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EC 2314 Digital Signal Processing

By
Dr. K. Udhayakumar
The z-Transform

Dr. K. Udhayakumar
Content
Introduction
z-Transform
Zeros and Poles
Region of Convergence
Important z-Transform Pairs
Inverse z-Transform
z-Transform Theorems and Properties
System Function
The z-Transform

Introduction
Why z-Transform?
A generalizationof 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

z-Transform
Definition
The z-transform of sequence x(n) is defined by

X ( z) x ( n) z
n
n

Fourier
Transform
Let z = ej.

X (e ) j
x ( n )e
n
j n
z-Plane

x ( n) z n Im
X ( z)
n
z = ej

Re
j
X (e ) x ( n )e
n
j n

Fourier
Fourier Transform
Transform isis to
to evaluate
evaluate z-transform
z-transform
on
on aa unit
unit circle.
circle.
z-Plane
Im
X(z)
z = ej

Re

Im

Re
Periodic Property of FT
X(ej)
X(z)

Im

Re Can
Canyou
yousay
saywhy
whyFourier
FourierTransform
Transformisis
aaperiodic
periodicfunction
functionwith
withperiod
period2?
2?
The z-Transform

Zeros and Poles


Definition
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
n ) z n
| x
n
( n ) || z | n

ROC
ROC isis centered
centered on on origin
origin and
and
consists
consists of
of aa set
set of
of rings.
rings.
Example: Region of Convergence

| X ( z ) | x (
n
n ) z n
| x
n
( n ) || z | n

Im ROC
ROCisisan
an annual
annualring
ringcentered
centered
on
on the
theorigin.
origin.
r
Re Rx | z | Rx
j
ROC {z re | Rx r Rx }
Stable Systems
A stablesystem requires that its Fourier transform is
uniformly convergent.
Im Fact: Fourier transform is to
evaluate z-transform on a unit
circle.
1
A stable system requires the
Re ROC of z-transform to include
the unit circle.
Example: A right sided Sequence

xx((nn))aannuu((nn))

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


xx((nn))aa uu((nn))
nn
require that


1
| az | | az 1 | 1
X ( z) a u (n)z
n
n n
n 0

| z || a |
a n z n
1 z
n 0 X ( z ) (az )
1 n
1

n 0 1 az za
(az 1 ) n
| z || a |
n 0
Example: A right sided Sequence
ROC for x(n)=anu(n)
zz
XX((zz))
zzaa
,, | |zz||| |aa| | Which
Which one
one isis stable?
stable?
Im Im

1 1
a a a a
Re Re
Example: A left sided Sequence

xx((nn))aannuu((nn11))

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

x(n)
Example: A left sided Sequence

For convergence of X(z), we


xx((nn))aa uu((nn11))
nn
require that

X ( z ) a u (n 1)z
z|
1
n
| a 1 z | 1
n

n
| a
1
n 0
a n z n
n
| z || a |

a n z n
1 z
n 1 X ( z ) 1 (a z ) 1
1 n
1

n 0 1 a z z a
1 a n z n
n 0 | z || a |
Example: A left sided Sequence
ROC for x(n)=anu( n1)
zz
XX((zz))
zzaa
,, | |zz||| |aa| | Which
Which one
one isis stable?
stable?
Im Im

1 1
a a a a
Re Re
The z-Transform

Region of
Convergence
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 zs such that X(z) = 0


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

z
x ( n) a n u ( n) X ( z) , | z || a |
za

Im

ROC is bounded by the


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

z
x(n) a n u ( n 1) X ( z) , | z || a |
za

Im

ROC is bounded by the


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

x(n) ( 12 ) n u (n) ( 13 ) n u (n)


z z 2 z ( z 121 )
X ( z)
z2 z3
1 1
( z 12 )( z 13 )
Im
ROC is bounded by poles
and is the exterior of a circle.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Two Sided Sequence

x(n) ( 13 ) n u (n) ( 12 ) n u (n 1)
z z 2 z ( z 121 )
X ( z)
z3 z2
1 1
( z 13 )( z 12 )
Im
ROC is bounded by poles
and is a ring.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Finite Sequence
x ( n) a n , 0 n N 1
N 1 N 1
1 (az 1 ) N 1 zN aN
X ( z) a z n n
( az )
1 n
N 1
n 0 n 0 1 az 1 z za
Im
N-1 zeros
ROC: 0 < z <
N-1 poles ROC does not include any pole.
Re
Always
Always Stable
Stable
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.
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im

Find
Find the
the possible
possible a b c
ROCs
ROCs Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 1: A right sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 2: A left sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 3: A two sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform


with the pole pattern:
Im
Case 4: Another two sided Sequence.

a b c
Re
Bounded Signals

5 5 5 1

a=0.4 a=0.9 a=1.2


0.5

0 0 0 0

-0.5

-5 -5 -5
-1
0 2 4 6 8

5 5 5 1
a=-0.4 a=-0.9 a=-1.2
1
0.5

0 0 0
0.8

0.6
0

0.4

-5 0.2 -5 -5 -0.5

0 5 10 0 5 10 0 5 10
0
0 5 10 15 20 -1
0 10 20 30 40 50 60 70
BIBO Stability

Bounded Input Bounded Output Stability


If the Input is bounded, we want the Output is
bounded, too
If the Input is unbounded, its okay for the Output to
be unbounded
For some computing systems, the output is
intrinsically bounded (constrained), but limit
cycle may happen
The z-Transform

Important
z-Transform Pairs
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
u (n) | z | 1
1 z 1
1
u ( n 1) | z | 1
1 z 1

1
n
a u (n) | z || a |
1 az 1
1
a n u (n 1) | z || a |
1 az 1
Z-Transform Pairs
Sequence z-Transform ROC
1 [cos 0 ] z 1
[cos 0 n]u (n) | z | 1
1 [2 cos 0 ]z 1 z 2

[sin 0 ] z 1
[sin 0 n]u (n) | z | 1
1 [ 2 cos 0 ] z 1 z 2

1 [ r cos 0 ]z 1
[r n cos 0 n]u (n) | z | r
1 [ 2r cos 0 ]z 1 r 2 z 2

[ r sin 0 ] z 1
[r n sin 0 n]u (n) | z | r
1 [2r cos 0 ]z 1 r 2 z 2

an 0 n N 1 1 a N zN
| z | 0
0 otherwise 1 az 1
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
Causal Infinite-Duration Signals

|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 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
n n N N N-1
The z-Transform

Inverse z-Transform
Inverse Z-Transform by Partial Fraction
Expansion

Assume that a given z-transform can be expressed as


M

b z k
k

X z k 0
N

a z k Ak Cm
M N N s
k X z B z r

k 0 r 0
r
k 1,k i 1 dk z
1

m 1 1 d z
i
1
m

Apply partial fractional expansion


First term exist only if M>N
Br is obtained by long division
Second term represents all first order poles
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
Partial Fractional Expression
M N N
Ak s
Cm
X z B z r

r 0
r
k 1,k i 1 dk z
1

m 1 1 d z
i
1
m


Coefficients are given as
A k 1 dk z 1 X z z d
k

Cm
1
s m! di s m
ds m
s m
1
1 diw X w
s

dw w di1

Easier to understand with examples


Example: 2nd Order Z-Transform
1 1
X z ROC : z
1 1 1 1 2
1 z 1 z
4 2

A1 A2
X z
1 1 1 1
1 z 1 z
4 2

Order of nominator is smaller than denominator (in terms of z -1)


No higher order pole
1 1
A1 1 z 1 X z 1
4 1

1 1 1
1
z
4
2 4

1 1
A 2 1 z 1 X z 2
2 1

1 1 1
1
z
2
4 2

Example Continued

1 2 1
X z z
1 1 1 1 2
1 z 1 z
4 2

ROC extends to infinity


Indicates right sided sequence

n n
1 1
xn 2 un - un
2
4
Example #2

X z
1 2z 1 z 2

1 z 1 2

z 1
3 1 1

1 z 1 z 2 1 z 1 1 z 1
2 2 2

1 5z 1
Long division to obtain Bo X z 2

1 2 3 1
2

1

1 z 1 1 z 1
2

2
z z 1 z 2z
1
1
2 2
z 2 3z 1 2 A1 A2
X z 2
1 1 1 z 1
5z 1 1 1 z
2

1
A 1 1 z 1 X z
2 1
9
A 2 1 z 1 X z z 1
8
z
2
Example #2 Continued
9 8
X z 2 z 1
1 1 1 z 1
1 z
2

ROC extends to infinity


Indicates right-sides sequence

n
1
xn 2n 9 un - 8un
2
An Example Complete Solution

3z2 14z 14 c1 c
U(z) U(z) c 0 2
z2 6z 8 z 2 z 4
3z2 14z 14
c 0 limU(z) lim 2 3
z z z 6z 8

3z2 14z 14
U2(z) (z 2) 2
z 6z 8 3 22 14 2 14
c 1 U2(2) 1
3z 14z 14
2
2- 4

z- 4
3 42 14 4 14
3z 14z 14
2 c 2 U4(4) 3
U4(z) (z 4) 2 4- 2
z 6z 8
3z 14z 14
2

z- 2

1 3 3, k 0
U(z) 3 u(k) k1 k1
z 2 z 4 2 3 4 , k 0
Inverse Z-Transform by Power Series
Expansion

The z-transform is power series X z xn z
n
n

In expanded form
X z x 2 z 2 x 1 z1 x 0 x1 z 1 x 2 z 2
Z-transforms of this form can generally be inversed easily
Especially useful for finite-length series
Example 1 n 2
2 1 1

X z z 1 z 1 z 1 1 z 1
2


1
n 1
2

1 1 xn 1 n 0
z 2 z 1 z 1 1
2 2 n1
1 1 2
xn n 2 n 1 n n 1
0 n2
2 2
Z-Transform Properties: Linearity
xn Z X z ROC R x

Notation
ax1 n bx2 n Z aX1 z bX2 z ROC R x1 R x2
Linearity

Note that the ROC of combined sequence may be larger than either ROC

n aifnsome
This wouldxhappen
anu n - cancellation
u n -pole/zero N occurs
Example:

Both sequences are right-sided


Both sequences have a pole z=a
Both have a ROC defined as |z|>|a|
In the combined sequence the pole at z=a cancels with a zero at z=a
The combined ROC is the entire z plane except z=0
We did make use of this property already, where?
Z-Transform Properties: Time Shifting
xn no Z z n X z ROC R x o

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
z
1 1 4
1 z
4

n-1
1
xn un - 1
4
Z-Transform Properties: Multiplication by Exponential

zon x n Z X z / zo ROC zo Rx

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

1
un Z ROC : z 1
1 - z-1

xn r n cos onun
1
2
1

re jo un re jo un
n

2
n

Lets find the z-transform of


1/2 1/2
X z z r
1 re jo z 1 1 re jo z 1
Z-Transform Properties: Differentiation
dX z
nxn Z z ROC R x
dz

Example: We want the inverse z-transform of


X z log 1 az 1 z a
Lets differentiate to obtain rational expression
dX z az 2 dX z 1 1
z az
dz 1 az 1 dz 1 az 1

Making use of z-transform properties and ROC

nxn a a un 1
n 1

an
xn 1 un 1
n 1

n
Z-Transform Properties: Conjugation
x n X z
* Z
ROC R * *
x

Example

X z xn z n

n



X z

xn z n
x
n zn

n n

x n z x n z

X z n n
Z x n
n n
Z-Transform Properties: Time Reversal
1
x n Z X1 / z ROC
Rx
ROC is inverted
Example:
xn anu n

anun
Time reversed version of

1 - a-1z 1
X z z a1
1 az 1 - a-1z 1
Z-Transform Properties: Convolution
x1 n x2 n Z X1 z X2 z ROC : R x1 R x2
Convolution in time domain is multiplication in z-domain
Example:Lets calculate the convolution of
x1 n anun and x2 n un
1 1
X1 z 1
ROC : z a X2 z ROC : z 1
1 az 1 z 1
Multiplications of z-transforms is
1
Y z X1 z X2 z
1 az 1 z
1 1

ROC: if |a|<1 ROC is |z|>1 if |a|>1 ROC is |z|>|a|


Partial fractional expansion of Y(z)
1 1 1
Y z 1
1
asume ROC : z 1
1 a 1 z 1 az

yn
1
1a

un an1un
The z-Transform

z-Transform Theorems
and Properties
Linearity
Z[ x(n)] X ( z ), z Rx
Z[ y (n)] Y ( z ), z Ry

Z[ax(n) by (n)] aX ( z ) bY ( z ), z Rx R y

Overlay of
the above two
ROCs
Shift
Z[ x(n)] X ( z ), z Rx

Z[ x(n n0 )] z X ( z )
n0
z Rx
Multiplication by an Exponential Sequence

Z[ x(n)] X ( z ), Rx- | z | Rx

1
Z[a x(n)] X (a z )
n
z | a | Rx
Differentiation of X(z)
Z[ x(n)] X ( z ), z Rx

dX ( z )
Z[nx(n)] z z Rx
dz
Conjugation
Z[ x(n)] X ( z ), z Rx

Z[ x * (n)] X * ( z*) z Rx
Reversal
Z[ x(n)] X ( z ), z Rx

1
Z[ x(n)] X ( z ) z 1 / Rx
Real and Imaginary Parts

Z[ x(n)] X ( z ), z Rx

Re[ x(n)] 12 [ X ( z ) X * ( z*)] z Rx


Im[ x(n)] 1
2j [ X ( z ) X * ( z*)] z Rx
Initial Value Theorem
x(n) 0, for n 0

x(0) lim X ( z )
z
Convolution of Sequences

Z[ x(n)] X ( z ), z Rx
Z[ y (n)] Y ( z ), z Ry

Z[ x(n) * y (n)] X ( z )Y ( z ) z Rx R y
Convolution of Sequences

x ( n) * y ( n) x(k ) y (n k )
k




Z[ x(n) * y (n)] x(k ) y(n k )
n k
z n


x(k ) y(n k )z n

k
x(k ) z k y (
n
n )z n

k n

X ( z )Y ( z )
The z-Transform

System Function
Signal Characteristics from Z-
Transform
If U(z) is a rational function, and

y(k) a1y(k 1) ... a ny(k n) b1u(k 1) ... b mu(k m)

Then Y(z) is a rational function, too


n
zero
N(z)
(z zi ) s
Y(z) i1
m
D(z)
(z p )
j1
j

poles
Poles are more important determine key
characteristics of y(k)
Why are poles important?
Z domain
n

N(z) (z z ) i m cj
Y(z) i1
c0
D(z) m
zpj
(z p j )
j1
j1

poles

Z-1
Time domain
m
Y(k) c 0 uimpulse(k) c j p kj-1
j1

compone
nts
Various pole values (1) 2.5
2.5
2

1.5
2
1

1.5 0.5

0
1 -0.5

p=1.1 p=-1.1
-1
0.5
-1.5

-2
0
-1 0 1 2 3 4 5 6 7 8 9
-2.5
-1 0 1 2 3 4 5 6 7 8 9

0.8
1
0.6

0.8 0.4

0.2

p=-1
0.6

p=1
0

-0.2
0.4
-0.4

0.2 -0.6

-0.8

0 -1
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9

1
1
0.8

0.6
0.8
0.4

0.6 0.2

0.4

0.2
p=0.9 -0.2

-0.4

-0.6
p=-0.9
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9
Various pole values (2)
1 1

0.9 0.8

0.8
0.6
0.7
0.4
0.6
0.2
0.5
0
0.4
-0.2
0.3

p=0.9 p=-0.9
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9

1 1

0.9 0.8

0.8 0.6

0.7 0.4

0.6 0.2

0.5

p=0.6 p=-0.6
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9

1 1

0.9 0.8

0.8 0.6

0.7
0.4
0.6
0.2
0.5

0.4

0.3
p=0.3 0

-0.2
p=-0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
Conclusion for Real Poles

Ifand only if all poles absolute values are


smaller than 1, y(k) converges to 0
The smaller the poles are, the faster the
corresponding component in y(k) converges
A negative poles corresponding component is
oscillating, while a positive poles
corresponding component is monotonous
How fast does it converge?

U(k)=ak, consider u(k)0 when the absolute


value of u(k) is smaller than or equal to 2% of
| a| 0.02
k
1

u(0)s
kln| a| absolute value
ln0.02 3.912 0.9

0.8
4 y(k)=0.7k
k 0.7
ln| a| 0.6

Remem 0.5

0.4
ber 0.3
a 0.7
This! 0.2
y(11)=0.0198

4 4
k 11 0.1

ln| 0.7| 0.36 0


0 2 4 6 8 10 12
When There Are Complex Poles

b1z 1 ... b m z m
Y(z) 1 n
U(z)
1 a1z ... a n z
(az2 bz c)...
b b 2 4ac
z
2a
If az bz c a(z
2 b b 2 4ac
)(z
b b 2 4ac
)
b 2 4ac 0, 2a 2a

If b 4ac 0,
2
az bz c a(z
2 b i 4ac b 2
2a
)(z
b i 4ac b 2
2a
)

Or in polar coordinates,
az 2 bz c a(z r cos irsin )(z r cos irsin )
What If Poles Are Complex

If Y(z)=N(z)/D(z), and coefficients of both D(z) and N(z) are all real
numbers, if p is a pole, then ps complex conjugate must also be a pole
Complex poles appear in pairs
l cj c c'
Y(z) c 0
j1 zpj z r cos irsin z r cos irsin
l cj bzrsin dz(z r cos )
c0
j1 zpj z2 (2rcos )z r2

Z-1
Time domain m
y(k) c 0 uimpulse(k) c j p kj-1 brksink drkcosk
j1
An Example Z-Domain: Complex Poles

Time-Domain:
1.5

Y(z) 2
z2 z Exponentially Modulated
z 0.8z 0.64
1
k k
y(k) 2 0.8k sin( ) 0.8k cos( )
3 3
0.5

-0.5

-1
0 2 4 6 8 10 12 14 16 18 20
Poles Everywhere
Observations

Using poles to characterize a signal


The smaller is |r|, the faster converges the signal
|r| < 1, converge
|r| > 1, does not converge, unbounded
|r|=1?
When the angle increase from 0 to pi, the frequency of oscillation
increases
Extremes 0, does not oscillate, pi, oscillate at the maximum frequency
Change Angles
1

0.8 1

0.6 0.8

0.4 0.6
1
0.2 0.4
0.8
0 0.2
0.6
-0.2 0

0.4
-0.4 -0.2

0.2 -0.6 -0.4

0 -0.8 -0.6

-1 -0.8
-0.2 0 5 10 15
-1
-0.4 0 5 10 15

1
-0.6
0.8
-0.8
0.6
-1
0 5 10 15 0.4
1
0.2
0.8
0
0.6
-0.2

0.4 -0.4

0.2 -0.6

Im
-0.8
0
-1
-0.2 0 5 10 15

-0.4

-0.6

-0.8
1
-1
1 0 5 10 15 0.8

0.8 0.6

0.4
0.6
0.2
0.4
0
0.2
-0.2
0
-0.4
-0.2
-0.6
-0.4
-0.8
-0.6
-1
0 5 10 15
-0.8

-1
0 5 10 15

0.8 1

-0.9 Re
0.6 0.8

0.9
0.4 0.6

0.2 0.4

0 0.2

-0.2 0

-0.4 -0.2

-0.6 -0.4

-0.8 -0.6

-1 -0.8
0 5 10 15
-1
0 5 10 15
Changing Absolute Value
1 1

0.8
0.8

1 0.6
0.6
0.4
0.4 0.8
0.2
0.2 0.6
0
0.4
0
-0.2 4
0.2
-0.2 -0.4

-0.4 0
-0.6

-0.6 -0.2 -0.8 3

-0.8 -0.4 -1
0 5 10 15
-0.6
-1
0 5 10 15 2
-0.8

-1
0 5 10 15

12
0

-1

10
1

Im
0.8

0.6

0.4
-2

0.2

-0.2 8 -3
0 2 4 6 8 10 12 14
-0.4

-0.6

-0.8

-1
0 5 10 15

Re 2

1 0

-2

-4

-6
0 2 4 6 8 10 12 14
Conclusion for Complex Poles

A complex pole appears in pair with its complex


conjugate
The Z-1-transform generates a combination of
exponentially modulated sin and cos terms
The exponential base is the absolute value of
the complex pole
The frequency of the sinusoid is the angle of the
complex pole (divided by 2)
Steady-State Analysis

If a signal finally converges, what value does it converge to?


When it does not converge
Any |pj| is greater than 1
Any |r| is greater than or equal to 1
When it does converge
If all |pj|s and |r|s are smaller than 1, it converges to 0
If only one pj is 1, then the signal converges to cj
If more than one real pole is 1, the signal does not converge (e.g. the ramp signal)

-1
m
z
y(k) c 0 uimpulse(k) c j p kj-1 br k sin k dr k cos k (1 z1)2
j1
An Example
2z z 3z
U(z)
z 1 z 0.5 z 0.9
u(k) 2 0.5k 3 (0.9)k
6

4
converge to 2
3

-1
0 10 20 30 40 50 60
Final Value Theorem

Enableus to decide whether a system has a


steady state error (yss-rss)
Final Value Theorem
Theorem: If all of the poles of (1 z )Y ( z ) lie within the unit circle, then
r y ( k ) z lim
k lim
uuu r1 ( z 1)Y ( z )
uuu

-0.05

-0.1

0.11z 0.11z -0.15


Y ( z) 2

y(k)
-0.2
z 1.6 z 0.6 ( z 1)( z 0.6)
-0.25
0.11z
( z 1)Y ( z ) |z 1 |z 1 0.275 -0.3

z 0.6 -0.35
0 5 10 15
k

If any pole of (1-z)Y(z) lies out of or ON the


unit circle, y(k) does not converge!
What Can We Infer from TF?

Almost everything we want to know


Stability
Steady-State
Transients
Settling
time
Overshoot


Shift-Invariant System

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

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


Shift-Invariant System

X(z) Y(z)
H(z)
H(z)
YY((zz))
H((zz))
H
XX ((zz))
Nth-Order Difference Equation
NN M
M

aa yy((nnkk))
kk00
kk bb xx((nnrr))
rr00
rr

N M
Y ( z ) ak z k X ( z ) br z r
k 0 r 0

M
M NN
rr kk
H((zz))
H bbrrzz aakkzz
rr00 k 0
k 0
Representation in Factored Form

Contributes poles at 0 and zeros at cr

M
M
AA
(1 crr z ))
(1 c z 11

H((zz))
rr11
H NN


r )
(1
(1
kk11
ddr z
z
11
)

Contributes zeros at 0 and poles at dr


Stable and Causal Systems
Causal Systems : ROC extends outward from the outermost pole.
Im
M
M
AA
(1 crr z ))
(1 c z 11

H((zz))
rr11
H NN Re

r )
(1
(1
kk11
ddr z
z
11
)
Stable and Causal Systems
Stable Systems : ROC includes the unit circle.
Im
M
M
AA
(1 crr z ))
(1 c z 11
1

H((zz))
rr11
H NN Re

r )
(1
(1
kk11
ddr z
z
11
)
Example
Consider the causal system characterized by
y (n) ay (n 1) x(n) Im

11 1
H((zz))
H 11
11az
az a Re

h( n) a n u ( n)
Determination of Frequency Response
from pole-zero pattern

A LTI system is completely characterized by its


pole-zero pattern.
Im
Example: p1
zzzz11 e j 0
HH((zz))
((zz pp11)()(zz pp22)) z1
Re
j
j0 0 z
e p2
HH((ee j00)) j0 e jz101
j

((ee j0 pp11)()(ee j0 pp22))


Determination of Frequency Response
from pole-zero pattern


A LTI jsystem is completely characterized by its
|H(e
|H(e )|=?
)|=?j
pole-zero pattern.
jj
H(e
H(e )=?
)=?
Im
Example: p1
zzzz11 e j 0
HH((zz))
((zz pp11)()(zz pp22)) z1
Re
j
j0 0 z
e p2
HH((ee j00)) j0 e jz101
j

((ee j0 pp11)()(ee j0 pp22))


Determination of Frequency Response
from pole-zero pattern


A LTI jsystemis completely characterized by its
|H(e
|H(e )|=?
j
)|=?
pole-zero pattern. H(e
jj
H(e )=?
)=?
Im
Example: p1
| | 2
j
|H(e )| = e j 0
| || | z1
1 3 Re

H(ej) = 1(2+ 3 ) p2
Example
11 20

H((zz))
H 11
11az
az 10

dB
0
Im
-10
0 2 4 6 8

a Re 0

-1

-2
0 2 4 6 8