Lec 51,52,53 Z Transform
Lec 51,52,53 Z Transform
Signal Processing I
Latha Srinivasan
Assistant Professor
Department of ECE
ASE, Bengaluru
Z transform
• Used to represent and analyse discrete time signals and systems.
• We need to specify the ROC along with the X(z) to make the Z transform representation unique for a
particular signal
Relation between Z transform and DTFT
• By definition, DTFT of x[n], 𝑋 Ω = σ∞
𝑛=−∞ 𝑥 𝑛 𝑒
−𝑗Ω𝑛
• Z-transform of x[n], 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥 𝑛 𝑧
−𝑛
• But for Z transform to converge 𝑧 = 𝑒 𝑗Ω has to be in the ROC of Z-transform. Only then we can substitute and
obtain the DTFT
• 𝑋 𝑧 |𝑧=𝑒 𝑗Ω = 𝑋(Ω)
• 𝑧 = 𝑒 𝑗Ω has to be in the ROC of Z-transform implies that ROC should contain the unit circle.
Relation between Z transform and DTFT
• | σ∞
𝑛=−∞ 𝑥 𝑛 𝑒
−𝑗Ω𝑛
| ≤ σ∞
𝑛=−∞ 𝑥 𝑛 |𝑒
−𝑗Ω𝑛
|
• | σ∞
𝑛=−∞ 𝑥 𝑛 𝑒
−𝑗Ω𝑛
| ≤ σ∞
𝑛=−∞ 𝑥 𝑛
• That implies σ∞
𝑛=−∞ 𝑥 𝑛 <∞
• Consider 𝑥 𝑛 = 𝑎𝑛 𝑢[𝑛]
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
= σ∞ 𝑛
𝑛=−∞ 𝑎 𝑢[𝑛]𝑧
−𝑛
𝑎 𝑛
• 𝑋 𝑧 = σ∞ 𝑛 −𝑛
𝑛=0 𝑎 𝑧
∞
= σ𝑛=0 𝑧
1 𝑧
• 𝑋 𝑧 = 𝑎 = 𝑧−𝑎
1− 𝑧
𝑎
• This is possible only if |𝑧 | <1
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
= − σ∞ 𝑛
𝑛=−∞ 𝑎 𝑢[−𝑛 − 1]𝑧
−𝑛
∞ 𝑧 𝑚
• 𝑋 𝑧 = − σ−1 𝑛 −𝑛
𝑛=−∞ 𝑎 𝑧 =− σ𝑚=1
𝑎
1 𝑎 𝑧
• 𝑋 𝑧 =− 𝑧 −1 =− − 1 = (𝑧−𝑎)
1−𝑎 𝑎−𝑧
𝑧
• This is possible only if |𝑎 | <1
• Both signals 𝑎𝑛 𝑢[𝑛] and −𝑎𝑛 𝑢[−𝑛 − 1] have the same form of X(z) but ROC is different.
Numerical Example
• Find Z transform and ROC for 𝑥[𝑛] = 𝛿[𝑛]
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
= σ∞
𝑛=−∞ 𝛿[𝑛]𝑧
−𝑛
• 𝑋 𝑧 = 1𝑧 −0 = 1
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
= σ∞
𝑛=−∞ 𝑢[𝑛]𝑧
−𝑛
1 𝑧
• 𝑋 𝑧 = σ∞
𝑛=0 𝑧
−𝑛 = σ∞ (𝑧 −1 )𝑛 =
𝑛=0 = 𝑧−1
1−𝑧 −1
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
= σ∞
𝑛=−∞ 𝑐𝑜𝑠 Ω0 𝑛 𝑢 𝑛 𝑧
−𝑛
1
• 𝑋 𝑧 = σ∞
𝑛=0 𝑐𝑜𝑠 Ω0 𝑛 𝑧
−𝑛
= σ∞
𝑛=0(𝑒
𝑗Ω0 𝑛
+ 𝑒 −𝑗Ω0 𝑛 ) 𝑧 −𝑛
2
𝑛 𝑛
1 ∞ 𝑗Ω0 𝑛 −𝑛 −𝑗Ω0 𝑛 −𝑛 1 ∞ 𝑒 𝑗Ω0 ∞ 1
• 𝑋 𝑧 = σ 𝑒 𝑧 +𝑒 𝑧 = (σ𝑛=0 + σ𝑛=0 𝑗Ω0 )
2 𝑛=0 2 𝑧 𝑒 𝑧
𝑧 2 −cos Ω0 𝑧
• 𝑋 𝑧 =
𝑧 2 −2 cos Ω0 𝑧+1
𝑧 𝑋(𝑧)
𝑌 𝑧 =
𝑧−1
𝑧 −1 is also called unit delay operator
since delay by one unit involves The accumulation operation adds a pole at z=1 and zero at z=0
multiplication by 𝑧 −1
Properties of Z transform and Inverse Z transform
Z transform of common signals
Inverse Z transform
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
• We can view X(z) as power series in 𝑧 −𝑛 . The coefficient value corresponding to 𝑧 −𝑛 will be x[n].
• Another way to obtain x[n] from X(z) is through partial fractions
𝑁(𝑧) 𝑧−𝑧1 𝑧−𝑧2 …(𝑧−𝑧𝑚 )
• We can X(z) as a rational function of the form 𝑋 𝑧 = 𝐷(𝑧) = 𝑘( )
𝑧−𝑝1 𝑧−𝑝2 …(𝑧−𝑝𝑛 )
• The set 𝑝𝑘 1 ≤ 𝑘 ≤ 𝑛 are known as the poles of X(z). Assume that m<n and all poles are distinct .
𝑋 𝑧 𝑐0 𝑐1 𝑐2 𝑐𝑛 𝑐0 𝑐𝑘
• Then we can write = + + + ⋯+ = + σ𝑛𝑘=1
𝑧 𝑧 𝑧−𝑝1 𝑧−𝑝2 𝑧−𝑝𝑛 𝑧 𝑧−𝑝𝑘
𝑋 𝑧
• Where 𝑐0 = 𝑋 𝑧 |𝑧=0 and 𝑐𝑘 = 𝑧 − 𝑝𝑘 |𝑧=𝑝𝑘
𝑧
𝑐1 𝑧 𝑐2 𝑧 𝑐𝑛 𝑧
• Multiplying by z we get 𝑋 𝑧 = 𝑐0 + + + ⋯+
𝑧−𝑝1 𝑧−𝑝2 𝑧−𝑝𝑛
Inverse Z transform
𝑟 𝑋 𝑧
• For the multiple pole case X(z) has a factor of the form 𝑧 − 𝑝𝑖 where pole 𝑝𝑖 has multiplicity r, then has terms of the
𝑧
𝜆1 𝜆2 𝜆𝑟
form + + ⋯+
𝑧−𝑝𝑖 𝑧−𝑝𝑖 2 𝑧−𝑝𝑖 𝑟
1 𝑑𝑘 𝑟 𝑋(𝑧)
• The coefficient 𝜆𝑟−𝑘 = 𝑧 − 𝑝𝑖 evaluated at z= 𝑝𝑖
𝑘! 𝑑𝑧 𝑘 𝑧
• If x[n] is a finite sequence (x[n] is nonzero only for particular range of time instances) and X(z) converges for some value of z,
then ROC will be the entire z plane.
• For right-sided signal(x[n]=0 for n<𝑁1),the ROC will be of the form |𝑧| > 𝑟𝑚𝑎𝑥 where 𝑟𝑚𝑎𝑥 is maximum of magnitude of
poles of X(z).
• For left-sided signal(x[n]=0 for n>𝑁2 ),the ROC will be of the form |𝑧| < 𝑟𝑚𝑖𝑛 where 𝑟𝑚𝑖𝑛 is smallest magnitude of poles of
X(z).
• For two-sided signal x[n],the ROC will be of the form 𝑟1 < |𝑧| < 𝑟2 where 𝑟1 and 𝑟2 are magnitude of two poles of X(z).
Z transform for discrete time LTI systems
• Consider discrete time LTI system with impulse response h[n].
𝑌(𝑧)
• We can rewrite it as 𝐻 𝑧 = 𝑋(𝑧)
• H(z) is known as the transfer function of the system and is Z transform of h[n].
• For system to be causal h[n]=0 for n<0, i.e h[n] is right sided signal.
• 𝑌(𝑧) σ𝑁
𝑘=0 𝑎𝑘 𝑧
−𝑘 = 𝑋(𝑧) σ𝑀 𝑏 𝑧 −𝑘
𝑘=0 𝑘
𝑌(𝑧) σ𝑀
𝑘=0 𝑏𝑘 𝑧
−𝑘
• =𝐻 𝑧 = σ𝑁 −𝑘
𝑋(𝑧) 𝑘=0 𝑎𝑘 𝑧
• It is a rational transfer function, and we can obtain h[n] from obtaining inverse Z transform of H(z)
Numerical Example
𝑎𝑛 0≤𝑛 ≤𝑁−1
• Obtain Z transform of 𝑥 𝑛 = ቊ . Also obtain its zeros and poles and sketch the pole-zero plot
0 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
• 𝑋 𝑧 = σ∞
𝑛=−∞ 𝑥[𝑛]𝑧
−𝑛
= σ𝑁−1 𝑛 −𝑛
𝑛=0 𝑎 𝑧
𝑎 𝑁
𝑁−1 𝑎 𝑛 1− 𝑧 𝑧 𝑁 −𝑎𝑁 1
• 𝑋 𝑧 = σ𝑛=0 = =
𝑧 𝑎 𝑧−𝑎 𝑧 𝑁−1
1−
𝑧
𝑗2𝜋𝑘 𝑗2𝜋𝑘
• This can be written as 𝑧 = 𝑎𝑒 𝑁 where 𝑒 𝑁 is called as Nth root of unity
• If you set k = 0, we have zero at z = a. So, the zero and pole at z = a cancels
Numerical Example
1 𝑛 1 𝑛
• Obtain Z transform and ROC of 𝑥 𝑛 = 3
𝑢 𝑛 + 2
𝑢 −𝑛 − 1
𝑧
• We know that the Z transform for 𝑎𝑛 𝑢[𝑛] is 𝑧−𝑎 with ROC |z|>|a|
1 𝑛 𝑧 1
• So 𝑢 𝑛 will have Z transform as 1 with ROC |z|>
3 𝑧−3 3
𝑧
• For −𝑎𝑛 𝑢[−𝑛 − 1], the Z transform is 𝑧−𝑎 with ROC |z|<|a|
1 𝑛 −𝑧 1
• So 2
𝑢 −𝑛 − 1 will have Z transform 1 with ROC |z|<2
𝑧−2
𝑧 𝑧 −𝑧 1 1
• Therefore 𝑋 𝑧 = 1 − 1 = 1 1 with ROC |z|>3 ∩ |z|<2
𝑧−3 𝑧−2 6(𝑧−3)(𝑧−2)
−𝑧 1 1
• 𝑋 𝑧 = 1 1 with ROC as 3 < 𝑧 < 2
6(𝑧−3)(𝑧−2)
1 1
• There is a zero at z=0 and poles at 𝑧 = 3 and 2
Numerical Example
• Obtain the Z transform and ROC of 𝑥 𝑛 = 𝑎(𝑛+2) 𝑢 𝑛 + 2
𝑧
• We know that the Z transform for y n = 𝑎𝑛 𝑢[𝑛] is Y(z) = 𝑧−𝑎 with ROC |z|>|a|
𝑧3
• Therefore, 𝑋 𝑧 = 𝑧 2𝑌 𝑧 = with ROC |z|>|a|
𝑧−𝑎
Numerical Example
3𝑧 2 −5𝑧
• Given 𝑋 𝑧 = with ROC |z|<1, Obtain x[n]
𝑧 2 −3𝑧+2
3𝑧 2 −5𝑧 𝑋(𝑧) 𝑐0 𝑐1 𝑐2
• We can rewrite X(z) as 𝑋 𝑧 = ⇒ = + +
(𝑧−2)(𝑧−1) 𝑧 𝑧 𝑧−2 𝑧−1
5
• The zeros are at values of z where 3𝑧 2 − 5𝑧 = 0 i.e, z=0 and 3
3×0−5×0
• 𝑐0 = 𝑋 𝑧 |𝑧=0 = 0−3×0+2 = 0
𝑋(𝑧) 3×2−5
• 𝑐1 = 𝑧 − 2 | = =1
𝑧 𝑧=2 (2−1)
𝑋(𝑧) 3×1−5×1
• 𝑐2 = 𝑧 − 1 | = =2
𝑧 𝑧=1 (1−2)
Numerical Example
𝑋(𝑧) 1 2 𝑧 2𝑧
• Therefore = + ⇒ 𝑋(𝑧) = +
𝑧 𝑧−2 𝑧−1 𝑧−2 𝑧−1
𝑧
• The left sided sequence corresponding to is −2𝑛 𝑢 −𝑛 − 1
𝑧−2
2𝑧
• The left sided sequence corresponding to is −2𝑢 −𝑛 − 1
𝑧−1
• Based on the ROC we can say that the signal is a two-sided signal with poles at p=2 and p=3 with multiplicity at 2.
𝑋(𝑧) 𝑐0 𝑐1 𝜆1 𝜆2
• Partial fraction expansion of X(z) will be 𝑧
= 𝑧
+ 𝑧−2
+ 𝑧−3
+ 𝑧−3 2
0
• 𝑐0 = 𝑋 𝑧 |𝑧=0 = −2×9 = 0
𝑋(𝑧) −4+10−5
• 𝑐1 = 𝑧 − 2 | = =1
𝑧 𝑧=2 (2−3)2
1 𝑑𝑘 𝑟 𝑋(𝑧)
• 𝜆𝑟−𝑘 = 𝑘! 𝑑𝑧 𝑘 𝑧 − 𝑝𝑖 𝑧
evaluated at z= 𝑝𝑖
2 𝑋(𝑧) | (−9+5×3−5)
• 𝜆2 = 𝑧 − 3 𝑧 𝑧=3
= (3−2)
=1
1 𝑑 2𝑋 𝑧
• 𝜆1= 1! 𝑑𝑧 𝑧−3 𝑧
|𝑧=3
Numerical Example
2𝑋 𝑧 (−𝑧 2 +5𝑧−5) − 𝑧−2 2 +𝑧−1 𝑧−2+1 1
• 𝑧−3 = = =− 𝑧−2 + = − 𝑧 − 2 + 1 + 𝑧−2
𝑧 (𝑧−2) 𝑧−2 𝑧−2
𝑑 2𝑋 𝑧 1
• 𝑑𝑧
𝑧−3 𝑧
= −1 − (𝑧−2)2
𝑋(𝑧) 1 2 1
• = − +
𝑧 𝑧−2 𝑧−3 𝑧−3 2
𝑧 2𝑧 𝑧
• 𝑋 𝑧 = − + with ROC 2 < |z|<3
𝑧−2 𝑧−3 𝑧−3 2
𝑧
• corresponds to 2𝑛 𝑢 𝑛 with ROC 𝑧 > 2
𝑧−2
2𝑧
• − corresponds to −2 × −3𝑛 𝑢 −𝑛 − 1 with ROC 𝑧 < 3
𝑧−3
𝑧
• For the term we make use of the differentiation property
𝑧−3 2
Numerical Example
𝑧
• Consider 𝑋෨ 𝑧 = 𝑧−3
𝑑 𝑑 𝑧 𝑑 𝑧−3+3 𝑑 3 −3
• 𝑋෨ 𝑧 = 𝑑𝑧 𝑧−3 = 𝑑𝑧 = 𝑑𝑧 1 + 𝑧−3 = (𝑧−3)2
𝑑𝑧 𝑧−3
𝑑 3𝑧
• Now −z 𝑑𝑧 𝑋෨ 𝑧 = 𝑧−3 2
𝑧
• For 𝑋෨ 𝑧 = , the inverse Z transform is −3𝑛 𝑢 −𝑛 − 1
𝑧−3
𝑧 1
• So, for the inverse Z transform is 3 −𝑛 3𝑛 𝑢 −𝑛 − 1 = −𝑛 3𝑛−1 𝑢 −𝑛 − 1
𝑧−3 2