Digital Signal Processing

Applications(310253)

UNIT-III
Z-Transform
Prof. Vina M. Lomte
RMDSSOE,Warje

9/1/2018
 310253 Digital Signal Processing
Applications
• Teaching Scheme: Examination Scheme:
• Theory: 3 Hrs/Week
• In Semester Assessment: 30 Marks
• End Semester Assessment: 70 Marks

9/1/2018
 Course Objectives:

· Study and understanding of representation of signals and systems.

· To learn and understand different Transforms for Digital Signal Processing
· Design and analysis of Discrete Time signals and systems
· To Generate foundation for understanding of DSP and its applications like audio,
Image, telecommunication and real world

9/1/2018
 Syllabus
• Definition of Z-Transform, ZT and FT, ROC, ZT properties, pole-zero plot,
• Inverse Z-Transform, Methods, System function H(Z), Analysis of DT LTI
• systems in Z-domain: DT system representation in time and Z domain.
• Relationship of FT and ZT

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 Teaching Plan
Sr. No. Topic Lectures References
Required

01 Definition of Z-Transform, ZT 01
and FT 1. Steven W. Smith, “The
02 ROC, ZT properties & Examples 03(1 + 2 Scientist and Engineer's
Extra ) Guide to Digital Signal
Processing”
03 Pole-zero plot & Examples 03(1 + 2
Extra ) 2. P. Ramesh Babu , Fourth
04 Inverse Z-Transform, Methods, 02(1 + 1 Edition ,” Digital Signal
System function H(Z) & Extra ) Processing”
Examples
05 Analysis of DT LTI 02(1 + 1
systems in Z-domain: DT system Extra )
representation in time and Z
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domain
 Session 1
• Introduction
• Why z-Transform?
• Definition of Z-Transform,
• Relationship ZT and FT

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 What is ZT
What is Z ?
It is
Real

Z= x + iy
Real

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 Why z-Transform?
• It is very simple method for analyzing system(by
ROC properties) ex. LTI system
• A generalization of Fourier transform
• Why generalize it?
• FT does not converge on all sequence Notation good for
analysis
• Bring the power of complex variable theory deal with the
discrete-time signals and systems
• The z-transform is a very important tool in describing and
analyzing digital systems.
• It offers the techniques for digital filter design and frequency
analysis of digital signals.
 Definition
• The z-transform of sequence x(n) is defined by

Time
Frequency Convert Domain
Domain

X(z)
x(n
)z 
n


n Fourier
Transform
 Let z = ej.

X
(e)x
()
ne 
j


n

j n
 Relationship Between FT and ZT
• The following Eq.(1) and (2) are FT and ZT, respectively.

• Replacing Z with , ZT will become FT

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 Session 2
• ROC
• ZT properties,
• pole-zero plot

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 Definition of ROC
• The region in which Z is valid
• Give a sequence, the set of values of z for
which the z-transform converges, i.e.,
|X(z)|<, is called the region of convergence.

 
|
X (
z
)
|  
x
(
n)
z
n
|
x

(

n
n
)
||
z
|
n



n

ROC is centered on origin and

consists of a set of rings.
Example: Region of Convergence

 
|
X (
z
)
|  
x
(
n

)
z

n

n
|
x(n
)
||
z
|
n



n
Im
ROC is annual ring centered an on the
origin.

Re Rx | z|Rx


ROC
{zre
|R

x
rR
x} j
Stable Systems
• A stable system requires that its Fourier transform is uniformly convergent.

Im  Fact: Fourier transform is to evaluate z-

transform on a unit circle.
 A stable system requires the ROC of z-
1 transform to include the unit circle.

Re
 Example: A right sided Sequence
A right hand sequence x(n) is one for which x(n)>=0 for all n<no where no is
+ve or –ve but finite . If n0>=0 the resulting sequence is causal sequence .
For such type of sequence ROC is entire z-plane except at z=0

x(n)au(n) n
All positive
values

x(n)

... n
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
Example: A right sided Sequence

For convergence of X(z), we require that

x(n)au(n)
n

 |
 1
X
(z)
au
(n)
z n 
n | az | az1 | 1
n0

n
 | z || a |
anzn 
1 z
n0

X
(
z
)
(
az) 
11
az


za

1n

(az1)n
n0

| z || a |
n0
Example: A right sided Sequence ROC
for x(n)=anu(n)

z
X
(z
) , |
|z |a
| Which one is stable?

z a ROC
Im includes
Im unit
circle

1 1
a a a a
Re Re
 Example: A left sided Sequence
A left hand sequence x(n) is one for which x(n)>=0 for all n<no where no is
+ve or –ve but finite . If n0<=0 the resulting sequence is anticausal
sequence . For such type of sequence ROC is entire z-plane except at z=∞

x
(n)
an
u(
n1
)

-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
Negative n
...
Values

x(n)
Example: A left sided Sequence

For convergence of X(z), we require that

x
(n)
au(
n1
) n

 
  z|
1

 
| a1z | 1
n n
X
(z
) au
(n1)
z | a

n
1
n0
anzn
n
| z || a |

anzn 1 z
n1 X
(
z
)1


(az
)
1
1
a1

zz
a

1n

 n0
1anzn
n0 | z || a |
Example: A left sided Sequence ROC
for x(n)=anu( n1)

z
X
(z
) , |
|z |a
| Which one is stable?

z a
Im Im

1 1
a a a a
Re Re
 Properties of ROC
• A ring or disk in the z-plane centered at the origin.
• The Fourier Transform of x(n) is converge absolutely iff the ROC
includes the unit circle.
• The ROC cannot include any poles
• Finite Duration Sequences: The ROC is the entire z-plane except
possibly z=0 or z=.
• Right sided sequences: The ROC extends outward from the outermost
finite pole in X(z) to z=.
• Left sided sequences: The ROC extends inward from the innermost
nonzero pole in X(z) to z=0.
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if you need stability then the ROC must contain the unit
circle.

If you need a causal system then the ROC must contain
infinity and the system function will be a right-sided
sequence.

If you need an anticausal system then the ROC must

contain the origin and the system function will be a left-
sided sequence.

If you need both, stability and causality, all the poles of
the system function must be inside the unit circle.
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Pole and Zeros
Represent z-transform as a Rational
Function
P(z) where P(z) and Q(z) are
X(z) polynomials in z.
Q(z)

Zeros: The values of z’s such that X(z) = 0

Poles: The values of z’s such that X(z) = 
Example: A right sided Sequence

z
x(n)anu(n) X
(z
) , |
|z |a
|

z a
Im

ROC is bounded by
the pole and is the
a
Re exterior of a circle.
Example: A left sided Sequence

z
x
(n)
an
u(
n1
) X
(z
) , |
|z |a
|

z a
Im

ROC is bounded by
the pole and is the
a
Re interior of a circle.
Example: Sum of Two Right Sided Sequences

Im

ROC is bounded by poles

and is the exterior of a
1/12 circle.
1/3 Re
1/2

ROC does not include any pole

Example: A Two Sided Sequence

x
(
n)
(
1
3
n
)u
(n
)
(1
)n
2u(
n
1)
z z 2z(z12
1
)
X
(z) 1 1 
z3 z2 (z1 z1
3)( 2)
Im

ROC is bounded by poles

and is a ring.
1/12
1/3 Re
1/2

ROC does not include any pole

 Example: A Finite Sequence

x
(n
)n
a, 
0n
N1
 1 N
N1
1(az
N1
1 zNaN
  n ) 
X
(z
) az (z) 
a n
1
 N1
1n


n0 n
0 1az z za
Im
N-1 zeros
ROC: 0 < z < 
N-1 poles ROC does not include any pole
Re

Always Stable
 BIBO Stability

• Bounded Input Bounded Output Stability

 If the input is bounded, we want the output is bounded
too
For limited input sequence its output should respectively
limited

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 Z-Transform Pairs
Sequence z-Transform ROC

(n) 1 All z
All z except 0 (if m>0)
(n  m) z m or  (if m<0)
1
| z | 1
u (n) 1  z 1
1
u(n1) | z | 1
1  z 1

1
n | z || a |
a u (n) 1  az 1
1
anu(n1) | z || a |
1  az 1
 Z-Transform Pairs

Sequence z-Transform ROC


1 
[cos]z
1


0
| z | 1
[cos0n]u(n)

1[2 
cos
0]
z1
z
2



[sin]z1

0n]u(n)
[sin
0
  | z | 1

1[2 
cos
0]
z 1
z2


1
[r
cos]z1


[rncos
0n]u(n
)
0

1 2 | z | r

1[2
r 
cos]
0z rz2

[
r 
sin]
z 1


[rnsin0n]u(n)
0
1 2 | z | r

1[2
r 
cos
0]
z rz2


an
0nN
1 1aN zN
 1
| z | 0
0 otherwise 1az

Signal Type ROC
Finite-Duration Signals
Causal Entire z-plane
Except z = 0

Anticausal Entire z-plane

Except z = infinity
Two-sided Entire z-plane
Except z = 0
And z = infinity
Causa Infinite-Duration Signals
l
|z| > r2
Anticausal
|z| < r1
Two-sided

r2 < |z| < r1

 Some Common z-Transform Pairs
Sequence Transform ROC
1. [n] 1 all z
2. u[n] z/(z-1) |z|>1
3. -u[-n-1] z/(z-1) |z|<1
4. [n-m] z-m
all z except 0 if m>0 or ฅ if m<0
5. anu[n] z/(z-a) |z|>|a|
6. -anu[-n-1] z/(z-a) |z|<|a|
7. nanu[n] az/(z-a)2 |z|>|a|
8. -nanu[-n-1] az/(z-a)2 |z|<|a|
9. [cos0n]u[n] (z2-[cos0]z)/(z2-[2cos0]z+1) |z|>1
10. [sin0n]u[n] [sin0]z)/(z2-[2cos0]z+1) |z|>1
11. [rncos0n]u[n] (z2-[rcos0]z)/(z2-[2rcos0]z+r2) |z|>r
12. [rnsin0n]u[n] [rsin0]z)/(z2-[2rcos0]z+r2) |z|>r
13. anu[n] - anu[n-N] (zN-aN)/zN-1(z-a) |z|>0
 Z-Transform Properties:

1.Linearity
•


Notation
x
nZ


X

z ROC

Rx

• Linearity


ax
n
1
bx
n

2
Z



aX
1z
 
bX
z
2 RO
R

xR
1x
2

– Note that the ROC of combined sequence may be larger than either ROC
– This would happen if some pole/zero cancellation occurs
– Example: x 
n  a n
u
n - a n
u 
n - N 
 Proof:

According to defination of ZT X(z)x
(n)z
n


n
Here x(n)=a1x1(n) + a2x2(n)

Writing two terms separately we get,

Here a1 & a2 are constants se we can take it outside the summation sign

By comparing eqn 1 & 3 we get

X(z) =a1X1(z)+a2X2(z) Hence proved
ROC : the combined ROC is overlapped or intersection of the individual ROCs
of X1(z) & X2(z)

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2. Time Shifting

x
n
n

o
Z
n
z
o

X
z ROC

R
x

• Here no is an integer
– If positive the sequence is shifted right
– If negative the sequence is shifted left
• The ROC can change the new term may
– Add or remove poles at z=0 or z=
• Example
 
 1 1

X
z 
z
1
1
 z
 1 4
1z 
 4

n
-1
1

x
n  u
n -
1
4

Here x(n-no) indicates that the sequence is shifted in the time domain
by (-no) samples corresponds to multiplication by in the frequency
domain
 Proof
Statement : if X(n) z Z(z)
Then x(n-k) ) z Z-k X(z) ----- 1
Then Z{x(n-k)} = -----2

Now Z-n can be written as Z-(n-k)

Z(x(n-k) =

Since the limits of summation are in terms of n we can take Z-k outside of the summation

Z(x(n-k) = --------3

Now put n-k=m on RHS the limit will change as follows

At n=-∞ , -∞-k = m m=-∞
At n= +∞, ∞-k=m , m= ∞

Z{x(n-k)} = -----------4
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Compare eqn 1 & 4

Z{x(n-k) = Z-k X(z)

hence X(n) z Z(z)

Similarly it can be shown that

x(n-k) z Z-k X(z) = x(n-k) z z +k X(z)
Here x(n-k) indicates that the sequence is shifted in time domain by (-k) samples
corresponding to multiplication by z-k in the frequency domain
ROC of z-k is same as that X(Z) except z=0 if k>0
and z=∞ if k>0

9/1/2018
 Example
Find ZT of x( n) = (n-k)
That means (n) Z 1
x(n-k) ) Z Z-1 X(z)
hence

(n-k) Z Z-k . 1

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3. Scaling in Z-domain (Multiplication by Exponential)

n
z
x
o
n

Z

X
z/
z
o 
ROC
z
oR
x

• ROC is scaled by |zo|

• All pole/zero locations are scaled
• If zo is a positive real number: z-plane shrinks or expands
• If zo is a complex number with unit magnitude it rotates
• Example: We know the z-transform pair

Z 1

u
n

 -1
ROC
:
z
1
1-
z


x
n
rn

cos

o
n
u

n
1

2
j

re
o
n 1


u
n
2

j

re
n
o

u
n  

• Let’s find the z-transform of

1/
2 1/2


X
zj
1
 
j
 
1
z
r
1

re
z
o
1
re
o
z
4. Differentiation


nx
nZ


z


dX
z
ROC

R
x
dz

• Example: We want the inverse z-transform of


X
z
 
1
log
1
az   z
a
• Let’s differentiate to obtain rational expression

dX
z 

2
az


dX

z
z
 11

az
1 
1
dz1
az dz 1az

• Making use of z-transform properties and ROC

Multiplying the sequence in time

  u  n
1 domain by n is equivalent to
nx
n a
 a n1 multiplying the sequence the
n derivation of its ZT by –Z in the
a

x
n
 u
1 
n
1
n
1
Z-domain
n
5. Conjugation

*
x
n
Z *


Xz*
 ROC

Rx

• Example

Xzx
nzn
n

 
n

Xz

x
nz  

x
nzn
n  n

   
 
X z 
 
x
n z x

nznZx
n
n
n n
6. Time Reversal
1

x

nZ



X
1/
z ROC

Rx
• ROC is inverted
• Example:

x 
nan
u n

• Time reversed version of anun

-1

1
1-az


X
z -1
1
z

1
a
1

az1
-
az

Here x(-n) is the folded version of x(n) so,x(-n) is the time reverse signal
thus the folding of signal in time domain is equivalent to replacing z by z-1
in the z-domain
Replacing z by z-1 in the z-domain is called as inversion hence folding in
the time domain is equivalent to the inversion in z-domain
7. Convolution


x
n
x
12

n

Z

X
1
z
X
2

z RO
:R

x
1
Rx
2

• Convolution in time domain is multiplication in z-domain

• Example:Let’s calculate the convolution of
x1n  an
unand x 2n u n
1 1

X
z
1 
1
ROC
:
za 
X
2
z ROC
:
z1
1
az 1

1
z
• Multiplications of z-transforms is
1


Y
z
X
z
Xz

1 2
1

1
az
1

z1
 
 
• ROC: if |a|<1 ROC is |z|>1 if |a|>1 ROC is |z|>|a|
• Partial fractional expansion of Y(z)
1  11 
Y 
z    1
 
1 asum ROC
:z

1
1  a  1 z 1  az 

y
n1u
1
a

n
an
1
u
n  
 Linearity

Z
[x
(n
)]X(
z 
), z R
x

Z
[y
(n
)]Y(
z 
), z R
y

Z
[
ax
(
n
)by
(
n
)] 
aX
(z
)bY
(
z
),
zR
x
Ry

Overlay of
the above two
ROC’s
 Shift

Z
[x
(n
)]X(
z 
), z R
x

Z
[
x(
nn
)]
0 n
zX
0
(
z 
) zRx
Multiplication by an Exponential Sequence

Z
[
x(
n 
)]
X(z
),R
|z
x- 
| R

x


Z
[
ax(
n 
)]
Xn
(
a z 
) z 
|a
|Rx
1
Differentiation of X(z)

Z
[x
(n
)]X(
z 
), z R
x

dX
(
z)
Z
[
nx(
n 

)]z 
zRx
dz
 Conjugation

Z
[x
(n
)]X(
z 
), z R
x

Z
[
x*(
n 
)]
X *
(z
*)
zRx
 Reversal

Z
[x
(n
)]X(
z 
), z R
x


Z
[
x
(n 
)]
X( 1

z) z1/
R x
 Initial Value Theorem

x
(n)0
, 
for
n 0

Initial
Value )lim
x(0 X(z)
z
Convolution of Sequences

Z
[x
(n
)]X(z
), zR
x
Z
[y
(n
)]Y(
z 
), z R
y

Z
[
x(
n)
*y
(n
)]
X(
z
)Y(
z
)z
R
x R
y
 Z- Transform Properties Examples:

Linearity:

a and b are arbitrary constants.

Example

Problem:
Find z- transform of

Using z- transform table:

Therefore, we get

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 Shift Theorem:

Verification:

Since x(n) is assumed to be causal:

Then we achieve,

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Example
Problem:
Find z- transform of

Solution:

Using shift theorem,

Using z- transform table

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Convolution

In time domain Eq. (1)

In z- transform domain,

Verification:
Using z- transform in Eq. (1)

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Example
Problem: Given the sequences,

Find the z-transform of their convolution.

Solution:
Applying z-transform on the two sequences,

From the table

Therefore we get,

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 System Function

x(n) h(n) y(n)

By using convolution property & system function
Y(z)=H(z)X(z) ROC: at least the intersection of the ROCs of H(z) & X(z)

Proof:
x(n) * h(n) =y(n)
X(z)H(z)=Y(z)

H(z) = Y(z) / x(z)

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 Session 3
• Inverse Z-Transform,
• Methods to find IZT

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Inverse z- Transform:
The Procedure of obtaining x(n) from its ZT X(Z) is
called Inverse ZT

Methods to find Inverse z- Transform:

1.Power series expansion

2.Partial fraction expansion

3.Residue method

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 1. Inverse Z-Transform by Power Series
Expansion 

• The z-transform is power series


Xz
x
nz 
n

n


• In expanded form


X
z



x
2
z
2


x
1
1
z
x


0
x

1
z
1

x
2

z
2

• Z-transforms of this form can generally be inversed easily
• Especially useful for finite-length series
• Example
X(z)=a0+a1z-1+a2Z-2 + ------- + an Z-n


Xz
x
nz 
n

n


If the sequence is causal then the limits of n will be n=0 to n=∞

Expanding the above expression we get,

X(Z) = x(0) z0 + x(1) z-1+x(2) z-2+ ……..x(n) z-n = x(0) + x(1) z-1+x(2) z-2 ……..x(n) z-n
 By comparing two equs of X(z) we can write
X(0) =a0
X(1)= a1
X(2)=a2
.
.
.
X(n)=an

Thus the general expression of discrete time causal sequence x(n) is,

X(n) = an n>=0

Expansion of ZT for matching standard pair of ZT to get original

sequence back

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2. Inverse z-Transform by Partial Fraction
• Assume that a given z-transform can be expressed as

b z k
k

Xz  kN0
a z
k 0
k
k

• Apply partial fractional expansion

• First term exist only if M>N
A
M

N s
C
N
– Br is obtained by long division 

X
z
B
z
 k


r m

• Second term represents all first order poles

1
d
z
r

0
k

1r
m
11

kd
z

1
,
k
i

1

i
m
 
• Third term represents an order s pole
– There will be a similar term for every high-order pole
• Each term can be inverse transformed by inspection
• It is expressed as ratios of two polynomials
• X(z) = N(z)/D(z) = bo+b1z-1 +b1z-2 + ---+bMz-M / a0+a1z-1 +a2z-2 + --- + aNz-N
• N(z)- numerator polynomial , D(z) - denominator polynomial
• bo…,bM –coefficient numerator polynomial , ao..aN - coefficient denominator
polynomial , M – Degree of numerator & N- Degree of denominator
 Session 4
• System function H(Z)

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System Function
Signal Characteristics from Z-Transform
• If U(z) is a rational function, and
y(k)
a
y(k
11)
...

a
y(k
nn)
b
u(k
11)
...

b
u(
mm


• Then Y(z) is a rational function, too

zeros
n

N(z)
(zzi)
Y(z)
 mi1
D(z)
 (zpj)
j1
poles

• Poles are more important – determine key

characteristics of y(k)
Why are poles important?
Z domain
n


N(z)
(z
z
i) mc
Y(z)
 mi
D(z)
1
c
0 z
j

p
j(z
p
 )
j
1
j
1 j

poles

Z-1
Time domain
m
Y(k)
c
u 
(k)
cj
0 impulse
k
p
j
-
1

j
1

components
 Shift-Invariant System

x(n) y(n)=x(n)*h(n)

h(n)

X(z) H(z) Y(z)=X(z)H(z)

 Shift-Invariant System

X(z) Y(z)
H(z)
Y(z)
H(z)
X(z)
 Session 5
Analysis of DT LTI systems in Time
domain

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 Time-Domain Representation
• Signals represented as sequences of numbers, called samples
• Sample value of a typical signal or sequence denoted as x[n] with n being an
integer in the range
• x[n] defined only for integer values of n and undefined for non integer values
of n
• Discrete-time signal represented by {x[n]}

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• Discrete-time signal may also be written as
• a sequence of numbers inside braces:
• { [x n]} ={K,− 0.2,2.2,1.1,0.2,− 3.7,2.9,K}
↑
• In the above, x[−1] = −0.2, x[0] = 2.2, x[1] =1.1,
etc.
• The arrow is placed under the sample at time index n = 0

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• Graphical representation of a discrete-time signal with real-valued samples is as
shown below:

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• In some applications, a discrete-time sequence {x[n]} may be generated by
periodically sampling a continuous-time signal x a ( t ) at uniform intervals of
time

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• Here, n-th sample is given by
x[n] = xa (t) t=nT = xa (nT), n =K,− 2,−1,0,1,K
• The spacing T between two consecutive samples is called the sampling interval
or sampling period
• Reciprocal of sampling interval T, denoted as FT, is called the sampling
frequency:
FT= 1/T

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• Two types of discrete-time signals:
- Sampled-data signals in which samples are continuous-valued
- Digital signals in which samples are discrete-valued
• Signals in a practical digital signal processing system are digital signals
obtained by quantizing the sample values either by rounding or truncation

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• A discrete-time signal may be a finitelength or an infinite-length sequence
• Finite-length (also called finite-duration or finite-extent) sequence is defined
only for a finite time interval:N1 ≤ n ≤ N2
• where −∞ < N1 and N2 < ∞ with N1 ≤ N2
• Length or duration of the above finitelength
• sequence is N = N2 − N1 +1

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 Session 6
Analysis of DT LTI systems in Z-
domain

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 LTI System description
Previous basis function: unit sample or DT impulse
 The input sequence is represented as a linear combination
of shifted DT impulses.
 The response is given by a convolution sum of the input
and the reflected and shifted impulse response

Now, use eigenfunctions of all LTI systems as basis function

 Relation between DFT & ZT

This means if Z-T is evaluated on the unit

circle at evenly spaced points only; then it
become DFT

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