Lec4 Z-Transform

The Z-Transform
Introduction
Angelo R. dela Cruz
ECE411 UST - engradc (c) 2012 1

The Z-Transform
 Definition
∞
Ζ{x(n)} = X ( z ) = ∑ x ( n) z −n
n = −∞
∞
X ( z ) = x(−∞) z + ..... + x(−2) z + x(−1) z + x(0) z
2 0
+ x(1) z −1 + x(2) z − 2 + ..... + x(∞) z −∞

The Z-Transform
Region of Convergence (ROC)
– Set of all values of z for which X(z) is finite.
Im
Z-plane
Re
*The existence of ROC guarantees the existence of X(z)

Inverse Z-Transform
z −1
X ( z ) ←→ x(n)
{X ( z )} = x(n) = 1
j∫
−1 n −1
Z X ( z) z dz
2π C

Properties of Z-Transform
1. Linearity
x1 (n) ←
→ X 1 ( z )
z
x 2 ( n) ←
→z
X 2 ( z)
x ( n) ←
→ X ( z )
z
a1 x1 (n) + a2 x2 (n) ←
→z
a1 X 1 ( z ) + a2 X 2 ( z )

2. Shifting
x ( n) ←
→ X ( z )
z
−k
x(n − k ) ←
→ z X ( z )
z

3. Scaling
x ( n) ←
→z
X ( z) ROC : r1 < z < r2
−1
a x ( n) ←
n
→ X (a z )
z
ROC : a r1 < z < a r2

4. Time Reversal (Folding)
x ( n) ←
→z
X ( z) ROC : r1 < z < r2
1 1
x ( − n) ←
→ X ( z ) z −1
< z <
r2 r1

5. Differentiation
x ( n) ←
→ X ( z )
z
dX ( z )
n x ( n) ←
→ − zz
dz

6. Convolution
x1 (n) ←
→z
X 1 ( z) x 2 ( n) ←
→z
X 2 ( z)
x(n) = x1 (n) * x 2 (n) ←

→ X ( z ) = X 1 ( z ) X 2 ( z )
z

7. Correlation
x1 (n) ←
→ X 1 ( z )
z
x 2 ( n) ←
→z
X 2 ( z)
rx1x2 (l ) = x1 (l ) * x2 (−l ) ←
→z
Rx1x2 ( z ) = X 1 ( z ) X 2 ( z −1 )

8. Multiplication of Two Sequences
(Windowing Theorem)
x1 (n) ←
→z
X 1 ( z) x 2 ( n) ←
→z
X 2 ( z)
1  z  −1
x(n) = x1 (n) x 2 (n) ←
→ X ( z ) = ∫ X 1 (v) X 2  v dv
z
2π j C
v

9. Initial Value Theorem
If x(n) is causal then
x(0) = lim X ( z )
z →∞
−1 −2
X ( z ) = x(0) + x(1) z + x(1) z + .....

Sample Problems
1. Determine the z-transform and ROC of the
following DT signals
Finite Sequence
a. x(n) = {3, -2, -2, 5, 1, 4, -1}
a. x(n) = {3, -2, -2, 5, 1, 4, -1, 0}
a. x(n) = δ(n)
Sample Problems
Infinite Sequence
 x(n) = an u(n) causal signal
 x(n) = –an u(–n–1) anti-causal signal
 x(n) = αn u(n) – βn u(–n–1) two-sided
Note:
The Z-transform of any DT function is
uniquely described by its transform function
and its ROC

Sample Problems
2. Determine the Z-transform of the following
causal DT signals:
n
1
a.) x(n) = n  u (n)
2
b.) x(n) = (cos ω0 n )u (n)
c.) x(n) = 2 (sin ω0 n ) u (n) n

Homework
3. Determine the Z-transform of the following
DT signals:
a.) x(n) = cos (ω0 n + φ ) u (n)

n
1
b.) x(n) =   [u (n) − u (n − 10)]
2
c.) x(n) = a u (k − n) for k > 0
n

Z-Transform of Common DT Signals
1. Ζ{δ (n)} → 1 ROC : all z
2. Ζ{u (n)} →
1
−1
ROC :| z |> 1
1− z
{
3. Ζ a u (n) → n 1
1 − az −1
=
z
z−a
}
ROC :| z |>| a |
{
4. Ζ − a u (−n − 1) →n 1
1 − az −1
=
z
z−a
}ROC :| z |<| a |

−1
5. Ζ{nu (n)} →
z
ROC :| z |> 1
(1 − z )−1 2
−1
{
6. Ζ na u (n) → n
} az
ROC :| z |>| a |
(1 − az ) −1 2
−1
{
7. Ζ − na u (−n − 1) → n
} az
ROC :| z |<| a |
(1 − az ) −1 2

z −1 sin ω0
8. Ζ{sin ω0u (n)} →
1 − 2 z −1 cos ω0 + z − 2
1 − z −1 cos ω0
9. Ζ{cos ω0u (n)} →
1 − 2 z cos ω0 + z
−1 −2
−1
sin ω0
n
{
10. Ζ a sin ω0u (n) →
az
}
1 − 2az cos ω0 + a z
−1 2 −2
− −1
cos ω0
{
11. Ζ a cos ω0u (n) →
n 1
}
az
1 − 2az −1 cos ω0 + a 2 z − 2
Inverse Z-Transform
 Power Series Expansion
 Expand X(z) into a power series form:
∞
X ( z) = ∑ n
C z
n=− N
−n
which converges in the given ROC
If X(z) is rational, inversion can be done using

long division

Inverse Z-Transform
 Power Series Expansion
 Example: Determine the inverse Z-transform
1
X ( z) = −1 −2
1 − 1.5 z + 0.5 z
if a.) ROC: |z| > 1

b.) ROC: |z| < 0.5

Inverse Z-Transform
 Partial-Fraction Expansion Method
 Given a Rational Z-Transform
P ( z ) b0 + b1 z −1 + ... + bM z − M
X ( z) = = −1 −N
Q ( z ) 1 + a1 z + ... + a N z
 X(z) is proper rational function if M < N

 X(z) is improper rational function if M > N
Inverse Z-Transform
 Partial-Fraction Expansion Method
 Any improper Rational Z-Transform can be
expressed as:
P( z ) −1 −( M − N ) Pr ( z )
X ( z) = = C0 + C1 z + ... + C M − N z +
Q( z ) Q( z )
where the last term is a proper rational form

Inverse Z-Transform
 If X(z) is in proper form, eliminating negative
powers of z by multiplying P(z) and Q(z) by zN
P( z ) b0 z N + b1 z N −1 + ... + bM z N − M
X ( z) = =
Q( z ) z N + a1 z N −1 + ... + a N
Then borrow z from the right side
X ( z ) b0 z N −1 + b1 z N −2 + ... + bM z N − M −1
=
z z N + a1 z N −1 + ... + a N
Inverse Z-Transform
 Case 1: Distinct Poles
X ( z) N ( z) A1 A2 AN
= = + + .. +
z ( z − p1 )( z − p 2 )...( z − p N ) ( z − p1 ) ( z − p 2 ) ( z − pN )
z z z
X ( z ) = A1 + A2 + .. + AN
( z − p1 ) ( z − p2 ) ( z − pN )
1 1 1
X ( z ) = A1 −1
+ A2 −1
+ .. + AN
1 − p1 z 1 − p2 z 1 − p N z −1

Inverse Z-Transform
Recall:
−1  1   p n
u ( n) if ROC :| z |>| p |
Z  −1 
=
1 − pz  − ( p ) u (−n − 1)
n if ROC :| z |<| p |
Thus, the inverse Z-transform of X(z) for x(n) causal is:
(
x(n) = A1 p1 + A2 p2 + ... + AN p N u (n)
n n n
)
Inverse Z-Transform
 Case 2: Multiple-Order Poles
X ( z) N ( z) A1 A2 A3 Am
= = + + + ... +
z ( z − p) m ( z − p) ( z − p) 2 ( z − p) 3 ( z − p) m
z z z z
X ( z ) = A1 + A2 + A + ... + A
( z − p) ( z − p) 2 ( z − p) 3 ( z − p) m
3 m
1 z −1 z −2 z − ( m −1)
X ( z ) = A1 + A2 + A3 + ... + Am
1 − pz −1
(
1 − pz −1 )2
(1 − pz ) −1 3
(1 − pz ) −1 m

Inverse Z-Transform
 Recall:

−1  pz −1 
  np n
u ( n) if ROC :| z |>| p |
Z  2
=

 1 (
− pz −1
) 
  − np n
u (− n − 1) if ROC :| z |<| p |
 To determine the inverse Z-transform for poles with

higher multiplicity, refer to differentiation property of
Z-transform

Inverse Z-Transform
Complex-Conjugate Poles
 The partial fraction expansion holds for both

real and complex poles
 Complex-conjugate poles (p1=p2*) result in

complex-conjugate coefficients. (A1=A2*)

Inverse Z-Transform
 Complex-Conjugate Poles
, For distinct poles: (

x(n) = A1 p1 + A2 p2 u (n)
n n
)
therefore,
x(n) = [ A( p ) + A * ( p *) ]u (n)
, n n
jβ
A =| A | e jα p =| p | e
and
A* =| A | e − jα p* =| p | e − jβ
Inverse Z-Transform
Therefore:
x(n) =| A || p |n [e j ( βn +α ) + e − j ( βn +α ) ]u (n)
x(n) = 2 | A || p |n cos( β n + α )u (n)
If |p| < 1  the response is decaying

If |p| > 1  the response is growing
If |p| = 1  the response is constant

Sample Problems
1. Solve for the inverse z-transform of the
following that results to a causal function
1
a.) X ( z ) =
1 − 1.5 z −1 + 0.5 z − 2
1
b.) X ( z ) =
(1 + z −1 )(1 − z −1 ) 2
1 + z −1
c.) X ( z ) =
1 − z −1 + 0.5 z − 2
Sample Problems
2. Determine the convolution of the following
DT signals using Z-Transform:
n n
1 1
a.) x1 (n) =   u (n), x2 (n) =   u (n)
3 2
 π n
b.) x1 (n) =  cos u (n), x2 (n) = 0.5n u (n)
 3 

The Z-Transform
DT Signals and Systems
Angelo R. dela Cruz

The System (Transfer) Function, H(z)
General Form LTI Nth Order Difference Equation
N M
y ( n) = −∑ a k y ( n − k ) + ∑ bk x( n − k )
k =1 k =0
N M
Y ( z ) = − ∑ ak Y ( z ) z −k
+ ∑ bk X ( z ) z −k
k =1 k =0
 N
  M
−k 
Y ( z )1 + ∑ ak z  = X ( z ) ∑ bk z 
−k
 k =1   k =0 
M
Y ( z) ∑k
b z −k
H ( z) = = k =0
N
1 + ∑ ak z
X ( z) −k
k =1
−1 −M
b0 + b1 z + ... + bM z
H ( z) = −1 −N
1 + a1 z + ... + a N z
Y(z)  Output in Z-transform
X(z)  Input in Z-transform
H(z)  System Function
ak & bk  System characteristics
 b0 z − M  z M + (b1 / b0 )z M −1 + ... + (bM / b0 ) 

H ( z ) =  − N  N −1

 z  z + a1 z + ... + a N
N

( z − z1 )( z − z 2 ).....( z − z M )
H ( z ) = b0 z ( −M + N
) ( z − p1 )( z − p2 ).....( z − p N )

M
∏ (z − z )
k
H ( z ) = b0 z N − M k =1
N
∏ (z − p )
k =1
k
where:
zk  zeros – values of z for which H(z) = 0
pk  poles – values of z for which H(z) = ∞

Pole-Zero plot
 Graphical representation of X(z) which
shows the location of poles (mark as x)
and zeros (mark as o).
 ROC of a Z-transform should not

contain any poles

Special Forms of H(z)
M
∑ k
b z −k
H ( z) = k =0
N
 Pole-Zero IIR
1 + ∑ ak z −k
k =1
M M
1
H ( z ) = ∑ bk z −k = M ∑ k
b z M −k  FIR
k =0 z k =0
b0 b0 z N
H ( z) = N
= N  Purely Recursive IIR
1 + ∑ ak z −k
∑a k z N −k
k =1 k =0
The One-Sided Z-Transform
Solution to Difference Equations with non-
zero initial condition
 Definition:
∞
X + ( z ) = ∑ x ( n) z − n
n =0
 Properties: Almost all properties for two-

sided Z-transform carry over to the one-sided
Z-transform except for the Shifting Property.
The One-Sided Z-Transform
 Shifting Property
 Case 1: Time Delay
z+
If x(n) ←→ X + ( z)
k
z+
then : x(n − k ) ←→ z − k [ X + ( z ) + ∑ x ( − n) z n ]
n =1
 Case 2: Time Advance

z+
If x(n) ←→ X + ( z)
k −1
then : x(n + k ) ←→ z [ X ( z ) − ∑ x(n) z − n ]
z+ k +
ECE411 UST - engradc (c) 2012
n =0 43
Solutions to Difference Equations
(Non-zero Initial Conditions)
 The General Form of Nth-Order Constant Coefficient
Difference Equation
N M
y ( n) = −∑ a k y ( n − k ) + ∑ bk x( n − k )
k =1 k =0
 Obtaining the one-sided Z-transform
N
 k
 M
Y + ( z ) = −∑ ak z −k Y + ( z ) + ∑ y (− n) z n  + ∑ bk z −k X + ( z )
k =1  n =1  k =0

 N
−k 
N k M
Y ( z ) 1 + ∑ ak z  = −∑ ak z ∑ y ( − n) z + ∑ bk z −k X + ( z )
+ −k n
 k =1  k =1 n =1 k =0
N k M
− ∑ a k z − k ∑ y ( − n) z n ∑ k
b z −k
X +
( z)
Y + ( z) = k =1
N
n =1
+ k =0
N
1 + ∑ ak z −k 1 + ∑ ak z −k
k =1 k =1
+ P( z )
Y ( z) = + H ( z) X ( z)
A( z )
P( z )
Y + ( z) = + H ( z) X ( z)
A( z )
+ +
Y ( z ) = YZI ( z ) + YZS ( z )
YZS ( z ) = H ( z ) X ( z )  zero-state response in Z-domain
+ P( z )
YZI ( z ) =  zero-input response in Z-domain
A( z )
Z −1
{Y +
}
( z ) = y ( n) = y zs (n) + y zi (n)
Sample Problems
1. Determine the system function, pole-zero
locations and impulse response of the
system described by the difference
equation:
1
a.) y (n) = y (n − 1) + 2 x(n) + 0.5 x(n − 1) + x(n − 2)
2
b.) y (n) − 3 y (n − 1) − 4 y (n − 2) = x(n) + 2 x(n − 1)

Sample Problems
2. Determine the unit-step response of the
system described by the figure below and
obtain the direct-form 2 equivalent. Assume
the system is initially relaxed.
+ +
x(n) y(n)
z –1 z –1
0.8 0.8

Sample Problems
3. When the input to a DT-LTI system is

x(n)=[4(0.5n)+3(0.75n)]u(n) the output is
y(n)=2nu(n). Determine the impulse response
of a system such that the output is
y(n)=[4(0.5n)+3(0.75n)]u(n) for an input
x(n)=2nu(n).

Sample Problems
4. Solve for the zero-input response
a. y(n)=0.9y(n–1) – 0.81y(n–2)+x(n)
 y(–1)=1, y(–2)=1

Analysis of DT-Systems
in Z-Domain
Angelo R. dela Cruz

Schur-Cohn Stability Test
 The stability of a DT system is determined by
the position of the poles.
 The poles are the roots of the denominator of
the system function
b0 + b1 z −1 + ... + bM z − M
H ( z) =
1 + a1 z −1 + ... + a N z − N

 For causal system the roots of A(z) must lie inside the
unit circle.
 Let:
m
Am ( z ) = ∑ a k (m) z − k  Polynomial A of degree m
k =0
Am ( z ) = 1 + a1 (m) z −1 + a 2 (m) z −2 + ... + a m (m) z − m

m
Bm ( z ) = ∑ a m − k ( m) z − k  Reverse polynomial of Am
k =0
Bm ( z ) = a m (m) + a m −1 (m) z −1 + a m − 2 (m) z −2 + ... + z − m

 The lower degree polynomials, Am-1(z) for m=N, N-1,
N-2,…,1, can be computed recursively using
Am ( z ) − K m Bm ( z )
Am −1 ( z ) =
1− Km
2
 Where: Km = am(m)  Reflection Coefficients
 The Schur-Cohn stability test states that the

polynomial A(z) has all its roots inside the unit
circle if and only if the reflection coefficients,
|Km|<1 for all m = N, N-1, N-2,…,1.
 Solving for the Reflection Coefficients Km
 Expanding both sides of the polynomial equation
Am ( z ) − K m Bm ( z )
Am −1 ( z ) =
1− Km
2
 and equating the coefficients corresponding to equal

powers of z.
1 − K m a m ( m) a1 (m) − K m a m −1 (m)
1= a1 (m − 1) =
1− Km
2
1− Km
2
a 2 ( m) − K m a m − 2 ( m) a m −1 (m) − K m a1 (m)
a 2 (m − 1) = a m −1 (m − 1) =
1− Km
2
1− Km
2
 Thus, the general algorithm to determine the
coefficients of the lower degree polynomials of
A(z) is
for m = N , N − 1, N − 2,....,1
for k = 1,2,..., m − 1
ak ( m) − K m am − k ( m)
ak (m − 1) =
1− Km
2

Sample Problem
1. Determine whether the following systems
are stable or not.
1
a.) H ( z ) =
1 − (7 / 4 )z −1 − (1 / 2 )z − 2
1
b.) H ( z ) =
2 − 4 z −1 − 0.5 z − 2 − z −3

Analysis of Second-Order DT Systems
 Consider a causal two-pole (second-order) system
y (n) = −a1 y (n − 1) − a 2 y (n − 2) + b0 x(n)
 The system transfer function is
Y ( z) b0 b0 z 2
H ( z) = = −1 −2
= 2
X ( z ) 1 + a1 z + a 2 z z + a1 z + a 2
 The poles are
a1 − 4a 2
2
a1
p1 , p 2 = − ±
2 4
 Recall that:
D = a1 − 4a2
2
 Discriminant
a1 = −( p1 + p 2 )
a 2 = p1 p 2
 The reflection coefficients are:

a1
K 2 = a2 K1 =
1 + a2
 The system is BIBO stable if the poles lie inside the
unit circle thus, the system is stable if and only if
|K2|<1 and |K1|<1
a1
| a 2 |< 1 <1
1 + a2
 Or Equivalently:
a1
− 1 < a2 < 1 −1 < <1
1 + a2
Stability Triangle
 From these relationships

 Case 1: Real and Distinct Poles, D>0
H ( z) bz b0 z A1 A2
= 2 0 = = +
z z + a1 z + a 2 ( z − p1 )(z − p 2 ) ( z − p1 ) ( z − p 2 )
A1 A2
H ( z) = −1
+
1 − p1 z 1 − p 2 z −1
b0 p1 − b0 p 2
A1 = A2 =
p1 − p 2 p1 − p 2

h( n) =
b0
p1 − p2
(
n +1 n +1
p1 − p2 u (n) ) 62
 Case 2: Real and Repeated Poles, D=0
H ( z) b0 z A1 A2
= = +
z (z − p )2
( z − p ) ( z − p ) 2
1 z −1
H ( z ) = A1 + A2
1 − pz −1
(
1 − pz −1 )2
A1 = b0 A2 = b0 p
( )
h(n) = b0 n + 1 p u (n)
n
 Case 3: Complex-Conjugate Poles, D<0
A A*
H ( z) = −1
+
1 − pz 1 − p * z −1
j ω0
 Let: p = re 0 < ω0 < π
 Thus
a1 = −2r cos ω0 a 2 = r 2
jω 0 jω 0
b0 p b0 re b0 e
A= = =
p − p* r e −ejω 0
(
− jω 0
)
j 2 sin ω 0
b0 r n
h( n) = [sin (ω0 n + ω0 )]u (n)
sin ω0 64
Sample Problems
1. Determine the following:
a. System function and zero-state step
response for a = 0.5
b. Total response for y(-1) = 1, x(n) = u(n) and
a = 0.5
c. Total response for y(-1) = 1, x(n) = cosω0n u(n)
and a = 0.5, ω0=π /3
d. Range of a that will make the system stable.
+ z –1 z –1
x(n) y(n)

a
Sample Problems
2. Design a second order digital oscillator with
a peak amplitude of 1 and frequency of
2000Hz. Use a sampling rate of 20KHz.
3. If y(-1) = 0, what value of y(-2) must be

preloaded to a second-order system such
that the system will have a response similar
to that of problem (2) even without an
impulse input?

Lec4 Z-Transform

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The Z-Transform

Angelo R. dela Cruz

ECE411 UST - engradc (c) 2012 1

+ x(1) z −1 + x(2) z − 2 + ..... + x(∞) z −∞

ECE411 UST - engradc (c) 2012 2

*The existence of ROC guarantees the existence of X(z)

ECE411 UST - engradc (c) 2012 4

ECE411 UST - engradc (c) 2012 5

ECE411 UST - engradc (c) 2012 6

ROC : a r1 < z < a r2

ECE411 UST - engradc (c) 2012 7

ECE411 UST - engradc (c) 2012 8

ECE411 UST - engradc (c) 2012 9

x(n) = x1 (n) * x 2 (n) ←

ECE411 UST - engradc (c) 2012 10

ECE411 UST - engradc (c) 2012 11

ECE411 UST - engradc (c) 2012 12

If x(n) is causal then

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a. x(n) = {3, -2, -2, 5, 1, 4, -1, 0}

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c.) x(n) = 2 (sin ω0 n ) u (n) n

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a.) x(n) = cos (ω0 n + φ ) u (n)

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1. Ζ{δ (n)} → 1 ROC : all z

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which converges in the given ROC

If X(z) is rational, inversion can be done using

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if a.) ROC: |z| > 1

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 Given a Rational Z-Transform

 X(z) is proper rational function if M < N

where the last term is a proper rational form

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Then borrow z from the right side

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Thus, the inverse Z-transform of X(z) for x(n) causal is:

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 To determine the inverse Z-transform for poles with

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 The partial fraction expansion holds for both

 Complex-conjugate poles (p1=p2*) result in

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, For distinct poles: (

x(n) = 2 | A || p |n cos( β n + α )u (n)

If |p| < 1  the response is decaying

If |p| = 1  the response is constant

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Angelo R. dela Cruz

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 b0 z − M  z M + (b1 / b0 )z M −1 + ... + (bM / b0 ) 

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 ROC of a Z-transform should not

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 Properties: Almost all properties for two-

 Case 2: Time Advance

 Obtaining the one-sided Z-transform

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YZS ( z ) = H ( z ) X ( z )  zero-state response in Z-domain