DIFFERENCE EQUATIONS & Z-TRANSFORMS

In the previous sessions we have discussed Z-transforms and their properties.

Now, present a table of Z-transforms and inverse Z-transforms of frequently used
functions.
Table-1:- List of standard Z-transforms
1. Z T (1)

z
z 1

3. Z T (n)

z 1

5. Z T (n 2 )

7. Z T (n 3 )

2. Z T (k n )

z2 z

z 13
z 3 4z 2 z

z 14

z
zk

4. Z T (k n n)

kz

z k 2

6. Z T (k n n 2 )

7. Z T (k n n 3 )

kz 2 k 2 z

z k 3

kz 3 4k 2 z 2 k 3 z

z k 4

Table-2:- List of standard inverse Z-transforms

z
1. Z T1
1
z 1

z
n
2. Z T1
k
z

z
n
3. Z T1
2

kz
k nn
4. Z T1
2
z k

z2 z
n2
5. Z T1
3
z 1

kz 2 k 2 z
k nn2
6. Z T1
3
z k

z 3 4z 2 z
3
7. Z T1
n
4
z 1

kz 3 4k 2 z 2 k 3 z
n 3
8. Z T1
k n
4
z k

z
9. Z T1 2
sin( n 2)
z 1

z2
10. Z T1 2
cos(n 2)
z 1

Evaluation of inverse Z-transforms:

We obtain the inverse Z-transforms using any of the following three methods:
( I ) Power series Method:- This is the simplest of all the method of finding the inverse
Z-transform. If U (z) is expressed as the ratio of two polynomials which cannot be
factorized, we simply divide the numerator by the denominator and take the inverse Ztransform of each term in the quotient.
Problems:
by power series method.
(1)Find the inverse transform of log z
z 1
Putting
1
1
1
y
z 1 , U ( z ) log
log(1 y ) y y 2 y 3 ...
t
1 1
2
3
y

z 1

1 2 1 3
z z ...
2
3

i.e, U ( z ) u n z n
n 1

0 for n 0

Thus un (1) n
otherwise

n
(2) Find the inverse Z-transform of z

( z 1) 2

z
z 2z 1
z
2
z (1 2 z 1 z 2 )
z
2
z (1 1 z ) 2
1
2
1 1 z
z
1
1 2( 1 z ) 3( 1 z 2 ) 14 ( 1 z 3 )
z
1
1
1
1
U ( z ) 2 2 3 3 4 4
z
z
z
z
U ( z)

(1) n 1 nZ n
n 1

Thus u n (1) n 1 n

by division method.

( II ) Partial fractions Method:- This method is similar to that of finding the inverse
Laplace transforms using partial fractions. The method consists of decomposing U ( z )
into partial fractions, multiplying the resulting expansion by z and then inverting the
same.
Problems:
2 z 2 3z
(1)
( z 2)( z 4)

2 z 2 3z
We write U ( z )
as
( z 2)( z 4)
U ( z)
2z 3
A
B

where A 1
and
6
z
( z 2)( z 4) z 2 z 4
Therefore
1 z
11 z
U ( z)

6 z2 6 z4
On inversion, we have
1
11
z 1 ( z z k ) k n
un (2) n (4) n
6
6

z 3 20 z
(2)
( z 2)3 ( z 4)
We write U ( z )

z 3 20 z
as
( z 2)3 ( z 4)

U ( z)
z 2 20
A Bz Cz 2
D

3
3
z
z4
( z 2) ( z 4)
( z 2)
Multiplying throughout by
we get

( z 2)3 ( z 4)

z 2 20 ( A Bz Cz 2 )( z 4) D ( z 2)3 .

Comparing the coefficients of z in the above equation

we get A = 6, B=0, C = and D = - .
Thus
1
6 0z 1 z2
U ( z)
z 2 20
2 2

z
z4
( z 2)3 ( z 4)
( z 2)3

1
6 0z 1 z2
U ( z)
z 2 20
2 2

z
z4
( z 2)3 ( z 4)
( z 2)3

B 11

1 12 z z 3 1 z 1 12 z 4 z 2 4 z 2 z 3 1 z
U ( z) .

2 ( z 2)3 2 z 4 2
( z 2)3
2 z 4
3
2
2
2
2
3
1 8 z 4 z 4 z 4 z z 1 z 1 z 4 z 4 z 8 z 4 z 1 z

2
( z 2)3
( z 2)3
2 z 4 2
2 z 4
1 z ( z 2) 2 4 z 2 8 z 1 z
1 z
2z2 4z 1 z

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

On inversion, we get

1
un (2n 2.n2 2n ) 4n
2
2n1 n2 2n 22n1

2( z 2 5 z 6.5)
, for 2 z 3
( z 2)( z 3) 2
Splitting into partial fractions, we obtain
2( z 2 5 z 6.5)
A
B
C
U ( z)

where A B C 1
2
z 2 z 3 ( z 3) 2
( z 2)( z 3)
1
1
1
U ( z)

z 2 z 3 ( z 3) 2
(3)Find the inverse Z-transform of

1 2
1 z
1 z
1 1 1
so that 2 z 1 and z 3 1
2 z
3 3
9 3
2
1 2 z 3z 2 4 z 3

1 2 4 8
z3
1 z z
1 2 3 1
1

where 2 z 3
z z z
z
3
3
9
27
9
3
9
27

1 2 2 2 23
1 z z2 z3
1 2 z 3z 2 4 z 3

2 3 4 2 3 4 2 3 4 5
z
z
3
3
3
3
3
2 z
3 3
3

2 n 1 z n 13 z n (n 1) 13
n 1

n 0

n 1

n2

zn

n 0

on inversion, we get u n 2 n 1 , n 1 and u n (n 2)3 n 2 , n 0.

Difference Equations
INTRODUCTION
Difference equations arise in all situations in which sequential relation exists at various
discrete values of the independent variable. The need to work with discrete functions
arises because there are physical phenomena which are inherently of a discrete nature. In
control engineering, it often happens that the input is in the form of discrete pulses of
short duration. The radar tracking devices receive such discrete pulses from the target
which is being tracked. As such difference equations arise in the study of electrical
networks, in the theory of probability, in statistical problems and many other fields.
Just as the subject of difference equations grew out of differential calculus to
become one of the must powerful instruments in the hands of a practical mathematician
when dealing with continuous processes in nature, so the subject of difference equations
is forcing its way to the fore for the treatment of discrete processes. Thus the difference
equations may be thought of as the discrete counterparts of the differential equations.
Definition
A difference equation is a relation between the differences of an unknown function at one
or more general values of the argument.
Eg:
1) yn 1 yn 2
2) 2 yn 5yn 6 yn 0
3) 3 yn 3 2 yn 2yn yn x 2 are difference equations.
An alternative way of writing a difference equation is as follows:
Putting E 1 , we get
(1) may be written as,
( E 1) yn 1 yn 2

Eyn 1 yn 1 yn 2 [sin ce E r yn yn r ]
yn 2 yn 1 yn 2 (4)
(2) may be written as,
( E 1) 2 y n 5( E 1) y n 6 y n 0
( E 2 2 E 1) y n (5 E 5) y n 6 y n 0
y n 2 2 y n 1 y n 5 y n 1 y n 0
y n 2 3 y n 1 2 y n 0 (5)
(3) may be written as
( E 1) 3 y n 3( E 1) 2 y n 2( E 1) y n y n x 2

( E 3 3E 2 3E 1) y n 3( E 2 2 E 1) y n 2( E 1) y n y n x 2
y n 3 3 y n 2 3 y n 1 y n 3 y n 2 6 y n 1 3 y n 2 y n 1 2 y n y n x 2
y n 3 6 y n 2 11 y n 1 5 y n x 2

( 6)

The equations (4), (5) and (6) can also be written in terms of the operator E. i.e,
( E 2 E 1) y n 2
( E 2 3 E 2) y n 0
( E 3 6 E 2 11E 5) y n x 2

Order of a difference equation:

The order of a difference equation is the difference between the largest and the smallest
arguments occurring in the difference equation divided by the unit of increment.

i.e order of a difference.eq

largest argument - smallest argument

unit of increment (interval)

Note: To find the order, the equation must be expressed in a form free of s . [because
the highest power of does not give the order of difference equation]
therefore the order of the difference equation
( n 2) ( n )
(4) is =
2
1
( n 2) ( n )
(5) is =
2
1
(n 3) (n)
(6) is =
3
1
The order of a difference equation can also be obtained by considering the highest power
of the operator E involved in the equation.

Solution of a difference Equation is an expression for y( n ) which satisfies the given

difference equation.
The general solution of a difference equation is that in which the number of arbitrary
constants is equal to the order of the difference equation.
A particular solution (or particular integral) is that solution which is obtained from the
general solution by giving particular values to the constants.

APPLICATION OF Z-TRANSFORM TO SOLVE DIFFERENCE

EQUATIONS
Working Procedure to solve a linear difference equation with constant coefficient by Ztransforms:
1) Take the Z-transform of both sides of the difference equations using the Z-transforms
formulae and the given conditions.
2) Transpose all terms without U (z ) to the right.
3) Divide by the coefficient of U (z ) , getting U (z ) as a function of z.
4) Express this function in terms of Z-transforms of known functions and take the inverse
Z-transform of both sides. This gives u n as a function of n which is the desired solution.
Problems:
(1) Using the Z-transform, solve u n 2 4u n 1 3u n 3 n with u 0 0, u1 1
We note that If Z (u n ) U ( z ), then Z (u n 1 ) zU ( z ) u 0 ,

Z (u n 2 ) z 2 U ( z ) u 0 u1 z 1

Also Z (2 n ) z

( z 2)
Taking the Z-transforms of both sides of the above difference equation, we get
z 2 U ( z ) u 0 u1 z 1 4 zU ( z ) u 0 3U ( z ) z
( z 3)
Using the given conditions, it reduces to
U ( z )( z 2 4 z 3) z z
( z 3)
U ( z)
1
1

z
( z 1)( z 3) ( z 3)( z 1)( z 3)
3 1
1 1
5 1

,
8 z 1 24 z 3 12 z 3
on breaking into partial fractions, then
3 z
1 z
5 z
U ( z)

8 z 1 24 z 3 12 z 3
On inversion, we obtain
3
z 1 1 z 5 1 z
u n Z 1
Z

8
z 1 24
z 3 12
z 3
3
1
5
(1) n 3 n (3) n
8
24
12

(2) Solve y n 2 6 y n 1 9 y n 2 n

with y 0 y1 0, using Z-transform.

If Z ( y n ) Y ( z ), then Z ( y n 1 ) zY ( z ) y 0 , Z ( y n 2 ) z 2 Y ( z ) y 0 y1 z 1
Also Z (2 n ) z

( z 2)
Taking Z-transforms of both sides, we get

z 2 Y ( z ) y 0 y1 z 1 6 zY ( z ) y 0 9Y ( z ) z
Since y 0 0, and

( z 2)

y1 0, we have Y ( z )( z 6 z 9) z
2

( z 2)

Y ( z)
1
1 1
1
5

, on splitting into partial

2
z
25 z 2 z 3 ( z 3) 2
( z 2)( z 3)
fractions.
1 z
z
z

5
Or Y ( z )

25 z 2 z 3
( z 3) 2
On taking inverse Z-transform of both sides, we obtain
1 1 z
yn
Z z 2 Z 1 z z 3 53 Z 1 ( z 3 z3) 2
25

1
az
1
2 n (3) n 53 n(3) n
na n
Z
2
25
( z a)

Or

Exercise:Solve the following difference equations using Z-transforms:

1) y n 2 4 y n 0 given that y 0 0, y1 2 .
2) y n 2 2 y n 1 y n n with y 0 y1 0 .
3) u k 2 2u k 1 u k 2 k with y 0 2, y1 1 .
4) u n + 2 - 5 u n + 1 - 6 u n = 2 n