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DIGITAL SIGNAL PROCESSING

Chapter 6: Z-TRANSFORM AND ITS


APPLICATIONS TO THE ANALYSIS OF LTI SYSTEMS

Reference:
S J.Orfanidis, ”Introduction to Signal Processing”, Prentice –Hall , 1996,ISBN 0-13-209172-0
M. D. Lutovac, D. V. Tošić, B. L. Evans, “Filter Design for Signal Processing Using MATLAB
and Mathematica”, Prentice Hall, 2001

Lectured by Prof. Dr. Thuong Le-Tien


National Distinguished Lecturer
Tel: 08-38654184; 0903 787 989
Email: ThuongLe@hcmut.edu.vn,
ThuongLe@yahoo.com

Dated on February 2024


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What the chapter can be presented.

1. Basis properties
2. Region of Convergence (ROC)
3. Causality and Stability
4. Frequency spectrum
5. Inverse Z-Transform – Partial Fraction

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1. Basis Properties
Z-transform is basically as a tool for the
analysis, Design and implementation of digital
filters. Z transform of a discrete time signal
x(n) n
X z    x n  z n

n  
X(z) = … +x(-2)z2 + x(-1)z + x(0) + x(1)z-1 +
x(2)z-2 + …
if x(n) is causal, only negative power z-n,
n  0 appear in the expansion.

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Z-transform of the transfer function h(n):
n
H z    h n  z n

n  
Example:
(a) h = {h0, h1, h2, h3} = {2,3,5,2}
(b) h = {h0, h1, h2, h3, h4} = {1,0,0,0,-1}
Their Z-transform
a) H(z)= h0 + h1z-1 + h2 z-2 + h3 z-3
= 2 + 3z-1 + 5z-2 + 2z-3
b) H(z)= h0 + h1z-1 + h2 z-2 + h3 z-3 + h4 z-4 =
1 - z-4
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Z-transform has the three most important
properties that facilitate the analysis and
synthesis of linear systems
•* Linearity property

a 1 x 1  n   a 2 x 2  n    a 1 X 1  z   a 2 X 2  z 
Z

• * Delay property

x n   Z
X
•* Convolution property
 z   x n  D   z D Z
X  z 
y n   h n  * x n   Y z   X z H z 

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Example: Two filters of the above filters can be written
in the following closed forms
(a) h(n) = 2(n) + 3(n-1) + 5(n-2) + 2(n-3)
(b) h(n) = (n) - (n-4)
Their transfer functions can be obtained using the
linearity and delay properties.
z-transfrom of (n) is unity.
n
 n  
Z
   n  z n
  0  z 0
1
n  

 n  1 
Z
z 1 .1  z 1 ,
 n  2  
Z
z  2 .1  z  2 ,
 n  3 
Z
z  3 .1  z  3 ,...
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2   n   3   n  1   5   n  2   2   n  3  Z  2  3 z  1  5 z  2  2 z  3
h  n     n     n  4  Z  H  z   1  z  4
Example: using the unit step identity u(n)-u(n-1)=(n),
valid for all n, and the z-transform properties, determine
the z-transforms of two signals:
(a) x(n) = u(n) (causal) (b) x(n) = -u(-n-1) (anticausal)
Solve:
(a) x(n) - x(n-1) = u(n) - u(n-1) = (n)
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x n   x n  1    n   X  z   z X  z   1  X  z  
Z 1
1  z 1
(b) x(n)-x(n-1)=-u(-n-1)+u(-(n-1)-1)= u(-n)-u(-n-1)=(-n)
1
x n   x n  1      n   X  z   z X  z   1  X  z  
Z 1
1  z 1 7
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Example: determine the output by carrying out the
convolution operation as multiplication in z-domain
h={1,2,-1,1}, x={1,1,2,1,2,2,1,1}
Solve
Z-transform
H(z)= 1 + 2z-1 - z-2 + z-3
X(z)= 1 + z-1 + 2z-2 + z-3 + 2z-4 + 2z-5 + z-6 + z-7
Y(z) = X(z)H(z)
Y(z)= 1 + 3z-1 + 3z-2 + 5z-3 + 3z-4 + 7z-5 + 4z-6 + 3z-7 + 3z-8 +z-10

The coefficients of the powers of z are the convolution


output samples:
y=h*x={1, 3, 3, 5, 3, 7, 4, 3, 3, 3, 0, 1}

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SOME COMMON Z-TRANSFORMATION PAIRS

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Example:

No poles except the origin, zeros at:

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2. Region of Convergence (ROC)
ROC of X(z) is defined to be that subset of the
complex z-plane C for which the series of the
formula converges, that is
 n

ROC   z  C X  z    x n  z n
 
 n   
The ROC is an important concept in many
respects: It allows the unique inversion of the
Z-transform and provides convenient
characterizations of the causality and stability
properties of a signal or system.

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Example, a causal signal:
x(n)=(0.5)nu(n)={1,0.5,0.52,…}

 0 .5 z 
 
X z  
1
1 n
x  n

n 0 n 0 1 x
Using the infinite geometric series formula
1 z
X z   1

1  0 .5 z z  0 .5
Which is valid for x < 1 and diverges otherwise
The convergence of the geometric series requires:

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1  x  x  x  ...   x 
2 3 n

n 0 1 x
Then, ROC={zCz>0.5} outside the circle of radius 0.5
x  0 .5 z  1  1  z  0 .5
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Example for an anticausal signal x(n)=-(0.5)nu(-n-1)

   
1 1 
X  z     0.5  z    0.5  z    0.5  z
n n 1 n 1 m

n   n   m 1

x
x  x  x  ...   x 
2 3 m

m 1 1 x
Convergence with x < 1 and diverges otherwise
Let x=0.5-1z

 
  1
X  z     0 . 5  z
x 0 . 5 z
  x  
1 m m
 1
m 1 m 1 1  x 1  0 . 5 z
z 1
X z   
z  0 .5 1  0 .5 z  1
The same result as the causal case except the ROC
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x  0 .5 1 z  1  z  0 .5
R O C  z  C z  0 . 5 
To summarize, the z-transform
0.5n u n  
Z 1
1
,
1  0 .5 z
where ROC : z  0.5

 0.5 u  n  1 
1

n Z
1
,
1  0 .5 z
where ROC : z  0.5

Generally a u n  
1
n

Z
1
, where ROC : z  a
1  az
 a n u  n  1 
1
Z
1
, where ROC : z  a
1  az
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Example:

u n  
1
Z
1
, where z  1
1 z
 u  n  1 
1
Z
1
, where z  1
1 z
 1 u n  
n Z 1
1
, where z  1
1 z
  1 u  n  1 
1
 , where z  1
n Z
1
1 z
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Example: determine z-transforms and ROCs
1. x(n)  u(n - 10)
2. x(n)  (-0.8)n u(n)
3. x(n)  (-0.8) u(n) - u(n - 10)
n

1
2
 n

4. x(n)  u(n)   1 u(n)  1,0,1,0,1,0,1,0,...

1

5. x(n)  (0.8) n u(n)  (-0.8)n u(n)
2

 n 
6. x(n)  cos u n   {1,0,1,0,1,0,1,0,1,0,1,0,...}
 2 
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Solve  10
(1) Delay property: X z   z U z   z
 10 ROC z > 1.
1
1 z
X z  
1
(2) 1
, with RO C : z   0 . 8  0 . 8
1  0 .8 z
(3) x(n) = (-0.8)nu(n) - (-0.8)10(-0.8)n -10 u(n-10))

X z  
1
   0 . 8 10 z  10

1    0 . 8  z  10 10

1 1
1  0 .8 z 1  0 .8 z 1  0 .8 z  1
Using the finite geometric series
1 xN
1  x  x 2  ...  x N  1 
1 x

X z   1  az  1  a 2 z  2  ...  a 9 z  9 
1  a 10  10
z

1    0 . 8 10
z  10

1
1  az 1  0 .8 z  1
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1 1 1 
X z   
1
(4) 1
 1 
 2
ROC z > 1.
2 1  z 1 z  1 z

1 1 1  1
X z   
(5)
1
 1 

2  1  0 .8 z 1  0 . 8 z  1  0 . 64 z  2
ROC z>0.8

(6)
 n  1
   1
x ( n )  c o s  u  n   e j  n / 2 u ( n )  e  j  n / 2 u ( n )  a n u ( n )  a * n u ( n ) 
 2  2 2

a=e j/2 =j and a*=e -j/2 =-j.


1 1 1  1
X z    1
 1 

2  1  jz 1  jz  1  z  2
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3. Causality and Stability
*Causal case: x  n   A 1 p 1n u  n   A 2 p 2n u  n   ...
A1 A2
X z   1
 1
 ...
1  p1 z 1  p2 z
The common ROC of all terms:
z  m a x pi z  p1 , z  p2
i
•Anticausal case
x  n    A 1 p 1n u   n  1   A 2 p 2n u   n  1   ...
•ROC

z  p1 , z  p2
z  min p i
i

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Example:
Find the Z-Transform and possible convergence region
x(n) = (0.8)nu(n) + (1.25)nu(n)

Assumed the given X(z) as shown, find all possible ROCs of the function

A system is said to be stable if its ROC contains the unit circle

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4 Frequency Spectrum
Discrete time Fourier transform - DTFT
n
X     x n e  j n

n  
The evaluation of the z-transform on the unit circle:
z  e j 0
n n
X  z  z  e j   x n z n
  x n e  j n
 X  
n   n  

Frequency response H() of a linear system h(n) with


transfer function H(z):
n
H     h n e  j n

n  
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H     H  z  z  e j
2 f
Digital frequency: 
fs
Nyquist interval [-fs/2, fs/2] - <  < 
^ 
X f    x  nT e 2  jfn / f s

n  
Fourier spectrum of signal x(nT) periodic
replication of the original analog spectrum at
multiples of fs.

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INVERSE DTDT
 fS
1
X  e d  x n    
1
x n  
2  jfn / f S

2 
j n
fS  X f e df
fS

Example x  n   e j 0 n , -   n  

X    2       0  2  m 
m  


Parseval 1 
 x n   X   d 
2 2

n   2 
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Zeros and Poles of X(z) or H(z), on the z-
plane, effect on the spectrum of X() or H().
Example, consider a function has one pole
z = p1 and one zero z = z1.

1
1  z1 z z  z1
X z   1

1  p1 z z  p1

j
e  z1 e j  z 1
X    j  X    j
e  p1 e  p1

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GEOMETRIC INTERPRETATION OF FREQUENCY SPECTRUM

Example: A causal complex sinusoid

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Inverse Z-transform
N z  N z 
X z   
D  z  (1 - p1 z -1 ) (1 - p 2 z -1 ) (1 - p M z -1 )
A1 A2 AM
 -1
 -1
 ... 
1 - p1 z 1 - p2 z 1 - p M z -1

 
N z 
  
Ai  1  pi z 1 X  z  z  pi


 



1
1  p z
j

 j i  z  pi

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Example:
2  2 .05 z  1 2  2 .05 z  1
X z   
1
1  2 .05 z  z 2
 
1  0 .8 z  1 1  1 .25 z  1 
2  2 .0 5 z 1 A1 A2
X z   1 2
 1

1  2 .0 5 z  z 1  0 .8 z 1  1 .2 5 z 1


A1  1  0.8 z 1
X  z 
z 0 .8
 2  2.05 z 1 
 1 

2  2.05 / 0.8
1
 1  1.25 z  z 0.8 1  1.25 / 0.8

 
A2  1  1.25 z 1 X  z  z 1.25  2  2.05 z 1 
 1 
1
 1  0.8 z  z 1.25

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Partial Fraction (PF)
N z  N z 
X z   
D z  (1 - p1z -1 ) (1 - p 2 z -1 )  (1 - p M z -1 )
A1 A2 AM
 A0  -1
 -1
 ... 
1 - p1z 1 - p2z 1 - p M z -1

A0  X  z  z 0

N  z  Q  z D  z   R  z  R z 
X z     Q z  
D z  D z  D z 
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Example: Compute all possible
inverse Z-transform and stability
feature of the function

Solution
Pole/Zero Pattern

Inverted causal, stable:

Inverted anti-causal, unstable:

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Example:

Find possible
inverse Z-transform

Solution:

Four poles devide the z-plane into


four ROC regions

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