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F ( s)
f (t )e dt
st
F ( z)
n
f [n ] z
f (t ) f s (t )
n
sampling
f s (t ) f (nT ) (t nT )
n
f (t ) (t nT )
L[ f s (t )]
n
f (nT ) (t nT ) e st dt
n
f (nT ) (t nT )e st dt f (nT )e
snT
f (nT )
n
(t nT )e st dt
n
X ( z)
ZT x[n]
n
x[n] z
Assume that values of z exist such that the summation converges. z takes values in the complex plane
x[n] z
Poles pk X(pk) =
Zeros zk X(zk) = 0
Poles are roots of denominator polynomial
Zeros are roots of numerator polynomial Note: find these after canceling any common factors and do this for polynomial in z (not in z-1)
Right-sided signal (x[n] = 0, n<n0) Left-sided signal (x[n] = 0, n>n0) Two-sided signal (-<n<+)
4.
Finite-duration signal
Right-sided signal
Right-sided signal
Right-sided signal
If x[n] is not causal then X(z) will not converge at z = we cant include in the ROC
Left-sided signal
Left-sided signal
Egg Yolk!!!
Left-sided signal
If x[n] has values at some times > 0, then X(z) does not converge at z = 0 we cant include 0 in the ROC Ex: x[n] = u[-n+1]
Two-sided signal
Two-sided signal = Left-sided signal + right-sided signal
Donut!!!
Finite-duration signal
For
x (n )
(n m)
n2
X( z)
n
(n m)z
n2
x[n]
k n1
x[k ] [n k ]
X ( z)
k n1
x[k ]z
Examples of Z-transform
Find the ZT of the right-sided and the left-sided sequences
x2 [n]
1 n
(a n )u[ n 1]
X1 (z)
n 0
a z z z a
n n 0
(az )
1 1 az
| az | 1 | az | 1
1
, |z| |a|
Examples of Z-transform
Find the ZT of the right-sided and the left-sided sequences
x2 [n]
(a n )u[ n 1]
X 2 (z)
n
anz
1
n n 1
( a 1z ) n
a 1z | a 1z | 1 1 a 1z | a 1z | 1
z z a
, |z| |a|
Examples of Z-transform
Find the ZT of the left-sided signal
x[n] 3n u[ n 1] 4n u[ n 1]
x[n ] X ( z) { 3n u[ n 1]} { 4n u[ n 1]} z z z 4
z 3 ROC :| z | 3
Examples of Z-transform
n
x[n] a
1 a
n
x[n ]
a a
n n
n n
0 0
a u[n ]
u[ n 1]
Examples of Z-transform
Find the ZT of the two-sided signal
h[n] ( 5) u[n 1] 3 u[ n 1]
h[n ] (0.5)n {u[n ] (0.5) u[n ] H ( z)
n
z z 1 z 0.5 z 3
Examples of Z-transform
X ( z)
1 z 2
3z
ROC : 0 | z |
Examples of Z-transform
Find the ZT of the right-sided-sided signal
x[n] r n sin(bn)u[n]
1 n jbn 1 n jbn x (n ) r e u (n ) r e u (n ) 2j 2j 1 1 jb n (r e ) u (n ) (re jb ) n u (n ) 2j 2j X(z) 1 z 2 j z r e jb
Z
z z re
jb
r sin(bn )u (n )
Linearity
ax[n] by[n]
aX ( z ) bY ( z )
The new ROC is the intersection of ROC{X(z)} and ROC{Y(z)} If aX(z) + bY(z) cancels pole then the new ROC is bigger
9. Final value
Time shifting
Z
x[n n0 ]
n0
X ( z)
The new ROC is the same as ROC{X(z)} except for z = 0 if n0>0 and z = if n0<0 Proof:
w[n]
w[n ]
1 ( 1) n (3) n 4
u[n 5]
1 n5 (3) u[n 5] 4
Frequency scaling
a x[n]
n Z
z X a
The new ROC is the scaled ROC{X(z)} with factor |a| (bigger or smaller) Proof:
ZT {a n x[n ]}
n
a n x[n ]z z x[n ] a
z X a
x[n] a u[n]
Z
u[n ] a u[n ]
n Z
z 1 z/a z/a 1
ROC :| z | 1 z z a ROC :| z | | a |
7. Final value
Multiplication by n
Z
nx[n]
dX ( z ) z dz
X ( z)
n
x[n ]z
dX ( z ) dz ZT {nx[n ]}
nx[n ]z
n
n 1
1 zn
nx[n ]z
nx[n ]z
n
dX ( z ) z dz
x[n] na nu[n]
a u[n ] na u[n ]
n Z n Z
z a d z z dz z a
ROC :| z | | a | z ( a) ( z a )2 az ( z a )2 ROC :| z | | a |
Convolution in time
Z
X ( z) H ( z)
y[n]
x[n] h[n]
n
[
k
Y ( z)
k
x[k ]
n
h[n k ]z
k n k
x[k ]z
k
h[n k ]z
(n k )
X ( z ).H ( z )
x[n]
ZT
X(z)
ZT-1
x[n]*h[n]
h[n]
ZT
H(z)
Example
Compute the convolution of the signals:
x1[n] = [n] - 2[n-1] + [n-2] x2[n] = [n] + [n-1] + [n-2] + [n-3] + [n-4] + [n-5]
X2(z) = 1 + z-1 + z-2 + z-3 + z-4 + z-5 X1(z).X2(z) = 1 z-1 z-6 + z-7
x1[n]*x2[n] = [n] - [n-1] - [n-6] + [n-7]
x[0] lim X ( z )
z
Proof:
n 1 2
X ( z)
n 0
x[n]z
x[0] x[1]z , z
n
x[2]z
...
Obviously, as z
x[n0 ] lim[ z X ( z )]
z
n0
Proof:
X ( z)
n n0
x[n ]z
x[n0 ]z
n0
( n0 1)
x[n0
2] z
( n0 2 )
...
z n0 X ( z ) As z
...
x[n0 ]
x[0] lim X ( z )
z
z lim 1 z z 0.6
lim z 2 X ( z )
z
lim z
z
z3 1 x[ 2] z 0.6
If this limit exists then x[n] has a final value (steady-state value)
lim x[n]
n
x[ ] lim[ ( z 1) X ( z )]
z 1
Proof: HW
Examples
Ex1: unit step u[n]
ZT{u[n]}
z z 1
lim ( z 1)
z 1
z z 1
lim z 1 : correct
z 1
z2 1
z sin( / 2) 2 z cos( / 2) 1
z z2 1
z z
2
Examples
Ex3: the impulse response of an LTI system is h[n] = anu[n], |a|<1.
Y ( z)
z a z 1
z ( z a )( z 1) 1
ROC :| z | 1
1 a
FT formula building
1 z n 1dz 2 jC
1 if z 0 if z
0 0
Z: complex variable Counterclockwise contour integral is along a closed path in the z plane
FT formula building
Multiplying two sides of ZT definition formula by
1 2 j
zl
1 2 j
X ( z) z
l 1
1 2 jn
x[n] z n z l
1 2 jC
X ( z ) z dz
l 1
1 2 jC
n n
x[n ] z n z l 1 2 jC z(l
n) 1
dz
x[n ] x[l ]
dz
Inverse ZT formula
x[n ]
1 n 1 X(z)z dz 2 jC
Counterclockwise contour integral is along a closed path in the ROC of X(z) in the z-plane.
Distinct poles:
rk
Y ( z) (z z
pk )
z pk
Z-Transform table
1
2 3 4
(n ) 1 (n m)
a n u[n ] z
z z
5 6
7
a az n na u[n ] (z a ) 2 az (z a ) 2 n n a u[n ] (z a ) 3 z ( z a cos n a cos( n)u[n] z 2 2az cos az sin n a sin( n)u[n] z 2 2az cos
) a2 a2
X ( z)
2 z 5z z ( z 2)( z 3)
Examples (cont)
Repeated poles
X( z )
2z , 2 (z 2)(z 1)
X( z ) 2z
1 2 (z 2)(z 1)
A 1; B 1; C
A z 2
1;
C ,| z | 2 2 z 1 (z 1)
X( z ) 2
z z 2
z ,| z | 2 2 z 1 (z 1)
n
x(n) 2(2
1 n )u (n )
Examples (cont)
Complex poles
n
X( z)
z2
a sin( n)u[n]
X(z)
(0.5)z sin
x (n )
4 n (0.5) sin n u (n ) 3 3
Examples (cont)
z4 z 2z 3
Time-shift property
W ( z)
W(z) z
z5 z 2 2z 3
z5 (z 1)(z 3)
1 4
1 4
z 1 z 3
w[n ]
Examples (cont)
Given h(n) = anu(n) (|a|<1) and x(n) = u(n).
Find y(n) = x(n)*h(n)
X( z)
z z 1
| z | 1 ; H( z )
z z a
|z| |a|
Y( z)
1 an 1 y[n ] u[n ] 1 a
Examples (cont)
Find the output y(n) to an input x(n) = u(n) and an LTI system with impulse response h(n) = -3nu(-n-1)
X ( z)
z z 1
| z | 1 ; H ( z)
z z 3
|z| 3
Y ( z)
1 z 2 z 1
3 z 2 1 |z| 3 z 3
y[n]
1 3 n u[n] (3) u[ n 1] 2 2
x[n]z
... x[ 2]z 2
2
x[ 1]z1 x[0]z 0
1
x[1]z
1
x[2]z
2
...
X ( z) ... a 2 z
a 1z
a0 z
a1 z
a2 z
...
an
x[n]
X ( z) 1 2z
x (0) 1 x (1) 2 x (2) 3 x (n )(n
3z
ROC : | z | 0
0,1,2) 0
Examples (cont)
1 X( z ) , ROC : z 1 1 az
Long division
a
3
a z
a z
...
0) 0
1. Transfer function
2. LTI system properties from transfer function 3. Unilateral Z-transform 4. Using unilateral Z-Transform to solve the difference equations
Transfer function
For system impulse response h(n), its ZT is often called Transfer Function H(z) Consider H(z) = N(z)/D(z)
The roots of N(z): system zeros The roots of D(z): system poles D(z) = 0: characteristic equation
(1) Find the difference equation, then find H(z) from equation (2) Put X(z) as input, then directly find Y(z) from block diagram
a k y[n k ]
b r x[n r ]
r 0
M
ZT
k 0
N k
-Linear
-Time-shift
a k z Y( z )
k 0 r 0
b r z X( z )
M
H(z)
Y(z) X(z)
br z
r 0 N
akz
k 0
H ( z)
Y ( z) X ( z)
br z
r 0 N
r r 0 N
br z
ak z
k 0
k k 0
ak z k
Example
For the -filter:
y(n) (1
Its transfer function:
) y(n 1)
M
x(n)
1 (1 )z
1
br z H ( z)
r 0 N
ak z
k 0
H ( z)
0.1z z 0.9
x[n]
y[n]
X(z)
Z-1
Y(z)
x[n]
H1(z)
H2(z)
y[n]
H ( z)
Y ( z) X ( z)
H1 ( z ) 1 H1 ( z ).H 2 ( z )
Causality
Recall:
Causal system
h[n] 0
n 0
| z | rmax
An LTI system is causal if and only if the ROC of the transfer function is the exterior of a circle of radius rmax < including the point z =
Causality (cont)
H ( z)
z2
z 0.9 z 0.6
For the causal system, the numerator of H(z) can not be of higher order than the denominator
If the numerator order is less equal to the denominator order then the system is causal??? NOT SURE!!!
Example
h[n ] H ( z)
u[ n 1] z z 1 ROC :| z | 1
Stability
h[n]
H( z )
n
h[n ]z
| H( z ) |
n
| h[n ]z
|
n
| h[n ] || z
| H( z) |
n
An LTI system is BIBO stable if and only if the ROC of the transfer function includes the unit circle.
The conditions for causality and stability are different and one does not imply the other
Examples
Ex1: Given an LTI system:
H ( z)
The poles of H(z):
Examples
Ex2: A LTI system is characterized by:
H ( z)
3 4z 1 1 3.5z 1 1.5z
z ( 3z 4) z 2 3.5z 1.5
z z 0.5
2z z 3
Specify the ROC of H(z) and find h[n] for the following conditions:
1. 2. 3.
Examples
Ex2: A LTI system is characterized by:
H ( z)
3 4z 1 1 3.5z 1 1.5z
z ( 3z 4) z 2 3.5z 1.5
z z 0.5
2z z 3
Invertibility
The inverse of a system H(z) is a second system Hi(z) that, when cascaded with H(z), yields the identity system
H(z).Hi(z) = 1
Hi(z) = 1/H(z)
X(z) X(z)
H(z)
Hi(z)
Invertibility
H(z) = N(z)/D(z) Hi(z) = D(z)/N(z)
Unilateral Z-Transform
In control applications, causal systems are interested in:
h[n] = 0 with all n < 0 When considering CT causal systems, the Unilateral Laplace Transform is used
Similarly, when considering DT causal systems, the Unilateral Z-transform is used
In difference equations, the initial conditions are non-zero the Unilateral Z-Transform is used
Unilateral ZT
X ( z)
n 0 Z
x[n ]z
Notation : x[n ]
X ( z)
1. It does not contain information about the signal x[n] for n<0 2. Unilateral X+(z) is identical to the bilateral X(z) of the signal
x[n].u[n]
3. ROC of X+(z) is always outside a circle no need to refer to ROC
If then
x[n ] x(n k )
X ( z)
Z 1
z X ( z) z
k i k
x[i ]z , k
Ex.:
a k y[n k ]
k 0 r 0
b r x[n r ]
2. Find the output in the Z-domain, Y(z) 3. Use inverse ZT to get the output y(n) from Y(z)
Example
y[n], n 0
x[n] 3
u[n], y[ 2] 0, y[ 1] 0
4 , 9 y[ 1] 1 3
x[n ] 3
n 2
u[n ], y[ 2]
Example
a) Take the bilateral ZT of the equation:
y[n ] 3y[n 1] 2 y[n 2] x[n ] Y(z) 3z 1Y(z) 2z 2 Y(z) X(z) Y(z)(1 3z Y(z) Y(z)
1
2z )
1 z 9z 3
2
1 z 1 1 9 z 3 1 3z 2z 1 z z2 2 9 z 3 z 3z 2
Example
b) Take the unilateral ZT of the equation:
y[n ] 3y[n 1] 2 y[n 2] x[n ] Y(z) 3[z 1Y(z) y( 1)] 2[z 2 Y(z) z 1 y( 1) y( 2)] X(z) 1 z Y(z)(1 3z 2z ) 3y( 1) 2z 1y( 1) 2 y( 2) 9z 3 1 z 2 1 8 1 Y(z) 1 z 9z 3 3 9 1 3z 1 2z 2
1 2
z 2 z2 Y(z) 2 z(z 3) (z 3z 2)
HW
Prob.1 Find the ZT and ROC of the following signals using the definition formula:
a) b)
x[n ] y[ n ]
3, 0 , 0 , 0 , 0 , 6 ,1, 4 ( 1 )n 2 0 ( 1 )n 3 (1) 2
n
n n n n
5 4 0 0
c) v[n ]
HW
Prob.2 Find the ZT and ROC of the following signals. Tables may be used
a ) v[n ] b) h[n ]
1 2
n
1 n 2
1 n 1 3
u[n 1]
HW
Prob.3
Prove the final value theorem
lim x[n]
n
x[ ] lim[ ( z 1) X ( z )]
z 1
Prob.4
11.6 Prob.5
11.10 a, b, c
HW
Prob.6 Find x(n)*h(n)
a) b) c)
x[n ]
1 n 4
1 n 2
HW
Prob.7 11.15
Prob.8 11.18
Prob.9 11.24
HW
Prob.10 Given the system:
H( z)
a) Find its impulse response
z 1
6 5
1 2 1
2 25
b) Find the zero-state step response and step-response with the initial conditions as y(-1) = 1 and y(-2) = 2
HW
Prob.11
We want to design a causal LTI system with the property that if
the input is x[n] = (0.5)nu[n] -0.25(0.5)n-1u[n-1] then the output is y[n] = (1/3)nu[n]
a) Find H(z) and then h(n) of a system that satisfies the foregoing conditions
b) Find the difference equation that characterizes this system c) Determine a realization of the system that requires the minimum possible amount of memory
HW
Prob.12 Use the one-sided ZT to determine y(n), n0 in the following cases
a)
y[ n ] x[n ]
1 2
1 n 3
b)
y[ n ]
1 4
y[n 2] x[n ] ;
x[n ] u[n ] ; y[ 1] 0 ; y[ 2] 1
Time scaling
n x k
Z
The new ROC is the scaled ROC{X(z)} with factor (bigger or smaller)
Proof:
X ( z)
n
n x z k
m (n / k ) m 0, k , 2 k ,...
xmz
m m 0, k , 2 k ,.. m
km
x m ( zk )
m m 0, k , 2 k ,..
X ( zk )
Y ( z)
k
lim
k n 0
x[1]z
x[k ]z
k 1
z 2 ) ... x[k ]( z
z k ) x[k 1]z
k
lim
k