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Z-Transform and IIR System Analysis

This document discusses the z-transform and its properties and applications in analyzing linear time-invariant systems. The z-transform provides a mapping from the time domain to the complex z-domain and allows representing systems using transfer functions. Properties like region of convergence, poles and zeros are discussed.

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11 views11 pages

Z-Transform and IIR System Analysis

This document discusses the z-transform and its properties and applications in analyzing linear time-invariant systems. The z-transform provides a mapping from the time domain to the complex z-domain and allows representing systems using transfer functions. Properties like region of convergence, poles and zeros are discussed.

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김민성
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© All Rights Reserved
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79

Chap. 8 Z-transform

7.1 Infinite Impulse Response(IIR) system

• Input & output in a LTI system

x[n] → h[n] → y[n] = x[n] ~ h[n]

∑
M ∑
N
• Difference equation : y[n] = bl x[n − l] + ak y[n − k]
l=0 k=1
1
• EX: y[n] = x[n] + y[n − 1], where y[n] = 0 for n < 0.
2
⇒ when x[n] = δ[n], h[n] = δ[n] + 12 h[n − 1]
– n = 0, h[0] = δ[0] + 12 h[−1] = 1
– n = 1, h[1] = δ[1] + 12 h[0] = 1
2 ·1= 1
2

– n = 2, h[2] = δ[2] + 12 h[1] = 1


2 · 1
2 = ( 12 )2
– n = 3, h[3] = δ[3] + 12 h[2] = 1
2 · ( 12 )2 = ( 12 )3
⇒ h[n] = ( 12 )n u[n] ⇒ n → ∞, h[n] → 0 ⇒ stable ystem

• EX: y[n] = x[n] + 2y[n − 1], where y[n] = 0 for n < 0.

⇒ when x[n] = δ[n], h[n] = δ[n] + 2h[n − 1]


– n = 0, h[0] = δ[0] + 2h[−1] = 1
– n = 1, h[1] = δ[1] + 2h[0] = 2 · 1 = 2
– n = 2, h[2] = δ[2] + 2h[1] = 2 · 2 = (2)2
– n = 3, h[3] = δ[3] + 2h[2] = 2 · 22 = (2)3
⇒ h[n] = (2)n u[n] ⇒ n → ∞, h[n] → ∞ ⇒ unstable system

• FIR system vs IIR System

FIR system IIR system


∑M ∑
M ∑N
y[n] = bl x[n − l] y[n] = bl x[n − l] + ak y[n − k]
l=0 l=0 k=1
Non-recursive structure Recursive structure
Finite length impulse response Infinite length impulse response
Always stable Stable / Unstable
Linear phase is possible : ]H(ω̂) = −αω̂ + β Linear phase is impossible
Slower convergence than IIR system Faster convergence than FIR system
80

7.2 Z-Transform

• Definition of z-transform
∞
∑
X(z) = x[n]z −n where z = rejθ
n=−∞

• Basic properties of z-transform


∞
∑
– Impulse signal : x[n] = δ[n − n0 ] ←→ X(z) = δ[n − n0 ]z −n = z −n0
n=−∞
– Impulse response :
∞
∑
h[n] = h[k]δ[n − k] = · · · h[−1]δ[n + 1] + h[0]δ[n] + h[1]δ[n − 1] · · ·
k=−∞

⇕
∞
∑
H(z) = · · · h[−1]z −1 + h[0]z 0 + h[1]z −1 + h[2]z −2 = h[k]z −k
k=−∞

– Time delay : x[n − n0 ] ←→ z −n0 X(z)


– Convolution :
∞
∑
y[n] = x[n] ~ h[n] = h[k]x[n − k]
k=−∞
⇕
∞
∑ ∞ ( ∑
∑ ∞ )
−n
Y (z) = y[n]z = h[k]x[n − k] z −n
n=−∞ n=−∞ k=−∞
∞
∑ ( ∑
∞ ) ∞
∑ ( ∑
∞ )
= h[k] x[n − k]z −n = (z −k X(z)) = h[k]z −k X(z)
k=−∞ n=−∞ k=−∞ k=−∞

= H(z) · X(z)

– Difference Equation & Transfer function :


∑
L ∑
M ∑
L ∑
M
y[n] = bl x[n − l] + ak y[n − k] ←→ Y (z) = bl z −l X(z) + ak z −k Y (z)
l=0 k=1 l=0 k=1
∑
L
bl z −l
Y (z) l=0
⇒ H(z) = =
X(z) ∑M
1− ak z −k
k=1

⋄ Ex) y[n] = 0.5y[n − 1] + 0.3y[n − 2] − x[n] + 3x[n − 1] − 2x[n − 2]

⇒ Y (z) = (0.5z −1 + 0.3z −2 )Y (z) − (1 − 3z −1 + 2z −2 )X(z)


−1 + 3z −1 − 2z −2
⇒ H(z) =
1 − 0.5z −1 − 0.3z −2

1 − 3z −1
⋄ Ex) H(z) = Y (z)/X(z) =
1 − 0.8z −1 + 0.6z −3 + 0.3z −4
⇒ y[n] = 0.8y[n − 1] − 0.6y[n − 3] − 0.3y[n − 4] + x[n] − 3x[n − 1]
81

• Region of convergence (ROC)

– Causal signal :

∞
∑ ∞
∑  1
|z| > |a|
x[n] = an u[n] ↔ X(z) = an z −n = (az −1 )n = 1−az −1
 ∞ Otherwise
n=0 n=0

– Noncausal signal :

−1
∑ ∞
∑  b−1 z
|z| < |b|
n −n −1 1−b−1 z
x[n] = b u[−n − 1] ↔ X(z) =
n
b z = (b n
z) =
 ∞ Otherwise
n=−∞ n=1

– x[n] = an u[n] + bn u[−n − 1] ⇒ ROC : {|z| > |a|} ∩ {|z| < |b|}

i) When |a| > |b|,

ii) When |a| < |b|,


82

• Poles and Zeros


∑
L /( ∑
M ) ∏L
−l −k (z − zl )
H(z) = bl z 1− ak z = A · ∏Ml=0
l=0 k=1 k=0 (z − Pk )

 Zeros : {z } H(z) =0
l
⇒ z=zl
 Poles : {P } H(z) =∞
k z=Pk

• Inverse z -transform (for causal system)


1) Factorize the denominator polynomials in form of (1 − Pk z −1 )
∏
L
(1 − zl z −1 )
l=0
H(z) = A · (L < M )
∏
M
−1
(1 − Pk z )
k=0
2) Construct partial fraction expansions of H(z)
A0 A1 AM
H(z) = −1
+ −1
+ ··· +
1 − P0 z 1 − P1 z 1 − PM z −1
3) Write down the inverse as

h[n] = A0 (P0 )n u[n] + A1 (P1 )n u[n] + · · · + AM (PM )n u[n]

1 − 2.1z −1
– EX: X(z) =
1 − 0.3z −1 − 0.4z −2
1 − 2.1z −1 1 − 2.1z −1 A B
X(z) = −1 −2
= = +
1 − 0.3z − 0.4z (1 + 0.5z −1 )(1 − 0.8z −1 ) 1 + 0.5z −1 1 − 0.8z −1

1 − 2.1z −1 1 + 4.2
A = X(z)(1 + 0.5z −1 ) = = =2
z=−0.5 1 − 0.8z −1 1 + 1.6
z=−0.5

1 − 2.1z −1 1 − 2.1/0.8
B = X(z)(1 − 0.8z −1 ) = = = −1
z=0.8 1 + 0.5z −1 1 + 0.5/0.8
z=0.8

2 1
⇒ X(z) = −1
−
1 + 0.5z 1 − 0.8z −1

⇒ x[n] = 2(−0.5)n u[n] − (0.8)n u[n]


83

2 − 2.4z −1 − 0.4z −2
– EX: X(z) =
1 − 0.3z −1 − 0.4z −2

2 − 2.4z −1 − 0.4z −2 2 − 2.4z −1 − 0.4z −2


X(z) = =
1 − 0.3z −1 − 0.4z −2 (1 + 0.5z −1 )(1 − 0.8z −1 )
1 − 2.1z −1 + (1 − 0.3z −1 − 0.4z −2 ) 1 − 2.1z −1
= −1 −2
= +1
1 − 0.3z − 0.4z 1 − 0.3z −1 − 0.4z −2
2 1
= − +1
1 + 0.5z −1 1 − 0.8z −1

⇔ x[n] = 2 · (−0.5)n u[n] − (0.8)n u[n] + δ[n]

• Properties of poles and zeros

- N-degree real polynomial : p(x) = a0 + a1 x + · · · + aN xN with real ai .

⇒ There are N roots.


⇒ If x0 is a root, the conjugate of x0 is also a root. That is, if p(x0 ) = 0, then p(x∗0 ) = 0.
A(z)
- The z -transform of a system : H(z) =
B(z)
⇒ Poles or zeros must occur in complex conjugate pairs
⇒ If a zero is z0 = |z0 |ejθ0 , z0∗ = |z0 |e−jθ0 is also a zero.
If a pole is P0 = |P0 |ejϕ0 , P0∗ = |P0 |e−jϕ0 is also a pole.

The pole and zero locations in conjugate pairs

• Pole and zero locations for BIBO system

- Stable BIBO system : If |x[n]| < Mx , then |y[n]| < My


- Sufficient condition for BIBO system.
∞
∑ ∞
∑ ∞
∑
|y[n]| = h[k[x[n − k] ≤ |h[k]||x[n − k]| ≤ Mx · |h[k]| ≤ My
k=0 k=0 k=0
∞
∑
⇒ Sufficient condition for a BIBO stable system : |h[n]| ≤ Mp
n=0
84

- In view of system response


∞
∑ ∞ ∑
∑ M ∑
M ∞
∑ ∞
∑
|h[n]| = Ak (Pk ) u[n] ≤
n
|Ak | (Pk ) n
≤ |Pk |n ≤ MP
n=0 n=0 k=0 k=0 n=0 n=0
∞
∑
⇒ |Pk |n < ∞ ⇒ |Pk | < 1 for k = 0, 1, · · · , M
n=0

⇒ For a causal BIBO system, all poles {Pk } must be within the unit circle |z| < 1.

⇒ Zero locations do not affect stability.

The pole and zero locations of BIBO system.

• Relation between z -transform and DTFT


∞
∑ ∞
∑
H(ω̂) = h[n]e−j ω̂n , H(z) = h[n]z −n ⇒ H(ω̂) = H(z)
z=ej ω̂
n=−∞ n=∞
85

• Relations and usages of system representations

• Frequency responses at pole and zero frequencies


1 − z −2 (1 − z −1 )(1 + z −1 )
H(z) = =
1 − 0.9z −1 + 0.81z −2 (1 − 0.9ej 3 z −1 )(1 − 0.9e−j 3 z −1 )
π π

( √ √ )
−1 −2 ∗ 0.9 ± (0.9)2 − 4 × 0.81 0.9 ± 0.9 3j ±j π3
1 − 0.9z + 0.81z = 0 ⇒ z = = = 0.9e
2 2

– Zeros : +1(= ej0π ), 1(= e−jπ ), Poles :0.9ej 3 , 0.9e−j 3


π π

– Frequency response at zero freq. ω̂ = 0, π


( ) ( )
H(ej ω̂ ) = |H(z)|z=ej0π = 0, H(ej ω̂ ) = |H(z)|z=ejπ = 0
ω̂=0 ω̂=π

– Frequency response at pole freq. ω̂ = π3 , − π3


( ) 1 − z −2
H(ej ω̂ ) = |H(z)|z=e±j π3 =
ω̂=±π/3 1 − 0.9z −1 + 0.81z −2 π
z=e±j 3

±2π √
|1 − e−j 3 | |1.5 ± j0.3 3|
= ±π = √ = 10.522
|1 − 0.9e−j + 0.81e−±j 3 | |0.145 ± j0.045 3|
2π
3
86

∗ Bandwidth

– The width of the peak of freq. response.

– Ex: H(z) = (1 − z −2 )/(1 − 0.9z −1 + 0.81z − 2)

⇒ |H(ω̂ ∗ )| = √1 Hpeak = √1 |H(ω̂


2 2
= ± π3 )| = 0.707 · 10.526 = 7.443
⇒ ω̂1∗ = ∗
0.302π , ω̂2 = 0.369π
⇒ 3dB bandwidth : △ ω = |ω̂1∗ − ω̂2∗ | = 0.067π

* In matlab, ’freqz’ (frequency response)

– y[n] = 0.8y[n − 1] + 2x[n] + 2x[n − 1] ⇒ y[n] − 0.8y[n − 1] = 2x[n] + 2x[n − 1]

>> a=[1 -0.8]


>> b=[2 2]
>> [HH theta]=freqz(b, a, [-pi:pi/100:pi]); %frequency range:[-π π ], freq. resolution : π /100.
>> plot(theta, abs(HH))
>> plot(theta, angle(HH))
87

• Frequency response via z -domain


∏
L
(z − zl )
l=0
H(z) = A where zl = |zl |ejθl , pk = |pk |ejθk
∏
M
(z − pk )
k=0
- Frequency response
∏
L
(ej ω̂ − zl )
l=0
H(ω̂) = H(z) =A
z=ej ω̂
∏
M
(ej ω̂ − Pk )
k=0

- Magnitude of Frequency response : |H(ω̂)|


∏
L ∏
L
(ej ω̂ − zl ) Dzl (ω̂)
l=0
|H(ω̂)| = A , A l=0 where Dzl (ω̂) = |ej ω̂ − zl |, Dpk (ω̂) = |ej ω̂ − pk |
∏
M ∏M
(ej ω̂ − pk ) Dpk (ω̂)
k=0 k=0

( )
∑
L ∑
M
⇒ log |H(ω̂)| = A Dzl (ω̂) − Dpk (ω̂)
l=0 k=0

⇒ As ej ω̂ approches to a zero, Dzl (ω̂) decreases. ⇒ |H(ω̂)| decreases.

⇒ As ej ω̂ approches to a pole, Dpk (ω̂) decreases. ⇒ |H(ω̂)| increases.

Magnitude of frequency response for ω̂ .


88

– EX : Highpass filter by a zero

– EX : Lowpass filter by a zero

– EX : Highpass filter by a pole

– EX : Lowpass filter by a pole


89

Digital Signal Processing HW# 7

1. Problem 8.11 on page 313 of textbook


2. Problem 8.13, 8.14 for S1 , S2
3. Problem 8.16, 8.17
4. Problem 8.19

Common questions

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The impulse response of a digital system is a critical factor in determining its stability. For an IIR system to be stable, the impulse response h[n] must converge to zero as n approaches infinity . If the impulse response tends toward infinity, the system is unstable. This behavior is directly related to the poles of the system. If all poles are within the unit circle of the z-plane, the impulse response will decay over time and the system will be stable, illustrating BIBO stability .

IIR (Infinite Impulse Response) systems and FIR (Finite Impulse Response) systems differ primarily in their system structures and stability properties. FIR systems have a non-recursive structure characterized by a finite-length impulse response; they are always stable . In contrast, IIR systems have a recursive structure, indicated by an impulse response that theoretically extends to infinity. IIR systems may be stable or unstable depending on the location of their poles, unlike FIR systems which do not rely on pole placement for stability .

In a BIBO (Bounded Input, Bounded Output) stable system, the condition involves the poles of the transfer function H(z). For such a system, all the poles must lie within the unit circle in the z-plane; that is, |Pk| < 1 for each pole Pk . Poles are points where the magnitude of the transfer function can become infinite, thus potentially leading to system instability if they do not meet this condition. On the other hand, zero locations do not affect the system's stability. Hence, only the pole locations are crucial for ensuring BIBO stability .

The region of convergence (ROC) of a z-transform is crucial for determining both the causality and stability of a digital signal. For a causal system, the ROC extends outward from the outermost pole, including the point at infinity; the signal is causal if the ROC must include the unit circle. For stability, specifically BIBO stability, the ROC must include the unit circle, ensuring all poles are within it . Thus, the specified ROC boundaries directly influence the signal's causality and overall stability, as it needs to satisfy certain conditions for each .

The location of poles and zeros in the z-plane significantly influences the frequency response of a digital filter. Poles tend to increase the amplitude of the frequency response at certain frequencies, creating peaks, whereas zeros have the opposite effect, creating notches or attenuations. As the ejω term approaches a pole, the distance Dpk(ω) decreases, thus increasing |H(ω)|, which corresponds to emphasized frequencies. Conversely, as ejω approaches a zero, Dzl(ω) decreases, which decreases |H(ω)|, corresponding to attenuated frequencies . This interplay shapes the filter's response characteristics, such as passband, stopband, and bandwidth .

IIR systems achieve faster convergence than FIR systems primarily due to their recursive nature. Because IIR systems utilize feedback loops in their structure, they require fewer taps or coefficients to approximate a given frequency response as compared to an FIR system. This recursion allows them to reach a desired response quicker, with potentially fewer computational resources, making them more efficient for real-time applications . FIR systems, being non-recursive, often require a higher number of coefficients to reach the same level of accuracy, resulting in slower convergence .

The z-transform facilitates the analysis of time delay effects in LTI (Linear Time-Invariant) systems by allowing representation of time-shifted signals in the frequency domain. Specifically, a time delay in the sequence x[n - n0] corresponds to multiplication by z^-n0 in the z-transform domain. This property is essential for manipulating difference equations and system analysis in the z-transform context . It enables the systematic handling and adjustment of time-related factors within signal processing models .

Complex conjugate pairs of poles and zeros in the z-domain representation ensure that the resulting system behaves consistently with real-valued inputs and outputs, which is a requirement for physical realizations. If a zero is z0 = |z0|e^jθ0, then its complex conjugate z0* = |z0|e^-jθ0 must also be zero for stability and physical realism. The same principle applies to poles. This pairing is necessary as it preserves the symmetry and phase linearity that are typical in real systems . Real polynomial coefficient constraints directly enforce this condition, making it a fundamental aspect of digitally implemented systems .

Difference equations are used to represent the input-output relationship of discrete-time LTI (Linear Time-Invariant) systems. They relate the current output y[n] to past outputs y[n-k] and current and past inputs x[n-l] using specified coefficients. The general form is y[n] = Σblx[n-l] + Σaky[n-k]. This equation encapsulates the system's behavior in terms of its impulse response and can be directly transformed to the z-domain for more advanced analysis. This representation is essential for designing and analyzing digital filters, as well as for implementing algorithms that operate on discrete signals .

The inverse z-transform for a causal system is typically performed using partial fraction expansions to simplify the process. First, the denominator polynomial of the transfer function H(z) is factorized into terms like (1 - Pkz^-1), where Pk are the poles . The transfer function is then expressed as a sum of simpler fractions, each corresponding to these factored terms. The inverse z-transform is applied to each fraction independently, resulting in terms of the form Ak(Pk)^n u[n], where u[n] is the unit step function . This approach greatly facilitates the reconstruction of the time-domain signal from its z-domain representation .

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