Chapter 2
Z - transform
The z-Transform
The z-transform is a generalization of the DTFT and it is applicable to a broader class of signals and
systems.
Definition
Direct transform
Inverse transform
The z-transform has a region of convergence (ROC), which is the values of z for which the infinite
sum in the direct transform is finite. Without the ROC, the z-transform is an ambiguous
representation of a signal.
The inverse transform is given by the contour integral over some complex path C. This is generally
laborious, so we'll obtain the inverse z-transform through indirect methods such as partial fraction
expansion.
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The z-Transform
x[n] = 𝑧𝑧 𝑛𝑛 , 𝑧𝑧 ∈ ℂ is another eigenfunction of LTI systems
Proof:
from convolution sum
Rearranging
By definition
We can always write 𝑧𝑧 𝑛𝑛 = 𝑟𝑟 𝑛𝑛 𝑒𝑒 𝑗𝑗𝜔𝜔𝑛𝑛 (polar coordinates)
The eigenfunction 𝑒𝑒 𝑗𝑗𝜔𝜔𝑛𝑛 , used in the DTFT, is just a particular case (r = 1) of the
eigenfunction used in the z-transform
The factor 𝑟𝑟 𝑛𝑛 helps the z-transform sum converge to a broader class of signals 3
Relation between DTFT and the z-Transform
DTFT z-Transform
Direct transform
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Relation between DTFT and the z-Transform
DTFT z-Transform
Direct transform
The DTFT is equal to the z-transform evaluated on the unit circle DTFT is periodic with
period 2π.
Question: Does the DTFT exist if the ROC of the z-transform does not include the unit circle?
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One sided or unilateral Z-transform
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No uniform convergence
No Z - transform
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Right – sided exp.
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Left –sided exp.
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Sum of two exps.
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Two – sided exp.
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Bounded sequences
ROC?
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Finite Length Truncated exp.
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Figure 3.8 Examples of four z -transforms with the
same pole–zero locations, illustrating the different
possibilities for the ROC, each of which
corresponds to a different sequence: (b) to a right-
sided sequence, (c) to a left-sided sequence, (d) to
a two-sided sequence, and (e) to a two-sided 17
sequence.
Stability, Causality and ROC
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For what will we use the z-transform?
Representing LTI systems
Determining stability of LTI systems
Solving difference equations
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Rational z-transforms
Rational z-transforms are a ratio of two polynomials in 𝑍𝑍 −1 (or z)
The zeros of a z-transform are the values of z for which 𝑋𝑋 𝑧𝑧 = 0
The poles of a z-transform are the values of z for which 𝑋𝑋 𝑧𝑧 = ∞. By definition, the ROC cannot
contain any pole
𝑋𝑋(𝑧𝑧)has M zeros 𝑧𝑧1 , … , 𝑧𝑧𝑀𝑀 , which are the roots of the numerator polynomial B(𝑧𝑧)
𝑋𝑋(𝑧𝑧) has N poles 𝑝𝑝1 , … , 𝑝𝑝𝑁𝑁 , which are the roots of the denominator polynomial A(𝑧𝑧)
If N − M > 0, 𝑋𝑋(𝑧𝑧) has more 𝑁𝑁 − 𝑀𝑀zeros at z = 0
If N − M < 0, 𝑋𝑋(𝑧𝑧) has more 𝑁𝑁 − 𝑀𝑀 poles at z = 0
If the coefficients 𝑏𝑏0 , … , 𝑏𝑏𝑀𝑀 , {𝑎𝑎0 , … , 𝑎𝑎𝑁𝑁 }are real, the poles and zeros are either real or they appear
in complex conjugate pairs 20
Examples
Right-sided exponential x[n] = 𝑎𝑎𝑛𝑛 𝑢𝑢[𝑛𝑛]
This sum converges only if 𝑎𝑎𝑧𝑧 −1 < 1. Hence, ROC: 𝑧𝑧 > |𝑎𝑎|
From the sum of an infinite geometric progression:
Pole at z = a and zero at z = 0.
The ROC of a causal signal is the exterior of a circle
whose radius is the magnitude of the outermost pole |a|.
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Examples
Left-sided exponential x[n] = −𝑎𝑎𝑛𝑛 𝑢𝑢[−𝑛𝑛 − 1]
This sum converges only if 𝑧𝑧𝑎𝑎−1 < 1. Hence, ROC: 𝑧𝑧 < |𝑎𝑎|
Once again from the sum of an infinite geometric progression:
Without the ROC, the z-transform is an ambiguous representation of
a signal.
The ROC of an anti-causal signal is the interior of a circle whose
radius is the magnitude of the innermost pole |a|. 22
Properties of the ROC
The ROC tells a lot about a signal or system
1. If the ROC is the exterior of a circle the system/signal is causal, where a is the outermost
pole. The ROC cannot contain any pole
2. If a LTI system is BIBO stable the ROC must contain the unit circle.
Proof:
3. A causal and stable LTI system has all poles inside the unit circle. This follows from the first two properties.
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Inverse Z-transform
Inspection method
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Partial fraction estimation
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Example
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If M>N
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With multiple order poles
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Example
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Power series expansion
Example
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Example
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Example
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Properties of Z transform
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IMPORTANT EXAMPLES IN THE BOOK!!!
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Linear constant coefficient difference equation
Many practical problems appear in the form of difference equations
This difference equation denes an LTI system only if:
1. All coefficients ak; bk are constant
2. The initial conditions (or rest conditions) are zero 𝑦𝑦 −𝑁𝑁 = 𝑦𝑦 −𝑁𝑁 + 1 = ⋯ = 𝑦𝑦[−1] = 0
Applying the linearity and time-shift properties of the z-transform:
H(z) is a rational z-transform.
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Example: first-order system
First-order system:
Calculating the z-transform:
This corresponds to the exponential:
Questions: Why the causal exponential? For what values of a is this system stable?
This system is autoregressive i.e., the present output depends on previous outputs
Autoregressive systems have infinite impulse response (IIR)
Systems with rational z-transforms with non-zero poles are IIR
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In Matlab:
> freqz(1; [1,-0.5])
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Example: moving average system
Moving average:
Calculating the z-transform:
This system has impulse response
The impulse response only depends on a finite number of previous inputs. Hence, this system has a finite
impulse response (FIR)
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𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑀𝑀 = 4, 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑦𝑦[𝑛𝑛] = 1/4 (𝑥𝑥[𝑛𝑛] + 𝑥𝑥[𝑛𝑛 − 1] + 𝑥𝑥[𝑛𝑛 − 2] + 𝑥𝑥[𝑛𝑛 − 3])
1 −1 −3 𝑗𝑗𝜔𝜔 𝑗𝑗𝜔𝜔 1
𝐻𝐻(𝑧𝑧) = (1 + 𝑧𝑧 + ⋯ + 𝑧𝑧 ) → (𝑧𝑧 = 𝑒𝑒 ) → 𝐻𝐻(𝑒𝑒 ) = (1 + 𝑒𝑒 −𝑗𝑗𝜔𝜔 + … + 𝑒𝑒 −3𝑗𝑗𝜔𝜔 )
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In Matlab:
> freqz([1; 1; 1; 1]/4,1, 1)
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Example: output of a moving average filter
Suppose the input signal frequency is 𝜔𝜔0 = 2𝜋𝜋
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Example: output of a moving average filter
Suppose the input signal frequency is 𝜔𝜔0 = 0.5𝜋𝜋
What happened?
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Systems can be linear, time-invariant, memoryless, causal, and stable
Linear and time-invariant (LTI) systems are completely characterized by their impulse response
We can use the convolution sum to calculate the output of an LTI system to any signal
The complex exponential 𝑒𝑒 𝑗𝑗𝜔𝜔𝑛𝑛 , and more generally 𝑧𝑧 𝑛𝑛 , are eigenfunctions of LTI systems
Frequency-domain representation of signals and systems
Discrete-time Fourier transform (DTFT)
z-transform and ROC. Without specifying the ROC the z-transform is ambiguous
The DTFT is equivalent to the z-transform evaluated on the unit circle:
𝐻𝐻(𝑒𝑒 𝑗𝑗𝜔𝜔 ) = 𝐻𝐻(𝑧𝑧 = 𝑒𝑒 𝑗𝑗𝜔𝜔 ), provided that the unit circle is in the ROC of the z-transform
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