Digital signal processing

Dr. Saad Muhi Falih

 CHAPTER 2

Z - Transform

2
• The z-transform is a useful tool in the analysis of
discrete-time signals and systems.

• The z-transform plays the same role in the

analysis of discrete-time signals and LTI systems
as the Laplace transform does in the analysis of
continuous-time signals and LTI systems.

• The z-transform may be used to solve:

constant coefficient difference equations.
evaluate the response of a linear time-invariant system to
a given input.
design linear filters.

• In this chapter, we will look at the z-transform and

examine how it may be used to solve a variety of
different problems. 3
The z-transform of a discrete time signal is defined as the
power series 
X ( z )   x[ n] z n (1)
n  

Where 𝒛 = 𝒓𝒆𝒋𝝎 is a complex variable. For convenience, the z-

transform of a signal x[n] is denoted by
X(z) = Z{x[n]}
Where as the relationship between x(n) and X(z) is
indicated by z
x[ n]  X ( z )
• Since the z-transform is an infinite series, it exists only for
those values of z for which this series converges.
• The Region of Convergence (ROC) of X(z) is the set of all
values of z for which this series converges.
We illustrate the concepts by some simple examples. 4
5
 Example 1: Determine the z-transform of the
following signals
(a) x[n] = [1, 2, 5, 7, 0, 1]
Solution:

X (z)   x[n]z  n
n  

 ...  x[ 2]z  ( 2 )  x[ 1]z  ( 1)  x[0]z 0  x[1]z 1  x[ 2]z  2  ...

X(z) = 1 + 2z-1+ 5z-2 + 7z-3 + z-5,

ROC: entire z plane except z = 0

(b) y[n] = [1, 2, 5, 7, 0, 1]

Solution: Y(z) = z2 + 2z + 5 + 7z-1 + z-3

ROC: entire z-plane except z = 0 and z = .
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(c) z[n] = [0, 0, 1, 2, 5, 7, 0, 1]
Solution: z-2 + 2z-3 + 5z-4 + 7z-5 + z-7, ROC: all z
except z=0
(d) p[n] = [n]
Solution: P(z) = 1, ROC: entire z-plane.

(e) q[n] = [n – k], k > 0

Solution: Q(z) = z-k, entire z-plane except
z=0.
(f) r[n] = [n+k], k > 0
Solution: R(z) = zk,
ROC: entire z-plane except z = .
7
Example 2: Determine the z-transform of
x[n] = (1/2)nu[n]
Solution:

X (z)   x[n]z  n
n  
 n  n
1  n 1 
   z    z 1 
n 0  2  n 0  2 
2
1  1 
 1   z 1    z 1   .......
2  2 

1
 X (z) 
1
1  z 1
2
ROC: |1/2 z-1| < 1, or equivalently |z| > 1/2
8
 Example 3: Determine the z-transform of the signal
x[n] = anu[n]
Solution:

  az 

  n
n n 1
X (z)  a z
n 0 n 0
1
 1  az  az  
1 2
 .......
1
 1
1  az
ROC :| z || a |
9
10
 Properties of z-transform
1. Linearity
If x1[n]  X1(z)
and x2[n]  X2(z)
then
a1x1[n] + a2x2[n]  a1X1(z) + a2X2(z)

11
 Example 4: Determine the z-transform of
the signal x[n] = [3(2n) – 4(3n)]u[n]
Solution:

1
 z[a u[n]] 
n
1
1  az
 z[3( 2)  43 ]  3
1 1
4
n n
1 1
1  2z 1  3z

12
• Example 5: Determine the z-transform of
the signal (cosw0n)u[n]

 1 jw0 n 1  jw0 n 
 cos w0 nu[n]   e  e  u[ n ]
2 2

 zcos w0 nu[n] 
1 1 1 1

21 e 0z
jw  1 2 1  e  jw0 z 1
1
1  z cos w0
 1 2
1  2 z cos w0  z
13
2. Time Shifting Property
If x[n]  X(z) then x[n-k]  z-kX(z)

Proof: 
since z[ x[n  k ]]   x[ n
n  
 k ] z n

then the change of variable m = n-k produces


z[x[n  k ]]   x[m
m 
]z ( m  k )


z k
 x[m]z
m 
m k
 z X( z )

14
Example 6: Find the z-transform of a unit step function. Use
time shifting property to find z-transform of u[n] – u[n-N].
The z-transform of u[n] can be found as
 
n n
z[ u[ n]]   u[ n ]z   z
n   n 0
1 2 1
 1 z z  ....... 
1  z 1
Now the z-transform of u[n]-u[n-N] may be found as follows:
1 N 1
z[ u[ n]  u[ n  N ]]  1
z
1 z 1  z 1
1  zN

1  z 1
15
3. Scaling in the z-domain or Multiplication by an
Exponential

If x[n]  X(z)
Then anx[n]  X(a-1z)
For any constant a, real or complex.
Proof:

z a x[n]   x[n]a z   X a z

 
n 1  n 1
n
a n
x[n]z 
n   n  

16
 Example 7: Determine the z-transform of the
signal [𝒂𝒏 cos(𝝎𝟎 𝒏)]𝒖[𝒏].
Solution: since
1
1 z cos w0
z[cos( w0 n)u[n]  1 2
1  2z cos w0  z

1
1  az cos w0
 z[a cos w0 n u[n]] 
n
1 2 2
1  2az cos w0  a z
17
4. Time reversal
If x[n]  X(z) then x[-n]  X(z-1)

Proof:

n
z[ x[ n]]   x[ n]z
n  

 x[m ]z 
 
1  m 1
  x[m ]z 
m
 X (z )
m   m  

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Example 8: Determine the z-transform of
u[-n].
Solution:
since

z[u[n]] = 1/(1 – z-1)

Therefore,

Z[u[-n]] = 1/(1-z)

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5. Differentiation in the z - Domain

x[n]  X(z) then nx[n] = -z(dX(z)/dz)

Example 9: Determine the z-transform of the

signal x[n] = nanu[n].
Solution:
1
 z[a u[ n]] 
n
1  az 1
1
d 1 az
 z[ na n u[ n]]   z 
dz 1  az  1
1  az 1 
2

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6. Convolution and Correlation
• To study the LTI systems, convolution plays
important role. Shifting multiplications and
summation are operations in computation of
convolution.
• Correlation which is very much similar to convolution
provides information about the similarity between
the two sequences.
• It is used in Radars, digital communication and
mobile communication etc.
• The main application of correlation is that the
incoming/received signal is correlated with standard
signals and signal of this set which has maximum
correlation with the incoming/received signal is
detected.
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a) Convolution of two sequences
If x1[n]  X1(z) and x2[n]  X2(z) then
x1[n]*x2[n] = X1(z)X2(z)
Proof:
The convolution of x1[n] and x2[n] is defined as

x[n]  x1[n] * x2 [n]   x1[k ] x2 [n  k ]
k  
The z-transform of x[n] is
 
   n
X( z )   x[n]z n
    x1[k ]x 2 n  k  z
n  n    n    

Upon interchanging the order of the summation

and applying the time shifting property, we obtain

  n 

X( z )   x1 k   x 2 n  k z   X 2 z   x1[k ]z k  X 2 z X1 z  22
k   n    k  
Example 10: Compute the convolution of the signals
x1[n] = [1, -2, 1]
and 1, 0  n  5
x2 [n]  
0, elsewhere
Solution:
X1(z) = 1 – 2z-1 + z-2
X2(z) = 1 + z-1 + z-2 + z-3 + z-4 + z-5
Now X(z) = X1(z)X2(z) = 1 – z-1 – z-6 + z-7
Hence x[n] = [1, -1, 0, 0, 0, 0, -1, 1]
Note: You should verify this result from the
definition of the convolution sum.
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Exercise
• Find the convolution of sequences?

x1  {1,  3, 2} and x2  {1, 2, 1}

24
 b) Correlation of two sequences
If x1[n]  X1(z) and x2[n]  X2(z)

1
 1 2
z
rx1 x2 ( m )  x (n)x (n  m) 
 X 1(z)X 2(z )
n  

• Proof:
The following is the correlation of two sequences x1(n)x2(n) :

rx1 x2 (m)   x (n)x [(n  m)]
n  
1 2 (1)
Arranging the term x2(n  m) as x2 [  (m  n)] in
above equation, we get

rx1 x2 (m)   x (n)x [(m  n)]
n  
1 2 (2)

Therefore, the RHS of Eq. ( 2 ) represents the convolution

x1(n) and x2(  m) can be written as
rx1 x2 (m)  x1 (m)  x2 (m) 25
Z [rx1x2 (m)]  Z [ x1 (m)  x2 (m)]

Z [rx1x2 (m)]  Z [ x1 (m)].Z [ x2 (m)]

1
Z [ x1 (m)]  X 1 ( z ) and Z [ x2 (m)]  X 2 ( z )

1
Z [rx1x2 (m)]  X 1 ( z ) X 2 ( z )
26
• Conjugation
• If X(z) is the z-transform of x(n), the z-
transform of the complex conjugate of x(n) is

As a corollary, note that if x(n) is real-valued, x(n) = x*(n),

then

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7. The Initial Value Theorem:

If x[n] is causal then

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 since n >0, this

proves the theorem.

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8. Final Value Theorem
If x[n]  X(z), then
 
x[]  lim 1  z 1 X( z )
z 1

Example 9: Find the final value of

2 z 1
X( z ) 
1  1.8z 1  0.8z  2
2 z 1
Solution:  1
 
1  z X( z )  1  z 1

1  1.8z 1  0.8z  2
2 z 1 2 z 1

 1  z 1  1
1  z 1  0.8 z
1

1  0.8 z 1

The final value theorem yields
2 z 1 2
y[]  lim 
  10
z 1 1  0.8z 1
0.2 29
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31
32
33
 𝑧 𝑧
𝑋 𝑧 = +
1 𝑧−2
𝑧−
3

34
Solved Problems

𝑤ℎ𝑒𝑟𝑒 𝛼 > 1

solution

35
36
37
38
1
< 𝑧 <𝛼
𝛼

1
< 𝑧 <𝛼
𝛼

39
40
 Inverse z-transform
In general, the inverse z-transform may be
found by using any of the following
methods:
• Power series method
• Partial fraction method

41
 Power Series Method
Example 2: Determine the z-transform of
1
X( z )  1 2
1  1.5z  0.5z
By dividing the numerator of X(z) by its
denominator, we obtain the power series
1
 1  32 z 1  74 z  2  158 z  3  16
31  4
z  ...
1  32 z 1  12 z  2

 x[n] = [1, 3/2, 7/2, 15/8, 31/16,…. ]

42
 Power Series Method
Example 2:Determine the z 1 - transform of

4  z 1
X (z) 
2  2 z 1  z  2
By dividing the numerator of X(z) by its
denominator, we obtain the power series

 x[n] = [2, 1.5, 0.5, 0.25, …..]

43
Partial Fraction Method:

44
45
46
47
48
 𝑛 𝑛
1 1
∴𝑥 𝑛 =4 − 𝑢 𝑛 −3 − 𝑢(𝑛)
2 4 49
50
51
52
53
 1 𝑛
∴ 𝑥 𝑛 = 384𝛿 𝑛 + 48𝛿 𝑛 − 1 + 384( ) 𝑢 −𝑛 − 1
4
1
−192𝑛( )𝑛 𝑢 −𝑛 − 1
4

54
 Partial Fraction Method:
Example 1: Find the signal corresponding to the z-
transform 3
z
X( z ) 
Solution: 2  3 z 1  z  2
z 3 0.5 0.5
X( z )   
2  3z 1  z  2 z 3  1.5z 2  0.5z zz  1z  0.5

X ( z) 0.5 a1 a 2 a3 a4
 2   2  
z z  z  1 z  0.5 z z z  1 z  0.5
3 1 1 4
  2  
z z z  1 z  0.5
1 z z
X ( z)  3    (4)
z z 1 z  0.5
1
1 1
or X( z )  3  z  1
4
1 z 1  0.5z 1

 x[n]  3 [n]   [n  1]  u[n]  40.5 u[n]

n
55
 Partial Fraction Method:
Example 2: Find the signal corresponding to the z-transform

1
Y( z ) 
1  0.2z 1  0.2z 
1 1 2

Solution:
z3
Y( z ) 
z  0.2z  0.22
Y( z ) z2 0.25 0.75 0.1
   
z z  0.2z  0.22 z  0.2 z  0.2 z  0.22
0.25z 0.75z 0.1z
Y( z )   
z 1 z  0.2 z  0.2 2
1
1 1 0.2 z
 0.25  0.75  0.1
1  0.2z 1  
1  0.2z 1 0.2 1  0.2z 1 2

 y[n]  0.25 0.2 u[n]  0.750.2 u[n]  0.5n0.2 u[n]

n n n
56
 Z-Transform Solution of Linear
Difference Equations
• We can use z-transform to solve the difference
equation that characterizes a causal, linear, time
invariant system. The following expressions are
especially useful to solve the difference
equations:
• z[ y[(n-1)T] ] = z-1Y(z) +y[-T]
• Z[ y(n-2)T] ] = z-2Y(z) + z-1y[-T] + y[-2T]
• Z[ y(n-3)T] ] = z-3Y(z) + z-2y[-T] + z-1y[-2T] +
y[-3T]

57
Example: Consider the following difference equation:
y[nT] –0.1y[(n-1)T] – 0.02y[(n-2)T] = 2x[nT] – x[(n-1)T]
where the initial conditions are y[-T] = -10 and y[-2T] = 20.
Y[nT] is the output and x[nT] is the unit step input.

Solution:
Computing the z-transform of the difference
equation gives
Y(z) – 0.1[z-1Y(z) + y[-T]] – 0.02[z-2Y(z) + z-1y[-T] + y[-
2T]] = 2X(z) – z-1X(z)
Substituting the initial conditions we get
Y(z) – 0.1z-1Y(z) +1 – 0.02z-2Y(z) – 0.2z-1 –0.4 =
(2 – z-1)X(z) 58
  1 2
1  0.1z  0.02z Y(z )  2  z
1

1 z 1
1
 0.2z  0.6 1

 1
Y( z ) 1  0.2z  0.02z 2
 
2  z 1
1 z 1
 0.2 z 1
 0.6

1.4  0.6z 1  0.2z 2 1.4  0.6z 1  0.2z 2

Y( z )  
 1
 1
1  z 1  0.1z  0.02z 2
  
1  z 1 1  0.2z 1 1  0.1z 1  
1.4z 3  0.6z 2  0.2z

z  1z  0.2z  0.1
Y( z ) 1.136  0.567 0.830
  
z z  1 z  0.2 z  0.1
1 1 1
Y( z )  1.136  0.567  0.830
1  z 1 1  0.2z 1 1  0.1z 1
and the output signal y[nT] is

y[nT]  1.136u[nT]  0.567(0.2)n u[nT]  0.830(0.1)n u[nT] 59