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DIGITAL SIGNAL PROCESSING

Chapter 5: Z-TRANSFORM AND ITS
APPLICATIONS TO THE ANALYSIS OF LTI SYSTEMS
Reference:
S J.Orfanidis, Introduction to Signal Processing, Prentice Hall , 1996,ISBN 0-13-209172-0
M. D. Lutovac, D. V. Toi, B. L. Evans, Filter Design for Signal Processing Using MATLAB
and Mathematica, Prentice Hall, 2001
Lectured by Assoc. Prof. Dr. Thuong Le-Tien
National Distinguished Lecturer
Tel: 08-38654184; 0903 787 989
Email: ThuongLe@hcmut.edu.vn,
ThuongLe@yahoo.com
Dated on Oct 2013
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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
3
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)
X(z) = +x(-2)z
2
+ 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.
( ) ( )

=
=

=
n
n
n
z n x z X
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Z-transform of the transfer function h(n):
Example:
(a) h = {h
0
, h
1
, h
2
, h
3
} = {2,3,5,2}
(b) h = {h
0
, h
1
, h
2
, h
3
, h
4
} = {1,0,0,0,-1}
Their Z-transform
a) H(z)= h
0
+ h
1
z
-1
+ h
2
z
-2
+ h
3
z
-3
= 2 + 3z
-1
+ 5z
-2
+ 2z
-3
b) H(z)= h0 + h
1
z
-1
+ h
2
z
-2
+ h
3
z
-3
+ h
4
z
-4
=
1 - z
-4
( ) ( )

=
=

=
n
n
n
z n h z H
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Z-transform has the three most important
properties that facilitate the analysis and
synthesis of linear systems
* Linearity property
* Delay property
* Convolution property
( ) ( ) ( ) ( ) z X a z X a n x a n x a
2 2 1 1
Z
2 2 1 1
+ +
( ) ( ) ( ) ( ) z X z D n x z X n x
D Z Z

( ) ( ) ( ) ( ) ( ) ( ) z H z X z Y n x * n h n y = =
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Example: Two filters of the above filters can be written
in the following closed forms
(a) h(n) = 2o(n) + 3o(n-1) + 5o(n-2) + 2o(n-3)
(b) h(n) = o(n) - o(n-4)
Their transfer functions can be obtained using the
linearity and delay properties.
z-transfrom of o(n) is unity.
( ) ( ) ( ) 1 z 0 z n n
0
n
n
n Z
= =

=
=

o o o
( )
( )
( ) ,... 1 . 3
, 1 . 2
, 1 . 1
3 3
2 2
1 1



=
=
=
z z n
z z n
z z n
Z
Z
Z
o
o
o
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Example: using the unit step identity u(n)-u(n-1)=o(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) = o(n)
( ) ( ) ( ) ( ) ( ) ( )
1
1 Z
z 1
1
z X 1 z X z z X n 1 n x n x

= = = o
( ) ( ) ( ) ( )
3 2 1 Z
z 2 z 5 z 3 2 3 n 2 2 n 5 1 n 3 n 2

+ + + + + + o o o o
( ) ( ) ( ) ( )
4 Z
z 1 z H 4 n n n h

= = o o
(b) x(n)-x(n-1)=-u(-n-1)+u(-(n-1)-1)= u(-n)-u(-n-1)=o(-n)
( ) ( ) ( ) ( ) ( ) ( )
1
1 Z
z 1
1
z X 1 z X z z X n 1 n x n x

= = = o
7
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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}
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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
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.
( ) ( )
)
`

= = e =

=
=

n
n
n
z n x z X C z ROC
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Example, a causal signal:
x(n)=(0.5)
n
u(n)={1,0.5,0.5
2
,}
Using the infinite geometric series formula
Which is valid for ,x, < 1 and diverges otherwise
The convergence of the geometric series requires:
Then, ROC={zeC,,z,>0.5} outside the circle of radius 0.5
( ) ( )
x 1
1
x z 5 . 0 z X
0 n
n
0 n
n
1

= = =


=

( )
5 . 0 z
z
z 5 . 0 1
1
z X
1

=

5 . 0 z 1 z 5 . 0 x
1
> < =

x 1
1
x ... x x x 1
0 n
n 3 2

= = + + + +

=
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Example for an anticausal signal x(n)=-(0.5)
n
u(-n-1)
Convergence with ,x, < 1 and diverges otherwise
Let x=0.5z
-1
,
The same result as the causal case except the ROC
x 1
x
x ... x x x
1 m
m 3 2

= = + + +

=
( ) ( ) ( )


=

= = =
1 m
1
1
m
1 m
m
1

z 5 . 0 1
z 5 . 0
x 1
x
x z 5 . 0 z X
( )
1
z 5 . 0 1
1
5 . 0 z
z
z X

=
( ) ( ) ( ) ( ) ( ) ( )


=

= = =
1 m
m
1
1
n
n
1
1
n
n
n
z 5 . 0 z 5 . 0 z 5 . 0 z X
12
5 . 0 z 1 z 5 . 0 x
1
< < =

{ } 5 . 0 z C z ROC < e =
( ) ( )
( ) ( )
5 . 0 z : ROC where
,
5 . 0 1
1
1 5 . 0
5 . 0 z : ROC where
,
5 . 0 1
1
5 . 0
1
1
<


>

z
n u
z
n u
Z
n
Z
n
( )
( ) a z : ROC where ,
az 1
1
1 n u a
a z : ROC where ,
az 1
1
n u a
1
Z n
1
Z n
<

>

To summarize, the z-transform

Generally
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Example:
( )
( )
( ) ( )
( ) ( ) 1 z where ,
1
1
1 1
1 z where ,
1
1
1
1 z where ,
1
1
1
1 z where ,
1
1
1
1
1
1
<
+

>
+

<

>

z
n u
z
n u
z
n u
z
n u
Z
n
Z
n
Z
Z
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Example: determine z-transforms and ROCs
| |
( ) | | { }
| |
( ) ,...} 0 , 1 , 0 , 1 , 0 , 1 , 0 , 1 , 0 , 1 , 0 , 1 {
2
n
cos x(n) 6.
u(n) (-0.8) u(n) (0.8)
2
1
x(n) 5.
,... 0 , 1 , 0 , 1 , 0 , 1 , 0 , 1 u(n) 1 u(n)
2
1
x(n) 4.
10) - u(n - u(n) (-0.8) x(n) 3.
u(n) (-0.8) x(n) 2.
10) - u(n x(n) 1.
n n
n
n
n
=
|
.
|

\
|
=
+ =
= + =
=
=
=
n u
t
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Solve
(1) Delay property: ROC ,z, > 1.
(2)
(3) x(n) = (-0.8)
n
u(n) - (-0.8)
10
(-0.8)
n -10
u(n-10))
Using the finite geometric series
( ) ( )
( )
1
10 10
1
10
10
1
z 8 . 0 1
z 8 . 0 1
z 8 . 0 1
z
8 . 0
z 8 . 0 1
1
z X

+

=
+

+
=
x 1
x 1
x ... x x 1
N
1 N 2

= + + + +

( ) ( )
1
10
10
z 1
z
z U z z X

= =
( ) 8 . 0 8 . 0 z : ROC with ,
8 . 0 1
1
1
= >
+
=

z
z X
( )
( )
1
10 10
1
10 10
9 9 2 2 1
z 8 . 0 1
z 8 . 0 1
az 1
z a 1
z a ... z a az 1 z X

+

=

= + + + + =
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(4) ROC ,z, > 1.
(5)
ROC |z|>0.8
(6)
( )
2 1 1
z 64 . 0 1
1
z 8 . 0 1
1
z 8 . 0 1
1
2
1
z X

=
(

+
+

=
( ) | | | | ) n ( u a ) n ( u a
2
1
) n ( u e ) n ( u e
2
1
n u
2
n
cos ) n ( x
n * n 2 / n j 2 / n j
+ = + =
|
.
|

\
|
t
=
t t
( )
2 1 1
1
1
1
1
1
1
2
1

=
(

+
+

=
z z z
z X
a=e
jt/2
=j and a*=e
-jt/2
=-j
.
( )
2 1 1
z 1
1
jz 1
1
jz 1
1
2
1
z X

+
=
(

+
+

=
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3. Causality and Stability
*Causal case:
The common ROC of all terms:
Anticausal case
ROC
( ) ( ) ( ) ... 1 n u p A 1 n u p A n x
n
2 2
n
1 1
=
2 1
p z , p z < <
( ) ( ) ( ) ... n u p A n u p A n x
n
2 2
n
1 1
+ + =
( ) ...
z p 1
A
z p 1
A
z X
1
2
2
1
1
1
+

=

2 1
p z , p z > >
i
i
p max z >
i
i
p z min <
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Example:
Find the Z-Transform and possible convergence region
x(n) = (0.8)
n
u(n) + (1.25)
n
u(n)
A system is said to be stable if its ROC contains the unit circle
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4 Frequency Spectrum
Discrete time Fourier transform - DTFT
The evaluation of the z-transform on the unit circle:
Frequency response H(e) of a linear system h(n) with
transfer function H(z):
( ) ( )

=
=

=
n
n
n j
e n x X
e
e
0
j
e z
e
=
( ) ( ) ( ) ( ) e
e
e
X e n x z n x z X
n
n
n j
n
n
n
e z
j
= = =

=
=

=
=

=
( ) ( )

=
=
e
= e
n
n
n j
e n h H
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Digital frequency:
Nyquist interval [-f
s
/2, f
s
/2] -t < e < t
Fourier spectrum of signal x(nT) periodic
replication of the original analog spectrum at
multiples of f
s
.
( ) ( )
e
=
= e
j
e z
z H H
s
f
f 2t
= e
( ) ( )

=
t
=
n
f / jfn 2
^
s
e nT x f X
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Example
( ) ( ) e e
t
=
}
t
t
e
d e X
2
1
n x
n j
( ) ( )

=
t
t
e e
t
=
n
2 2
d X
2
1
n x
( ) ( ) df e f X
f
1
n x
S
S
S
f
f
f / jfn 2
S
}

t
=
( ) < < =
e
n - , e n x
n j
0
( ) ( )

=
t e e o t = e
m
0
m 2 2 X
INVERSE
DTDT
Parseval
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Zeros and Poles of X(z) or H(z), on the z-
plane, effect on the spectrum of X(e) or H(e).
Example, consider a function has one pole
z = p
1
and one zero z = z
1
.
( )
1
1
1
1
1
1
p z
z z
z p 1
z z 1
z X

( ) ( )
1
j
1
j
1
j
1
j
p e
z e
X
p e
z e
X

=
e
e
e
e
e e
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GEOMETRIC INTERPRETATION OF FREQUENCY SPECTRUM
Example: A causal complex sinusoid
25
( )
( )
( )
( )
1 -
M
M
1 -
2
2
1 -
1
1
1 -
M
1 -
2
1 -
1
z p - 1
A
...
z p - 1
A
z p - 1
A
) z p - (1 ) z p - (1 ) z p - (1
z N
z D
z N
z X
+ + + =
.
= =
( ) ( ) | |
( )
( )
1
1
p z
i j
1
j
p z
1
i i
z p 1
z N
z X z p 1 A
=
=

(
(
(

= =
[
Inverse Z-transform
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( )
( )( )
1 1
1
2 1
1
z 25 . 1 1 z 8 . 0 1
z 05 . 2 2
z z 05 . 2 1
z 05 . 2 2
z X

=
+

=
( )
1
2
1
1
2 1
1
z 25 . 1 1
A
z 8 . 0 1
A
z z 05 . 2 1
z 05 . 2 2
z X

=
+

=
( ) ( ) | |
( ) ( ) | | 1
z 8 . 0 1
z 05 . 2 2
z X z 25 . 1 1 A
1
8 . 0 / 25 . 1 1
8 . 0 / 05 . 2 2
z 25 . 1 1
z 05 . 2 2
z X z 8 . 0 1 A
25 . 1 z
1
1
25 . 1 z
1
2
8 . 0 z
1
1
8 . 0 z
1
1
=
(

= =
=

=
(

= =
=

Example:
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Partial Fraction (PF)
( )
( )
( )
( )
1 -
M
1 -
2
1 -
1
1 -
M
1 -
2
1 -
1
z p - 1 z p - 1 z p - 1

) z p - (1 ) z p - (1 ) z p - (1
M 2 1
0
A
...
A A
A
z N
z D
z N
z X
+ + + + =
.
= =
( )
0 z
0
z X A
=
=
( )
( )
( )
( ) ( ) ( )
( )
( )
( )
( ) z D
z R
z Q
z D
z R z D z Q
z D
z N
z X + =
+
= =
27
28
Example: Compute all possible inverse Z-transform and stability
feature of the function
Inverted causal, stable:
Inverted anti-causal, unstable:
Solution
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Example:
Find possible
inverse Z-transform
Solution:
Four poles devide the z-plane into
four ROC regions