KON 509E: Design of Discrete Control Systems

Discrete-Time Internal Stability / Models / z-Transform

Assoc. Prof. Dr. İlker Üstoğlu

An Overview of Control Systems
• Closed-Loop Control Systems utilizes feedback to compare the actual output to the desired
output response.

Slide 2
An Overview of Control Systems
• Closed-Loop Control Systems utilizes feedback to compare the actual output to the desired
output response.

Slide 3
An Overview of Control Systems
• Analysis and Design Objectives
• Transient Response
• Steady-State Response
• Sensitivity to parameter changes
• Stability
• Disturbance Rejection

How??
• Choosing sensors and actuators
• Developing models!
• Designing the Controller!

Slide 4
An Overview of Discrete Control Systems
• What is a Continuous Control System?

Slide 5
An Overview of Discrete Control Systems
• What is a Digital/Sampled Control System?

Slide 6
An Overview of Discrete Control Systems
• Different types of signals
• Continuous-time signal
• Discrete-time signal
• Amplitude-quantized discrete-time signal
• Amplitude-quantized continuous-time signal
• (New) Elements / Components
• Sampler
• Analog-to-Digital (A/D) Converter
• Latch
• Digital-to-Analog (D/A) Converter
• Digital Control Device
• Difference Equation
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
•
𝑦 𝑘 = 𝐶𝑥 𝑘 + 𝐷𝑢(𝑘)
Slide 7
Different types of signals
• Continuous-time signal
• Time: 𝑡 ∈ [0, +∞)
• The signal ranges between a lower bound (𝑓min ) and an upper bound (𝑓max ):
𝑓 ∈ 𝑓min , 𝑓max
𝑓(𝑡) = 0 when t < 0.

Slide 8
Different types of signals
• Discrete-time signal
• Time: 𝑡 ∈ {0, 𝑇, 2𝑇, … 𝑘𝑇, … + ∞}
• The signal ranges between a lower bound (𝑓min ) and an upper bound (𝑓max ):
𝑓 ∈ 𝑓min , 𝑓max

Slide 9
Different types of signals
• Discrete-time signal
• Time: 𝑡 ∈ {0, 𝑇, 2𝑇, … 𝑘𝑇, … + ∞}
• The signal ranges between a lower bound (𝑓min ) and an upper bound (𝑓max ):
𝑓 ∈ 𝑓min , 𝑓max

Slide 10
Different types of signals
• Amplitude Quantized Discrete-time signal
• Quantization Level for N-bit Resolution :
𝑓𝑚𝑎𝑥 − 𝑓𝑚𝑖𝑛
∆𝑓 =
2𝑁
• Quantized Signal
𝑓 𝑡
∆𝑓 ∙ 𝑓𝑙𝑜𝑜𝑟 𝑡 ∈ {0, 𝑇, … }
𝑓∗ = ∆𝑓
0 𝑒𝑙𝑠𝑒

Slide 11
Different types of signals
• Quantized Continuous-time signal
• The signal 𝑓 reside at the quantized levels during the sampling time 𝑇

Slide 12
(New) Elements / Components
• Sampler
• Samples a continuous-time signal at sampling instances.
• Converts an continuous-time signal into a discrete-time one.
• Issue
• Setting Sampling Time 𝑇
• Perfect Sampling!

Slide 13
(New) Elements / Components
• A/D Converter
• It converts a voltage level into a binary number representation at a particular instant of time.
• Issue
• Resolution ( N- bit)
• Unipolar (0 −> 5𝑉) or Bipolar (−5𝑉 −> 5𝑉)
• Finite word length & Conversion time !

Slide 14
(New) Elements / Components
• Sampler and A/D Converter
• Practical implementation
• Issue
• Setting Sampling Time 𝑇
• Resolution ( N- bit) & Conversion time !
• Unipolar (0 −> 5𝑉) or Bipolar (−5𝑉 −> 5𝑉)

Slide 15
(New) Elements / Components
• Latch / Hold
• Latch holds a binary number during one sampling period.
• D/A Converter
• Converts digital signal to quantized continuous signal
• Range: Range: Unipolar/ Bipolar
• Resolution & Conversion Time
• Latch and DAC / Sample and Hold
• Practical implementation

Slide 16
(New) Elements / Components
• Digital Control Device
• PC with DAQ, Microcontroller, PLC, etc…
• Control Algorithm
• Pseudo code of a P controller
1. Fetch sensor value b(k)
2. Fetch (or generate) command r(k)
3. Compute error e(k) = r(k) - b(k)
4. Calculate compensation m(k)=e(k)*K
5. Output m(k)
6. Wait till end of sampling time (𝑇)
7. Go to Step 1
• Repeat it every sampling time 𝑇
• Interrupts

Slide 17
Errors in Digital Control Systems
• We have to take these ones in account in the design!

Slide 18
Roadmap: Discrete Controller Design
• There are two possible approaches to design a discrete controller
• Emulation based Design
• Design a continuous-time controller:
• s domain representation
• State space representation
• Discretize the continuous controller
• This approach relies on mapping techniques
• Assumes high sampling rates (small T!)
• Might not be practical for many applications.
• Direct Design
• Represent the plant with discrete-time model
• Use discrete-time controller design techniques
• z domain representation
• State space representation

Slide 19
Discrete-time Models - Introduction
• Discrete-time models describe relationships between sampled variables
𝑥(𝑘𝑇), 𝑢(𝑘𝑇), 𝑦(𝑘𝑇), 𝑘 = 0, 1, . . .
• A discrete-time signal can either represent the sampling of a continuous-time signal, or be
an intrinsically discrete signal
• Discrete-time signals are at the basis of digital controllers

Slide 20
Difference Equation vs Differential Equation
• A difference equation expresses the change in some variable as a result of a finite change
in another variable.
• A differential equation expresses the change in some variable as a result of an
infinitesimal change in another variable.
• Example: Mass-spring-damper-system:

• Differential Equation
1 𝐷 𝐾
𝑦 𝑡 = 𝐹 𝑡 − 𝑦 𝑡 + 𝑦(𝑡)
𝑚 𝑚 𝑚
• Difference Equation
1 𝐷 𝐾
𝑦 𝑘+2 = 𝐹 𝑘 − 𝑦 𝑘 + 1 + 𝑦 𝑘 , 𝑘 = 0,1,2 …
𝑚 𝑚 𝑚

Slide 21
Difference Equation vs Differential Equation
• Example-1
𝑦 𝑘 + 2 + 0.8𝑦 𝑘 + 1 + 0.07𝑦 𝑘 = 𝑢 𝑘

Linear time invariant 2nd order difference equation.

• Example-2
𝑦 𝑘 + 1 = −0.1𝑦 2 𝑘 + 𝑢(𝑘)

Nonlinear time invariant 1st order difference equation .

• In this course, we focus on only LTI difference equations

• For nonlinear ones, you can linearize the system around an operating point.

Slide 22
Difference Equations
• For the sake of simplicity, let us handle a first order difference equation (autonomous
system)
𝑥 𝑘 + 1 = 𝑎𝑥(𝑘)
𝑥 0 = 𝑥0
• The solution can be easily found as 𝑥 𝑘 = 𝑎𝑘 𝑥0
• Remember your Calculus courses (Converging series)

Slide 23
Difference Equations
• Let us handle a first order difference equation (non-autonomous system)
𝑥 𝑘 + 1 = 𝑎𝑥 𝑘 + 𝑏𝑢(𝑘)
𝑥 0 = 𝑥0
• The solution can be easily found as
𝑘−1

𝑥 𝑘 = 𝑎𝑘 𝑥0 + 𝑎𝑖 𝑏𝑢(𝑘 − 1 − 𝑖)
𝑖=0
• The response can grouped into two parts
• Natural response depends on the initial conditions: 𝑎𝑘 𝑥0
𝑘−1 𝑖
• Forced response depends on the input signal: 𝑖=0 𝑎 𝑏𝑢(𝑘 − 1 − 𝑖)

Slide 24
Difference Equations
• Now consider 𝑛 first order difference equations
𝑥1 (𝑘 + 1) = 𝑎11 𝑥1 (𝑘) + ⋯ + 𝑎1𝑛 𝑥𝑛 (𝑘) + 𝑏1 𝑢(𝑘)
𝑥2 (𝑘 + 1) = 𝑎21 𝑥1 (𝑘) + ⋯ + 𝑎2𝑛 𝑥𝑛 (𝑘) + 𝑏2 𝑢(𝑘)
⋮
𝑥𝑛 (𝑘 + 1) = 𝑎𝑛1 𝑥1 (𝑘) + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 (𝑘) + 𝑏𝑛 𝑢(𝑘)
𝑥1 (0) = 𝑥10 , … 𝑥𝑛 (0) = 𝑥𝑛0
• In a compact form:
𝑥 𝑘 + 1 = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
𝑥(0) = 𝑥0
• The solution is now:
𝑘−1

𝑥 𝑘 = 𝐴𝑘 𝑥0 + 𝐴𝑖 𝐵𝑢(𝑘 − 1 − 𝑖)
𝑖=0

Slide 25
State Space Models
• Consider the nth-order difference equation forced by u
𝑎𝑛 𝑦 𝑘 − 𝑛 + 𝑎𝑛−1 𝑦 𝑘 − 𝑛 + 1 + ⋯ + 𝑎1 𝑦 𝑘 − 1 + 𝑎0 𝑦 𝑘
= 𝑏𝑛 𝑢 𝑘 − 𝑛 + 𝑏𝑛−1 𝑢 𝑘 − 𝑛 + 1 + ⋯ + 𝑏1 𝑢 𝑘 − 1 + 𝑏0 𝑢 𝑘
𝑎0 = 1 for normalization
• Equivalent linear discrete-time system in canonical state matrix form

• Like in continuous state space models, this is just one realization.

Slide 26
State Space Models
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
𝑦(𝑘) = 𝐶𝑥(𝑘) + 𝐷𝑢(𝑘)
𝑥(0) = 𝑥0
• Given the initial condition 𝑥(0) and the input sequence 𝑢(𝑘), is possible to predict the
entire sequence of states 𝑥(𝑘) and outputs 𝑦(𝑘)
• The dimension n of the state 𝑥(𝑘) is called the order of the system
• The system is called proper (or strictly causal) if 𝐷 = 0
• General multivariable case:

Slide 27
State Space Models: Stability
• Since the natural response of 𝑥(𝑘 + 1) = 𝐴 𝑥(𝑘) + 𝐵 𝑢(𝑘) is 𝑥(𝑘) = 𝐴𝑘 𝑥0 the stability
properties depend only on A.
• Let (𝜆1 , … , 𝜆2 , 𝑚 ≤ 𝑛) be the eigenvalues of 𝐴 ∈ 𝑹𝑛×𝑛 . The system is
• asymptotically stable iff ( 𝜆𝑖 < 1, ∀𝑖 = 1, … , 𝑚)
• marginally stable 𝑖𝑓 ( 𝜆𝑖 ≤ 1, ∀𝑖 = 1, … , 𝑚, ) and the eigenvalues with unit modulus
𝜆𝑖 = 1 have equal algebraic and geometric multiplicity
• unstable if ∃𝑖 such that 𝜆𝑖 > 1

• Remark
• Algebraic multiplicity of 𝜆𝒊 is the number of coincident roots 𝜆𝒊 =of det 𝜆𝐼 − 𝐴 ).
• Geometric multiplicity of 𝜆𝒊 is the number of linearly independent eigenvectors 𝑣𝑖
𝐴 𝑣𝑖 = 𝜆𝒊 𝑣𝑖

Slide 28
State Space Models: Stability
• The natural response is 𝑥 𝑘 = 𝐴𝑘 𝑥0
• If matrix A is diagonalizable 𝐴 = 𝑇Λ𝑇 −1
𝜆1 0 … 0 𝜆1𝑘 0 ⋯ 0
Λ=
0 𝜆2 … 0
⇒ 𝐴𝑘 = 𝑇 0 𝜆𝑘2 ⋯ 0 𝑇 −1
⋮ ⋮ ⋱ ⋮ ⋮ ⋮ ⋱ ⋮
0 0 … 𝜆𝑛 0 0 ⋯ 𝜆𝑘𝑛
• A is always diagonalizable if algebraic multiplicity = geometric multiplicity
• If A is not diagonalizable, it can be transformed to Jordan form. In this case the natural
response 𝑥(𝑘) contains modes 𝑘 𝑗 𝜆𝑘 , alg. multiplicity ≠ geom. multiplicity
• Now for an eigenvalue 𝜆 = 𝜌𝑒 𝑗𝜃
𝜆𝑘 = 𝜌𝑘 𝑒 𝑗𝑘𝜃 = 𝜌𝑘

Slide 29
State Space Models: Stability
• Example

Slide 30
State Space Models: Stability
• Example

Slide 31
State Space Models: Stability
• Example

Slide 32
z-Transformation
• Difference Equation of a single input single output LTI system
𝑎𝑛 𝑦 𝑘 − 𝑛 + 𝑎𝑛−1 𝑦 𝑘 − 𝑛 + 1 + ⋯ + 𝑎1 𝑦 𝑘 − 1 + 𝑎0 𝑦 𝑘
= 𝑏𝑛 𝑢 𝑘 − 𝑛 + 𝑏𝑛−1 𝑢 𝑘 − 𝑛 + 1 + ⋯ + 𝑏1 𝑢 𝑘 − 1 + 𝑏0 𝑢 𝑘

Coefficients 𝑎𝑛−1 , 𝑎𝑛−2 ,… and 𝑏𝑛 , 𝑏𝑛−1,… are real constants.

• Let us define a unit delay operator 𝒒−𝟏 in the sampled time domain, thus

• Hence, we can obtain

𝑁 𝑁

𝑦 𝑘 = 𝑎𝑖 𝑞 −𝑖 𝑦 𝑘 + 𝑏𝑖 𝑞 −𝑖 𝑢 𝑘
𝑖=1 𝑗=1 Slide 33
z-Transformation
• To solve LTI difference equation z transform provides a convenient approach
𝑁 𝑁

𝑦 𝑘 = 𝑎𝑖 𝑞 −𝑖 𝑦 𝑘 + 𝑏𝑖 𝑞 −𝑖 𝑢 𝑘
𝑖=1 𝑗=1
• The z-transform is an important tool in the analysis and design of discrete-time systems.
• Defining discrete time transfer functions
• It plays a role similar to that served by Laplace transforms in continuous-time problems.
• Definition-1:
• Given the causal sequence {𝑢(0), 𝑢(1), 𝑢(2), …, 𝑢(𝑘)}, its z-transform is defined as
𝑈 𝑧 = 𝑢(0) + 𝑢(1)𝑧 −1 + 𝑢(2)𝑧 −2 + 𝑢(𝑘)𝑧 −𝑘
∞

𝑈 𝑧 = 𝑢(𝑘)𝑧 −𝑘
𝑘=0
where 𝑧 −1 is the unit delay operator.

Slide 34
z-Transformation
• Impulse train representation
• A discrete-time signal can be visualized as
∞

𝑓 ∗ 𝑡 = 𝑓 0 𝛿 𝑡 + 𝑓 1 𝛿 𝑡 − 𝑇 + 𝑓 2 𝛿 𝑡 − 2𝑇 + ⋯ = 𝑓 𝑘𝑇 𝛿 𝑡 − 𝑘𝑇
𝑘=0
where 𝛿 𝑡 is the Dirac function.

Slide 35
z-Transformation
• Definition-2: The Laplace transform of impulse train representation of a sampled signal is
∞

𝐹 ∗ 𝑠 = 𝑓 0 𝛿 𝑡 + 𝑓 1 𝑒 −𝑠𝑇 + 𝑓 2 𝑒 −𝑠𝑘𝑇 + ⋯ = 𝑓 𝑘𝑇 𝑒 −𝑠𝑘𝑇

𝑘=0
Note that ℒ 𝛿 𝑡 − 𝑇 = 𝑒 −𝑠𝑇 . Now, if we define a new complex variable 𝑧 = 𝑒 𝑠𝑇 , then we obtain
the z- transform of 𝑓 ∗ 𝑡 as follows:
∞

𝐹 𝑧 = 𝑓 𝑘𝑇 𝑧 −𝑘 , 𝑧 = 𝑒 𝑠𝑇
𝑘=0

Slide 36
z-Transformation
• Remember your Math Courses!
∞
1 − 𝑎𝑛+1
𝑎𝑘 = 𝑎≠1
1−𝑎
𝑘=0
∞
1
𝑎𝑘 = 𝑎 <1
1−𝑎
𝑘=0
• So, in order to end with a divergent series, we need 𝑎 < 1.
• Now, what about our discrete time series
∞

𝐹 𝑧 = 𝑓 𝑘𝑇 𝑧 −𝑘 , 𝑧 = 𝑒 𝑠𝑇
𝑘=0
What is the condition in order to have a bounded signal (i.e system response)?
• 𝑧 = 𝑒 𝑠𝑇
• 𝑠 = 𝜎 + 𝑗𝜔

Slide 37
z-Transformation: Standard input signals
• Unit Impulse
1, 𝑘=0
𝛿 𝑘 =
0, 𝑘≠0
𝛿 𝑧 =1
• Sampled Step
1, 𝑘≥0
𝕝 𝑘 =
0, 𝑘<0
1 𝑧
𝕝 𝑧 = =
1 − 𝑧 −1 𝑧−1
• Sampled Parabolic
𝑢 𝑘 = 𝑎𝑘 𝕝 𝑘
1 𝑧
𝑈 𝑧 = =
1 − 𝑎𝑧 −1 𝑧 − 𝑎

Slide 38
z-Transformation: Properties
• Linearity
𝒵 𝑘1 𝑓1 (𝑘) + 𝑘2 𝑓2 (𝑘) = 𝑘1 𝒵 𝑓1 (𝑘) + 𝑘2 𝒵 𝑓2 (𝑘)
5 5𝑧
Example: 𝑓(𝑘) = 3𝛿(𝑘) − 𝑘 𝕀(𝑡) ⇒ 𝒵[𝑓] = 3 −
2 1
𝑧−2
• Forward shift
𝒵[𝑓(𝑘 + 1)𝕀(𝑘)] = 𝑧𝒵[𝑓] − 𝑧𝑓(0)
𝑧 𝑎𝑧
𝐸𝑥𝑎𝑚𝑝𝑙𝑒: 𝑓(𝑘) = 𝑎𝑘+1 𝕀(𝑘) ⇒ 𝒵[𝑓] = 𝑧 −𝑧 =
𝑧−𝑎 𝑧−𝑎
• Backward shift or unit delay
𝒵[𝑓(𝑘 − 1)𝕀(𝑘)] = 𝑧 −1 𝒵[𝑓]
𝑧
𝐸𝑥𝑎𝑚𝑝𝑙𝑒: 𝑓(𝑘) = 𝕀(𝑘 − 1) ⇒ 𝒵[𝑓] =
𝑧(𝑧 − 1)

Slide 39
z-Transformation: Properties
• Initial Value Theorem
𝑓(0) = 𝑙𝑖𝑚 𝐹(𝑧)
𝑧→∞
• Example
𝑧 𝑧
𝑓(𝑘) = 𝕀(𝑘) − 𝑘𝕀(𝑘) ⇒ 𝐹(𝑧) = −
𝑧 − 1 (𝑧 − 1)2
𝑓(0) = 𝑙𝑖𝑚 𝐹(𝑧) = 1
𝑧→∞
• Final Value Theorem
𝑙𝑖𝑚 𝑓(𝑘) = 𝑙𝑖𝑚 (𝑧 − 1)𝐹(𝑧)
𝑘→+∞ 𝑧→1
• Example
𝑧 𝑧
𝑓(𝑘) = 𝕀(𝑘) + (−0.7)𝑘 𝕀(𝑡) ⇒ 𝐹(𝑧) = +
𝑧 − 1 𝑧 + 0.7
𝑓(+∞) = 𝑙𝑖𝑚 (𝑧 − 1)𝐹(𝑧) = 1
𝑧→1

• Limit must exist for final value theorem to apply. Does not apply to:
• An unbounded sequence.
Slide 40
• An oscillatory sequence
z-Transformation: z-Transform Table

Slide 41
z-Transformation: z-Transform Table

Slide 42
z-Transformation: Inverse z-Transform
• Partial Fraction expansion and table look-up:
• Step-1: Find the partial fraction expansion of 𝐹(𝑧)/𝑧
Matlab! (residue /residuez)
Mathematica! (Apart)
• Step-2: Obtain the inverse transform 𝑓(𝑘) using the z-transform tables

• Possible three cases

• Case-1: 𝐹(𝑧) with non-repeated real poles
• Case-2: 𝐹(𝑧) with repeated real poles
• Case-3: 𝐹(𝑧) with complex conjugate and real poles

Slide 43
z-Transformation: Inverse z-Transform
Case-1

Slide 44
z-Transformation: Inverse z-Transform
Case-1: non-repeated real poles

Slide 45
z-Transformation: Inverse z-Transform
Case-1: non-repeated real poles

Slide 46
z-Transformation: Inverse z-Transform
Case-1: non-repeated real poles

Slide 47
z-Transformation: Inverse z-Transform
Case-2: Repeated Roots

Slide 48
z-Transformation: Inverse z-Transform
Case-2: Repeated Roots

Slide 49
z-Transformation: Inverse z-Transform
Case-2: Repeated Roots

Slide 50
z-Transformation: Solving Difference Equations
Example
Solve the linear difference equation
3 1
𝑥 𝑘 + 2 − 𝑥 𝑘 + 1 + 𝑥 𝑘 = 1(𝑘)
2 2
5
with initial conditions 𝑥 0 = 1, 𝑥 1 = 2

1. Taking z-transform of given equation

3 1 𝑧
𝑧 2 𝑋 𝑧 − 𝑧 2 𝑥 0 − 𝑧𝑥 1 − 𝑧𝑋 𝑧 + 𝑋 𝑧 =
2 2 𝑧−1
2. Solve for X(z)
𝑧[1 + (𝑧 + 1)(𝑧 − 1)] 𝑧3
𝑋 𝑧 = =
(𝑧 − 1)(𝑧 − 1)(𝑧 − 0.5) 𝑧 − 1 2 (𝑧 − 0.5)

Slide 51
z-Transformation: Solving Difference Equations
Inverse z-transform
𝑋 𝑧 𝑧2 𝐴 𝐵 𝐶
= = + +
𝑧 𝑧 − 1 2 (𝑧 − 0.5) 𝑧 − 1 2 𝑧 − 1 𝑧 − 0.5
After finding the coefficients
2𝑧 𝑧
𝑋 𝑧 = +
𝑧 − 1 2 𝑧 − 0.5
Then by using the Look-up table
𝑥(𝑘) = 2𝑘 + (0.5)𝑘

Slide 52
Discrete Transfer Functions
• Let’s apply the Z-transform to discrete-time linear systems
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
𝑦(𝑘) = 𝐶𝑥(𝑘) + 𝐷𝑢(𝑘)
𝑥(0) = 𝑥0
• Define 𝑋(𝑧) = 𝒵[𝑥(𝑘)], 𝑈(𝑧) = 𝒵[𝑢(𝑘)], 𝑌(𝑧) = 𝒵[𝑦(𝑘)]

𝑧𝑋(𝑧) − 𝑧𝑥0 = 𝐴𝑋(𝑧) + 𝐵𝑈(𝑧)

𝑌(𝑧) = 𝐶𝑋(𝑧) + 𝐷𝑈(𝑧)
• We then obtain
𝑋(𝑧) = 𝑧(𝑧𝐼 − 𝐴)−1 𝑥0 + (𝑧𝐼 − 𝐴)−1 𝐵𝑈(𝑧)
𝑌(𝑧) = 𝑧𝐶(𝑧𝐼 − 𝐴)−1 𝑥0 + 𝐶(𝑧𝐼 − 𝐴)−1 𝐵 + 𝐷 𝑈(𝑧)
• And for 𝑥(0) = 0, we can define
𝐺(𝑧) = 𝐶(𝑧𝐼 − 𝐴)−1 𝐵 + 𝐷

Slide 53
Discrete Transfer Functions
• Difference Equation of a single input single output LTI system
𝑎𝑛 𝑦 𝑘 − 𝑛 + 𝑎𝑛−1 𝑦 𝑘 − 𝑛 + 1 + ⋯ + 𝑎1 𝑦 𝑘 − 1 + 𝑦 𝑘
= 𝑏𝑛 𝑢 𝑘 − 𝑛 + 𝑏𝑛−1 𝑢 𝑘 − 𝑛 + 1 + ⋯ + 𝑏1 𝑢 𝑘 − 1 + 𝑏0 𝑢 𝑘

• For zero initial conditions we get the transfer function

𝑏𝑛 𝑧 −𝑛 + 𝑏𝑛−1 𝑧 −𝑛+1 + ⋯ + 𝑏1 𝑧 −1
𝐺(𝑧) =
𝑎𝑛 𝑧 −𝑛 + 𝑎𝑛−1 𝑧 −𝑛+1 + ⋯ + 𝑎1 𝑧 −1 + 1
𝑏1 𝑧 𝑛−1 + ⋯ + 𝑏𝑛−1 𝑧 + 𝑏𝑛
= 𝑛
𝑧 + 𝑎1 𝑧 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑧 + 𝑎𝑛
• Example
3𝑦(𝑘 − 2) + 2𝑦(𝑘 − 1) + 𝑦(𝑘) = 2𝑢(𝑘 − 1)
2𝑧 −1 2𝑧
𝐺(𝑧) = −2 =
3𝑧 + 2𝑧 −1 + 1 𝑧 2 + 2𝑧 + 3

Slide 54
Discrete Transfer Functions: Poles and Eigenvalues
• Linear discrete-time system
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
−1
𝑁𝐺 (𝑧)
𝑦(𝑘) = 𝐶𝑥(𝑘) + 𝐷𝑢(𝑘) 𝐺(𝑧) = 𝐶(𝑧𝐼 − 𝐴) 𝐵 + 𝐷 ≜
𝐷𝐺 (𝑧)
𝑥(0) = 0
• Use the adjugate/adjoint matrix to represent the inverse of 𝑧𝐼 − 𝐴
−1
𝐶Adj(𝑧𝐼 − 𝐴)𝐵
𝐶(𝑧𝐼 − 𝐴) 𝐵 + 𝐷 = +𝐷
det(𝑧𝐼 − 𝐴)
• The denominator 𝐷𝐺 (𝑧) = det(𝑧𝐼 − 𝐴)
• The poles of G(z) coincide with the eigenvalues of A
• As in continuous-time, not always ...

Slide 55