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f jω Im(z)
z-Plane
rStable S-Plane
eRegion θ=π θ
q σ θ = -π Re(z)
u
e |z|=1(unit circle)
stable
n region
c
y
The primary role of the Laplace transform
in engineering is transient and stability
analysis of causal LTI system described by
differential equations.
two-sided
transform
∞
X ( z ) = ∑ x[n]z −n one-sided transform
n =0
Clearly, the z-transform is a power series with an
infinite number of terms and so may not converge for
all values of z.
−1 −2 1
Let z = 2 ⇒ X ( z ) = 1 + 2 + 2 + ... = −1
=2
1− 2
Let z = 0.5 ⇒ X ( z ) = 1 + ( )
1 −1
2 +( )
1 −1
2 +K = 1+ 2 + 4 +K
z
X ( z) = ROC: |z|>1
z −1
The complex exponential sequence: x[n] = ejnθ
− jθ
−
{ }
∞
1 z z z e
z e jθn = ∑ e jθn z − n = jθ
= jθ
= jθ
× − jθ
n =0 e z − e z − e z − e
1−
z
z ( z − e − jθ ) z ( z − e − jθ )
= = 2
( z − e )( z − e ) z − (e jθ + e − jθ ) z + 1
jθ − jθ
z ( z − cos θ + j sin θ )
=
z 2 − 2 z cos θ + 1
z ( z − cos θ )
∴ Z {cos nθ } = 2
z − 2 z cos θ + 1
z sin θ
Z {sin nθ } = 2
z − 2 z cos θ + 1
1.2 Properties
1.2.1 Linearity ax[n] + by[n]←⎯→
Z
aX ( z ) + bY ( z )
Z {x[n − 2]} = z − 2 X ( z )
x[− n]←
⎛1⎞
⎯→ X ⎜ ⎟
z
or ( )
X z −1
⎝z⎠
−1
z z z z
u[n]←⎯→ ; u[− n]←⎯→ −1
1
=
z −1 z −1 1− z
a x[n]←
n
⎯→ X (a z )
z −1
z
e jθn
x[n]←⎯→ X (e z )
− jθ
⎧ ∞ ⎫
Z {x[n]* h[n] } = Z ⎨ ∑ u [k ]x[k ]⋅ u[n − k ]h[n − k ]⎬
⎩k = −∞ ⎭
∞
⎧ ∞ ⎫ −n
= ∑ ⎨ ∑ u[k ]x [k ]⋅ u[n − k ]h [n − k ]⎬ z
n = 0 ⎩k = −∞ ⎭
∞
⎧∞ −n ⎫
= ∑ u [k ] x [k ] ⎨∑ u [n − k ]h [n − k ] z ⎬ Let m = n−k
k = −∞ ⎩ n =0 ⎭
∞
⎧ ∞ −m−k ⎫
= ∑ u [k ] x [k ] ⎨ ∑ u [m]h[m] z ⎬
k = −∞ ⎩m = − k ⎭
∞
⎧ ∞
−m ⎫
= ∑ u [k ] x [k ] z ⎨ ∑ u [m]h [m] z ⎬
−k
k = −∞ ⎩m = − k ⎭
∞
⎧ ∞
−m ⎫
= ∑ x[k ] z ⎨∑ h[m] z ⎬
−k
k =0 ⎩m = 0 ⎭
X ( z) H ( z)
= X ( z) ⋅ H ( z)
x[n] y[n]
h[n]
X(z) H(z) Y(z)
Y ( z ) = a0 X (z ) + a1 X ( z )z −1 + a2 X ( z )z −2 + b1Y ( z )z −1 + b2Y ( z )z −2
[ ] [
Y ( z ) 1 − b1 z −1 − b2 z − 2 = X (z ) a0 + a1 z −1 + a2 z − 2 ]
Y ( z ) a0 + a1 z −1 + a2 z − 2
H (z ) = =
X ( z ) 1 − b1 z −1 − b2 z − 2
Example :
Find the difference-equation of the following transfer
function
5z + 2
H ( z) = 2
z + 3z + 2
First rewrite H(z) as a ratio of polynomials in z-1
Y ( z) 5 z −1 + 2 z −2
= H ( z) =
X ( z) 1 + 3 z −1 + 2 z − 2
Y ( z ) + 3Y ( z )z −1 + 2Y ( z )z − 2 = 5 X ( z )z −1 + 2 X ( z )z − 2
Take inverse z-transform
y[n] + 3 y[n − 1] + 2 y[n − 2] = 5 x[n − 1] + 2 x[n − 2]
n = −∞
n k
⎛α ⎞
−1
⎛z⎞∞
= − ∑ ⎜ ⎟ = −∑ ⎜ ⎟
n = −∞ ⎝ z ⎠ k =1 ⎝ α ⎠
∞ k
⎛z⎞
= 1− ∑ ⎜ ⎟
k =0 ⎝ α ⎠
u[n+1] u[-(n+1)]
-1 n -1 n
z
The sum converges provided < 1 ie. |z| < |α|
α
1
Y ( z) = 1 − | z |<| α |
1 − zα −1
z
= | z |<| α |
z −α
Depict the ROC and pole and zero locations in
the z-plane
Im(z)
α Re(z)
1.2.6 Discrete Convolution
Compute the convolution y[n] of the digital signals
given by
x1[n] = [1, -2, 1];
x2[n] = 1 for 0 ≤ n ≤ 5,
x2[n] = 0 elsewhere
y[n] = x1[n] * x2[n] ⇒ Y(z) = X1(z) ⋅X2(z)
X1(z) = 1 –2z-1 + z-2
X2(z) = 1 + z-1 + z-2 + z-3 + z-4 +z-5
Y(z) = X1(z) ⋅ X2(z)
= 1-z-1 – z-6 + z-7
Inverse z-transform
y[n] = [1, -1, 0,0,0,0,-1,1]
Example :
Determine the system function H(z) of the system
shown below: y[n]
x[n] +
ay[n-1] a
Y(z)
Y(z) = X(z) + az-1Y(z) X(z) +
z-1
Y ( z) 1
H ( z) = =
X ( z ) 1 − az −1 a
az-1Y(z)
Basic z-Transforms
Signal Transform ROC
δ[n] 1 all z
u[n] 1 |z| > 1
1 − z −1
αn u[n] 1 |z| > |α|
1 − αz −1
nαn u[n] αz −1 |z| > |α|
(1 − αz −1 ) 2
cos(nθ) u[n] 1 − z −1 cosθ |z|>1
1 − z −1 2 cosθ + z − 2
sin(nθ) u[n] z −1 sin θ |z| > 1
1 − z −1 2 cosθ + z − 2
rncos(nθ) u[n] 1 − z −1 r cosθ |z| > r
1 − z −1 2r cosθ + r 2 z − 2
rnsin(nθ) u[n] 1 − z −1 r sin θ |z|>r
1 − z −1 2r cosθ + r 2 z − 2
z-Transform Properties
signal Transform
X[n] X(z)
ax[n] + by[n] aX(z) + bY(z)
X[n-k] z-kX(z)
anx[n] ⎛z⎞
X⎜ ⎟
⎝a⎠
x[-n] ⎛1⎞
X⎜ ⎟
⎝z⎠
x[n]*y[n] X(z)⋅Y(z)
nx[n] d
− z X (z)
dz
−N
1− z
Note: S N = 1 + z + z
−1 −2
+ ... + z − ( N −1)
=
1 − z −1
1
If N →∞ S ∞ = −1
, |z-1| < 1
1− z
1.3 Inverse z-Transform
x[n] = Z-1[X(z)]
4 −1 ⎡ z ⎤ 4 −1 ⎡ z ⎤
x[n] = z ⎢ − z ⎢
5 ⎣ z − 0.75 ⎦ 5 ⎣ z + 0.5 ⎥⎦
⎥
4
[ ]
= (0.75) n − ( −0.5) n , n > 0
5
1.3 Inverse z-Transform
z = eσ T⋅ ejωT = eσ T⋅ ejθ -π ≤ θ ≤ π
f
∠z = ωT = 2π = θ (θ = digital frequency)
fs
As ω varies from -∞ to ∞ the s-plane is
mapped to the z-plane as shown in Figure
2.10.
θ=π θ=0
σ θ = -π
If θ = π
Unit circle
|z|=1
jθ
z=e
1.4 Frequency Response Estimation
There are many instances when it is necessary to
evaluate the frequency response of discrete-time
systems. The frequency response of a system can be
readily obtained from its z-transforms.
H (θ ) = H ( z ) | z = e jθ , - π < θ < π
1
H ( z) = −1
, 1 < a < 0 say a = 0.6
1 − az
H (θ ) = H ( z ) | z =e jθ −π ≤θ ≤ π
1 |H(θ)| 1
1− a
1+ a
θ
-π π
digital frequency
-fs/2 0 fs/2
f (analogue
frequency)
θ = ωT; θ = 2π f/fs:; θ = π ⇒ f = fs/2
fs= sampling frequency
1.5 Pole-Zero Description of
Discrete-Time Systems
The zeros of a z-transform H(z) are the values of z
for which H(z)=0. The poles of a z-transform are
the values of z for which H(z)=∞ . If H(z) is a
rational function , then
Y ( z ) a0 + a1 z −1 + ... + aM z − M
H ( z) = =
X ( z ) 1 + b1 z −1 + ...... + bL z − L
( z − z1 )( z − z 2 ).......( z − z M )
= a0
( z − p1 )( z − p2 )......( z − pL )
The complex quantities (or may be real) z1, z2, z3 ….
are called zeros of H(z) and the complex quantities
(or may be real) p1, p2, p3 … are called the poles of
H(z). We thus see that H(z) is completely
determined , except for the constant a0, by the
values of poles and zeros
0.75
|z|=1 0.5
-1 -0.5
Re(z)
0.5
|z| =1 0.5
-1
-0.5 Re(z)
K ( z − j1) ( z + j1)
H ( z) =
( z − 0.5 − 0.5 j ) ( z − 0.5 + 0.5 j )
K (1 + z − 2 )
=
1 − z −1 − 0.5 z − 2
Example :
Determine the pole-zero plot:
Im(z)
z
H ( z) =
z−a
Re(z)
|z|=a
Example :
Determine the pole-zero plot :
zM − aM ( z − z1 )( z − z 2 ).........( z − M )
H ( z ) = M −1 =
z ( z − a) z M −1
The zero z = a cancels the pole at z = a. Thus, H(z)
has M-1 zeros and M-1 poles as shown in the diagram
below for M = 8. Im(z)
z= a
Re(z)
8 poles
|z|=a
Consider a system, H(z) with two complex conjugate
poles in the z-plane :
Im(z)
p1 = re jθ
Poles
r p1 p2 = re − jθ
θ z1 = 0 ( zero)
θ Re(z)
|z|=1
p2
A typical transfer function might be:
z ⎡ A B ⎤
H ( z) = = z⎢ +
(z − re )(z − re )
jθ − jθ
⎣ z − re jθ
z − re − jθ ⎥
⎦
⎡ 1 1 ⎤
⎢ 2 jr sin θ 2 jr sin θ ⎥
= z⎢ jθ
− − jθ
⎥
⎢ z − re z − re ⎥
⎢⎣ ⎥⎦
1 ⎡ 1 1 ⎤
H ( z) = −
j (2r sin θ ) ⎢⎣1 − re jθ z −1 1 − re − jθ z −1 ⎥⎦
h( n) =
1
j 2r sin θ
[(
re jθ ) − (re ) ]
n − jθ n
=
rn
j 2r sin θ
[
e jθn − e − jθn ]
h( n) =
1
sin θ
[
r n −1 sin nθ ] θ = frequency of
oscillation
θ
-θ
rn
h( n) =
1
sin θ
[
r n −1 sin nθ ]
Poles on the
unit circle
1
θ
-1
r=1
Exponential increasing
Poles outside unit (r>1)
θ circle
-θ
h(n) =
1
sin θ
[
r n −1 sin nθ ]
rn
n
Note :
x[n] y[n]
+ r θ0
-b1
z -1
-b2
z -1
p1 = re jθ 0 = r cos θ 0 + jr sin θ 0
p2 = re − jθ 0 = r cos θ 0 − jr sin θ 0
1 z2
H ( z) = −1 −2
= 2 (A)
1 + b1 z + b2 z z + b1 z + b2
All pole system has poles only (without counting the
zeros at the origin)
z2 z2 z2
H ( z) = 2 = =
z + b1 z + b2 ( z − p1 )( z − p2 ) ( z − re jθ 0 )( z − re − jθ 0 )
−1
z2 z2
H ( z) = jθ 0 − jθ 0
= (B)
z − r (e
2
+ e )z + r 2
z 2 − 2r cos θ 0 z + r 2
2π f 0
b1 = −2r cos θ 0 b2 = r 2
∴ Cosθ 0 =
− b1
θ0 =
fs
2 b2
θ0 = resonant frequency
We can derive H(θ) and the magnitude from
1
H ( z) =
1 + b1 z −1 + b2 z −2
b2 = r 2
b1 = −2r cos(θ 0 )
⎡ − b1 ⎤
θ 0 = cos ⎢−1
⎥
⎢⎣ 2 b2 ⎥⎦
dB
IV
θ
−π π π
− π
4 θ0 =
4
I
Magnitude response
50
I
II
40 III
IV
30
20
dB
10
-10
-20
-3 -2 -1 0 1 2 3
theta
Example :
sketch the magnitude response for the system having
the transfer function
1 + z −1
H ( z) = π π
j −j
(1 − 0.9e 4 z −1 ) (1 − 0.9e 4
z −1 )
π
−j
The system has a zero at z = -1 & poles at z = 0.9e 4
Magnitude 0.9
Response π/4
θ=π
-π -π/4 π/4 π θ
θ
θ=0
θ = -π
Example :
Sketch the approximate magnitude response from
the pole-zero map given below:
dB
Im(z)
+ 0.8
Re(z)
- 0.8
-π -π/2 0 π/2 π
|z|= 1 θ
fs/2
-fs/2
Example :
Sketch an approximate magnitude response from the
pole-zero map given below:
Im(z) |H(θ)| in dB
+ 0.5
1 Re(z)
- 0.5
X(z) a0 Y(z)
+
Z-1 -b1
+
Z-1
a0 b2
+
Y (z) a 0 + a 0 z −1
= H (z) = ;
X (z) 1 + b1 z −1 − b 2 z −2
Sketch an approximate magnitude response from the pole-zero map given below:
Im(z)
0.5 x
-1 1
Re(z)
-0.5 x
|H(θ)|
-π -π/2 0 π/2 π θ
Question 5(b)
Determine the magnitude response of the following filter and show that it has an all-pass
characteristic.
a − z −1
H ( z) = a <1 [4 marks]
(1 − a z −1 )
− jθ jθ
1 a − e a − e
H ( z ) = (1 + z − 2 ) H (θ ) = − jθ
→ H *
(θ ) =
2 1 − ae 1 − ae jθ
a 2 + 1 − ae jθ − ae − jθ
H (θ ).H (θ ) = H (θ ) = =1
* 2
jθ − jθ
1 + a − ae − ae
2
H (θ )
1
-π π θ
A first-order digital filter is described by the system function :
1 − a 1 + b z −1
H ( z) =
1 + b 1 − a z −1
Draw a canonic realisation of the transfer function H(z).
X(z)
Y(z)
+ +
Z-1
1-a/1-b b
a
Question 3
Sketch roughly the magnitude response corresponding to the pole-zero pattern given below:
Sketch an approximate magnitude response from the pole-zero map given below:
Im(z)
0.5 x
-1 0.5 1
Re(z)
-0.5 x
Mag
θ
The difference equation of a digtal filter is given by y(n) = x(n)-x(n-8)- y(n-2 )
Find the transfer function for the above filter.
Y ( z ) = X ( z ) − X ( z ) z −8 − Y ( z ) z −2
Y ( z) 1
= (1 − z −8 ).
X ( z) 1 + z −2
A first-order digital filter has a transfer function given by
1 + z −1
H ( z) = k
1 − a z −1
Determine the impulse response of the above digital filter H(z) and show that the filter is
stable if a < 1.
⎡ 1 z −1
⎤
H ( z) = k ⎢ −1
+ −1 ⎥
⎣1 − az 1 − az ⎦
[
h(n) = k a nu(n) + a n−1u(n − 1) ]
if a< 1, then h(n) decays to zero.
Therefore, stable system.