Beruflich Dokumente
Kultur Dokumente
Abstract
In these notes we introduce a new framework for discrete systems
design and analysis. This new framework is, in some sense, dual to that
of the Z transform, with some notable advantages, including simplicity.
Introduction
The standard mathematical toolkit for the design and analysis of linear discrete
systems has been the Z transform. However powerful this tool is, it has its
mathematical and practical limitations. In these notes, we highlight some of
these limitations, and propose a new mathematical framework, that relies heav-
ily on the more powerful Laplace transform, and some subtle relations between
generating functions of different types. As an application of this new frame-
work, we propose a new discretization technique, that maintains the frequency
response of the system we wish to discitize almost intact after discretization.
Mathematical Background
Suppose that g(y) is an entire function, so that it has the everywhere convergent
Taylor expansion :
∞
X yn
g(y) = an
n=0
n!
Where φn (·) are the single variable Bell polynomials, also known as Touchard
polynomials, and are given by :
n ∞ n
d X mn tm X n k
φn (t) = e−t t et = e−t = t
dt m! k
m=0 k=0
1
n
Where are the Stirling numbers of the second kind. These polynomials
k
have the generating function :
∞
x
−1)
X φn (t) n
et(e = x
n=0
n!
For a fixed value of τ , the function g(mτ ) is a discrete version of the continuous
function g(t), where it’s periodically sampled at a fixed frequency of f = τ −1 .
By convention, it is written as g(mτ ) = g[m].
The function fτ (t) is related to g(t)-or more accurately, to its Laplace transform-
by :
Z σ+i∞
1
fτ (t) = exp (teτ s ) Ls {g(t)} ds (1)
2πi σ−i∞
Where σ lies to the right of the largest real part of the singularities of Ls {g(t)}.
This can be shown by expanding the exponential, and then applying the Bromwich
inversion formula. In many interesting cases, the integral above may be com-
puted easily using the residue theorem.
Using the fact that :
m!
Lz {tm } = n+1
z
We also have :
∞
X
Lz {fτ (t)} = g[m]z −m−1 = z −1 Zτ {g[m]}
m=0
Where Zτ {g[m]} is the unilateral Z transform of g[m], and the Laplace transform
on the LHS is taken w.r.t. the complex parameter z.
Taking the Laplace transform of eq.(1) w.r.t. the complex parameter z, we
obtain : Z σ+i∞
1 Ls {g(t)}
z −1 Zτ {g[m]} = ds
2πi σ−i∞ z − esτ
Thus :
σ+i∞
Ls {g(t)}
Z
1
Zτ {g[m]} = ds (2)
2πi σ−i∞ 1 − z −1 esτ
Which in most interesting cases can be computed easily using the residue theo-
rem. This is the first instance of duality between the functions g[m] and fτ (t).
The formulae above are superior to the original definition of the Z transform,
since they enable us to compute the Z transform for a wider range of sequences.
For example, consider the sequence g[m] = m!. The infinite sum :
∞
X m!
Z1 {m!} =
m=0
zm
2
By analytic continuation, f1 (t) can be extended to the whole positive real line,
except for t = 1, where there is a first order pole. Taking the Laplace transform
of f1 (t) w.r.t. z, we have :
Z ∞ −tz Z y −tz Z ∞ −tz
e e e
Lz {f1 (t)} = PV dt = lim dt+ lim dt = e−z Ei(z)
0 1 − t y→1 −
0 1 − t y→1 +
y 1 − t
where Ei(·) is the exponential integral function, and PV stands for Cauchy’s
principal value of the improper integral. Thus :
Curiously, the asymptotic expansion for the expression above for a sufficiently
large |z| is given by :
−z 1 2! 3! k!
ze Ei(z) = 1 + + 2 + 3 + ... + O
z z z zk
3
which holds iff the following difference equation holds :
In order to solve for g[m], we solve the corresponding differential equation, and
differentiate fτ (t) m times at t = 0 to obtain:
Going the other way around, from the difference equation to the corresponding
differential equation is trivial. As a first example, consider the linear difference
equation :
x2 − 4x + 13 = (x − 2 + 3i)(x − 2 − 3i) = 0
4
Using the series expansion of the exponential function, we obtain :
(m) i m i m
g[m] = fτ (0) = 1 + (2 + 3i) + 1 − (2 − 3i)
2 2
After some simplification, we obtain :
√
g[m] = 5 13m/2 cos(mφ + ψ)
Where :
3 1
φ = tan−1 ψ = tan−1
2 2
5
And as before :
g[m] = fτ(m) (0)
As an example, consider the inhomogeneous linear difference equation :
and :
∞
X (−t)k
Γ(0, t) + log t = −γ −
kk!
k=1
We obtain :
(m) 1
g[m] = f1 (0) = −m − 2 + + (m − 1)ψ(m + 1) m>1
m
Where we used :
m
X 1
γ + ψ(1 + m) =
k
k=1
6
Multiplying both sides with tm /m! and taking the summation over m = 0, 1, 2, ...
we obtain :
∞
n X ∞
X tm X tm def
αj [m]g[m + j] = b[m] = βτ (t)
j=0 m=0
m! m=0 m!
Taking the Laplace transform of both sides w.r.t. the complex parameter z, we
obtain :
Xn X ∞
αj [m]g[m + j]z −m = zLz {βτ (t)}
j=0 m=0
and :
∞
dj
X
−m
g[m + j]z = zLz fτ (t) (0 6 j 6 n)
m=0
dtj
Where we define :
∞
def
X tm
Aj,τ (t) = aj [m]
m=0
m!
Using Hadamard’s formula for his product of series, we have :
n
dj
I X
1 dν
L νz {Aj,τ (t)} Lν fτ (t) = Lz {βτ (t)}
2πi Γ j=0 dtj ν
Where Γ is a positively oriented path in the complex plane, enclosing the ori-
gin, but none of the singularities of the integrand. Taking the inverse Laplace
transform of both sides w.r.t. the complex parameter z, we obtain :
n
dj
I X
1
Aj,τ (νt)Lν f τ (t) dν = βτ (t)
2πi Γ j=0 dtj
1 ∞
j Z
d x
Lν j
f τ (t) = βj,τ A−1
j,τ (x)dx
dt ν 0 ν
Where A−1
j,τ (x) is uniquely determined by the integral equation :
Z ∞ x u
A−1
j,τ (x)Aj,τ dx =
0 u u−1
7
Now, using the multiplication theorem of the Laplace transform, and choosing
a set of functions ηj (ν) that have inverse Laplace transforms, such that :
Z ∞ Z c+i∞ Z ∞
1 ηj (ν − σ) x
βj,τ A−1
j,τ (x)dσdx = βj,τ (x)e−νx dx
2πi 0 c−i∞ σ σ 0
and defining the new variable σy = x in the left hand side, such that :
Z ∞ Z c+i∞ Z ∞
1 −1
ηj (ν − σ)βj,τ (y) Aj,τ (σy)dσdy = βj,τ (x)e−νx dx
2πi 0 c−i∞ 0
Multiplying both sides with Aj,τ (x), and taking the integration with respect to
x over the positive real line, we obtain :
Z c+i∞
1 ηj (ν − σ)
dσ = Lν {Aj,τ (x)}
2πi c−i∞ σ−1
Taking the inverse Laplace transform of both sides, and defining :
Θj (t) = L−1
t {ηj (ν)}
we obtain :
c+i∞
eσt
Z
Θj (t)
dσ = Θj (t)et = Aj,τ (t)
2πi c−i∞ σ−1
From which we finally obtain:
n j
X d
Aj,τ (t) j fτ (t) = et βτ (t)
j=0
dt
Reconstruction of g(t)
Now, we use the integral representation of the gamma function to obtain :
Z ∞
Γ(a + 1)
ta e−st dt = <(s) > 0
0 sa+1
Thus :
∞ n
dn Γ(a + 1)
Z
n −st 1X
(log t) e dt = n = bk (log s)k
0 da sa+1 a=0 s
k=0
8
Therefore, there exist nth order polynomials in log t, that we’ll denote by Φ†n (t),
such that :
Z ∞
(log s)n
Φ†n (t)e−st dt =
0 s
Now, without loss of generality, we put s = ez , and we obtain :
Z ∞
z
e−t Φ†n (t)e−t(e −1) dt = z n e−z
0
Or equivalently :
Z ∞ ∞
X φm (−t) m
e−t Φ†n (t) z dt = z n e−z (n = 2, 3, 4...)
0 m=0
m!
When the integral converges. Alternatively, we integrate (3) by parts, and use
the fact that φn (0) = 0 n = 1, 2, 3..., and we obtain :
Z ∞ h i
0
e−t Φ†n (t) φm (−t) + φm (−t) dt = m!δnm (4)
0
When the integral converges. In many cases, the function fτ (t) is not easy to
find in closed form, and the integrals of the individual terms in their current
form don’t converge, thus we employ the trick :
∞ ∞
X tl X tm
g(lτ ) = et g ? (mτ )
l! m=0
m!
l=0
9
Hence :
∞ Z ∞
X (−1)m ? dΦ† (t)
an τ =n
g (mτ ) e−t tm n dt
m=0
m! 0 dt
Now, we use the Stirling transform to obtain :
m
m
X mk
t = (−1) φ (−t)
k k
k=1
m
Where are the absolute Stirling numbers of the first kind. Using (3), we
k
obtain :
n m
Z ∞ †
dΦ (t)
(−1) n! , n 6 m
e−t tm n dt = n
0 dt
0 , n>m
Thus :
∞ ∞
(−1)m−n m ?
an n X X s(m, n) ?
τ = g (m) = g (mτ )
n! m! n m!
m=n m=n
Were s(·, ·) are the signed Stirling numbers of the first kind. Using the integral
representation of the signed Stirling numbers of the first kind :
I
m!
s(m, n) = z −m−1 logn (z + 1)dz
2πin! |z|=1
It should be noted that the formula above is valid when the ROC of Zτ {g[m]}
is contained in the unit disk. To enlarge the domain of validity of the formula
above, we notice that the function (z + 1)−1 maps the unit circle to the vertical
line <(z) = 21 . Thus, taking (z + 1)−1 → z, we obtain :
1
2 +i∞
Z
1 t
g(t) = − Zτ {g[m]} (z) z − τ −1 dz (6)
2πi 1
2 −i∞
Depending on where the poles of Zτ {g[m]} (z) are, we close the contour to the
right or the left, and use the residue theorem to compute g(t).
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Some properties of Φ†n (x)
We use :
n
dn dn
(log s) 1 Γ(1 + z)
= (−1)n n s−z−1 = (−1)n n
s dz z=0 dz Γ(1 + z) sz+1 z=0
n Z ∞ Z ∞ n
xz
n d 1 z −sx n d −sx
= (−1) x e dx = (−1) e dx
dz n Γ(1 + z) 0 z=0 0 dz n Γ(1 + z)
z=0
n z
d x
which is a Laplace transform of (−1)n dz n Γ(1+z) evaluated at z = 0. Thus, by
Which implies that the polynomials Φ†n (x) have the generating function :
∞
xz X (−z)n
= Φ†n (x)
Γ(1 + z) n=0 n!
Differentiating both sides w.r.t. x, and using the formula zΓ(z) = Γ(1 + z), we
obtain the recurrence formula :
dֆn+1 (x)
x + (n + 1)Φ†n (x) = 0
dx
Using the generating function of Φ† (x), we have :
∞
x−z X (−z)n
= Φ†n (x−1 )
Γ(1 + z) n=0 n!
Thus :
∞ ∞
X (−z)n Γ(1 − z) X † −1 z n
Φ†n (x) = Φ x
n=0
n! Γ(1 + z) n=0 n n!
Thus :
n
αk Φ†k (x−1 )
X
Φ†n (x) =
k=0
0
The biorthogonality of φn (−x) and Φn† (x) implies the completeness relation :
∞
X dΦ†n (x) φn (−x0 )
e−x0 = δ(x − x0 ) x>0
n=1
dx n!
δ(·) being the Dirac delta function. Using the recurrence formula for the
Touchard polynomials :
h 0
i
φn+1 (x) = x φn (x) + φn (x)
11
and for consistency of notation, defining :
φn+1 (−x)
Φn (x) = −
xn!
we may rewrite (4) as :
Z ∞
e−x Φn (x)Φ†m (x)dx = δnm
0
Where ak are the Taylor coefficients occurring in the expansion of the reciprocal
gamma function.
Where gτ (t) and ĝ[m] are unknown, and as before, are related to each other by:
∞
X tm
gτ (t) = ĝ[m]
m=0
m!
12
Where h(t) is the impulse response function of our time-continuous system we
wish to discretize, and u(t) is the Heaviside step function. Or, using the gener-
ating function of the Touchard polynomials:
Z ∞ ∞
−t
X φn (−t)
Ls {h(t − τ )u(t − τ )} = e gτ (t) (sτ )n dt
0 n=0
n!
We have :
Z ∞ p n+1
gn+1 = lim − h(p − τ )u(p − τ )e−sp dp
s→0+ 0 τ
Inserting this expression in the expansion of gτ (t), and using the generating
function of Φ† (t), we obtain :
Z ∞ p −1
tτ −sp
gτ (t) = lim+ p h(p − τ )u(p − τ )e dp
s→0 0 Γ τ
Using the fact that the reciprocal gamma function decays faster than any ex-
ponential function, the limit may be taken before the evaluation of the integral,
and the above formula can be written as :
Z ∞ p −1
tτ
gτ (t) = h(p − τ )u(p − τ )dp (8)
0 Γ τp
To obtain Zτ {ĝ[m]}, we take the Laplace transform of both sides w.r.t. the
complex parameter z, and use the standard result :
Z ∞
tb−1 e−zt dt = Γ(b)z −b
0
and we obtain :
Z ∞ Z ∞
− τp p
Zτ {ĝ[m]} = z z h(p − τ )u(p − τ )dp = z e− τ log z
h(p − τ )u(p − τ )dp
0 0
13
− log z log z log z
= ze H = Zτ {ĝ[m]} = H
τ τ
As expected! This result is of no practical use, except if we take the first
approximation of log z, in which case we obtain the bilinear transform. What
we wish to do is to obtain an accurate approximation of Zτ {ĝ[m]} in a different
way.
We assume that gτ (t) can be written in terms of Laguerre polynomials as :
∞
X
gτ (t) = gn ln (t)
n=0
Where :
n
−t/2
X n (−1)k
ln (t) = e Ln (t) Ln (t) = tk
k k!
k=0
and :
∞ ∞ ∞ p
t τ −1
Z Z Z
gn = gτ (t)ln (t)dt = lim+ h(p − τ )u(p − τ )ln (t)e−sp dtdp
0 s→0 0 0 Γ τp
we obtain :
Z ∞ p
p
gn = lim+ 2 τ e−sp Jn h(p − τ )u(p − τ )dp
s→0 0 τ
Z ∞
= lim 2τ e−ux Jn (x + 1) h(τ x)dx
u→− log 2 0
We use : ∞ n
2z − 1
Z
−tz 2
e ln (t)dt =
0 2z + 1 2z + 1
And we obtain :
∞ n
2z X 2z − 1
Zτ {ĝ[m]} = gn
2z + 1 n=0 2z + 1
14
FIR filter design
The formula we obtained in the last section is very suitable for the design of time-
discrete FIR filters, whose frequency response mimic that of time-continuous
filters with frequency response H(iω). For instance, consider the very simple
filter :
1
H(s) =
s+a
The impulse response function of this filter is given by :
h(t) = e−at
Applying eq.(9) to this filter, and terminating the M deformation of the z trans-
form at M = 3, with sampling period τ = 0.005 gives a very good approximation
of the time-continuous filter.
References
[1]H.Bateman, Tables Of Integral Transforms
[2]H.Bateman, Higher Transcendental Functions
[3]H.A. Priestley, Introduction to Complex Analysis
[4]N.Luhmann, Introduction To Systems Theory
15