:
Z
ax1 [n] + bx2 [n]←→aX1 (z) + bX2 (z), ROC containsRx1 ∩ Rx1 .
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4.3 Multiplication by an exponential sequence From the exponential multiplication property,
1 jω0 n Z 1/2
The exponential multiplication property is (re ) u[n]←→ , |z| > r
2 1 − rejω0 z −1
Z 1 −jω0 n Z 1/2
z0n x[n]←→X(z/z0 ), ROC = |z0 |Rx , (re ) u[n]←→ , |z| > r,
2 1 − re−jω0 z −1
where the notation |z0 |Rx indicates that the ROC is scaled by |z0 | (that is, so
inner and outer radii of the ROC scale by |z0 |). All pole-zero locations are 1/2 1/2
X(z) = + , |z| > r
similarly scaled by a factor z0 : if X(z) had a pole at z = z1 , then X(z/z0 ) 1 − rejω0 z −1 1 − re−jω0 z −1
will have a pole at z = z0 z1 . 1 − r cos ω0 z −1
= , |z| > r.
1 − 2r cos ω0 z −1 + r2 z −2
• If z0 is positive and real, this operation can be interpreted as a shrinking or
expanding of the z-plane — poles and zeros change along radial lines in
4.4 Differentiation
the z-plane.
• If z0 is complex with unit magnitude (z0 = ejω0 ) then the scaling The differentiation property states that
operation corresponds to a rotation in the z-plane by and angle ω0 . That is, Z dX(z)
nx[n]←→ − z , ROC = Rx .
the poles and zeros rotate along circles centered on the origin. This can be dz
interpreted as a shift in the frequency domain, associated with modulation This can be seen as follows: since
in the time domain by ejω0 n . If the Fourier transform exists, this becomes ∞
X
X(z) = x[n]z −n ,
jω0 n F j(ω−ω0 )
e x[n]←→X(e ). n=−∞
we have
Example: exponential multiplication ∞ ∞
dX(z) X X
The z-transform pair −z = −z (−n)x[n]z −n−1 = nx[n]z −n = Z{nx[n]}.
dz n=−∞ n=−∞
Z 1
u[n]←→ , |z| > 1
1 − z −1 Example: second order pole
n
can be used to determine the z-transform of x[n] = r cos(ω0 n)u[n]. Since The z-transform of the sequence
cos(ω0 n) = 1/2ejω0 n + 1/2e−jω0 n , the signal can be rewritten as x[n] = nan u[n]
1 jω0 n 1
x[n] = (re ) u[n] + (re−jω0 )n u[n]. can be found using
2 2
Z 1
an u[n]←→ , |z| > a,
1 − az −1
15 16
to be Example: evaluating a convolution using the z-transform
d
1
az −1 The z-transforms of the signals x1 [n] = an u[n] and x2 [n] = u[n] are
X(z) = −z = , |z| > a.
dz 1 − az −1 (1 − az −1 )2 ∞
X 1
X1 (z) = an z −n = , |z| > |a|
n=0
1 − az −1
4.5 Conjugation
and
∞
X 1
This property is X2 (z) = z −n = , |z| > 1.
∗ Z ∗ ∗ 1 − z −1
x [n]←→X (z ), ROC = Rx . n=0
For |a| < 1, the z-transform of the convolution y[n] = x1 [n] ∗ x2 [n] is
4.7 Convolution
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Some common z-transform pairs are: where ωs is the sampling frequency. As ω varies from ∞ to ∞, the s-plane is
mapped to the z-plane:
Sequence Transform ROC
• The jω axis in the s-plane is mapped to the unit circle in the z-plane.
δ[n] 1 All z
1 • The left-hand s-plane is mapped to the inside of the unit circle.
u[n] 1−z −1 |z| > 1
−u[−n − 1] 1
|z| < 1 • The right-hand s-plane maps to the outside of the unit circle.
1−z −1
−m
δ[n − m] z All z except 0 or ∞
n 1
a u[n] 1−az −1
|z| > |a|
n 1
−a u[−n − 1] 1−az −1
|z| < |a|
az −1
nan u[n] (1−az −1 )2 |z| > |a|
n az −1
−na u[−n − 1] (1−az −1 )2 |z| < |a|
an 0 ≤ n ≤ N − 1, 1−aN z −N
1−az −1 |z| > 0
0 otherwise
1−cos(ω0 )z −1
cos(ω0 n)u[n] 1−2 cos(ω0 )z −1 +z −2 |z| > 1
1−r cos(ω0 )z −1
rn cos(ω0 n)u[n] 1−2r cos(ω0 )z −1 +r 2 z −2 |z| > r
s = d + jω,
we have
z = e(d+jω)T = edT ejωT .
Therefore
19 20