2.
Transforms
Transforms
Learning Contents
Z-Transform, operational theorems and their use in solving difference equations
of order one and two;
Fourier Transform and its applications
Advanced Engineering Mathematics [ENG4200] Page 1 of 23
2. Transforms
Z-Transform:
Laplace transform is one of mathematical tools (a powerful tool) to solve ordinary linear differential
equations. It is also very useful to analyze the characteristics of analogue systems (continuous-time
systems) and to evaluate the system responses to different excitations (inputs).
Z-transform is a discrete time equivalent of Laplace transform for solving linear, constant-coefficient
difference equations.
Use of LT to solve ODE:
Fig 2.1 Continuous-Time Systems
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2. Transforms
Example: Find the unit step response of the system described by the ODE as below with zero initial
condition.
H(s) = ; X(s) =
Y(s) =
= + )
y(t) = LT-1{Y(s)} = [1 – e-2.5t(cos4.33t + 0.5774 sin4.33t)]u(t)
Note: The skills of Partial Fraction, Completing Square, Use of LT Table are essential.
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2. Transforms
Use of Z-Transform to solve difference equations:
Z-transform is a discrete time equivalent of Laplace transform for solving linear, constant-coefficient
difference equations.
Similar procedures are used to find the response of a digital system to an excitation.
Fig 2.2 Discrete-Time Systems
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2. Transforms
Definition:
The definitions of LT and z-Transform are shown in the Table 2.1 below.
Table 2.1 Definition of LT and z-Transform
Example:
For the continuous-time function, { .
∫ [ ]
For the discrete-time function, [ ] { .
(This is a power serious)
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2. Transforms
Table of common Z-transform pairs:
With the definition introduced, the z-transform of some common functions can then be calculated as
the Table 2.2 shown below.
Table 2.2 z-Transform Table
[Source from Wikipedia, (2013). Z-transform. Retrieved from [Link]
Example:
1. Find Z{2}
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2. Transforms
2. Find Z{3-n}
3. Find the Z-transform of the following discrete function:
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2. Transforms
z-Transform Properties:
Similar to Laplace Transform, z-transform has some properties for simplifying the transformation and
operation. The Table 2.3 shows the commonly used properties. For the proof of the properties, please
refer to reference [1].
Please also note that the time shifting property listed in the table is based on the assumption that there
is zero initial conditions, i.e., x[n] = 0 for n<0. The time shifting properties with initial conditions will be
discussed later.
Table 2.3 z-Transform Properties
[Source from Wikipedia, (2013). Z-transform. Retrieved from [Link]
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2. Transforms
Example: Find the Z-transform of the following discrete function:
X(z) = +
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2. Transforms
Order of Difference Equations:
The order of a difference equation is the difference between the largest and the smallest arguments k
appearing in it. For example:
First order system
y[n]-ay[n-1]=x[n]
Second order system
y[n]+a1y[n-1]+a2y[n-2]=x[n]
Higher order system
Two shifting properties with initial conditions:
Time Delay
i
Z{x[n i]} z i X ( z ) x[k ]z i k
k 1
Time Advance
i 1
Z{x[n i]} z i ( X ( z ) x[k ]z k )
k 0
Example:
1. Z{x[n-1]} = z-1X(z) + x[-1]
2. Z{x[n-2]} = z-2X(z) + z-1x[-1] + z[-2]
3. Z{x[n+1]} = z (X(z) – x[0])
4. Z{x[n+2]} = z2(X(z) – x[0] – z-1 x[1])
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2. Transforms
5. Solve x[n+1] - 3 x[n] = -6. Given that x[0] = 1
x[n] = (3-2(3)n) u[n]
6. Solve x[n+2] + 3 x[n+1] + 2 x[n] = 0. Given that x[0] = 0 and x[1] = 1
x[n] = ((-1)n-(-2)n) u[n]
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2. Transforms
7. Solve x[n+2] + 3 x[n+1] + 2 x[n] = 0. Given that x[0] = 0 and x[1] = 1
x[n] = ((-1)n-(-2)n) u[n]
From difference equation to system transfer function
The Transfer Function is defined as the ratio of the z transforms of the output and input.
Example:
2y[n] + 3y[n-1] + y[n-2] = x[n] + x[n-1] - x[n-2] with zero initial conditions
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2. Transforms
Poles and Zeros
The numerator N(z) and denominator D(z) are polynomials with real coefficients. If N(z) and D(z) have no
common factors, then the roots of D(z) and N(z) are called the poles and zeros of the system
respectively.
For a proper rational functions
Example:
poles: -0.5 and -1; zeros: -0.5±(√5)/2
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2. Transforms
z-plane and System Stability
The zeros and poles are commonly complex and when plotted on the complex plane (z-plane) it is called
the pole-zero plot.
Three cases:
1. If all poles lie in the region inside the unit circle of the z-plane, the system is stable.
2. If the poles lie on the unit circle, the system is marginally stable.
3. If the poles lie in the region outside the unit circle, the system is unstable.
Example: Is the system stable?
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2. Transforms
Responses of a system
Example: Finding the unit step response of the system with the following transfer function
[ ] for n>0
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2. Transforms
Initial and Final Value Theorems
Initial Value Theorem
y[0] = , if y[n] causal
Final Value Theorem
[ ] , only if all poles of (z-1)Y(z) are inside the unit circle
Example: ( )and [ ]
Initial Value:
y[0] =
Final Value:
y[∞]= ±
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2. Transforms
Fourier Transform
“The motivation for the Fourier transform comes from the study of Fourier series. In the study of Fourier
series, complicated but periodic functions are written as the sum of simple waves mathematically
represented by sines and cosines. The Fourier transform is an extension of the Fourier series that results
when the period of the represented function is lengthened and allowed to approach infinity.” - Source
from Wikipedia, (2013). Fourier Transform.
It’s a tool to transform a waveform from time-domain to frequency-domain which contains information
for analysis, compression and recognition.
Fourier Series
For a periodic function f(t) that is integrable on [-T, T], it can be expressed as the Fourier series:
, where the Fourier coefficients of f are defined as follows:
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2. Transforms
Example: For the sawtooth waveform as shown in the figure below,
Advanced Engineering Mathematics [ENG4200] Page 18 of 23
2. Transforms
Ans:
The waveform can be also represented in frequecy domain as below:
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2. Transforms
The complex form of Fourier series
By substituting the Euler Formulae and to the
Fourier series in page 17, we have
This is the complex form of Fourier series.
Fourier transform
For any non-periodic function and assume T -> ∞, rewrite the complex form of Fourier series equation:
Define:
Here, F() is called the Fourier Transform of f(t) and equation of f(t) is called the inverse Fourier
Transform.
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2. Transforms
Example:
Find the FT of following function f(t) = A, for –T < t < T, and 0, otherwise.
Ans: 2ATsinc(T)
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2. Transforms
Example: Filtering
Find the output of a low pass filter if the sawtooth waveform in page 18 is fed to the filter with the
following transfer function.
, where C = 1F and 1M.
n bn
0.7071
1 1 0.6366 -45o
0.4472
2 2 -0.3183 -63.4o
0.3162
3 3 0.2122 -71.6o
0.2425
4 4 -0.1592 -76.0o
Vout = 0.4501sin(t-45o)-0.14235sin(2t-63.4o)+0.0671sin(3t-71.6o)-0.0386sin(4t-76.0o)+…
Advanced Engineering Mathematics [ENG4200] Page 22 of 23
2. Transforms
References
1. Wikipedia, (2013). Z-transform. Retrieved from [Link]
transform
2. Wikipedia, (2013). Laplace transform. Retrieved from
[Link]
3. MIT OpenCourseWare. Signals and Systems. Retrieved from
[Link]
4. Wikipedia, (2013). Fourier transform. Retrieved from
[Link]
5. Wikipedia, (2013). Fourier series. Retrieved from
[Link]
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