Z-Transform Theory

ITM, GURGAON

Outline
Signals and Systems
Z-Transforms
How to do Z-Transforms
How to do inverse Z-Transforms
How to infer properties of a signal from
its Z-transform

Transfer Functions
How to obtain Transfer Functions
How to infer properties of a system from
its Transfer Function
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Signals
The signals we are studying in this
course Discrete Signals
A discrete signal takes value at each
non-negative time instance
18
16
14
12
10
8
6
4
2
0

10

12

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Example of a System
18

18

16

16

14

14

12

12

10

10

Filter

2
0

10

2
0

12

raw readings from

a noisy temperature
sensor
- Input Signal

y(k)

u(k 1) u(k 2) u(k 3)

3

10

12

smooth temperature
values after filtering
- Output Signal

A (SISO) system takes an input signal, manipulates it

and gives a corresponding output signal.
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Control System

Reference
Input

Control Controller Control

error
Input

Transduced
Output

Transducer

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Target
System

Measured
Output

Common Signals

exponential

0.8

impulse

0.5

0.7

|a|<1

0.5

0.3

|a|>1

a=1.2

0.6

0.4

0
-1

(ak)

0.9

0.2

0.1
0

delayed impulse

0.5

0
-1

10

0
-1

15

sin(k*pi/ 6)

0.5

sine

-0.5

-1

10

12

14

16

18

step

0.5

0
-1

c os(k*pi/ 6)

0.5

cosine

-0.5

4
3

-1

ramp

10

12

14

16

18

exponentially
modulated
cosine/sine

1
0.8
0.6

u(k)=c os(k*pi/ 6)*0.9k

0.4
0.2
0

-0.2
-0.4
-0.6

0
-1

-0.8
-1

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10

12

14

16

18

Z-Transform of a Signal
Z
Z-1

u(k)

U(z)

u(0)

u(0) z0

u(1)

+u(1) z-1

u(2)

+u(2) z-2

u(3)

+u(3) z-3

u(4)

+u(4) z-4

U(z) u(k) zk
k 0

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Z-Transform Contd
Mapping from a discrete signal to a
function of z
Many Z-Transforms have this form:
n

U(z)

a z
i 0
m

Rational Function of z

b z
Helps intuitively derive the signal
properties
j 0

Does it converge?
To which value does it converge?
How fast does it converges to the value?
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Z Transform of Unit Impulse

Signal

Z
Z-1

uimpulse(k)
u(0) = 1

1 z0

u(1) = 0

+0 z-1

u(2) = 0

+0 z-2

u(3) = 0

+0 z-3

u(4) = 0

+0 z-4

Uimpulse(z) 1

0.5

0
-1

Uimpulse(z)

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Delayed Unit Impulse Signal

Z
Z-1

udelay(k)
u(0) = 0

0 z0

u(1) = 1

+1 z-1

u(2) = 0

+0 z-2

u(3) = 0

+0 z-3

u(4) = 0

+0 z-4

0.5

0
-1

Udelay(z)

Udelay (z) z1

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Z-Transform of Unit Step

Signal
Z
u (k)
U (z)
Z-1
step

step

u(0) = 1

1 z0

u(1) = 1

+1 z-1

u(2) = 1

+1 z-2

u(3) = 1

+1 z-3

u(4) = 1

+1 z-4

Ustep(z) 1 z1 z2 z3 ...

0.5

0
-1

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Unit Step Signal - continued

A little bit more math
(1 a)(1 a a 2 ... a n )
1 a
n1
1 a

1 a

1 a a 2 ... a n

n ,

assuming | a| 1,
(1 a)(1 a a 2 ... a n )
1 a a ... lim
n
1 a
1 a n1
lim
n 1 a
1

1 a
2

Ustep(z) 1 z z

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1
...
1- z-1

Z-Transform of Exponential
Signal
Z
u (k)
U (z)
Z-1
exp

exp

u(0) = 1

1 z0

u(1) = a

+a z-1

u(2) = a2

+a2 z-2

u(3) = a3

+a3 z-3

u(4) = a4

+a4 z-4

Uexp(z) 1 az 1 a 2z2 a 3z3 ...

a =1.2

0
-1

Remember
this!

1
1- az -1

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LTI Systems
Linear, Time Invariant (LTI) System
Many systems we analyze or design are
or can be approximated by LTI systems
We have a well-established theory for LTI
system analysis and design

Example - A simple moving average

y(k)=[u(k-1)+u(k-2)+u(k-3)]/3
u(k)

3-MA

y(k)

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Control System

Reference
Input

Control Controller Control

error
Input

Transduced
Output

Transducer

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Target
System

Measured
Output

What does Linear mean

exactly?
Scaling

u(k)

3-MA

y(k)

u(k)

3-MA

y(k)

Superposition

u1(k)

3-MA

y1(k)

u2(k)

3-MA

y2(k)

u1(k)+u2(k)

3-MA

y1(k)+y2(k)

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Time Invariance
u(k)

u(k)=u(k-n)
Idiom:
u(k-n) is u(k)
delayed by n
time units!

3-MA

y(k)

3-MA

y(k)=y(k-n)

y(k+1)=[u(k)+u(k-1)+u(k-2)]/3
y(k+1-n)=[u(k-n)+u(k-1-n)+u(k-2-n)]/3
y(k+1)=[u(k)+u(k-1)+u(k-2)]/3
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Reality Check
Typically speaking, are computing
systems linear? Why?
Consider saturation

Typically speaking, are computing

systems time-invariant? Why?

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Unit Impulse Response

uimpulse(k)

yimpulse(k)

3-MA

0.5

0.5

0
-1

10

y(k)

0
-1

u(k 1) u(k 2) u(k 3)

3

Claim:
If we know yimpulse(k), we can obtain y(k)
corresponing to ANY input u(k)!
yimpulse(k) contains ALL information about
the input-output relationship of an LTI system.

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An Example: 3-MA
uimpulse(k)

yimpulse(k)

3MA

0.5

0.5

0
-1

0
-1

u (k)

+
u(k) =

5
4
3

9x

0
-1

uimpulse(k-1)
0

uimpulse(k-2)

1
0.5
0
-1

0.5
0
-1

3x

uimpulse(k)

0.5

0
-1

6x

y (k) ?

3MA

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An Example: 3-MA
uimpulse(k)

yimpulse(k)

3MA

0.5

0.5

0
-1

0
-1

u (k)

+
y(k) =

5
4
3

9x

0
-1

yimpulse(k-1)
0

yimpulse(k-2)

1
0.5
0
-1

0.5
0
-1

3x

yimpulse(k)

0.5

0
-1

6x

y (k) ?

3MA

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Convolution
y(5)= u(0)

yimpulse(k)

+ u(1) yimpulse(k-1)

k1

y(k) [u(i) yimpulse(k i)]

i 0

+ u(2) yimpulse(k-2)

u(k)* yimpulse(k)

+ u(3) yimpulse(k-3)
+ u(4) yimpulse(k-4)

0.5

u(0) x

0
-1

u(1) x
y(k) =

6
5
4
3

u(2) x

2
1
1

0.5
0
-1

yimpulse(k-2)

1
0.5
0
-1

yimpulse(k-1)

0
-1

yimpulse(k)

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Important Theorem
Time Domain
u(k)

v(k)

y(k)

(convolution)

Z Z-1
U(z)

Z Z-1

V(z)

Z Z-1
=

(multiplication)

Z Domain
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Y(z)

Z-Transform/Inverse ZTransform
u (k)=0.7
LTI: yimpuse(k)=0.3k-1

y (k)?

0.9

0.9

0.9

0.8
0.7
0.6
0.5
0.4

0.7
0.6
0.5

(convolution)

0.3

15

0.2
0.1
0

Z
1
1 0.7z1

10

12

14

16

0.5

0.3

0.1

10

0.6

0.4

0.1
5

0.7

0.3
0.2

0.8

0.4

0.2

0.8

(multiplication)

-1

z
1 0.3z1

18

Transfer
Function

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10

15

Z-1

z1
(1 0.3z1)(1 0.7z1)

Delay the Unit Step Signal

y(k)=u(k1)
LTI: yimpuse(k)
=udelayed(k)

u (k)

y (k)

0.5

0.5

0.5

0
-1

ustep (k)

(multiplication)

udelayed(k)

(convolution)
Transfer
Function

Z
1
1 z1

0
-1

0
-1

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udstep(k)

Z
z-1

z-1
1 z1

Delayed Unit Step Signal Contd

Z
Z-1

udstep(k)
u(0) = 0

0 z0

u(1) = 1

+1 z-1

u(2) = 1

+1 z-2

u(3) = 1

+1 z-3

u(4) = 1

+1 z-4

0.5

Remember
this!

Udstep(z) z1 z2 z3 ...

0
-1

Udstep(z)

z-1
1

1- z-1
z 1

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Transfer Function
Transfer function provides a much more
intuitive way to understand the inputoutput relationship, or system
characteristics of an LTI system

Stability
Accuracy
Settling time
Overshoot

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Signals and Systems in Computer

Systems
Spike, one-time fluctuation in input/output,
or disturbance

0.5

0
-1

Change of reference value

0.5

0
-1

12

10

y(k)=u(kn)

10

Multiple changes of reference value

-Sum of delayed step signals
ustep(k)+8ustep(k-3)-4ustep(k-6)
Input got delayed for n time units
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n-Delay
y(k)=u(kn)
kn
1,
0, otherwise

yimpulse(k) undelay (k)

Yimpulse(z) zn

Y(z) znU(z)
U(z) u(0) u(1)z1 u(2)z2 u(3)z3 ...
Y(z) y(0) ... y(n 1)zn1 y(n)zn y(n 1)zn1 y(n 2)zn2 y(n 3)zn3 ...
0 ... 0zn1 u(0)zn u(1)zn1 u(2)zn2 u(3)zn3 ...
z-nU(z)

Transfer function: z-n

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Unit Shift and n-Shift

y(k)=u(k+
1)
1

0.5

0.5

0
-1

0
-1

Caveat: u(0) disappears

U(z) u(0) u(1)z1 u(2)z2 u(3)z3 ...
Y(z) y(0) y(1)z1 y(2)z2 y(3)z3 ...

Y(z) zU(z) zu(0)

u(1) u(2)z1 u(3)z2 u(4)z3 ...

y(k)=u(k+
n)

Y(z) znU(z) znu(0) ... zu(n-1)

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Other properties of ZTransform

Linearity

Time Domain

Z-Transform

Scaling

y(k)=au(k)

Y(z)=aU(z)

Superposition

y(k)=u(k)+v(k)

Y(z)=U(z)+V(z)

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sin? cos?
1

sin(k*pi/ 6)

0.5

-0.5

-1

10

12

14

16

18

10

12

14

16

18

c os(k*pi/ 6)

0.5

-0.5

-1

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From Exponential to
Trigonometric
Uexp(z) 1 az 1 a 2z2 a 3z3 ...

1
1- az -1

Euler Formula:

Z[cos(k)]?
Z[sin(k)]?

e i cos isin
e cos( ) isin( ) cos isin

e i e i
cos
2

e i e i
sin
2i

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Z-Transform of sin/cos
Z-Transform

Time Domain
u(k) e ik

U(z)

u(k) e -ik

u(k) cos(k )

U(z)

ik

e
2

ik

1- e z-1

1
1- e -i z-1

1
1
U(z) (

)/2
i
-1
i
1- e z 1 e z1
1
1
(

)/2
1
1
1
1 cos z isin z
1 cos z isin z1
1 cos z1

(1 cos z1)2 (sin z1)2

e ik e ik
u(k) sin(k )
2i

1
i

1 cos z1
1 2cos z1 z 2

U(z)

sin z-1
1- 2cos z-1 z2

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Exponentially Modulated sin/cos

1
0.8
0.6

u(k)=c os(k*pi/ 6)*0.9k

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

10

(ae i )k (ae i )k
uexpcos(k) a cos(k )
2
k

a sin z-1
U(z)
1- 2a cos z-1 a 2z2

12

14

16

18

(ae i )k (ae i )k
uexpsin(k) a sin(k )
2i
k

a sin z-1
U(z)
1- 2a cos z-1 a 2z2

A damped oscillating signal a typical output of a second order sy

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An LTI System Discrete

Integrator
y(k)=y(k-

Y(k)=u(k-1)+u(k-2)++u(1)+u(0)

1)+u(k-1)

LTI: yimpuse(k)
=udstep(k)

u (k)

y (k)

3
2
1

1
1

0.5

0
-1

0. 5

ustep(k)

*
Transfer

Z
1
1 z1

0
-1

(multiplication)

udstep(k)

(convolution)

Function

0
-1

Z
z-1
1 z1

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uramp(k)

Z-1

z-1
(1 z1)2

Inverse Z-Transform
u(k)

Z
Z-1?

U(z)

Table Lookup if the Z-Transform looks

familiar, look it up in the Z-Transform
table!
3
2z1
U(z)

-1
u(k) 3ustep(k) 2uramp(k)
1 z1 (1 z1)2

Z ?

Long Division
Partial Fraction Expansion
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3Ustep(z) 2Uramp(z)

Long Division
Sort both nominator and denominator with
descending order of z first

3 z1
U(z)
1 2z1 z2

u(0)=3, u(1)=5, u(2)=7, u(3)=9, , guess:

u(k)=3ustep(k)+2uramp(k)
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Partial Fraction Expansion

Many Z-transforms of interest can be
expressed as division of polynomials of z
n

U(z)

i
a
z
i
i 0
m

j
b
z
j
j 0

cj

j1

zpj

U(z) c 0
May be trickier:
complex root
duplicate root

z1

1
1 p jz1

b 0 b1z b 2z2 ... b mzm

b m(z p1)(z p 2 )...(z p m )

u(k) c 0uimpulse(k) up j dexp (k)

j1

where

up j dexp (k) p

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k1
j

k>0

An Example
3z2 14z 14
U(z)
z2 6z 8

U(z) c 0

c1
c
2
z 2 z 4

(z-2)(z-4)
U1(z)=c0
c1
z 2
c
U3(z) 2
z 4
U2(z)

Z-1
Z-1
Z-1

k0
c 0,
k1
k1
c

4
, k0
2
1

u(k)

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u1(k)=c0*uimpulse(k)
u2(k)=c1*2k-1, k>0
u2(k)=c2*4k-1, k>0
c0? c1? c2?

Get The Constants!

3z2 14z 14
U(z)
z2 6z 8

U(z) c 0

c1
c
2
z 2 z 4

(z-2)(z-4)
U(z) c 0

c1
c
2 , z , U(z) c ,
0
z 2 z 4

K(z) (z - 4)U(z) (z 4)c0

c 1(z 4)
c 2,
z 2

3z2 14z 14
K(4) c 2
| z4 3
z 2

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3z2 14z 14
c 0 lim 2
3
z
z 6z 8

Partial Fraction Expansion

contd
n

U(z)

a z
i 0
m

b z
j 0

cj

j1

zpj

U(z) c 0

How to get c0 and cjs ?

c 0 limU(z)
z

define

Up j (z) (z - p j )U(z)

c j Up j (p j )

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An Example Complete Solution

3z2 14z 14
U(z)
z2 6z 8

U(z) c 0

c1
c
2
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
2
3z 14z 14

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

z- 2
2

1
3
U(z) 3

z 2 z 4

3 22 14 2 14
c 1 U2(2)
1
2- 4
c 2 U4(4)

3 42 14 4 14
3
4- 2

k 0
3,
k1
k1
2 3 4 , k 0

u(k)

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Solving Difference Equations

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

Z
Y(z) a1z1Y(z) ... a n znY(z) b1z1U(z) ... b mzmU(z)
b1z1 ... b mzm
Y(z)
U(z)
1
n
1 a1z ... a n z

Z-1
y(k) ...
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Transfer
Function

A Difference Equation Example

Exponentially Weighted Moving Average

y(k)=cy(k-1)+(1-c)u(k-1)

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Solve it!
u (k)=0.8k

Z
U(z)

Y(z) 0.4z1Y(z) 0.6z1U(z)

1
1 0.8z1

0.6z1
0.6z-1
U(z)

1 0.4z1
(1- 0.4z-1)(1- 0.8z-1)
0.6z
0.6
1.2

(z 0.4)(z 0.8) z 0.4 z 0.8

Y(z)

1
0.8

0.6
0.4
0.2
0
-1

y (k)?

LTI: y(k)=0.4y(k-1)+0.6u(k-1)

0.6z1
1.2z1

1 0.4z1 1 0.8z1

0.8
0.6
0.4

-1

y(k) -0.6 0.4k1 1.2 0.8k-1

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0.2
0
-1

Signal Characteristics from ZTransform

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

zeros

N(z)
Y(z)

D(z)

(z z )
i1
m

(z p )
j1

poles

Poles are more important determine key

characteristics of y(k)
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Why are poles important?

Z domain
N(z)
Y(z)

D(z)

(z z )
i1
m

(z p j)

cj

j1

zpj

c0

j1

Time domain

poles

Z-1
m

Y(k) c 0 uimpulse(k) c j p kj-1

j1

components

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Various pole values (1)

2.5

2.5

1.5

1.5

0.5

-0.5

p=1.1

0.5

p=-1.1

-1
-1.5
-2

0
-1

-2.5
-1

1
0.8

0.6

0.8

0.4
0.2

0.6

p=1

0.4

p=-1

0
-0.2
-0.4

0.2

-0.6
-0.8

0
-1

-1
-1

0.8
0.6

0.8

0.4

0.6

0.2

p=0.9

0.4
0.2
0
-1

p=-0.9

-0.2
-0.4
-0.6
-0.8

-1
-1

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Various pole values (2)

1

0.9

0.8

0.8

0.6

0.7

0.4

0.6

0.2

0.5

0.4
0.3

p=0.9

0.2
0.1
0
-1

-0.2

-0.6
-0.8

-1
-1

0.9

0.8

0.8

0.6

0.7

0.4

0.6

0.2

0.5

p=0.6

0.4
0.3

p=-0.6

0
-0.2

-0.6

0.1

-0.8
0

-1
-1

0.9

0.8

0.8

0.6

0.7

0.4

0.6

p=0.3

0.5
0.4

0.2

p=-0.3

0
-0.2

0.3

-0.4

0.2

-0.6

0.1
0
-1

-0.4

0.2

0
-1

p=-0.9

-0.4

-0.8
0

-1
-1

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Conclusion for Real Poles

If and 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
ITM, GURGAON

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 u(0)s absolute
value
| a| 0.02
k

kln| a| ln0.02 3.912

4
k
ln| a|

Remember
This!
a 0.7
4
4
k

11
ln| 0.7| 0.36

0.9
0.8

y(k)=0.7k

0.7
0.6
0.5
0.4
0.3

y(11)=0.0198

0.2
0.1
0

ITM, GURGAON

10

12

Example
u (k)=0.8k

Z
U(z)

1
1 0.8z1

LTI: y(k)=0.4y(k-1)+0.6u(k-1)

y (k)?

Z
Y(z) 0.4z1Y(z) 0.6z1U(z)

0.6z1
0.6z-1
Y(z)
U(z)
1 0.4z1
(1- 0.4z-1)(1- 0.8z-1)
Y(z)
0.6
G(z)

-1
U(z) z 0.4

y(k) a 0.4k1 b 0.8k1

ITM, GURGAON

When There Are Complex Poles

b1z1 ... b mzm

Y(z)
U(z)
1
n
1 a1z ... a n z

(az2 bz c)...

If b 2 4ac 0,

b b 2 4ac
z
2a
b b 2 4ac
b b 2 4ac
az bz c a(z
)(z
)
2a
2a
2

If b 2 4ac 0,

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

Or in polar coordinates,
az 2 bz c a(z r cos irsin )(z r cos irsin )
ITM, GURGAON

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

j1

zpj

cj

j1

zpj

Y(z) c 0
c0

Time domain

c
c'

z r cos irsin z r cos irsin

bzrsin dz(z r cos )

z2 (2rcos )z r2

Z-1
m

y(k) c 0 uimpulse(k) c j p kj-1 brksink drkcosk

j1

ITM, GURGAON

An Example
Z-Domain: Complex Poles
2

Time-Domain:
Exponentially Modulated Sin/Cos

1.5

z2 z
Y(z) 2
z 0.8z 0.64
k
k
y(k) 2 0.8k sin( ) 0.8k cos( )
3
3

0.5

-0.5

-1

10

12

14

16

ITM, GURGAON

18

20

Poles Everywhere

ITM, GURGAON

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

ITM, GURGAON

Change Angles
1

1
0.8

0.8

0.6

0.8

0.4

0.6

0.2

0.4
0.2

0.6
0.4

-0.2

-0.4

-0.2

0.2

-0.6

-0.4

-0.8

-0.2

-1

-0.6
0

10

15

-0.8
-1

-0.4

-1

15

0.8

-0.8

10
1

-0.6

0.6

10

0.4

15

0.2

0.8

0.6

-0.2

0.4

-0.4

0.2

-0.6

Im

0
-0.2
-0.4

-0.8
-1

10

15

-0.6
-0.8
-1

10

0.8

15

0.8

0.6

0.6

0.4
0.2

0.4

0.2

-0.2

-0.4

-0.2

-0.6

-0.4

-0.8

-0.6

-1

-0.8
-1

10

10

15

15

1
0.8

-0.9

0.6
0.4
0.2
0

0.9

Re

1
0.8
0.6
0.4
0.2

-0.2

-0.4

-0.2

-0.6

-0.4

-0.8
-1

-0.6
0

10

-0.8

15

-1

ITM, GURGAON

10

15

Changing Absolute Value

1

0.8

0.8
0.6

0.4

0.8

0.2

0.6

0.6
0.4
0.2
0

0.4

0.2

-0.2

-0.4

-0.4

-0.6

-0.2

-0.8

-0.8

-0.4

-1

-1

10

-0.2

-0.6

3
0

10

15

-0.6

15

-0.8
-1

10

15

12

-1

10

1
0.8

Im

0.6
0.4
0.2
0

-2

-0.2

-3

-0.4

10

12

-0.6
-0.8
-1

10

15

Re
1

-2

-4

-6

ITM, GURGAON

10

12

14

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)
ITM, GURGAON

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 c j
If more than one real pole is 1, the signal does not
converge (e.g. the ramp signal)
-1

z
y(k) c 0 uimpulse(k) c j p kj-1 br k sin k dr k cos k (1 z1)2
m

j1

ITM, GURGAON

An Example
2z
z
3z

z 1 z 0.5 z 0.9
u(k) 2 0.5k 3 (0.9)k

U(z)

6
5

converge to 2

4
3
2
1
0
-1

10

20

30

40

ITM, GURGAON

50

60

Final Value Theorem

Enable us to decide whether a
system has a steady state error (yssrss)

ITM, GURGAON

Final Value Theorem

Theorem: If all of the poles of (1 z )Y ( z ) lie within the unit circle, then
uuu
r y (k ) z lim
uuu
r1 ( z 1)Y ( z )
k lim
0
-0.05
-0.1
y(k)

0.11z
0.11z
Y ( z) 2

z 1.6 z 0.6 ( z 1)( z 0.6)

0.11z
( z 1)Y ( z ) |z 1
|z 1 0.275
z 0.6

-0.15
-0.2
-0.25
-0.3
-0.35
0

10

15

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

unit circle, y(k) does not converge!
ITM, GURGAON

What Can We Infer from TF?

Almost everything we want to know
Stability
Steady-State
Transients
Settling time
Overshoot

ITM, GURGAON

Bounded Signals
5

5
a=0.4

a=0.9

-5
0

0.6

0.5

0
-0.5

0.4

-5
10 0

0.2

0
0

-1
1 0

a=-1.2

0.8

-0.5

5
a=-0.9

-5

5
a=-0.4

0.5

-5

a=1.2

-5

10

-5
10 0

5
15

10

-1
0

20

ITM, GURGAON

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
ITM, GURGAON

Limit Cycle
Output constrained,
But oscillating
Bad!
Imagine CPU utilization
Constantly switching from
1 to 0, 0 to 1,

Solution: make sure the system works in a linearized operating region

ITM, GURGAON

Are these BIBO?

Unity

y(k+1) = 1

P Controller

y(k+1) = KP u(k)

Integrator

y(k+1) = y(k) + u(k)

I Controller

y(k+1) = y(k) + KI u(k)

M/M/1/K

y(k+1) = 0.49y(k) +
0.033u(k)

Mystery

y(k+1) = -1.3y(k) + 2.3u(k)

ITM, GURGAON

Better Way to Decide BIBO or

NOT
Theorem:
A system G(z) is BIBO stable iff all the poles of G(z) are inside the
unit circle.
System

Time domain Eq

Transfer Function

Poles

Unity

y(k+1) = 1

G(z) = 1

N/A

P
Controller

y(k+1) = KP u(k)

G(z) = KP

N/A

Integrator

y(k+1) = y(k) + u(k)

G(z) = 1/(z-1)

z=1

I
Controller

y(k+1) = y(k) + KI u(k)

G(z) = KI/(z-1)

z=1

M/M/1/K

y(k+1) = 0.49y(k) +
0.033u(k)

G(z) = 0.033/(z0.49)

z=
0.49

Mystery

y(k+1) = -1.3y(k) +
2.3u(k)

G(z) = 2.3/(z+1.3)

z=
-1.3

ITM, GURGAON

Example
u (k)=0.8k

Z
U(z)

1
1 0.8z1

LTI: y(k)=0.4y(k-1)+0.6u(k-1)

y (k)?

Z
Y(z) 0.4z1Y(z) 0.6z1U(z)

0.6z1
0.6z-1
Y(z)
U(z)
1
1 0.4z
(1- 0.4z-1)(1- 0.8z-1)
Y(z)
0.6
G(z)

U(z) z 0.4

BIBO? only one pole at 0.4, so BIBO!

ITM, GURGAON

Steady State Gain

yss

ITM, GURGAON

Steady-State Gain Contd

Which value does the output
converges to when the input is an
unit step signal?
First of all, it has to converge

Final Value
Theorem

yss limy(k) lim(z 1)Y(z)

k

z1

z
lim(z 1)G(z)
z1
z 1
limzG(z)
z1

G(1)

Unit Step
Input
ITM, GURGAON

More General Cases

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

Z
b1z1 ... b mzm
Y(z)
U(z)
1
n
1 a1z ... a n z

yss

z=
11 ... b m
b
1 a1 ... a n
ITM, GURGAON

Transfer
Function

Example
u (k)=1

Z
U(z)

1
1 z1

LTI: y(k)=0.4y(k-1)+0.6u(k-1)

y (k)?

Z
Y(z) 0.4z1Y(z) 0.6z1U(z)

0.6z1
0.6z-1
Y(z)
U(z)
1
1 0.4z
(1- 0.4z-1)(1- z-1)
Y(z)
0.6
G(z)

U(z) z 0.4
Yss? G(1)=1, so yss=1
ITM, GURGAON

System Orders
System Order = Number of Poles
The higher the system order is, the
more complex the system behavior
is
Some poles are more important than
others
Why?
If |pi|<|pj|,|pi/pj|k-1 approaches 0 when k
is large (pik-1 converges faster than pjk-1)
m

y(k) c 0 uimpulse(k) c j p kj-1

j1

ITM, GURGAON

Overshoot and Setting Time

If not all poles are positive real
numbers, overshoot may happen
Easy to figure out when the system is
first order
For higher order systems, approximation
to first order systems works under
certain conditions

Setting time
First order system
Higher order systems
ITM, GURGAON

ks

4
ln| p|

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 u(0)s absolute
value
| p| 0.02
k

kln| p| ln0.02 3.912

4
k
ln| p|

Remember
This!
p 0.7
4
4
k

11
ln| 0.7| 0.36

0.9
0.8

y(k)=0.7k

0.7
0.6
0.5
0.4
0.3

y(11)=0.0198

0.2
0.1
0

ITM, GURGAON

10

12

Examples: Positive Pole

1

0.1
z 0.9

0.8
0.6
0.4
0.2
0

10

15

20

25

30

0.09
(z 0.9)(z- 0.1)

0.8
0.6
0.4
0.2
0

10

15

20

25

30

1
0.8

0.07
(z 0.9)(z- 0.3)

0.6
0.4
0.2
0

10

15

20

25

30

1
0.8

0.063
(z 0.9)(z- 0.3)(z- 0.1)

0.6
0.4
0.2
0

10

15

20

25

30

ITM, GURGAON

Dominant
Pole: 0.9

Examples: Negative Pole

2

1.5

1.9
z 0.9

1
0.5
0

10

15

20

25

30

2
1.5

1.71
(z 0.9)(z- 0.1)

1
0.5
0

10

15

20

25

30

2
1.5
1
0.5
0

10

15

20

25

30

1.33
(z 0.9)(z- 0.3)

2
1.5

1.197
(z 0.9)(z- 0.3)(z- 0.1)

1
0.5
0

10

15

20

25

30

ITM, GURGAON

Dominant
Pole: -0.9

Dominant Pole
We can approximate a high-order
system with a first-order system with
the dominant pole of the high-order
system
IF the dominant pole DOES exist
Can give a pretty good estimation of
settling time
Can give a reasonable estimate of the
maximum overshoot

Some high-order systems do not

have dominant pole! for example
ITM, GURGAON

No Dominant Pole
Step Response

pole=-0.9

pole=-0.7
poles=-0.9, -0.7

Amplitude

2
1
0
-1
-2
-3

10

15

20

25

30

35

40

Time (sec)

ITM, GURGAON

45

50

Dominant Pole Contd

If there is a dominant pole, it must
be the pole with the maximum
magnitude
The largest pole should have at least
twice the magnitude of the other poles!

If the dominant pole is real (p), the

high-order system can be
approximated by a first-order system
G'(z)

G(1)(1 p')
z p'

ITM, GURGAON

4
ks
ln| p'|

Summary
Signals/Systems

An LTI system can be specified by

Difference equation
Unit impulse response
Transfer function

If one is known, how to get the other two?

Characterize a signal with Z-transform

Z-domain (poles) -> Time domain (convergence,

etc.)

Characterize a system with Transfer function

BIBO stability
Steady-State Gain
Transients: overshoot, settling time
If there exists a dominant pole

ITM, GURGAON