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DSPchapter 3

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DSPchapter 3

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lintawei.11
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Chapter 3: The z-Transform

z-transform is used in analyzing discrete-time signals. Its function is


just like the Laplace transform for continuous-time signals.

 The z-transform is more useful than the Fourier Transform (FT).


For many signals whose Fourier Transforms do not exist, we can
still find their z-transforms.

3.1 The z-transform

 The definition of z-transform is given below



x[n] ⎯→ X ( z ) =
Z

n =−
x[n]z − n = Z {x[n]} (3.2-4)

It is often referred to as the two-sided or bilateral z-transform. 1


 The definition of one-sided or unilateral z-transform is

 ( z) =  x[n]z − n
n =0

 The definition of Fourier Transform (FT) is



j
X (e ) = 
n =−
x[n]e− jn

▪ So, if the FT of a signal exists, then X (e j ) = X ( z) z =e j


,
i.e., the FT is the z-transform evaluated at the unit circle.

Figure 3.1: The unit circle in the complex z-plane. 2


▪ More generally, we can express z in polar form as z = re j . So
 
j
X ( re ) = 
n =−
x[n](re ) =j − n

n =−
( x[n]r − n )e− jn (3.6)

i.e., we can represent z-transform as the Fourier transform of the


product of x[n] and r −n .

 The range that z-transform exists (converge) is called the region of


convergence (ROC).
From

j
X ( re )  
n =−
x[n]r − n   , (3.7)

we have


−n
x[n] z . (3.8)
n =−
3
So, ROC is determined by Eq.(3.8). Based on (3.8), we find that ROC

depends on z . Its shape is a ring or the interior or the exterior of

a circle. (i.e., independent of phase angle)

Figure 3.2: The ROC as a ring in the z-plane. For specific cases, the inner boundary can extend inward to the origin, and the
ROC becomes a disc. For other cases, the outer boundary can extend outward to infinity.

 Since the series in the z-transform formulation is the Laurent series,


it is hence an analytic function at any point inside the ROC, i.e., all
its derivatives are continuous functions of z.
4
 The z-transform of a signal is useful only when it can be expressed in a
closed form. This is especially true when it can be expressed in the form
of a rational function, i.e.,
P( z )
X ( z) = (3.11)
Q( z)
In this case, X(z) can be characterized by the roots of P(z) and Q(z). The
roots of P(z) are referred to as zeros, while the roots of Q(z) are poles.
 Ex. 3.1: Right-sided Exponential Sequence
The z-transform of x[n] = an u[n] is

1 z
X ( z ) = (az −1 )n = = , if az −1  1 , or z  a
n =0 1 − az −1 z − a
So, its ROC is the exterior of the circle z = a .

Figure 3.3: Pole–zero plot and ROC for Example 3.1


5
▪ For a = 1 , the signal is the unit step sequence with z-transform
1
X ( z) = −1
, z >1. (3.13)
1− z
1
▪ For a  1 , its FT exists and is X (e j ) = − j
. (3.14)
1 − ae

 Ex. 3.2: Left-sided Exponential Sequence


The z-transform of x[n] = −anu[−n − 1] is
−1 
a −1 z z
X ( z ) =  ( −a z ) = − a z = −
n −n −n n
−1
= ,
n =− n =1 1− a z z − a

if a −1z  1 , or z  a .

So, its ROC is the interior of the circle z = a .


6
Figure 3.4: Pole–zero plot and ROC for Example 3.2.
▪ For a  1 , the signal grows exponentially as n → − and its FT does

not exists.
1
▪ For a  1 , its FT exists and is X (e j ) = − j
. Note that it is the
1 − ae

same as Eq.(3.14).
7
 Ex. 3.3: Sum of Two Exponential Sequences
1 1
x[n] = ( )n u[n] + ( − )n u[n]
2 3

1 −1 n  1 −1 n 1 1 2 z ( z − 121 )
X ( z ) =  ( z ) + (− z ) = 1 −1
+ 1 −1 =
n =0 2 n =0 3 1− 2 z 1+ 3 z ( z − 12 )( z + 13 )

1 −1 −1 −1 1 1 1
if z  1 and z  1 ; i.e., z  and z  ;  ROC is z 
2 3 2 3 2

8
Figure 3.5: Pole–zero plot and ROC for the individual terms and the sum of terms in Examples 3.3 and 3.4.
(a) 1/(1 − 1/2z−1), |z| > 1/2. (b) 1/(1 + 1/3z−1), |z| > 1/3. (c) 1/(1 − 1/2z−1) + 1/(1 + 1/3z−1), |z| > 1/2.

9
 Ex. 3.5: Two-sided Exponential Sequence
1 1
x[n] = ( − )n u[n] − ( ) n u[−n − 1]
3 2

1 1 2 z( z − 121 ) 1 1
X ( z) = + = , if  z and z 
1 + 13 z −1 1 − 12 z −1 ( z + 3 )( z − 2 )
1 1
3 2

1 1
So, its ROC is the ring  z  .
3 2

Figure 3.6: Pole–zero plot and ROC for Example 3.5.


N2
 For finite-length sequence, X ( z ) = 
n = N1
x[n ] z − n always converges.

10
 Table 3.1 lists some common z-transform pairs

11
3.2 The properties of ROC

 ROC has the following properties:


1. ROC will either be of the form 0  rR  z , or z  rL   , or in general the

annulus, i.e., 0  rR  z  rL  

2. The FT of x[n] converges absolutely iff the ROC of its z-transform includes
the unit circle.
3. ROC can not contain poles.
4. The ROC of the z-transform of a finite-duration sequence is the whole
z-plane except it may not contain z = 0 or  . Specifically, let x(n)≠0

only for −  N1  n  N2   . If N2 > 0, then its ROC does not contain

z = 0 . If N1 < 0, then its ROC does not contain z =  .

12
5. The ROC of a right-sided sequence is z  Pi , where Pi is the largest pole.

The ROC contains z =  or not is determined on whether the sequence

starts at n = 0.
6. The ROC of a left-sided sequence is z  Pj , where Pj is the smallest pole.

The ROC contains z = 0 or not is determined on whether the sequence starts


at n = 0 and spans to the left.
7. The ROC of a two-sided sequence is a ring bounded by two nearby poles.
The ROC can not contain any pole.
8. ROC is a connected region.

 The z-transform accompanying with ROC can uniquely specify a sequence. So,
a pole-zero pattern associated with different ROC’s will specify different time
sequences.
13
Figure 3.8 Examples of four z-transforms with the same pole–zero locations, illustrating the
different possibilities for the ROC, each of which corresponds to a different sequence: (b) to a
right-sided sequence, (c) to a left-sided sequence, (d) to a two-sided sequence, and (e) to a
two-sided sequence. 14
 For an LTI system, the z-transform of its impulse response h[n] is called
the system function H(z). Some properties of a system can implicitly
determine the form of its ROC, e.g.
‧ stable  ROC contains the unit circle  FT exists
‧ causal  ROC is of the form z  Pi  right-sided sequence

3.3 The Inverse z-transform

 The inverse z-transform can be formulated as a contour integration in


the z-plane. It can be calculated by using the Cauchy integral theorem
( discussed in the course of Complex Variable).
x[n] =  X ( z ) z n −1dz
1
2 j C

15
 Practically, we use the inspection method, partial fraction method, and
power series expansion to calculate the inverse z-transform.

3.3.1 Inspection method


 This method uses the common z-transform pairs listed in Table 3.1. For
instances,
1
a n u[n ] ⎯
Z
→ , z a
1 − az −1

1
−a n u[−n − 1] ⎯
Z
→ , z a
1 − az −1

3.3.2 Partial fraction expansion


This method is suitable for the z-transform which can be expressed in the
form of rational function. It is derived in the following:
M

P( z )  k
b z −k

X ( z) = = k =0
N (expressed in the polynomial form of z-1)
a
Q( z )
k z −k
k =0 16
M
Z N
bz k
M −k

= k =0
N (N poles and M zeros)
Z M  ak z N − k
k =0

bo  (1 − c z k
−1
)
= k =1
N

 (1 − d z
ao −1
k )
k =1

▪ If M < N, then we rewrite X ( z ) as


N
Ak
X ( z) =  k =1 1 − d k z −1
. X ( z ) is a proper rational function

If all the poles dk are of the first order, then

Ak = (1 − dk z −1 ) X ( z) z =d k
17
 Example 3.9: 2nd-oder z-transform
1 1
X ( z) = z (3.44)
(1 − z 1
4
−1
)(1 − z 1
2
−1
) 2
A1 A2 −1 2
X ( z) = + = +
(1 − 1
4
z −1
) (1 − 1
2
z −1
) (1 − 1
4
z −1
) (1 − 1
2
z −1 )

1 1
x[n] = 2( )n u[n] − ( )n u[n]
2 4

Figure 3.10: Pole–zero plot and ROC for Example 3.9.


18
▪ If M  N, then we expressed X ( z ) as
M −N N
Ak
X ( z) = 
r =0
Br z + 
−r

k =1 1 − d k z
−1

The first term in the right-hand side can be obtained by long-division.


▪ If di is a pole with multiplicity=s, then
M −N N −s S
Ak Cm
X ( z ) =  Br z + 
−r
−1
+ −1 m
r =0 k =1 1 − d k z m =1 (1 − d i z )
k i

where
1  d s −m −1 
Cm =  s −m [(1 − d i w) X ( w )]
s

( s-m)!( −d i ) s −m  dw w=di−1

▪ The inverse z-transform of Br z − r is Br [n − r ] .

19
Ak 
 Ak  (d k ) u[n] if d k inside the inner boundary of ROC
n


1 − d k z −1 − Ak  (d k ) u[−n − 1] if d k outside the outer boundary of ROC

n

Cm
▪ −1 m
can be obtained based on the property of “Differentiation
(1 − di z )

of X(z)” and the z-transform pairs listed in Table 3-1.

 Ex. 3.10: Inverse by Partial Fraction


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

, |z|>1
A1 A2
= B0 + +
1- 12 z −1 1-z −1

20
where B0 = 2 is obtained by the long-division,

5z −1-1 10 − 1
A1 = = = −9
1 − z −1 z=
1 1− 2
2

5z −1-1 5 −1
A2 = = =8
1 − 12 z −1 z =1
1− 2
1

−1
Since 2 ⎯⎯
Z
→ 2 [n] ,

1 Z −1 1 n 1
1 −1
⎯⎯ → ( ) u[n] |z|>1> ,
1- 2 z 2
2

1 z−1 → u[n]
⎯⎯ |z|>1
1 − z −1
1
We hence obtain x[n] = 2 [n] − 9( ) n u[n] + 8u[n]
2
21
Figure 3.11: Pole–zero plot for the z-transform in Example 3.10.

3.3.3 Power series expansion



 X ( z) =  x n z
n =−
−n
= + x  −2 z 2 + x  −1 z + x 0 + x 1 z −1 + x  2 z −2 + (3.51)

Based on Eq.(3.51), if we can expresse X(z) as a power series of z, then x[n]


can be founded from the expression for all n.

22
 Ex. 3.11: Finite-Length Sequence
 1 
X ( z ) = z 2  1 − z −1  (1 + z −1 )(1 − z −1 ) (3.52)
 2 
1 1
=z2- z-1+ z-1
2 2
1 n = −2
 1
− 2 n = −1

 x[n ]= −1 n=0
1 n =1
2
0 otherwise

1 1
Equivalently, x[n] =  [n + 2] −  [n + 1] −  [n] +  [n − 1]
2 2

 Sometimes, we can use mathematical formula to find the power series expansion
of X(z).
23
 Ex. 3.12: Inverse Transform by Power Series Expansion
X(z)=log (1+az-1) |z|>|a|
n +1
( −1) x n 
From log (1+x)=  for |x|<1, we have
n =1 n
n +1
( −1) a n z − n

X ( z) = 
n =1 n
 n +1 a
n
( −1) n 1
x[n ]=  n
0 n0

 Ex. 3.12: Power Series Expansion by Long Division


1
X ( z) = |z|>|a|
1 − az −1

If x[n] is a right-sided sequence, we should expand X(z) as a series of z −1 to


obtain
∴ x[n] = a n u[n]
24
1
▪ X ( z) = |z|<|a|
1 − az −1
If x[n] is a left-sided sequence, we should expand X(z) as a series of z to obtain
∴ x[n] = −a n u[-n-1]

3.4 z-transform properties


In the follwoing, we discuss some useful properties of z-transform.

25
3.4.1 Linearity
ax1[n]+bx2[n] ⎯→
Z
aX1[z] +bX2[z] ROC: Rx  Rx
1 2

If some poles of x1(z) or x2(z) are cancelled out in the combination, the
resulting ROC may be enlarged. (because ROC is bounded by poles)

3.4.2 Time shifting


x[n − n0 ] ⎯
Z
→ z −n0 X ( z)

ROC=Rx, except for possible addition or deletion at z=0 and/or z=.

26
3.4.3 Multiplication by an exponential sequence
z0n x[n] ⎯
Z
→X( z ) ROC=|z0| Rx (i.e., Rx is scaled by |z0|)
z0

If X ( z ) has a pole (zero) at z=z1, then X ( z z ) has a pole (zero) at


0

z=z1 z0.

▪ If z0 is a positive real number, the scaling can be interpreted


as a shrinking or expanding of the poles and zeros in the
z-plane.
▪ If z0 = e j , then the locations of poles and zeros are
0

left-rotated by 0 .
▪ If FT exists, then we have e j nx[n] ⎯
0 F
→ X (e j (− )) .
0

27

x[n] ⎯→ X ( z ) =
Z

n =−
x[n]z −n
= Z{x[n]}
 


n =−
n
z x[n]z
0
−n
=  x[n]( zz
n =−
−1 − n
0 ) = X ( zz ) −1
0

z0n x[n] ⎯
Z
→X( z )
z0
If X ( z ) has a pole ( zero ) at z = z1 ,
then X ( z ) has apole ( zero ) at z = z1 z0 .
z0
X ( z1 ) = 0
z1 z0
X( z ) z = z1 z0 = X( ) = X ( z1 ) = 0
z0 z0
 z = z1 z0 is a zero of X ( z )
z0 28
3.4.4 Differentiation of X(z)
dX ( z )
nx[n] ⎯
Z
→− z ROC=Rx
dz

 Ex. 3.16: Inverse of Non-Rational z-Transform


X(z)=log (1+az-1) , |z|>|a|
dX ( z ) −az −2
= −1
dz 1 + az
dX ( z ) − z  ( −az −2) az
−1
nx[n ] ⎯→ − z
Z
= = (3.64)
dz 1 + az −1 1 + az −1

nx[n]=a(–a)n-1u[n –1] 1
a n u[n ] ⎯
Z
→ , z a
n 1 − az −1

n-1 a
∴ x[n]=(–1) u[n –1]
n
29
 Ex. 3.17: 2nd-Order Pole
x[n] = n an u[n] = n (an u[n])
−1
d 1 az
X ( z) = − z ( )= , |z|>|a|
dz 1-az −1 (1-az −1)2

3.4.5 Conjugation of a Complex Sequence


x *[n]  X *( z*)
x*[n] ⎯
Z
→ X*(z*) ROC=Rx *

 
 −n 

n =−
x *[ n ] z −n
= 
 n =−
x[ n ]( z ) 

3.4.6 Time reversal
1 = X *( z*)
x*[–n] ⎯
Z
→ X*(1/z*) ROC=
Rx
1
▪ If x[n] is real, then x[–n] ⎯
Z
→ X(1/z) ROC= .
Rx

▪ If z0 is a pole (zero) of X ( z ) , then 1/ z0 is a pole (zero) of X (1 / z ) .


30
3.4.7 Convolution of Sequences
x1[n]  x2 [n] ⎯
Z
→ X1 ( z ) X 2 ( z ) ROC= Rx  Rx 1 2

If some poles are canceled out in the product, then ROC may be enlarged.
x1[n]  x2 [n] ⎯
Z
→ X1 ( z) X 2 ( z)

   −n 
  −n 
  1 2
n =−  k =−
x [ k ] x [ n − k ] 

z =  1  n
k =−
x [ k ]
=−
x 2 [ n − k ] z 


  − ( n '+ k ) 

−k 

−n' 
=  x1[k ]   x2 [n ']z   1
= x [ k ] z  2 x [ n '] z 
k =−  n '=−  k =−  n '=− 
= X1 ( z) X 2 ( z)

3.4.8 Summary of Some z-Transform Properties

 Table 3.2 is a summary of the properties of z-transform.


31
32
3.5 z-Transforms and LTI Systems
Y ( z) = H ( z) X ( z) (3.65)

H ( z ) is called the system function of the LTI system whose impulse

response is h[n ] .
 Example 3.20: Convolution of Infinite-Length Sequences
Let h[n] = anu[n] and x[n] = Au[n] . Find y[n] .

1
H ( z) =  a n z −n = z a
n =0 1 − az −1

A
X ( z ) =  Az − n = , z 1
n =0 1 − z −1

A Az 2
Y ( z) = = z 1
(1 − az −1
)(1 − z −1
) ( z − a)( z − 1)
33
A  1 a 
Y ( z) =  −  z 1
1 − a (1 − z ) (1 − az ) 
 −1 −1
 

A
y n = (1 − a n +1 )u n 
1− a

Figure 3.12: Pole–zero plot for the z-transform of the convolution of


the sequences u[n] and anu[n] (assuming |a| < 1).

34
 When an LTI system can be expressed by a difference equation of the form
N
 ak  M
 bk 
y  n  = −    y  n − k  +   x  n − k  (3.66)
k =1  a0  k = 0  a0 

with the input being zero prior to n=0 and initial rest condition being
imposed prior to the time when the input becomes nonzero, we have
N
 ak  − k M
 bk  − k
Y ( z ) = −   z Y ( z ) +    z X ( z ) (3.67)
k =1  a0  k =1  a0 

 M −k 
  bk z 
Y ( z ) =  kN=0  X ( z)
Solving for Y(z) to obtain  a z −k  (3.68)
 k 
 k =0 
35
M

b z k
−k

And we have H ( z ) =
k =0
N (3.69).
a z
k =0
k
−k

N M

Note that Eq. (3.66) is equivalent to  a y n − k  =  b x n − k 


k =0
k
k =0
k (3.70)

which can be directly obtained from (3.69)

3.6 The Unilateral z-Transform

Unilateral or one-sided z-transform is defined as



 ( z) =  x n  z − n (3.74)
n =0

36
 The time-shift property is different in the unilateral case because the lower
limit in the unilateral transform definition is fixed at zero.
▪ To illustrate the difference, we let y[n] = x[n −1] . Then

Y ( z ) =  x  n − 1 z − n .
n =0

By changing variable using m = n − 1 , we have


 
Y ( z) =  x m z
m =−1
− ( m +1)
= x[ −1] + z −1
 x m  z
m =0
−m

−1
So, Y ( z ) = x[−1] + z X ( z ) . In general, if y[n] = x[n − k ], where k  0,
then
Y ( z ) = x[−k ] + x[−k + 1]z −1 + + x[−1]z − k +1 + z − k X ( z )
k
=  x m − k − 1 z − m+1 + z − k X ( z )
m =1

37

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