Chapter 4
The z-Transform and Discrete-Time
LTI Systems
4.1 INTRODUCTION
In Chap. 3 we introduced the Laplace transform. In this chapter we present the
z-transform, which is the discrete-time counterpart of the Laplace transform. The z-trans-
form is introduced to represent discrete-time signals (or sequences) in the z-domain ( z is a
complex variable), and the concept of the system function for a discrete-time LTI system
will be described. The Laplace transform converts integrodifferential equations into
algebraic equations. In a similar manner, the z-transform converts difference equations
into algebraic equations, thereby simplifying the analysis of discrete-time systems.
The properties of the z-transform closely parallel those of the Laplace transform.
However, we will see some important distinctions between the z-transform and the
Laplace transform.
4.2 THE Z-TRANSFORM
In Sec. 2.8 we saw that for a discrete-time LTI system with impulse response h[n], the
output y[n] of the system to the complex exponential input of the form z" is
where
A. Definition:
T h e function H ( z ) in Eq. (4.2) is referred to as the z-transform of h[n]. For a general
discrete-time signal x[n], the z-transform X ( z ) is defined as
m
X(Z)= x[n]z-" (4.3)
n= -OD
T h e variable z is generally complex-valued and is expressed in polar form as
where r is the magnitude of z and R is the angle of z . The z-transform defined in Eq.
( 4 . 3 ) is often called the bilateral (or two-sided) z-transform in contrast to the unilateral (or
166 THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
one-sided) z-transform, which is defined as
Clearly the bilateral and unilateral z-transforms are equivalent only if x[n] = 0 for n < 0.
The unilateral z-transform is discussed in Sec. 4.8. We will omit the word "bilateral"
except where it is needed to avoid ambiguity.
As in the case of the Laplace transform, Eq. (4.3) is sometimes considered an operator
that transforms a sequence x[n] into a function X ( z ) , symbolically represented by
The x[n] and X ( z ) are said to form a z-transform pair denoted as
B. The Region of Convergence:
As in the case of the Laplace transform, the range of values of the complex variable z
for which the z-transform converges is called the region of convergence. T o illustrate the
z-transform and the associated R O C let us consider some examples.
EXAMPLE 4.1. Consider the sequence
x [ n] =a"u[n] a real
Then by Eq. (4.3) the z-transform of x [ n ] is
For the convergence of X(z) we require that
Thus, the ROC is the range of values of z for which laz -'I < 1 or, equivalently, lzl > lal. Then
Alternatively, by multiplying the numerator and denominator of Eq. (4.9) by z, we may write X(z) as
z
X(z) = - Izl > la1
z-a
Both forms of X ( z ) in Eqs. ( 4 . 9 ) and (4.10) are useful depending upon the application.
From Eq. (4.10) we see that X ( z ) is a rational function of z. Consequently, just as with
rational Laplace transforms, it can be characterized by its zeros (the roots of the numerator
polynomial) and its poles (the roots of the denominator polynomial). From Eq. (4.10) we see
that there is one zero at z = 0 and one pole at z = a . The ROC and the pole-zero plot for
this example are shown in Fig. 4-1. In z-transform applications, the complex plane is
commonly referred to as the z-plane.
CHAP. 41 THE z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
t
Unit circle
-I ca<O a<-I
Fig.4-1 ROCofthe form lzl>lal.
EXAMPLE 4.2. Consider the sequence
x [ n ] = - a n u [ - n - 11
Its z-transform X(z) is given by (Prob. 4.1)
168 THE Z-TRANSFORMAND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
Again, as before, X ( z ) may be written as
z
X(z) = - Izl < la1
z-a
Thus, the ROC and the pole-zero plot for this example are shown in Fig. 4-2. Comparing
Eqs. (4.9) and (4.12) [or Eqs. (4.10) and (4.13)], we see that the algebraic expressions of
X ( z ) for two different sequences are identical except for the ROCs. Thus, as in the Laplace
Fig. 4-2 ROC of the form I z I < lal.
CHAP. 41 THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS 169
transform, specification of the z-transform requires both the algebraic expression and the
ROC.
C. Properties of the ROC:
As we saw in Examples 4.1 and 4.2, the ROC of X ( z ) depends on the nature of x [ n ] .
The properties of the ROC are summarized below. We assume that X ( Z ) is a rational
function of z.
Property 1: The ROC does not contain any poles.
Property 2: If x [ n ] is a finite sequence (that is, x [ n ] = 0 except in a finite interval N l ~ n s N,,
where N , and N , are finite) and X(z) converges for some value of z, then the ROC is
the entire z-plane except possibly z = 0 or z = co.
Property 3: If x [ n ] is a right-sided sequence (that is, x [ n ] = 0 for n < N, < 03) and X(z) converges
for some value of z, then the ROC is of the form
where r,, equals the largest magnitude of any of the poles of X(z). Thus, the ROC is
the exterior of the circle lzl= r,, in the z-plane with the possible exception of z = m.
Property 4: If x [ n ] is a left-sided sequence (that is, x [ n l = 0 for n > N , > - 03) and X(z) converges
for some value of z, then the ROC is of the form
where r,, is the smallest magnitude of any of the poles of X(z). Thus, the ROC is the
interior of the circle lzlE rminin the z-plane with the possible exception of z = 0.
Property 5: If x [ n ] is a two-sided sequence (that is, x [ n ] is an infinite-duration sequence that is
neither right-sided nor left-sided) and X ( z ) converges for some value of z, then the
ROC is of the form
where r , and r, are the magnitudes of the two poles of X(z). Thus, the ROC is an
annular ring in the z-plane between the circles lzl= r , and lzl = r2 not containing any
poles.
Note that Property 1 follows immediately from the definition of poles; that is, X(z)
is infinite at a pole. For verification of the other properties, see Probs. 4.2 and 4.5.
4.3 z-TRANSFORMS OF SOME COMMON SEQUENCES
A. Unit Impulse Sequence 61 nl:
From definition (1.45) and ( 4 . 3 )
m
X ( z )= 6 [ n ]z-" = z-O = 1 all z
n = -m
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
Thus,
6 [ n ]H 1 all z
B. Unit Step Sequence d n l :
Setting a = 1 in Eqs. (4.8) to (4.101, we obtain
C. z-Transform Pairs:
The z-transforms of some common sequences are tabulated in Table 4-1.
Table 4-1. Some Common z-Transform Pairs
All z
lzl > 1
Izl< 1
Z-"' All z except 0 if ( m > 0) or m if ( m < 0)
1 Z
Izl > lal
1-az-''2-a
z 2 - (COSn o ) z
(COSRon)u[nl lzl> 1
z 2 - (2cos R o )t + 1
(sin n o ) z
(sin R,n)u[n] Izl> 1
z 2 - (2cos R,)z + 1
z2- (rcosR0)z
( r n cos R,n)u[n] Izl> r
z 2 - (2r cos R o ) z + r 2
( r sin R,)z
( r nsin R,n)u[nI Izl> r
z 2 - (2r cos R,)z +r2
O<nsN-1 1-~ " ' z - ~
( otherwise 1- az-'
lzl> 0
CHAP. 41 THE z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS 171
4.4 PROPERTIES OF THE 2-TRANSFORM
Basic properties of the z-transform are presented in the following discussion. Verifica-
tion of these properties is given in Probs. 4.8 to 4.14.
A. Linearity:
If
x l b ] ++X1(z) ROC = R,
~ 2 b -Xz(z)
I R O C = R,
then
++alXl(z) + a2XAz)
Q I X I [ ~ ]+ a,xz[n] R r ~ Rn lR 2 (4.17)
where a , and a, are arbitrary constants.
B. Time Shifting:
If
+I ++X(z) ROC = R
then
x [ n - n,] -z-"oX(z) R' = R n {O < (21< m} (4.18)
Special Cases:
Because of these relationships [Eqs. (4.19) and (4.20)1, z-' is often called the unit-delay
operator and z is called the unit-advance operator. Note that in the Laplace transform the
'
operators s - = 1/s and s correspond to time-domain integration and differentiation,
respectively [Eqs. (3.22) and (3.2011.
C. Multiplication by z,":
If
then
In particular, a pole (or zero) at z = z , in X(z) moves to z = zoz, after multiplication by
2," and .the ROC expands or contracts by the factor (z,(.
Special Case:
172 THE Z-TRANSFORMAND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
In this special case, all poles and zeros are simply rotated by the angle R, and the ROC is
unchanged.
D. Time Reversal:
If
then
Therefore, a pole (or zero) in X ( z ) at z = z , moves to l / z , after time reversal. The
relationship R' = 1 / R indicates the inversion of R , reflecting the fact that a right-sided
sequence becomes left-sided if time-reversed, and vice versa.
E. Multiplication by n (or Differentiation in 2):
If
~ [ n +l + X ( Z ) ROC = R
then
F. Accumulation:
If
x[nI + + X ( z ) ROC = R
then
Note that C z , _ , x [ k ] is the discrete-time counterpart to integration in the time domain
and is called the accumulation. The comparable Laplace transform operator for integra-
tion is l / ~ .
G. Convolution:
If
%[n] + + X I ( Z ) ROC = R 1
~ 2 [ n+]+ X 2 ( 4 ROC = R 2
then
XI[.] * x2bI + + X I ( Z ) X Z ( Z )
R t 3 R 1n R 2 (4.26)
This relationship plays a central role in the analysis and design of discrete-time LTI
systems, in analogy with the continuous-time case.
CHAP. 41 T H E Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS 173
Table 4-2. Some Properties of the z-Transform
Property Sequence Transform ROC
Linearity
Time shifting
Multiplication by z,"
Multiplication by einon
Time reversal
&(z)
Multiplication by n -2-
d.?
Accumulation
Convolution
H. Summary of Some z-transform Properties
For convenient reference, the properties of the z-transform presented above are
summarized in Table 4-2.
4.5 THE INVERSE Z-TRANSFORM
Inversion of the z-transform to find the sequence x [ n ] from its z-transform X ( z ) is
called the inverse z-transform, symbolically denoted as
~ [ n =]s - ' { X ( z > } (4.27)
A. Inversion Formula:
As in the case of the Laplace transform, there is a formal expression for the inverse
z-transform in terms of an integration in the z-plane; that is,
where C is a counterclockwise contour of integration enclosing the origin. Formal
evaluation of Eq. (4.28) requires an understanding of complex variable theory.
B. Use of Tables of z-Transform Pairs:
In the second method for the inversion of X(z), we attempt to express X(z) as a sum
X(z) =X,(z) + . . . +X,(z) (4.29)
174 THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
where X,(z ), . . . , Xn(z ) are functions with known inverse transforms x,[n], . ..,xn[n].
From the linearity property (4.17) it follows that
C. Power Series Expansion:
The defining expression for the z-transform [Eq. (4.3)] is a power series where the
sequence values x[n] are the coefficients of z-". Thus, if X( z) is given as a power series in
the form
we can determine any particular value of the sequence by finding the coefficient of the
appropriate power of 2 - ' . This approach may not provide a closed-form solution but is
very useful for a finite-length sequence where X(z) may have no simpler form than a
polynomial in z - ' (see Prob. 4.15). For rational r-transforms, a power series expansion
can be obtained by long division as illustrated in Probs. 4.16 and 4.17.
D. Partial-Fraction Expansion:
As in the case of the inverse Laplace transform, the partial-fraction expansion method
provides the most generally useful inverse z-transform, especially when X t z ) is a rational
function of z. Let
Assuming n 2m and all poles pk are simple, then
where
Hence, we obtain
Inferring the ROC for each term in Eq. (4.35) from the overall ROC of X(z) and using
Table 4-1, we can then invert each term, producing thereby the overall inverse z-transform
(see Probs. 4.19 to 4.23).
If rn > n in Eq. (4.321, then a polynomial of z must be added to the right-hand side of
Eq. (4.351, the order of which is (m - n). Thus for rn > n, the complete partial-fraction
CHAP. 41 THE z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
expansion would have the form
If X(Z) has multiple-order poles, say pi is the multiple pole with multiplicity r, then
the expansion of X(z)/z will consist of terms of the form
where
4.6 THE SYSTEM FUNCTION OF DISCRETE-TIME LTI SYSTEMS
A. The System Function:
In Sec. 2.6 we showed that the output y[n] of a discrete-time LTI system equals the
convolution of the input x[n] with the impulse response h[n]; that is [Eq. (2.3511,
Applying the convolution property (4.26) of the z-transform, we obtain
where Y(z), X(z), and H(z) are the z-transforms of y[n], x[n], and h[n], respectively.
Equation (4.40) can be expressed as
The z-transform H(z) of h[n] is referred to as the system function (or the transfer
function) of the system. By Eq. (4.41) the system function H(z) can also be defined as the
ratio of the z-transforms of the output y[n] and the input x[n.l. The system function H ( z )
completely characterizes the system. Figure 4-3 illustrates the relationship of Eqs. (4.39)
and (4.40).
t
X(Z)
t t
Y(z)=X(z)H(z)
+ H(z) t
Fig. 4-3 Impulse response and system function.
176 THE Z-TRANSFORMAND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
B. Characterization of Discrete-Time LTI Systems:
Many properties of discrete-time LTI systems can be closely associated with the
characteristics of H(z) in the z-plane and in particular with the pole locations and the
ROC.
1. Causality:
For a causal discrete-time LTI system, we have [Eq. (2.4411
since h[n] is a right-sided signal, the corresponding requirement on H(z) is that the ROC
of H ( z ) must be of the form
That is, the ROC is the exterior of a circle containing all of the poles of H ( z ) in the
z-plane. Similarly, if the system is anticausal, that is,
then h[n] is left-sided and the ROC of H ( z ) must be of the form
That is, the ROC is the interior of a circle containing no poles of H ( z ) in the z-plane.
2. Stability:
In Sec. 2.7 we stated that a discrete-time LTI system is BIB0 stable if and only if [Eq.
(2.4911
The corresponding requirement on H(z) is that the ROC of H(z1 contains the unit circle
(that is, lzl= 1). (See Prob. 4.30.)
3. Ctzusal and Stable Systems:
If the system is both causal and stable, then all of the poles of H ( z ) must lie inside the
unit circle of the z-plane because the ROC is of the form lzl> r,,, and since the unit
circle is included in the ROC, we must have r,, < 1.
C. System Function for LTI Systems Described by Linear Constant-Coefficient Difference
Equations:
!n Sec. 2.9 we considered a discrete-time LTI system for which input x[n] and output
y[n] satisfy the general linear constant-coefficient difference equation of the form
CHAP. 41 THE z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS 177
Applying the z-transform and using the time-shift property (4.18) and the linearity
property (4.17) of the z-transform, we obtain
or
Thus,
Hence, H ( z ) is always rational. Note that the ROC of H ( z ) is not specified by Eq. (4.44)
but must be inferred with additional requirements on the system such as the causality or
the stability.
D. Systems Interconnection:
For two LTI systems (with h,[n] and h2[n], respectively) in cascade, the overall
impulse response h[n] is given by
h[nl = h , [ n l * h 2 b l (4.45)
Thus, the corresponding system functions are related by the product
Similarly, the impulse response of a parallel combination of two LTI systems is given
by
+I =h,[nl +h*lnl (4.47)
and
4.7 THE UNILATERAL Z-TRANSFORM
A. Definition:
The unilateral (or one-sided) z-transform X,(z) of a sequence x[n] is defined as [Eq.
(4.511
X,(z) = zm
n-0
x[n]z-" (4.49)
and differs from the bilateral transform in that the summation is carried over only n 2 0.
Thus, the unilateral z-transform of x[n] can be thought of as the bilateral transform of
x[n]u[n]. Since x[n]u[n] is a right-sided sequence, the ROC of X,(z) is always outside a
circle in the z-plane.
178 THE 2-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS [CHAP. 4
B. Basic Properties:
Most of the properties of the unilateral z-transform are the same as for the bilateral
z-transform. The unilateral z-transform is useful for calculating the response of a causal
system to a causal input when the system is described by a linear constant-coefficient
difference equation with nonzero initial conditions. The basic property of the unilateral
z-transform that is useful in this application is the following time-shifting property which is
different from that of the bilateral transform.
Time-Shifting Property:
If x[n] t,X,( z ), then for m 2 0,
x[n - m ] - Z - ~ X , ( Z ) +z-"+'x[-11 +z-"+~x[-~+
] - +x[-m]
x [ n + m] t,zmX,(z) -zmx[O] - z m - ' x [ l ] - . . - - ~ [ m- 11
The proofs of Eqs. (4.50) and (4.51) are given in Prob. 4.36.
D. System Function:
Similar to the case of the continuous-time LTI system, with the unilateral z-transform,
the system function H(z) = Y(z)/X(z) is defined under the condition that the system is
relaxed, that is, all initial conditions are zero.
Solved Problems
THE Z-TRANSFORM
4.1. Find the z-transform of
(a) From Eq. ( 4 . 3 )
By Eq. (1.91)
1
( a - ~ z=
)~ if la-'zl< 1 or lz( < la1
n =O I - a-'z