Beruflich Dokumente
Kultur Dokumente
z-Transform
1.
2.
3.
4.
5.
6.
3. z-Transform
z-Transform
Properties of the ROC for the z-transform
The inverse z-transform
z-Transform Properties
z-Transform and LTI
Unilateral z-transform
3.1 z-Transform
X ( z) =
n
[
]
x
n
z
=
n =
n jwn
n
[
]
{
[
]
}
x
n
r
e
=
DTFT
x
n
r
n =
z-Transform
The z-transform is simply an alternative representation of
a signal:
X ( z) =
n
x
[
n
]
z
n =
z-Transform
z-transform as a generalization of DTFT: z = rej
X ( z) =
n
=
x
n
z
[
]
n =
n j n
n
=
x
n
r
e
DTFT
x
n
r
[
]
{
[
]
}
k =
1
jw
j n
X (re )e d = 2
X (re )(re ) d =
j
j n
1
2 j
n 1
X
z
z
dz
(
)
X ( z ) | z = e j = X ( e j ) =
3. z-Transform
j n
[
]
x
n
e
= DTFT {x[n]}
n =
Comments on z-Transform
1. The complex variable z is called the complex
frequency by z = |z|ej, where |z| is the attenuation and
is the real digital frequency.
2. ROC is an open ring: Rx- < |z| < Rx+ .
X ( z) =
x[n]z
n =
X ( z)
x[n]z
n =
x[n]z
n =
n
+
n =0
+ x[n]z n
n =0
x[n]
x[n]
n
x
n
r
+
[
]
n
zn
n =1
n =0 r
ROC of the
n =0
3. z-Transform
x[n]
(right sided ) : r = z > Rx > 0
n
r
Tai-Lang Jong, EE/NTHU
Comments on z-Transform
3. If Rx+ < Rx- then the ROC is a null space and ztransform does not exits.
Unit circle
Im
z-plane
z = ej
Im
z-plane
Rx-
Re
z = rej
Re
Rx+
3. z-Transform
Comments on z-Transform
4. If the ROC contains unit circle, X(z) evaluated on the
unit circle is the DTFT of x[n] (the DTFT of x[n] exists.)
X ( z ) | z = e j = X ( e j ) =
j n
[
]
e
x
n
= DTFT {x[n]}
n =
Im
z-plane
Unit circle
z = rejw
w
Re
Rx-
3. z-Transform
Rx+
n
|
[
]
|=
x
n
r
n =
n
<
|
[
]
||
|
x
n
z
n =
Laurent series :
n =
n =1
n
=
[
]
x
n
z
3. z-Transform
x[ n]
n
+
[
]
x
n
z
n
z
n =0
X1 ( z) =
x[n]z
n =
= x[ n] z n = 1 + 2 z 1 + 5 z 2 + 7 z 3 + z 5
n =0
X 2 ( z) =
x[n]z
n =
x[n]z
= z 2 + 2 z1 + 5 + 7 z 1 + z 3
n = 2
X ( z) = a z
n
n =0
zk = ae jk ( 2 / N ) , k = 1,2 ,...,N 1
0 n N 1
otherwise
N 1
N 1
= az
( )
( )
zeros:
1 n
poles :
( N 1)th order pole at origin
For N = 16
n =0
Im
1 N
1 az
=
1 az 1
z-plane
zN aN
= N 1
z
za
ROC : entire z - plane except z = 0 15th-order
pole
3. z-Transform
Re
Unit circle
10
x[n]z
n =
x[n]z
Im
Unit circle |z| = 1
n = 2
= a z + a z + (az 1 ) n
2 2
n =0
1
=a z +a z+
1 az 1
if az 1 < 1 or z > a and z
2 2
3. z-Transform
z-plane
Re
Rx- = |a|
x[n]z
Im
z-plane
n =
= (az 1 ) n
n =0
1
z
=
=
1
1 az
za
if az 1 < 1 or z > a
3. z-Transform
Re
Rx- = |a|
x[n]z
n =
1
z-plane
Im
= (az 1 ) n 1 az 1
Unit circle
n =
1 m
az
za
za
(
)
(
)
(
=
=
) 1
n =
1 n
1 m
m =1
m =0
1
1
z
=
1 =
=
1
1
1 za
1 az
za
if za 1 < 1 or z < a
X ( z ) = az 1 1 +
3. z-Transform
Re
Rx- = |a|
1
, if z < a and z 0
1
1 az
Tai-Lang Jong, EE/NTHU
13
n =
n =
n
1 n
[
]
(
=
x
n
z
az
m =1
Unit circle
= ( za ) = 1 ( za 1 ) m
1 m
z-plane
Im
m =0
1
1
z
=
=
1 za 1 1 az 1 z a
if za 1 < 1 or z < a
Re
= 1
Rx- = |a|
14
1
1+ z
1
3
1
1+ z
1
3
1
1 z
1
2
1
1 12 z 1
, z > 1/ 3
, z > 1/ 2
2 16 z 1
2 z ( z 121 )
=
=
1 1
1 1
(1 2 z )(1 + 3 z ) (z 12 )(z + 13 )
15
Im
z-plane
11
22
Re
Im
1
3
z-plane
1
2
Re
z-plane
1 1
2 2
Re
16
1+ z
1
3
(1 / 2) n u[ n 1] X 2 ( z ) =
X ( z) =
1
1+ z
1
3
1
1 12 z 1
, z > 1/ 3
1
1 z
1
2
, z < 1/ 2
2(1 121 z 1 )
2 z (z 121 )
=
=
1 1
1 1
(1 + 3 z )(1 2 z ) (z + 13 )(z 12 )
Therefore, ROC = {|z| > 1/3} {|z| < } = {1/3 < |z| < }
(there maybe cases where no ROC exists, thus no z-transform)
3. z-Transform
17
Im
z-plane
1
2
Re
Im
3. z-Transform
1
3
z-plane
1
2
Re
z-plane
1 1
2 2
Re
18
1
1 z
1
2
( ) u[ n 1] X 2 ( z ) =
1 n
3
, z > 1/ 2
1
1+ z
1
3
, z < 1/ 3
19
75
3
x[n ] = bn u[n ] + b n u[ n 1]
1
, z > b,
1
1 bz
1
1
Z
b n u[ n 1]
<
z
,
.
1 1
b
1 b z
1
1
(b b 1 ) z 1
n
Z
b , b > 0
=
1
1 1
1 bz
1 b z
(1 bz 1 )(1 b 1 z 1 )
Z
bn u[n ]
b2 1
z
1
=
<
<
b
z
,
b ( z b)( z b 1 )
b
1
(b b 1 ) z 1
n
If 0 < b < 1 ROC = b < z < , Z {b } =
b
(1 bz 1 )(1 b 1 z 1 )
If b > 1 ROC = , Z {b } does not exist.
n
10. z-xform
20
75
4
1
If 0 < b < 1 ROC = b < z < ,
b
2 (b + b 1 ) z 1
n
Z
b
1 (b + b 1 ) z 1 + z 2
If b > 1 ROC = ,
n
10. z-xform
21
75
4
10. z-xform
22
3. z-Transform
23
3. z-Transform
24
25
3. z-Transform
26
Unit circle
Im
z-plane
1
2
-2
Re
n
z
u[n]
2
(
2
)
>
For pole 1 2 :
z < 1 2 ( 1 2 ) n u[n 1]
1
1 ) n u[ n]
z
(
>
2
2
1
X ( z) =
(1 12 z 1 )(1 + 2 z 1 )
3. z-Transform
27
[n m ]
3. z-Transform
z Transform
1
1
1 z 1
1
1 z 1
z
ROC
all z
z >1
z <1
all z except 0 (for m > 0)
or infinity ( m < 0)
28
3. z-Transform
ROC
z >a
z<a
z >a
z<a
z >a
z<a
29
r
z
1
cos
0
r n cos(0 n)u[n]
1 2r cos 0 z 1 + r 2 z 2
1
r
z
sin
0
r n sin(0 n)u[n]
1 2r cos 0 z 1 + r 2 z 2
Sequence
3. z-Transform
ROC
z >1
z >1
z >r
z >r
30
2k , k Z
/2
/ 2 cos '+ j sin '
e j / 2
e j '
d =
d ' =
d '
/
2
/
2
j sin '
j sin '
2 j sin( / 2)
= j
/2
- / 2
/2
- / 2
d ' = j 0 + =
such impulse = ( )
3. z-Transform
31
, 0
for , X 1 (e j ) = 1 e j
( ), = 0
or simply, considering periodicity,
1
X 1 (e ) =
+ ( + 2k )
j
1 e
k =
j
3. z-Transform
32
3. z-Transform
33
1
1 z
1
2
, ROC
( 12 )n u[n ],
if ROC = {z z > 12 }
x[n ] = 1 n
( 2 ) u[ n 1], if ROC = {z z < 12 }
3. z-Transform
34
H ( z) =
bk z
k =0
N
k
a
z
k
k =0
z
=
bk z
k =0
N
M k
z M ak z N k
k =0
b0 (1 ck z 1 )
k =1
N
a0 (1 d k z 1 )
k =1
Ak
1
,
if
&
(
1
) H ( z ) z =d k
N
M
A
d
z
>
=
k
k
1
k =1 1 d k z
1
N
(
1
)
A
d
z
j
k
(1 d k z 1 ) H ( z ) = Ak +
1
d
z
1
,
j
j
k
=
d k < rR
Ak d k u[n]
n
Ak d k u[n 1]
n
d k > rL
35
Unit circle
Im
1
4
z-plane
1
2
Re
1
(1 - 12 z 1 )(1 - 14 z 1 ) , z >
ROC : z >
causal , stable
A1
A2
X ( z) =
+
(1 - 12 z 1 ) (1 - 14 z 1 )
A1 = (1 - 1 2 z 1 )X ( z ) z = 12 =
A2 = (1 - 1 4 z 1 )X ( z ) z = 14
1
=2
1
1
1
1 - 4 ( 2)
1
=
= 1
1
1
1
1 - 2 ( 4)
36
H ( z) =
bk z
k =0
N
k
a
z
k
k =0
M N
z
=
bk z
b0 (1 ck z 1 )
M k
k =0
N
z M ak z N k
k =0
k =1
N
a0 (1 d k z 1 )
k =1
Ak
, ROC : 0 < rR < z < rL
1
k =1 1 d k z
Br z r +
r =0
where Ak = (1 d k z 1 ) H ( z ) z = d k
h[n] =
M N
Br [n r ] +
r =0
3. z-Transform
d k < rR
Ak d k u[n]
n
Ak d k u[n 1]
n
d k > rL
37
Unit circle
Im
z-plane
1
2
Re
(1 + ( ) ) = 9
=
(1 - ( ) )
(1 + (1) ) = 8
=
(1 - (1) )
A1 = (1 - 1 2 z 1 )X ( z ) z = 12
A2 = (1 - z 1 )X ( z ) z =1
1 2
1 2
38
H ( z) =
bk z
ak z
k =0
N
z
=
bk z
k =0
N
b0 (1 ck z 1 )
M k
ak z
=
N k
k =0
k =0
M N
N s
a0
k =1
1
1 s
(
1
)(
1
)
d
z
d
z
k
i
k =1, k i
N s
s
Ak
Cm
= Br z +
+
1
1
r =0
k =1, k i 1 d k z
m =1 1 d i z
r
where Ak = (1 d k z 1 ) H ( z ) z = d k
1
Cm =
( s m)!(d i ) s m
3. z-Transform
d s m
1
s
s m (1 d i w) H ( w ) w= d i 1
dw
39
Im
Unit circle
causal , stable
z-plane
A1
C1
C2
+
+
1 - 12 z 1 1 + 13 z 1 (1 + 13 z 1 ) 2
1
A1 = (1 - 1 2 z 1 )X ( z ) z = 12 =
= 9 / 25 = 0.36
1 2
1
1
(1 + 3 ( 2 ) )
1
C2 = (1 + 1 3 z 1 ) 2 X ( z ) z = 13 =
= 2 / 5 = 0. 4
1 - 12 ( 13 ) 1
X ( z) =
1
3
1
2
Re
C1 =
1
2
d
(1 + 1 3 w) 2 X ( w 1 ) w=d 1 = 3 = 3 = 0.24
1! ( ( 13 )) dw
25
i
1
1
n
n
a
u
n
,
(
1
)
[
]
a u[n ]
1
1 2
az
az
1
(
1
)
3. z-Transform
40
n
x
n
z
[
]
n =
)(
)(
X ( z ) = z 2 1 12 z 1 1 + z 1 1 z 1
= z 2 12 z 1 + 12 z 1
x[n] = [n + 2] 12 [n + 1] [n] + 12 [n 1]
3. z-Transform
41
x[n]z
n =
Example :
X ( z ) = log(1 + az 1 )
z>a
(1) n +1 a n z n
=
n
n =1
n +1 a
x[n] = (1) n
3. z-Transform
(1) n +1 x n
log(1 + x) =
, x <1
n
n =1
n 1
n0
Tai-Lang Jong, EE/NTHU
42
43
z > 0.6
1 + 1.6 z 1 0.52 z 2 +
1 + 0.4 z 1 0.12 z 2 1 + 2 z 1
1 + 0.4 z 1 0.12 z 2
1.6 z 1 + 0.12 z 2
1.6 z 1 + 0.64 z 2 0.192 z 3
- 0.52 z 2 + 0.192 z 3
3. z-Transform
44
z < 0.2
3. z-Transform
45
x[n]z
n =
x[n]r n
1
=
2
rn
x[n] =
2
n
jwn
(
[
]
)
x
n
r
e
n =
jw
jwn
X
(
re
)
e
dw
1
jw
jwn
X (re )e dw = 2
jw
jw n
(
)
(
) dw
X
re
re
1
=
2
1
dz
n 1
(
)
(
)
X
z
z
X
z
z
dz
=
jz 2j
n 1
n 1
[residues
of
(
(
)
)
at
]
(
)(
(
)
) z = zi
X
z
z
z
z
z
z
X
z
z
=
=
i
i
all poles { zi } in C
3. z-Transform
46
C
C
C
C
2j z a
2j z a
2j 1 az
2j
X ( z) =
n 0.
1
1
1
1
=0
=
+
dz
C
( z a ) z =0 z z = a
2j z ( z a )
C
2j z ( z a )
dz ( z a ) z =0 z
3. z-Transform
75
8
Example 1
Consider
3 56 z 1
1
2
,
X ( z) =
=
+
1 1
1 1
1 1
1 1
(1 4 z )(1 3 z ) 1 4 z
1 3 z
poles : 13 ,
1
4
z > 13 .
, zeros : 0, 185
ROC : z > 13
Z
x1[n] = ( 14 ) n u[n]
1
1 14 z
Z
x2 [n] = 2( 13 ) n u[n]
,
1
2
1 13 z
1
z > ,
4
,
1
1
z > .
3
10. z-xform
48
75
8
Example 1 (cont.)
Consider
3 56 z 1
1
2
X ( z) =
=
+
.
1 1
1 1
1 1
1 1
(1 4 z )(1 3 z ) 1 4 z
1 3 z
poles : 13 ,
If ROC = z <
1
4
, zeros : 0, 185
1
4
x1[n] = ( ) u[n 1]
1 n
4
1 z
x2 [n] = 2( ) u[n 1]
1
4
1 n
3
1 z
1
3
1
z< ,
4
1
z< .
3
49
Example 1 (cont.)
75
8
Consider
3 56 z 1
1
2
X ( z) =
=
+
.
1 1
1 1
1 1
1 1
(1 4 z )(1 3 z ) 1 4 z
1 3 z
poles : 13 ,
If ROC = z <
1
4
, zeros : 0, 185
1
4
10. z-xform
50
Example 2
75
8
Consider
4z3 + 2z + 3
X ( z ) = 4 z + 2 + 3z =
, 0< z <
z
poles : 0,
From power series definition of z - transform
2
4,
2,
x[n] =
3,
0,
10. z-xform
n = 2
n=0
n =1
otherwise
= 4 [n + 2] + 2 [n] + 3 [n 1]
51
x[n n0 ]
x[n n0 ]z
n =
( m + n0 )
x
[
m
]
z
m =
n0
m n0
x
[
m
]
z
z
=
z
X ( z)
m =
3. z-Transform
52
Linearity
e j 0 n + e j 0 n
x[n] = cos 0 nu[n] =
u[n]
2
1
1
1
j 0
j 0
1
,
X ( z) =
+
=
>
=
=
>
=1
ROC
z
e
ROC
z
e
1
2
2 1 e j0 z 1 1 e j0 z 1
1 (cos 0 ) z 1
1 2 (e j0 + e j0 ) z 1
=
=
j 0
j 0
1
2
2 1 (e + e ) z + z
1 2(cos 0 ) z 1 + z 2
e j 0 n e j 0 n
x[n] = sin 0 nu[n] =
u[n]
2j
X ( z) =
1
1
1
j0 1
j0 1
2 j 1 e z
1 e z
(sin 0 ) z 1
1
(e j0 e j0 ) z 1
=
=
j 0
j 0
1
2
2 j 1 (e + e ) z + z
1 2(cos 0 ) z 1 + z 2
3. z-Transform
53
1
, ROC1 = z > a
1 az 1
a N z N
, ROC2 = z > a
x2 [n ] = a u[n N ] = a a u[n N ] X 2 ( z ) =
1 az 1
1
, ROC = ROC1 ROC2 = z > a
X ( z ) = X 1 ( z ) X 2 ( z ) = (1 ( az 1 ) N )
1
1 az
However , the ROC is entire z - plane except z = 0. That' s because the pole a is
cancelled by a zero.
If the linear combination of several signals has finite duration, the
n
nN
54
z >
1
4
z 1
X ( z) =
,
1 1
1 4 z
X ( z ) = 4 +
z >
4
1 14 z
1
4
1 n
x
n
n
+
,
[
]
4
[
]
4
(
4 ) u[ n]
1
or X ( z ) = z 1 1 , x[n] = ( 14 ) n 1 u[n 1]
1 4 z
1
3. z-Transform
55
x[n] =
X ( z ) = n =0 1 z n = 1 z N
0, otherwise
1 z 1 z 1
ROC = entire z - plane except z = 0 since x[n] has finite duration.
Note that : x[n] = u[n] u[n N ]
X ( z ) = U ( z ) z NU ( z )
1
= (1 z )
,
1
1 z
ROC = z > 1 (ROC of U ( z )) z 0 = z > 1
N
56
z-Transform Properties
Scaling in the z-domain (multiplication by an
exponential sequence):
z0nx[n] X(z/z0), ROC = |z0|Rx
z0 x[n]
n =
n
0
x[n]z
x[n](zz )
n =
1 n
x
m
[
]
z
m =
0
= X(
z
)
z0
X ( z ) Rx : rR < z < rL
X(
3. z-Transform
z
z
) ROC : rR <
< rL or z0 rR < z < z0 rL
z0
z0
Tai-Lang Jong, EE/NTHU
57
Exponential Multiplication
Z
DTFT
X (e j ( w w0 ) )
Note : z0n x[n]
X ( z / z0 ) e jw0 n x[n]
Z
From u[n]
1
,
1
1 z
Z
z > 1 z0nu[n]
1
1
=
1 ( z / z0 ) 1 1 z0 z 1
1 cos 0 (r 1 z ) 1
,
For x[n] = r cos(0 n)u[n] X ( z ) =
1 1
1 2
1 2 cos 0 (r z ) + (r z )
n
r 1 z > 1
r n e j 0 n + r n e j 0 n
Also x[n] =
u[n] = 12 (re j0 ) n u[n] + 12 (re j0 ) n u[n]
2
X ( z) =
1
2
j 0
1
2
j 0
,
1
z > re j0 = r , z > re j0 = r
1 re z 1 1 re z
j0 1
j0 1
1
re
z
re
z )
(
2
= 2
,
j 0
j 0
2 2
1
1 (re + re ) z + r z
1 r cos 0 z 1
=
,
1
2 2
1 2r cos 0 z + r z
3. z-Transform
z >r
z >r
58
z-Transform Properties
Differentiation of X(z):
If x[n] X(z), ROC: Rx
then nx[n] -zdX(z) /dz, ROC = Rx
X ( z) =
n
[
]
, analytic with Rx
x
n
z
n =
1
dX ( z )
n 1
= x[n](n)(z )
= nx[n]z n
dz
z n =
n =
dX ( z )
nx[n]
-z
dz
3. z-Transform
59
Second-Order Pole
x[n] = na nu[n] = n(a nu[n])
1
, z >a
1
1 az
d 1
Z
n
na u[n] -z
, z >a
1
dz 1 az
Z
a nu[n]
d 1 ( z )(0 (az 2 ))
az 1
=
=
X ( z ) = -z
, z >a
1 2
1
1 2
dz 1 az
(1 az )
(1 az )
az 1
1
1
a u[n] + na u[n] = (n + 1)a u[n]
+
=
, z >a
1
1 2
1 2
1 az
(1 az )
(1 az )
n
3. z-Transform
60
Third-Order Pole
x[n] = n(n + 1)a nu[n] = n((n + 1)a nu[n])
1
Z
(n + 1)a nu[n]
, z >a
1 2
(1 az )
1
d
, z > a
n(n + 1)a u[n] -z
1 2
dz (1 az )
n
( z )(2)(az 2 ))
2az 1
, z >a
=
=
1 3
1 3
(1 az )
(1 az )
n(n + 1) n
az 1
Z
, z >a
a u[n]
1 3
2
(1 az )
(n + 1)(n + 2) n
n(n + 1) n
(n + 1)a nu[n] +
a u[n] =
a u[n]
2
2
1
1
az 1
Z
, z >a
+
=
1 2
1 3
1 3
(1 az ) (1 az )
(1 az )
3. z-Transform
61
d
1
2
X ( z) =
az
(
).
1
dz
1 + az
Form the differentiation property,
d
az 1
( z )(az 2 )
=
nx[ n] z X ( z ) =
, z >a
1
1
dz
1 + az
1 + az
az 1
Z
n 1
z
a
a
a
u[ n 1]
>
,
(
)
1
1 + az
nx[ n] = a( a) n 1 u[ n 1]
Z
n
a
Z
x[ n] = (1) n +1 u[ n 1]
log(1 + az 1 )
n
3. z-Transform
62
z-Transform Properties
Conjugation of a complex sequence:
If x[n] X(z), ROC: Rx
then x*[n] X*(z*), ROC = Rx
if x[n] real, X(z) = X*(z*) or X(z*) = X*(z)
X ( z) =
n
[
]
, analytic with Rx
x
n
z
n =
n
n
n
=
=
*
[
]
[
](
)
*
[
](
*)
x
n
z
x
n
z
x
n
z
= X * ( z*)
n =
n =
n =
x[n] + x * [n]
X ( z ) + X * ( z*)
Re{x[n]} =
2
2
x[n] x * [n]
X ( z ) X * ( z*)
Im{x[n]} =
2j
2j
x * [ n]
3. z-Transform
63
z-Transform Properties
Time-reversal:
If x[n] X(z), ROC: Rx
then x[-n] X(1/z), ROC = 1/Rx
x*[-n] X*(1/z*), ROC = 1/Rx
X ( z) =
x[n]z
n =
x[n]
Z
x[n]z
n =
1
1 m
1
=
=
x
m
z
X
z
X
[
](
)
(
)
(
)
z
m =
1
1
1
1
ROC : rR < < rL or
< z<
or ROC =
z
rL
rR
Rx
Z
x * [n]
3. z-Transform
1 m
1
n
1
=
=
=
x
n
z
x
m
X
z
X
*
[
]
[
](
)
*
(
*
)
*
(
)
z*
z*
n =
m =
64
z-Transform Properties
76
9
Time-expansion:
x[n / k ], if n is a multiple of k
x( k ) [n ] =
if n is not a multiple of k
0,
Z
x[n ]
X ( z ),
If
then
with ROC = R,
with ROC = R1 / k .
Z
x( k ) [n ]
X ( z k ),
Z
x[n ]
X ( z ), Rx : rR < z < rL
x( k ) [n ]
Z
x( k ) [n]z
n =
x[n / k ]z
n =
n = km
km
k
=
[
]
(
)
x
m
z
X
z
m =
X ( z ) Rx : rR < z < rL
X ( z k ) ROC : rR < z k < rL or rR
10. z-xform
1/ k
< z < rL
1/ k
65
<
1 a 1 z 1
1 a 1 z 1
x[n ] = a 1 ( ( a 1 ) n 1 u[ ( n 1) 1]) = a n u[ n ]
3. z-Transform
66
z-Transform Properties
Convolution of sequences:
x1[n]*x2[n] X1(z) X2(z),
ROC = Rx1 Rx2
X1 ( z) =
X 2 ( z) =
n
]
, analytic with Rx1 ,
[
n
z
x
1
n =
n
]
, analytic with Rx2 .
[
n
z
x
2
n =
x1[n] * x2 [n]
x1[k ]x2 [n k ] z n
n = k =
( n k ) k
= x1[k ] x2 [n k ]z
z = X1 ( z) X 2 ( z)
k =
n =
ROC = Rx1 Rx2
3. z-Transform
67
Convolution Example
1 0 n 5
x1[n ] = {1,2,1} = [n ] 2 [n 1] + [n 2], x2 [n ] =
0 otherwise
x[n ] = x1[n ] * x2 [n ] =
1 1 1 1 1 1
-2-2-2-2-2-2
1 1 1 1 1 1
1 -1 0 0 0 0 -1 1
X ( z ) = X 1 ( z ) X 2 ( z ) = 1 z 1 z 6 + z 7
Note X 1 ( z ) = 1 2 z 1 + z 2 = (1 z 1 ) 2
1 z 6
X 2 ( z) = 1 + z + z + z + z + z =
1 z 1
X 1 ( z ) X 2 ( z ) = (1 z 1 )(1 z 6 ) = 1 z 1 z 6 + z 7
1
3. z-Transform
68
Convolution Example
x1[n ] = a n u[n ], x2 [n ] = u[n ], y[n ] = x1[n ] * x2 [n ]
X1( z) = a z
n n
n =0
X 2 ( z ) = z n =
n =0
1
=
, z > a,
1
1 az
Unit circle
1
, z > 1.
1
1 z
For a < 1,
Im
z-plane
Re
z2
1
=
Y ( z) =
, z > 1.
1
1
(1 az )(1 z ) ( z a )( z 1)
a
1 1
=
, z >1
1
1
1 a 1 z
1 az
1
y[ n ] =
(u[n ] a n +1u[n ])
1 a
3. z-Transform
69
z-Transform Properties
Cross-correlation of sequences:
rgh[k] = g[k]*h[-k] G(z) H(z-1),
ROC = Rg 1/Rh
g[n ]z
g[n ] G ( z ) =
Z
n =
h[n]z
h[n ] H ( z ) =
Z
n =
h[ n ]
Z
, analytic with Rg ,
, analytic with Rh .
n
1
h
n
z
=
H
z
[
]
(
), analytic with 1/Rh
n =
l =
= G ( z ) h[m ]z m = G ( z ) H ( z 1 ), ROC = Rg (1 / Rh )
m =
3. z-Transform
70
Convolution/Correlation Example
x[n ] = a n u[n ], 1 < a < 1
1
X ( z) =
, ROC : z > a
1
1 az
1
1
1
1
, ROC : z > a or z <
X (z ) =
1 az
a
rxx [k ] =
Unit circle
Im
z-plane
1
a
Re
n =
1
1
1
=
,
1
1
2
1 az 1 az 1 a ( z + z ) + a
1
1
ROC : z > a z < = a < z <
a
a
R( z ) = X ( z ) X ( z 1 ) =
3. z-Transform
71
z-Transform Properties
First difference:
x[n] x[n-1] (1-z-1)X(z),
ROC = at least Rx |z| > 0 or Rx |z| <
X ( z ) =
x[n]
n
x
n
z
[
]
, analytic with Rx,
n =
X ( z ) z 1 X ( z ) = 1 z 1 X ( z )
x[n] x[n 1]
3. z-Transform
72
z-Transform Properties
Accumulation:
y[n] = k=-n x[k] X(z)/ (1-z-1),
ROC = at least Rx |z| > 1
Y ( z)
y[n] =
x[k ]
k =
z 1Y ( z )
y[n 1] =
n 1
x[k ]
k =
X ( z)
Y ( z ) =
1 z 1
3. z-Transform
73
z-Transform Properties
Initial-value theorem:
if x[n] = 0 for n < 0, then x[0] = limz X(z)
x[n] = 0, for n < 0
X ( z) =
x[n]z
n =
= x[n]z
n =0
= x[0] + x[n]z n
n =1
3. z-Transform
n =0
74
z-Transform Properties
Multiplication or Modulation Theorem:
Z
x[n] y[n]
1
x[n] =
2j
1
2j
n 1
1
dz =
2j
X ( z )z
k n 1
x
k
z
z dz
[
]
k =
1
1
n k 1
z
dz
x
k
[
2j [n k ] = x[n]
]
=
= x[k ]
C
2j
2j
k =0
k =0
x[n]y[n]z
n =
3. z-Transform
1
= (
n = 2j
1
=
2j
1
=
2j
1
y[n]( z / v) dv =
C X (v)v n
2j
=
X (v) y[n]v n 1 z n dv
n =
1
X (v)v 1Y ( z / v)dv
75
z-Transform Properties
Parsevals Relation:
x[n]y *[n]z
n =
n =
1
2j
X (v )v n 1dv ) y * [n]z n
1
=
2j
1
=
2j
n
y[n]( z * / v*) dv
C X (v)v n
=
1
=
2j
X (v ) y * [n]v
n =
1
n 1
1
z dv =
2j
X ( v )v
n
y
n
z
v
dv
*
[
]
(
/
)
n =
X (v )v 1Y *( z * / v*)dv
1
z = 1 x[n]y * [n] =
2j
n =
3. z-Transform
76
Parsevals Relation
n
=
x
n
y
n
z
[
]
*
[
]
n =
z =1
1
2j
x[n]y *[n] =
n =
X (v )v 1Y *( z * / v*)dv
1
2j
1
1
x[n]y * [n] =
X
v
Y
v
v
dv
(
)
*
(
1
/
*)
C
2j
n =
1
jw
jw
jw
jw
=
X
e
Y
e
e
de
(
)
*
(
)
2j C
1
jw
jw
jw
=
X
e
Y
e
e
dw
(
)
*
(
)
1
1
2
1
E x = x[n] =
=
X
v
X
v
v
dv
(
)
*
(
1
/
*)
2j C
2
n =
3. z-Transform
jw
X (e ) dw
77
a
k =0
k
ak (z Y ( z ) ) = bk (z X ( z ) ) ak z Y ( z ) = bk z k X ( z )
k =0
k =0
k =0
k =0
B( z )
A( z )Y ( z ) = B( z ) X ( z ) Y ( z ) =
X ( z) = H ( z) X ( z)
A( z )
B( z )
N ( z)
H ( z) =
: rational system. Furthermore, assume X ( z ) =
also rational
A( z )
Q( z)
B( z ) N ( z )
Y ( z) =
A( z )Q ( z )
N
3. z-Transform
78
B( z ) N ( z )
1
p
z
q
z
(
1
)
(
1
k =1
m=1 m )
k
N
L
Ak
Qm
+
m=1 1 q z 1
1 pk z 1
m
3. z-Transform
79
Forced response : y fr [ n] = m =1 Qm ( qm ) n u[ n]
L
1. The causal LTI system is BIBO stable iff all its poles lie inside the
unit circle, i.e., pk < 1 k = 1,.., , N .
2. The input x[ n] is bounded if its poles satisfies qm 1 m = 1,.., , L.
3. The forced response y fr [ n] is bounded even when the input signal contains
one or more distinct poles on the unit circle.
4. However, if the system has poles on the unit circle and excited by
an input signal that also has a pole at the same location on the unit
circle ( becomes second or higher order pole ), the system will produce
an unbounded response (e.g., ( n + 1) qmn u[n ]).
3. z-Transform
80
77
9
Example 3
1
1
y[n 1] = x[n ] + x[n 1].
3
2
Take Z {} Y ( z ) 12 z 1Y ( z ) = X ( z ) + 13 z 1 X ( z )
Consider an LTI system : y[n ]
1 + 13 z 1
1 + 13 z 1
1
1
,
(
)
(
)
=
=
=
Y ( z) =
pole
zero
X
z
H
z
3
2
1
1
1 12 z
1 12 z
This provides the algebraic expression for H ( z ) but not the ROC.
There are two distinct impulse responses that are consistent with the difference
equation, one right - sided and the other left - sided. Two ROCs : z > 12 , z <
right - sided ROC = z >
1
2
1
2
1
2
10. z-xform
81
Example 4
78
1
10. z-xform
82
78
1
Example 4 (cont.)
From 1. x1[n ] = (1 / 6) n u[n ] X 1 ( z ) =
1
1 16 z
, RX 1 = z >
1
1
6
n
1 n
1
1
1
y1[n ] = a + 10 u[n ] Y1 ( z ) = a
+ 10
1 1
1 1
2
3
1
1
z
2
3 z
10 + a ( a3 + 5) z 1
, RY1 = z >
=
1 1
1 1
(1 2 z )(1 3 z )
a
H ( z) =
1
1 12 z 1
+ 10
1
1 13 z 1
1
1 16 z 1
poles = 12 ,
1
2
(10 + a ( a3 + 5) z 1 )(1 16 z 1 )
=
(1 12 z 1 )(1 13 z 1 )
1
3
83
78
1
Example 4 (cont.)
From 2.
x2 [n ] = ( 1) n = z n
z = 1
y2 [n ] =
7
,
( 1) n = H ( z ) z n
1
=
z
4
7
4
a = 9
1
13
1 1
z ) 1 z 1 + z 2
3
6
6
H ( z) =
=
5
1
1
1
(1 z 1 )(1 z 1 ) 1 z 1 + z 2
6
6
2
3
1
5
1
13
y[n ] y[n 1] + y[n 2] = x[n ] x[n 1] + x[n 2]
6
3
6
6
(1 2 z 1 )(1
10. z-xform
84
Example 5
78
1
Consider a stable and causal system with impulse response h[n ] and rational
system function H ( z ). Suppose it is known that h[n ] contains a pole at z = 1 / 2 and
a zero somewhere on the unit circle. The precise number and locations of all
other poles and zeros are unknown. For each of the following statement, let us
determine whether we can definitely say that it is true, false, or whether
there is insufficient information given to determine if it is true or not :
(a) F {(1 / 2) n h[n ]} converges.
(b) H (e j ) = 0 for some .
(c) h[n ] has finite duration.
(d) h[n ] is real.
(e) g [n ] = n[h[n ] * h[n ]] is the impulse response of a stable system.
10. z-xform
85
Example 5 (cont.)
78
1
(1 / 2) h[n]e
n
jwn
n =
h[n](2e
n =
jw n
= Z {h[n ]} z =2 ,
H ( z ) = 2 zH ( z ) H ( z )
dz
dz
the poles of G ( z ) are at the same locations as those of H ( z ), with the possible
exception of the origin. Therefore, since H ( z ) has all its poles inside unit circle,
so must G ( z ). It follows that g[n ] is the impulse response of a causal and stable system.
(e) g[n ] = n[h[n ] * h[n ]] G ( z ) = z
10. z-xform
86
a
k =0
y[ n k ] = bk x[ n k ],
k =0
Z { ak y[n k ]} = Z { bk x[n k ]}
+
k =0
3. z-Transform
k =0
87
x[n] X ( z ) = x[n]z n
Z+
n =0
n =0
= x[1] + z
x[m]z
m =0
= x[1] + z 1 X + ( z )
3. z-Transform
88
3. z-Transform
89
x[n] X ( z ) = x[n]z n
Z+
n =0
1. Time delay :
Z+
x[n 1] z 1 X + ( z ) + x[ 1]
n =0
= x[1] + z
m
1
+
=
x
m
z
z
X
[
]
( z ) + x[1]
m =0
x[n k ] x[n k ]z
Z+
n =0
= x[m]z
m =1
3. z-Transform
k 1
= x[n k ]z
( n k ) k
n =0
( k m )
+z
x[m]z
m =0
+ x[n k ]z ( n k ) k
n=k
= z X ( z ) + x[m]z ( k m )
k
m =1
90
x[n] X ( z ) = x[n]z n
Z+
n =0
2. Time advance :
Z+
x[n + 1] zx[0] + zX + ( z )
n =0
n =0
x[n + k ] x[n + k ]z
Z+
n =0
= z
k 1
3. z-Transform
= x[n + k ]z ( n + k ) + k
n =0
x[m]z
m =0
+z
x[m]z
m =0
k 1
= z X ( z ) x[m]z k m
k
m =0
91
x[n] X ( z ) = x[n]z n
Z+
n =0
x[n]-x[n 1] (1 z 1 ) X + ( z ) x[1]
4. Forward difference :
Z+
3. z-Transform
92
x[n] X ( z ) = x[n]z n
Z+
n =0
1. Linearity :
Z+
z0 x[n]z n
n =0
z
= x[n]
n =0
z0
= X +(
z
),
z0
z
ROC =
> a z0 Rx
z0
3. z-Transform
93
x[n] X ( z ) = x[n]z n
Z+
n =0
3. Time expansion :
Z+
x( k ) [n] X + ( z k )
x[n / k ], if n = mk, m Z
x( k ) [n] =
otherwise
0,
x( k ) [n]z
n =0
= x[mk / k ]z
mk
m =0
= x[m]( z k ) m = X + ( z k )
m =0
4. Conjugation :
Z+
x * [ n] z
n =0
3. z-Transform
94
x[n] X ( z ) = x[n]z n
Z+
n =0
5. Convolution :
Z+
x[n] * h[n]z
n =0
mk
= x[k ]h[n k ] z
= x[k ] h[n k ]z ( n k ) k
n =0 k =0
k =0
n =0
k 1
m
= x[k ]z h[m]z h[n k ]z ( n k ) = X + ( z ) H + ( z )
k =0
n =0
m =0
6. Accumulati on :
+
X
( z)
Z
y[n] = x[k ]
Y + ( z) =
, ROC = Rx z > 1
1
1 z
k =0
y[n] y[n 1] = x[n]
n
Y + ( z ) z 1Y + ( z ) y[1] = Y + ( z ) z 1Y + ( z ) = X + ( z )
3. z-Transform
95
x[n] X ( z ) = x[n]z n
Z+
n =0
n
z X ( z ) = z x[n]z = z (n) x[n]z ( n +1)
dz
dz n =0
n =0
Z+
nx[n] z
3. z-Transform
n =0
96
a
k =0
( k m )
ak z Y ( z ) + y[m]z
= bk z X ( z ) + x[m]z ( k m )
k =0
m =1
m =1
k =0
N
M
k +
ak z Y ( z ) = bk z k X + ( z )
k =0
k =0
k
N
k
M
( k m )
+ bk x[m]z
ak y[m]z ( k m )
k =0 m =1
k =0 m =1
A( z )Y + ( z ) = B( z ) X + ( z ) + N 0 ( z )
N
Y + ( z) =
N ( z ) B( z ) +
B( z ) +
B( z ) N 0 ( z )
=
X ( z) + 0
X ( z) +
(
)
A( z )
A( z )
A( z )
A( z ) B( z )
= H ( z ) X + ( z ) + H ( z ) X IC ( z )
3. z-Transform
97
a
k =0
N ( z)
N ( z)
B( z ) +
X ( z) + 0
= H ( z) X + ( z) + 0
= YZS ( z ) + YZI ( z )
A( z )
A( z )
A( z )
Zero - State Response :
Y + ( z) =
YZS ( z ) = H ( z ) X + ( z ) =
B( z ) +
B( z ) N ( z )
X ( z) =
=
A( z )
A( z ) Q( z )
k
b
z
k = 0 k
M
k
a
z
k = 0 k
N
X + ( z)
3. z-Transform
N0 ( z)
=
A( z )
k =0 bk m=1 x[m]z
M
k = 0 ak z
N
( k m )
( k m )
[
]
a
y
m
z
k =0 k m=1
N
k
a
z
k = 0 k
N
98
=
YZI ( z ) =
y
n
D
p
u[n]
[
]
(
)
ZI
k
k
1
A( z )
1 pk z
k =1
YZS ( z ) =
Ck
Gk
B( z ) +
N
L
+
X ( z ) = k =1
k =1 1 q z 1
A( z )
1 pk z 1
k
= y h [ n] + y p [ n]
Homogeneous solution : yh [n] = k =1 (Ck + Dk )( pk ) n u[n],
N
Particular solution :
3. z-Transform
99
{(C
pk , qk <1
pk , qk =1
{(C
pk , qk >1
y ss [n] =
ytr [n] =
3. z-Transform
Transient, decay
Steady-state, sustain
unbounded, blow up
+ Dk )( pk ) n + Gk (qk ) n u[n]
+ Dk )( pk ) n + Gk (qk ) n u[n]
{(C
pk , qk =1
{(C
pk , qk <1
+ Dk )( pk ) n + Gk (qk ) n u[n]
{(C
+ Dk )( pk ) n + Gk (qk ) n u[n]
+ Dk )( pk ) n + Gk (qk ) n u[n]
100
Example 6
79
5
Consider y[n ] ay[n 1] = x[n ], with x[n ] = 0 for n < 0 and y[ 1].
Take Z + {} Y + ( z ) a ( z 1Y + ( z ) + y[ 1]) = X + ( z )
1
1
+
X
z
(
)
( ay[ 1])
+
1 az 1
1 az 1
1
1
+
+
X
z
H
z
X
z
H
z
If y[ 1] = 0 (initial rest) then Y + ( z ) =
(
)
(
)
(
),
(
)
=
=
1 az 1
1 az 1
(zero initial condition response ZICR or zero - state response)
Y + ( z ) =
=
+
= YZS ( z ) + YZI ( z )
1 z 1
(1 az 1 )(1 z 1 ) 1 az 1
aA
A
A
1
1
n +1
+
1 a
1 a
A
(
)
YZS ( z ) =
X
z
y
n
a
u[n ]
(
)
[
]
1
=
=
+
ZS
a
1
1
1
1
1
1
1 az
1 az 1 z
1 az
1 z
ay[ 1]
YZI ( z ) =
y ZI [n ] = ay[ 1]a n u[n ]
1
1 z
n = 1
y[ 1],
y[n ] = y ZS [n ] + y ZI [n ] =
n +1
n +1
A
y[ 1]a + 1a (1 a ) n 0
10. z-xform
101
79
5
Example 7
Consider y[n ] + 3 y[n 1] = x[n ], with x[n ] = u[n ] and y[ 1] = .
Take Z + {} Y + ( z ) + 3( z 1Y + ( z ) + y[ 1]) = X + ( z ) =
1 z 1
1
1
+
Y ( z ) =
X ( z)
(3 y[ 1]) = YZS ( z ) + YZI ( z )
1
1
1 + 3z
1 + 3z
3
1
1
1
+
2
4
=
+
YZS ( z ) =
X ( z) =
1
1
1
1
1 + 3z
1 + 3z 1 z
1 + 3z
1 z 1
y ZS [n ] = 23 ( 3) n u[n ] + 14 u[n ]
+
3
YZI ( z ) =
1 + 3z 1
y ZI [n ] = 3 ( 3) n u[n ]
y[n ] = y ZS [n ] + y ZI [n ] = ( 23 3 )( 3) n u[n ] + 14 u[n ]
10. z-xform
102
Example 8
3
1
y[n 1] + y[n 2] = x[n], n 0, and x[n ] = ( 14 ) n u[n ],
2
2
subject to y[ 1] = 4, y[ 2] = 10.
Solve y[n ]
= Y + ( z ) 23 (z 1Y + ( z ) + y[ 1]) + 12 (z 2Y + ( z ) + z 1 y[ 1] + y[ 2])
= (1 23 z 1 + 12 z 2 )Y + ( z ) + ( 23 y[ 1] + 12 z 1 y[ 1] + 12 y[ 2])
= (1 23 z 1 + 12 z 2 )Y + ( z ) + (2 z 1 1)
= (1 12 z 1 )(1 z 1 )Y + ( z ) (1 2 z 1 )
Z + {x[n ]} = X + ( z ) =
1
1 14 z 1
1
1
1 2 z 1
Y ( z) =
+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+
10. z-xform
103
Example 8 (cont.)
1
1
1 2 z 1
Y ( z) =
+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+
1
1
(1 12 z 1 )(1 z 1 ) 1 14 z 1
8
3
B
C
2
3
=
+
+
=
+
+
1 12 z 1 1 z 1 1 14 z 1 1 12 z 1 1 z 1 1 14 z 1
3
1 12 z 1
Y ( z ) = YZS ( z ) + YZI ( z ) =
10. z-xform
1
1 z
1
2
1
1
(
1
2
)
z
1
1
1
(1 2 z )(1 z )
2
1 z 1
+
2
3
1 z
3
1 14 z 1
104
Example 8 (cont.)
Note Y+(z) can be separated into two parts:
zero-state response YZS(z) = H(z)X+(z) and
zero-input response YZI(z) = H(z)XIC(z),
XIC(z) can be thought of as an equivalent initialcondition input that generate the same output YZI(z) as
generated by the initial conditions. (In this example
xIC[n] = {1, -2})
The complete response y[n] is the sum of
zero-state response: {1/3(1/4)n -2(1/2)n + 8/3}u[n]
zero-input response: {3(1/2)n - 2}u[n]
10. z-xform
105
Example 8 (cont.)
1
1
1 2 z 1
Y ( z) =
+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+
1
1 12 z 1
2
3
1 z 1
3
1 14 z 1
1
1 12 z 1
2
3
3
1 14 z 1
yss [n ] = 23 u[n ]
1 z 1
2
1
3
+
3
Y ( z ) = Ytr ( z ) + Yss ( z ) =
+
+
1
1 12 z
1 14 z
1 z 1
10. z-xform
106
Example 8 (cont.)
1
1
1 2 z 1
Y ( z) =
+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+
1
1 12 z 1
2
3
1 z 1
3
1 14 z 1
Y ( z ) = Yh ( z ) + Y p ( z ) =
10. z-xform
1
1 12 z 1
1
1 12 z 1
3
1 14 z 1
2
3
1 z 1
2
3
1 z 1
yh [n ] = ( 12 ) n u[n ] + 23 u[n ]
y p [n ] = 3( 14 ) n u[n ]
+
3
1 14 z 1
107
Example 8 (cont.)
Y+(z) = 1/{1 (1/2)z-1} + (2/3)/{1z-1}
+ (1/3)/{1 (1/4)z-1}.
Thus y[n] = {(1/2)n + 2/3 + 1/3(1/4)n}u[n]
= Homogeneous part: {(1/2)n + 2/3}u[n]
+ Particular part: 1/3(1/4)nu[n]
= Transient response: {(1/2)n + 1/3(1/4)n}u[n]
+ Steady-state response: 2/3u[n]
3. z-Transform
108
Example 8 (cont.)
y[n] = {(1/2)n + 2/3 + 1/3(1/4)n}u[n]
= Transient response:
{(1/2)n + 1/3(1/4)n}u[n]
+ Steady-state response: 2/3u[n]
The transient response is due to poles inside the unit
circle, while steady-state response is due to poles on
the unit circle.
When the poles are outside the unit circle, the
response is termed unbounded response.
3. z-Transform
109
MATLAB implementation:
y = filter(b,a,x,xic),
where xic is computed analytically beforehand.
In practice, xic can be determined from initial
conditions of Y and X by MATLAB function filtic:
xic = filtic(b,a,Y,X), Y = [y[-1], y[-2], , y[-N]],
X = [x[-1], x[-2], , x[-M]] or
xic = filtic(b,a,Y) if X = 0.
3. z-Transform
110
Example 9
Consider the difference equation:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(a) Determine the general form of the homogeneous solution to this equation.
(b) Determine the unique solution to the difference equation when x[n] =
(1/2)nu[n], subject to y[-1] = 0, y[-2] = -12.
(c) If the difference equation represents a system, determine the zero-state
response of the system to the input x[n] = e jw0nu[n]. What is the steady-state
response of the system?
(d) Both a causal and an anticausal LTI system are characterized by this
difference equation. Find the impulse responses of the two systems.
(e) Determine the stabilities of the causal LTI system and the anticausal LTI
system.
3. z-Transform
111
Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1]
(a) Determine the general form of the homogeneous solution to this equation.
1
2
with multiplicity 2
yh [n] = A( 12 ) n + Bn( 12 ) n
3. z-Transform
112
) (
y[2])
(
= (1 z
)
)Y
= 1 z 1 + 14 z 2 Y + ( z ) + y[1] + 14 z 1 y[1] + 14
1
+ 14 z 2
( z ) + ( 3) = (1 12 z 1 ) 2 Y + ( z ) 3
1 + 2 z 1
Z {x[n] + 2 x[n 1]} = X ( z ) + 2 z X ( z ) + x[1] = (1 + 2 z ) X ( z ) =
1 12 z 1
+
5 1
1 + 2 z 1
3
4
2 z
Y ( z) =
+
=
+
(1 12 z 1 ) 3 (1 12 z 1 ) 2 (1 12 z 1 ) 2 (1 12 z 1 ) 3
+
1
1
(n + 1)(n + 2) 1 n
1 n
n
u
n
(
1
)(
)
[
],
( 2 ) u[n]
2
1 1 2
1 1 3
(1 2 z )
(1 2 z )
2
y[n] = 4(n + 1)( 12 ) n u[n] + 52
3. z-Transform
(n 1 + 1)(n 1 + 2) 1 n 1
( 2 ) u[n 1]
2
Tai-Lang Jong, EE/NTHU
113
Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(c) If the difference equation represents a system, determine the zero-state
response of the system to the input x[n] = e jw nu[n]. What is the steady-state
response of the system?
0
(1 z
+ z
1
4
1 + 2 z 1
X ( z)
Y ( z ) = (1 z ) Y ( z ) = (1 + 2 z ) X ( z ) Y ( z ) =
(1 12 z 1 ) 2
1
2
1 2
1
1 e jw0 z 1
C
A
B
1 + 2 z 1
Y ( z) =
=
+
+
jw
1
1
2
1
2
1
(1 12 z ) 1 e jw0 z 1
(1 12 z ) (1 e 0 z ) 1 12 z
1 2
B = (1 z ) Y ( z ) z = 1
1
2
1 + 2 z 1
=
1 e jw0 z 1
z = 12
5
1 + 2 z 1
, C=
=
(1 12 z 1 ) 2
1 2e jw0
z = e jw0
1 + 2e jw0
=
(1 12 e jw0 ) 2
1 d 1 + 2w
2[2(1 e jw0 w) (1 + 2 w)(e jw0 )]
2(2 + e jw0 )
A= 1
=
=
( 2 ) dw 1 e jw0 w w= 2
(1 e jw0 w) 2
(1 2e jw0 ) 2
w= 2
1 + 2e jw0
5
2(2 + e jw0 ) 1 n
jw0 n
1 n
e
u[n]
( 2 ) u[n] +
(n + 1)( 2 ) u[n] +
y[n] =
jw0
jw
jw0 2
2
(1 12 e 0 )
(1 2e )
1 2e
1 + 2e jw0
jw0 n
jw0
jw0 n
y ss [n] =
e
H
e
e
(
)
=
jw
2
(1 12 e 0 )
3. z-Transform
114
Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(d) Both a causal and an anticausal LTI system are characterized by this
difference equation. Find the impulse responses of the two systems.
Take z - transform :
5 1
1 12 z 1 + 52 z 1
1
1 + 2 z 1
1 + 2 z 1
2 z
+
=
=
=
H ( z) =
(1 12 z 1 ) 2
1 12 z 1 (1 12 z 1 ) 2
1 z 1 + 14 z 1 (1 12 z 1 ) 2
1 n
1 1 2
+
1
)(
(
n
(1 2 z )
2 ) u[ n 1]
3. z-Transform
z > 12
z < 12
115
Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(e) Determine the stabilities of the causal LTI system and the anticausal LTI
system.
Take z - transform :
5 1
1 12 z 1 + 52 z 1
1
1 + 2 z 1
1 + 2 z 1
2 z
+
=
=
=
H ( z) =
1 12 z 1 (1 12 z 1 ) 2
(1 12 z 1 ) 2
1 z 1 + 14 z 1 (1 12 z 1 ) 2
1 n
1 1 2
+
(
1
)(
n
(1 2 z )
2 ) u[ n 1]
3. z-Transform
z > 12
z < 12
116
BIBO stability:
h[n] is absolutely summable => DTFT exists
An LTI system is BIBO stable iff the ROC of the system
function includes the unit circle.
117
Example 10
An LTI is characterized by the system function :
3 4 z 1
1
2
H ( z) =
=
+
1
2
1
1
1 3.5 z + 1.5 z
1 0.5 z
1 3z
System's pole (natural frequency) : 12 and 3, three possible ROCs
( a) The system is stable :
ROC contains uni circle 12 < z < 3, & h[n] = ( 12 ) n u[n] 2(3) n u[n 1]
(b) The system is causal :
ROC = z > 3, & h[n] = ( 12 ) n u[n] + 2(3) n u[n]
(c) The system is anticausal :
3. z-Transform
118
Pole-Zero Cancellations
When a z-transform has a pole that is at the same location
as a zero, the pole is canceled by the zero, and
consequently, the term containing that pole in the inverse ztransform vanishes.
Pole-zero cancellation can occur either in the system
function H(z) itself or in the product of the system function
with the z-transform of the input signal H(z)X(z).
Input zero cancels system pole or system zero cancels input pole.
When the zero is located very near the pole but not exactly at the
same location, the term in the response has a very small amplitude.
One should not attempt to stabilize an inherently unstable system
by placing an input zero at the location of the unstable pole.
3. z-Transform
119
Example 11
Determine the impulse response of the system :
y[n] = 2.5 y[n 1] y[n 2] + x[n] 5 x[n 1] + 6 x[n 2]
A
B
1 5 z 1 + 6 z 2
H ( z) =
=
+
1
2
1
1 2. 5 z + z
1 0.5 z
1 2 z 1
1 5 z 1 + 6 z 2
1 5 z 1 + 6 z 2
A=
= 2.5, B =
1
1
z
1 2z
5
1
0
.
z = 0.5
=0
z =2
120
u
v
= vy = ,
ux =
y
x
3. z-Transform
u
v
= v x =
uy =
y
x
121
z
m =1
= z1 + z2 + is convergent.
122
2
m
1
=
+
+
+
q
q
q
m =0
1
converges with the sum
if q < 1 and diverges if q 1.
1 q
3. z-Transform
123
Ratio Test
Ratio Test Theorem :
If a series z1 + z2 + z3 + with zn 0 ( n = 1, 2, ) has the
zn +1
q < 1 for n > N
property that for every n > some N ,
zn
(where q < 1 is fixed), then this series converge absolutely.
zn +1
1 for n > N , the series diverges.
If for every n > N ,
zn
3. z-Transform
124
Ratio Test
Ratio Test Theorem :
If a series z1 + z2 + z3 + with zn 0 ( n = 1, 2, ) is such that
zn +1
lim
= L, then
n z
n
(a) The series converges absolutely if L < 1.
(b) The series diverges if L > 1.
(c) If L = 1, the test fails; i.e., no conclusion is possible.
3. z-Transform
125
Root Test
Root Test Theorem :
If a series z1 + z2 + z3 + is such that for every
n > some N ,
n
zn q < 1
zn 1,
3. z-Transform
126
Root Test
Root Test Theorem :
If a series z1 + z2 + z3 + with zn 0 ( n = 1, 2, ) is
such that
lim n zn = L, then
n
3. z-Transform
127
an ( z z 0 ) n
n =0
an
n a
n +1
Taylor series :
f ( z ) = an ( z z0 ) n where an =
n =0
1 (n)
1
f ( z)
f ( z0 ) =
dz
n +1
C
2j ( z z0 )
n!
Laurent series :
f ( z ) = an ( z z0 ) + bn
n
n =0
n =1
= an ( z z 0 ) +
n
n =0
1
( z z0 ) n
n = 1
n ( z z0 ) =
n
n =
n
(
z
z
)
0
n
1
f ( z)
an =
dz
2j C ( z z0 ) n +1
bn =
3. z-Transform
1
n 1
(
z
z
)
f ( z )dz
C
2j
Tai-Lang Jong, EE/NTHU
128
C, CCW
f ( z ) dz = 0
z1
z0
3. z-Transform
f ( z )dz = F ( z1 ) F ( z0 )
Tai-Lang Jong, EE/NTHU
129
C1 ,CCW
f ( z )dz =
C 2 ,CCW
f ( z )dz
C2
C1
f ( z )dz = f ( z )dz
k
C1
Ck
C2
C3
C4
3. z-Transform
130
f ( z ) f ( z0 )
dz
f ( z)
+
dz = 2j f ( z0 )
dz = f ( z0 )
C
C
z z0
z z0
z z0
or alternatively
1
f ( z)
dz
f ( z0 ) =
C
2j z z0
Note : 1. z z0 = e
2.
2
2
1
dz
j
d (e ) = jd = 2j
=
j
0
0
e
z z0
f ( z ) f ( z0 )
<
z z0
f ( z ) f ( z0 )
f ( z ) f ( z0 )
dz
dz <
C
z z0
z z0
< dz = 2 = 2
C
3. z-Transform
131
1
dre jw
jw
jw
jw
=
=
=
(
,
(
)
z
z
re
dz
d
re
jre
dw)
dz =
0
jw
C
z z0
re
re jw
=
jdw = 2j
re jw
1
dre jw
2.
dz = n jnw
C ( z z )n
C r e
0
re jw
= n jnw jdw
r e
j (1 n ) w
e
2j
dw =
= j
n 1
r
0
3. z-Transform
n =1
n 1
132
C
if z0 is outside C
2j z z0
0,
More generally, If the ( k + 1) - order derivative of f ( z ) exists on and inside
the contour C and if f ( z ) has no poles at z = z0 , then
1 d k 1 f ( z )
f ( z)
1
k 1
dz
=
(
1
)!
k
dz
k
2j C ( z z0 )
0,
3. z-Transform
, if z0 is inside C
z = z0
if z0 is outside C
133
C
C
2j g ( z )
2j ( z z k )
k =1
n Ak
1
=
dz
C
2j k =1 z z k
n
Ak
1
=
dz
C
z zk
k =1 2j
n
= Ak
k =1
3. z-Transform
134
Residue Theorem
Analytic function represente d by Laurent series :
1
n
(
)
=
f ( z ) = an ( z z0 ) + bn
c
z
z
n
0
n
(
)
z
z
n =0
n =1
n =
0
n
1
then b1 = c1 =
f ( z )dz = Re s f ( z ) or
C
z = z0
2j
3. z-Transform
f ( z )dz = 2j Re s f ( z )
m =1
z = zm
135