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The z-transform

The z-transform for DT signals is the counterpart of the Laplace


Transform for CT signals.
The z-transform of a sequence x(n) is dened as:
Bilateral Z-Transform: X(z) =
+

n=
x(n)z
n
Unilateral Z-Transform: X(z) =
+

n=0
x(n)z
n
where z is a complex variable.
The two are the same if x(n) = 0 for n < 0.
X(z) is a function of a complex variable.
We use the following notations to indicate the relationship
between x(n) and X(z):
X(z) Z{x(n)}
x(n)
z
X(z)
1
Region of Convergence
There is no guarantee that the z-transform would converge for
all values of z, or for all sequences.
For a given sequence x(n), the range of values of z for which
X(z) converges is called the Region of Convergence (ROC).
The requirement for convergence is |X(z)| <
|X(z)| = |
+

n=
x(n)z
n
|

n=
|x(n)z
n
|

n=
|x(n)|.|z|
n
Therefore, for convergence
+

n=
|x(n)|.|z|
n
<
This means that convergence depends only on |z|
If we express the complex variable z as
z = re
j
then it follows that the ROC will only depend on r.
2
Region of Convergence (2)
If we consider z = re
j
, then
|X(z)| =

n=
x(n)r
n
e
jn

n=

x(n)r
n
e
jn

n=

x(n)r
n

Thus, to nd the ROC of X(z), we should nd the range of


values of r for which the the sequence x(n)r
n
is absolutely
summable.
|X(z)|
1

n=

x(n)r
n

n=0

x(n)
r
n

|X(z)|

n=1
|x(n)r
n
| +

n=0

x(n)
r
n

If X(z) converges for some region in the complex plane, then


both terms of the above expression must be nite in that region.
If the rst part converges, it would only converge for values of
r smaller than some value r
1
, where r
1
< . Thus the ROC for
the rst part is a disc of radius r
1
.
Similarly, if the second part converges, then it would only be for
values of r greater than some r
2
, where r
2
< . Thus the ROC
for the second part is an annulus (all points outside a disc of
radius r
2
.
For both parts to converge, the value of r should be such that
r
2
<r <r
1
. If r
2
>r
1
, it is not possible for both parts to converge,
and X(z) does not converge.
3
Region of Convergence (3)
The ROC can therefore be a ring, a disk, or an annulus in the
z-plane. For some cases, however it can be the entire z-plane.
(i.e. when r
2
= 0 and r
1
= ).
4
Example 1
Consider x(n) = a
n
u(n)
X(z) =
+

n=
a
n
u(n)z
n
=
+

n=0
_
a
z
_
n
For convergence,
+

n=0

a
z

n
<
or

a
z

< 1
Therefore, if |a| <|z|, the z-transform converges.
X(z) =
1
1a/z
=
z
z a
ROC: |z| >|a|
X(z) has a zero at z = 0 and a pole at z = a
5
Example 2
Consider x(n) =a
n
u(n1)
X(z) =
+

n=
a
n
u(n1)z
n
=
1

n=
a
n
z
n
=

n=1
a
n
z
n
= 1

n=0
(z/a)
n
For convergence,

z
a

< 1
or |z| <|a|
Therefore, if |z| <|a|, the z-transform converges.
X(z) = 1
1
1z/a
=
z
z a
ROC: |z| <|a|
X(z) has a zero at z = 0 and a pole at z = a
6
Example 3
Consider x(n) =
_
1
3
_
n
u(n)
_
1
2
_
n
u(n1)
Let X(z) = X
1
(z) +X
2
(z)
X
1
(z) =
z
z+1/3
ROC: |z| >
1
3
X
2
(z) =
z
z1/2
ROC: |z| <
1
2
Therefore
X
(
z) =
z
z +1/3
+
z
z 1/2
=
2z(z 1/12)
(z +1/3)(z 1/2)
ROC:
1
3
<|z| <
1
2
X(z) has two zeros at z = 0, z = 1/12 and two poles at
z =1/3 and z = 1/2
Im
Re
7
Properties of the ROC
8
Properties of the ROC(2)
1. ROC is a ring, disk or an annulus in the z-plane centered
at the origin. 0 r
R
<|z| < r
L

2. ROC cannot contain any poles of X(z)


3. ROC must be a connected region.
4. If x(n) is a nite duration sequence,
(i.e. x(n) 0 for < N
1
n N
2
< ),
then the ROC is the entire z-plane except possibly z = 0 or
z =
5. If x(n) is a right sided sequence,
(i.e. x(n) = 0 for n N
1
< ),
then the ROC extends outwards from the pole with the
largest magnitude to z = , possibly including z =
6. If x(n) is a left sided sequence,
(i.e. x(n) = 0 for n > N
1
> ),
then the ROCextends inwards fromthe pole with the smallest
magnitude to z = 0, possibly including z = 0
7. If x(n) is a two sided sequence, (a sequence of innite
duration)
(i.e. x(n) 0 for n ),
then the ROC is a ring, bounded by two poles.
9
Properties of the Z-Transform
1. Linearity
If
x
1
(n)
z
X
1
(z) ROC: R
x1
x
2
(n)
z
X
2
(z) ROC: R
x2
then
x
1
(n) +x
2
(n)
z
X
1
(z) +X
2
(z) ROC: R
x1
R
x2
The new ROC is the intersection of the ROCs of X
1
(z) and
X
2
(z).
2. Time shift
x(nn
0
)
z
z
n
0
X(z) ROC: R
x
The new ROC will not include z = 0 (if n
0
> 0) or
z = (if n
0
< 0).
3. Multiplication by an exponential sequence
z
n
0
x(n)
z
X(z/z
0
) ROC: |z
0
|R
x
Note that the result is scaling in the z-domain. The ROC is
also scaled by a factor |z
0
|.
10
Properties of the Z-Transform
4. Time Reversal
x(n)
z
X(1/z) ROC: 1/R
x
The new ROC is the inverse of the previous ROC.
5. Differentiation
nx(n)
z
z
dX(z)
dz
ROC: R
x
The new ROC may have z = 0 or z = added or deleted.
6. Complex conjugation
x

(n)
z
X

(z

) ROC: R
x
7. Convolution
x
1
(n) x
2
(n)
z
X
1
(z)X
2
(z) ROC: R
x1
R
x2
8. Initial value theorem
If x(n) = 0 for n < 0
x(0) = lim
z
X(z)
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Common z-transforms
Sequence Transform ROC
(n) 1 All z
u(n)
1
11/z
|z| > 1
u(n1)
1
11/z
|z| < 1
(nm) z
m
All z except 0 (if m > 0)
or (if m < 0)
a
n
u(n)
1
1a/z
|z| >|a|
a
n
u(n1)
1
1a/z
|z| <|a|
na
n
u(n)
a/z
(1a/z)
2
|z| >|a|
na
n
u(n1)
a/z
(1a/z)
2
|z| <|a|
cos(
0
n)u(n)
1z
1
cos
0
12z
1
cos
0
+z
2
|z| > 1
sin(
0
n)u(n)
z
1
sin
0
12z
1
cos
0
+z
2
|z| > 1
a
n
cos(
0
n)u(n)
1az
1
cos
0
12az
1
cos
0
+a
2
z
2
|z| >|a|
sin(
0
n)u(n)
az
1
sin
0
12az
1
cos
0
+a
2
z
2
|z| >|a|
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Inverse z-transform
Finding the inverse z-transform can be done in several ways.
1. Inspection method
2. Partial fraction method
3. Power series expansion method
4. Contour integration method
Inspection method
In the inspection method, we use table lookup. This requires
recognizing transform pairs in a table such as the one shown in
page 12.
For example, we know that
a
n
u(n)
z

1
1a/z
ROC: |z| >|a|
Now, if we have
X(z) =
1
11/3z
ROC : |z| > 1/3
we can deduce that
x(n) =
_
1
3
_
n
u(n)
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Partial Fraction Method
If inspection method is not readily applicable (i.e. particular X(z)
is not simple and not in the table), we can nd the inverse
z-transform in two steps:
1. Obtain an expression for X(z) as a sum of simpler terms
using partial fraction expansion
2. Find the inverse z-transform of the individual terms using
inspection method.
To use partial fractions, X(z) must be a proper rational function
of the form
X(z) =
B(z)
A(z)
=
b
0
+b
1
z
1
+. . . +b
M
z
M
1+a
1
z
1
+. . . +a
N
z
N
where a
N
0 and M < N. This means that the number of zeros
is less than the number of poles.
An improper rational function (MN) can always be expressed
as the sum of a polynomial and a proper rational function.
X(z) =
B(z)
A(z)
= c
0
+c
1
z
1
+. . . +c
MN
z
M+N
+
B
1
(z)
A(z)
If a proper rational function X(z) has all distinct (different) poles
p
1
, p
2
, . . . , p
N
, then we seek a partial fraction expression of the
form
X(z) =
A
1
1p
1
z
1
+
A
2
1p
2
z
1
+. . . +
A
N
1p
N
z
1
or of the form
X(z)
z
=
A
1
z p
1
+
A
1
z p
2
+. . . +
A
N
z p
N
14
The constants A
1
, A
2
, . . . , A
N
can be determined using the normal
technique. i.e.
A
k
=
(z p
k
)X(z)
z

z=p
k
= (1p
k
z
1
)X(z)

z=p
k
If all the poles are not distinct, then the form of the above partial
fraction expression should be slightly modied.
If a pole z = p
k
has multiplicity m, then
X(z)
z
= . . . +
A
k1
z p
k
+
A
k2
(z p
k
)
2
+. . . +
A
km
(z p
k
)
m
+. . .
Example:
X(z) =
1+2z
1
+z
2
1+
3
2
z
1
+
1
2
z
2
ROC: |z| > 1
=
1+2z
1
+z
2
(1
1
2
z
1
)(1z
1
)
We note that X(z) has a zero at z =1 and two poles at z =1/2
and z = 1
Using partial fractions
X(z) = c
0
+
A
1
(1
1
2
z
1
)
+
A
2
1z
1
We can show that c
0
= 2, A
1
=9, and A
2
= 8
X(z) = 2
9
(1
1
2
z
1
)
+
8
1z
1
15
Since the ROCis an annulus, x(n) must be a right sided sequence.
Let x(n) = x
1
(n) +x
2
(n) +x
3
(n)
Sequences x
1
(n), x
2
(n) and x
3
(n) must all be right sided.
From table lookup
2
z
2(n)
9
1
1
2
z
1
z
9
_
1
2
_
n
u(n)
8
1z
1
z
8u(n)
Therefore
x(n) = 2(n) 9
_
1
2
_
n
u(n) +8u(n)
Since X(z) has one zero at z =1 and two poles at z =1/2 and
z =1, it is possible for X(z) to have three regions of convergence.
1. |z| > 1 (ROC is an annulus)
In this case, x(n) is a right sided sequence.
x(n) = 2(n) 9
_
1
2
_
n
u(n) +8u(n)
2. |z| <
1
2
(ROC is a disc)
In this case, x(n) is a left sided sequence.
x(n) = 2(n) +9
_
1
2
_
n
u(n1) 8u(n1)
3.
1
2
<|z| < 1 (ROC is a ring)
In this case, x(n) is a two sided sequence.
x(n) = 2(n) 9
_
1
2
_
n
u(n) 8u(n1)
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Power Series Method
If X(z) is given as a power series in the form
X(z) =
+

n=
x(n)z
n
= . . . +x(2)z
2
+x(1)z +x(0) +x(1)z
1
+x(2)z
2
+. . .
we can determine any particular value of x(n) at n =k (i.e. x(k)),
by nding the coefcient of the appropriate power, i.e. z
k
.
Example
Let
X(z) = z
2
(1
1
2
z
1
)(1z
1
)(1z
1
)
= z
2

1
2
z 1+
1
2
z
1
By inspection we can say that
x(n) =
_

_
1 n =2

1
2
n =1
1 n = 0
1
2
n = 1
0 otherwise
or
x(n) = (n+2)
1
2
(n+1) (n) +
1
2
(n1)
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Contour Integration Method
The inverse z-transform is given by the contour integral
x(n) =
1
2j

C
X(z)z
n1
dz
where C is a counterclockwise closed contour in the ROC of
X(z) encircling the origin of the z-plane.
From Cauchys Residue Theorem,
x(n) =

_
Residues of X(z)z
n1
at poles inside C
_
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System Function of an LTI System
We have seen that the output of an initially relaxed LTI system
to an input x(n) is given by
y(n) = x(n) h(n)
Using the convolution property of the z-transform, we can express
this relationship as
Y(z) = X(z)H(z)
where Y(z) is the z-transform of y(n), X(z) is the z-transform of
x(n), and H(z) is the z-transform of h(n).
If we know x(n) and h(n), we can determine X(z) and H(z),
multiply themto obtainY(z), and then take the inverse z-transform
to determine y(n).
Alternatively, if we know x(n) and can observe the output y(n),
then we can determine H(z) using
H(z) =
Y(z)
X(z)
and then nd h(n) as the inverse z-transform of H(z).
H(z) is called the system transfer function or simply the system
function of the system, and is related to the unit impulse response
of the system by
H(z) =

n=
h(n)z
n
H(z)
z
h(n)
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If a system is described by the difference equation
y(n) =
N

k=1
a
k
y(nk) +
M

j=0
b
j
x(n j)
then we can obtain the system function directly by taking the
z-transform:
Y(z) =
N

k=1
a
k
Y(z)z
k
+
M

j=0
b
j
X(z)z
j
Y(z)
_
1+
N

k=1
a
k
z
k
_
= X(z)
_
M

j=0
b
j
z
j
_
H(z) =
Y(z)
X(z)
=

M
j=0
b
j
z
j
1+

N
k=1
a
k
z
k
Example:
Consider the system described by the difference equation
y(n) =
1
2
y(n1) +2x(n)
By taking the z-transform of the difference equation, we get
Y(z) =
1
2
Y(z)z
1
+2X(z)
H(z) =
Y(z)
X(z)
=
2
1
1
2
z
1
The system has a pole at z =
1
2
and a zero at the origin.
By taking the inverse z-transform of H(z), we get the impulse
response of the system:
h(n) = 2(
1
2
)
n
u(n)
20
CAUSALITY AND STABILITY
Causality:
As dened earlier, for a causal system
h(n) = 0 for n < 0
We have also seen that the ROC of the z-transform of a causal
sequence is an annulus. Therefore we conclude that a LTI is
causal if and only if the ROC of the system function H(z) is an
annulus, including the point z = .
Stability:
We recall that the condition for BIBO stability of a LTI system is

n=
|h(n)| <
This is identical to the condition

n=

h(n)z
n

< for |z| = 1


or
|H(z)| < for |z| = 1
Therefore, a LTI system is stable if and only if the ROC of its
system function includes the unit circle in the z-plane.
Note: The conditions for causality and stability are different,
and one does not imply the other.
21
Example
The system function of a LTI system is given by
H(z) =
34z
1
13.5z
1
+1.5z
2
=
1
1
1
2
z
1
+
2
13z
1
Specify the ROC and determine h(n) of the system if it is (a)
stable, (b) causal, and (c) anticausal.
The system has poles at z =
1
2
and z = 3.
Case (a):
The system is stable. Therefore, the ROC must include the unit
circle. Hence ROC is
1
2
<|z| < 3. Therefore
h(n) =
_
1
2
_
n
u(n) 2 (3)
n
u(n1)
Note that the system is not causal.
Case (b):
The system is causal. Therefore, the ROC must be an annulus.
Hence ROC is |z| > 3. Therefore
h(n) =
_
1
2
_
n
u(n) +2 (3)
n
u(n)
System is not stable as the ROC does not include the unit circle.
Case (c):
The systemis anticausal. Therefore h(n) is a left sided sequence
and the ROC must be a disc. Hence ROC is |z| <
1
2
. Therefore
h(n) =
_
1
2
_
n
u(n1) 2 (3)
n
u(n1)
System is not stable as the ROC does not include the unit circle.
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