The z-Transform

Content
Introduction
z-Transform
Zeros and Poles
Region of Convergence
Important z-Transform Pairs
Inverse z-Transform
z-Transform Theorems and Properties
System Function
The z-Transform

Introduction
Why z-Transform?
A generalizationof Fourier transform
Why generalize it?
FT does not converge on all sequence
Notation good for analysis
Bring the power of complex variable theory deal with
the discrete-time signals and systems
The z-Transform

z-Transform
Definition
The z-transform of sequence x(n) is defined by

X ( z) x ( n) z
n
n

Fourier
Transform
Let z = ej.

X (e ) j
x ( n )e
n
j n
z-Plane

x ( n) z n Im
X ( z)
n
z = ej

Re
j
X (e ) x ( n )e
n
j n

Fourier
Fourier Transform
Transform isis to
to evaluate
evaluate z-transform
z-transform
on
on aa unit
unit circle.
circle.
z-Plane
Im
X(z)
z = ej

Re

Im

Re
Periodic Property of FT
X(ej)
X(z)

Im

Re Can
Canyou
yousay
saywhy
whyFourier
FourierTransform
Transformisis
aaperiodic
periodicfunction
functionwith
withperiod
period2?
2?
The z-Transform

Zeros and Poles

Definition
Give a sequence, the set of values of z for which the
z-transform converges, i.e., |X(z)|<, is called the re
gion of convergence.

| X ( z ) | x (
n
n ) z n
| x
n
( n ) || z | n

ROC
ROC isis centered
centered on on origin
origin and
and
consists
consists of
of aa set
set of
of rings.
rings.
Example: Region of Convergence

| X ( z ) | x (
n
n ) z n
| x
n
( n ) || z | n

Im ROC
ROC isis an
anannual
annualring
ringcentered
centered
on
onthe
theorigin.
origin.
r

Re Rx | z | Rx
j
ROC {z re | Rx r Rx }
Stable Systems
A stablesystem requires that its Fourier transform is
uniformly convergent.
Im Fact: Fourier transform is to
evaluate z-transform on a unit
circle.
1
A stable system requires the
Re ROC of z-transform to include
the unit circle.
Example: A right sided Sequence

x ( n) a n u ( n)

x(n)

... n
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
Example: A right sided Sequence

For convergence of X(z), we

x ( n) a u ( n)
n
require that

X ( z)

a u (n)z
n n |
n 0
az 1
| | az 1 | 1
n
| z || a |
a n z n
1 z
n 0 X ( z ) (az )
1 n
1

n 0 1 az za
(az 1 ) n
| z || a |
n 0
Example: A right sided Sequence R
OC for x(n)=anu(n)

z
X ( z)
za
, | z || a | Which
Which one
one is
is stable?
stable?
Im Im

1 1
a a a a
Re Re
Example: A left sided Sequence

x(n) a nu (n 1)

-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
... n

x(n)
Example: A left sided Sequence

For convergence of X(z), we

x(n) a u (n 1)
n
require that

X ( z ) a u (n 1)z
z|
1
n
| a 1 z | 1
n

n
| a
1
n 0
a n z n
n
| z || a |

a n z n
1 z
n 1 X ( z ) 1 (a z ) 1
1 n
1

n 0 1 a z z a
1 a n z n
n 0 | z || a |
Example: A left sided Sequence RO
C for x(n)=anu( n1)

z
X ( z)
za
, | z || a | Which
Which one
one is
is stable?
stable?
Im Im

1 1
a a a a
Re Re
The z-Transform

Region of
Convergence
Represent z-transform as a Rationa
l Function

P( z ) where P(z) and Q(z) are

X ( z) polynomials in z.
Q( z )

Zeros: The values of zs such that X(z) = 0

Poles: The values of zs such that X(z) =
Example: A right sided Sequence

z
x ( n) a n u ( n) X ( z) , | z || a |
za

Im

ROC is bounded by the

pole and is the exterior
a
Re of a circle.
Example: A left sided Sequence

z
x(n) a nu (n 1) X ( z) , | z || a |
za

Im

ROC is bounded by the

pole and is the interior
a
Re of a circle.
Example: Sum of Two Right Sided Sequences

x( n) ( 12 ) n u (n) ( 13 ) n u (n)
z z 2 z ( z 121 )
X ( z)
z2 z3
1 1
( z 12 )( z 13 )
Im
ROC is bounded by poles
and is the exterior of a circle.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Two Sided Sequence

x(n) ( 13 ) n u (n) ( 12 ) n u ( n 1)
z z 2 z ( z 121 )
X ( z)
z3 z2
1 1
( z 13 )( z 12 )
Im
ROC is bounded by poles
and is a ring.
1/12
1/3 1/2 Re
ROC does not include any pole.
Example: A Finite Sequence
x ( n) a n , 0 n N 1
N 1 N 1
1 (az 1 ) N 1 zN aN
X ( z) a z n n
( az )
1 n
N 1
n 0 n 0 1 az 1 z za
Im
N-1 zeros
ROC: 0 < z <
N-1 poles ROC does not include any pole.
Re
Always
Always Stable
Stable
Properties of ROC

A ring or disk in the z-plane centered at the origin.

The Fourier Transform of x(n) converges absolutely iff the ROC includ
es the unit circle.
The ROC cannot include any poles
Finite Duration Sequences: If x(n) is a causal sequence, the ROC is the e
ntire z-plane except at possibly z=0 or z=.
If x(n) is an anticausal sequence, the ROC is the entire z-plane except at
z=.
If x(n) is a two sided sequence, the ROC is the entire z-plane except at z
=0 and z=.
Properties of ROC contd.
Right sided sequences: If x(n) is an infinite duration causal sequence RO
C is |z| > i.e, exterior of a circle of radius
Left sided sequences: If x(n) is an infinite duration anti-causal sequence
ROC is |z| < i.e, interior of a circle of radius .
If x(n) is an infinite duration two sided sequence, then ROC consists of
a circular ring in the z-plane, bounded on the interior and exterior by a
pole, not containing any poles.
The ROC of an LTI stable system contains the unit circle.
The ROC must be a connected region.
More on Rational z-Transform

Consider the rational z-transform

with the pole pattern:
Im

Find
Find the
the possible
possible a b c
ROCs
ROCs Re
 More on Rational z-Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 1: A right sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 2: A left sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 3: A two sided Sequence.

a b c
Re
More on Rational z-Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 4: Another two sided Sequence.

a b c
Re
The z-Transform

Important
z-Transform Pairs
Z-Transform Pairs
Sequence z-Transform ROC
(n) 1 All z
All z except 0 (if m>0)
( n m ) z m
or (if m<0)
1
u (n) | z | 1
1 z 1
1
u (n 1) | z | 1
1 z 1

1
n
a u (n) | z || a |
1 az 1
1
a n u (n 1) | z || a |
1 az 1
Z-Transform Pairs
Sequence z-Transform ROC
1 [cos 0 ]z 1
[cos 0 n]u (n) | z | 1
1 [2 cos 0 ]z 1 z 2

[sin 0 ] z 1
[sin 0 n]u ( n) | z | 1
1 [2 cos 0 ]z 1 z 2

1 [r cos 0 ] z 1
[r cos 0 n]u (n)
n
| z | r
1 [ 2r cos 0 ] z 1 r 2 z 2

[r sin 0 ]z 1
[r sin 0 n]u (n)
n
| z | r
1 [ 2r cos 0 ]z 1 r 2 z 2

an 0 n N 1 1 a N zN
| z | 0
0 otherwise 1 az 1
The z-Transform

Inverse z-Transform
The z-Transform

z-Transform Theorems
and Properties
Linearity
Z[ x(n)] X ( z ), z Rx
Z[ y (n)] Y ( z ), z Ry
ROCs
the above two
Z[ax(n) by (n)] aX ( z ) bY ( z ), z Rx R y
Overlay of
Shift
Z[ x(n)] X ( z ), z Rx

Z[ x(n n0 )] z X ( z )
n0
z Rx
Multiplication by an Exponential Sequence

Z[ x(n)] X ( z ), Rx- | z | Rx

1
Z[a x(n)] X (a z )
n
z | a | Rx
Differentiation of X(z)
Z[ x(n)] X ( z ), z Rx

dX ( z )
Z[nx(n)] z z Rx
dz
Conjugation
Z[ x(n)] X ( z ), z Rx

Z[ x * (n)] X * ( z*) z Rx
Reversal
Z[ x(n)] X ( z ), z Rx

Z[ x(n)] X ( z 1 ) z 1 / Rx
Real and Imaginary Parts

Z[ x(n)] X ( z ), z Rx

Re[ x(n)] 12 [ X ( z ) X * ( z*)] z Rx

Im[ x(n)] 1
2j [ X ( z ) X * ( z*)] z Rx
Initial Value Theorem
x(n) 0, for n 0

x(0) lim X ( z )
z
Convolution of Sequences

Z[ x(n)] X ( z ), z Rx
Z[ y (n)] Y ( z ), z Ry

Z[ x( n) * y (n)] X ( z )Y ( z ) z Rx R y
 Convolution of Sequences

x ( n) * y ( n) x(k ) y (n k )
k

Z[ x(n) * y (n)] x(k ) y(n k )
n k
z n

x(k ) y(n k )z n

k
x(k ) z k y (
n
n )z n

k n

X ( z )Y ( z )
The z-Transform
Analysis of LTI systems
using z-transform :
System Function
Shift-Invariant System
x(n) y(n)=x(n)*h(n)

h(n)
h(n)

X(z) H(z) Y(z)=X(z)H(z)

where Y(z) =Z-transform of output y(n)
X(z) =Z-transform of input x(n)
H(z) =Z-transform of impulse response h(n)
Shift-Invariant System
X(z) Y(z)
H(z)
H(z)

Y ( z)
H ( z)
X ( z)
H(z) is called the system function or the transfer function of the LTI system.
It is defined as the ratio of the Z-transform of output y(n) to the Z-transform of
input x(n), assuming initial conditions to zero.
If x(n) = (n), then X(z) = 1. So Y(z) =H(z).
So the transfer function is also defined as the Z-transform of the impulse
response h(n) of the system.
Relation ship between Transfer function
and Nth-Order Difference Equation
An Nth order LTI system is described by the difference equation
as N M

a
k 0
k y (n k ) bk x(n k )
k 0

On expanding both sides, we get

a 0 y ( n) a1 y ( n 1) a 2 y ( n 2) ... a N y ( n N )
b0 x ( n) b1 x ( n 1) ... bM x( n M )
Taking Z-transform on both sides, we get
N M
Y ( z ) a k z k
X ( z ) bk z k
k 0 k 0

M N
k k
H ( z ) bk z ak z
k 0 k 0
Representation in Factored Form

Contributes poles at 0 and zeros at cr

M
A (1 c k z 1 )
H ( z) k 1
N

(1
k 1
d k z 1
)

Contributes zeros at 0 and poles at dr

Frequency Response of a system

For z on the unit circle (z = ej), H(z) reduces to

the frequency response H(ej ) of the system, p
rovided that unit circle is in the ROC for H(z).
i.e H(ej ) = z = ej
Stable and Causal Systems
Causal Systems : ROC extends outward from the outermost pole.
Im
M
A (1 cr z ) 1

H ( z) N
r 1
Re
r )
(1
k 1
d z 1

A causal LTI system has impulse response {h[n]} such that h[n] = 0, n < 0.
Thus ROC of H(z) is exterior of a circle in z-plane including z = . Thus
a discrete time LTI system is causal if and only if ROC is exterior of a circle
which includes infinity.
 Bounded Signals

5 5 5 1

a=0.4 a=0.9 a=1.2

0.5

0 0 0 0

-0.5

-5 -5 -5
-1
0 2 4 6 8

5 5 5 1
a=-0.4 a=-0.9 a=-1.2
1
0.5

0 0 0
0.8

0.6
0

0.4

-5 0.2 -5 -5 -0.5

0 5 10 0 5 10 0 5 10
0
0 5 10 15 20 -1
0 10 20 30 40 50 60 70
BIBO Stability

Bounded Input Bounded Output Stability

If the Input is bounded, we want the Output is bound
ed, too
If the Input is unbounded, its okay for the Output to
be unbounded
Forsome computing systems, the output is intri
nsically bounded (constrained), but limit cycle
may happen
BIBO Stability
An
LTI system is stable if and only if impulse response {h[n]} is absol
utely summable. i.e
The system function of a causal LTI system is:

H ( z ) n 0 h( n) z n

The magnitude of the z-transform is:

The evaluation of |H(z)| on unit circle gives

( since, |z| = 1 for unit circle)
Stable and Causal Systems
Stable Systems : ROC of a system function includes the unit circle.

Im

M
1
A (1 c k z ) 1

H ( z) k 1
N Re
(1
k 1
d k z 1
)

For a causal and stable system ROC is outside a circle and ROC contains the unit
circle. That means all the poles are inside the unit circle.
Thus a causal LTI system is stable if and if only if all the poles inside unit circle.
Example
Consider the causal system characterized by
y (n) ay (n 1) x(n) Im

1 1
H ( z)
1 az 1 a Re

h( n) a u ( n)
n
 Determination of Frequency Response f
rom pole-zero pattern

A LTI system is completely characterized by its

pole-zero pattern.
Im
Example: p1
z z1 e j 0
H ( z)
( z p1 )( z p2 ) z1
Re

e j0 z1 p2
H ( e j 0 )
( e j 0 p1 )(e j0 p2 )
 Determination of Frequency Response f
rom pole-zero pattern

A LTI jsystem
|H(e
|H(e )|=?
j
)|=?
pole-zero pattern.
jj

is completely characterized by its
H(e
H(e )=?
)=?
Im
Example: p1
z z1 e j 0
H ( z)
( z p1 )( z p2 ) z1
Re

e j0 z1 p2
H ( e j 0 )
( e j 0 p1 )(e j0 p2 )
Determination of Frequency Response f
rom pole-zero pattern

A LTI jsystem
|H(e
|H(e )|=?
j
)|=?
pole-zero pattern.
is completely characterized
H(e
jj
H(e )=?
)=?
by its

Im
Example: p1
| | 2
j
|H(e )| = e j 0
| || | z1
1 3 Re

H(ej) = 1(2+ 3 ) p2
Example
1 20
H ( z) 1
1 az 10

dB
0
Im
-10
0 2 4 6 8

a Re 0

-1

-2
0 2 4 6 8
Unilateral or Single-sided Z transform

Definition
Unilateral Z-transform X+(z) of a sequence x(n) is defined as:
X+(z)
ROC of X+(z) is always exterior to the circle in z-plane.
Time shifting property
If Z{x(n)} =X(z)
then for k
Z{x(n k)} = z-k X(z) +x(-1) z-k+1 +x(-2) z-k+2 + x(-k)
Corollary
Z{x(n -1)} =x(-1) + z-1 X(z)
Z{x(n -2)} =x(-2) + x(-1) z-1 + z-2 X(z)
Z{x(n -3)} =x(-3) + x(-2) z-1 + x(-1) z-2 +z-3 X(z) and so on.
It is useful to calculate the response of a causal system to a causal input when the system
is described by LCCDE with non-zero initial conditions.

EE 3512: Lecture 34, Slide 65

 Solution of Difference Equations using Z-transform

To solve the difference equation,

it is first converted into an algebraic equation in z-domain by
taking Z-transform
and the time domain solution is obtained by taking its inverse
Z-transform.
Forced Response (Zero state) - Response of the system due to
input alone when initial conditions are neglected.
Natural Response (Zero input) Response of the system due to
initial conditions alone with input x(n) =0
Total Response = Forced Response + Natural Response
Impulse response - Response of the system when input is unit
impulse.
Step response - Response of the system when input is unit step

EE 3512: Lecture 34, Slide 66

First-Order Difference Equations
Consider a first-order difference equation:
y[n] ay[n 1] bx[n]
We can apply the time-shift property:

Y ( z ) a z 1Y ( z ) y[1] bX ( z )
We can solve for Y(z):
ay[1] b
Y ( z) 1
1
X ( z)
1 az 1 az
The response is again a function of two things: the response due to the initial
condition and the response due to the input.
If the initial condition is zero:
b Y ( z) b
Y ( z) X ( z ) H ( z )
1 az 1 X ( z ) 1 az 1
Applying the inverse z-Transform:
b
h[n] Z1 1
b ( a ) n
u[n]
1 az
Is this system causal? Why?
Is this system stable? Why?
Suppose the input was a sinusoid. How would you compute the output?
EE 3512: Lecture 34, Slide 67
Example of a First-Order System
Consider the unit-step response of this system:
1 z
x[n] u[n] X ( z)
1 z 1 z a
ay[1] b ay[1] b 1
Y ( z) X ( z)
1 az 1 1 az 1 1 az 1 1 az 1 1 z 1
ay[1]z bz 2

za ( z a )( z 1)
Use the (1/z) approach for the inverse transform:
Y ( z) 1 bz 2 ab /(1 a ) b /(1 a )

z z
( z a )( z 1) z a z 1
ay[1]z ab /(1 a) z b /(1 a) z ay[1]z b az z
Y ( z)
za za z 1 za 1 a z a z 1
b
y[n] ay[1](a ) n [a (a ) n (1) n ]
1 a
b
ay[1](a ) n [(a) n 1 1], n 0, 1, 2, ...
1 a
The output consists of a DC term, an exponential term due to the I.C., and an
exponential term due to the input. Under what conditions is the output stable?
EE 3512: Lecture 34, Slide 68
Second-Order Difference Equations
Consider a second-order difference equation:
y[n] a1 y[n 1] a 2 y[n 2] b0 x[n] b1 x[n 1]
We can apply the time-shift property:

Y ( z ) a1 z 1Y ( z ) y[1] a 2 z 2Y ( z ) z 1 y[1] y[2] b0 X ( z ) b1 z 1 X ( z )
Assume x[-1] = 0 and solve for Y(z):
a 2 y[2] a1 y[1] a 2 y[1]z 1 b0 b1 z 1
Y ( z) X ( z)
1 a1 z 1 a 2 z 2 1 a1 z 1 a 2 z 2
Multiplying z2/z2:
a1 y[1] a 2 y[2] z 2 a 2 y[1]z b0 z 2 b1 z
Y ( z) 2 X ( z)
z a1 z a 2
2
z a1 z a 2
Assuming the initial conditions are zero:
b0 z 2 b1 z
Y ( z) 2
z a1 z a 2
Note that the impulse response is of the form:
z 2 (a cos ) z

h[n] a cos n u[n] H ( z ) 2
n

z (2a cos ) z a 2
This can be visualized as a complex pole pair with a center frequency and
bandwidth (see Java applet).
EE 3512: Lecture 34, Slide 69
Example of a Second-Order System
Consider the unit-step response of this system:
1 z
x[n] u[n] X ( z )
1 z 1 z a
y[n] 1.5 y[n 1] 0.5 y[n 2] x[n] x[n 1] where y[ 1] 2, y[2] 1
a1 y[1] a 2 y[2] z 2 a 2 y[1]z b0 z 2 b1 z
Y ( z) 2 X ( z)
z a1 z a 2
2
z a1 z a 2
(1.5)( 2) (0.5)(1) z 2 (0.5)( 2) z z2 z z

z 2 1.5 z 0.5 z 2 1.5 z 0.5 z 1
3.5 z 2 z z2
2 2 [note : ( z 2 z ) z z 2 ( z 1)]
z 1.5 z 0.5 z 1.5 z 0.5
We can further simplify this:
MATLAB:
2 .5 z 2 z
Y ( z) 2 num = [1 -1 0];
z 1 .5 z 0 .5
den = [1 1.5 .5];
0 .5 z 3z
n = 0:20;
z 0.5 z 1
x = ones(1, length(n));
The inverse z-transform gives:
zi = [-1.5*2-0.5*1, -0.5*2];
y[n] 0.5(0.5) n 3(1) n , n 0, 1, 2, ...
y = filter(num, den, x, zi);
EE 3512: Lecture 34, Slide 70
Nth-Order Difference Equations
Consider a general difference equation:
N M
y[n] a k y[n k ] bk x[n k ]
k 1 k 1
We can apply the time-shift property once again:
N M
Y ( z ) a k z Y ( z ) bk z k X ( z )
k
(assuming zero initial conditions)
k 1 k 1

N
M

Y ( z) 1 ak z X ( z)
k
bk z k
k 1 k 1
M

Y ( z)
k
b z k
b0 b1 z 1 b2 z 2 ... bM z M
H ( z) k 1

X ( z) N
1 a 0 a1 z 1 a 2 z 2 ... a N z N
1 ak z k
k 1
We can again see the important of poles in the stability and overall frequency
response of the system. (See Java applet).
Since the coefficients of the denominator are most often real, the transfer
function can be factored into a product of complex conjugate poles, which in
turn means the impulse response can be computed as the sum of damped
sinusoids. Why?
The frequency response of the system can be found by setting z = ej.
EE 3512: Lecture 34, Slide 71