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CHAPTER TWO
The Z transform
1. Introduction
Output
Reference Digital- (analog)
Digital (digital) (analog)
input to-analog Actuator Process
Computer
converter
Figure 2.1
1
CHAPTER TWO Z Transform
A discrete-time signal is a
signal defined only at discrete instants
of time (that is, one in which the
independent variable t is quantized).
In a discrete-time signal, if the
amplitude can assume a continuous
range of values, then the signal is
called a sampled-data signal. A
sampled-data signal can be generated
by sampling as analog signal at
discrete instants of time. It is an
amplitude-modulated pulse signal.
Figure 2.2(c) shows a sampled-data Figure 2.2
signal.
2
CHAPTER TWO Z Transform
Figure 2.3
3
CHAPTER TWO Z Transform
Sampled data (or a discrete signal) are data obtained for the system
variables only at discrete intervals and are denoted as 𝑥(𝑘𝑇).
Sampler
𝑟(𝑡) 𝑟 ∗ (𝑡)
Continuous Sampled
signal signal
Figure 2.4
The zero-order hold (Z.O.H) takes the value 𝑟(𝑘𝑇) and holds it
constant for 𝑘𝑇 < 𝑡 < (𝑘 + 1)𝑇, as shown in Figure 2.6 for 𝑘 = 0. Thus,
we use 𝑟(𝑘𝑇) during the sampling period.
4
CHAPTER TWO Z Transform
Zero-order
Sampler hold
𝑟(𝑡) 𝑟 ∗ (𝑡)
𝑮𝟎 (𝒔) 𝑝(𝑡)
Figure 2.5
𝑝(𝑡)
0 𝑇
Time
Figure 2.6
5
CHAPTER TWO Z Transform
When the quantization error and the error due to a computer's finite
word size are small relative to the amplitude of the signal, the system is
sufficiently precise, and the precision limitations can be neglected.
2. The z transform
∞ 2
𝑋(𝑧) = 𝒵[𝑥(𝑡)] = 𝒵[𝑥(𝑘𝑇)] = ∑ 𝑥(𝑘𝑇)𝑧 −𝑘
𝑘=0
6
CHAPTER TWO Z Transform
from the right, that is, if discontinuity occurs at t=0, then we assume that
𝑥(0) is equal to 𝑥(0+) rather than to the average at the discontinuity,
[𝑥(0−) + (𝑥(0+)]/2.
Unit-Step Function
1(𝑡), 𝑡≥0
𝑥(𝑡) = {
0, 𝑡<0
∞ ∞
𝑋(𝑧) = 𝒵[1(𝑡)] = ∑ 1𝑧 −𝑘 = ∑ 𝑧 −𝑘
𝑘=0 𝑘=0
= 1 + 𝑧 −1 + 𝑧 −2 + 𝑧 −3 + ⋯
1
=
1 − 𝑧 −1
𝑧
=
𝑧−1
7
CHAPTER TWO Z Transform
Unit-Ramp Function
𝑡, 𝑡≥0
𝑥(𝑡) = {
0, 𝑡<0
Notice that
𝑥(𝑘𝑇) = 𝑘𝑇, 𝑘 = 0, 1, 2, …
Figure 2.7
8
CHAPTER TWO Z Transform
∞ ∞ ∞
= 𝑇(𝑧 −1 + 2𝑧 −2 + 3𝑧 −3 + ⋯ )
𝑧 −1
=𝑇
(1 − 𝑧 −1 )2
𝑇𝑧
=
(𝑧 − 1)2
Polynomial Function 𝒂𝒌
𝑎𝑘 , 𝑘 = 0, 1, 2, …
𝑥(𝑘) = {
0, 𝑘<0
∞ ∞
= 1 + 𝑎𝑧 −1 + 𝑎2 𝑧 −2 + 𝑎3 𝑧 −3 + ⋯
1
=
1 − 𝑎𝑧 −1
𝑧
=
𝑧−𝑎
9
CHAPTER TWO Z Transform
Exponential Function
𝑒 −𝑎𝑡 𝑡≥0
𝑥(𝑡) = {
0, 𝑡<0
Since
𝑥(𝑘𝑇) = 𝑒 −𝑎𝑘𝑇 , 𝑘 = 0, 1, 2, …
We have
∞ ∞
1
=
1 − 𝑒 −𝑎𝑇 𝑧 −1
𝑧
=
𝑧 − 𝑒 −𝑎𝑇
Sinusoidal Function
sin 𝜔𝑡 , 𝑡≥0
𝑥(𝑡) = {
0, 𝑡<0
Noting that
We have
10
CHAPTER TWO Z Transform
1 𝑗𝜔𝑡
sin 𝜔𝑡 = (𝑒 − 𝑒 −𝑗𝜔𝑡 )
2𝑗
1
𝒵[𝑒 −𝑎𝑡 ] =
1 − 𝑒 −𝑎𝑇 𝑧 −1
We have
1
𝑋(𝑧) = 𝒵[sin 𝜔𝑡] = 𝒵 [ (𝑒 𝑗𝜔𝑡 − 𝑒 −𝑗𝜔𝑡 )]
2𝑗
1 1 1
= ( − )
2𝑗 1 − 𝑒 𝑗𝜔𝑇 𝑧 −1 1 − 𝑒 −𝑗𝜔𝑡 𝑧 −1
1 (𝑒 𝑗𝜔𝑇 − 𝑒 −𝑗𝜔𝑇 )𝑧 −1
=
2𝑗 1 − (𝑒 𝑗𝜔𝑇 + 𝑒 −𝑗𝜔𝑇 )𝑧 −1 + 𝑧 −2
𝑧 −1 sin 𝜔𝑇
=
1 − 2𝑧 −1 cos 𝜔𝑇 + 𝑧 −2
𝑧 sin 𝜔𝑇
=
𝑧 2 − 2𝑧 cos 𝜔𝑇 + 1
Example 1
cos 𝜔𝑡 , 𝑡≥0
𝑥(𝑡) = {
0, 𝑡<0
1
𝑋(𝑧) = 𝒵[cos 𝜔𝑡] = 2 𝒵[𝑒 𝑗𝜔𝑡 + 𝑒 −𝑗𝜔𝑡 ]
1 1 1
= ( + )
2 1 − 𝑒 𝑗𝜔𝑇 𝑧 −1 1 − 𝑒 −𝑗𝜔𝑇 𝑧 −1
11
CHAPTER TWO Z Transform
1 2 − (𝑒 −𝑗𝜔𝑇 + 𝑒 𝑗𝜔𝑇 )𝑧 −1
=
2 1 − (𝑒 𝑗𝜔𝑇 + 𝑒 −𝑗𝜔𝑇 )𝑧 −1 + 𝑧 −2
1 − 𝑧 −1 cos 𝜔𝑇
=
1 − 2𝑧 −1 cos 𝜔𝑇 + 𝑧 −2
𝑧 2 − 𝑧 cos 𝜔𝑇
= 2
𝑧 − 2𝑧 cos 𝜔𝑇 + 1
Table 2.1
2 2 𝑇 2 𝑧(𝑧 + 1)
𝑡
𝑠3 (𝑧 − 1)3
1 𝑧
𝑒 −𝑎𝑡
𝑠+𝑎 𝑧 − 𝑒 −𝑎𝑇
−𝑎𝑡
1 𝑇𝑧𝑒 −𝑎𝑇
𝑡𝑒
(𝑠 + 𝑎)2 (𝑧 − 𝑒 −𝑎𝑇 )2
𝑎 𝑧(1 − 𝑒 −𝑎𝑇 )
1 − 𝑒 −𝑎𝑡
𝑠(𝑠 + 𝑎) (𝑧 − 1)(𝑧 − 𝑒 −𝑎𝑇 )
𝜔 𝑧 sin(𝜔𝑇)
sin(𝜔𝑡)
𝑠2 + 𝜔2 𝑧 2 − 2𝑧 cos(𝜔𝑇) + 1
𝑠 𝑧 2 − 𝑧 cos(𝜔𝑇)
cos(𝜔𝑡)
𝑠2 + 𝜔2 𝑧 2 − 2𝑧 cos(𝜔𝑇) + 1
12
CHAPTER TWO Z Transform
3
𝑏0 𝑧 𝑚 + 𝑏1 𝑧 𝑚−1 + ⋯ + 𝑏𝑚
𝑋(𝑧) = (𝑚 ≤ 𝑛)
𝑧 𝑛 + 𝑎1 𝑧 𝑛−1 + ⋯ + 𝑎𝑛
or
𝑏0 (𝑧 − 𝑧1 )(𝑧 − 𝑧2 ) … (𝑧 − 𝑧𝑚 )
𝑋(𝑧) =
(𝑧 − 𝑝1 )(𝑧 − 𝑝2 ) … (𝑧 − 𝑝𝑛 )
where the 𝑝𝑖 's (𝑖 = 1, 2, … , 𝑛) are the poles of 𝑋(𝑧) and the 𝑧𝑗 's (𝑗 =
1, 2, … , 𝑚) the zeros of 𝑋(𝑧).
13
CHAPTER TWO Z Transform
1 + 0.5𝑧 −1 1 + 0.5𝑧 −1
𝑋(𝑧) = =
1 + 3𝑧 −1 + 2𝑧 −2 (1 + 𝑧 −1 )(1 + 2𝑧 −1 )
where 𝑎𝑛 = 1 and 𝑛 ≥ 𝑚.
14
CHAPTER TWO Z Transform
Simple Poles: if all poles of are simple and real, Equation (5) can be
written as:
6
𝑄(𝑠) 𝑄(𝑠)
𝐹(𝑠) = =
𝑃(𝑠) (𝑠 + 𝑠1 )(𝑠 + 𝑠2 ) … (𝑠 + 𝑠𝑛 )
𝑄(𝑠) 𝑄(−𝑠1 ) 8
𝐾𝑠1 = [(𝑠 + 𝑠1 ) ] =
𝑃(𝑠) 𝑠=−𝑠 (𝑠2 − 𝑠1 )(𝑠3 − 𝑠1 ) … (𝑠𝑛 − 𝑠1 )
1
𝑄(𝑠) 𝑄(𝑠) 9
𝐹(𝑠) = =
𝑃(𝑠) (𝑠 + 𝑠1 )(𝑠 + 𝑠2 ) … (𝑠 + 𝑠𝑛−𝑟 )(𝑠 + 𝑠𝑖 )𝑟
15
CHAPTER TWO Z Transform
𝐾𝑠(𝑛−𝑟)
10
𝐾𝑠1 𝐾𝑠2 𝐴1 𝐴2 𝐴𝑟
𝐹(𝑠) = + + ⋯+ + + 2
+ ⋯+
𝑠 + 𝑠1 𝑠 + 𝑠2 𝑠 + 𝑠(𝑛−𝑟) 𝑠 + 𝑠𝑖 (𝑠 + 𝑠2 ) (𝑠 + 𝑠𝑖 )𝑟
Then (n-r) coefficients 𝐾𝑠1 , 𝐾𝑠2 and 𝐾𝑠(𝑛−𝑟) which correspond to simple
poles, may be evaluated by the method described by Equation (8). The
determination of the coefficients that correspond to the multiple-order
poles is described as follows:
𝐴𝑟 = [(𝑠 + 𝑠𝑖 )𝑟 𝐹(𝑠)]𝑠=−𝑠𝑖
𝑑
𝐴𝑟−1 = [(𝑠 + 𝑠𝑖 )𝑟 𝐹(𝑠)]𝑠=−𝑠𝑖
𝑑𝑠
1 𝑑2
𝐴𝑟−1 = [(𝑠 + 𝑠𝑖 )𝑟 𝐹(𝑠)]𝑠=−𝑠𝑖
2! 𝑑𝑠 2
1 𝑑 𝑟−1
𝐴1 = [(𝑠 + 𝑠𝑖 )𝑟 𝐹(𝑠)]𝑠=−𝑠𝑖
(𝑟 − 1)! 𝑑𝑠 𝑟−1
Example 2
1
𝐹(𝑠) =
𝑠(𝑠 + 1)
𝐾1 𝐾2
𝐹(𝑠) = +
𝑠 𝑠+1
𝐾1 = [𝑠𝐹(𝑠)]𝑠=0 = 1
𝐾2 = [(𝑠 + 1)𝐹(𝑠)]𝑠=−1 = −1
16
CHAPTER TWO Z Transform
1 1
𝐹(𝑠) = −
𝑠 𝑠+1
1 𝑧
𝒵[ ] =
𝑠 𝑧−1
1 𝑧
𝒵[ ]=
𝑠+1 𝑧 − 𝑒 −𝑇
Thus,
𝑧 𝑧 𝑧(1 − 𝑒 −𝑇 )
𝐹(𝑧) = − =
𝑧 − 1 𝑧 − 𝑒 −𝑇 (𝑧 − 1)(𝑧 − 𝑒 −𝑇 )
Example 3
5𝑠 + 3
𝐹(𝑠) =
(𝑠 + 1)(𝑠 + 2)(𝑠 + 3)
𝐾1 𝐾2 𝐾3
𝐹(𝑠) = + +
(𝑠 + 1) (𝑠 + 2) (𝑠 + 3)
5(−1) + 3
𝐾1 = [(𝑠 + 1)𝐹(𝑠)]𝑠=−1 = = −1
(−1 + 2)(−1 + 3)
5(−2) + 3
𝐾2 = [(𝑠 + 2)𝐹(𝑠)]𝑠=−2 = =7
(−2 + 1)(−2 + 3)
5(−3) + 3
𝐾3 = [(𝑠 + 3)𝐹(𝑠)]𝑠=−3 = = −6
(−3 + 1)(−3 + 2)
Then,
17
CHAPTER TWO Z Transform
−1 7 6
𝐹(𝑠) = + −
(𝑠 + 1) (𝑠 + 2) (𝑠 + 3)
𝑧 7𝑧 6𝑧
𝐹(𝑧) = − + −
𝑧 − 𝑒 −𝑇 𝑧 − 𝑒 −2𝑇 𝑧 − 𝑒 −3𝑇
Example 4
𝑠 2 + 2𝑠 + 2
𝐹(𝑠) = 2
𝑠 + 3𝑠 + 2
𝑠 𝑠
𝐹(𝑠) = 1 − = 1 −
𝑠 2 + 3𝑠 + 2 (𝑠 + 1)(𝑠 + 2)
𝐾1 𝐾2
𝐹(𝑠) = 1 + +
(𝑠 + 1) (𝑠 + 2)
𝐾1 = [(𝑠 + 1)𝐹(𝑠)]𝑠=−1 = 1
𝐾2 = [(𝑠 + 2)𝐹(𝑠)]𝑠=−2 = −2
1 2
𝐹(𝑠) = 1 + −
(𝑠 + 1) (𝑠 + 2)
𝑧 2𝑧
𝐹(𝑧) = 1 + +
𝑧 − 𝑒 −𝑇 𝑧 − 𝑒 −2𝑇
Example 5
1
𝐹(𝑠) =
𝑠(𝑠 + 1)2 (𝑠 + 2)
18
CHAPTER TWO Z Transform
𝐾1 𝐾2 𝐴1 𝐴2
𝐹(𝑠) = + + +
𝑠 𝑠 + 2 𝑠 + 1 (𝑠 + 1)2
𝐾1 = [𝑠𝐹(𝑠)]𝑠=0 = 0.5
𝑑
𝐴1 = [(𝑠 + 1)2 𝐹(𝑠)]𝑠=−1 = 0
𝑑𝑠
0.5 0.5 1
𝐹(𝑠) = − −
𝑠 𝑠 + 2 (𝑠 + 1)2
𝑧 𝑧 𝑇𝑧𝑒 −𝑇
𝐹(𝑧) = − −
2(𝑧 − 1) 2(𝑧 − 𝑒 −2𝑇 ) (𝑧 + 𝑒 −𝑇 )2
𝑧 11
𝐹(𝑧) = 𝒵[𝑓 ∗ (𝑡)] = ∑ residues of 𝐹(𝑠) at poles of 𝐹(𝑠)
𝑧 − 𝑒 𝑠𝑇
1 𝑑 𝑛−1 𝑧 12
𝐹(𝑧) = ∑ residues of 𝐹(𝑠) at poles of 𝐹(𝑠)
(𝑛 − 1)! 𝑑𝑠 𝑛−1 𝑧 − 𝑒 𝑠𝑇
19
CHAPTER TWO Z Transform
𝑧 13
𝑅 = lim(𝑠 − 𝑟) [𝐹(𝑠) ]
𝑠→𝑟 𝑧 − 𝑒 𝑠𝑇
Example 6
1
For 𝐹(𝑠) = , there is but one pole at 𝑠 = 0. The corresponding
𝑠
residue is:
1 𝑧 𝑧
𝑅 = lim 𝑠 [ ] =
𝑠→0 𝑠 𝑧 − 𝑒 𝑠𝑇 𝑧−1
Example 7
1
For this function, 𝐹(𝑠) = , which has but one pole at 𝑠 = −𝑎.
𝑠+𝑎
Thus,
1 𝑧 𝑧
𝑅 = lim (𝑠 + 𝑎) [ ] =
𝑠→−𝑎 (𝑠 + 𝑎) 𝑧 − 𝑒 𝑠𝑇 𝑧 − 𝑒 −𝑎𝑇
Example 8
1
𝐹(𝑠) =
𝑠(𝑠 + 1)
20
CHAPTER TWO Z Transform
1 𝑧 𝑧
𝑅1 = lim 𝑠 [ ] =
𝑠→0 𝑠(𝑠 + 1) 𝑧 − 𝑒 𝑠𝑇 𝑧−1
1 𝑧 𝑧
𝑅2 = lim (𝑠 + 1) [ ] = −
𝑠→−1 𝑠(𝑠 + 𝑎) 𝑧 − 𝑒 𝑠𝑇 𝑧 − 𝑒 −𝑇
𝑧 𝑧 𝑧(1 − 𝑒 −𝑇 )
𝑅 = 𝑅1 + 𝑅2 = − =
𝑧 − 1 𝑧 − 𝑒 −𝑇 (𝑧 − 1)(𝑧 − 𝑒 −𝑇 )
Multiplication by a Constant
Where 𝑎 is a constant.
∞ ∞
21
CHAPTER TWO Z Transform
Where 𝐹(𝑧) and 𝐺(𝑧) are the z transforms of 𝑓(𝑘) and 𝑔(𝑘),
respectively.
= ∑ [𝛼𝑓(𝑘) + 𝛽𝑔(𝑘)]𝑧 −𝑘
𝑘=0
∞ ∞
= 𝛼 ∑ 𝑓(𝑘)𝑧 −𝑘 + 𝛽 ∑ 𝑔(𝑘)𝑧 −𝑘
𝑘=0 𝑘=0
= 𝛼𝒵[𝑓(𝑘)] + 𝛽𝒵[𝑔(𝑘)]
= 𝛼𝐹(𝑧) + 𝛽𝐺(𝑧)
Multiplication by 𝒂𝒌
22
13
CHAPTER TWO Z Transform
𝒵[𝑎𝑘 𝑥(𝑘)] = ∑∞ 𝑘
𝑘=0 𝑎 𝑥(𝑘)𝑧
−𝑘
= ∑∞ −1 −𝑘
𝑘=0 𝑥(𝑘)(𝑎 𝑧)
= 𝑋(𝑎−1 𝑧)
Shifting Theorem
𝑛−1 15
𝒵[𝑥(𝑡 + 𝑛𝑇)] = 𝑧 𝑛 [𝑋(𝑧) − ∑ 𝑥(𝑘𝑇)𝑧 −𝑘 ]
𝑘=0
23
CHAPTER TWO Z Transform
∞ 𝑛−1 𝑛−1
∞ 𝑛−1
= 𝑧 𝑛 [∑ 𝑥(𝑘𝑇)𝑧 −𝑘 − ∑ 𝑥(𝑘𝑇)𝑧 −𝑘 ]
𝑘=0 𝑘=0
𝑛−1
= 𝑧 𝑛 [𝑋(𝑧) − ∑ 𝑥(𝑘𝑇)𝑧 −𝑘 ]
𝑘=0
For the number sequence 𝑥(𝑘), the equation can be written as follows:
𝑛−1
Similarly,
24
CHAPTER TWO Z Transform
Example 9
Figure 2.8
Using the shifting theorem, we have
−1 −1
1 𝑧 −1 1
𝒵[1(𝑡 − 𝑇)] = 𝑧 𝒵[1(𝑡)] = 𝑧 = =
1 − 𝑧 −1 1 − 𝑧 −1 1 − 𝑧
25
CHAPTER TWO Z Transform
Also,
−4 −4
1 𝑧 −4
𝒵[1(𝑡 − 4𝑇)] = 𝑧 𝒵[1(𝑡)] = 𝑧 =
1 − 𝑧 −1 1 − 𝑧 −1
1 1
= =
𝑧 4 − 𝑧 3 𝑧 3 (𝑧 − 1)
Example 10
𝑎𝑘−1 , 𝑘 = 1, 2, 3, …
𝑓(𝑎) = {
0, 𝑘≤0
The z transform of 𝑎𝑘 is
𝑧
𝒵[𝑎𝑘 ] =
𝑧−𝑎
And so
𝑧 1
𝒵[𝑓(𝑎)] = 𝒵[𝑎𝑘−1 ] = 𝑧 −1 =
𝑧−𝑎 𝑧−𝑎
Where 𝑘 = 1, 2, 3, … .
Example 11
26
CHAPTER TWO Z Transform
𝑦(𝑘) = ∑ 𝑥(ℎ) , 𝑘 = 0, 1, 2, …
ℎ=0
Hence,
Therefore,
Or
Which yields
1 𝑧
𝑌(𝑧) = 𝑋(𝑧) = 𝑋(𝑧)
1 − 𝑧 −1 𝑧−1
If 𝑥(𝑡) has the z transform 𝑋(𝑧), then the z transform of 𝑒 −𝑎𝑡 𝑥(𝑡)
can be given by 𝑋(𝑧𝑒 𝑎𝑇 ). This is known as the complex translation
theorem.
27
CHAPTER TWO Z Transform
∞ ∞
Example 12
𝑧 sin(𝜔𝑇)
𝒵[sin 𝜔𝑡] =
𝑧 2 − 2𝑧 cos(𝜔𝑇) + 1
−𝑎𝑡
𝑒 𝑎𝑇 𝑧 sin(𝜔𝑇)
𝒵[𝑒 sin 𝜔𝑡] = 2𝑎𝑇 2
𝑒 𝑧 − 2𝑒 𝑎𝑇 𝑧 cos(𝜔𝑇) + 1
Example 13
𝑇𝑧 −1
𝒵[𝑡] = = 𝑋(𝑧)
(1 − 𝑧 −1 )2
Thus,
−𝑎𝑡 ] 𝑎𝑇
𝑇𝑒 −𝑎𝑇 𝑧 −1
𝒵[𝑡𝑒 = 𝑋(𝑧𝑒 )=
(1 − 𝑒 −𝑎𝑇 𝑧 −1 )2
28
CHAPTER TWO Z Transform
If 𝑥(𝑡) has the z transform 𝑋(𝑧) and if lim𝑧→∞ 𝑋(𝑧) exists, then
the initial value 𝑥(0) of 𝑥(𝑡) or 𝑥(𝑘) is given by
Example 14
(1 − 𝑒 −𝑇 )𝑧 −1
𝑋(𝑧) =
(1 − 𝑧 −1 )(1 − 𝑒 −𝑇 𝑧 −1 )
(1 − 𝑒 −𝑇 )𝑧 −1
𝑥(0) = lim =0
𝑧→∞ (1 − 𝑧 −1 )(1 − 𝑒 −𝑇 𝑧 −1 )
29
CHAPTER TWO Z Transform
𝑥(𝑡) = 1 − 𝑒 −𝑡
And thus x(0)=0, which agrees with the result obtained earlier.
Suppose that 𝑥(𝑘), where 𝑥(𝑘) = 0 for 𝑘 < 0, has the z transform
𝑋(𝑧) and that all the poles of 𝑋(𝑧) lie inside the unit circle, with the
possible exception of a simple pole at 𝑧 = 1. [This is the condition for the
stability of 𝑋(𝑧), or the condition for 𝑥(𝑘)(𝑘 = 0, 1, 2, … ) to remain
finite]. Then the final value of 𝑥(𝑘), that is, the value of 𝑥(𝑘) as 𝑘
approaches infinity, can be given by
∞
−1
𝒵[𝑥(𝑘 − 1)] = 𝑧 𝑋(𝑧) = ∑ 𝑥(𝑘 − 1)𝑧 −𝑘
𝑘=0
Hence,
∞ ∞
30
CHAPTER TWO Z Transform
∞ ∞
Hence,
Example 15
𝑧 𝑧
𝑋(𝑧) = − 𝑎>0
𝑧 − 1 𝑧 − 𝑒 −𝑎𝑇
𝑧 𝑧
= lim [(1 − 𝑧 −1 ) ( − )]
𝑧→1 𝑧 − 1 𝑧 − 𝑒 −𝑎𝑇
1 − 𝑧 −1
= lim (1 − )=1
𝑧→1 𝑧 − 𝑒 −𝑎𝑇
31
CHAPTER TWO Z Transform
Table 2.2
𝑥(𝑡) or 𝑥(𝑘) 𝒵[𝑥(𝑡)] or 𝒵[𝑥(𝑘)]
1 𝑎𝑥(𝑡) 𝑎𝑋(𝑧)
2 𝑎𝑥1 (𝑡) + 𝑏𝑥2 (𝑡) 𝑎𝑋1 (𝑧) + 𝑏𝑋2 (𝑧)
3 𝑥(𝑡 + 𝑇)or 𝑥(𝑘 + 1) 𝑧𝑋(𝑧) − 𝑧𝑥(0)
4 𝑥(𝑡 + 2𝑇) 𝑧 2 𝑋(𝑧) − 𝑧 2 𝑥(0) − 𝑧𝑥(𝑇)
5 𝑥(𝑘 + 2) 𝑧 2 𝑋(𝑧) − 𝑧 2 𝑥(0) − 𝑧𝑥(1)
6 𝑥(𝑡 + 𝑘𝑇) 𝑧 𝑘 𝑋(𝑧) − 𝑧 𝑘 𝑥(0) − 𝑧 𝑘−1 𝑥(𝑇) − ⋯ − 𝑧𝑥(𝑘𝑇 − 𝑇)
7 𝑥(𝑡 − 𝑘𝑇) 𝑧 −𝑘 𝑋(𝑧)
8 𝑥(𝑛 + 𝑘) 𝑧 𝑘 𝑋(𝑧) − 𝑧 𝑘 𝑥(0) − 𝑧 𝑘−1 𝑥(1) − ⋯ − 𝑧𝑥(𝑘 − 1)
9 𝑥(𝑛 − 𝑘) 𝑧 −𝑘 𝑋(𝑧)
𝑑
10 𝑡𝑥(𝑡) −𝑇𝑧 𝑋(𝑧)
𝑑𝑧
𝑑
11 𝑘𝑥(𝑘) −𝑧 𝑋(𝑧)
𝑑𝑧
12 𝑒 −𝑎𝑡 𝑥(𝑡) 𝑋(𝑧𝑒 𝑎𝑇 )
13 𝑒 −𝑎𝑘 𝑥(𝑘) 𝑋(𝑧𝑒 𝑎 )
𝑧
14 𝑎𝑘 𝑥(𝑘) 𝑋( )
𝑎
𝑑 𝑧
15 𝑘𝑎𝑘 𝑥(𝑘) − 𝑋( )
𝑑𝑧 𝑎
16 𝑥(0) lim𝑧→∞ 𝑋(𝑧) if the limit exists
32
CHAPTER TWO Z Transform
This means that the inverse z transform yields a time sequence that
specifies the value of 𝑥(𝑡) only at discrete instants of time, 𝑡 =
0, 𝑇, 2𝑇, …, and says nothing abut the values of 𝑥(𝑡) at al other times.
That is, many different time functions 𝑥(𝑡) can have the same 𝑥(𝑘𝑇), see
Figure 2.9.
Figure 2.9
When 𝑋(𝑧), the z transform of 𝑥(𝑘𝑇) or 𝑥(𝑘), is given, the
operation that determines the corresponding 𝑥(𝑘𝑇) or 𝑥(𝑘) is called the
inverse z transformation.
33
CHAPTER TWO Z Transform
The direct division method stems from the fact that if 𝑋(𝑧) is
expanded into a power series in 𝑧 −1 , that is, if
𝑋(𝑧) = ∑ 𝑥(𝑘𝑇)𝑧 −𝑘
𝑘=0
34
CHAPTER TWO Z Transform
or
𝑋(𝑧) = ∑ 𝑥(𝑘𝑇)𝑧 −𝑘
𝑘=0
then 𝑥(𝑘𝑇) or 𝑥(𝑘) is the coefficient of the 𝑧 −𝑘 term. Hence, the values
of 𝑥(𝑘𝑇) or 𝑥(𝑘) for 𝑘 = 0, 1, 2, … can be determined by inspection.
Example 16
10𝑧 + 5
𝑋(𝑧) =
(𝑧 − 1)(𝑧 − 0.2)
10𝑧 −1 + 5𝑧 −2
𝑋(𝑧) =
1 − 1.2𝑧 −1 + 0.2𝑧 −2
35
CHAPTER TWO Z Transform
10𝑧 −1 − 12𝑧 −2 + 2𝑧 −3
17𝑧 −2 − 2𝑧 −3
18.4𝑧 −3 − 3.4𝑧 −4
18.68𝑧 −4 − 3.68𝑧 −5
Thus,
𝑋(𝑧) = ∑ 𝑥(𝑘)𝑧 −𝑘
𝑘=0
we obtain
𝑥(0) = 0
𝑥(1) = 10
𝑥(2) = 17
𝑥(3) = 18.4
𝑥(4) = 18.68
36
CHAPTER TWO Z Transform
Example 17
1 𝑧 −1
𝑋(𝑧) = =
𝑧 + 1 1 + 𝑧 −1
𝑧 −1
𝑋(𝑧) = = 𝑧 −1 − 𝑧 −2 − 𝑧 −3 − 𝑧 −4 + ⋯
1 + 𝑧 −1
𝑋(𝑧) = ∑ 𝑥(𝑘)𝑧 −𝑘
𝑘=0
we obtain
𝑥(0) = 0
𝑥(1) = 1
𝑥(2) = −1
𝑥(3) = 1
𝑥(4) = −1
37
CHAPTER TWO Z Transform
To find the inverse transform, if 𝑋(𝑧) has one or more zeros at the
𝑋(𝑧)
origin (𝑧 = 0), then or 𝑋(𝑧) is expanded into a sum of simple first- or
𝑧
𝑋(𝑧)
It is noted the the only reason that we expand into partial
𝑧
fraction is that each expanded term has a form that may easily be found
from commonly available z transform tables.
Example 19
𝑧 −1
𝑋(𝑧) =
1 − 𝑎𝑧 −1
1
𝑧𝑋(𝑧) = 𝑌(𝑧) =
1 − 𝑎𝑧 −1
𝒵 −1 [𝑌(𝑧)] = 𝑦(𝑘) = 𝑎𝑘
38
CHAPTER TWO Z Transform
𝑦(𝑘 − 1) = 𝑎𝑘−1 , 𝑘 = 1, 2, 3, …
𝑥(𝑘) = {
0, 𝑘≤0
𝑏0 𝑧 𝑚 + 𝑏1 𝑧 𝑚−1 + ⋯ + 𝑏𝑚−1 𝑧 + 𝑏𝑚
𝑋(𝑧) = 𝑚≤𝑛
𝑧 𝑛 + 𝑎1 𝑧 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑧 + 𝑎𝑛
𝑋(𝑧)
We then expand into partial fractions so that each term is easily
𝑧
A commonly used procedure for the case where all the poles are of
simple order and there is at least one zero at the origin (that is, 𝑏𝑚 = 0) is
𝑋(𝑧)
to divide both sides of 𝑋(𝑧) by 𝑧 and then expand into partial
𝑧
𝑋(𝑧)
fractions. Once is expanded, it will be of the form
𝑧
𝑋(𝑧) 𝑎1 𝑎2 𝑎𝑛 17
= + +⋯+
𝑧 𝑧 − 𝑝1 𝑧 − 𝑝2 𝑧 − 𝑝𝑛
39
CHAPTER TWO Z Transform
𝑋(𝑧)
If involves a multiple pole, for example, a douple pole at
𝑧
𝑋(𝑧)
𝑧 = 𝑝1 and no other poles, then will have the form
𝑧
𝑋(𝑧) 𝑐1 𝑐2 19
= +
𝑧 (𝑧 − 𝑝1 )2 𝑧 − 𝑝1
𝑋(𝑧)
20
𝑐1 = [(𝑧 − 𝑝1 )2 ]
𝑧 𝑧=𝑝1
𝑑 𝑋(𝑧) 21
2
𝑐2 = { [(𝑧 − 𝑝1 ) ]}
𝑑𝑧 𝑧 𝑧=𝑝1
𝑋(𝑧)
It is noted that if involves a triple pole at 𝑧 = 𝑝1 , then the partial
𝑧
(𝑧+𝑝1 )
fractions must include a term
(𝑧−𝑝1 )3
Example 20
(1 − 𝑒 −𝑎𝑇 )𝑧
𝑋(𝑧) =
(𝑧 − 1)(𝑧 − 𝑒 −𝑎𝑇 )
40
CHAPTER TWO Z Transform
𝑋(𝑧)
The partial fraction expansion of is found to be
𝑥
𝑋(𝑧) 1 1
= −
𝑧 𝑧 − 1 𝑧 − 𝑧 −𝑎𝑇
Thus,
1 1
𝑋(𝑧) = −
1 − 𝑧 −1 1 − 𝑒 −𝑎𝑇 𝑧 −1
1
𝒵 −1 [ ]=1
1 − 𝑧 −1
1
𝒵 −1 [ ] = 𝑒 −𝑎𝑘𝑇
1 − 𝑒 −𝑎𝑇 𝑧 −1
𝑥(𝑘𝑇) = 1 − 𝑒 −𝑎𝑘𝑇 , 𝑘 = 0, 1, 2, ….
Example 21
𝑧2 + 𝑧 + 2
𝑋(𝑧) =
(𝑧 − 1)(𝑧 2 − 𝑧 + 1)
4 −3𝑧 + 2 4𝑧 −1 −3𝑧 −1 + 2𝑧 −2
𝑋(𝑧) = + = +
𝑧 − 1 𝑧 2 − 𝑧 + 1 1 − 𝑧 −1 1 − 𝑧 −1 + 𝑧 −2
41
CHAPTER TWO Z Transform
Noting that the two poles involved in the quadratic term of this last
equation are complex conjugates, we rewrite 𝑋(𝑧) as follows:
4𝑧 −1 𝑧 −1 − 0.5𝑧 −2 0.5𝑧 −2
𝑋(𝑧) = − 3( )+
1 − 𝑧 −1 1 − 𝑧 −1 + 𝑧 −2 1 − 𝑧 −1 + 𝑧 −2
−1
1 −1
1 − 0.5𝑧 −2 −1
0.5𝑧 −2
= 4𝑧 − 3𝑧 +𝑧
1 − 𝑧 −1 1 − 𝑧 −1 + 𝑧 −2 1 − 𝑧 −1 + 𝑧 −2
Since
−𝑎𝑘𝑇
1 − 𝑒 −𝑎𝑇 𝑧 −1 cos 𝜔𝑇
𝒵[𝑒 cos 𝜔𝑘𝑇] =
1 − 2𝑒 −𝑎𝑇 𝑧 −1 cos 𝜔𝑇 + 𝑒 −2𝑎𝑇 𝑧 −2
−𝑎𝑘𝑇
1 − 𝑒 −𝑎𝑇 𝑧 −1 sin 𝜔𝑇
𝒵[𝑒 sin 𝜔𝑘𝑇] =
1 − 2𝑒 −𝑎𝑇 𝑧 −1 sin 𝜔𝑇 + 𝑒 −2𝑎𝑇 𝑧 −2
1 𝜋
By identifying 𝑒 −2𝑎𝑇 = 1 and cos 𝜔𝑇 = in this case, we have 𝜔𝑇 =
2 3
3
and sin 𝜔𝑇 = √ . Hence, we obtain
2
−1
1 − 0.5𝑧 −1 𝑘
𝑘𝜋
𝒵 [ ] = 1 cos
1 − 𝑧 −1 + 𝑧 −2 3
And
3
−1 (√2) 𝑧 −1
1 − 0.5𝑧 1 1 𝑘 𝑘𝜋
𝒵 −1 [ ] = 𝒵 −1
= 1 sin
1 − 𝑧 −1 + 𝑧 −2 √3 1 − 𝑧 −1 + 𝑧 −2 √3 3
[ ]
Thus, we have
Rewriting, we have
42
CHAPTER TWO Z Transform
(𝑘 − 1)𝜋 1 (𝑘 − 1)𝜋
𝑘 = 1, 2, 3, …
𝑥(𝑘) = {4 − 3 cos 3
+
√3
sin
3 𝑘≤0
0
𝑋(0) = 0
𝑋(1) = 1
𝑋(2) = 3
𝑋(3) = 6
𝑋(4) = 7
𝑋(5) = 5
Note that the inverse z transform of 𝑋(𝑧) can also be obtained as follows:
−1
1 𝑧 −1 −1
𝑧 −1
𝑋(𝑧) = 4𝑧 − 3( ) + 2𝑧
1 − 𝑧 −1 1 − 𝑧 −1 + 𝑧 −2 1 − 𝑧 −1 + 𝑧 −2
Since
−1
𝑧 −1 1, 𝑘 = 1, 2, 3, …
𝒵 [ ] = {
1 − 𝑧 −1 0, 𝑘≤0
And
−1
𝑧 −1 2 𝑘 𝑘𝜋
𝒵 [ ] = 1 sin
1 − 𝑧 −1 + 𝑧 −2 √3 3
We have
𝑘𝜋 4 (𝑘 − 1)𝜋
𝑘 = 1, 2, 3, …
𝑥(𝑘) = {4 − 2√3 sin +
3 √3
sin
3 𝑘≤0
0
43
CHAPTER TWO Z Transform
1 22
−1 [𝑋(𝑧)]
𝒵 = 𝑥(𝑘𝑇) = 𝑥(𝑘) = ∮ 𝑋(𝑧)𝑧 𝑘−1 𝑑𝑧
2𝜋𝑗 𝑐
Where 𝑐 is the circle with its center at the origin of the z plane such that
all poles of 𝑋(𝑧)𝑧 𝑘−1 are inside it.
𝑥(𝑘𝑇) = 𝑥(𝑘) = 𝐾1 + 𝐾2 + ⋯ + 𝐾𝑚
𝑚 23
𝑘−1 𝑘−1 ]
= ∑[residue of 𝑋(𝑧)𝑧 at pole 𝑧 = 𝑧𝑖 of 𝑋(𝑧)𝑧
𝑖=1
1 𝑑 𝑞−1 25
𝐾= lim 𝑞−1 [(𝑧 − 𝑧𝑖 )𝑞 𝑋(𝑧)𝑧 𝑘−1 ]
(𝑞 − 1)! 𝑧→𝑧 𝑖 𝑑𝑧
44
CHAPTER TWO Z Transform
Note that the values of 𝑘 in Equations (23), (24), and (5 are nonegative
integer values.
Example 22
𝑧(1 − 𝑒 −𝑎𝑇 )
𝑋(𝑧) =
(𝑧 − 1)(𝑧 − 𝑒 −𝑎𝑇 )
Note that
𝑘−1
(1 − 𝑒 −𝑎𝑇 )𝑧 𝑘
𝑋(𝑧)𝑧 =
(𝑧 − 1)(𝑧 − 𝑒 −𝑎𝑇 )
45
CHAPTER TWO Z Transform
2
(1 − 𝑒 −𝑎𝑇 )𝑧 𝑘
𝑥(𝑘) = ∑ [residue of at pole z = 𝑧𝑖 ]
(𝑧 − 1)(𝑧 − 𝑒 −𝑎𝑇 )
𝑖=1
= 𝐾1 + 𝐾2
where
(1 − 𝑒 −𝑎𝑇 )𝑧 𝑘
= lim [(𝑧 − 1) ]=1
𝑧→1 (𝑧 − 1)(𝑧 − 𝑒 −𝑎𝑇 )
−𝑎𝑇
(1 − 𝑒 −𝑎𝑇 )𝑧 𝑘
= lim [(𝑧 − 𝑒 ) −𝑎𝑇
] = −𝑒 −𝑎𝑘𝑇
−𝑎𝑇
𝑧→𝑒 (𝑧 − 1)(𝑧 − 𝑒 )
Hence,
𝑥(𝑘𝑇) = 𝐾1 + 𝐾2 = 1 − 𝑒 −𝑎𝑇 , 𝑘 = 0, 1, 2, ….
Example 23
𝑧2
𝑋(𝑧) =
(𝑧 − 1)2 (𝑧 − 𝑒 −𝑎𝑇 )
Notice that
𝑘−1
𝑧 𝑘+1
𝑋(𝑧)𝑧 =
(𝑧 − 1)2 (𝑧 − 𝑒 −𝑎𝑇 )
46
CHAPTER TWO Z Transform
2
𝑧 𝑘+1
𝑥(𝑘) = ∑ [residue of at pole z = 𝑧𝑖 ]
(𝑧 − 1)2 (𝑧 − 𝑒 −𝑎𝑇 )
𝑖=1
= 𝐾1 + 𝐾2
Where
−𝑎𝑇
𝑧 𝑘+1 𝑒 −𝑎(𝑘+1)𝑇
= lim [(𝑧 − 𝑒 ) ]=
−𝑎𝑇
𝑧→𝑒 (𝑧 − 1)2 (𝑧 − 𝑒 −𝑎𝑇 ) (1 − 𝑒 −𝑎𝑇 )2
1 𝑑 2
𝑧 𝑘+1
= lim [(𝑧 − 1) ]
(2 − 1)! 𝑧→1 𝑑𝑧 (𝑧 − 1)2 (𝑧 − 𝑒 −𝑎𝑇 )
𝑑 𝑧 𝑘+1
= lim ( )
𝑧→1 𝑑𝑧 𝑧 − 𝑒 −𝑎𝑇
𝑘 𝑒 −𝑎𝑇
= −
1 − 𝑒 −𝑎𝑇 (1 − 𝑒 −𝑎𝑇 )2
Hence,
𝑘𝑇 𝑒 −𝑎𝑇 (1 − 𝑒 −𝑎𝑇 )
= − 𝑘 = 0, 1, 2, …
𝑇(1 − 𝑒 −𝑎𝑇 ) (1 − 𝑒 −𝑎𝑇 )2
47