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Unit - V
Z - Transforms and
Difference Equations
5.0 Introduction
Let f (n) be a sequence defined for all positive integer n , then the Z
-transform of f (n) is defined as
n
Z f (n) f (n) z F ( z) .
n 0
Note:
1 for n 0
( n)
0 for n 0
1 for n 0
u ( n)
0 for n 0
The relation between unit sample sequence and unit step sequence is
u (n) (k )
k
1 if k n
we have (n k ) and
0 if k n
1 for n k 0
u (n k )
0 for n k 0
Also f ( n) f ( k ) (n k )
k
Z-Transforms and Difference Equations 5. 3
n
Z f (t ) f (nT ) z F ( z)
n 0
(ii) Z af (t ) bg (t ) aZ f (t ) bZ g (t )
Proof:
n
(i) Z af (n) bg (n) af (n) bg (n) z
n 0
n n
a f (n) z b f (n) z
n 0 n 0
aZ f (n) bZ g (n)
n
(ii) Z af (t ) bg (t ) af (nT ) bg (nT ) z
n 0
n n
a f (nT ) z b f (nT ) z
n 0 n 0
aZ f (t ) bZ g (t )
5. 4 Transforms and Partial Differential Equations
Property 2:
z
(i) Z a n f (n) F (N/D 2014),(A/M 2015)
a
z
(ii) Z a n f (t ) F
a
Proof:
n 0
n
z
f ( n)
n 0 a
z
F
a
(ii) Z an f (t ) an f (nT ) z n
n 0
n
z
f (nT )
n 0 a
z
F
a
Property 3:
d
(i) Z nf (n) z F (z)
dz
d
(ii) Z nf (t ) z F (z)
dz
Z-Transforms and Difference Equations 5. 5
Proof:
n
Z f (n) f (n) z F ( z)
n 0
d n 1
F ( z) f (n)( n) z
dz n 0
d n
z F (z) nf (n) z
dz n 0
d
z F ( z) Z nf (n)
dz
d
Z nf (n) z F (z)
dz
n
Z f (t ) f (nT ) z F ( z)
n 0
d n 1
F ( z) f (nT )( n) z
dz n 0
d n
z F ( z) nf (nT ) z
dz n 0
d
Z nf (t ) z F ( z)
dz
5. 6 Transforms and Partial Differential Equations
Property 4:
f (T ) f (2T ) f (k 1)T
Z f (n k )T z k F ( z) f (0) ...
z z2 zk 1
Proof:
n
Z f (n k )T f (n k )T z
n 0
zk f (n k )T z (n k )
n 0
zk f mT z m
where m n k
m k
k 1
zk f mT z m
f mT z m
m 0 m 0
f (T ) f (2T ) f (k 1)T
z k F ( z) f (0) ...
z z2 zk 1
Proof:
at anT n
Z e f (t ) e f (nT ) z
n 0
n
f (nT ) ze aT
n 0
F ze aT
Z-Transforms and Difference Equations 5. 7
Proof:
n
Z f (t T ) f (nT T ) z
n 0
( n 1)
z f (n 1)T z
n 0
Put n 1 k
k
z f kT z
k 1
k
z f (kT ) z f (0)
k 0
zF ( z) zf (0)
n
Z f (n 1) f (n 1) z
n 0
( n 1)
z f (n 1) z
n 0
Put n 1 k
k
z f (k ) z
k 1
k
z f (k ) z f (0) zF (z ) zf (0)
k 0
5. 8 Transforms and Partial Differential Equations
Property 7:
Proof:
n
Z f (n k ) f (n k ) z
n 0
Put n k m
(m k )
f (m) z
m k
f (m) z m z k
m 0
n
(ii) Z f (n k ) f (n k ) z
n 0
Put n k m
(m k )
f (m) z
m k
k 1
zk f (m ) z m
f (m ) z m
m 0 m 0
f (1) f (2) f (k 1)
z k F ( z) f (0) ...
z z2 zk 1
Z-Transforms and Difference Equations 5. 9
Example 5.1:
Find the Z - transform of unit sample sequence and unit step sequence.
Solution:
1 for n 0
(n)
0 for n 0
Definition of Z -transform
n
Z f ( n) f ( n) z
n 0
n
Z (n) (n) z
n 0
1 2
(0) (1) z (2) z ...
1 0 0 ...
1 for n 0
u ( n)
0 for n 0
Definition of Z -transform
n
Z f ( n) f ( n) z
n 0
n
Z u ( n) u ( n) z
n 0
1 2
u(0) u(1) z u(2) z ...
1 2
1 z z ...
5. 10 Transforms and Partial Differential Equations
2
1 1
1 ...
z z
1 1
for 1
1 z
1
z
z
for z 1
z 1
Example 5.2:
Find the Z - transform of the following sequences of f (n) .
n
(i) k (constant) (ii) 1 (iii) a n (iv) n (v) na n
Solution:
Definition of Z -transform
n
Z f ( n) f ( n) z
n 0
n
(i) Z k kz
n 0
n
1
k
n 0 z
2
1 1
k 1 ...
z z
1 1
k for 1
1 z
1
z
kz
Z k for z 1
z 1
Z-Transforms and Difference Equations 5. 11
n n n
(ii) Z 1 1 z
n 0
1
1 ( 1) z ( 1)2 z 2
...
2 3
1 1 1
1 ...
z z z
1 1
for 1
1 z
1
z
z
for z 1
z 1
(iii) Z an an z n
(A/M 2011),(N/D 2012)
n 0
n
a
n 0 z
2
a a
1 ...
z z
1 a
for 1
a z
1
z
z
for z a
z a
d
z Z 1 by property 3
dz
d z
z
dz z 1
5. 12 Transforms and Partial Differential Equations
( z 1) 1 z (1)
z
( z 1)2
1 z
z
( z 1) 2 ( z 1) 2
d
(v) Z na n z Z an by property 3
dz
d z
z
dz z a
( z a) 1 z (1) az
z
( z 1) 2 ( z a) 2
Example 5.3:
Find the Z - transform of the following
1 1 1
(i) n 2 (ii) n(n 1) (iii) (iv) (v)
n n(n 1) n!
Solution:
d d
z Z n Z nf (n) z Z f ( n)
dz dz
d z
z 2
dz z 1
( z 1) 2 1 z 2( z 1)
z
( z 1) 4
z 1 2z
z
( z 1)4
Z-Transforms and Difference Equations 5. 13
z ( z 1)
( z 1)3
(ii) Z n(n 1) Z n2 n
Z n2 Z n
z ( z 1) z
( z 1)3 ( z 1) 2
2z
3
z 1
1 1 n
(iii) Z z (N/D 2013)
n n 1 n
1
n
n 1 nz
1 1 1
...
z 2z2 3z 3
x2 x3
x ... log(1 x)
2 3
1 1
log 1 for 1
z z
z
log
z 1
5. 14 Transforms and Partial Differential Equations
1 1 1
(iv) (by partial fraction)
n(n 1) n n 1
1 1 1
Z Z Z .....(1)
n(n 1) n n 1
We know that
1 z
Z log
n z 1
1/ z (1/ z)2
1 ...
2 3
1
Multiplying and dividing by , we get
z
z
z log . Substituting in (1)
z 1
1 z z z
Z log z log 1 z log
n(n 1) z 1 z 1 z 1
1 1 n
(v) Z z (N/D 2011)
n! n 0 n!
n
1 1
n 0 n! z
Z-Transforms and Difference Equations 5. 15
1/ z (1/ z)2
1 ...
1! 2!
1
x x2 x3
ez ex 1 ...
1! 2! 3!
Example 5.4:
an
, n 0
Find the Z - transform of X (n) n! .
0, otherwise
(N/D 2009),(M/J 2012)
Solution:
an
, n 0
Given X (n) n!
0, otherwise
Definition of Z -transform
n
Z X (n) X (n) z
n 0
an n
z
n 0 n!
n
1 a
n 0 ! z
n
a
a/z (a / z )2
1 ... ez
1! 2!
5. 16 Transforms and Partial Differential Equations
Example 5.5:
Find Z n(n 1)(n 2) . (M/J 2012)
Solution:
Z n(n 1)(n 2) Z n3 3n 2 2n
Z n3 3Z n 2 2Z n .....(1)
z
Refer: Example 5.2 (iv) Z n
( z 1) 2
z ( z 1)
Example 5.3 (i) Z n2
( z 1) 3
Z n3 Z n n2 (N/D 2016)
d
z Z n2
dz
d
Z n f ( n) z Z f ( n)
dz
d z2 z
z
dz ( z 1)3
( z 1)3 (2 z 1) ( z 2 z ) 3( z 1) 2
z
( z 1)6
( z 1)(2 z 1) 3( z 2 z)
z
( z 1) 4
z z2 4z 1
4 . Substituting in (1), we get
z 1
Z-Transforms and Difference Equations 5. 17
z z2 4z 1 z ( z 1) z
Z n(n 1)(n 2) 4
3 2
z 1 ( z 1)3 ( z 1) 2
2
z z2 4z 1 3z z 1 z 1 2z z 1
4
z 1
z3 4z2 z 3z z 2 1 2z z2 2z 1 6z
4 4
z 1 z 1
Example 5.6:
n n
Find Z -transform of cos and sin . (A/M 2010),(M/J 2016)
2 2
Solution:
z
We know that Z a n
z a
i
Put a e2
n
i
z
Z e 2
i
z e2
in
z
Z e 2
z cos i sin
2 2
n n z
Z cos i sin
2 2 z i
z z i
z i z i
z z i z 2 iz
z i z i z2 1
5. 18 Transforms and Partial Differential Equations
n z2 n z
Z cos 2
and Z sin 2
2 z 1 2 z 1
Example 5.7:
Find Z -transform of cos n and sin n . Hence deduce the Z -
transform of a n cos n , a n sin n , cos( n 1) and sin(n 1) . Also
n n
deduce cos and sin . (N/D 2010),(M/J 2013),(N/D 2014)
2 2
Solution:
z
We know that Z a n
z a
(i) put a ei
n z
Z ei
z ei
z
Z ein
z cos i sin
z
Z cos n i sin n
z cos i sin
z z cos i sin
z cos i sin z cos i sin
z z cos i sin
2
z cos sin 2
z 2 z cos iz sin
z2 cos 2
2z cos sin 2
z2 z cos iz sin
z 2 1 2 z cos
Z-Transforms and Difference Equations 5. 19
z2 z cos
Z cos n 2
.....(1)
z 1 2 z cos
z sin
and Z sin n 2
.....(2)
z 1 2 z cos
z
(ii) Property Z a n f (n) F
a
Z a n cos n Z cos n z
z
a
z2 z cos
2
z 1 2 z cos z
z
a
z2 z
cos
a2 a
z2 2z
1 cos
a2 a
z 2 az cos
z 2 a 2 2az cos
Z an sin n Z sin n z
z
a
z sin
2
z 1 2 z cos z
z
a
z
sin
a
z2 2z
1 cos
a2 a
5. 20 Transforms and Partial Differential Equations
az sin
z2 a 2 2az cos
cos n 1 cos n
z 2 cos z
2
z 1 2 z cos
We know that
sin n 1 sin n
z 2 sin
z2 1 2 z cos
Z-Transforms and Difference Equations 5. 21
z2 z cos
n 2 z2
Z cos
2 z 2 1 2 z cos z2 1
2
z sin
n 2 z
Z sin 2
2 z 2 1 2 z cos z 1
2
Example 5.8:
2 n n
Find the Z -transform of sin and cos . (N/D 2012)
4 2 4
Solution:
n 1 cos n / 2 1 cos 2
Z sin 2 Z sin 2
4 2 2
1 n
Z 1 Z cos
2 2
1 z z2
2 z 1 z2 1
n n n
cos cos cos sin sin
2 4 2 4 2 4
5. 22 Transforms and Partial Differential Equations
n 1 n 1 n
cos cos sin
2 4 2 2 2 2
n 1 n 1 n
Z cos Z cos Z sin
2 4 2 2 2 2
1 z2 1 z 1 z2 z
2 2 2
2 z 1 2 z 1 2 z 1
Example 5.9:
Find the Z - transform of n cos n and n sin n .
Solution:
d
Property 3: Z nf (n) z Z f (n )
dz
(i)
d
Z n cos n z Z cos n
dz
d z 2 z cos
z 2
dz z 1 2 z cos
z 2 z cos z 2 cos
2
z 2 1 2 z cos
z z 2 cos 2 z cos
2
z 2 1 2 z cos
Z-Transforms and Difference Equations 5. 23
(ii)
d d
Z n sin n z Z sin n Z nf (n) z Z f ( n)
dz dz
d z sin
z 2
dz z 1 2 z cos
d z
z sin 2
dz z 1 2 z cos
z 2 1 2 z cos 1 z 2 z 2 cos
z sin 2
z 2 1 2 z cos
z sin z2 1
2
z 2 1 2 z cos
Example 5.10:
Find the Z - transform of f (t ) , where f (t ) is given by
Solution:
Definition of Z -transform
n
Z f (t ) f nT z
n 0
n
(i) Z t nT z
n 0
n
T nz
n 0
5. 24 Transforms and Partial Differential Equations
d
T z Z 1
dz
d z
Tz
dz z 1
z 1 1 z 1 Tz
Tz 2 2
z 1 z 1
k
(ii) Z tk nT z n
n 0
n 1
Tz nk T k 1 z
n 0
k 1 n 1
Z tk Tz nT nz .....(1)
n 0
Similarly,
k 1
Z tk 1
nT z n
n 0
d k 1 n 1
Z tk 1
nT n z
dz n 0
k 1 n 1
nT n z .....(2)
n 0
d
Z tk Tz Z tk 1
dz
Note:
d Tz
If k 1, Z t Tz Z 1 2
dz z 1
Z-Transforms and Difference Equations 5. 25
d
If k 2, Z t2 Tz Z t
dz
d Tz
Tz 2
dz z 1
T 2z z 1
3
etc...
z 1
at anT n
(iii) Z e e z
n 0
n
aT n
e z
n 0
z aT
aT
if z e
z e
n 0
n
eaT z n
n 0
z
if z eaT
z eaT
eiat e iat
(v) Z cos at Z
2
1
Z eiat Z e iat
1 z z
2 z eiaT z e iaT
5. 26 Transforms and Partial Differential Equations
iaT
z z e z eiaT
2 z eiaT z e iaT
z 2 z eiaT e iaT
2 z 2 eiaT e iaT z 1
z 2 z 2cos aT
2 z 2 2 z cos aT 1
z z cos aT
2
z 2 z cos aT 1
eiat e iat
(vi) Z sin at Z
2i
1
Z eiat Z e iat
2i
1 z z
2i z eiaT z e iaT
iaT
z z e z eiaT
2i z eiaT z e iaT
z eiaT e iaT
2i z 2 eiaT e iaT
z 1
z sin aT
2
z 2 z cos aT 1
Z-Transforms and Difference Equations 5. 27
Example 5.11:
at at
Find the Z - transform of e cos bt and e sin bt .
(A/M 2011),(M/J 2014)
Solution:
at
Property 5: Z e f (t ) F ze aT
F ( z) z zeaT
(i)
at
Z e cos bt Z cos bt
z zeaT
z z cos bT
z2 2 z cos bT 1 z ze aT
(ii)
at
Z e sin bt Z sin bt
z zeaT
z sin bT
2
z 2 z cos bT 1 z zeaT
zeaT sin bT
z 2 e2 aT 2 zeaT cos bT 1
5. 28 Transforms and Partial Differential Equations
Proof:
n
Z f ( n) f ( n) z
n 0
1 2
F ( z) f (0) f (1) z f (2) z ...
1 2
Lt F ( z) Lt f (0) f (1) z f (2) z ...
z z
1
f (0) Lt 0 etc...
z z
Note:
f (0) Lt F ( z )
z
f (1) Lt zF ( z ) zf (0)
z
Proof:
By definition of Z -transform
n
Z f (n 1) f (n) f (n 1) f (n) z
n 0
n
Z f (n 1) Z f (n) f (n 1) f (n) z
n 0
n
zF ( z ) zf (0) F ( z ) f (n 1) f (n) z
n 0
n
( z 1) F ( z) f (0) z f (n 1) f (n) z
n 0
n
Lt ( z 1) F ( z) f (0) z Lt f (n 1) f ( n) z
z 1 z 1
n 0
f (n 1) f ( n)
n 0
Lt f (n 1) f (0)
n
Lt ( z 1) F ( z ) f( )
z 1
Example 5.12:
z2
If F ( z ) , find f (0) . (N/D 2009)
1 1 3
z z z
2 4 4
Solution:
Lt f (n) Lt F ( z )
n 0 z
z2
f (0) Lt
z 1 1 3
z3 1 1 1
2z 4z 4z
1
Lt
z 1 1 3
z 1 1 1
2z 4z 4z
1
0 Lt 0
z z
Example 5.13:
2z2 3z 12
If F ( z ) 4
, find the value of f (2) .
z 1
Solution:
2z2 3z 12
Given F ( z ) 4
z 1
3 12
z2 2
z z2
4
1
z4 1
z
Z-Transforms and Difference Equations 5. 31
3 12
2
F ( z) z z2
4
1
z2 1
z
Lt f (n) Lt F ( z )
n 0 z
12 3
2
f (0) Lt z2 z
4
z
1
z2 1
z
f (0) 0
f (1) Lt z F ( z ) f (0)
z
Lt zF ( z )
z
12 3
2
Lt z z2 z
4
z
1
z2 1
z
3 12
2
Lt z z2
4
z
1
z 1
z
f (1) 0
f (1)
f (2) Lt z 2 F ( z ) f (0)
z z
Lt z 2 F ( z )
z
5. 32 Transforms and Partial Differential Equations
3
12
2
Lt z 2 z2
z
4
z
1
z2 1
z
3 12
2
Lt z z2
4
z
1
1
z
f (2) 2
Example 5.14:
z3 3z 2 2z 1
If F ( z ) 2
, find Lt f (n) .
z 3 z 1 n
Solution:
z3 3z 2 2z 1
Given F ( z ) 2
z 3 z 1
Lt f (n) Lt ( z 1) F ( z )
n z 1
z 3 3z 2 2z 1
Lt ( z 1) 2
z 1
z 3 z 1
1 3 2 1 1
42 16
Z-Transforms and Difference Equations 5. 33
EXERCIS E - 5.1
1
(v) 2n u(n) (vi) (vii) a n 3
n(n 1)
1
2) Find the Z -transform of . (A/M 2015),(N/D 2015)
n 1
3) Find the Z -transform of na n 1 .
1
4) Find Z .
n 1 n 2
2n 3
5) Find the Z -transform of .
n 1 n 2
6) Find the Z -transform of cos n and sin n . Hence deduce the
n n
Z -transform of r cos n and r sin n . (A/M 2015)
Hint: Refer example 5.7
7) Find the Z -transform of a n cos n .
n
8) Find Z 4 .3n 2 1 .
10 z
17) If F ( z) , find f (0) .
z 1 z 2
2z2 5 z 14
18) If F ( z ) 4
, find f (2) and f (3) .
z 1
3z 3 5z 2 7 z 1
19) If F ( z ) 2
, find Lt f (n) .
z 2 z 1 n