EE330 Digital Signal Processing

Review of Z-Transform

Arbab Latif
Fall 2021

Resources:
Discrete Time Signal Processing, A. V. Oppenheim and R. W. Schaffer, 3rd Edition, 2010 (Chapter 3)
3 Z-Transform definition:
• Analysis Equation (Z-transform Eq.):

X (z) = 
n =−
x[n]z − n

• Synthesis Equation (Inverse Z-transform

Eq.):
– Contour Integral – (not required here)
1
x[n] =
2 j 
C
X ( z ) z n −1dz.
[Cauchy Integral Th.]
– Inspection method
– Partial fraction expansion
– Power Series Expansion
4 Notation:

Z
x[ n]  X(z)

X ( z ) = Z{x[n]}, ROC = R x
−1
x[n] = Z { X (z)}
Requires knowledge of
ROC
5 Relationship with other transforms:
• Discrete counterpart to Laplace Transform
: S-plane Im{s} Im{z}
Z-plane z = re j
s =  + j
j

Re{z}
 Re{s}

CTFT on jΩ-axis, i.e.,  =0 (Unit circle, r=1)

DTFT on unit-circle, i.e., (r=1)

X ( j) = X (s) |s = j X (e j ) = X (z) |z =e j

(CTFT) (Laplace Transform) (DTFT) (Z-Transform)

X (s) = CTFT {x(t) e− t } X ( z ) = DTFT {x[n]r − n } 5

6 Convergence of Z-transform:
• Region of Convergence (ROC): The set of
values of ‘𝑧’ for which the Z-transform
power series converges.
• Z-transform of 𝑥[𝑛] converges when the
DTFT of 𝑥 𝑛 𝑟 −𝑛 does. Im{z}

Re{z}

ROC
7 Rational Z-transform:
• For rational Z-transforms, X(z) can be
expressed as a ratio of polynomials.
P( z )
X ( z) =
Q( z )

• Zeros: Roots of 𝑃(𝑧)

– Denoted by ‘o’ on Z-plane

• Poles: Roots of 𝑄(𝑧)

– Denoted by ‘x’ on Z-plane
7
9
Example 3.1: (Right-sided
Exponential)
• Consider the sequence:
x[n] = a u[n]
n

• Z-transform: 𝑋(𝑧)=?

X ( z) = 
n =−
x[n]z − n X ( z) =
1
1 − az −1
,a  z
 
Im{z}

X ( z ) =  a n z − n =  (az −1 )n
n =0 n =0
a Re{z}
1 −1
X ( z) = −1
, az 1
1 − az

ROC
9
10 Example 3.2: (Left-sided Exponential)
• Consider the sequence:
x[n] = −a u[−n − 1]n

• Z-transform: 𝑋(𝑧)=?
------------------------------------------------------

X ( z) = 
n =−
x[n]z − n
X ( z) =
1
,z  a
−1
−1  1 − az
X ( z) =  −a z
n =−
n −n
= − (a −1 z )n
n =1
Im{z}

(Add and subtract 1)


X ( z ) = 1 −  (a z )
a Re{z}
−1 n

n =0
1 −1
ROC
X ( z) = 1 − −1
, a z 1
1− a z 10
11 Example 3.3: Sum of Exponentials:
• Consider the sequence:
x[n] = (1/ 2) u[n] + (−1/ 3) u[n].
n n

• Z-transform? Z 1
(1/ 2) u[n] 
n
−1
, z  1/ 2
1 − 0.5 z
Z 1
(−1/ 3) u[n] 
n
−1
, z  1/ 3
1 + (1/ 3) z
1 1
X ( z) = −1
+ −1
, z  1/ 3  z  1/ 2
1 − (1/ 2) z 1 + (1/ 3) z
2(1 − (1/12) z −1 )
X ( z) = −1 −1
, z  1/ 2
(1 − (1/ 2) z )(1 + (1/ 3) z ) 11
12 Example 3.3 (Pole-Zero Plot)
2(1 − (1/12) z −1 )
X ( z) = −1 −1
, z  1/ 2
(1 − (1/ 2) z )(1 + (1/ 3) z )
Im{z}

Re{z}
1 1 1
1
− 2
3 12

Unit Circle

ROC
12
13
Example 3.5 (Two-sided
Exponentials):
• Consider the sequence:
x[n] = (−1/ 3) u[n] − (1/ 2) u[ −n − 1].
n n

• Z-transform? Z 1
(−1/ 3) u[n] 
n
−1
, z  1/ 3
1 − (1/ 3) z
Z 1
−(1/ 2) u[−n − 1] 
n
−1
, z  1/ 2
1 − (1/ 2) z
1 1
X ( z) = −1
+ −1
, z  1/ 3  z  1/ 2
1 + (1/ 3) z 1 − (1/ 2) z
2(1 − (1/12) z −1 ) 1 1
X ( z) = −1 −1
,  z 
(1 + (1/ 3) z )(1 − (1/ 2) z ) 2 3 13
14 Example 3.5 Pole Zero Plot:
2(1 − (1/12) z −1 ) 1 1
X ( z) = −1 −1
,  z 
(1 + (1/ 3) z )(1 − (1/ 2) z ) 2 3
Im{z}

Re{z}
1 1 1 1
−
3 12 2

Unit Circle

ROC 14
Properties of the ‘Region of
Convergence’ (ROC)
16 Properties of ROC (for rational Z-transforms):

1) ROC will have one of the following

forms:

Im{z} Im{z} Im{z}

rL
rL rR
Re{z} rR Re{z} Re{z}

ROC
ROC ROC

z  rL   0  rR  z  rL   0  rR  z
16
17 Properties of ROC (for rational Z-transforms):

2) The Fourier transform of 𝑥[𝑛]

converges absolutely iff the ROC of the
Z-transform of 𝑥[𝑛] includes the unit
circle.
Im{z} Im{z} Im{z}

Re{z} Re{z} Re{z}

z =1 z =1 z =1
Stable Stable Unstable
17
18 Properties of ROC (for rational Z-transforms):

3) The ROC cannot contain any poles.

Im{z} Im{z}

Re{z} Re{z}

Valid ROC Invalid ROC

18
19
Properties of ROC (for rational Z-
transforms):
• 4)For finite-duration sequences, the ROC
is the entire z-plane, except possibly @
z=0, and/or z=Infinity.
𝑥[𝑛] ROC Poles

A [ n] Entire z-
No poles
plane
 [n − 1] z 0 z =0
 [n + 2] z  z=
 [n − 1] +  [n + 2] 0  z   z = 0, 
19
20
Properties of ROC (for rational Z-
transforms):
• 5)For right-sided sequences, the ROC
extends outward from the outermost finite
pole in 𝑋(𝑧) and (possibly including z= ∞.)

Im{z}

Outermost
pole Re{z}

20
21 Properties of ROC (for rational Z-transforms):

6) For left-sided sequences, the ROC

extends inward from the innermost non-
zero pole in 𝑋(𝑧) and (possibly including
z= 0).
Im{z}

Re{z}

Innermost
pole

21
22
Properties of ROC (for rational Z-
transforms):
• 7) If 𝑥[𝑛] is a two-sided sequence, the
ROC will consist of a ring in the 𝑧-plane,
bounded on the interior and exterior by a
pole. No poles inside ROC.
Im{z}

Re{z}

22
23
Properties of ROC (for rational Z-
transforms):
• 8) The ROC must be a connected region:
Im{z}

Im{z}

Re{z}
ffffbb Re{z}

Invalid ROC Invalid ROC

23
24 Properties of Z-Transform
• Notation:
Z
x[n]  X(z), ROC = R x
Z
x1[n]  X1 (z), ROC = R x1
Z
x2 [n]  X2 (z), ROC = R x2

24
25 Properties of Z-Transform

Sequence Transform ROC

ax1[n] + bx2 [n] aX 1 (z) + bX 2 (z) Rx1  Rx2

x[n − no ] − no Possible addition or

z X ( z) Rx deletion of 0 or ∞

n zo Rx
z x[n]
0
X (z/ z o )
(P/Z scaled by z0)
dX (z)
nx[ n ] −z Rx
dz
x*[n] * *
X (z ) Rx
25
26 Properties of Z-Transform (Contd.)

Sequence Transform ROC

1 Contains Rx
Re{x[ n]} [ X (z) + X* (z* )] (Possible p/z
2
cancellation)
1
Im{x[ n]} [ X (z) − X* (z* )] Contains Rx
2j (Possible p/z
cancellation)
x [− n]
* * *
X (1/ z ) 1 / Rx
Poles/Zeroes move to
1/z*
x1[n]  x2 [n] X1 ( z) X 2 ( z) Contains Rx1  Rx2
(Possible p/z
cancellation)

26
Inverse Z-Transform
28 Method 1: Inspection Method:
• Example: X ( z) =
1
, z  1/ 2
−1
• Find 𝑥[𝑛]=? 1 − (1/ 2) z
------------------------------------------------------
Recall, 1
a u[n] 
n
, z a
1 − az −1

So,
n
1
x[n] =   u[n]
2

28
29
Method 2: Partial Fraction
Expansion (PFE):
• Example: 1
X ( z) = −1 −1
, z  1/ 2
(1 − (1/ 4) z )(1 − (1/ 2) z )
• 𝑥[𝑛]=?
• Rewrite using PFE,
−1 2
X ( z) = −1
+ −1
, z  1/ 2
1 − (1/ 4) z 1 − (1/ 2) z

• Now use inspection method:

n n
• 1 1
x[n] = −   u[n] + 2   u[n]
4 2
29
30 Partial Fraction Expansion Method:
σ𝑀
𝑘=0 𝑏𝑘 𝑧
−𝑘
• Given 𝑋 𝑧 = σ𝑁 , [𝑎0 , 𝑏0 , 𝑎𝑛 , 𝑏𝑚 ≠ 0]
𝑘=0 𝑎𝑘 𝑧 −𝑘
– Case 1: 0 < 𝑀 < 𝑁 [Proper Fractions]
• Zeros: 𝑀 + 𝑁 − 𝑀 [@ 𝑜𝑟𝑖𝑔𝑖𝑛]
• Poles: 𝑁
– Case I1: 𝑀 ≥ 𝑁 ≥ 0 [Improper Fractions]
• Zeros: 𝑀
• Poles: 𝑁 + 𝑀 − 𝑁 [@ 𝑜𝑟𝑖𝑔𝑖𝑛]
• No poles/zeros at Infinity

30
31
Partial Fraction Expansion (PFE)
Method:
σ𝑀 𝑏
𝑘=0 𝑘 𝑧 −𝑘
• Given 𝑋 𝑧 = σ𝑁 −𝑘
𝑘=0 𝑎 𝑘 𝑧
– Case 1: 0 < 𝑀 < 𝑁 [Proper Fractions]
𝑎0 ς𝑀 −1
𝑘=0(1−𝑐𝑘 𝑧 )
•𝑋 𝑧 =
𝑏0 ς𝑁 −1
𝑘=0(1−𝑑𝑘 𝑧 )
– Case 1a: PFE for Simple Poles:
𝐴𝑘
» 𝑋 𝑍 = σ𝑁
𝑘=0 1−𝑑𝑘 𝑧 −1
» 𝐴𝑘 = 𝑋 𝑍 1 − 𝑑𝑘 𝑧 −1
ȁ𝑧=𝑑𝑘
– Case 1b: PFE with a Pole of Order 𝑠:
𝐴𝑘 𝐶𝑚
» 𝑋 𝑍 = σ𝑁
𝑘=0,𝑘≠𝑖 + σ𝑠𝑚=1
1−𝑑𝑘 𝑧 −1 1−𝑑𝑖 𝑧 −1 𝑚
1 𝑑 𝑠−𝑚
» 𝐶𝑚 = 1 − 𝑑𝑖 𝑤 𝑠 𝑋 𝑤 −1
𝑠−𝑚 ! −𝑑𝑖 𝑠−𝑚 𝑑𝑤 𝑠−𝑚 𝑤=𝑑𝑖−1
by Eq. 3.47
31
32
Partial Fraction Expansion (PFE)
Method:
σ𝑀
𝑘=0 𝑏𝑘 𝑧
−𝑘
• Given 𝑋 𝑧 = σ𝑁 −𝑘
𝑘=0 𝑎𝑘 𝑧
– Case I1: 𝑀 ≥ 𝑁 [Improper Fractions]
• 𝑋 𝑧 = σ𝑀−𝑁
𝑘=0 𝐵𝑘 𝑧
−𝑘 + Proper Fraction

– Coefficients 𝐵𝑘 are obtained by long division.

– Example 3.10

32
33 Example 3.10
2
1+2𝑧 −1 +𝑧 −2 1+𝑧 −1
• 𝑋 𝑧 = 3 1 = 1 , 𝑧 > 1.
1− 𝑧 −1 + 𝑧 −2 1− 𝑧 −1 1−𝑧 −1
2 2 2

• As M = N = 2 and the poles are all 1st-order, so

𝐴1 𝐴2
• 𝑋 𝑧 = 𝐵0 + 1 +
1−2𝑧 −1 1−𝑧 −1

• The constant 𝐵0 can be found by long division:

−1+5𝑧 −1 −1+5𝑧 −1
• Thus, 𝑋 𝑧 = 2 + 3 1 =2 + 1
1−2𝑧 −1 +2𝑧 −2 1−2𝑧 −1 1−𝑧 −1
33
34 Example 3.10 (Contd.)
−1+5𝑧 −1 −1+5𝑧 −1
• 𝑋 𝑧 =2+ 3 1 =2 + 1
1−2𝑧 −1 +2𝑧 −2 1−2𝑧 −1 1−𝑧 −1

• Using PFE, we get

−9 8
• 𝑋 𝑧 =2+ 1 +
1− 𝑧 −1 1−𝑧 −1
2

• The impulse response 𝑥[𝑛] thus is ?

1 𝑛
• 𝑥 𝑛 = 2𝛿 𝑛 − 9 𝑢[𝑛] + 8𝑢[𝑛]
2

34
35 Method 3: Power Series Expansion:
• Example 3.12:
−1
• 𝑥[𝑛]=? X ( z ) = log(1 + az )
• ------------------------------------------------
• Using the Taylor series expansion, we can
n +1 n

(−1) a − n
X ( z) = 
write:
z
n =1 n
• Comparing term by term with Z-transform
formula:
−1 𝑛+1 𝑎𝑛
•𝑥𝑛 = 𝑢[𝑛 − 1]
𝑛 35
Z-Transform & LTI Systems
37 System Function:
Z
h[n]  H ( z )
• Output of LTI Systems given by:

Y ( z) = H ( z) X ( z)
• Causality: ℎ[𝑛] is causal iff 𝐻(𝑧) has an
ROC that extends from the largest pole
to infinity (and includes infinity).
• Stability: ROC must include the unit
circle
• Stability & Causality:
– All the poles must be inside the unit circle.
37
38
Find System Function(Response) from
Difference Equations:
• Consider linear constant coefficient
difference equations of the form:
– σ𝑁 𝑎
𝑘=0 𝑘 𝑦 𝑛 − 𝑘 = σ𝑀
𝑘=0 𝑏𝑘 𝑥[𝑛 − 𝑘]
• System Function 𝐻(𝑧) can be found as
follows:
– Take 𝑍-transform for each term:
• σ𝑁
𝑘=0 𝑎𝑘 𝑧 −𝑘 𝑌(𝑧) = σ𝑀 𝑏 𝑧 −𝑘 𝑋(𝑧)
𝑘=0 𝑘
– Find the ratio 𝑌 𝑧 /𝑋(𝑧)
𝑌 𝑧 σ𝑀
𝑘=0 𝑏𝑘 𝑧
−𝑘
•𝐻 𝑧 = = σ𝑁 −𝑘
𝑋 𝑧 𝑘=0 𝑎𝑘 𝑧

38