DIGITAL SIGNAL PROCESSING

Z-TRANSFORM AND ITS

APPLICATIONS TO THE
ANALYSIS OF LTI SYSTEMS
Lectured by: Assoc. Prof. Dr. Thuong Le-Tien
National Distinguished Lecturer

September, 2011
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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

xn z

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.
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

Z-transform of the transfer function h(n):

H z

hn z

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
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

Z-transform has the three most important

properties that facilitate the analysis and
synthesis of linear systems
* Linearity property
Z

a1x1 n a 2 x 2 n a1X1 z a 2 X 2 z
* Delay property

x n X z x n D z D X z

* Convolution property

yn h n * x n Y z X z H z
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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.
Z
n

0
n

n
z

0
z
1

n
Z
z 1.1 z 1 ,
n 1

Z
z 2 .1 z 2 ,
n 2
Z
z 3 .1 z 3 ,...
n 3
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

Z
2 n 3 n 1 5 n 2 2 n 3

2 3z1 5z2 2z3

Z
h n n n 4
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)

1
x n x n 1 n X z z X z 1 X z
1 z 1
Z

(b) x(n)-x(n-1)=-u(-n-1)+u(-(n-1)-1)= u(-n)-u(-n-1)=(-n)

1
Z
1
X z z X z 1 X z
xn xn 1 n
1 z 1
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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}

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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

n
ROC z C X z xn z
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.

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

Example, a causal signal:

x(n)=(0.5)nu(n)={1,0.5,0.52,}

Xz 0.5z

1 n

n 0

1
x
1 x
n 0
n

Using the infinite geometric series formula

1
z
X z

1
z 0.5
1 0.5 z
Which is valid for x < 1 and diverges otherwise
The convergence of the geometric series requires:

1
1 x x x ... x
1 x
n 0
2

Then, ROC={zCz>0.5} outside the circle of radius 0.5

x 0 .5 z 1 1 z 0 .5
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

10

Example

for an anticausal signal x(n)=-(0.5)nu(-n-1)

1

X z

0.5

0.5

z 0.5 z

m 1

x
x x x ... x
1 x
m 1
2

Convergence with x < 1 and diverges otherwise

Let x=0.5z-1,
1
x
0
.
5
z
m
Xz 0.5 z x

1
1

x
1

0
.
5
z
m1
m1
z
1
X z

z 0.5 1 0.5z 1

The same result as the causal case except the ROC

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

11

x 0.51 z 1 z 0.5

ROC z C z 0 .5
To summarize, the z-transform

1
,
1
1 0 .5 z
where ROC : z 0.5

Z
0.5n u n

Z
0.5 u n 1

1
,
1
1 0.5 z

where ROC : z 0.5

, where ROC : z a
Generally a u n
1
1 az
1
Z
n
a u n 1

, where ROC : z a
1
1 az
n

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

12

Example:

1
u n
, where z 1

1
1 z
1
Z
, where z 1
u n 1

1
1 z
1
n
Z
1 u n
, where z 1
1
1 z
1
n
Z
1 u n 1

, where z 1
1
1 z
Z

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

13

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

14

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) n u(n) - u(n - 10)
1
n
4. x(n) u(n) 1 u(n) 1,0,1,0,1,0,1,0,...
2
1
n
n
5. x(n) (0.8) u(n) (-0.8) u(n)
2
n
6. x(n) cos u n {1,0,1,0,1,0,1,0,1,0,1,0,...}
2

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

15

Solve

10
z
(1) Delay property: X z z 10 U z
ROC z > 1.
1
1 z
1
(2) X z
, with ROC : z 0.8 0.8
1
1 0.8 z

(3) x(n) = (-0.8)nu(n) - (-0.8)10(-0.8)n -10 u(n-10))

10

1
z 10
1 0.8 z 10
10
X z
0.8

1
1
1 0.8z
1 0.8z
1 0.8z 1

Using the finite geometric series

N
1

x
1 x x 2 ... x N 1
1 x
10 10
10 10
1

a
z
1

0
.
8
z

1
2 2
9 9
Xz 1az a z ...a z

1
1az
10.8z1
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

16

(4)

(5)

1 1
1
1

X z

ROC z > 1.
1
1
2
2 1 z
1 z 1 z

1
1
1
1

X z

1
1
2 1 0.8z
1 0.8z 1 0.64z 2
ROC z>0.8

(6)
1 jn / 2
1 n
n
jn / 2
x ( n ) cos u n e
u(n) e
u ( n ) a 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
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

17

3. Causality and Stability

*Causal case:
x n A1 p1n u n A2 p2n u n ...
A1
A2
X z

...
1
1
1 p1 z

1 p2 z

The common ROC of all terms:

z max p i
i

z p1 , z p2

Anticausal case

x n A1 p1n u n 1 A2 p2n u n 1 ...

ROC

z p1 , z p2
z min pi
i

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

18

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

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

19

4 Frequency Spectrum
Discrete time Fourier transform - DTFT

x n e

j n

The evaluation of the z-transform on the unit circle:

ze

X z z e j

j 0

x n z

x n e

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

transfer function H(z):

jn

h
n
e

n
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

20

H H z z e j
Digital frequency:

2f

fs

Nyquist interval [-fs/2, fs/2]

^

X f

- < <

2 jfn / f s

x
nT
e

Fourier spectrum of signal x(nT) periodic

replication of the original analog spectrum at
multiples of fs.
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

21

INVERSE

DTDT

fS

1
1
2 jfn / f S
jn

X
f
e
df
x
n
x n
X e d

fS f S
2
Example

x n e

j 0 n

X 2

, - n

0 2m
m

Parseval

x n
n

1
2

X d

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

22

Zeros and Poles of X(z) or H(z), on the zplane, 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
z p1
1 p1 z
j

e j z 1

e z1
X j
X j
e p1
e p1
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

23

GEOMETRIC INTERPRETATION OF FREQUENCY SPECTRUM

Example: A causal complex sinusoid

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

24

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 - p2 z
1 - p M z -1
1 - p1 z

Ai 1 pi z 1 X z z p1

N z

1
p
z
j

j i

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

z p1

25

Example:
2 2.05z 1
2 2.05z 1
X z

1
2
1 2.05z z
1 0.8 z 1 1 1.25z 1

A1
A2
2 2.05 z 1
X z

1
2
1
1 2.05 z z
1 0.8 z
1 1.25 z 1

A1 1 0.8 z

X z

z 0.8

2 2.05 z 1
2 2.05 / 0.8

1
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

Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

26

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 - p1 z
1 - p2z
1 - p M z -1

A0 X z z 0
Rz
Nz QzDz Rz

X z
Q z
Dz
Dz
Dz
Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

27

27

Example: Compute all possible inverse Z-transform and stability

feature of the function

Solution

Inverted causal, stable:

Inverted anti-causal, unstable:

28

Example:
Find possible
inverse Z-transform

Solution:
Four poles devide the z-plane into
four ROC regions

29