Chapter 1

Z Transformation
1.1 Introduction
In the area of digital signal processing in Electrical engineering, we encounter
sequences of discrete signals. If we represent a sequence in signal processing as {fₙ}, then fₙ =
f(nT) where n = 0, 1, 2,.. is a non-negative integer and T is called the sampling period.
Therefore, the elements of the {fₙ} are functions of discrete non-negative integer valued
arguments. Such sequences are also encountered in many applications areas of digital
[Link] operation of such discrete systems is governed by different equations.
One of the important tools for solving the difference equations is Z [Link] Z
transform of a sequence {fₙ} can be defined as a functional transformation of sequences. We
usually define the Z transform of the sequence {fₙ}, n ≥ 0, where {fₙ} is a real or complex
number.
Z transforms have properties similar to Laplace transforms. For almost every result in
Laplace transform, there is a corresponding result in Z transform.
Laplace transform is the foundation that makes Z-transform possible and
understandable.
1.1.1 Deinition of Laplace Transforms
In mathematics, the Laplace transform, named after Pierre-Simon Laplace, is
an integral transform that converts a function of a real variable (usually t , in the time domain)
to a function of a complex variable s (in the complex-valued frequency domain, also known
as s-domain, or s-plane). The functions are often denoted by x(t) for the time-domain
representation, and X(s) for the frequency-domain.
The transform is useful for converting differentiation and integration in the time domain into
much easier multiplication and division in the Laplace domain (analogous to
how logarithms are useful for simplifying multiplication and division into addition and
subtraction). This gives the transform many applications in science and engineering, mostly as
a tool for solving linear differential equations and dynamical systems by simplifying ordinary
differential equations and integral equations into algebraic polynomial equations, and by
simplifying convolution into multiplication.
The Laplace transform is related to many other transforms. It is essentially the same as
the Mellin transform, and is closely related to the Fourier transform. Unlike the Fourier
transform, the Laplace transform is often an analytic function, meaning that it has a
convergent power series, the coefficients of which represent the moments of the original
function. Moreover, the techniques of complex analysis, and especially contour integrals, can
be used for simplifying calculations.

1.1.2 Useful of Laplace Transforms in Z - transform

1. Conceptual Foundation
 The Z-transform can be seen as a discrete version of the Laplace [Link] replacing
with -related terms, we move from continuous-time to discrete-time analysis.
Relationship:
z = e^{sT}

2. Design of Digital Filters

Many filters are first designed in the Laplace domain (analog filters).Then, by applying
a mapping (like Bilinear Transform), we convert them into Z-domain for implementation in
digital systems.

3. System Stability
Stability criteria in Laplace (poles in left-half plane) are mapped to Z-domain (poles
inside unit circle).This connection helps engineers convert analog stable systems into digital
stable systems.

4. Solving Difference Equations

If you know how to solve differential equations using Laplace transforms, the Z-
transform method will feel very similar for difference equations.

5. Sampling Theorem
Laplace transform explains continuous-time signals, while Z-transform works for
sampled [Link] Laplace helps explain why and how signals are sampled.

1.2 History

The foundational concept now recognized as the Z-transform, which is a cornerstone in

theanalysis and design of digital control systems, was not entirely novel when it emerged in
the mid-20th century. Its embryonic principles can be traced back to the work of the
Frenchmathematician Pierre-Simon Laplace, who is better known for the Laplace transform, a
closely related mathematical technique. However, the explicit formulation and application of
what wenow understand as the Z-transform were significantly advanced in 1947 by Witold
Hurewicz and colleagues.
Their work was motivated by the challenges presented by sampled-data control
systems, which were becoming increasingly relevant in the context of radar technology during
that period. The Z-transform provided a systematic and effective method for solving linear
difference equations with constant coefficients, which are ubiquitous in the analysis of discrete-
time signals and systems.
The method was further refined and gained its official nomenclature, "the Z-transform,"
in 1952, thanks to the efforts of John R. Ragazzini and Lotfi A. Zadeh, who were part of the
sampled-data control group at Columbia University. Their work not only solidified the
mathematical framework of the Z-transform but also expanded its application scope,
particularly in the field of electrical engineering and control systems.
A notable extension, known as the modified or advanced Z-transform, was later
introduced by Eliahu I. Jury. Jury's work extended the applicability and robustness of the Z-
transform, especially in handling initial conditions and providing a more comprehensive
framework for the analysis of digital control systems.
This advanced formulation has played a pivotal role in the design and stability analysis
of discrete-time control systems, contributing significantly to the field of digital signal
[Link], the conceptual underpinnings of the Z-transform intersect with a
broader mathematical concept known as the method of generating functions, a powerful tool
in combinatorics and probability theory. This connection was hinted at as early as 1730 by
Abraham de Moivre, a pioneering figure in the development of probability theory.
De Moivr utilized generating functions to solve problems in probability, laying the
groundwork for what would eventually evolve into the Z-transform. From a mathematical
perspective, the Z-transform can be viewed as a specific instance of a Laurent series, where the
sequence of numbers under investigation is interpreted as the coefficients in the (Laurent)
expansion of an analytic function.
This perspective not only highlights the deep mathematical roots of the Z-transform but
also illustrates its versatility and broad applicability across different branches of mathematics
and engineering.

1.3 Definition of Z Transforms

The Z-transform can be defined as either a one-sided or two-sided transform. (Just as
we have the one-sided Laplace transform and the two-sided Laplace transform).
1.3.1 Bilateral Z-transform
The bilateral or two-sided Z-transform of a discrete-time signal x[n] is is the formal
power series X(z) defined as:
-n
X(z) = Z{x[n]} = ∑∞
𝑛=−∞ 𝑥[𝑛]𝑧

Where n is an integer and z is, in general, a complex number. In polar form,z may be written
as:
z = A𝒆𝒊𝝋 = A(cos𝝋 + i sin𝝋 )
where A is the magnitude of z, i is the imaginary unit, and 𝜑 is the complex argument (also
referred to as angle or phase) in radians.
1.3.2 Unilateral Z-transform
Alternatively, in cases where x[n] is defined only for n≥0 , the single-sided or unilateral
Z-transform is defined as:
X(z) = Z{x[n]} = ∑∞
𝒏=𝟎 𝒙[𝒏]𝒛
-n

In signal processing, this definition can be used to evaluate the Z-transform of the unit impulse
response of a discrete-time causal system.
An important example of the unilateral Z-transform is the probability-generating function,
where the component x[n] is the probability that a discrete random variable takes the value.
The properties of Z-transforms (listed in § Properties) have useful interpretations in the context
of probability theory.

1.4 Inverse Z-transform

The inverse Z-transform is:
𝟏
x[n] = Z-1{X(z)} = 𝟐𝝅𝒊 ∮ 𝑿(𝒛)𝒛n-1dz

Where C is a counterclockwise closed path encircling the origin and entirely in the region of
convergence (ROC). In the case where the ROC is causal, this means the path C must encircle
all of the poles of X(z).
A special case of this contour integral occurs when C is the unit circle. This contour can be
used when the ROC includes the unit circle, which is always guaranteed when X(z) is stable,
that is, when all the poles are inside the unit circle. With this contour, the inverse Z-transform
simplifies to the inverse discrete-time Fourier transform, or Fourier series, of the periodic
values of the Z-transform around the unit circle:
𝟏 𝝅
x[n] = 𝟐𝝅 ∫−𝝅 𝑿(eiω) eiωndω

The Z-transform with a finite range of n and a finite number of uniformly spaced z
values can becomputed efficiently via Bluestein's FFT algorithm. The discrete-time Fourier
transform (DTFT) - not to be confused with the discrete Fourier transform (DFT)—is a special
case of such a Z-transform obtained by restricting z to lie on the unit circle.

1.5 Applications of Z Transforms

1. Analysis of Discrete-Time Signals
• A discrete-time signal is a sequence of values, which can be difficult to analyze directly
in the time domain.
• By applying the Z-transform, the signal is represented as a power series in the Z-
domain.
 • This makes it easier to study important properties like growth, decay, oscillation, and
frequency content.
1
• Example: For signal x[n] = anu[n], its Z-transform is 1−𝑎𝑧 −1 , which shows convergence
and behavior depending on the value of a.

2. System Analysis

• Discrete-time Linear Time-Invariant (LTI) systems are often described by difference

equations.
• The Z-transform converts these equations into simple algebraic equations.
𝑌(𝑧)
• From the transfer function H(z) = 𝑋(𝑧) ,we can:
o Check stability (all poles inside the unit circle).
o Check causality (ROC outside the outermost pole).
o Analyze frequency response by substituting z = ejω.
• This helps engineers fully characterize a digital system.

3. Solving Difference Equations

• Many real systems (filters, circuits, controllers) are modeled by difference equations.
• Z-transform converts the difference equation into an algebraic equation in the Z-
domain.
• After simplification, applying the inverse Z-transform gives the time-domain
solution.
• Example: Solve y[n]−0.5y[n-1] = x[n]. Taking Z-transform and rearranging,
𝑌(𝑧) 1
we get H(z) = 𝑋(𝑧) = 1−0.5𝑧 −1

4. Digital Filter Design

• Digital filters process signals by attenuating unwanted parts (noise) or enhancing useful
parts.
• Z-transform is used to design FIR filters (finite duration response, always stable) and
IIR filters (infinite duration response, more efficient but may be unstable).
• Filter design involves shaping the pole-zero locations in the Z-plane to achieve desired
frequency characteristics.
• Example: Low-pass filter can be designed by placing poles close to the unit circle at
low frequencies.
5. Stability Testing
• A system is stable if a bounded input produces a bounded output (BIBO stability).
• In the Z-domain, this depends on the Region of Convergence (ROC):
o For stability → ROC must include the unit circle ∣z∣=1.
• By checking the location of poles and the ROC, engineers can quickly test whether a
system is stable.

6. Signal Processing
• Z-transform is used for fundamental DSP operations:
o Convolution: Multiplication in Z-domain equals convolution in time domain.
o Correlation: Used in pattern matching and signal similarity checks.
o Spectral Analysis: Z-transform provides a way to compute the power spectrum
of signals.
• These operations are essential in speech processing, image processing, and
communications.

7. Control Systems
• In digital control systems, controllers and plants are modeled in discrete-time.
• Z-transform helps analyze system stability, transient response, and steady-state error.
• Digital controllers like PID controllers are often designed using Z-transform methods.
• Example: Converting a continuous-time control system (using Laplace transform) into
a discrete-time model (using Z-transform) for microprocessor implementation.

8. Transforms Between Domains

• Z-transform serves as a bridge between the discrete-time domain and the frequency
domain.
• The Discrete-Time Fourier Transform (DTFT) is a special case of the Z-transform
when z = ejω.
• This connection allows analysis of both time-domain behavior and frequency-
domain characteristics of signals and systems.
 Chapter 2
Theory of Z Transforms
2.1 Basic Theory of Z Transforms
Let IN be the set of non-negative integers and {fₙ}= {f0,f1,…,fn,…} be an infinite sequence,
where fn = f(n), n∈ IN is the general term of the sequence. We assume that fn = 0 for n<0. The
elements of the sequence may be real or complex numbers. Therefore, fₙ is a function of the
discrete integer valued (non-negative) arguments. The Z transform of the sequence {fₙ} is
defined ass
Z{fₙ} = ∑∞ -n
𝒏=𝟎 𝒇n z = F(z), ------(1)
whenever the series is convergent. Note that z may be real or complex. The Z-transform is a
series in powers of (1/z). We may also call it a power series in terms of the variable (1/z), that
is a Laurent series. The region of convergence of the series given in Eq.(1) is the set of values
of z for which the series is convergent. This region of convergence can be determined by using
the tests of convergence of the series.
-n
For a given sequence {fₙ}, there exists a number R such that the series ∑∞ 𝑛=0 𝑓nz converges
for all z such that | 1/z |<R, that is, |z| >1/R, and diverges for all |z| < 1/R .The Z transform F(z),
valid in its region of convergence, is unique.
The inverse Z transform is defined as
fn = Z-1[F(z)]
Given a function F(z), we write it as a sum of factors. The inverse Z transform is then obtained
by finding the inverse Z transform of each of these factors,

Remark 1
It is possible to consider Z-transforms of the sequences {fₙ} defined on integer-valued
arguments, that is, the arguments can take values n=…,-2,-1,0,1,2,…. In this case, we call {fₙ}
as a two-sided sequence and the corresponding transform as two-sided Z transform.

2.2 Existence of Z – transform

Let {fₙ} be a sequence of exponential type, that is, there exist numbers N > 0, t0 ≥ 0
and n0 ≥ 0, such that
|fₙ| < Nent0 for all n ≥ n0

Theorem 2.2.1 (Existence theorem):

Every sequence {fₙ} of exponential type has the [Link] theorem is a
necessary and sufficient condition for the existence of Z-transform.
We now prove some important results of Z-transforms.
Theorem 2.2.2 (Linearity property):
Let {fₙ} and {gₙ} be two sequences such that Z{fₙ} = F(z) and Z{gₙ} = G(z) , with
regions of convergence |z| > (1/𝑅 1) and |z| > (1/R2) respectively. Then, for any constants α,β
Z{αfₙ+βgₙ} = αZ{fₙ}+{gₙ} = αF(z) + βG(z)
for all |z|>(1/R), where (1/R) = max [(1/R1) , (1/R2)].
Proof: Using the definition, we have
Z{αfₙ+βgₙ}=∑∞ -n ∞ -n ∞
𝒏=𝟎[ αfₙ+𝜷gₙ ]z = α ∑𝒏=𝟎 𝐟ₙ z + β ∑𝒏=𝟎 𝐠ₙ z
–

= αF(z) + βG(z).

Remark 2
Z-1 [αF (z) + βG (z)] = αZ-1 [F(z)] + βZ-1 [G(z)] = αfₙ + βgₙ

Example 1
Obtain the Z-transform of the sequence {fₙ} , where fₙ is given byType equation here.
(i) cos (nθ)
(ii) sin (nθ).
Hence, write the inverse Z-transform.
Solution:

We write cos(nθ)=Re(einθ ) and sin(nθ)=Im(einθ ),

where Re and Im are the real and imaginary parts respectively.
ea n 1 z
Substituting a = iθ in equ. Z{ean } = ∑∞ an −n
n=0 e z = ∑∞
n=0 ( z ) = ea = z−ea we get,
1−( )
z

z
Z{einθ } =
z − eiθ

z
=
z − co s θ − isi n θ

z[(z − co s θ) + isi n θ]
=
(z − co s θ)2 + sin2 θ)
Hence,
Z{co s(nθ) + isi n(nθ)} = Z{co s(nθ)} + iZ{si n(nθ)}
 z[(z − co s θ) + isi n θ] z(z − co s θ) zsi n θ
= = + i
(z − co s θ)2 + sin2 θ z 2 − 2(zco s θ) + 1 z 2 − 2(zco s θ) + 1
Comparing the real and imaginary parts, we obtain
z(z − co s θ)
Z{co s(nθ)} =
z2 − 2(zco s θ) + 1

zsi n θ
Z{si n(nθ)} =
z2 − 2(zco s θ) + 1
The region of convergence is |z| > |eiθ | = 1 and
z(z − co s θ)
Z −1 [ ] = co s(nθ)
(z − co s θ)2 + sin2 θ

(zsi n θ)
Z −1 [ ] = si n(nθ)
(z − co s θ)2 + sin2 θ

Example 2
Obtain the Z-transform of the sequence {fₙ}, where fₙ is given by
(i) cos h(nθ) , (ii) sin h(nθ)

Solution:
enθ +e−nθ
(i) We write cos h(nθ) = .
2

Therefore, we get
1
Z{cos h(nθ)} = [Z{enθ } + Z{e−nθ }]
2
Setting a = θ and a = −𝜃 in Eq. (10.8i), we obtain

1
Z{cos h(nθ)} = [Z{enθ } + Z{e−nθ }]
2
1 z z
= [ θ
+ ]
2 z−e z − e−θ
 1 z(z − e−θ ) + z(z − eθ )
= [ ]
2 (z − eθ )(z − e−θ )

1 2z 2 − 2(cos h θ)z
= ⋅
2 z 2 − 2(cos h θ)z + 1

z(z − cos h θ)
=
z 2 − 2(cos h θ)z + 1

enθ −e−nθ
(ii) We write (sin h(nθ) = ). Therefore, weget
2

1
Z{sin h(nθ)} = [Z{enθ } − Z{e−nθ }]
2
Setting a = θ and a = −θ , we obtain

1 z z
Z{sin h(nθ)} = [ − ]
2 z − eθ z − e−θ

1 z(z − e−θ ) − z(z − eθ )

= ⋅
2 (z − eθ )(z − e−θ )

z(eθ − e−θ )
=
2(z 2 − (eθ + e−θ )z + 1)

(sin h θ)z
=
z 2 − 2(cos h θ)z + 1

𝐓𝐡𝐞𝐨𝐫𝐞𝐦 𝟐. 𝟑
Let the Z transform 𝑍{fn } = 𝐹(z) exist in the region |z|>(1/R).If a is any real or complex
constant ,then
(i) 𝑍{a −n fn } = 𝐹(az)
(ii) 𝑍{an fn } = 𝐹(z/a)
𝐏𝐫𝐨𝐨𝐟
 Using the definition of Z transform, we get
i) 𝑍{an fn }
∞

= ∑ a−n fn z −n
n=0
∞

= ∑ fn (az)−n
n=0

= 𝐹(az).

ii) 𝑍{a−n fn }
∞

= ∑ an fn z −n
n=0
∞
z −n
= ∑ fn ( )
a
n=0

z
= 𝐹 (a)

Example
Determine the Z transforms
(i) Z{eαn cos(βn)}, (ii) Z{e-αn sin(βn)}
Solution
(i) Let fn = cos(βn). We have
z(z − cos β)
Z(cos(βn)) = = F(z)
z 2 − 2(cos β)z + 1
with a = eα , we get
z
Z(eαn cos(βn)) = F ( )
eα

(Z/eα )[(Z/eα ) − (cos β)]

=
(z/eα )2 − 2(cos β)(z/eα ) + 1

z(z − eα cos β)
=
z 2 − 2(cos β)eα z + e2α
(ii) Let fn = sin(βn) . We have
(sin β)z
Z(sin(βn)) = = F(z)
z2 − 2(cos β)z + 1
with a = eα , we get

−αn α
(sin β)zeα
Z{e sin(βn)} = F(e z) = 2α 2 .
e z − 2(cos β)zeα + 1

Theorem 2.4 (Initial Value Theorem)

1
Let the Z − transform Z{fn } = F(z) exist in the region |z| > . Then,
R
f1 f2 fp−1
fp = lim [z p (F(z) − f0 − − 2 − ⋯ − p−1 )] , p = 0,1,2,
z→∞ z z z

Proof
Using the definition of the Z − transform:
∞
f1 f2 fp fp+1
[F(z) = ∑ fn z −n = f0 + + 2 + ⋯ + p + p+1 +
z z z z
n=0

Multiplying both sides by (z p ), weget:

f1 fp fp+1
z p F(z) = z p [f0 + + ⋯ + p + p+1 + ⋯ ]
z z z

Taking limits as ( z → ∞), we obtain:

f1 fp−1
fp = lim [z p (F(z) − f0 − − ⋯ − p−1 )]
z→∞ z z

we have the Initial Values.

Set ( p = 0 ):
f1 f2
F(z) = f0 + + +
z z2
Taking limita as ( z → ∞), we obtain:
f0 = lim F (z)
z→∞

Set ( p = 1 ):
f2
zF(z) = zf0 + f1 + +⋯
z
Taking limita as ( z → ∞), we obtain:
f1 = lim [zF(z) − zf0 ] = lim [z(F(z) − f0 )]
z→∞ z→∞

Set ( p = 2 )
f3
z 2 F(z) = z 2 f0 + zf1 + f2 + +
z
Taking limita as ( z → ∞), we obtain:
f2 = lim [z 2 F(z) − z 2 f0 − zf1 ]]
z→∞

𝐓𝐡𝐞𝐨𝐫𝐞𝐦 𝟐. 𝟓 (𝐅𝐢𝐧𝐚𝐥𝐕𝐚𝐥𝐮𝐞𝐓𝐡𝐞𝐨𝐫𝐞𝐦)
1
Let the Z − transform (Z{fn } = F(z)) exist in the region (|z| > ). Then,
R
lim fn = lim(z − 1) F(z).
n→∞ z→1

𝐏𝐫𝐨𝐨𝐟
From the Z − transform definition:
[Z{fn+1 − fn } = Z{fn+1 } − Z{fn } = z[F(z) − f0 ] − F.
Using the Shifting Theorem, we obtain
Z{fn+1 − fn } = (z − 1)F(z) − zf0
Therefore, we obtain
(z-1) F(z) – zf0 = (f1 − f0 ) + (f2 − f1 )z −1 + ⋯ + (fn+1 − fn )z −n + ⋯ = (z −
1)F(z) − zf0

Taking limits as ( z → 1 ), we get:

[lim[(z − 1)F(z) − zf0 ] = lim[(z − 1)F(z)] − f0 = [lim fn ] − f0
z→1 z→1 n→0

Hence,
lim fn = lim(z − 1) F(z)
n→∞ z→1

𝐄𝐱𝐚𝐦𝐩𝐥𝐞 𝟏
3z 2 − 4z + 7
Let (Z{fn } = F(z) = ) Find (f0 , f1 , f2 , f3 ).
(z − 1)3
Solution
We have form Initial Value Theorem,
 3z 2 − 4z + 7 3/z − 4/z 2 + 7/z 3
f0 = lim F (z) = lim [ ] = lim [ ]
z→∞ z→∞ (z − 1)3 z→∞ (1 − 1/z)3

3z 3 − 4z 2 + 7z 3 − 4/z + 7/z 2
f1 = lim z [F(z) − f0 ] = lim [ ] = lim [ ]
z→∞ z→∞ (z − 1)3 z→∞ (1 − 1/z)3

2 2
3z 4 − 4z 3 + 7z 2 − 3z 2
[z ]
f2 = lim F(z) − z f0 − zf1 = lim [ ]
z→∞ z→∞ (z − 1)3

5z 3 − 2z 2 + 3z 5 − 2/z + 3/z 2
= lim [ ] = lim [ ]=5
z→∞ (z − 1)3 z→∞ (1 − 1/z)3

3z 5 − 4z 4 + 7z 3 − 3z 2 − 5z
f3 = lim [z 3 3 2
F(z) − z f0 − z f1 − zf2 ] = lim [ ]
z→∞ z→∞ (z − 1)3

13z 3 − 12z 2 + 5z 13 − 12/z + 5/z 2

= lim [ ] = lim [ ] = 13
z→∞ (z − 1)3 z→∞ (1 − 1/z)3

Theorem 2.6 (Differentiation of Z Transform)

Let the Z − transform (Z{fn } = F(z)) exist in the region |z| > (1/R). Then,
d
Z{nfn } = −z [F(z)]
dz
1
which is also convergent in the region |z| > .
R
Proof
We have:
∞

Z{fn } = F(z) = ∑ fn z −n = f0 + f1 z −1 + f2 z −2 + ⋯
n=0

Differentiating both sides with respect to ( z ), assuming that the term by term differentiation
of the infinite series is allowed, we get:
d
[F(z)] = −f1 z −2 − 2f2 z −3 − 3f3 z −4 − ⋯
dz
 ∞
−1
= −z ∑ n fn z −n = −z −1 Z{nfn }
n=0

Hence, we obtain
d d
Z{nfn } = −z [F(z)] = −z [Z{fn }].
dz dz

Remark 3
d
Z{np fn } = z [Z{np−1 fn }], p = 1,2, …
dz

Example 1
Determine(i)(Z{n}, (ii)Z{n2 }, (iii)Z{n3 } and Z{n4 }).
Solution
z
Let(fn = 1). Then Z{fn } = Z{1} = . From Theorem 2.6, we get
z−1
d
(i) Z{n} = −z [Z{1}]
dz
d z
= −z [ ]
dz z − 1
z
=
(z − 1)2

d
(ii) Z{n2 } = −z [Z{n}]
dz
d z
= −z [ ]
dz (z − 1)2
z2 + z
=
(z − 1)3

d
(iii) Z{n3 } = −z [Z{n2 }]
dz
 d z2 + z
= −z [ ]
dz (z − 1)3

z 3 + 4z 2 + z
=
(z − 1)4

d
(iv) Z{n4 } = −z [Z{n3 }]
dz
d z 3 + 4z 2 + z
= −z [ ]
dz (z − 1)4

z(z 3 + 11z 2 + 11z + 1)

=
(z − 1)5

Example 2
Let(fn = an ). Determine (i) (Z{nan }) and (ii) (Z{n2 an
Solution:
z
We have Z{an } = . Using Theorem 2.6, we get
z−a
d
(i) Z{nan } = −z [Z{an }]
dz
d z
= −z [ ]
dz z − a
az
=
(z − a)2

d
(ii) 𝑍{n2 an } = −𝑧 [Z{nan }]
dz
d az
= −𝑧 [ ]
dz (z − a)2
az(z + a)
=
(z − a)3
 Chapter 3
Difference equations using Z Transforms
3.1 Solution of Difference Equations using Z Transforms
Let n, n+1,…, n+k be a set of k+1 positive integers and yn, yn+1,…, yn+k be the
corresponding values of a function y(x) ar these points, that is yn+i = y(n+i), i = 0,1,…,k.
A relation of the form
yn+k + a1yn+k-1 +…+ ak yn = f(n) ------(1)
where a1,a2,…,ak are constants, is called a linear, constant coefficient difference equation of
order k. Note that the order of a difference equation is the difference between the ;argest and
the smallest arguments in the difference equation. The difference equation is called
homogeneous if f(n) = 0, and nonhomogeneous if f(n) = 0. A linear difference equation with
constant coefficients can be solved using Z transforms. We follow the following steps:
1. Let F(z) = Z{yn}.
2. Apply Z transform to both sides in equ.(1) using the linearity principle and shifting
theorem.
3. Simplify and obtain F(z).
4. Tale the inverse Z transform of F(z) and determine yn, which is rhe required solution.
The solution yn of the difference equation depends on k values y0, y1,…, yk-1.

Remark 4
A difference of the form
a0yn+k + a1yn+k-1 +…+ ak yn = f(n) , a0 ≠0
can be brought to the form as given in equ.(1) by dividing both sides by a0.
E𝐱𝐚𝐦𝐩𝐥𝐞 𝟏
Solve the following difference equations using Z transforms.
(i) yn+1 − 5yn = 0
(ii ) yn+2 − 3yn+1 + 2yn = 0, y0 = −1, y1 = 2
(iii) yn+2 + 5yn+1 + 4yn = 2n , y0 = 1, y1 = −4
(iv) yn+2 − 2yn+1 + yn = n, y0 = 1, y1 = 1
Solution:
Let Z{yn } = F(z). Apply Z transforms on both sides and use shifting theorem
(i) We have Z{yn+1 } − 5Z{yn } = 0.
z
Therefore, z[F(z) − y0 ] − 5F(z) = 0,orF(z) = ( )y .
z−5 0
Taking inverse Ztransform, we obtain
 yn = Z −1 [F(z)]
z
= y0 Z −1 ! [z−5]

= (5n )y0 ,
and y0 is arbitrary.
(ii)We have Z{yn+2 } − 3Z{yn+1 } + 2Z{yn } = 0.
y1
Therefore, z 2 [F(z) − y0 − ] − 3z(F(z) − y0 ) + 2F(z) = 0,
z
or
(z 2 − 3z + 2)F(z) − (z 2 − 3z)y0 − zy1 = 0,
or
(z 2 − 3z + 2)F(z) = (z 2 − 3z)(−1) − z(2) = −z 2 + 5z,
or
−z 2 + 5z 3z 4z
F(z) = = − .
(z − 1)(z − 2) z − 2 z − 1
Taking inverse Z transform, we obtain
yn = Z −1 [F(z)]
3z 4z
= Z −1 [z−2] − Z −1 [z−1] ,

yn = 3(2n ) − 4(1n ) = 3(2n ) − 4.

(iii)Wehave Z(yn+2 ) + 5Z(yn+1 ) + 4Z(yn ) = 3Z(2n ) − 4.

Hence, we obtain
z
z 2 [F(z) − zy0 − y1 ] + 5z[F(z) − y0 ] + 4F(z) = .
z−2
or
z
(z 2 + 5z + 4)F(z) − (z 2 + 5z)y0 − zy1 = ,
z−2
or
z z
(z 2 + 5z + 4)F(z) = + (z 2 + 5z) − 4z = + z2 + z
z−2 z−2
or
z[1 + (z + 1)(z − 2)] z(z 2 + z)
F(z) = 2 =
(z + 5z + 4)(z − 2) (z + 1)(z + 4)(z − 2)
We write
z2 − z − 1 A B C
F(z)/z = = + + .
(z + 4)(z + 1)(z − 2) z+4 z+1 z−2
Hence, A(z+1)(z−2) + B(z+4) (z−2) + C(z + 1)(z − 1) = z 2 − z − 1.
Setting z = 2, z = −1, z = −4 respectively, we get
C = 1/18, B = −1/9, A = 19/18.
19 z 1 z 1 z
Therefore, we have F(z) = ⋅ − ⋅ + ⋅ .
18 z + 4 9 z + 1 18 z − 2
Taking inverse Z − transform, we obtain
yn = Z −1 [F(z)]
19 1 1 n
= (−4)n − (−1)n + (2 ).
18 9 18

(iv)Wehave Z(yn+2 ) − 2Z(yn+1 ) + Z(yn ) = Z[n].

Hence, we obtain
y1
z 2 [F(z) − y0 − ] − 2z(F(z) − y0 ) + F(z)
z
z
=
(z − 1)2
or
z
(z 2 − 2z + 1)F(z) − (z 2 − 2z) − z = ,
(z − 1)2
or
z z(z − 1)
F(z) = +
(z − 1)4 (z − 1)2

z[1 + (z − 1)3 ]
=
(z − 1)4

z(z 3 − 3z 2 + 3z)
= .
(z − 1)4
Since
z
Z[1] = ,
z−1

z
Z[n] = ,
(z − 1)2

z2 + z
Z[n2 ] = ,
(z − 1)3

z 3 + 4z 2 + z
Z[n3 ] = ,
(z − 1)4

we write F(z) as a linear combination of the right hand side factors, that is

z 4 − 3z 3 + 3z 2
F(z) =
(z − 1)4

z 3 + 4z 2 + z z2 + z z z
=A 4
+ B 3
+C 2
+D .
(z − 1) (z − 1) (z − 1) z−1
Hence,
z 4 − 3z 3 + 3z 2 = A(z 3 + 4z 2 + z) + B(z 2 + z)(z − 1) + Cz(z − 1)2 + Dz(z − 1)3
= Dz4 + (A + B + C − 3D)z3 + ( 4A −2C + 3D)z2 + (A− B + C −D)z
Setting z = 1, we get A = 1/6.
Comparing the coefficients of z4, z3 and z2, we obtain
D = 1, A + B + C − 3D = −3, 4A − 2C + 3D = 3.
We get
C = 1/3, B = 1/2. Hence,
[
z 3 + 4z 2 + z z2 + z z z
F(z) = 1/6 [ 4
] − 1/2 [ 3
] + 1/3 [ 2
] + .
(z − 1) (z − 1) (z − 1) z−1
Taking the inverse Z − transform, we get
1 1 1
yn = n3 − n2 + n+1
6 2 3
1
= (6 + 2n − 3 n2 + n3).
6
 Conclusion

In this project, we studied the application of the Z-transform in solving linear difference
equations. By applying the transformation, we were able to convert complex recursive
relations into algebraic equations in the -domain. Using techniques such as partial fraction
decomposition and the inverse Z-transform, we systematically obtained closed-form solutions
for the given sequences.
The results clearly demonstrate that the Z-transform is a powerful tool in handling discrete-
time systems and provides an effective approach for solving initial value problems. Unlike
iterative methods, this approach gives exact solutions in terms of .
Through the worked examples, it was observed that:
• The Z-transform simplifies the process of solving recurrence relations.
• Initial conditions can be incorporated directly into the transformation process.
• The inverse Z-transform allows the retrieval of time-domain solutions, which are
useful in real-world applications such as digital signal processing, control systems,
and communication systems.
Overall, the project highlights the importance of Z-transform as a bridge between time-
domain and frequency-domain analysis, making it a vital mathematical tool in engineering
and applied sciences.
 Bibliography
Book Reference
1. S. R. K. Iyengar and R. K. Jain, Mathematical Methods, Second Edition, Narosa
Publishing House, New Delhi.
2. Erwin Kreyszig, Advanced Engineering Mathematics, 10th Edition, Wiley India Pvt.
Ltd.
3. B. S. Grewal, Higher Engineering Mathematics, 44th Edition, Khanna Publishers,
New Delhi.
4. Murray R. Spiegel, Schaum’s Outline of Laplace Transforms, McGraw-Hill
Education.
5. Murray R. Spiegel, Schaum’s Outline of Advanced Mathematics for Engineers and
Scientists, McGraw-Hill Education.