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SIGNALS AND SYSTEMS: PAPER 3C1

HANDOUT 10.
Dr David Corrigan1 .
Electronic and Electrical Engineering Dept.
corrigad@tcd.ie www.mee.tcd.ie/corrigad

The Z Transform, System Transfer


Function, Poles and Stability

For dierential equations and analogue system analysis, the Laplace


Transform is an invaluable tool. It allows us to examine stability
through the simple exercise of pole-zero plots and also allows us to
understand frequency response of systems through factorisation.
A similar tool exists for digital signals, it is called the Z Transform.
It helps us avoid alot of tedious dierence equation manipulation.
You probably have had enough of transforms in this course, so
rather than heap upon you a large amount of proofs, we will just
be stating what the Z-Transform is and then well use it to do
stu.
Where possible, we will be using similar analysis for Z- Transforms
as we did for Laplace transforms and so the proofs and so on will
be much more brief.
1
This handout is based on the set of notes produced by Prof. Anil Kokaram

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1 THE Z-XFORM

1 The Z-Xform

The unilateral Z-Transform of a digital sequence xn is given by




Z(xn) = X(z) = xnz n
n=0

z is just a complex number in what is called the zplane. Just


like s is a complex number in the s plane.
The Z-Transform maps a discrete sequence xn from the sample
domain [n] into the complex plane z.
It is a power series in z



Z(xn) = X(z) = xnz n
n=0

Recall the unilateral Laplace Transform



L (x(t)) = X(s) = x(t)estdt
0

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1 THE Z-XFORM



Z(xn) = X(z) = xnz n
n=0

Calculating the Z-transform of a nite length signal is straight-


forward.
An example. Say xn = 1, 2, 1, 0.5, 0.25, 0, 0 and 0 otherwise,
furthermore xn is causal. The Z Transform of xn is then as follows.


Z(xn) = X(z) = xnz n
n=0
= x0z 0 + x1z 1 + x2z 2 + x3z 3 . . .
= 1 + 2z 1 1z 2 + 0.5z 3 + 0.25z 4

And thats it. The Z-transform just takes an input sequence and
multiplies it by increasing negative powers of z to create a power
series in z.

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1 THE Z-XFORM

An important case. xn = rn where |r| < 1




X(z) = xnz n
n=0

= rnz n
n=0
( )n
= rz 1
n=0

Sum to innity of a Geometric Progression a, ar, ar2, ar3, . . .


a
is 1r . Comparing this to our formula for X(z), it is a GP with
a = 1 and common ratio rz 1. So
1
X(z) =
1 rz 1

1
rn
1 rz 1

What about the inverse? Well, the fancy way of doing the inverse
is to do contour integration of X(z) in the z-plane to get back xn.
But were going to use two simpler methods. One is just plain
cheating and the other is to use tables2.
2
Also a form of cheating

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1.1 Inverse Z-Xform 1 1 THE Z-XFORM

1.1 The Inverse Z-Transform: The plain cheat



Z(xn) = X(z) = xnz n
n=0

Suppose we are given X(z) = 1 + z 1 + 0.1z 2 + 0.8z 3 + 1.2z 4.


What is xn?
Well, the Z-Transform of xn is a power series in z right?


X(z) = xnz n
n=0
= x0z 0 + x1z 1 + x2z 2 + x3z 3 . . .

Compare this with what we are given

X(z) = 1 + z 1 + 0.1z 2 + 0.8z 3 + 1.2z 4

You can see that the coecients of the power series are the values of
xn themselves! So we can extract the inverse from the power series to
yield

xn = 1, 1, 0.1, 0.8, 1.2

Magic!

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1.2 Inverse Z-Xform 2 1 THE Z-XFORM

1.2 The Inverse Z-Transform: The tables cheat

Suppose we are given X(z) as follows. What is xn?


3 56 z 1
X(z) = (1)
(1 14 z 1)(1 31 z 1)

Use partial fractions


3 56 z 1 A B
= +
(1 14 z 1)(1 13 z 1) 1 14 z 1 1 13 z 1
Use cover up rule for A, B

1 3 20
6
Put z = 4 and cover up A =
1 34
= 1
3 15
Put z 1 = 3 and cover up B = 6
1 43
=2

Hence:
3 56 z 1 1 2
= +
(1 14 z 1)(1 13 z 1) 1 14 z 1 1 13 z 1
( )n ( )n
1 1
Z 1(X(z)) = xn = 1 +2
4 3

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2 SOME Z XFORMS

2 Some Z Xforms

Given xn = n what is Z(xn)?




X(z) = xnz n
n=0

= nz n
n=0

But n is a sequence that is unity only where n = 0, otherwise


its 0. Hence

= 1 z 0 + 0 z 1 + 0 z 2 + . . .
=1

Given xn = un what is Z(xn)? (The Z-xform of a step function)




X(z) = xnz n
n=0

= unz n
n=0

But un is a sequence that is unity for all n 0. Hence




= z n
n=0

Remember sum to of a GP is a/(1 r), and here common


ratio is z 1
1
=
1 z 1

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3 SOME Z-XFORM RELATIONS

3 Some Z-Xform Relations

Convolution. Assuming xn and yn are causal what is the Z-Xform


of the convolution of xn and yn?

Let wn = xn yn


wn = xn yn = xk ynk
k=

Z{wn} = wnz n
n=0
(
)
= xk ynk z n
n=0 k=

Let m = n k
(
)
= xk ym z (m+k)
m=k k=

Collect together the summations of like terms . . .


( )( )
= xk z k ymz m
k= m=k
( )(
)
= xk z k ymz m
k = m = k
= X(z)Y(z)

This is THE SAME AS the relationship between TIME DO-


MAIN CONVOLUTION AND THE LAPLACE OR FOURIER
XFORMS.

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3 SOME Z-XFORM RELATIONS

Time shift (very important in digital systems theory). If xn


X(z) what is the Z-Xform of xn1?

Let yn = xn1

Z(yn) = ynz n
n=0

= xn1z n
n=0

Substitute m = n 1


= xmz (m+1)
m=1

= xmz mz 1
m=1


1
=z xmz m + z 1x1z
m=0
= z 1X(z) + x1

But we are dealing with CAUSAL signals so ...

Z(yn) = z 1X(z)

So z 1 represents a shift in time of ONE SAMPLE. Hence Z{xn} =


z 1X(z); Z{xn2} = z 2X(z); Z{xn3} = z 3X(z); and so
on.
Note that we are assuming that the signal is causal. See tables
for exact Z-Xforms of non-causal signals.

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4 SYSTEM XFER FUNCTIONS

4 System Xfer Functions

Now we are in a position to make it easier to manipulate dierence equa-


tions using the Z-Xform, in the same way that we can use the Laplace
Xform to help us solve dierential equations.

Lets look at our simple IIR dierence equation example again

yn 0.9yn1 = xn (2)

Lets try to nd an expression for the output Y(z) in terms of X(z). Take
Z-Xforms of both sides remembering

yn Y(z)
yn1 z 1 Y(z)
xn X(z)

So taking Z-Xforms we have

Y(z) 0.9Y(z)z 1 = X(z)


Y(z)[1 0.9z 1 ] = X(z)
1
Y(z) = X(z)
1 0.9z 1
Y(z) 1
=
X(z) 1 0.9z 1
Y(z)
The function X(z) is the SYSTEM TRANSFER FUNCTION for the dif-
ference equation. And given xn we can use the above to work out the
output given ANY input using the Z-Xform.

ALL THE SAME METHODOLOGY AS FOR ANALOGUE SYSTEM


TRANSFER FUNCTIONS ALSO APPLIES INCLUDING THE BLOCK
DIAGRAM ALGEBRA.

Thus if two systems G1 (z) and G2 (z) are in cascade the NET transfer
function is G1 (z)G2 (z).

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4.1 BLOCK DIAGRAMS 4 SYSTEM XFER FUNCTIONS

4.1 BLOCK DIAGRAMS

yn + 0.2yn1 0.48yn2 = xn + 0.5xn1


yn = 0.48yn2 0.2yn1 + xn + 0.5xn1
Y(z) = Y(z)[0.48z 2 0.2z 1 ] + X(z)[1 + 0.5z 1 ]

x[n] y[n]
T 0.5

0.48 -0.2

T T

X(z) z-1 X(z) Y(z)


-1 0.5
z

0.48 -0.2

z-2 Y(z)
z-1 z-1
z-1 Y(z)

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4.2 Example 1 4 SYSTEM XFER FUNCTIONS

4.2 Example 1

Given xn = n input into the system G(z) = 1/(1 0.9z 1), what
is the output hn? (This is another way of asking you to calculate the
impulse response of the system G(z)). Let hn be the output sequence
(the impulse response). BTW: G(z) is IIR.

H(z) = G(z)X(z)
X(z) = Z(n) = 1
H(z) = G(z)
hn = Z 1(G(z))
1
= Z 1( )
1 0.9z 1
From tables

hn = 0.9n

THE SYSTEM IMPULSE RESPONSE IS THE INVERSE Z XFORM


OF THE SYSTEM TRANSFER FUNCTION.
in exactly the same way that the time domain impulse response
of an analogue system is the inverse Laplace Xform of its system
transfer function.

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4.3 Example 2 4 SYSTEM XFER FUNCTIONS

4.3 Example 2

Given xn = un (the step function) input into the system G(z) =


1/(1 0.9z 1), what is the output yn? (This is another way of asking
you to calculate the step response of the system G(z)). BTW: G(z)
is IIR.
yn is the output sequence (the step response in this case).

Y(z) = G(z)X(z)
1
X(z) = Z(un) =
1 z 1
1
Y(z) = G(z)
(1 z )
1
G(z)
yn = Z 1
1 z 1
( )
1
= Z 1
(1 0.9z 1)(1 z 1)
1 9 10
= +
(1 0.9z 1)(1 z 1) 1 0.9z 1 1 z 1
yn = 9(.9)n + 10

THE SYSTEM STEP RESPONSE IS THE INVERSE Z XFORM


OF [ THE SYSTEM TRANSFER FUNCTION MULTIPLIED BY
1
1z 1
].
in similar fashion to analogue systems.

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4.3 Example 2 4 SYSTEM XFER FUNCTIONS

Impulse response of 1\(10.9z^{1})


1

0.8

0.6

0.4

0.2

0
0 10 20 30 40
Sample (n)

Step response of 1/(10.9z1)


10

0
0 10 20 30 40
Sample (n)

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5 POLES AND ZEROS

5 Poles and Zeros

Same deal as for analogue systems. Poles are the values of z that
make the denominator zero, and zeros are the values of z that
make the numerator go to zero. NOT z 1, just z !!!
1
G(z) =
1 + 0.2z 1 0.48z 2
z2
= 2
z + 0.2z 0.48
z2
= (3)
(z + 0.8)(z 0.6)

0.8

0.6

0.4

0.2
Imaginary Part

2
0

0.2

0.4

0.6

0.8

1 0.5 0 0.5 1
Real Part

You must always mark out the UNIT CIRCLE on the z-plane.
Well see why next . . .

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6 STABILITY

6 Stability

Just like for analogue systems, a digital system is stable if its


impulse response is absolutely summable i.e.


|hn| = B <
n=0

A DIGITAL SYSTEM IS STABLE IF ALL ITS POLES LIE


WITHIN THE UNIT CIRCLE IN THE Z-PLANE. We will not
prove this in depth. Instead we will use the following example.
Lets look at the system G(z) as below
1
G(z) =
1 az 1
This system has a pole at z = a, and a zero at z = 0
We know the impulse response of the system above is hn = an.
Hence

|hn| = |an|
n=0 n=0

= |a|n
n=0

For this sequence to be stable it must have a nite sum. As



n=0 |a| repesents the sum of a geometric progession, the sum
n

is nite if and only if |a| < 1


That means that the POLE must be within the unit circle!
In general, to test stability for digital systems, just check that
all the poles are within the unit circle. If any are not, then the

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6 STABILITY

system is unstable. We have not proved this exactly, but you


can get the picture. The proof is almost identical to what we did
using the Analogue System Transfer Functions.
The location of zeros does not aect stability.
THEREFORE FIR FILTERS ARE ALWAYS STA-
BLE! They do not have poles!
IIR Filters always have poles.
If poles lie ON the unit circle then the system may be marginally
stable. We will not deal with that in this course. All you will
need to know is that z-plane poles must lie WITHIN the unit
circle for a digital system to be stable.

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6 STABILITY

A relationship between the s and z planes

Im Im
The Z-Transform maps
the LHS of the S-Plane 1
Stable Systems into the interior of the
have poles Unit Circle
over here Re -1 1 Re

-1 Stable Systems
THE UNIT CIRCLE
have poles in here

THE S-PLANE THE Z-PLANE

LAPLACE-LAND Z-LAND

ANALOGUE ANALYSIS DIGITAL ANALYSIS

Why does it help?


It turns out that if you are designing digital systems that will be
processing signals generated by sampling, and then the output will be
reconstructed to give an analogue signal, this connection helps.
An example of this would be an audio processing system where an
analogue signal from a microphone is digitized for processing before
being converted back into an analogue signal and sent to a loud-
speaker.
But we will not be dealing with that in this course. Thats got
more to do with design. In this course we just want you to get a
handle on the tools, and the rough lay of the land.

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