Math Transform Methods

Topic 04 : Z Transforms
Lectures 2733 : Z-Transforms
Dr Kieran Murphy
Department of Computing and Mathematics,
Waterford Institute of Technology.
(kmurphy@wit.ie)

Autumn Semester, 2014

Credits:
This module and these
notes were developed
by Dr Pardaig Kirwan
with only minor modifications on my part.

Outline
Discrete vs continuous functions.
Definition and properties of the Z-transform.
Convert a discrete function in time domain (t) to a function in z-domain, and back.
Solving constant linear, constant coefficient difference equations using Z-transforms.

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Sequences

Sequences

Lecture 27

The ztransform is the major mathematical tool for analysis in such topics as digital
control and digital signal processing.

Sequences
A sequence is a set of numbers formed according to some definite rule. For
example the sequence
{1, 4, 9, 16, 25, . . .}
is formed by the squares of the positive integers.
If we write
y1 = 1, y2 = 4, y3 = 9, . . .
then the general or nth term of the sequence is yn = n2 . The notations y(n) and y[n]
are also used sometimes to denote the general term. The notation {yn } is used as an
abbreviation for a whole sequence.

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Sequences

Sequences

Lecture 27

An alternative way of considering a sequence is to view it as being obtained by

sampling a continuous function. In the above example the sequence of squares can
be regarded as being obtained from the function
y(t) = t2
by sampling the function at t = 1, 2, 3, . . . as shown in Figure 1.

9
4
1
1

The notation y(n), as opposed to yn , for the general term of a sequence emphasizes
this sampling aspect. Here the sequence {2n } are the sample values of the
continuous function y(t) = 2t at t = 1, 2, 3, . . .
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Sequences

Sequences

Lecture 27

Defining a sequence
An alternative way of defining a sequence is as follows:
(i) give the first term y1 of the sequence
(ii) give the rule for obtaining the (n + 1)th term from the nth .
A simple example is
yn+1 = yn + d

y1 = a

where a and d are constants.

It is straightforward to obtain an expression for yn in terms of n as follows:
This sequence characterised by a constant difference between successive terms
yn+1 yn = d

n = 1, 2, 3, . . .

is called an arithmetic sequence.

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Sequences

Sequences

Lecture 27

Example 1
Calculate the nth term of the arithmetic sequence defined by
yn+1 yn = 2,

y1 = 9

Write out the first 4 terms of this sequence explicitly.

Suggest why an arithmetic sequence is also known as a linear sequence.

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Sequences

Sequences

Lecture 27

Nomenclature
The equation
yn+1 yn = d
is called a difference equation or recurrence equation or more specifically a first
order, constant coefficient, linear, difference equation.
The sequence whose nth term is
yn = a + (n 1)d
is the solution of for the initial condition y1 = a.
The coefficients are the numbers preceding the terms yn+1 and yn so are 1 and +1
respectively.
The classification first order for the difference equation follows because the
difference between the highest and lowest subscripts is (n + 1) (n) = 1.

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Sequences

Sequences

Lecture 27

Nomenclature
Now consider again the sequence
{yn } = {2n }
Clearly
yn+1 yn = 2n+1 2n = 2n
so the difference here is dependent on n i.e. is not constant. Hence the sequence
{2n } = {2, 4, 8, . . .} is not an arithmetic sequence.

Example 2
For the sequence yn = 2n calculate yn+1 2yn . Hence write down a difference
equation and initial condition for which {2n } is the solution.

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Sequences

Sequences

Lecture 27

Note
More generally it follows that
yn+1 Ayn = 0,

y1 = A

has solution sequence {yn } with general term

yn = An

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Sequences

Sequences

Lecture 27

A second order difference equation

Second order difference equations are characterised, as you would expect, by a
difference of 2 between the highest and lowest subscripts.
A famous example of a constant coefficient second order difference equation is
yn+2 = yn+1 + yn
The solution {yn } is a sequence where every term is the sum of the two preceding
ones.

Example 3
What additional information is needed if the above difference equation is to be
solved?

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Sequences

Sequences

Lecture 27

Example 4
Find the first 6 terms of the solution sequence of
yn+2 = yn+1 + yn
for each of the following sets of initial conditions
(a) y1 = 1, y2 = 3
(b) y1 = 1, y2 = 1

Fibonacci Sequence
The sequence {1, 1, 2, 3, 5, 8, 13, . . .} is a very famous one; it is known as the
Fibonacci Sequence. It follows that the solution sequence of the difference equation
yn+2 = yn+1 + yn with initial conditions y1 = y2 = 1 is the Fibonacci sequence.
What is not so obvious is what is the general term yn of this sequence.
One way of obtaining yn in this case, and for many other linear constant coefficient
difference equations, is via a technique involving Ztransforms which we shall
introduce shortly.
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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

In this Section, which is absolutely fundamental, we define what is meant by

the Ztransform of a sequence.

We then obtain the Z transform of some important sequences and discuss

useful properties of the transform.

Most of the results obtained are tabulated at the end of the Section.

The Ztransform is the major mathematical tool for analysis in such areas as
digital control and digital signal processing.

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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

The Ztransform plays a similar role for discrete systems, i.e. ones where
sequences are involved, to that played by the Laplace transform for systems where
the basic variable t is continuous.

The Laplace transform

The Ztransform

Recall that

Specifically:

the Laplace transform definition

involves an integral

the Ztransform definition

involves a summation

applying the Laplace transform to

certain ordinary differential
equations turns them into simpler
(algebraic) equations

use of the Laplace transform gives

rise to the basic concept of the
transfer function of a continuous
(or analog) system.

the Ztransform converts certain

difference equations to algebraic
equations
use of the Ztransform gives rise
to the concept of the transfer
function of discrete (or digital)
systems.

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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

Definition 5
The Ztransform of a sequence {yn } is given by the infinite series

Z(yn ) = y0 +

X yn
y1
y2
y3
+ 2 + 3 + ... =
z
z
z
zn
n=0

We use the notation Y(z) = Z(yn ) to mean thatY(z) is the Ztransform of the
sequence {yn }.
We shall also call {yn } the inverse Ztransform of Y(z) and write symbolically
{yn } = Z1 (Y(z))

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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

Note
1

The Ztransform only involves the terms of the sequence yn where

n = 0, 1, 2, . . . .

Terms y1 , y2 , . . . whether zero or non-zero, are not involved.

The infinite series must converge for Y(z) to be defined as a precise function of
z. We shall discuss this point later.

The precise significance of the quantity (strictly the variable) z need not
concern us except to note that it is complex and, unlike n, is continuous.

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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

Unit impulse sequence (delta sequence)

This is a simple but important sequence denoted by n and defined as
n


n =

1
0

n=0
n = 1, 2, 3, . . .

1
-3

-2

-1

The significance of the term unit impulse is obvious from this definition.

Example 6
Determine the Ztransform of the following sequences.
1

n3

nm
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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

Unit step sequence

The unit step sequence is
un


un =

1
0

n = 0, 1, 2, . . .
n = 1, 2, 3, . . .

1
-3

-2

-1

n
0

Example 7
Determine the Ztransform of the following sequences.
1

un

un3

unm

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Basics of Ztransform theory

Basics of Ztransform theory

Lecture 28

Example 8
Determine the Ztransform of the geometric sequences.
 n
a n = 0, 1, 2, . . .
fn =
0 n = 1, 2, 3, . . .

Example 9
Determine the Ztransform of the following geometric sequences.
(a) 2n
(b) (1)n , the unit alternating sequence
(c) en
(d) en where is a constant.
The basic Ztransforms obtained have all been straightforwardly found from the
definition. To obtain further useful results we need a knowledge of some of the
properties of Ztransforms.

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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

Linearity Property
The Ztransform of a sum of sequences is the sum of their respective
Ztransforms, i.e.
Z(vn + wn ) = Z(vn ) + Z(wn )
The Ztransform of a multiple of a sequence is the multiple of the
Ztransform of the sequence, i.e.
Z(avn ) = aZ(vn )

These can be expressed as a single rule as follows:

Z(avn + bwn ) = aZ(vn ) + bZ(wn )

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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

We can now use the linearity property and the exponential sequence {en } to
obtain the Ztransforms of hyperbolic and of trigonometric sequences relatively
easily.

Example 10
Determine the Ztransform of the following sequences.
(a) {sinh(n)}
(e) {sin(n)}
(b) {sinh(n)}
(c) {cosh(n)}
(d) {cos(n)}

(f) {cos(n)}


n
2 }


(h) {cos n
2 }

(g) {sin

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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

Multiplication of a sequence by an
Suppose fn is an arbitrary sequence with Ztransform F(z). Then
 
z
n
Z(a fn ) = F
a
That is, multiplying a sequence {fn } by the sequence {an } does not change the form
z
of the Ztransform F(z); we merely replace z by in that transform.
a

Example 11
Write down the Ztransform of the sequence {vn } where
1

vn = e2n sin(3n)

vn = en cos(n)

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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

Ramp sequence
The ramp sequence {rn } is given by
rn
3


rn =

n
0

n = 0, 1, 2, . . .
n = 1, 2, 3, . . .

2
1
-3

-2

-1

n
0

Example 12
Determine the Ztransform of the ramp sequence {rn }.

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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

Recall now that the unit step sequence has Ztransform

Z{un } =

z
= U(z)
z1

Example 13
Obtain the derivative of U(z) =

z
with respect to z.
z1

Note:
Therefore
Z{rn } = Z{nun } = z
i.e.
Z{nun } = z

dU(z)
dz

dZ{un }
dz
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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

This property is still valid when we replace the unit step sequence by an arbitrary
sequence {fn }.

Multiplication by n
Show that
Z{nfn } = z

dZ{fn }
dz

Example 14
By differentiating the Ztransform R(z) of the unit ramp sequence obtain the
Ztransform of the causal sequence {n2 }.

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Properties of Ztransforms

Properties of Ztransforms

Lecture 29

Table of Z-Transforms of main sequences

fn
n
Un
n
n2
an
ean
cos(n)
sin(n)

F(z) = Z{fn }
1
z
z1
z
(z 1)2
z(z + 1)
(z 1)3
z
za
z
z ea
z2 z cos()
z2 2z cos() + 1
z sin()
z2 2z cos() + 1

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Shift Theorems

Shift Theorems

Lecture 30

We now consider perhaps the most important properties of the Ztransform.

These properties relate the Ztransform Y(z) of a sequence {yn } to the

Z-transforms of
(i) left shifted or advanced sequences {yn+1 }, {yn+2 }, etc.
(ii) right shifted or delayed sequences {yn1 }, {yn2 }, etc.

The results obtained, formally called shift theorems, are vital in enabling us to
solve certain types of difference equation and are also invaluable in the
analysis of digital systems of various types.

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Shift Theorems

Shift Theorems

Lecture 30

Example 15
Recall that the sequences {yn+1 }, {yn+2 }, . . . denote the sequences obtained by
shifting the sequence {yn } by 1, 2, . . . units to the left respectively. Let
Y(z) = Z{yn }.
(a) Determine the Ztransform of {yn+1 } in terms of Y(z).
(b) Determine the Ztransform of {yn+2 } in terms of Y(z).

Example 16
Recall that the sequences {yn1 }, {yn2 }, . . . denote the sequences obtained by
shifting the sequence {yn } by 1, 2, . . . units to the right respectively. Let
Y(z) = Z{yn }.
(a) Determine the Ztransform of {yn1 } in terms of Y(z).
(b) Determine the Ztransform of {yn2 } in terms of Y(z).

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Shift Theorems

Shift Theorems

Lecture 30

The shift theorems

The left shift theorems or advance theorems are:
Z{yn+1 } = zY(z) zy0
Z{yn+2 } =
.. ..
. .

z2 Y(z) z2 y0 zy1
..
.

Z{yn+m }

zm Y(z) zm y0 zm1 y1 zym1

The right shift theorems or delay theorems are:

1
Z{yn1 } = y1 + Y(z)
z
y1
1
Z{yn2 } = y2 +
+ 2 Y(z)
z
z
.. .. ..
. . .
ym1
y1
1
Z{ynm } = ym +
+ + m1 + m Y(z)
z
z
z
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Ztransforms and Difference Equations

Ztransforms and Difference Equations

Lecture 31

In this we apply Ztransforms to the solution of certain types of difference

equation.
We shall see that this is done by turning the difference equation into an
ordinary algebraic equation.
We investigate both first and second order difference equations.
A key aspect in this process in the inversion of the Ztransform.
As well as demonstrating the use of partial fractions for this purpose we show
an alternative, often easier, method using what are known as residues.

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Ztransforms and Difference Equations

Ztransforms and Difference Equations

Lecture 31

Example 17
Consider
yn+1 3yn = 4,

n = 0, 1, 2, . . .

with initial condition y0 = 1. Multiply both sides by

positive integer values of n and zero.

1
and sum each side over all
zn

Method
To solve a linear constant coefficient difference equation, three steps are involved:
1

Replace each term in the difference equation by its Ztransform and insert the
initial condition(s).

Solve the resulting algebraic equation for Y(z).

Find the inverse Ztransform of Y(z).

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Ztransforms and Difference Equations

Ztransforms and Difference Equations

Lecture 31

Example 18
Solve
yn+2 7yn+1 + 10yn = 0 with y0 = 5, y1 = 16

Example 19
By solving
yn+2 = yn+1 + yn ,

n = 0, 1, . . .

subject to the initial conditions y0 = y1 = 1 obtain the general term yn of the

Fibonacci sequence.

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Ztransforms and Difference Equations

Ztransforms and Difference Equations

Lecture 31

Example 20
Obtain the Ztransform of
{fn } = {nan }
Hence, solve
yn+2 6yn+1 + 9yn = 0,

n = 0, 1, 2, . . .

subject to y0 = 0, y1 = 1.

Class Exercise
Solve the difference equation
yn+2 + yn = 0
with y0 , y1 arbitrary.

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Residues

Residues

Lecture 32

The method of inversion of Ztransforms using residues has its basis in a

branch of mathematics called complex integration.

You may recall that the Z quantity of Ztransforms is a complex quantity,

more specifically a complex variable.

However, it is not necessary to delve deeply into the theory of complex

variables in order to obtain simple inverse Ztransforms using what are called
residues.

In many cases inversion using residues is easier than using partial fractions.
Hence reading on is strongly advised.

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Residues

Residues

Lecture 32

Pole of a function of a complex variable

If G(z) is a function of the complex variable Z and if
G(z) =

G1 (z)
(z z0 )k

where G1 (z0 ) 6= 0 and finite then G(z) is said to have a pole of order k at z = z0 .

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Residues

Residues

Lecture 32

For example if
G(z) =

6(z 2)
z(z 3)(z 4)2

then G(z) has the following 3 poles.

(i) pole of order 1 at z = 0.
(ii) pole of order 1 at z = 3
(iii) pole of order 2 at z = 4.
(Poles of order 1 are sometimes known as simple poles.)
Note that when z = 2, G(z) = 0. Hence z = 2 is said to be a zero of G(z).

Example 21
Write down the poles and zeros of
G(z) =

z2 (2z

3(z + 4)
+ 1)(3z 9)

State the order of each pole.

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Residues

Residues

Lecture 32

Definition 22
The residue of a complex function G(z) at a first order pole z0 is


Res(G(z), z0 ) = G(z)(z z0 ) z0
The residue at a second order pole z0 is
"

#
d G(z)(z z0 )2
Res(G(z), z0 ) =
dz

z0

You need not worry about how these results are obtained or their full mathematical
significance. (Any textbook on Complex Variable Theory will provide the details.)

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Residues

Residues

Lecture 32

Example 23
Determine the residues of the complex function
G(z) =

3(z + 4)
z2 (2z + 1)(3z 9)

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Inverse Ztransform formula using residues

Inverse Ztransform formula using residues

Lecture 33

Inverse Ztransform formula using residues

Recall that, by definition, the Ztransform of a sequence {fn } is
F(z) = f0 +

f1
f2
fn
+ 2 + + n +
z
z
z

If we multiply both sides by zn1 where n is a positive integer then we obtain

F(z)zn1 = f0 zn1 + f1 zn2 + f2 zn3 + +

fn+1
fn
+ 2
z
z

Using again a result from complex integration it can be shown from this expression
that the general term fn is given by
fn = sum of the residues of F(z)zn1 at its poles
The poles of F(z)zn1 will be those of F(z) with possibly additional poles at the
origin.
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Inverse Ztransform formula using residues

Inverse Ztransform formula using residues

Lecture 33

To illustrate the residue method of inversion we shall re-do some of the earlier
examples that were done using partial fractions.

Example 24
Determine the inverse Z-transform of the following complex functions.
z2
1
Y(z) =
(z a)(z b)
6z2 160z
2
F(z) = 2
z 7z + 10
6z2 9z
3
F(z) =
(z 3)2
z2
4
F(z) = 2
z +1

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