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Digital Signal Processing Chap 3. The -Transform Chang-Su Kim
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Page 1: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Digital Signal Processing

Chap 3. The 𝑧-Transform

Chang-Su Kim

Page 2: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Definitions

Page 3: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

𝑧-Transform

• 𝑧-Transform

𝑋 𝑧 =

𝑛=−∞

𝑥 𝑛 𝑧−𝑛

• Ex) 𝑥 𝑛 = 𝛿 𝑛 + 1 + 2𝛿 𝑛 − 3𝛿 𝑛 − 2

⇒ 𝑋(𝑧) = 𝑧 + 2 − 3𝑧−2

• 𝑧-Transform is simply an alternative representation of a signal– The coefficient of 𝑧−𝑛 is the signal value 𝑥[𝑛]

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𝑧-Transform

• Ex) 𝑧-transform pair

1

1 1 1[ ] ,

12 21

2

z

nu n z

z

ROC (region of convergence)

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𝑧-Transform is an extension of DTFT

• 𝑧-Transform

𝑋 𝑧 =

𝑛=−∞

𝑥 𝑛 𝑧−𝑛

• DTFT

𝑋 𝑒𝑗𝜔 =

𝑛=−∞

𝑥 𝑛 𝑒−𝑗𝜔𝑛

• 𝑧-Transform vs. DTFT

– DTFT of 𝑥 𝑛 = 𝑋 𝑧 𝑧=𝑒𝑗𝜔

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z-Transform and DTFT

𝑋 𝑧 =

𝑛=−∞

𝑥 𝑛 𝑧−𝑛

• If 𝑧 = 𝑟𝑒𝑗𝜔

𝑋 𝑧 =

𝑛=−∞

(𝑥 𝑛 𝑟−𝑛)𝑒−𝑗𝜔𝑛

which is DTFT of 𝑥 𝑛 𝑟−𝑛.

• Convergence of DTFT– Is 𝑥[𝑛] absolutely summable?

• Convergence of z-Transform– Is 𝑥 𝑛 𝑟−𝑛 absolutely summable?

– Therefore, the region of convergence will be a ring shape.

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Why do we need the extension?

• Consider the DTFT pair

What happens if |a| ≥ 1?

• 𝑧-Transform pair

• 𝑧-Transform can be applied to a broader class of signals than DTFT– It is useful in studying a broader class of systems

– It is used to analyze the causality and stability of a system

1[ ] 1

1

Fn

jwa u n a

ae

1

1[ ] ,

1

zna u n z aaz

ROC (region of convergence)

Page 8: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

ROC should be specified

1

1

1[ ] ,

1

1[ 1] ,

1

zn

zn

a u n z aaz

a u n z aaz

Page 9: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

ROC should be specified

Ex)

32

1 13 2

1 1[ ] 7( ) [ ] 6( ) [ ]

3 2

( ) 1( ) ,

( )( ) 2

n nx n u n u n

z zX z z

z z

x x

z=1/2

z=1/3

|z|=1

z=3/2

Im(z)

Re(z)

-planez

There are other sequences, which generate the same 𝑋(𝑧) but with different ROC’s

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ROC should be specified

Ex)32

1 13 2

[ ] ?

( ) 1 1( ) , <

( )( ) 3 2

x n

z zX z z

z z

x x

z=1/2

z=1/3

|z|=1

z=3/2

Im(z)

Re(z)

-planez

Page 11: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

ROC should be specified

Ex)32

1 13 2

[ ] ?

( ) 1( ) ,

( )( ) 3

x n

z zX z z

z z

x x

z=1/2

z=1/3

|z|=1

z=3/2

Im(z)

Re(z)

-planez

Page 12: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Another Example

• 𝑥 𝑛 = 𝑎𝑛, 0 ≤ 𝑛 ≤ 𝑁 − 1,0, otherwise.

Pole–zero plot when 𝑁 = 16 and 𝑎 is real such that

0 < 𝑎 < 1. The ROC in this example consists of all

values of 𝑧 except 𝑧 = 0.

Page 13: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Common 𝑧-Transform Pairs

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Properties on ROC

• ROC of 𝑋(𝑧) consists of a single ring in the 𝑧-plane

centered at the origin

– Proof: Skipped. Refer to any textbook on complex analysis.

• ROC does not contain any poles.

• 𝑥[𝑛] has the Fourier transform, if ROC includes the unit

circle

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Properties on ROC

• Suppose that 𝑋(𝑧) is rational.• 𝑥[𝑛] is a finite duration sequence

⇒ ROC is the entire 𝑧-plane

except possibly 𝑧 = 0 or 𝑧 = ∞.

• 𝑥[𝑛] is right-sided

⇒ ROC is the region in the 𝑧-plane

outside the outermost pole.

• 𝑥[𝑛] is left-sided

⇒ ROC is the region inside the

innermost nonzero pole.

• 𝑥[𝑛] is two-sided

⇒ ROC is a ring, bounded on the

interior and the exterior by poles.

• ROC is a connected region

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Some signals don’t have 𝑧-transforms

• 𝑥 𝑛 =1

2𝑛𝑢 𝑛 − −

1

3

𝑛𝑢[−𝑛 − 1].

Page 17: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Analysis of LTI Systems in 𝑧-Domain

• Causality

– ROC of the system function is

the exterior of a circle

• Stability

– ROC contains the unit circle

• A causal system is stable if all

poles are inside the unit circle

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Inverse 𝒛-Transforms

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Inverse 𝑧-Transform

𝑥 𝑛 =1

2𝜋𝑗 𝐶

𝑋 𝑧 𝑧𝑛−1𝑑𝑧

– 𝐶 is any closed contour within the ROC of the 𝑧-transform

– Its proper evaluation requires some knowledge on complex

integral

• For example, you may refer to R. V. Churchill and J. W. Brown,

Complex Variables and Applications, McGraw-Hill

– We do not use this formula. Instead, we decompose 𝑋(𝑧) into a

number of terms, each of which can be inverse transformed

using tables or partial fractions

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Inverse 𝑧-Transform by Partial-Fraction Expansion

Ex 1) Determine the causal signal 𝑥[𝑛], whose 𝑧-transform is

1 2

1( )

1 1.5 0.5X z

z z

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Inverse 𝑧-Transform by Partial-Fraction Expansion

Ex 2) Determine the causal signal 𝑥[𝑛], whose 𝑧-transform is

1

1 2

1( )

1 0.5

zX z

z z

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Inverse 𝑧-Transform by Partial-Fraction Expansion

Ex 3) Determine the causal signal 𝑥[𝑛], whose 𝑧-transform is

1 1 2

1( )

(1 )(1 )X z

z z

Page 23: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Inverse 𝑧-Transform by Partial-Fraction Expansion

Ex 4) Determine the causal signal 𝑥[𝑛], whose 𝑧-transform is

𝑋(𝑧) =1+2𝑧−1+𝑧−2

1−3

2𝑧−1+

1

2𝑧−2

Page 24: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Inverse 𝑧-Transform by Power Series Expansion

Ex 5) Determine the signal 𝑥[𝑛], whose 𝑧-transform is

𝑋 𝑧 = log 1 + 𝑎𝑧−1 , 𝑧 > 𝑎 .

Page 25: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Properties

Page 26: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Properties of 𝑧-Transform

• Linearity

If 𝑥1[𝑛] ⟺ 𝑋1(𝑧), ROC=𝑅𝑥1𝑥2[𝑛] ⟺ 𝑋2(𝑧), ROC=𝑅𝑥2

Then

𝑎 𝑥1[𝑛] + 𝑏 𝑥2[𝑛] ⟺ 𝑎 𝑋1(𝑧) + 𝑏 𝑋2(𝑧),

ROC contains 𝑅𝑥1 ∩ 𝑅𝑥2

Ex) Determine the 𝑧-transforms of

cos(𝜔0𝑛)𝑢[𝑛] and sin(𝜔0𝑛)𝑢[𝑛]

Ex) Determine the 𝑧-transform of

𝑥 𝑛 = 𝑎𝑛 𝑢 𝑛 − 𝑢 𝑛 − 𝑁 .

Page 27: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Properties of 𝑧-Transform

• Time shifting

𝑥[𝑛 − 𝑘] ⟺ 𝑧−𝑘𝑋(𝑧),

– ROC=𝑅𝑥(except for the possible addition or deletion of 𝑧 = 0 or 𝑧 = ∞)

Ex) Determine the inverse 𝑧-transform of

𝑋 𝑧 =1

𝑧−1

4

, 𝑧 >1

4

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Properties of 𝑧-Transform

• Scaling in the 𝑧-domain

𝑎𝑛 𝑥[𝑛] ⟺ 𝑋(𝑧/𝑎), ROC= 𝑎 𝑅𝑥 .

Ex) Determine the 𝑧-transform of

𝑥 𝑛 = 𝑟𝑛 cos(𝜔0𝑛)𝑢[𝑛]

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Properties of 𝑧-Transform

• Differentiation in the 𝑧-domain

𝑛𝑥 𝑛 ⟺ −𝑧𝑑𝑋(𝑧)

𝑑𝑧, ROC=𝑅𝑥 .

Ex) Determine the 𝑧-transform of 𝑛𝑎𝑛𝑢[𝑛]

Ex) Determine the signal 𝑥[𝑛] corresponding to

𝑋(𝑧) = log(1 + 𝑎𝑧−1), 𝑧 > 𝑎

Page 30: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Properties of 𝑧-Transform

• Time reversal

𝑥 −𝑛 ⟺ 𝑋(1

𝑧), ROC=

1

𝑅𝑥.

Ex) Determine the 𝑧-transform of 𝑎−𝑛𝑢[−𝑛]

Page 31: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Properties of 𝑧-Transform

• Convolution becomes multiplication

𝑥1 𝑛 ∗ 𝑥2 𝑛 ⟺ 𝑋1 𝑧 𝑋2(𝑧),

ROC contains 𝑅𝑥1 ∩ 𝑅𝑥2

Ex) Compute the convolution of

𝑥1 𝑛 = 𝛿 𝑛 + 2𝛿 𝑛 − 1 + 𝛿[𝑛 − 2] and

𝑥2 𝑛 = 𝛿 𝑛 − 𝛿 𝑛 − 1 .

Page 32: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Properties of z-Transform

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𝒛-Transform and LTI Systems

Page 34: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

System Function

• A system function is the z-transform of an

impulse response

• If the system is given by CCDE

then

( )( ) [ ]

( )

n

n

Y zH z h n z

X z

0 0

[ ] [ ]N M

k k

k k

a y n k b x n k

1

0 1

1

0 1

( )M

M

N

N

b b z b zH z

a a z a z

Page 35: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Example

• ℎ 𝑛 = 𝑎𝑛𝑢 𝑛 and 𝑥 𝑛 = 𝐴𝑢 𝑛 .

Page 36: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Example

• 𝑦 𝑛 = 𝑎𝑦 𝑛 − 1 + 𝑥 𝑛 .

• We will see more applications of the z-transform in Chapter 5.

Page 37: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Analysis of LTI Systems in 𝑧-Domain

Ex) An LTI system is characterized by the system function

𝐻 𝑧 =1

1 − 0.5𝑧−1+

2

1 − 3𝑧−1.

Specify the ROC of 𝐻(𝑧) and determine ℎ[𝑛] for the

following conditions

a. The system is stable

b. The system is causal

Page 38: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Unilateral 𝒛-Transform

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Unilateral 𝑧-Transform and Its

Properties

𝒳 𝑧 =

𝑛=0

𝑥 𝑛 𝑧−𝑛

• 𝑦 𝑛 = 𝑥 𝑛 − 1⟺ 𝒴 𝑧 = 𝑥 −1 + 𝑧−1𝒳(𝑧)

• 𝑦 𝑛 = 𝑥 𝑛 − 2⟺ 𝒴 𝑧 = 𝑥 −2 + 𝑥 −1 𝑧−1 + 𝑧−2𝒳(𝑧)

• and so forth

Page 40: Digital Signal Processing Chap 3. The -Transformmcl.korea.ac.kr/.../uploads/2014/09/03_z_Transform.pdf · 2014-09-27 · • -Transform pair • -Transform can be applied to a broader

Example

𝑦 𝑛 − 𝑎𝑦 𝑛 − 1 = 𝑥 𝑛 and 𝑥 𝑛 = 𝑢 𝑛 .

• Note that CCDE describes an LTI system only if

we assume initial rest conditions.

• But, in this example, we assume 𝑦 −1 ≠ 0.

𝑦 𝑛 = 𝑦 −1 , 𝑛 = −1,

𝑦 −1 𝑎𝑛+1 +1

1 − 𝑎1 − 𝑎𝑛+1 , 𝑛 ≥ 0.

zero input response zero initial condition response


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