Professional Documents
Culture Documents
f (t )e
st
F ( s) dt
f (t )
sampling
f s (t )
f s (t ) f (t ) (t nT ) f (nT ) (t nT )
n n
From Laplace Transform to Z-Transform
st
L[ f s (t )] f (nT ) (t nT ) e dt f (nT ) (t nT )e st dt
n n
n
f (nT ) (t nT )e st dt
n
f (nT )e snT
Sum goes
X ( z ) ZT x[n] x[ n ] z n over all
integer
n
values
X ( z ) ZT x[n] x[ n ] z n
n
Poles pk X(pk) = ∞
Zeros zk X(zk) = 0
Sum goes
from n0 to
infinity
Right-sided signal
Egg Yolk!!!
Left-sided signal
If x[n] has values at some times > 0, then X(z) does not
converge at z = 0 we can’t include 0 in the ROC
Ex: x[n] = u[-n+1]
Donut!!!
n2 n2
x[n] x[k ] [n k ] X ( z ) x[ k ] z k
k n1 k n1
n 0 n 0 1
| az | 1
z
, |z||a|
za
Examples of Z-transform
Find the ZT of the right-sided and the left-sided sequences
a 1
z 1
| a z | 1
X 2 (z) a n z n (a z ) 1 a z
1 n 1
n 1 n 1 1
z | 1
| a
z
, |z||a|
za
n
Find the ZT of the two-sided signal x[n] a
Examples of Z-transform
x[n] =
Examples of Z-transform
Find the ZT of the right-sided-sided signal
x[n] r n sin(bn)u[n]
1 n jbn 1 n jbn
x (n ) r e u (n ) r e u (n )
2j 2j
1 1
(r e ) u (n ) (re jb ) n u (n )
jb n
2j 2j
1 z z
X(z) jb
2j z r e jb
zr e
Z rz sin b
r sin(bn )u (n )
n
, |z||r|
z 2rz cos b r
2 2
Lecture #9
Z-transform properties
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
6. Initial value
7. Final value
Linearity
Z
ax[n] by[n] aX ( z ) bY ( z )
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
8. Initial value
9. Final value
Time shifting
Z
x[n n0 ] z n0 X ( z )
1
w[n] (1) n (3) n 5 u[n 5]
4
Lecture #9
Z-transform properties
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
6. Initial value
7. Final value
Frequency scaling
Z
z
a x[n]
n
X
a
The new ROC is the scaled ROC{X(z)} with factor |a|
(bigger or smaller)
Proof:
ZT {a n x[n ]} a n
n
x[ n ] z n
n
z z
x[n ] X
n a a
Multiplication by an results in a complex scaling in the z-domain
Example of applying the
frequency-scaling property
x[n] a u[n]
n
Lecture #9
Z-transform properties
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
6. Initial value
7. Final value
Multiplication by n
Z dX ( z )
nx[n] z
dz
The new ROC is the same ROC{X(z)}
Proof:
dX ( z ) 1
X ( z) x[n]z
n
n
dz
nx[n ]z
n
n 1
nx[n ]z n
z n
dX ( z )
ZT {nx[n ]} nx[n]z
n
n
z
dz
Example of applying the
multiplication-by-n property
x[n] na nu[n]
Lecture #9
Z-transform properties
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
6. Initial value
7. Final value
Convolution in time
Z
y[n] x[n] h[n] X ( z ) H ( z )
Proof: Z
y[n] x[n] h[n] [ x[k ]h[n k ]]z n
n k
Switching the order of
the summation:
Y ( z)
x[ k
k
] h[ n k ]
n
z n
x[k ]z
k
k
h[ n
n k
k ] z ( n k )
X ( z ).H ( z )
Application of the convolution property
ZT
x[n] X(z)
ZT-1
x[n]*h[n]
ZT
h[n] H(z)
Example
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
6. Initial value
7. Final value
Initial value theorem
If x[n] is causal then x[0] is the initial value of the function x[n]
x[0] lim X ( z )
z
Proof:
X ( z ) x[n]z n x[0] x[1]z 1 x[2]z 2 ...
n 0
Obviously, as z , z n 0
Initial value theorem
x[n0 ] lim[ z X ( z )]
n0
z
Proof:
X ( z) x[ n
n n0
] z n
x[ n0 ] z n0
x[ n0 1] z ( n0 1)
x[ n0 2 ] z ( n0 2 )
...
1. Linearity
2. Time shifting
3. Frequency scaling
4. Multiplication by n
5. Convolution in time
6. Initial value
7. Final value
Final value theorem
Proof: Exercise
Examples
Ex1: unit step u[n]
𝑧
𝑍𝑇 𝑢 𝑛 =
𝑧−1
𝒛
⇒ lim 𝒛 − 𝟏 . = 1=> Ok !
𝒛→𝟏 𝒛−𝟏
1 1 if z 0
n 1
I z dz
2j C 0 if z 0
Z: complex variable
1
x[n ] z ( l n ) 1
dz
n 2 j C
x[l ]
Inverse ZT formula
1
n 1
x[n ] X(z)z dz
2j C
Y ( z)
Distinct poles: rk ( z pk )
z z pk
Partial fraction expansion
Repeated poles:
Z-Transform table
1 (n ) 1
2 (n m) z m
z
3 a u[n ]
n
za
az
4 na u[n ]
n
(z a ) 2
az (z a )
5 n a u[n ]
2 n
(z a ) 3
z ( z a cos )
6 a cos(n)u[n] 2
n
z 2az cos a 2
az sin
7 a sin(n)u[n] 2
n
z 2az cos a 2
Examples of partial fraction expansion
2 z 5z
2
Distinct poles X ( z) z 3
( z 2)( z 3)
Divide X(z) by z, to “save” z for later
X(z) 2z 5 (z 2) (z 3)
z (z 2)(z 3) (z 2)(z 3)
1 1
, | z | 3
z 3 z 2
x (n ) (3n 2 n )u (n )
Examples (cont)
2z
Repeated poles X( z ) , z 2
(z 2)(z 1) 2
X( z ) 1 A B C
, | z | 2
2z (z 2)(z 1) 2
z 2 z 1 (z 1) 2
z 2az cos a 2
(0.5)z sin
4 3
X(z) x | z | 0.5
3 z 2 2(0.5)z cos (0.5) 2
3
4
x (n ) (0.5) sin n u (n )
n
3 3
Examples (cont)
z 4
Time-shift W ( z) 2 z 3
property z 2z 3
W(z) z 5 z 5 14 1
5
2 4
z
z z 2z 3 (z 1)(z 3) z 1 z 3
1 n 5 1 n 5
w[n ] (1) u[n 5] (3) u[n 5]
4 4
Examples (cont)
1 a n 1
y[n ] u[n ]
1 a
Examples (cont)
Find the output y(n) to an input x(n) = u(n) and an LTI
system with impulse response h(n) = -3nu(-n-1)
1 3 n
y[n] u[n] (3) u[n 1]
2 2
Lecture #10
Inversion of Z-transform
1 2
X ( z) ... a2 z a1 z a0 z a1 z a2 z ...
2 1 0
an x[n]
Examples of power series expansion
1 2
X ( z ) 1 2 z 3z ROC : | z | 0
x (0) 1
x (1) 2
x (2) 3
x (n )(n 0,1,2) 0
Examples (cont)
1
X( z) 1
, ROC : z a
1 az
1 2 2 3 3
Long division X(z) 1 az a z a z ...
x (0) 1
x (1) a
x ( 2) a 2
x (3) a 3
...
x (n )(n 0) 0
Lecture #11
Analysis of LTI systems in the Z-domain
1. Transfer function
2. LTI system properties from transfer function
3. Unilateral Z-transform
4. Using unilateral Z-Transform to solve the difference
equations
Transfer function
(1) Find the difference equation, then find H(z) from equation
(2) Put X(z) as input, then directly find Y(z) from block diagram
Transfer function from difference equation
N M
a
k 0
k y[n k ] b r x[n r ]
r 0
ZT
N M
-Linear
a
k 0
k z Y( z ) b r z X( z )
k
r 0
r
-Time-shift M
Y(z) r
b z r
a
X(z) k
k z
k 0
Transfer function from difference equation
Suppose M = N
M N
Y ( z) b z r
r
b z r
r
H ( z) r 0
N
r 0
N
k k
X ( z) k k
a z a z
k 0 k 0
Example
For the α-filter:
y(n) (1 ) y(n 1) x(n)
M
Its transfer function: r
b z r
H ( z) r 0
N
1 (1 ) z 1
k
a
k 0
z k
0.1z
H ( z)
z 0.9
Transfer function from block diagram
D
x[n] y[n]
Z-1
X(z) Y(z)
Transfer function from block diagram
Find the transfer function of this feedback system
w[n]
x[n] H1(z) y[n]
H2(z)
Y ( z) H1 ( z )
H ( z)
X ( z ) 1 H1 ( z ).H 2 ( z )
Lecture #11
Analysis of LTI systems in the Z-domain
1. Transfer function
2. LTI system properties from transfer function
3. Unilateral Z-transform
4. Using unilateral Z-Transform to solve the difference
equations
Causality
Recall:
Causal system h[n] 0 n 0
h(n) is right-sided signal ROC of transfer function is
| z | rmax
An LTI system is causal if and only if the ROC of the transfer
function is the exterior of a circle of radius rmax < ∞
including the point z = ∞
Causality (cont)
h[n ] u[n 1]
z
H ( z) ROC :| z | 1
z 1
Recall:
Stable system h[n]
n
p = roots(den)
1. |z|>1.2: causal, unstable
2. 0.8<|z|<1.2: non-causal, stable
3. 0.5≠|z|<0.8: non-causal, unstable
Examples
Ex2: A LTI system is characterized by:
3 4 z 1 z ( 3 z 4) z 2z
H ( z) 1 2
2
1 3.5z 1.5z z 3.5z 1.5 z 0.5 z 3
Specify the ROC of H(z) and find h[n] for the following conditions:
1. The system is stable
2. The system is causal
3. The system is anticausal
Examples
Ex2: A LTI system is characterized by:
3 4 z 1 z ( 3 z 4) z 2z
H ( z) 1 2
2
1 3.5z 1.5z z 3.5z 1.5 z 0.5 z 3
Invertibility
H(z).Hi(z) = 1
Hi(z) = 1/H(z)
X(z) X(z)
H(z) Hi(z)
Invertibility
Hi(z) is stable: all poles (zeros of H(z)) lie inside the unit circle.
1. Transfer function
2. LTI system properties from transfer function
3. Unilateral Z-transform
4. Using unilateral Z-Transform to solve the difference
equations
Unilateral Z-Transform
1. It does not contain information about the signal x[n] for n<0
1. Transfer function
2. LTI system properties from transfer function
3. Unilateral Z-transform
4. Using unilateral Z-Transform to solve the
difference equations
Using Z-transform to solve the
difference equation
N M
a
k 0
k
y[n k ] br x[n r ]
r 0
9 z3
1 z 1
Y(z)
9 z 3 1 3z 2z
1 2
1 z z2
Y(z)
9 z 3 z 2 3z 2
Example
a) x[n ] 4 u[n 1] ,
1 n
h[n ] [1 ( ) ]u[n ]
1 n
2
∞ 𝑛
b) 𝑥 = 𝑛=4 0.2
∞ 𝑛 cos(0.2n)
c) 𝑥 = 𝑛=0 0.2
Homework 3