ELEN E4810: Digital Signal Processing
Topic 4: The Z Transform
After this chapter the student should be know and solve :
1. The Z Transform
2. & the Inverse of Z Transform
1
1. The Z Transform
Powerful tool for analyzing & designing
DT systems
Generalization of the DTFT:
G ( z ) z{g[n]} g[ n] z
n
n
Z Transform
z is complex...
j
ze → DTFT
DTFT of
z r.e j
n
g [ n ]rn
e j n
r-n·g[n]
2
Region of Convergence (ROC)
Critical question:
Does summation G( z) x[ n
n
] z n
converge (to a finite value)?
In general, depends on the value of z
→ Region of Convergence: Im{z}
Portion of complex z-plane
Re{z}
for which a particular G(z) λ
will converge
ROC z-plane
|z| > λ
3
ROC Example
e.g .x[n] [n]
n
-2 -1 1 2 3 4
n
“closed form”
1
X ( z ) n 0 z
n n
when
1 z 1 z 1
1 Im{z}
converges only for z 1 1 Re{z}
i.e. ROC is z
λ
(previous slide)
1(e.g. 0.8) - finite energy sequence
1 (e.g. 1.2) - divergent sequence,
infinite energy, DTFT does not exist
but still has ZT when |z| > 1.2 (in ROC)
M
4
About ROCs
ROCs always defined in terms of |z|
→ circular regions on z-plane
(inside circles/outside circles/rings)
If ROC includes Im{z}
unit circle (|z| = 1),
→ g[n] has a DTFT Re{z}
(finite energy
sequence) Unit circle
z-plane
lies in ROC
→ DTFT OK
5
Another ROC example
Anticausal (left-sided) sequence:
x[n] [n 1]
n -5 -4 -3 -2 -1
1 2 3 4 n
X ( z ) n ( [n 1]) z
n n
ROC:
|λ| > |z|
n z m 1 z
1 n n m m
1
z
1
1 z 1
Same ZT as [n], different sequence?
n
6
ROC is necessary!
A closed-form expression for ZT
must specify the ROC:
x[n] n [n] X(z) 1 Im
1 z 1
-4 -3 -2 -1 1 2 3 4
n ROC z Re
x[n] n
X(z)
1 λ
-4 -3 -2 -1
1 z 1
z-plane
1 2 3 4 n ROC z
A single G(z) expression can match
DTFTs?
several sequences with different ROCs
7
Rational Z-transforms
G(z) expression can be any function;
rational polynomials are important
class:
Pz p0 p1z 1 … pM 1z (M 1) pM z M
Gz
Dz d0 d1z … dN 1z
1 (N1)
dNz N
By convention, expressed in terms of z-1
– matches ZT definition
(Reminiscent of LCCDE expression...)
8
Factored rational ZTs
Numerator, denominator can be
factored:
Gz
M
p0 1 1 z 1 z M p 0 1
M
z
N
d0 1 1 z 1
z d 0 1 z
N N
{ } are roots of numerator
→ G(z) = 0 → { } are the zeros of G(z)
{ }are roots of denominator
→ G(z) = ∞ → { }are the poles of G(z)
9
Pole-zero diagram
Can plot poles and zeros on
complex z-plane:
Im{z}
poles
(cpx conj for real g[n])
o
×
o × o Re{z}
×
o
zeros
z-plane
(Value of) expression determined by roots
10
Z-plane surface
G(z): cpx function of a cpx variable
Can calculate value over entire z-plane
ROC
not
shown!!
M
11
ROCs and sidedness
Two sequences have: G(z) 1
1 z1
10
ROC z g[n] [n]
n
8
RIGHT-SIDED
6
n
λ
1
(| | < 1 )
4
ROC z g[n] [n 1]
n
0.5
2
n
0
−1 −0.5
−0.5
0
LEFT-SIDED
−1
0.5
z-plane
1
Each ZT pole → region in ROC outside
or inside | | for R/L sided term in g[n]
Overall ROC is intersection of each term’s
12
ZT is Linear
G(z) Zgn g[n]zn Z Transform
n
y[n] g[n] h[n]
Y ( z ) (g[n] h[n]) z n
Linear
[(g[n]z h[n]z )] G ( z ) H ( z )
n n
Thus, if y[n] 1 n1[n] 2 n2 [n]
then 1 2 ROC:
Y (z) z>λ 1 ,λ 2
1 1z 1
1 2z 1
13
ROC intersections
1 1
Consider G(z)
1 1z 1
1 2z 1
with |1| < 1 , | 2 | > 1 ... no ROC specified
Two possible sequences for 1 term...
n n1[n]
1[n 1]
n
n
Similarly for 2 ...
n 2 [n 1] n
or n 2 [n]
n
→ 4 possible g[n] seq’s and ROCs ...
14
ROC intersections: Case 1
G(z)
1
1 g[ n] [ n] [ n]
n
1
n
2
1 1z 1
1 2 z 1
both right-sided:
n
ROC: |z| > |1| and |z| > |2|
Im
Im
Re
λ λ
15
ROC intersections: Case 2
1 1 g[n] 1n [ n 1] n2 [ n 1]
G(z)
1 1z 1
1 2 z 1
both left-sided: n
ROC: |z| < |1| and |z| < |2|
Im
Re
λ λ
16
ROC intersections: Case 3
G(z)
1
1 g[n] [n] [ n 1]
n
1
n
2
1 1z 1
1 2 z 1
two-sided:
n
ROC: |z| > |1| and |z| < |2|
Im
Re
λ λ
17
ROC intersections: Case 4
G(z)
1
1
1
1
g[n] [ n 1] [n]
n
1
n
2
1 1z 1 2z
two-sided:
n
ROC: |z| < |1| and |z| > |2| ?
Im
Re
no ROC
λ ‹ ...
λ
18
ROC intersections
Note: Two-sided exponential
gn n n
n
n n 1
n n
ROC ROC Im
|z| > | | |z| < | |
No overlap in ROCs Re
→ ZT does not exist
(does not converge for any z)
19
ZT of LCCDEs
LCCDEs have solutions of form:
yc[n] i i n ...
n
(same
i s)
Hence ZT Yc z 1
1 iz
Each term in in g[n] corresponds to a
pole i of G(z) ... and vice versa
LCCDE sol’ns are right-sided
‹ ROCs are |z| > | i | outside
circles
20
Z-plane and DTFT
Slice between surface and unit cylinder
( z 1 z e j )isG (e j ), theDTFT
G ( e j )
z e j
0 / rad/samp º
21
Some common Z transforms
g[n] G(z) ROC
[n] 1 ∀z
1
µ[n] 1z 1 |z| > 1
[n]
n 1
1z 1 |z| > ||
1rcos0 z 1
rncos(0 n)µ[n] |z| > r sum of
r n e j 0 n r n e j 0 n
12r cos0 z r z
1 2 2
rsin0 z 1
rnsin(0 n)µ[n] |z| > r
12r cos0 z r z
1 2 2
j 0
×
“conjugate pole
poles at z re ×
pair”
22
Z Transform properties
g[n] — G(z) w/ROC Rg
Conjugation g*[n] G*(z*) Rg
Time reversal g[-n] G(1/z) 1/Rg
Time shift g[n-n0] z-n0G(z) Rg (0/∞?)
Exp. scaling n g[n] G(z/) Rg
dG(z)
Diff. wrt z ng[n] z Rg (0/∞?)
dz
23
Z Transform properties
g[n] G(z) ROC
at least
Convolution g[n] ∗h[n] G(z)H(z)
Rg∩Rh
Modulation g[n]h[n]
1
2 j C G v H z
v v atdvleast
1
RgRh
Parseval: gnh n * 1
2 j C G v H
* 1 v 1dv
v
n
24
ZT Example x[n] r cos( 0 n) [n]
n
x[n] r n cos( 0 n) [n]; Can express as
1
2
[n] (re j0 ) n (re j0 ) n v[n] v * [n]
v[n] 1 [n] n ; re j0
2
V ( z ) 1 j 0 1 and the ROC z r
(2(1 re z ))
Hence, X z V z V * z *
12 1
j 0 1
1re z
1
1re j 0 z 1
1rcos0 z 1
12r cos z 1 r 2z2
0
25
Another ZT example
yn n 1 nn
x[n] nx[n] where x[n] = nµ[n]
dX z
X z 1 z
1 z 1 dz
1
( |z| > ||)
z d 1
z
dz 1 z1 (1 z1)2
1
Y z
1
z
1 repeated
ROC |z| > || 1 z (1 z ) (1 z )
1 1 2 1 2 root - IZT
26
2. Inverse Z Transform (IZT)
Forward z transform was defined as:
G(z) Zgn g[n]z n
n
3 approaches to inverting G(z) to g[n]:
Generalization of inverse DTFT
Power series in z (long division)
Manipulate into recognizable
pieces (partial fractions) the useful
one
27
IZT #1: Generalize IDTFT
j
If z re
j
G ( z ) G ( re ) g[ n]r n e jn DTFT {g[ n]r n }
1
d , IDTFT
n j jn
so, g[ n]r G ( re ) e
2
dz 1
z re d
j n 1 n
G ( z ) z r dz
jz 2j C Im
Re
Counterclockwise
closed contour at |z| = r
within ROC
Any closed contour around origin will do
Cauchy: g[n] = [residues of G(z)zn-1]
28
IZT #2: Long division
Since G(z)
g[n]zn
n
if we could express G(z) as a simple
power series G(z) = a + bz-1 + cz-2 ...
then can just read off g[n] = {a, b, c, ...}
Typically G(z) is right-sided (causal)
P(z)
and a rational polynomial Gz
D(z)
Can expand as power series through
long division of polynomials
29
IZT #2: Long division
Procedure:
Express numerator, denominator in
descending powers of z (for a causal fn)
Find constant to cancel highest term
→ first term in result
Subtract & repeat → lower terms in result
Just like long division for base-10
numbers
30
IZT #2: Long division
1
e.g. H z
1 2z
1 0.4z1 0.12z2 Result
11.6z1 0.52z2 0.4z3...
1 0.4z1 0.12z2 ) 1 2z1
1 0.4z1 0.12z2
1.6z1 0.12z2
1.6z1 0.64z2 0.192z3
0.52z2 0.192z3
...
31
IZT#3: Partial Fractions
Basic idea: Rearrange G(z) as sum of
terms recognized as simple ZTs
1
especially n n
1 z 1
or sin/cos forms
P(z)
i.e. given products
1 z 1 z
1 1
B A
rearrange to sums
1 z1 1 z1
32
Partial Fractions
Note that: order 2 polynomial
A B C
u + vz-1 + wz-2
1 z1 1 z1 1 z 1
A 1 z 1 1 z 1 B 1 z 1 1 z 1 C 1 z 1 1 z 1
order 3 polynomial 1 z 1 z 1 z
1 1 1
Can do the reverse i.e.
P(z)
go from to 1N
N
1 (1 z 1
) 1 z 1
else cancel
if order of P(z) is less than D(z) w/ long div.
33
Partial Fractions
Procedure: order N-1
P(z)
N
F(z) N
1 (1 z )
1 11 z 1
f n
N
no repeated
n
n
poles! 1
where 1 z F z z
1
i.e. evaluate F(z) at the pole (cancels term in
denominator)
but multiplied by the pole term
→ dominates = residue of pole
34
Partial Fractions Example
1
Given H z
1 2z
(again)
1 2
1 0.4z 0.12z
factor:
1 2z1 1 2
1
1 0.6z 1 0.2z1 1 0.6z1
1 0.2z 1
where:
1
1 1 0.6z 1
H z z0.6
1 2z
1
1 0.2z z0.6
1.75
1
2 1 2z 2.75
1 0.6z1 z0.2
35
Partial Fractions Example
Hence H z 1.75 2.75
1 0.6z1 1 0.2z1
If we know ROC |z| > || | i.e. h[n] causal:
hn 1.750.6 n 2.750.2 n
n n
= –1.75{ 1 -0.6 0.36 -0.216 ...}
+2.75{ 1 0.2 0.04 0.008 ...}
same as
= {1 1.6 -0.52 0.4 ...} long division!
36
Problems:
Note: you must be know what is the purpose of unit step and how determine the
term (interval) of summation.
Q1:
Q2:
7 3.6 z 1
X b ( z)
1 0.9 z 1 0.18 z 2
Solve by using long division and partial fractions and compare between your
answers.