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03 Ztrans 2up PDF

1. The z-transform is used to analyze sequences and represents a sequence as a function of a complex variable z. It can provide insight into properties like periodicity and region of convergence. 2. The region of convergence (ROC) is the set of z values where the z-transform converges. It forms an annular region in the z-plane. The Fourier transform corresponds to evaluating the z-transform on the unit circle. 3. Examples are given of left-sided and right-sided exponential sequences to illustrate how the ROC depends on the exponential coefficient and whether the sequence is left-sided or right-sided.

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0% found this document useful (0 votes)
111 views10 pages

03 Ztrans 2up PDF

1. The z-transform is used to analyze sequences and represents a sequence as a function of a complex variable z. It can provide insight into properties like periodicity and region of convergence. 2. The region of convergence (ROC) is the set of z values where the z-transform converges. It forms an annular region in the z-plane. The Fourier transform corresponds to evaluating the z-transform on the unit circle. 3. Examples are given of left-sided and right-sided exponential sequences to illustrate how the ROC depends on the exponential coefficient and whether the sequence is left-sided or right-sided.

Uploaded by

Rohit Jaipur
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

The z-transform z−plane Im z = ejω

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

since it is just a geometric series. The z-transform has a region of convergence


Re
for any finite value of a.
z−plane Im
unit circle

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

3 4
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,

5 6
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.

2 Properties of the region of convergence


3.1 Inspection method
The properties of the ROC depend on the nature of the signal. Assuming that
the signal has a finite amplitude and that the z-transform is a rational function: If one is familiar with (or has a table of) common z-transform pairs, the inverse
can be found by inspection. For example, one can invert the z-transform
• The ROC is a ring or disk in the z-plane, centered on the origin  
1 1
(0 ≤ rR < |z| < rL ≤ ∞). X(z) = 1 −1 , |z| > ,
1 − 2z 2
• The Fourier transform of x[n] converges absolutely if and only if the ROC
using the z-transform pair
of the z-transform includes the unit circle.
Z 1
• The ROC cannot contain any poles. an u[n]←→ , for |z| > |a|.
1 − az −1
• If x[n] is finite duration (ie. zero except on finite interval By inspection we recognise that
−∞ < N1 ≤ n ≤ N2 < ∞), then the ROC is the entire z-plane except  n
1
perhaps at z = 0 or z = ∞. x[n] = u[n].
2
• If x[n] is a right-sided sequence then the ROC extends outward from the Also, if X(z) is a sum of terms then one may be able to do a term-by-term
outermost finite pole to infinity. inversion by inspection, yielding x[n] as a sum of terms.
• If x[n] is left-sided then the ROC extends inward from the innermost
nonzero pole to z = 0. 3.2 Partial fraction expansion
• A two-sided sequence (neither left nor right-sided) has a ROC consisting
For any rational function we can obtain a partial fraction expansion, and
of a ring in the z-plane, bounded on the interior and exterior by a pole (and
identify the z-transform of each term. Assume that X(z) is expressed as a ratio
not containing any poles).
of polynomials in z −1 :
• The ROC is a connected region. PM −k
k=0 bk z
X(z) = PN .
−k
k=0 ak z

7 8
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

can be used, and the Br ’s be obtained by long division of the numerator so


−1 + 5z −1
by the denominator. The Ak ’s can be obtained using the same equation as X(z) = 2 + .
(1 − 12 z −1 )(1 − z −1 )
for M < N .
The coefficients A1 and A2 can be found using
• The most general form for the partial fraction expansion, which can also
Ak = (1 − dk z −1 )X(z) z=d ,

deal with multiple-order poles, is k

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 .

13 14
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

4.6 Time reversal 1 z2


Y (z) = = , |z| > 1.
(1 − az −1 )(1 − z −1 ) (z − a)(z − 1)
Here Using a partial fraction expansion,
Z 1
x∗ [−n]←→X ∗ (1/z ∗ ), ROC = .
Rx
 
1 1 a
Y (z) = − , |z| > 1,
The notation 1/Rx means that the ROC is inverted, so if Rx is the set of values 1 − a 1 − z −1 1 − az −1
such that rR < |z| < rL , then the ROC is the set of values of z such that so
1/rl < |z| < 1/rR . 1
y[n] = (u[n] − an+1 u[n]).
1−a
Example: time-reversed exponential sequence
The signal x[n] = a−n u[−n] is a time-reversed version of an u[n]. The
4.8 Initial value theorem
z-transform is therefore
1 −a−1 z −1 If x[n] is zero for n < 0, then
X(z) = = , |z| < |a−1 |.
1 − az 1 − a−1 z −1
x[0] = lim X(z).
z→∞

4.7 Convolution

This property states that


Z
x1 [n] ∗ x2 [n]←→X1 (z)X2 (z), ROC containsRx1 ∩ Rx2 .

17 18
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

4.9 Relationship with the Laplace transform

Continuous-time systems and signals are usually described by the Laplace


transform. Letting z = esT , where s is the complex Laplace variable

s = d + jω,

we have
z = e(d+jω)T = edT ejωT .
Therefore

|z| = edT and ∢z = ωT = 2πf /fs = 2πω/ωs ,

19 20

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