7059CEM – Digital Signal and Image Processing

Lecture Notes:
Laplace and Z Transform

Dr John Arvanitakis
ac7632@coventry.ac.uk
 Laplace Transform
• Integral Transformation that maps a real function in a complex function
• Tool for solving differential equations
+∞

𝐹𝐹 𝑠𝑠 = ℒ 𝑓𝑓 𝑡𝑡 = � 𝑓𝑓 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑, where 𝑠𝑠 = 𝜎𝜎 + 𝑗𝑗𝜔𝜔

0
𝛾𝛾+𝑗𝑗𝑗𝑗
−1
1
𝑓𝑓 𝑡𝑡 = ℒ 𝐹𝐹 𝑠𝑠 = lim � 𝐹𝐹 𝑠𝑠 𝑒𝑒 𝑠𝑠𝑠𝑠 𝑑𝑑𝑠𝑠,
2𝜋𝜋𝑗𝑗 𝑇𝑇→∞
𝛾𝛾−𝑗𝑗𝑗𝑗

Laplace Transform exists within the Region of Convergence (ROC)

• Half Planes of the s-plane in the form 𝑅𝑅𝑅𝑅 𝑠𝑠 > 𝑎𝑎
• Connection with the causality and stability of systems

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 2

 Properties of Laplace Transform
Linearity ℒ 𝑎𝑎1 𝑓𝑓1 𝑡𝑡 + 𝑎𝑎2 𝑓𝑓2 𝑡𝑡 = 𝑎𝑎1 ℒ 𝑓𝑓1 𝑡𝑡 + 𝑎𝑎2 ℒ 𝑓𝑓2 𝑡𝑡
Time shifting ℒ 𝑓𝑓 𝑡𝑡 − 𝑡𝑡0 = 𝑒𝑒 −𝑠𝑠𝑡𝑡0 ℒ 𝑓𝑓 𝑡𝑡
Frequency shifting 𝑔𝑔 𝑡𝑡 = 𝑒𝑒 𝑠𝑠0 𝑡𝑡 𝑓𝑓 𝑡𝑡 ⇒ 𝐺𝐺(𝑠𝑠) = 𝐹𝐹(𝑠𝑠 − 𝑠𝑠0 )
1 𝑠𝑠
Time scaling 𝑔𝑔 𝑡𝑡 = 𝑓𝑓 𝑎𝑎𝑡𝑡 ⇒ 𝐺𝐺(𝑠𝑠) = 𝐹𝐹
𝑎𝑎 𝑎𝑎
Differentiation 𝑑𝑑𝑑𝑑(𝑡𝑡)
𝑔𝑔 𝑡𝑡 = ⇒ 𝐺𝐺 𝑠𝑠 = 𝑠𝑠𝑠𝑠 𝑠𝑠 − 𝑓𝑓(0)
𝑛𝑛
𝑑𝑑𝑑𝑑
𝑡𝑡𝑡 𝑑𝑑 𝑓𝑓(𝑡𝑡)
𝑁𝑁 derivative 𝑔𝑔 𝑡𝑡 = 𝑛𝑛
⇒ 𝐺𝐺 𝑠𝑠 = 𝑠𝑠 𝑛𝑛
𝐹𝐹 𝑠𝑠 − 𝑠𝑠 𝑛𝑛−1
𝑓𝑓 0 − 𝑠𝑠 𝑛𝑛−2
𝑓𝑓 1
0 − ⋯ − 𝑓𝑓 𝑛𝑛−1
0
𝑑𝑑𝑡𝑡
1
Integration 𝑔𝑔 𝑡𝑡 = � … � 𝑓𝑓 𝑡𝑡 𝑑𝑑𝑑𝑑 ⇒ 𝐺𝐺 𝑠𝑠 = 𝑛𝑛 𝐹𝐹(𝑠𝑠)
𝑠𝑠
+∞

Convolution 𝑓𝑓 ∗ 𝑔𝑔 = � 𝑓𝑓 𝜏𝜏 𝑔𝑔 𝜏𝜏 − 𝑡𝑡 𝑑𝑑𝜏𝜏 ⇒ ℒ 𝑓𝑓 ∗ 𝑔𝑔 = 𝐹𝐹(𝑠𝑠) � 𝐺𝐺 𝑠𝑠

−∞
Initial and Final Value Theorem lim 𝑓𝑓 𝑡𝑡 = lim 𝑠𝑠𝑠𝑠 𝑠𝑠 , lim 𝑓𝑓 𝑡𝑡 = lim𝑠𝑠𝑠𝑠 𝑠𝑠
𝑡𝑡→0 𝑠𝑠→∞ 𝑡𝑡→∞ 𝑠𝑠→0
8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 3
 Common Laplace Transforms

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 4

 Common Laplace Transforms

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 5

 Z Transform
• Equivalent of Laplace for Discrete time

+∞

𝑋𝑋 𝑧𝑧 = 𝒵𝒵 𝑥𝑥[𝑛𝑛] = � 𝑥𝑥 𝑘𝑘 𝑧𝑧 −𝑘𝑘
𝑘𝑘=0

−1
1
𝑥𝑥[𝑛𝑛] = 𝒵𝒵 𝑋𝑋 𝑧𝑧 = � 𝑋𝑋 𝑧𝑧 𝑧𝑧 𝑛𝑛−1 𝑑𝑑𝑑𝑑
2𝜋𝜋𝑗𝑗

As with Laplace, Z exists within the Region of Convergence (ROC)

• Half Planes of the s-plane in the form 𝑧𝑧 > 𝑟𝑟2
• Connection with the causality and stability of systems

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 6

 Properties of Z Transform
Linearity 𝒵𝒵 𝑎𝑎1 𝑥𝑥1 𝑡𝑡 + 𝑎𝑎2 𝑥𝑥2 𝑡𝑡 = 𝑎𝑎1 𝒵𝒵 𝑥𝑥1 𝑡𝑡 + 𝑎𝑎2 𝒵𝒵 𝑥𝑥2 𝑡𝑡
Time shifting 𝒵𝒵 𝑥𝑥 𝑛𝑛 − 𝑘𝑘 = 𝑧𝑧 −𝑘𝑘 𝒵𝒵 𝑥𝑥 𝑛𝑛
𝑛𝑛
𝑧𝑧
Z scaling 𝑦𝑦 𝑛𝑛 = 𝑎𝑎 𝑥𝑥 𝑛𝑛 ⇒ 𝑌𝑌(𝑧𝑧) = 𝑋𝑋
𝑎𝑎

𝑑𝑑𝑑𝑑(𝑧𝑧)
Differentiation in the Z-domain 𝑦𝑦 𝑛𝑛 = 𝑛𝑛𝑛𝑛 𝑛𝑛 ⇒ 𝑌𝑌 𝑧𝑧 = −𝑧𝑧
𝑑𝑑𝑑𝑑
Time reversal 𝑦𝑦 𝑛𝑛 = 𝑥𝑥 −𝑛𝑛 ⇒ 𝑌𝑌(𝑧𝑧) = 𝑋𝑋 𝑧𝑧 −1
+∞

Convolution 𝑓𝑓 ∗ 𝑔𝑔 = � 𝑓𝑓 𝑘𝑘 𝑔𝑔 𝑛𝑛 − 𝑘𝑘 ⇒ 𝒵𝒵 𝑓𝑓 ∗ 𝑔𝑔 = 𝐹𝐹(𝑧𝑧) � 𝐺𝐺 𝑧𝑧
𝑘𝑘=−∞ +∞
1
Integral (Accumulation) 𝑦𝑦[𝑛𝑛] = � 𝑥𝑥 𝑘𝑘 ⇒ 𝑌𝑌(𝑧𝑧) = −1
𝑋𝑋(𝑧𝑧)
1 − 𝑧𝑧
𝑘𝑘=−∞

lim 𝑓𝑓[𝑘𝑘] = lim 𝐹𝐹 𝑧𝑧 ,

Initial and Final Value Theorem 𝑘𝑘→0 lim 𝑓𝑓 𝑡𝑡 = lim(𝑧𝑧 − 1)𝐹𝐹 𝑧𝑧
𝑧𝑧→∞ 𝑡𝑡→∞ 𝑧𝑧→1

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 7

 Common Z Transforms

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 8

 Common Z Transforms

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 9

 Connection of Z with Laplace

• z variable relates to s variable through 𝑧𝑧 = 𝑒𝑒 𝑇𝑇𝑇𝑇

• Hard to implement this relation in practice
𝑠𝑠𝑠𝑠
1+ 2 𝑧𝑧−1
• Bilinear (Tustin) Transformation 𝑧𝑧 = 2
𝑠𝑠𝑠𝑠 ⇒ 𝑠𝑠 = 𝑇𝑇 𝑧𝑧+1
1−
2

• Other relations can be found considering the differentiation operator

• Forward Difference 𝑠𝑠 = 𝑧𝑧 − 1
• Backward Difference 𝑠𝑠 = 1 − 𝑧𝑧 −1

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 10

 Connection of Z with Laplace

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 11

 Connection of Z with Laplace

8/10/2019 – School of Computing Engineering and Mathematics Vu Pham 12