Complex Variable, Laplace & Z-Transform Fall 2015-16

WEEK-11
THE Z-TRANSFORM
Introduction:

The subject of solving recurrence equations (difference equations) arise in many areas such as
combinatory, probability theory, discrete time control theory, economics etc. There are
several powerful methods available to solve these equations such as, summing factors,
generating functions, Z transformations, Operator methods etc.

Definition:

Suppose we have a sequence

un , n∈ Ν .Then z transform of a sequenceu0 ,u 1 , u2 , ⋯,u n ,⋯ is given
by
∞ ∞
1
u( z)= ∑ u n z−n =∑ un
n=0 n=0 zn .

Since this is an infinite summation it will not always converge. The set of values of z for which it
exists is called the region of convergence (ROC).

The sequence
u0 ,u 1 , u2 , ⋯,u n ,⋯ is a function of integer; however its z transform is a function
Ζ {u n } =u( z)
of complex variable z. Mathematically we write . Note that input is function of n
and output is function of z.

The function
un is called inverse Z-transform of u( z) and is denoted by un =Z−1 { u( z ) }

Transform of Important Sequence:

z
1. Z { a }=
n
,| z|>|a|
z−a Some important formula
z
Z { ( e ) }=
−a n
−a
z−e
iaθ −iaθ
z e −e
2. Z { 1 }= ,|z|>1 sinaθ=
z−1 2i
z
3. Z { n }= ,|z|>1
( z−1 )2 iaθ
e +e
−iaθ
cosa θ=
z( z+1) 2
Z { n 2 }= ,|z|>1
(z−1)3

( ){ }
p aθ −aθ
d z || e −e
4. Z { n }= −z
p
, z >1 sinh a θ=
dz z−1 2
Complex Variable, Laplace & Z-Transform Fall 2015-16

d aθ −iaθ
p −z [ Z {n p−1 }] cosh a θ=
e +e
Or, Z {n }= dz , p is a positive integer. 2
zsina
5. Z { sin a n } = 2
,(n ≥ 0)
z −2 zcosa+ 1

{
6. Z sin
π
2
z
}
n = 2 ,( n≥ 0)
z +1
2
z −zcosa
7. Z { cos a n }= 2
,(n ≥0)
z −2 zcosa+1

{ }
2
π z
8. Z cos n = 2 ,(n ≥ 0)
2 z +1
zsin h a
9. Z { sinh a n }= 2
,(n ≥ 0)
z −2 zcos h a+1
2
z −zcos h a
10. Z { cosh a n }= 2
,(n ≥ 0)
z −2 zcosh a+ 1

Some important expansions

1. (1−x )−1 =1+x +x 2 +x 3 +x 4 +. .. .. . .. .+x r + .. . . .. . ..

2. (1+x )−1 =1−x +x 2−x 3 +x 4 −. .. .. . . . .+(−1)r xr + . . . .. . .. .

3. (1−x )−2=1+2 x+3 x 2 +4 x 3 +5 x 4 +. .. .. . .. .+(r+1 )x r + . .. .. . .. .

4. (1+x )−2 =1−2 x+3 x 2 −4 x 3 +5 x 4 −. .. .. . . . .+(−1)r (r+1 )x r + .. . . . . . . . .

x x 2 x3 x 4
e x=1+ + + + .. . ..
5. 1! 2 ! 3 ! 4 !
x x2 x3 x4
log (1−x )=− − − − .. . ..|x|<1
6. 1 2 3 4
x x2 x3 x4
log (1+x )= − + − . .. ..|x|<1
7. 1 2 3 4
A geometric progression, or G.P., is a sequence where each new term after the first term is obtained by
multiplying the preceding term by a constant r, called the common ration. If the first term of the sequence
is a then the geometric progression (G.P.) is
a
2 3 S∞ = , −1<r <1
a,ar ,ar ,ar ... ... ... 1−r
Complex Variable, Laplace & Z-Transform Fall 2015-16

The sum to infinity of a geometric progression with starting value a and a common ratio r is given by

S∞ =
a
1−r
, −1<r <1
and the sum finite geometric progression is
S n =a .
1−r n
1−r ( )
We consider Z-transforms of some simple sequences using definition.

z
Z {an }= ,|z|> a
1. Show that by definition z−a .
∞
Z {a }= ∑ a n z−n
n

Solution: By definition, n=0

a a2 a3
=1+ + 2 + 3 +⋅⋅⋅¿ ¿
z z z

a
S∞ = ,|r|<1)
(It is a Geometric Progression with first term a=1 and common ratio r=a/z, 1−r
1 z
= =
a z−a
1−
z

n z
Z {a }= z−a | z|>|a|
∴ ,

z
Z {1n }= ,|z|>1
In particular, when a=1 we have, z−1

z
Z {2n }= ,|z|>2
When a=2 we have, z−2

n z
Z {(−2 ) }= ,|z|>−2
a=−2 we have, z+2
When
2
z −z cos θ z sin θ
Z { cos nθ }= 2 ,|z|>1 Z { sin nθ }= 2 ,|z|>1
2. Prove that, z −2 z cos θ+1 z −2 z cos θ+1
and

Solution: We have from definition of Z-Transform,

Complex Variable, Laplace & Z-Transform Fall 2015-16

z
Z {( e iθ )n }=
z−eiθ

z ( z−e−iθ )
⇒ Z { e inθ }=
( z−eiθ )( z−e−iθ )

z ( z−cos θ+i sin θ )

⇒ Z { cos nθ+i sin nθ }=
z 2 −ze−iθ −zeiθ +1 [Using Euler formula e iθ =cosθ+i sin θ ]

z ( z−cos θ+i sin θ )

⇒ Z { cos nθ+i sin nθ }=
2
z −2 z ( e iθ + e−iθ
2
+1 )
z ( z−cos θ+i sin θ )
⇒ Z { cos nθ+i sin nθ }=
z 2−2 z cos θ+1

z 2 −z cos θ z sin θ
⇒ Z { cos nθ }+iZ {sin nθ }= 2
+i 2
z −2 z cos θ+1 z −2 z cos θ+1

Equating real and imaginary parts, we get

2
z −z cos θ ) z sin θ
Z { cos nθ }= 2 ,|z|>1 Z { sin nθ }= 2 ,|z|>1
z −2 z cos θ+1 , z −2 z cos θ+1

z2 z
θ=
π
2 we can have,
nπ
Z cos 2 = 2
z +1 and
{ nπ
Z sin 2 = 2 }
z +1
{ }
If we put

z z2
{
Z sin
nπ
2 }
= 2
z + 1 and
{ nπ
Z cos 2 = 2
z +1 .
}
3. Show that by definition
Solution: From definition of Z-transform, we have
∞
{
Z sin
nπ
2 }=n=0
∑ z−n sin nπ2 = 1z − 1 + 1 −⋅⋅⋅¿ ¿
z z 3 5

=
1
z
1
¿ ¿= z
1
=
z
(
1−(−1/ z 2 ) z 2 +1 )
{
∴ Z sin n =
π
2 } z
z +1
2
,|z|>1
Complex Variable, Laplace & Z-Transform Fall 2015-16

∞
Z { nπ
cos 2 }=n=0
∑ z−n cos nπ2
Again,

1 1
=1− 2 + 4 −⋅⋅⋅¿ ¿ =
z z
1
=
z2
1−(−1/ z 2 ) z 2 +1 ( )
π
{ z2
∴ Z cos n = 2 ,|z|>1
2 z +1 }
p d p−1
Z {n }=−z dz Z {n }
(3) Derivatives of the transformation , p being a positive integer.

From the definition,

∞
Z{n p−1
}= ∑ n p−1 z−n
n=0

Differentiating both with respect to z, we have

∞ ∞
d 1
Z {n }= ∑ n (−n) z =−z ∑ n p z−n=− Z {n p }
p−1 p−1 −n−1 −1
dz n=0 n=0 z
Therefore,

d
Z { n p }=−z ( Z {n p−1 })
dz .

The following results can be obtained by using the above formula.

(a) Taking p=1 ,

Z {n }=−z
d
dz
( Z {1 } )=−z
d
( )
z
=
z
dz z−1 ( z−1 )2

(b)
Z { n 2 } =−z
d
dz
( Z {n } )=−z d z
(=
z 2 +z
dz ( z−1 )2 (z −1)3 )
( )
2 3 2
Z { n 3 } =−z
d
( Z {n2 })=− z d z + z 3 = z +4 z +4 z
dz dz ( z −1) ( z −1)
(c)
Complex Variable, Laplace & Z-Transform Fall 2015-16

Example 1: Find
Z { n+1 1 } by definition.

{ }
∞
1 1 −n
Z =∑ z =1+ 1 + 1 +⋅⋅⋅¿ ¿
From definition,
n+1 n=0 n+1 2 z 3 z2

=− z ¿ ¿
( 1z )=z ln ( z−1z )
=−z ln 1−

Properties of Z-transform:

For the following let,

Z (u n )=u( z ), Z (v n )=v ( z )

1. Linearity:
Z { aun + bv n }=aZ {un }+bZ { v n }
Where a, b are constant.

Proof: From definition,

∞ ∞ ∞
Z {aun +bv n }= ∑ (au n +bv n ) z =a ∑ u n z +b ∑ v n z−n = aZ {un }+bZ{v n }
−n −n

n=0 n=0 n=0

This theorem states that the Z-transform is a linear operator.

Example: {
Z 5n+1 −3 n+cos 2
nπ
4 }=Z {5 . 5 }−Z {3 n }+ Z {
n 1
2
nπ
( 1+cos 2 }
1 1
{
=5 Z {5 n } −3 { n } + 2 Z {1 } + 2 Z cos
nπ
2 }
z z 1 z 1 z2
=5 . −3. + . + .
z−5 ( z−1 )2 2 z −1 2 z 2 +1

Example: {
Z 5n+2 −6 n+3 n 2−cos 2
nπ
4 } =Z {5n . 52}−Z { 6 n }+ Z {3 n2}−Z { 12 ( 1+cos nπ2 }
=5 2 Z { 5n }−6 {n }+ 3 { n2 }− 2 Z {1 }− 2 Z cos
1 1
{ nπ
2 }
Complex Variable, Laplace & Z-Transform Fall 2015-16

z z z ( z+1 ) 1 z 1 z2
=25 . −6 . +3 . − −
z −5 ( z−1 )2 ( z−1 )3 2 z−1 2 z 2 +1

z z
=5 . +3 .
Z { 5 e−n +3 n } =5 Z {(e ) }+3 Z {n }
−1 n
z−e−1 ( z−1)2
Example:

4. Change of scale/ Damping Property:

If Z {u n }=ū {z} then

(i)
n
Z {a un }=ū { az } and
−n
(ii) Z {a un }=ū (az )
∞ ∞
Z {a u n }= ∑ a u n z =∑ un (az)−n=ū{az}
−n −n −n

Proof: By definition, n=0 n=0

when |a|<1 , damps the function un , and hence the name damping rule.
−n
The factor a

() {}
∞ ∞
1 −n ∞ z −n
z
Z {an u n }= ∑ an u n z−n= ∑ un z = ∑ u n = ū
n=0 n=0 a−n n=0 a a
Similarly

Example:

Using damping rule show that

2z
Z {2n n }= 2
(a) ( z−2 )

{ }
2
π n z
Z 5 cos n = 2 2
(b) 2 z +5
Complex Variable, Laplace & Z-Transform Fall 2015-16

n π 5z
Z {5 sin n}= 2 2
(c) 2 z +5

Solution:

2z
Z {2n n }= 2
( z−2 )
(a)

z
Z { n }= 2
( z−1 )
We know,

Hence by damping property,

z
2 2z
Z {2 n }=
n
=
( 2z −1)
2 2
( z−2 )

Try yourself: (b), (c)

5. Left shifting property:

If Z {u n }=ū {z} then

Z {un+k } =
z
k
[ ū (z )−u0 −
u1
z
uk−1
−⋅⋅⋅− ( k−1)
z ] .
∞ ∞
Z {un+k }= ∑ un+k z =z −n k
∑ u n+k z−( n+k)
Proof: By definition, n=0 n=0

k −k −( k −1 )
=z [u k z +u k +1 z +⋅⋅⋅
−1 −( k −1) −( k−1)
+ u0 +u 1 z +⋅⋅⋅+u k−1 z −u 0 −u1 z−1−⋅⋅⋅−uk −1 z ]

 

 z k  u n z n  u 0  u1 z 1     u k 1 z ( k 1) 
n0 

[
=z k ū( z )−u 0 −u1 z−1−⋅⋅⋅−uk −1 z −( k−1) ]
Complex Variable, Laplace & Z-Transform Fall 2015-16

1/z
Example : Show that Z {1/n !}=e .

Hence evaluate {1/(n+1 )!} and { 1/(n+2)! } .

{}
∞
1 1
Z = ∑ z−n
We have
n! n=0 n !

z−1 z −2 z−3
=1+ + + +⋅⋅⋅¿ ¿
1! 2! 3!

=e1/ z

Shifting (1/n !) one unit to the left gives

Z
{ 1
(n+1)! } [{ } ]
=z Z
1
n!
−u 0

⇒Z
{ 1
(n+1 )! } [{ } ]
=z Z
1
n!
−1
=z ( e 1/z −1 )

Shifting (1/n !) two units to the left gives

Z
{ 1
( n+2 )! } ({ }
=z 2 Z
1
n!
u1
−u0 − 1−1
z )
Z
{ 1
(n+2 )! }
=z 2 ( e 1/z −1−z−1 )

6. Right shifting (although usually we assume n

u =0
for n<0 we use u−1 ,u−2 for
initial conditions when solving difference equation)
k−1
z ū ( z )+∑ ui−k z
k −i
Z {u n−k }= i=0

Exercise1.1 (Need to be solved)

Complex Variable, Laplace & Z-Transform Fall 2015-16

1. Find the Z-transforms of the following sequences by definition .Also write down the region
of convergence.
1 1 an −a
( n+1) a e n
(a) e (b) n (c) (n+1 )! (d) n ! (e) 2 .(f) sin an (g) cos an

2. Using the linearity property, find the Z-transforms of the following functions:
n
(a) 4(0.2) −6(2)n (b) (n−1)
2
(c) 5
n
+n(n+1 )
(d) cos (3 n)+2 sin(3 n )

z sinh θ
Z {sinh nθ }= 2
3. Show that (a) z −2 z cosh θ+1 ,
z ( z−cosh θ)
Z {cosh nθ }= 2
(b) z −2 z cosh θ+1 .
2
z +z
Z {n 2 }=
4. Show that ( z−1)3 . Hence evaluate Z { ( n+1 )2 } .