Digital Signal Processing

by
Dr. Rashmi Panda
Dept. of ECE

भारतीय सूचना प्रौद्योगिकी

संस्थान रााँची
INDIAN INSTITUTE OF INFORMATION TECHNOLOGY, RANCHI
(An Institute of National Importance under act of
Parliament)
Z-Transform
Z-Transform
• Z transform plays the same role in the analysis of discrete time signals and LTI system as the Laplace
transform does in the analysis of continuous time system.
• Simplifies the analysis as convolution of two discrete time signals is multiplication in Z domain.
• Z transform also characterizes LTI system and its response by plotting its Pole –zero locations
Im

The z-transform of sequence x(n) is defined by


X ( z )   x ( n) z n z = rej
r
n 

Let z = rej. Re

X (e )   x(n)r  n e  j n
j

n  
ROC in Z-Transform
• Give a sequence x(n), the set of values of z for which the z-transform
converges, i.e., |X(z)|<, is called the region of convergence.
 
| X ( z ) |  x ( n) z
n 
n
  | x(n) || z | n  
n 
 x(n)
Example xx((nn)) nn
a uu((nn))
a ... n
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10

z
For convergence of X(z), we XX( z( )z ) z , , | z| z||
| a| a| |
Which
 z z aa Whichone
oneisisstable?
stable?
X ( z )   a nu (n)z  n require that
 Im
 | az
n  1

1
| | az | 1
 a n z  n n 0 1
n 0 | z || a | a a

Re
 (az  1 ) n
Im

n 0 1 z
X ( z )  (az  1 ) n  1
 | z || a |
n 0 1  az z  a

1
a a
Re
Example
x(n)
nn
xx((nn))
a uu((nn))
a . . . n
-8 -7 -6 -5 -4-3 -2 -1 1 2 3 4 5 6 7 8 9 10

z
For convergence of X(z), we XX( z( )z ) z , , | z| z||
| a| a| |
Which
 z z aa Whichone
oneisisstable?
stable?
X ( z )   a nu (n)z  n require that
 Im
 | az
n  1

1
| | az | 1
 a n z  n n 0 1
n 0 | z || a | a a

Re
 (az  1 ) n
Im

n 0 1 z
X ( z )  (az  1 ) n  1
 | z || a |
n 0 1  az z  a

1
a a
Re
Stable System wrt Z transform
• A stable system requires that its Fourier transform is uniformly convergent.

Im  Fact: Fourier transform is to evaluate z-transform

on a unit circle.
1
 A stable system requires the ROC of z-transform
Re to include the unit circle.
 Example 2
nn
xx((nn))
 aa uu(( nn 11))

X ( z )   a nu ( n  1)z  n For convergence of X(z), z
XX( (zz) ) z , , | |zz||| a| a| | Which
Whichone
oneisisstable?
stable?
zz aa
n 
we require that
1

  an z n
n   z|
| a 1
| a  1 z | 1

n 0
  a  n z n | z || a |
n 1

1 z
 (a  1 z ) n 1 

X ( z ) 1  
1  a
n 0
n
z n
n 0 1  a  1z z  a

| z || a |
Represent z-transform as a Rational
Function
P( z )
X ( z)  where P(z) and Q(z) are polynomials in z.
Q( z )
Zeros: The values of z’s such that X(z) = 0
Poles: The values of z’s such that X(z) = 

z z
x(n) a n u (n) X ( z)  , | z || a | n
x(n)  a u ( n  1) X ( z)  , | z || a |
z a z a

ROC is bounded by the pole and is the ROC is bounded by the pole and is the
exterior of a circle. interior of a circle.
Example 3
x(n) ( 12 ) n u (n)  ( 13 ) n u (n)
z z 2 z ( z  121 )
X ( z)   
z 2 z3
1 1
( z  12 )( z  13 )

ROC is bounded by poles and is the

exterior of a circle.

ROC does not include any pole.

Example 4
x(n) ( 13 ) n u (n)  ( 12 ) n u ( n  1)
z z 2 z ( z  121 )
X ( z)   
z3 z
1 1
2 ( z  13 )( z  12 )

ROC is bounded by poles and is a ring.

ROC does not include any pole.
Example 5
x(n) a n , 0 n  N  1
N1 N1
1  (az  1 ) N 1 zN  aN
X ( z )  a z n n
 (az ) 1 n
  N1
n 0 n 0 1  az  1 z z a
Im
N-1 zeros
ROC: 0 < z < 
N-1 poles ROC does not include any pole.
Re
Properties of ROC
• A ring or disk in the z-plane centered at the origin.
• The Fourier Transform of x(n) is converge absolutely iff the ROC includes the unit circle.
• The ROC cannot include any poles
• Finite Duration Sequences: The ROC is the entire z-plane except possibly z=0 or z=.
• Right sided sequences: The ROC extends outward from the outermost finite pole in X(z) to z=.
• Left sided sequences: The ROC extends inward from the innermost nonzero pole in X(z) to z=0.
More on Rational z-
Transform

Consider the rational z-transform

with the pole pattern:
Im

Find
Find the
the possible
possible a b c
ROC’s
ROC’s Re
More on Rational z-
Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 1: A right sided Sequence.

a b c
Re
More on Rational z-
Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 2: A left sided Sequence.

a b c
Re
More on Rational z-
Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 3: A two sided Sequence.

a b c
Re
More on Rational z-
Transform

Consider the rational z-transform

with the pole pattern:
Im
Case 4: Another two sided Sequence.

a b c
Re
Z-Transform Pairs
Sequence z-Transform ROC
(n) 1 All z
All z except 0 (if m>0)
( n  m ) z m
or  (if m<0)
1
u (n) | z | 1
1 z1
1
 u ( n  1) | z | 1
1 z1

1
n
a u (n) | z || a |
1  az  1
1
n
 a u ( n  1) | z || a |
1  az  1
Z-Transform Pairs
Sequence z-Transform ROC
1  [cos 0 ]z  1
[cos 0 n]u (n) | z | 1
1  [2 cos 0 ]z  1  z  2

[sin 0 ]z  1
[sin 0 n]u (n) | z | 1
1  [2 cos 0 ]z  1  z  2

1  [r cos 0 ]z  1
[r n cos 0 n]u (n) | z | r
1  [2r cos 0 ]z  1  r 2 z  2

[r sin 0 ]z  1
[r n sin 0 n]u (n) | z | r
1  [2r cos 0 ]z  1  r 2 z  2

a n 0 n  N  1 1 aN z N
 | z | 0
0 otherwise 1  az  1
Signal Type ROC
Finite-Duration Signals
Causal Entire z-plane
Except z = 0

Anticausal Entire z-plane

Except z = infinity
Two-sided Entire z-plane
Except z = 0
And z = infinity
Infinite-Duration Signals
Causal
|z| > r2
Anticausal
|z| < r1
Two-sided

r2 < |z| < r1

 Some Common z-Transform Pairs
Sequence Transform ROC
1. d[n] 1 all z
2. u[n] z/(z-1) |z|>1
3. -u[-n-1] z/(z-1) |z|<1
4. d[n-m] z-m all z except 0 if m>0 or ฅ if m<0
5. anu[n] z/(z-a) |z|>|a|
6. -anu[-n-1] z/(z-a) |z|<|a|
7. nanu[n] az/(z-a)2 |z|>|a|
8. -nanu[-n-1] az/(z-a)2 |z|<|a|
9. [cosw0n]u[n] (z2-[cosw0]z)/(z2-[2cosw0]z+1) |z|>1
10. [sinw0n]u[n] [sinw0]z)/(z2-[2cosw0]z+1) |z|>1
11. [rncosw0n]u[n] (z2-[rcosw0]z)/(z2-[2rcosw0]z+r2) |z|>r
12. [rnsinw0n]u[n] [rsinw0]z)/(z2-[2rcosw0]z+r2) |z|>r
13. anu[n] - anu[n-N] (zN-aN)/zN-1(z-a) |z|>0
Inverse Z-Transform
Inverse Z-Transform by Partial Fraction Expansion

• Assume that a given z-transform can be expressed as

M

b z k
k
M N N
Ak s
Cm
X z   k 0 Xz    Br z  r    
N r 0 k 1, k i 1  dk z
1

m 1 1  d z
1

m

a z
k 0
k
k i

• Apply partial fractional expansion

• First term exist only if M>N
• Br is obtained by long division
• Second term represents all first order poles
• Third term represents higher order (S) poles
• There will be a similar term for every high-order pole
• Each term can be inverse transformed by inspection
Partial Fractional Expression
M N N
Ak s
Cm
Xz    Br z r
   
r 0 k 1, k i 1  dk z
1

m 1 1  d z
i
1

m

• Coefficients are given as


Ak  1  dk z  1 Xz z d  k

Cm 
s 
1
m!  di 
s m
 ds  m

dw s m
 1 
1  diw X w 
s
 
 w di 1

• Easier to understand with examples

Example: 2nd Order Z-Transform
1 1
X z   ROC : z 
 1  1  1  1  2
 1  z  1  z 
 4  2 

A1 A2
Xz   
 1 1  1 1
1  z  1  z 
 4   2 

• Order of nominator is smaller than denominator (in terms of z-1)

• No higher order pole

 1 1 1
A1   1  z  Xz    1
 4  1  1 1
1

z
4 1    
 2  4 
 
 1 1 1
A2   1  z  Xz   2
 2  1  1  1
1

z
2 1    
 4  2 
 
Example Continued

 1 2 1
Xz    z 
 1 1  1 1 2
1  z  1  z 
 4   2 

• ROC extends to infinity

• Indicates right sided sequence
n n
 1  1
xn  2  un -   un
 2  4
Example #2

Xz  
1  2z  1  z  2

1  z 1 
2

z 1
3 1 1
2 2 2

1  z  1  z  2  1  z  1  1  z  1 
 

 1  5z  1
• Long division to obtain Bo Xz   2 
1 1
1 2 3 1
2 
1  z  1  z
2

1

2
z  z  1 z  2z
1
1  
2 2
z  2  3z  1  2 A1 A2
Xz   2  
1  1 1  z 1
5z  1  1 1 z
2

 1 
A1   1  z  1  Xz 
 2  1
 9  
A 2  1  z  1 Xz 
z 1
8
z
2
Example #2 Continued
9 8
Xz   2   z 1
1  1 1  z 1
1 z
2

• ROC extends to infinity

• Indicates right-sides sequence

n
 1
xn  2n  9  un - 8un
 2
An Example – Complete Solution
3z2  14z14 c1 c
U(z) 2 U(z)c 0   2
z  6z 8 z 2 z 4

3z2  14z14
c 0 limU(z)lim 3
z  z  z2  6z 8

3z2  14z 14 3 22  142  14

U2(z)(z  2) 2 c 1 U2(2) 1
z  6z 8 2- 4
2
3z  14z 14

z- 4
3 42  144 14
2
3z  14z 14 c 2 U4(4) 3
U4(z)(z  4) 2 4- 2
z  6z 8
2
3z  14z 14

z- 2

1 3 3, k 0
U(z)3   u(k) k 1 k 1
z 2 z 4 2  3 4 , k  0
 Inverse Z-Transform by Power Series Expansion


• The z-transform is power series Xz    xn z
n 
n

• In expanded form X z    x 2 z 2  x 1 z1  x0  x1 z  1  x2 z  2  

• Z-transforms of this form can generally be inversed easily

• Especially useful for finite-length series
• Example
1  1 n  2

2 
 
Xz   z  1  z  1  1  z  1 1  z  1   1
 2   2 n   1

1 1 xn    1 n  0
 z2  z  1  z  1  1
2 2 n 1
 2
1 1
xn  n  2  n  1  n  n  1  0
 n 2
2 2
Z-Transform Properties
Linearity
Z[ x(n)]  X ( z ), z  Rx
Z[ y (n)] Y ( z ), z  Ry

Z[ax(n)  by (n)] aX ( z )  bY ( z ), z  Rx  R y

Overlay of
the above two
ROC’s
Z-Transform Properties: Linearity

• Notation
xn  
Z
 Xz  ROC  R x

• Linearity
ax1 n  bx2 n  
Z
 aX1 z   bX2 z  ROC  R x1  R x2

• Note that the ROC of combined sequence may be larger than either ROC
• This would happen if some pole/zero cancellation occurs
• Example:
xn  a un - a un - N
n n

• Both sequences are right-sided

• Both sequences have a pole z=a
• Both have a ROC defined as |z|>|a|
• In the combined sequence the pole at z=a cancels with a zero at z=a
• The combined ROC is the entire z plane except z=0
Shift
Z[ x(n)]  X ( z ), z  Rx

n0
Z[ x(n  n0 )]  z X ( z ) z  Rx
Z-Transform Properties: Time Shifting

xn  no   
Z
 z  no Xz  ROC  R x
• Here no is an integer
• If positive the sequence is shifted right
• If negative the sequence is shifted left
• The ROC can change the new term may
• Add or remove poles at z=0 or z=
• Example
 
 1  1
Xz   z 
1
 z 
1
 1  z 1  4
 
 4 
n- 1
1
xn    un - 1
 4
Z-Transform Properties: Multiplication by
Exponential
zon xn Z  X z / zo  ROC  zo Rx
• ROC is scaled by |zo|
• All pole/zero locations are scaled
• If zo is a positive real number: z-plane shrinks or expands
• If zo is a complex number with unit magnitude it rotates
• Example: We know the z-transform pair

1
un  
Z
 ROC : z  1
1 - z- 1

xn  r n cosonun 
1
2
  1
 
re j o un  re  j o un
n

2
n

• Let’s find the z-transform of

1/ 2 1/ 2
Xz    z r
1  re j o z  1 1  re  j o z  1
Multiplication by an Exponential Sequence

Z[ x(n)]  X ( z ), Rx- | z | Rx 

n 1
Z[a x(n)]  X (a z ) z | a | Rx
Z-Transform Properties: Differentiation
dXz 
nxn  
Z
 z ROC  R x
dz
• Example: We want the inverse z-transform of


Xz  log 1  az 1  z  a
• Let’s differentiate to obtain rational expression

dXz   az 2 dXz  1 1

   z  az
dz 1  az 1 dz 1  az 1

• Making use of z-transform properties and ROC

nxn  a a un  1

n 1

an
xn   1 un  1
n 1

n
Differentiation of X(z)
Z[ x(n)]  X ( z ), z  Rx

dX ( z )
Z[nx(n)]  z z  Rx
dz
Z-Transform Properties: Conjugation
x* n  
Z
 X * z*   ROC  R x

• Example

Xz    xn z
n 
n


  n

X z     xn z    x n zn


 n   n 
 

X z     x n z   x n z
  n   n
 
 Z x  n
n  n 
Conjugation
Z[ x(n)]  X ( z ), z  Rx

Z[ x * (n)]  X * ( z*) z  Rx
Z-Transform Properties: Time Reversal
1
x n    X1 / z 
Z
ROC 
Rx
• ROC is inverted
• Example: xn  a nu n
anun

• Time reversed version of

1 - a-1 z  1
Xz    z  a 1
1  az 1 - a- 1z  1
Reversal
Z[ x(n)]  X ( z ), z  Rx

1
Z[ x( n)]  X ( z ) z  1 / Rx
Z-Transform Properties: Convolution
x1 n  x2 n  
Z
 X1 z X2 z  ROC : R x1  R x2
• Convolution in time domain is multiplication in z-domain
• Example:Let’s calculate the convolution of x1 n  anun and x2 n  un

1 1
X1 z   ROC : z  a X2 z   ROC : z  1
1  az 1
1  z 1

• Multiplications of z-transforms is
1
Y z   X1 z X2 z  
1  az 1  z 
1 1

• ROC: if |a|<1 ROC is |z|>1 if |a|>1 ROC is |z|>|a|

• Partial fractional expansion of Y(z)
1  1 1 
Y z    1
 1 
asume ROC : z  1
1  a1  z 1  az 
1
yn 
1 a

un  an1un 
Convolution of Sequences

x ( n) * y ( n)   x ( k ) y ( n  k )
k 


   n
Z[ x(n) * y (n)]     x(k ) y (n  k )  z
n   k  
   
  x(k )  y (n  k )z n
  x(k ) z  k  y ( n )z n

k  n  k  n 

 X ( z )Y ( z )
Convolution of Sequences
Z[ x(n)]  X ( z ), z  Rx
Z[ y (n)] Y ( z ), z  Ry

Z[ x(n) * y (n)]  X ( z )Y ( z ) z  Rx  R y
Real and Imaginary Parts
Z[ x(n)]  X ( z ), z  Rx

Re[ x(n)]  12 [ X ( z )  X * ( z*)] z  Rx

Im[ x(n)]  21j [ X ( z )  X * ( z*)] z  Rx
Initial Value Theorem

x(n) 0, for n  0

x(0) lim X ( z )
z 
System Function
Signal Characteristics from Z-
Transform
• If U(z) is a rational function, and

y(k)a1y(k  1) ...  a ny(k  n) b1u(k  1) ...  b mu(k  m)

• Then Y(z) is a rational function, too

n
zeros
N(z) 
(z  zi )
Y(z)  m
i1
D(z)
(z  p j)
j1
poles

• Poles are more important – determine key

characteristics of y(k)
Why are poles important?
Z domain
n

N(z) 
(z  zi ) m cj
Y(z)  m
i1
c 0  
D(z) j1 z  p j
 (z
j1
 p j )
poles

Z-1
Time domain
m
Y(k)c 0 uimpulse(k)  c j p kj-1
j1

component
s
Various pole values (1)
2.5
2.5
2

1.5
2
1

1.5 0.5

0
1
-0.5

p=1.1 p=-1.1
-1
0.5
-1.5

-2
0
-1 0 1 2 3 4 5 6 7 8 9
-2.5
-1 0 1 2 3 4 5 6 7 8 9

0.8
1
0.6

0.8 0.4

0.2

p=-1
0.6

p=1
0

-0.2
0.4
-0.4

0.2 -0.6

-0.8

0 -1
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9

1
1
0.8

0.6
0.8
0.4

0.6 0.2

p=0.9 p=-0.9
0.4 -0.2

-0.4
0.2
-0.6

-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
Various pole values (2)
1 1

0.9 0.8

0.8
0.6
0.7
0.4
0.6
0.2
0.5
0
0.4
-0.2
0.3

p=0.9 p=-0.9
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9

1 1

0.9 0.8

0.8 0.6

0.7 0.4

0.6 0.2

0.5

p=0.6 p=-0.6
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9

1 1

0.9 0.8

0.8 0.6

0.7
0.4
0.6
0.2
0.5

0.4

0.3
p=0.3 0

-0.2
p=-0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9
Conclusion for Real Poles
• If and only if all poles’ absolute values are smaller than 1, y(k)
converges to 0
• The smaller the poles are, the faster the corresponding component in
y(k) converges
• A negative pole’s corresponding component is oscillating, while a
positive pole’s corresponding component is monotonous
How fast does it converge?
• U(k)=ak, consider u(k)≈0 when the absolute value of u(k) is smaller
than or equal to 2% of u(0)’s absolute value

| a| k 0.02 1

kln| a| ln0.02 3.912 0.9

0.8
y(k)=0.7k
4
k 0.7
ln| a| 0.6

Rememb 0.5

0.4

er 0.3
a 0.7
This! 0.2
y(11)=0.0198

4 4
k  11 0.1

ln| 0.7|  0.36 0

0 2 4 6 8 10 12
When There Are Complex Poles …

b1z  1  ...  b m z  m
Y(z)  1 n
U(z)
1  a1z  ...  a n z
(az2  bz  c)...
 b  b 2  4ac
z
2a
If 2
az  bz  c a(z 
 b  b 2  4ac
)(z 
 b  b 2  4ac
)
b 2  4ac 0, 2a 2a

If b  4ac  0,
2 2
az  bz  c a(z 
 b  i 4ac  b 2
2a
)(z 
 b  i 4ac  b 2
2a
)

Or in polar coordinates,
az 2  bz  c a(z  r cos θ  irsin θ )(z  r cos θ  irsin θ )
 What If Poles Are Complex

• If Y(z)=N(z)/D(z), and coefficients of both D(z) and N(z) are all real numbers,
if p is a pole, then p’s complex conjugate must also be a pole
• Complex poles appear in pairs
l cj c c'
Y(z)c 0    
j1 z pj z  r cos θ  irsin θ z  r cos θ  irsin θ
l cj bzrsin θ  dz(z  r cos θ )
c 0   
j1 z pj z2  (2rcos θ )z  r2

Z-1
Time domain m
y(k)c 0 uimpulse(k)  c j p kj-1  brksinkθ  drkcoskθ
j1
An Example
Z-Domain: Complex Poles

1.5
Time-Domain:
Y(z) 2
z2  z Exponentially Modulated Sin/Cos
z  0.8z 0.64
1
kπ kπ
y(k)2 0.8k sin( )  0.8k cos( )
3 3
0.5

-0.5

-1
0 2 4 6 8 10 12 14 16 18 20
Poles Everywhere
 Observations

• Using poles to characterize a signal

• The smaller is |r|, the faster converges the signal
• |r| < 1, converge
• |r| > 1, does not converge, unbounded
• |r|=1?
• When the angle increase from 0 to pi, the frequency of oscillation increases
• Extremes – 0, does not oscillate, pi, oscillate at the maximum frequency
Change Angles
1

0.8 1

0.6 0.8

0.4 0.6
1
0.2 0.4
0.8
0 0.2
0.6
-0.2 0
0.4
-0.4 -0.2

0.2 -0.6 -0.4

0 -0.8 -0.6

-1 -0.8
-0.2 0 5 10 15
-1
-0.4 0 5 10 15

1
-0.6
0.8
-0.8
0.6
-1
0 5 10 15 0.4
1
0.2
0.8
0
0.6
-0.2

0.4 -0.4

0.2 -0.6

Im
-0.8
0
-1
-0.2 0 5 10 15

-0.4

-0.6

-0.8
1
-1
1 0 5 10 15 0.8

0.8 0.6

0.4
0.6
0.2
0.4
0
0.2
-0.2
0
-0.4
-0.2
-0.6
-0.4
-0.8
-0.6
-1
0 5 10 15
-0.8

-1
0 5 10 15

0.8 1

-0.9 Re
0.6 0.8

0.9
0.4 0.6

0.2 0.4

0 0.2

-0.2 0

-0.4 -0.2

-0.6 -0.4

-0.8 -0.6

-1 -0.8
0 5 10 15
-1
0 5 10 15
 Changing Absolute Value
1 1

0.8
0.8

1 0.6
0.6
0.4
0.4 0.8
0.2
0.2 0.6
0
0.4
0
-0.2 4
0.2
-0.2 -0.4

-0.4 0
-0.6

-0.6 -0.2 -0.8 3

-0.8 -0.4 -1
0 5 10 15
-0.6
-1
0 5 10 15 2
-0.8

-1
0 5 10 15

12
0

-1
1
10

Im
0.8

0.6

0.4
-2

0.2

-0.2 8 -3
0 2 4 6 8 10 12 14
-0.4

-0.6

-0.8

-1
0 5 10 15

Re 2

1 0

-2

-4

-6
0 2 4 6 8 10 12 14
Conclusion for Complex Poles
• A complex pole appears in pair with its complex conjugate
• The Z-1-transform generates a combination of exponentially
modulated sin and cos terms
• The exponential base is the absolute value of the complex pole
• The frequency of the sinusoid is the angle of the complex pole
(divided by 2π)
 Steady-State Analysis

• If a signal finally converges, what value does it converge to?

• When it does not converge
• Any |pj| is greater than 1
• Any |r| is greater than or equal to 1
• When it does converge
• If all |pj|’s and |r|’s are smaller than 1, it converges to 0
• If only one pj is 1, then the signal converges to cj
• If more than one real pole is 1, the signal does not converge … (e.g. the ramp signal)
-1
m
z
y(k)c 0 uimpulse(k)  c j p kj-1  br k sin k  dr k cos k (1 z 1)2
j1
An Example

2z z 3z
U(z)  
z  1 z  0.5 z  0.9
u(k)2  0.5k  3 ( 0.9)k
6

4 converge to 2
3

-1
0 10 20 30 40 50 60
Final Value Theorem
• Enable us to decide whether a system has a steady state error (yss-rss)
Final Value Theorem

Theorem: If all of the poles of (1  z )Y ( z ) lie within the unit circle, then
k Q  y (k )  z lim1 ( z  1)Y ( z )
lim

-0.05

-0.1

-0.15
 0.11z  0.11z

y(k)
Y ( z)  2  -0.2
z  1.6 z  0.6 ( z  1)( z  0.6) -0.25
 0.11z -0.3
( z  1)Y ( z ) |z 1  |z 1  0.275
z  0.6 -0.35
0 5 10 15
k

If any pole of (1-z)Y(z) lies out of or ON the

unit circle, y(k) does not converge!
What Can We Infer from TF?
• Almost everything we want to know
• Stability
• Steady-State
• Transients
• Settling time
• Overshoot
•…
Shift-Invariant System

x(n) y(n)=x(n)*h(n)
h(n)
h(n)

X(z) H(z) Y(z)=X(z)H(z)

Shift-Invariant System

X(z) Y(z)
H(z)
H(z)
YY((zz))
H((zz)) 
H 
XX ((zz))
Nth-Order Difference Equation

NN M
M

aa yy((nn kk))
kk
00
kk bb xx((nn rr))
rr
00
rr

N M
Y ( z ) ak z  k  X ( z ) br z  r
k 0 r 0

M
M NN
rr kk
H((zz)) 
H bbrrzz   aakkzz
rr
00 k 0
k 0
Representation in Factored Form

Contributes poles at 0 and zeros at cr

M
M
AA
 (  11
(1  crr z ))
1 c z
H ( z ) 
H ( z )  NN
rr
11


 r )(
kk
1
(
11
1  ddr z
z
11
)

Contributes zeros at 0 and poles at dr

Stable and Causal Systems

Causal Systems : ROC extends outward from the outermost pole.

Im
M
M
AA
 (  11
(1  crr z ))
1 c z
H ( z ) 
H ( z )  NN
rr
11
Re

 r )(
kk
1
(
11
1  ddr z
z
11
)
Stable and Causal Systems

Stable Systems : ROC includes the unit circle.

Im
M
M
AA
 (  11
(1  crr z ))
1 c z 1
H ( z ) 
H ( z )  NN
rr
11
Re

 r )(
kk
1
(
11
1  ddr z
z
11
)
Example
Consider the causal system characterized by
y (n) ay (n  1)  x(n) Im

11 1
H((zz)) 
H  11
11 az
az a Re

h(n) a n u (n)
Determination of Frequency Response from pole-
zero pattern
• A LTI system is completely characterized by its pole-
zero pattern.
Im
Example: p1
zz zz11 e j 0
HH((zz))

((zz pp11)()(zz pp22)) z1
Re
j
j0 0  z
j ee  z11 p2
HH((ee j00))
 jj00
((ee  pp11)()(eejj00  pp22))
Determination of Frequency Response from pole-
zero pattern

• A LTI system
jj is completely characterized by its pole-
|H(e
|H(e )|=?
)|=?
zero pattern.
jj

H(e
H(e )=?
)=?
Im
Example: p1
zz zz11 e j 0
HH((zz))

((zz pp11)()(zz pp22)) z1
Re
j
j0 0  z
j ee  z11 p2
HH((ee j00))
 jj00
((ee  pp11)()(eejj00  pp22))
Determination of Frequency Response from pole-
zero pattern

• A LTI system
jj is completely characterized by its pole-
|H(e
|H(e )|=?
)|=?
zero pattern. 
H(e
H(e )=?
jj
)=?
Im
Example: p1
| | 2
|H(e )| =
j e j 0
| || | z1
1 3 Re

H(ej) = 1(2+ 3 ) p2
Example
11 20

H((zz)) 
H  11
11 az
az 10

dB
0
Im
-10
0 2 4 6 8

a Re 0

-1

-2
0 2 4 6 8