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Chapter 10 z Transform 熊红凯 特聘教授 http://min.sjtu.edu.cn 电子工程系 上海交通大学 2017

Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

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Page 1: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Chapter 10 z Transform

熊红凯特聘教授

http://min.sjtu.edu.cn

电子工程系上海交通大学

2017

Page 2: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• DT Fourier transform enables us to do a lot of things, e.g.

▫ Analyze frequency response of LTI systems

▫ Modulation …

• Why do we need yet another transform?

▫ One view of Laplace Transform is as an extension of the Fourier transform to allow analysis of broader class of signals and systems

▫ In particular, Fourier transform cannot handle large (and important) classes of signals and unstable systems, i.e. when can not meet.

n

nx )(

Page 3: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• How do we analyze such signals/systems? Recall the eigenfunction property of LTI systems:

▫ zn is an eigenfunction of any DT LTI system

▫ We now do not restrict ourselves just to z = ejω

][nx ][nh ][ny

nn zzHnyznx )(][ ][

LTI DTfor ionEigenfunct

convergesit assuming ][)(

n

nznhzH

Page 4: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 5: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 6: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.1.1 The (Bilateral) z Transform

z is a complex variable – Now we explore the full range of z

Basic ideas

Express the complex variable z in polar form as z=rejω

• X(rejω) is the Fourier transform of x[n] multiplied by a real exponential r-n, if it exists.

• For r=1, the z transform reduces to the Fourier transform.

]}[{][)(][ nxZznxzXnxn

n

n

njn

n

njj ernxrenxreX ][][)(

Page 7: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• In general, the z transform of a sequence has associated it with a range of values of z for which X(z) converges, and this range of values is referred to as the region of convergence (ROC)

• If the ROC includes the unit circle, then the Fourier transform also converges

n

nj rnxrez |][|at which ROC

—depends only on r = |z|, just like the ROC in s-plane only depends on Re(s)

Page 8: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example 1:

sided-right- nuanx n

-n

)( nn znuazX

0

1)(

n

naz

az

z

az

11

1

This form

for PFE and

inverse z-

transform

This form to find

pole and zero locations||||,i.e.,1 If 1 azaz

That is, ROC |z| > |a|, outside a circle

(a – an arbitrary real or complex number)

Page 9: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example 2:

sided-left-]1[ nuanx n

1

1 )(

n

nn

n

nn

za

znuazX

0

1

1

1 n

n

n

nn zaza

||||.,.,1 If 1 azeiza Same as X(z) in previous example, but different ROC

Key Point (and key difference from FT): Need both X(z) and ROC to uniquely determine x[n].

No such an issue for FT.

Page 10: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.1.2 Graphical Visualization of the ROC

Example1

sided-right- nuanx n

Example2

sided-left-]1[ nuanx n

Page 11: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.1.3 Rational Transforms

Many (but by no means all) z transforms of interest to us are rational functions of s (e.g., Example 1 and 2; in general, impulse responses of LTI systems described by LCCDEs), where

X(z) = N(z)/D(z), N(z),D(z) – polynomials in z

Roots of N(z)= zeros of X(z)

Roots of D(z)= poles of X(z)

Any x[n] consisting of a linear combination of complex exponentials for n > 0 and for n < 0 (e.g., as in Example #1 and #2) has a rational z transform.

Except for a scale factor, a complete specification of a rational z transform consists of the pole-zero plot of the transform, together with its RoC

Page 12: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 13: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Property 1: The ROC of X(z) consist of a ring in the z-plane centered about the origin

▫ Proof: In order to make the F.T of x[n]r-n converged, it should be absolutely summable, i.e. the RoC only depends on the radius of z

• Property 2: The ROC does not contain any poles. If X(z) is rational, then its ROC is bounded by poles or extends to infinity.

n

nj rnxrez |][|at which ROC

Page 14: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Property 3: If x[n] is of finite duration, then the ROC is the entire z-plane, except possibly z=0 and/or z=∞

▫ when N1<N2<0, the RoC is the entire z-plane, excluding z=∞:

▫ when N2>N1>0, the RoC is the entire z-plane, excluding z=0

▫ when N1<0,N2>0, the RoC is the entire z-plane, excluding z=0 and z=∞

2

1

][)(N

Nn

nznxzX

z0

z0

z0

Page 15: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Property 4: If x[n] is a right-sided sequence, and if |z| = r0 is in the ROC, then all finite values of z for which |z| > r0 are also in the ROC

1

1

0

1

nfaster tha converges

Nn

n

n

Nn

rnx

rnx

Page 16: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Property 5: If x[n] is a left-sided sequence, and if |z| = r0

is in the ROC, then all finite values of z for which 0 < |z| < r0 are also in the ROC.

• If x[n] is two-sided, and if |z| = r0 is in the ROC, then the ROC consists of a ring in the z-plane including the circle |z| = r0.

What types of signals do the following ROC correspond to?

right-sided left-sided two-sided

Page 17: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example: 0 ,|| bbnx n

1 nubnubnx nn

b

zzb

nub

bzbz

nub

n

n

1 ,

1

11

,1

1

From:

11

1

Page 18: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

bzb

zbbzzX

1 ,

1

1

1

1)(

111

Clearly, ROC does not exist if b > 1 ⇒ No z-transform for b|n|.

Page 19: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• If X(z) is rational, then its ROC is bounded by poles or extends to infinity. In addition, no poles of X(z) are contained in the ROC.

• Suppose X(z) is rational, then▫ If x[n] is right-sided, the ROC is to the right of the

outermost pole.

▫ If x[n] is left-sided, the ROC is to the left of the innermost pole.

• If ROC of X(z) includes the unit circle, then FT of x[n] exists.

Page 20: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 21: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Linearity

222

111

)(][

)(][

RzXnx

RzXnx

)()(][][ 2121 zbXzaXnbxnax

ROC contains the intersection of R1 and R2, which may be empty, also can be larger than the intersection

0 0

0 0

0

1

0

1 1 1 2

0

1

00 1 2

0

1cos [ ] [ ] [ ]

2

1 (cos )1 1 1[ ] , 1

2 1 1 1 (2cos )

(sin )sin [ ] , 1

1 (2cos )

j n j n

j j

n u n e e u n

zz

e z e z z z

zn u n z

z z

Example:

Page 22: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Time Shift

RoC=R, except for the possible addition or deletion of the origin or infinity.

Example: suppose )(][][ zXnunx

To determine the z transform of the following signal:

n

j

jxng0

)(][

)(1

)(

)()()(

]1[][][][]1[0

1

0

zXz

zzG

zzXzGzzG

nxjxjxngngn

j

n

j

ROC of G(z) is that of X(z), excluding z=1But if z=1 is zero(s) of X(z), the RoC of G(z) is identical to that of X(z)

Page 23: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Time Reversal

Time Expansion

for

then

Page 24: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Scaling in the z_Domain

Page 25: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Conjugation

Consequence, if x[n] is real, then

Thus, if X(z) has a pole/zero at z=z0, it must also have a

pole/zero at the complex conjugation point z=z0*

Page 26: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

The Convolution Property

ROC contains the intersection of R1 and R2, which may be empty, also can be larger than the intersection

1)(][][

][][][][*][

][][

0

0 0

0

z

zzXjxng

jxjnujxnunx

jxng

n

j

j

n

j

n

j

Example:

Page 27: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Differentiation in the z Domain

RROCdz

zdXznnx

)(][

azazzX )1log()( 1

][)( nxzX

RzXnx ROC)(][

xdx

xd 1)log(

Example: If

Let

Then following:

Page 28: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

1

1

1

1

11

1

1

1

( )[ ]

1

1[ ]

1

1( ) [ ]

1

( ) [ 1]1

[ ] ( 1) [ 1]

( )[ ] [ 1] log(1 )

n

n

n

n

n

dX z azz nx n

dz az

a u n z aaz

a u n z aaz

aza a u n

az

nx n a u n

ax n u n az

n

即:thus

Similarly:

1[ 1] log(1 )na

u n azn

Page 29: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

The Initial-Value Theorem

Final-value theorem

If x[n] is a casual sequence, i.e. when n<0, x[n]=0, then

)(lim]0[ zXxz

Hints to prove the initial-value theorem:

according to the definition of the Z transform

If x[n] is a casual sequence, i.e. when n<0, x[n]=0, and the

RoC contains the unit circle, then

)]()1[(lim)]()1

[(lim)(11

zXzzXz

zx

zz

Hints to prove the final-value theorem:

Z{x(n+1)-x(n)}=Z{x(n+1)}-Z{x(n)}

=z(X(z)-x(0))-X(z)

and rewrite Z{x(n+1)-x(n)} according to the definition of the Z Transform

Page 30: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 31: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.4.1 The Inverse z Transform

ROC },][{)()( jnj rezrnxFreXzX

dereXreXrnx njjjn

2

1 )(2

1)}({F

d

nz

erreXnx njnj

2

)(2

1

dzzj

ddjredzrez jj 11

dzzzX

jnx n 1)(

2

1

for fixed r:

We should choose any value of r in the RoC to make the integration converged

Page 32: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• The symbol O denotes the integration around a counterclockwise circular contour centered at the origin and with radius r.

• The inverse z transform equation states that x[n] can be represented as a weighted integral of complex exponentials

• The formal evaluation of the integral for a general X(z) requires the use of contour integration (围线积分) in complex plane

• There are two alternatives to obtain a sequence from its z transform:

▫ Partial fractional expansion:

▫ Power series expansion:

Page 33: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Contour Integration Method

m

zz

n

c

n

mzzXsdzzzX

jnx ])([Re)(

2

1][ 11

Where C is the counterclockwise circular contour centered at the origin and within the ROC of X(z),

zm is the pole of X(z)zn-1 at the left-hand side of C.

If zm is the s-th order pole of X(z)zn-1, then

mm zz

ns

ms

s

zz

n zzXzzdz

d

szzXs

})()[({)!1(

1])([Re 1

1

11

Page 34: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example:

3

1)3(

23

1)2(

2)1(

237

5)(

2

z

z

z

zz

zzX

Page 35: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(1)when |z|>2, x[n] is a causal sequence,

)2)(3

1(

3

5

3

2

3

73

5

)()(2

1

zz

z

zz

z

zzXzG

nn

nLet

As shown in the figure, the poles at the left-hand side of C are

2,3

121 zz

nn

z

n

z

n

z

z

z

z

nx

)2()3

1(

)3

1(

3

5

)2(

3

5

][ 2

3

1

][])2()3

1[(][ nunx nn

1/3 2

C

Then

Thus:

Page 36: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(2) When 1/3<|z|<2, x[n] is a double-side sequence

)2)(3

1(

3

5

)()( 1

zz

z

zzXzG

n

n

when 0n , there is one pole at the left-hand side of C:3

11 z

n

z

n

z

z

nx )3

1(

)2(

3

5

][3

1

1/3 2

C

Page 37: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

When n=-1,

)2)(3

1(

3

5

)(

1

zz

z

zG

3

11 z and 02 zThe poles at the left-hand side of C are

2

1

2

53

)2)(3

1(

3

5

2

3

5

][ 0

3

1

1

zz

zzz

z

nx

Both of them are 1st order poles

Page 38: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

When n=-2,

)2)(3

1(

3

5

)(

2

zz

z

zG

At the left-hand side of C, besides the 1st order pole3

11 z

, there is a 2nd order pole: 02 z

2

0

3

1

2

)2

1(

4

359)

)2)(3

1(

3

5

()!12(

1

)2(

3

5

][

z

zzz

dz

d

z

z

nx

Similarly, when n=-3, 3)2

1(][ nx

]1[)2(][)3

1(

]1[)2

1(][)

3

1(][

nunu

nununx

nn

nnIn summary,

Page 39: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

For n<0, in order to avoid calculating the residual at z=0, we can calculate the

contour integration along the clockwise circular contour C’, which is centered

at the origin and within the ROC of X(z)

m

zz

n

c

n

mzzXs

dzzzXj

nx

])([Re

)(2

1][

1

'

1

zm the pole of X(z)zn-1 at the left-hand side of C’, i.e.

the right-hand side poles of C

As in the previous example, when n<0, there is only one pole at the

right-hand side of C: z=2, then

0)2(

3

13

5

]

)2)(3

1(

3

5

[Re][ 22

n

z

z

zz

z

snx n

z

n

z

n

1/3 2

C

C'

Page 40: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(3) When |z|<1/3, x[n] is a anti-causal sequence

)2)(3

1(

3

5

)()( 1

zz

z

zzXzG

n

n

As shown in the figure , z=0 is the n-th order pole at the left-hand side of C,

whereas the poles at the right-hand side of C are 2,3

121 zz

Then

0)2()3

1(

3

13

5

2

3

5

]

)2)(3

1(

3

5

[Re]

)2)(3

1(

3

5

[Re][

2

3

1

2

3

1

n

z

z

z

z

zz

z

s

zz

z

snx

nn

z

n

z

n

z

n

z

n

]1[])3

1()2[(][ nunx nn

1/3 2

c

Page 41: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• PFE (Partial fractional expansion) Method

Suppose

rkzazazaa

zbzbzbbzX

r

r

k

k

...

...)(

2

210

2

210

M,...2,1 mmzz ,

izz And a s-th order pole at

It has M 1st order poles at

Page 42: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

M

0

1 1

B( )

( )

sjm

jm jm i

zA zX z A

z z z z

00 )]([ zzXA

( )[( ) ]

mm m z z

X zA z z

z

izz

s

ijs

j

jz

zXzz

dz

d

js

})(

)[({)!(

1B

s

][!

)1)...(1(

)( 1nu

m

mnnn

z

z mn

m

aznuam

mnnn

az

z n

m

m

][!

))...(2)(1(

)( 1

1

where

Notes:

Page 43: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example:)4()2(

402)(

3

3

zz

zzzX 4|| z

3

3

3

2

2

211

3

1

1

)2()2()2(4

)2(4)(

z

zC

z

zC

z

zC

z

zA

z

zC

z

zAzX

jj

j

j

4)4(

402)]()

2[(

1)2(

402)]()

4[(

23

33

3

43

2

41

z

zz

zz

zzzX

z

zC

z

zzX

z

zA

B1, B2, B3=1,4,16

Page 44: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

31,CASubstituting in X(z)

)4()2(

402

)2(

4

)2()2(4 3

3

3

3

2

2

21

zz

zz

z

z

z

zC

z

zC

z

z

Equating coefficients, one obtains

36 12 CC ,

3

3

2

2

)2(

4

)2(

6

)2(

3

4)(

z

z

z

z

z

z

z

zzX

aznuam

mnnn

az

z n

m

m

][!

))...(2)(1(

)( 1

1

][2)122(

][]2!2

)2)(1(42)1(6234[][

2 nun

nunn

nnx

nn

nnnn

Then

Page 45: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Power-Series Expansion

▫ X(z) is irrational:

Example:z

arctgzX1

z)(

。。。753

753 xxxxarctgx

0

321

2

7

2

5

2

3

2

1

2

1

2

1

2

1

12

)1(

...7

1

5

1

3

11

...)7

1

5

1

3

1(

)(

n

nn

zn

zzz

zzzzz

arctgzzzX

][12

)1(][ nu

nnx

n

n

nznxzX )()(

Page 46: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

▫ X(z) is rational

)(

)()(

zM

zNzX

Performing long division approach to obtain a power series of z for X(z),

the coefficients in this power series are the sequence of x[n].

(1)

(2)

][|| 1 nxRz x is a right-sided sequence, arrange the

numerator and denominator with a order

of the power of z decreasing

][|| 2 nxRz x is a left-sided sequence, arrange the

numerator and denominator with a

order of the power of z increasing

Page 47: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

23

7)(

2

zz

zzX 2|| z

23)('

2

zz

zzX

1 2 3

2

1

1

1 2

1 2

3 7

3 2

3 2

3 2

3 9 6

7 6

z z z

z z z

z z

z

z z

z z

1

4321

)12(7

...)1573(7

)('7)(

n

nn z

zzzz

zXzX

][)12(7][ nunx n

Notes: Power-series expansion may come to open/infinity expression

Example:

Page 48: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 49: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.5.1 DT System Function

nx nh nhnxny

Y(z) = H(z)X(z) , ROC at least the intersection of the

ROCs of H(z) and X(z),

can be bigger if there is pole/zero

cancellation. e.g.

zzY

zazzX

azaz

zH

all ROC 1)(

,)(

,1

)(

Function System The )(

n

nznhzH

H(z) + ROC tells us everything about system

Page 50: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.5.2 CAUSALITY

• h[n] right-sided ⇒ ROC is the exterior of a circle possibly including z =

∞:

1

)(

Nn

nznhzH

. include doesbut , circle a outside ROC

at ][ rerm then the,0 If 1

11

not

zzNhNN

0Causal 1 N No zm terms with m>0

=>z=∞

A DT LTI system with system function H(z) is causal ⇔ the ROC of

H(z) is the exterior of a circle including z = ∞

Page 51: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

• Causality for Systems with Rational System Functions

NM

azazaza

bzbzbzbzH

N

N

N

N

M

M

M

M

if ,at poles No

)(01

1

1

01

1

1

A DT LTI system with rational system function H(z) is causal

⇔ (a) the ROC is the exterior of a circle outside the outermost pole;

and (b) if we write H(z) as a ratio of polynomials

then

)(

)()(

zD

zNzH

)(degree)(degree zDzN

Page 52: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.5.3 Stability

• LTI System Stable⇔ ROC of H(z) includes the unit circle |z| = 1

• A causal LTI system with rational system function is stable ⇔ all poles are inside the unit circle, i.e. have magnitudes < 1

nnh

⇒ Frequency Response H(ejω) (DTFT of h[n]) exists.

Page 53: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

2

1

2

3]

2

1

2

3[

2

1)( 21

zz

z

z

z

zzH —Example:

Determine h[n], and the causality and stability of the

system

(1) ]][)2

1(][)

2

3[(

2

1][

2

31 nununhz nn ,

Causal, unstable

(2) ]]1[)2

1(]1[)

2

3([

2

1][

2

12 nununhz nn,

Non-causal, unstable

]][)2

1(]1[)

2

3([][

2

3

2

13 nununhz nn ,(3)

Non-causal, stable

× ×3

2

1

2

Page 54: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.5.4 LTI Systems Described by LCCDEs

Use the time-shift property

M

k

k

N

k

k knxbknya

00

N

k

M

k

k

k

k

k zXzbzYza

0 0

)()(

N

k

k

k

M

k

k

k

za

zbzH

zXzHzY

0

0)(

)()()(

—Rational

ROC: Depends on Boundary Conditions, left-, right-, or two-sided.

For Causal Systems ⇒ ROC is outside the outermost pole

Page 55: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

System Function vs Difference Equation

Suppose when the input is ][)2

1(][ nunx n

the zero-state response of the system is

][])2

1(

2

9)

3

1(4)

2

1(

2

3[][ nuny nnn

To determine h[n] and the difference equation of the system

Page 56: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

)3

1)(

2

1(

2

)(

)()(

2

zz

zz

zX

zYzH

(1)

3

1

2

2

1

3)(

z

z

z

zzH

2

1z ][])

3

1(2)

2

1(3[][ nunh nn

2

1

2

1)(

z

z

zzX

2

1

)2

1(

3

1)

2

1(

2

2

12

9

3

14

2

12

3

23

z

zzz

zz

z

z

z

z

z

zzY

Page 57: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

]1[2][]2[6

1]1[

6

1][

6

1

6

11

21)(

21

1

nxnxnynyny

zz

zzH

—后向差分

(2)

]1[2]2[][6

1]1[

6

1]2[

6

1

6

1

2)(

2

2

nxnxnynyny

zz

zzzH

—前向差分

Page 58: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example:

• The input-output relationship in time domain for the causal system could be represented by a 2nd order const-coefficient difference equation, if the input is

• The system response (zero state response) is

▫ If the system is with zero-initial state, determine the 2nd order difference equation

▫ If the initial state of the system is y[-1]=1,y[-2]=2, determine the zero-input response of the system with the 2nd order difference equation obtained in step 1

▫ If the initial state of the system is y[-1]=2,y[-2]=4,, the input is , determine the full response of the system y[n]

[ ] [ ]x n u n

][]10532[][ nung nn then

[ ] 3( [ ] [ 5])x n u n u n

Page 59: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(1)

]2[111]1[85][14]2[10]1[7][

1071

1118514

107

1118514

)(

)()(

1

10

53

2)(

1)(

21

21

2

2

nxnxnxnynyny

then

zz

zz

zz

zz

zX

zGzH

z

z

z

z

z

zzG

z

zzX

Page 60: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(2)

1 2

1 21

21 2

[ ] 2 5

1 11

12[ 1] 1 2 5

[ 2] 2 1 1 252

4 25

[ ] 12 2 25 5

n n

zi

n n

zi

y n c c

c ccy

y cc c

y n

设零输入响应为

将 代入

2

1 2

14 85 111

( 5)( 2)

2 5

z zH z

z z

系统特征根为 = , =The characteristic values are

Then zero-input response can be

Substituting

Then

in

Page 61: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(3) Since the system could be described by a 2nd order LCCDE, it

is an LTI system, satisfying linear zero-input, and linear zero-state

properties:

[ 1] 2, [ 2] 4

[ ] 2 12 2 25 5

[ ] 3( [ ] [ 5])

[ ] 3( [ ] [ 5])

[ ] [ ] [ ]

n n

zi

zs

zi zs

y y

y n

x n u n u n

y n g n g n

y n y n y n

当 时

( )

当 时

when

when

Page 62: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example:

• For any n, when

• When ,

nnx )2(][ , y[n]=0

1[ ] ( ) [ ]

2

nx n u n1

[ ] [ ] ( ) [ ]4

ny n n a u n

Determine:

(1) the coefficient a,

(2) When for all n, x[n]=1, determine y[n]

Page 63: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

(1)

2

1

4

11

)(

)()(

4

1

4

11)(

z

z

z

az

zX

zYzH

z

z

azzY

2

1

2

1)(

z

z

zzX

(2)when x[n]=1

4

1)(1][ 1z =zHny n

8

90)2(

0)()2(][

0][,)2(][

2

aH

zHny

nynx

z

n

nwhen

then

Page 64: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Topic

10.1 (Bilateral) z Transform

10.2 Properties of RoCs

10.3 Transform Properties

10.4 Inverse z Transform

10.5 Analysis of LTI Systems using the zT

10.6 Unilateral z Transform and Applications

Page 65: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.6.1 Unilateral z-Transform (UZT)

• If x[n] = 0 for n < 0, then

• UZT of x[n] = BZT of x[n]u[n]⇒ROC always outside a circle and includes z = ∞

• For causal LTI systems

• The calculation of the inverse UZT is basically the same as that for BZT, with the constraint that the RoC for a UZT must always be the exterior of a circle.

)()( zHz

0

)(

n

nznxz

Note:Differs from BZT

Page 66: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.6.2 Properties of Unilateral z-Transform

• Many properties are analogous to properties of the BZT e.g

▫ Convolution property (for x1[n<0] = x2[n<0] = 0)

▫ But there are important differences. For example, time-shift

)()(

2121 zzUZ

nxnx

Initial condition

)(1]1[][ 1 zzxznxny Y

100

111)(

n

n

n

n

n

n znxxznxznyzY

z

zmxzx

m

m

0

11

Page 67: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

)(][][ zXnunx More general

1

0

])()([][][m

k

km zkxzXznumnx

1

])()([][][mk

km zkxzXznumnx

Proof:

11

1

0

0

1

1

])()([)()(

)()()(

)]()([)(

)()(][][][][

)(][][

mk

km

mk

kmm

mk n

nm

n mk

nm

mk

m

zkxzXzzkxzXz

zkmnkxzXz

zkmnkxzXz

kmnkxmnumnxnumnx

zXzmnumnx

Page 68: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

7.6.3 Use of UZTs in Solving Difference

Equations with Initial Conditions

• For an LSI system

Assume x[n]=0 when n<0, the initial condition of the system is {y(-1),y(-2),…,y(-n)}, then

N

k

M

k

kk knxbknya0 0

)()(

)(

)(

)(

])([

)(

)(00

1

0

zB

zXzb

zM

zlyza

zA

zYzaM

k

k

k

N

k kl

lk

k

N

k

k

k

)()(

)(

)(

)()(

)()()()()(

zXzA

zB

zA

zMzY

zXzBzMzYzA

Zero-input response Zero-state response

Page 69: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example: ][]1[2 nxnyny

11

,]1[

z

nunxy

11

]}1[{

)(12)(z

ny

zYzz

UZ

Y

ZSR

zz

ZIR

zz

)11)(121(121

2)(

Y

UZT of Difference Equation

ZIR — Output purely due to the initial conditions,

ZSR — Output purely due to the input.

Page 70: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

β = 0 ⇒ System is initially at rest:

ZSR

α = 0 ⇒ Get response to initial conditions

ZIR

121

1)()(

)(

11

)(

121

1)()()(

zzHz

z

z

z

zzzz

H

XH

XHY

121

2)(

zzY

][)2(2][ nuny n

Page 71: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Example:]2[2][]2[2]1[][ nxnxnynyny

with y[-1]=2,y[-2]=-1/2 x[n]=u[n]

determine ][],[],[ nynyny zszi

)(2

2

2

)1(2)]2(2)1([

)(21

21

21

)1(2)]2(2)1([)(

2

2

2

2

21

2

21

1

zXzz

z

zz

zyzyy

zXzz

z

zz

zyyyzY

)(2)()]2()1()([2)]1()([)( 2121 zXzzXyzyzYzyzYzzY

)()21(])1(2)2(2)1([]21[ 2121 zXzzyyyzYzz

Page 72: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Substituting y[-1]=2,y[-2]=-1/2, and 1

)(

z

zzX In Y(z), one obtains

2 24 2

( 2)( 1) ( 2)( 1) 1

z z z zY z

z z z z z

][]2

3)1(

2

122[

1

2

3

1

2

1

2

2

)1)(1)(2(

2)(

][])1(22[12

2

)1)(2(

4)(

3

2

nuz

z

z

z

z

z

zzz

zzzY

nuz

z

z

z

zz

zzzY

nn

zs

nn

zi

][]2

3)1(

2

1)2(4[][][][ nunynyny nn

zszi

Page 73: Chapter 10 z Transform - SJTUmin.sjtu.edu.cn/files/ss2017/MIN_SS_chap10.pdfbroader class of signals and systems In particular, Fourier transform cannot handle large (and important)

Homework

• BASIC PROBLEMS WITH ANSWER: 10.13

• BASIC PROBLEMS: 10.21, 10.23, 10.34, 10.36, 10.42(a)

• ADVANCED PROBLEMS: 10.46