ECTE301: Digital Signal Processing: The Z-Transform: Inverse Transform & Applications

ECTE301: Digital Signal Processing
Lecture 4
The z-transform: Inverse Transform & Applications
Part A's contents
Textbook
Lecture Topic Practice
Chapter
Lab 1
L1 Introduction to DSP 1, 2.1, 2.2
Tutorial 1
Lab 2
L2 Convolution and LTI Systems 2.3, 2.4
Tutorial 2
The z-transform: Tutorial 3
L3 3.1, 3.2, 3.3
Forward Transform and Properties Lab 3
The z-transform:
L4 3.4, 3.5 Tutorial 4
Inverse Transform and Applications
2.4, 2.5,
Random signals and Tutorial 4
L5 2.6, 12.1
Cross-correlation Sequences Report
L6 Revision of Weeks 1 to 6 - -
Digital Signal Processing S. L. Phung & A. Bouzerdoum 2/52

Lecture 4's objectives
 Learn techniques to compute the inverse z-transform.
 Use the z-transform to analyse LTI systems.
 Learn the concept of complex spectral density.

Lecture 4's sequence
4.1 The inverse z-transform
4.2 The z-transform and LTI systems
4.3 Complex spectral density

 The inverse z-transform of X(z) is defined as
 Here, C is a counter-clockwise closed contour in the ROC of X(z).
 The inverse z-transform can be derived from the Cauchy integral

theorem:

The inverse z-transform
There are three common methods for finding the inverse z-transform.
 Inspection method [Section 4.1.1]
 Power series method [Section 4.1.2]
 Partial-fraction expansion method [Section 4.1.3]

4.1.1 Inspection method
 Use Table 2 of common z-transform pairs to find directly signal x(n) for
the standard z-domain functions.
 Use Table 1 of z-transform properties to relate a given X(z) to the

standard z-domain functions.

Table 2: Common z-transform pairs

Table 1: Properties of the z-transform

Inspection method
 Frequently used properties
● Linearity:
● Time-reversal:
● Time-shifting:
● Scaling:
● Differentiation:

Inspection method
 Example 4.1: Find the inverse z-transform of
 Answer:
Using Table 2, we know that
Therefore, x(n) can be obtained directly as

Inspection method
 Answer:
According to the time-shifting property (Table 1):
Using Table 2, we know that (Example 4.1):
Therefore, we have:
Shifting by k = 1 sample!

4.1.2 Power series method
 If x(n) is causal sequence, then
 If we can express X(z) as a power series
then, by matching coefficients, we get
 This method is suitable if the power series of X(z)

● has only a few terms, or
● can be found easily using Taylor series expansion, or
● can be found easily using long-division.

Power series method: Direct terms
 Answer: We have
X(z) has only
a few terms
Therefore,

Power series method: Taylor series
 Answer: Note the Taylor series expansion:

ECTE301-Formula-
List-Part-A.pdf
We can write
X(z) has an easy-to-find
Taylor series
Hence,

 Answer: Note the Taylor series expansion:
We can write
Hence,

 Answer: We use the Taylor series expansion, ECTE301-Formula-

List-Part-A.pdf
Then,
Hence,

Power series method: Long division
 Example 4.7: Find a causal sequence x(n) so that
 Answer:
● This method is applicable when X(z) is the ratio of two polynomials of z-1.
● Arrange the polynomials in the increasing power of z-1.
● Find the quotient polynomial, using long division.

Power series method: Long division
Performing ECTE301-Formula-
long division List-Part-A.pdf
…
Hence,

4.1.3 Partial fraction expansion method
 This method is applicable when X(z)/z can be expressed as the ratio of
two polynomials in z:
 There are two cases that we should consider.
 X(z) has simple poles: e.g. X(z) has two simple poles z = 1 and z = 0.5.
 X(z) has repeated poles: e.g. X(z) has a pole z = 1 with multiplicity m = 2.

Partial fraction expansion method
 Steps when X(z) has only simple poles
● Express X(z)/z as a ratio of two polynomials in z.
● Perform partial fraction expansion to write X(z)/z as
where ai can be found as
● Write X(z) as a sum of simple terms:
● Finally, obtain x(n) using Table 2:

 Example 4.8: For causal x(n), find the inverse z-transform of
 Answer A:
● Express X(z)/z as a ratio of two polynomials in z:
● Perform the partial fraction expansion of X(z)/z:

ECTE301-Formula-
List-Part-A.pdf

● Write X(z) as the sum of simple terms.
● Use Table 2 to obtain the final form of x(n)
● Verify x(n) by checking the value of x(0) and x(∞).

 According to (*), x(0) = 1 and x(∞) = 1.4.
 According to the initial value theorem:
 According to the final value theorem:

 Answer B:
● This fast technique is applicable when X(z) is given in terms of z-1.
● We can expand X(z) directly as ECTE301-Formula-

List-Part-A.pdf
● Then, find a1 and a2 by
● Therefore,

 Steps when X(z) has repeated poles
● Suppose that D(z) has a root p with multiplicity of m, where m > 1.
● Expand X(z)/z as terms contributed by pole p
● Calculate the coefficients am, am-1, …, a1 as
● Write solution x(n).

 Example 4.9: Find a causal sequence x(n) with the following z-transform
 Answer:
● We expand X(z)/z as
● Calculate the coefficients:
Calculus

 Answer (continued):
● Therefore,
● Comparing with Table 2 of z-transform pairs, we get


 For a discrete-time LTI system, let H(z) be the z-transform of the
impulse response h(n):
 H(z) is called the pulse transfer function or system function. It completely

characterizes the system.
 H(z) is the ratio of Y(z) and X(z).
h(n)
H(z)

The z-transform and LTI systems
4.2.1 Finding unknown signals x(n), h(n), y(n)
4.2.2 Poles, zeros, ROC, stability
4.2.3 z-transform & difference equation
4.2.4 z-transform & frequency response

4.2.1 Finding unknown signals x, h, y
h(n)
H(z)
 Knowing two of the three signals {X(z), H(z), and Y(z)},

we can calculate the remaining signal.
● Finding output y(n):
● Finding impulse response h(n):
● Finding input x(n):

The z-transform and LTI systems
 Example 4.10: Compute the output y(n) of the system (a ≠ b):
LTI
 Answer:
● First, we find:
● Next, we perform the partial fraction expansion on Y(z):
● Finally, we can write:

4.2.2 Poles, zeros, ROC, stability
 Poles: The values of z where H(z) goes to ∞.
 Zeros: The values of z where H(z) = 0.
 ROC: Region on the z-plane where H(z) is valid.
 Example 4.11: Consider a causal system with
● Poles: p1 = 1, p2 = 0.5.
● Zeros: z1 = 0.3, z2 = 0.
● ROC: |z| > 1.

Stability
 Theorem 1: A LTI system is stable if its ROC contains the unit circle.
 Theorem 2: A causal LTI system is stable if all its poles are inside the
unit circle.
Im{z}
× denotes a pole.
×
×
1 Re{z}
z-plane

Stability
 Example 4.12: Determine the stability of the following causal systems:
 Answer:
a) Find poles:
Because |p1| < 1 and |p2| < 1, system H1(z) is stable.
b) Find poles:
Because |p1| > 1, system H2(z) is unstable.

4.2.3 The z-transform & difference equation
 Consider an LTI system given by the difference equation:
 Applying the z-transform to both sides of equation:
 The system function is

The z-transform and difference equation
 If ak = 0 for all k, we have an all-zero system:
 This is a FIR system:

The z-transform and difference equation
 If bk = 0 for k = 1, 2, …, M, we have an all-pole system:
 This is called an autoregressive (AR) system:

4.2.4 The z-transform & frequency response
 Consider an LTI system with an impulse response of h(n) and system

function H(z).
 The frequency response H(jω) is the system function H(z) evaluated on

the unit circle:
Im{z}
1
 Here, ω is an angle between [0, 2π]. !

Re{z}
z-plane

Magnitude and phase responses
 In general, H(jω) is a complex number.
real part imaginary part
 The magnitude response of the system is defined as
 The phase response of the system is defined as

Frequency response of a LTI system
 Example 4.13: Find the frequency response of the system
 Answer: In z-domain, the system can be expressed as
Therefore, the system function is
We substitute z = ejω to obtain the frequency response:

Frequency response of a LTI system
Magnitude Response
0.4
0.35
0.3
0.25
0.2
-6 -4 -2 0 2 4 6
Phase Response
2
-2
-4
-6 -4 -2 0 2 4 6
ω
Plot of magnitude and phase responses.

Steady-state output
 Consider a sinusoidal input with a frequency ω0:
 The steady-state output of the system is
 Conclusion:
● output frequency = input frequency,

● output magnitude = input magnitude × |H(jω0)|,
● output phase = input phase + angle{Hjω0)}.

Steady-state output
 Example 4.14: Find steady-state response of the system in Example 4.13
for the input signal
 Answer: We already find that
For input signal x(n), frequency ω0 = 0.1π. Therefore,
The steady-state output is

Steady-state output
x[n] 0
-1
transient 0 10 20 30 40 50 60
response steady-
0.5 state
y[n]
-0.5
0 10 20 30 40 50 60
n


 The complex spectral density (CSD) of a sequence x(n) is the z-transform

of the auto-correlation rxx(l):
 The complex cross-spectral density of sequences x(n) and y(n) is the

z-transform of the cross-correlation rxy(l):

Complex spectral density
 The CSD of a real signal x(n) is given by:
Because
 The cross CSD of x(n) and y(n) is given by:

Because
 It follows that

Complex spectral density
 Example 4.15: The CSD function of a signal is given by
Find autocorrelation rxx(l) and power spectral density Pxx(ω).
 Answer: Applying the power fraction expansion:
The ROC of Rxx(z) is 0.8 < |z| < 1.25. Therefore,
The power spectral density is

Input-output correlation sequences
h(n)
h(l)
h(l)
rhh(l)
Transformation of correlation sequences by a LTI system.

Input-output correlation sequences
H(z)
H(z)
H(z)
H(z) H(z-1)
Transformation of spectral densities by a LTI system.

Lecture 4's summary
To revise for this lecture:
 Learn three techniques to compute the inverse z-transform.
 Use the z-transform to analyse LTI systems.
 Compute unknown signals x(n), y(n) or h(n) given the two others.
 Calculate system zeros, poles, ROC, stability, frequency response.
 Practice: Tutorial 4 exercises.

ECTE301: Digital Signal Processing: The Z-Transform: Inverse Transform & Applications

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ECTE301: Digital Signal Processing

Digital Signal Processing S. L. Phung & A. Bouzerdoum 2/52

 Learn techniques to compute the inverse z-transform.

 Use the z-transform to analyse LTI systems.

 Learn the concept of complex spectral density.

Digital Signal Processing S. L. Phung & A. Bouzerdoum 3/52

4.1 The inverse z-transform

4.2 The z-transform and LTI systems

4.3 Complex spectral density

Digital Signal Processing S. L. Phung & A. Bouzerdoum 4/52

 Here, C is a counter-clockwise closed contour in the ROC of X(z).

 The inverse z-transform can be derived from the Cauchy integral

Digital Signal Processing S. L. Phung & A. Bouzerdoum 5/52

 Inspection method [Section 4.1.1]

 Power series method [Section 4.1.2]

 Partial-fraction expansion method [Section 4.1.3]

Digital Signal Processing S. L. Phung & A. Bouzerdoum 6/52

 Use Table 1 of z-transform properties to relate a given X(z) to the

Digital Signal Processing S. L. Phung & A. Bouzerdoum 7/52

Digital Signal Processing S. L. Phung & A. Bouzerdoum 8/52

Digital Signal Processing S. L. Phung & A. Bouzerdoum 9/52

 Frequently used properties

Digital Signal Processing S. L. Phung & A. Bouzerdoum 10/52

Therefore, x(n) can be obtained directly as

Digital Signal Processing S. L. Phung & A. Bouzerdoum 11/52

Using Table 2, we know that (Example 4.1):

Digital Signal Processing S. L. Phung & A. Bouzerdoum 12/52

 If we can express X(z) as a power series

then, by matching coefficients, we get

 This method is suitable if the power series of X(z)

Digital Signal Processing S. L. Phung & A. Bouzerdoum 13/52

Digital Signal Processing S. L. Phung & A. Bouzerdoum 14/52

 Answer: Note the Taylor series expansion:

Digital Signal Processing S. L. Phung & A. Bouzerdoum 15/52

 Answer: Note the Taylor series expansion:

Digital Signal Processing S. L. Phung & A. Bouzerdoum 16/52

 Answer: We use the Taylor series expansion, ECTE301-Formula-

Digital Signal Processing S. L. Phung & A. Bouzerdoum 17/52

● Arrange the polynomials in the increasing power of z-1.

● Find the quotient polynomial, using long division.

Digital Signal Processing S. L. Phung & A. Bouzerdoum 18/52

Digital Signal Processing S. L. Phung & A. Bouzerdoum 19/52

 There are two cases that we should consider.

Digital Signal Processing S. L. Phung & A. Bouzerdoum 20/52

● Perform partial fraction expansion to write X(z)/z as

where ai can be found as

● Write X(z) as a sum of simple terms:

● Finally, obtain x(n) using Table 2:

Digital Signal Processing S. L. Phung & A. Bouzerdoum 21/52

● Perform the partial fraction expansion of X(z)/z:

Digital Signal Processing S. L. Phung & A. Bouzerdoum 22/52

● Use Table 2 to obtain the final form of x(n)

● Verify x(n) by checking the value of x(0) and x(∞).

 According to the final value theorem:

Digital Signal Processing S. L. Phung & A. Bouzerdoum 23/52

● We can expand X(z) directly as ECTE301-Formula-

● Then, find a1 and a2 by

Digital Signal Processing S. L. Phung & A. Bouzerdoum 24/52

● Expand X(z)/z as terms contributed by pole p

● Calculate the coefficients am, am-1, …, a1 as

● Write solution x(n).

Digital Signal Processing S. L. Phung & A. Bouzerdoum 25/52

● Calculate the coefficients: