DIGITAL SIGNAL PROCESSING

LECTURE 5
Fall 2010
2K8-5th Semester
Tahir Muhammad
[email protected]
Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and
Buck, ©1999-2000 Prentice Hall Inc.
The Z-Transform
| Counterpart
p of the Laplace
p transform for discrete-time
signals
| Generalization of the Fourier Transform
Fourier Transform does not exist for all signals
| Definition: ∞
X (z ) = ∑ x[n] z
n = −∞
−n

| Compare to DTFT definition:

( ) = ∑ x[n] e
∞
jω − jωn
X e
n = −∞

| z is a complex variable that can be represented as z=r ejω

| Substituting zz=eejω will reduce the zz-transform
transform to DTFT

Lecture 5
The z-transform and the DTFT
| The z-transform is a function of the complex z variable
| Convenient to describe on the complex z-plane

| If we plot z=ejω for ω=0 to 2π we get the unit circle

Im ( )
X e jω

Unit Circle

r=1
ω 0
R
Re
2π 0 2π

Lecture 5
Convergence of the z-Transform
( ) = ∑ x[n ] e
∞
jω − jω n
| DTFT does not always converge
X e
n = −∞
Example: x[n] = anu[n] for |a|>1 does not have a DTFT

| Complex
C l variable
i bl z can be
b written
itt as r ejω so the
th z-
transform
( ) = ∑x[n] (re ) = ∑(x[n] r ) e
∞ ∞
jω − jω −n −n − jωn
X re
n=−∞ n=−∞

convert to the DTFT of x[n] multiplied with

exponential sequence r –n

| For certain choices of r the sum ∞

maybe made finite ∑ x[n] r

n = −∞
-n
<∞

Lecture 5
Region of Convergence (ROC)
| ROC: The set of values of z for which the z-transform converges
| The region of convergence is made of circles

• Example: z-transform converges for

Im
values of 0.5<r<2
ROC iis shown
h on the
th left
l ft
In this example the ROC includes the
unit circle, so DTFT exists
Re

Lecture 5
Region of Convergence (ROC)

• Example:
Doesn't converge for any r.
DTFT exists.
i t
xn[ ] = cos(ω o n )
It has finite energy.
DTFT converges in a mean square sense.

• Example:
sin ωc n
Doesn't converge
g for anyy r. x [n ] =
It doesn’t have even finite πn
energy.
But we define a useful DTFT
with impulse function.

Lecture 5
Example 1: Right-Sided Exponential
Sequence
Im
∑ (az )
∞ ∞
x[n] = a u[n]
n
⇒ X(z ) = ∑ a u[n]z
n −n
= −1 n

n = −∞ n=0

| For Convergence we require

∞ n
∑
n =0
az −1 <∞
a 1
o x Re
| Hence the ROC is defined as
n
az −1 < 1 ⇒ z > a

| Inside the ROC series converges to

• Region outside the circle of
∑ (az )
∞
1 z
X(z ) = −1 n
= = radius a is the ROC
n=0 1 − az −1 z − a
• Right-sided sequence ROCs
extend outside a circle

Lecture 5
Example 2: Left-Sided Exponential
Sequence

x[n] = − a u[− n − 1] n

X ( z ) = −∑n = −∞ a n u[− n − 1]z − n = − ∑n = −∞ a n z − n

∞ −1

∞
(
= −∑n =1 a −1 z )
n
(
= 1 − ∑n =0 a −1 z
∞
)
n

ROC :

∑n =0
∞ −1 n −1
a z < ∞ ⇒ a z <1⇒ z < a

X (z ) = 1 −
1 1 z
−1
= −1
=
1 − a z 1 − az z−a
Lecture 5
Example 3: Two-Sided Exponential
Sequence
1 −1
ROC : − z <1
n n 3
⎛ 1⎞ ⎛1⎞
x[n] = ⎜ − ⎟ u[n] - ⎜ ⎟ u[- n - 1] 1
⎝ 3⎠ ⎝2⎠ < z
3
0 ∞
⎛ 1 −1 ⎞ ⎛ 1 −1 ⎞
⎜− z − ⎜− z 1 −1
∞
⎛ 1 −1 ⎞
n
⎝ 3 ⎠ ⎝ 3 ⎠ 1 ROC : z >1
∑ ⎜
n =0 ⎝
− z
3 ⎠
⎟ =
1
=
1
2
1 + z −1 1 + z −1 1
3 3 > z
2
−∞ 0 Im
⎛ 1 −1 ⎞ ⎛ 1 −1 ⎞
n ⎜ z ⎟ − ⎜ z ⎟
−1
⎛ 1 −1 ⎞ ⎝ 2 ⎠ ⎝2 ⎠ = −1
∑ ⎜
n = −∞⎝ 2
z ⎟
⎠
=
1 1
1 − z −1 1 − z −1
2 2 1 1
−
3x 2
⎛ 1 ⎞ oo x
2z⎜ z − ⎟ 1
1 1 ⎝ 12 ⎠
X(z ) = + = 12
1 1 ⎛ 1 ⎞⎛ 1⎞
1 + z −1 1 − z −1 ⎜ z + ⎟⎜ z − ⎟
3 2 ⎝ 3 ⎠⎝ 2⎠

Lecture 5
 Example 4: Finite Length Sequence

x [n ] = a (u [n ] − u [n − N ])
n ⎧a n
x[n] = ⎨
0 ≤ n ≤ N −1
⎩0 otherwise

N −1 N −1
X ( z ) = ∑ a n z − n =∑ az ( )
−1 n
=
(
1 − az −1 ) N

n =0 n =0 1 − az −1
1 zN − aN
= ⋅
z N −1 z−a

ROC :
N −1

∑ az
n =0
−1 n
< ∞ ⇒ az −1 < ∞ ⇒ z ≠ 0

Lecture 5
Some common Z-transform pairs

SEQUENCE TRANSFORM ROC

δ [n ] 1 ALL z

u [n ] 1 z >1
1 − z −1
1
− u [− n − 1] z <1
1 − z −1
−m All z except 0 (if m > 0 )
δ [n − m ] z or ∞ (if m < 0 )

Lecture 5
Some common Z-transform pairs

a u[n]
1
n
←⎯→
Z
ROC : z > a
1 − az −1
a n u[− n − 1]
1
←⎯→
Z
ROC : z < a
1 − az −1
az −1
na n u[n] ←⎯→
Z
ROC : z > a
(1 − az ) −1 2

az −1
− na u[− n − 1] ←⎯→
n Z
ROC : z < a
(1 − az ) −1 2

[cos ω 0 n]u[n] ←⎯→

Z 1 − [cos ω 0 ]z −1
ROC : z >1
1 − [2 cos ω 0 ]z −1 + z − 2

Lecture 5
Some common Z-transform pairs

[sin
i ω 0 n]u[n] ←⎯→
Z [sin ω 0 ]z −1 ROC : z >1
1 − [2 cos ω 0 ]z −1 + z − 2

[r n
]
cos ω 0 n u[n] ←⎯→
Z 1 − [r cos ω 0 ]z −1
ROC : z >r
1 − [2r cos ω 0 ]z −1 + r 2 z − 2

[r n
]
sin ω 0 n u[n] ←⎯→
Z [r sin ω 0 ]z −1 ROC : z >r
1 − [2r cos ω 0 ]z −1 + r 2 z − 2

⎧a n 0 ≤ n ≤ N −1 1 − a N z −N
⎨ ←⎯→
Z
ROC : z >0
⎩0 otherwise 1 − az −1

Lecture 5
Properties of The ROC of Z-Transform
| The ROC is a ring or disk centered at the origin
| DTFT exists if and only if the ROC includes the unit circle
| The ROC cannot contain any poles
| The ROC for finite-length
g sequence
q is the entire z-plane
p
except possibly z=0 and z=∞
| The ROC for a right-handed sequence extends outward
from the outermost ppole p
possibly
y including g z= ∞
| The ROC for a left-handed sequence extends inward from
the innermost pole possibly including z=0
| The ROC of a two-sided sequence
q is a ringg bounded by y
poles
| The ROC must be a connected region
| A z-transform does not uniquely
q y determine a sequence
q
without specifying the ROC

Lecture 5
Stability, Causality, and the ROC
| Consider a system
y with impulse
p response
p h[n]
[ ]
| The z-transform H(z) and the pole-zero plot shown below
| Without any other information h[n] is not uniquely
d t
determined
i d
|z|>2 or |z|<½ or ½<|z|<2
| If system
y stable ROC must include unit-circle: ½<|z|<2
| |
| If system is causal must be right sided: |z|>2

Lecture 5
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
y Note that the ROC of combined sequence may be larger than either
ROC
y This would happen if some pole/zero cancellation occurs
y Example: n
x[n] = a u[n] - a u[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

Lecture 5
Z-Transform Properties: Time Shifting
x[n − no ] ←⎯
⎯Z
→ z −no X(z ) ROC = R x

| Here no is an integer
y If positive the sequence is shifted right
y If negative the sequence is shifted left

| The ROC can change

y The new term may
y add or remove p
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⎠

Lecture 5
Z-Transform Properties: Multiplication
by Exponential
zno x[n] ←⎯
⎯Z
→ X(z / zo ) ROC = zo R x

| 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
i a complexl number b with ith unit
it magnitude
it d it
rotates u[n] ←⎯
⎯→ Z1
ROC : z > 1
-1
1- z
| Example: We know the z z-transform
transform pair
x[n] = r n cos(ωon)u[n] =
1
2
( ) 1
( )
re jωo u[n] + re− jωo u[n]
n

2
n

| Let’s find the z-transform of

1/2 1/2
X(z ) = jωo −1
+ z >r
1 − re z 1 − re− jωo z −1
Lecture 5
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

| M ki g use off z-transform

Making t f properties
ti and
d ROC
nx[n] = a(− a) u[n − 1]
n −1

an
x[n] = (− 1) u[n − 1]
n −1

Lecture 5
Z-Transform Properties: Conjugation

x* [n] ←⎯
⎯Z
→ X * z* ( ) ROC = R x

∞
X (z ) = ∑ x [n ] z −n
n =−∞
∗
⎛ ∞ −n ⎞
∞
X ( z ) = ⎜ ∑ x [n ] z ⎟ = ∑ x ∗ [n ] z n
∗

⎝ n =−∞ ⎠ n =−∞
∞ ∞
( z ) = ∑ x [n ] ( z ) = ∑ x [n ] z { }
∗
X ∗ ∗ ∗ n ∗ −n
= Z x ∗ [n ]
n =−∞ n =−∞

Lecture 5
Z-Transform Properties: Time Reversal

1
x[− n] ←⎯
⎯Z
→ X(1 / z ) ROC =
Rx
| ROC is inverted
| Example: x[n] = a−nu[− n]

| Time reversed version of

1 - a-1z −1
X(z ) = = z < a−1
1 − az 1 - a-1z −1

Lecture 5
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:
p 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
p of Y(z)
( )
Y (z ) =
1 ⎛ 1
⎜ −
a ⎞
⎟ assume ROC : z > 1
−1 −1
y[n] =
1
1−a
(u[n] − a u[n]) n+1

1− a ⎝1− z 1 − az ⎠

Lecture 5