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Z-Transform Applications in System Analysis

The document discusses several topics regarding applying the Z-transform to analyze systems: 1. It defines the transfer function H(z) as the Z-transform of the impulse response h(n) of a system. The transfer function describes the relationship between the input and output signals in the Z-domain. 2. It provides examples of calculating the transfer function and impulse response from a given system difference equation or input-output signal pair. 3. It explains how to obtain the transfer function and system difference equation from a block diagram representation of a system. 4. It discusses how to solve the system difference equation to find the output for a given input when the initial conditions are zero, known
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0% found this document useful (0 votes)
33 views4 pages

Z-Transform Applications in System Analysis

The document discusses several topics regarding applying the Z-transform to analyze systems: 1. It defines the transfer function H(z) as the Z-transform of the impulse response h(n) of a system. The transfer function describes the relationship between the input and output signals in the Z-domain. 2. It provides examples of calculating the transfer function and impulse response from a given system difference equation or input-output signal pair. 3. It explains how to obtain the transfer function and system difference equation from a block diagram representation of a system. 4. It discusses how to solve the system difference equation to find the output for a given input when the initial conditions are zero, known
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

P. C.

Yeh Application of Z-Transform to System Analysis 1

I. Transfer function

Given the impulse response of h(n) of a system, the transfer function of the system is defined as

Z
h(n) −
→ H(z).

For such a system, we often denote it by h(n) or H(z) .

Since we know x(n)→ h(n) →y(n) = h(n) ∗ x(n) ⇒ Y (z) = H(z) · X(z). As long as we know the Z-tx
of the input signal, we can obtain Y (z) and thus y(n) through the transfer function and inverse Z-tx.
On the other hand, since Y (z) = H(z) · X(z) ⇒ H(z) = Y (z)/X(z), which implies that the transfer
function can be computed if we know the Z-tx of any input-output signal pair.

Example 1: h(n) = 0.5n u(n), x(n) = 0.3n u(n) + 0.7n u(−n − 1) ⇒ y(n) = ?
1 1 1
H(z) = 1−0.5z −1 , X(z) = 1−0.3z −1 − 1−0.7z −1

⇒ Y (z) = (1−0.5z −1 )1(1−0.3z −1 ) − (1−0.5z −1 )1(1−0.7z −1 ) = 5 · 1−0.5z


1 1
−1 − 1.5 · 1−0.3z −1 − 3.5 ·
1
1−0.7z −1
,
with ROCY : {z : |z| > 0.5} ∩ {z : 0.3 < |z| < 0.7} = {z : 0.5 < |z| < 0.7}
⇒ y(n) = 5 · 0.5n u(n) − 1.5 · 0.3n u(n) + 3.5 · 0.7n u(−n − 1).

Example 2: Given that an input-output pair of a causal system: x(n) = 0.5n u(n), y(n) = 0.7n u(n).
What is h(n)?
To find h(n), we first find the transfer function H(z):
1
1−0.7z −1 1−0.5z −1 5 2 1
H(z) = Y (z)/X(z) = 1 = 1−0.7z −1
= 7 − 7 · 1−0.5z −1
.
1−0.5z −1
5 2
Since h(n) is causal ⇒ h(n) = Z −1 (H(z)) = 7 · δ(n) − 7 · 0.5n u(n).

II. How to get transfer function for the system block diagram?

Example: Given the following block diagram of the system

0.2

-0.5
x(n)
w(n)
z -1 z-1 y(n)

0.3

What is the transfer function H(z)?


P. C. Yeh Application of Z-Transform to System Analysis 2

Let the Z-tx of x(n), y(n) and w(n) be X(z), Y (z) and W (z) respectively.
From the node closest to y(n), we have
£ ¤ ¡ ¢
Y (z) = z −2 W (z) + 0.2 W (z) − 0.5 z −1 W (z) = W (z) 0.2 − 0.5z −1 + z −2 . (1)

From the node closest to x(n), we have

X(z)
W (z) = X(z) + 0.3 z −1 W (z) ⇒ W (z) = (2)
1 − 0.3z −1
X(z) ¡ ¢ 0.2−0.5z −1 +z −2 0.2−0.5z −1 +z −2
By (1), (2) ⇒ Y (z) = 1−0.3z −1
· 0.2 − 0.5z −1 + z −2 = 1−0.3z −1
· X(z) ⇒ H(z) = 1−0.3z −1
.

III. How to get transfer function from the system difference equation?

Given a system is descried by the difference equation

y(n) + a1 y(n − 1) + · · · + aM y(n − M ) = b0 x(n) + b1 x(n − 1) + · · · + bK x(n − K),

what is the transfer function H(z)?


If we take the Z-tx of both sides of the difference equation, we have

Y (z) + a1 z −1 Y (z) + · · · + aM z −M Y (z) = b0 X(z) + b1 z −1 X(z) + · · · + bK z −K X(z)


¡ ¢ ¡ ¢
⇒ Y (z) 1 + a1 z −1 + · · · + aM z −M = X(z) b0 + b1 z −1 + · · · + bK z −K
b0 +b1 z −1 +···+bK z −K
⇒ H(z) = Y (z)/X(z) = 1+a1 z −1 +···+aM z −M
.

Let A(z) be the Z-tx of the coefficients of y(·) and B(z) be the Z-tx of the coefficients of x(·), i.e.
A(z) , 1 + a1 z −1 + · · · + aM z −M ) and B(z) , b0 + b1 z −1 + · · · + bK z −K ⇒ H(z) = B(z)
A(z) .

> Modes and Poles : For each system difference equation, modes are defined as the roots of A(z) = 0.
Since A(z) and B(z) might have some common factors that cancel out each other
⇒ some modes might be cancelled out when we try to find the poles of H(z)
⇒ {poles} ⊆ {modes}.
The equality holds only when there is no cancellation between A(z) and B(z).

Example: Given the system difference equation: y(n) − 0.5 y(n − 1) + 0.06 y(n − 2) = x(n) − 0.3 x(n −
1) + 0.03 x(n − 2), H(z) = ? Modes? Poles?
First find A(z) and B(z):
A(z) = Z{{1, −0.5, 0.06}} = 1 − 0.5z −1 + 0.06z −2 = (1 − 0.2z −1 ) (1 − 0.3z −1 )
B(z) = Z{{1, −0.3, 0.03}} = 1 − 0.3z −1 + 0.03z −2 = (1 − 0.1z −1 ) (1 − 0.3z −1 ).
⇒ modes: 0.2, 0.3.
P. C. Yeh Application of Z-Transform to System Analysis 3

»
»
Since H(z) = B(z)
= (1−0.1z −1 ) » »» −1 )
(1−0.3z
= 1−0.1z −1
⇒ poles: 0.2.
»
A(z) −1
(1−0.2z ) » »»»
(1−0.3z −1 ) 1−0.2z −1

IV. How to get the system difference equation from the transfer function?

0.2−0.5z −1 +z −2
Example: Given H(z) = 1−0.3z −1
, what is the system difference equation?
Y (z) 0.2−0.5z −1 +z −2
H(z) = X(z) = 1−0.3z −1

⇒ Y (z) (1 − 0.3z −1 ) = X(z) (0.2 − 0.5z −1 + z −2 )

⇒ Y (z) − 0.3z −1 Y (z) = 0.2 X(z) − 0.5 z −1 X(z) + z −2 X(z).

Take the inverse Z-tx of both side

⇒ y(n) − 0.3 y(n − 1) = 0.2x(n) − 0.5x(n − 1) + x(n − 2).

V. How to represent a system?

As we have seen,

M
X K
X
h(n) ⇐⇒
|{z} H(z) ⇐⇒
|{z} System D.E. ai y(n − i) = bj x(n − j).
Z{h(n)} B(z)/A(z) i=0 j=0

The system can be represented either by h(n), H(z), or the system difference equation. They are all
equivalent.

VI. How to solve difference equation with all-zero initial condition?

Given the system difference equation and the input x(n). Assume that y(n) = 0 ∀ n < 0 (all-zero
initial condition), we can solve y(n) by two-sided Z-tx easily. The y(n) correspond to all-zero condition
is called the ZSR (Zero State Response) of the system.

Example: Given the system difference equation: y(n) − 0.5 y(n − 1) + 0.06 = x(n) − 0.3 x(n − 1) + 0.03
and x(n) = 0.3n u(n). The system is causal. What is the ZSR of the system?
1−0.2z −1
In the example of III., we have the transfer function of the system: H(z) = 1−0.1z −1
1−0.2z −1 1 1−0.2z −1 1 1
⇒ Y (z) = H(z) X(z) = 1−0.1z −1 · 1−0.3z −1 = (1−0.1z −1 )(1−0.3z −1 ) = 0.5 · 1−0.1z −1 + 0.5 · 1−0.3z −1 .

Since the system is causal


⇒ ROCH : |z| > 0.1 ⇒ ROCY = ROCH ∩ ROCX = {z : |z| > 0.3}
⇒ ZSR: y(n) = 0.5 · 0.1n u(n) + 0.5 · 0.3n u(n).
P. C. Yeh Application of Z-Transform to System Analysis 4

VII. Causality and stability of a system

Recall that we can tell the causality and the stability of a system from ROCH , the ROC of H(z).

• If the shape of ROCH is the exterior of a disc ⇒ the system is causal .

• If the shape of ROCH is the interior of a disc ⇒ the system is anti-causal .

• If the shape of ROCH is donut-shaped ⇒ impuls response h(n) is two-sided .

• Unit circle: |z| = 1 ⊆ ROCH ⇔ the system is BIBO stable .

• If the system is stable and causal ⇒ all poles inside the unit circle .

• If the system is stable and anti-causal ⇒ all poles outside the unit circle .

1−3z −1
Example: Given the transfer function H(z) = (1−0.2z −1 ) (1−1.5z −1 ) (1−2z −1 )
.

There are four possible ROC’s: {|z| < 0.2}, {0.2 < |z| < 1.5}, {1.5, < |z| < 2}, {|z| > 2}

• If the system is causal ⇒ ROCH : |z| > 2.

• If the system is anti-causal ⇒ ROCH : |z| < 0.2.

• If h(n) is two-sided ⇒ ROCH is either 0.2 < |z| < 1.5 or 1.5 < |z| < 2.

• If the system is stable ⇒ ROCH : 0.2 < |z| < 1.5.

>If the system is causal or anti-causal or stable ⇒ the ROC is uniquely determined.

Common questions

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A system defined by a transfer function H(z) is equivalent to a system difference equation through polynomial relationships among Z-transforms of input and output. For H(z) = B(z)/A(z), the difference equation is derived by taking inverse transforms to express each polynomial term in difference form. The impulse response h(n) can be obtained as the inverse Z-transform of H(z), thus linking the algebraic transfer function to time-domain behavior. These representations reflect different but equivalent forms of the system's description .

The transfer function H(z) of a system can be determined from its impulse response h(n) by taking the Z-transform of h(n) to obtain H(z). From the relationship Y(z) = H(z) · X(z), where Y(z) and X(z) are the Z-transforms of the output and input signals respectively, H(z) can be calculated as Y(z)/X(z) if the Z-transforms of an input-output pair are known .

Zero State Response (ZSR) is the response of a system due to its input alone, assuming all initial conditions are zero. In Z-transform terms, ZSR can be computed using Y(z) = H(z) * X(z), where H(z) is the transfer function and X(z) the Z-transform of the input with the ROC set for causal solutions. Then, the inverse Z-transform of Y(z) under this condition gives y(n). For instance, given an input x(n) = 0.3^n u(n) and the causal system transfer function H(z), the ZSR would be calculated as y(n) = 0.5 * 0.1^n u(n) + 0.5 * 0.3^n u(n).

Common factor cancellation between A(z) (the Z-transform of output coefficients) and B(z) (the Z-transform of input coefficients) reduces the total count of poles in the polynomial, as common roots in the numerator and denominator of H(z) cancel each other out. This cancellation can simplify the system, but it also removes modes from consideration in stability analysis that might otherwise indicate potential system responses. As such, poles are typically a subset of modes unless all corresponding factors cancel out .

Modes of a system are determined by the roots of the polynomial A(z) in its characteristic equation, which corresponds to the Z-transform of the difference equation coefficients of the output. Poles are the remaining roots of A(z) after cancelling any common factors with B(z), which is the Z-transform of the coefficients of the input . This means poles are a subset of modes, and the equality holds when there is no cancellation between A(z) and B(z).

To derive the system difference equation from a transfer function H(z), express H(z) as Y(z)/X(z). This can be rewritten with the polynomials in both Y(z) and X(z) expanded and multiplied on each side to manipulate into a form suitable for Z-transform inversion. For example, from H(z) = (0.2-0.5z^{-1}+z^{-2})/(1-0.3z^{-1}), this corresponds to the difference equation y(n) - 0.3y(n-1) = 0.2x(n) - 0.5x(n-1) + x(n-2).

To derive the transfer function from a block diagram, one must first express the Z-transforms for signals at various points in the block diagram. Using algebraic manipulation, these expressions can be combined to relate the input and output Z-transforms. For example, given Y(z) = z^{-2}W(z) + (0.2 W(z) - 0.5 z^{-1}W(z)), and W(z) = X(z) / (1 - 0.3z^{-1}), we can derive the transfer function as H(z) = (0.2-0.5z^{-1}+z^{-2}) / (1-0.3z^{-1}).

In a difference equation, modes are the characteristics that determine the system's natural response, represented by the roots of A(z) = 0, the part of the transfer function dealing with the system's characteristic equation. Poles, being a subset of these modes without the cancelled common elements between A(z) and B(z), directly influence stability and resonance. A system is stable if poles lie inside the unit circle; otherwise, they indicate marginally stable or unstable solutions. Hence, understanding these relationships is critical to predicting and controlling system behavior .

A system is causal if the Region of Convergence (ROC) of H(z) is the exterior of a disc (|z| > r). It is considered BIBO stable if the ROC includes the unit circle (|z| = 1). For a system to be both causal and stable, all poles of H(z) must lie inside the unit circle. The shape of the ROC also indicates causality: if the ROC is donut-shaped, the impulse response is two-sided, and the system is neither purely causal nor purely anti-causal .

The shape of a system's ROC determines its causality. If the ROC includes values outside the largest pole-radius in all directions, it indicates causality as the inverse z-transform aligns with a time-shifting impulse response valid for non-negative time. An ROC entirely inside the smallest pole-radius indicates anti-causality, valid for negative times. For a donut-shaped ROC excluding the origin and infinity, the impulse response h(n) is two-sided, involving both causal and anti-causal elements .

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