Digital Signal Processing
Chapter 3
The z-Transform
Wasif Latif
z-transform
▪ Introduction
▪ Definition
▪ Region of convergence
▪ z-transform properties
▪ Rational z-transform and its implication on ROC
▪ Examples
2
Limitation of the DTFT
Closed Form Solution
▪ h[n] can only be easily computed for 0 < α < 1,
because the summation has a closed-form solution
4
Z-Transform
▪ We would like to be able to use the same frequency-
domain methods to analyze the system defined by
LCCDEs regardless of our particular choice of
parameter α
▪ The solution to this problem is to modify the Fourier
transform by providing an additional degree of
freedom to handle cases of divergent sequences
▪ The result is the z-transform
Z-Transform
6
Laplace Transform
z-transform
8
The z-Transform
▪ We can always write zn = rnejωn (polar coordinates)
▪ The eigenfunction ejωn, used in the DTFT, is just a
particular case (r = 1) of the eigenfunction used in
the z-transform
▪ The factor rn helps the z-transform sum converge to
a broader class of signals
9
Few Terms
▪ z-Plane: Since z is just a complex number, every
value of z can be placed on the complex plane,
which we call the z-plane
▪ ROC: A contiguous locus of values of z for which H(z)
exists is called the region of convergence (ROC) of
H(z).
▪ Zeros: The values of z in the finite z-plane for which
H(z) = 0 are called the zeros of H(z).
▪ Poles: The values of z in the finite z-plane for which
H(z) → ∞ are called the poles of H(z).
▪ The poles and zeros are collectively termed the
singularities of H(z).
▪ These singularities of H(z) can be indicated graphically on
the z-plane as a pole-zero plot, denoting the poles with an
x and zeros with an o
10
10
ROC – Region of Convergence
▪ The z-transform has a region of convergence
(ROC), which is the value of z for which the
infinite sum in the direct transform is finite
▪ Without the ROC, the z-transform is an
ambiguous representation of a signal
11
11
Laplace Transform vs. z-Transform
x(t) Analog y(t) x[n] Digital y[n]
LTI
e st
H ( s )e st zn LTI
H ( z) z n
H ( s) = h(t )e dt
−
− st H ( z) = h[n]z
n = −
−n
s = j
⎯⎯⎯ → H ( j), (−, ) z = e j
⎯⎯⎯→ H (e j ), (− , )
s-plane z-plane
Stable ⇒ RoC includes j-axis Stable ⇒ RoC includes unit circle
Causal ⇒ RoC rightward Causal ⇒ RoC outward
12
12
z-trasform and DTFT
Background-Definition
j
- Fourier transform X (e ) = x[n]e
n = −
− jn
extracts the essence of x[n]
but is limited in the sense that it can handle stable systems only.
X (e j ) converges if | x[n] |
i.e., stable system → Fourier Transform converges
- So, we want to extend it such that it can be used as a tool to
analyze digital systems in general.
13
13
z-trasform and DTFT
14
14
z-trasform and DTFT - II
15
15
For what will we use the z-transform?
1. Representing LTI systems
2. Determining the stability of LTI systems
3. Solving difference equations
16
16
Exponential weighting
17
17
Examples: Finite Duration Signals
18
18
Right Sided Sequence of Infinite Duration
The ROC is shown by green coloured area
19
19
Monotonic Right-Sided Sequences
The ROC is shown by blue coloured area
20
20
Alternating Right-Sided Sequences
The ROC is shown by blue coloured area
21
21
Right-Sided Sequence with Multiple Poles
XA[n] = (1/2)nu[n] + 2.2nu[n]
22
22
Left Sided Sequence of Infinite Duration
The ROC is shown by green
coloured area
23
23
Monotonic Left-Sided Sequences
The ROC is shown by blue coloured area
24
24
Alternating Left-Sided Sequences
The ROC is shown by blue coloured area
25
25
Left-Sided Sequence with Multiple Poles
XB[n] = (-1/2)nu[-n-1] – 2.2nu[-n-1]
26
26
Double-Sided Convergent Sequence
Two-sided sequence
1 1
x[n] = (− ) n u[n] − ( ) n u[−n − 1]
3 2
−1
1 1
X ( z ) = (− ) n z −n − ( ) n z −n
n =0 3 n = − 2
1 1
= −
1 −1 1 −1
1+ z 1− z
3 2
1 1
z , z 1/3 1/2
3 2
27
27
Double-Sided Convergent Sequence
XC[n] = (1/2)nu[n] - 2.2nu[-n-1]
28
28
Double-Sided Non-Convergent Sequence
XD[n] = (2)nu[n] - 2.(1/2)nu[-n-1]
29
29
Properties of Region of Convergence
1. In general, 0 ≤ rR < ROC < rL ≤ ∞
2. ROC is always a ring
3. X(ejw) absolutely converges if ROC includes Unit Circle
4. A causal and stable LTI system has all poles inside the unit circle.
5. ROC cannot contain a pole
6. FIR sequence → entire z plane, may be except for 0 or ∞
7. Right-sided sequence → outward of the outermost pole to ∞,
8. Left-sided sequence → inward from the innermost pole to 0
9. Two-sided sequence → a ring in between two adjacent rings
10. ROC is a connected region
30
30
Properties of ROC
31
31
Example: ROC
32
32
Example: ROC
33
33
Example: Sum of Two Exponential Sequences
34
34
Example: Sum of Two Causal Exponential Sequences
+ =
35
35
Ex: ROC
36
36
Causal System
37
37
Stability, Causality – Illustration - 1
1
x[ n] = ( ) n u[ n]
2
① Causal
② Stable
1
X ( z ) = ( ) n z −n =
1
1
n =0 2 1 − z −1
2
1
RoC : z
2 1
1 1
2 1
2
① Outward
② UC RoC
38
38
Stability, Causality – Illustration - 2
1
x[n] = −( ) n u[−n − 1]
2
① Anti Causal
② Unstable
−1
1 1
X ( z) = − ( 2) n
z −n =
1 −1
n = −
1− z
2
1
RoC : z
1
1
2
2 2
① Inward
② UC RoC 39
39
Stability, Causality – Illustration - 3
x[ n] = ( 2) n u[ n]
① Causal
② Unstable
1
X ( z ) = 2n z −n =
n =0 1 − 2 z −1
RoC : z 2
1 2
1 2
① Outward
② UC RoC
40
40
Stability, Causality – Illustration - 4
x[ n] = −2 n u[ − n − 1]
① Anti Causal
② Stable
−1
1
X ( z) = − 2 z
n = −
n −n
=
1 − 2 z −1
RoC : z 2
1 2
① Inward
② UC RoC
Stable
41
41
ROC of Finite Length Sequence
42
42
Complex Poles and Zeros
h[n] = αn cos ωon u[n]
43
43
2nd Order System at a Fixed Value of ω0=π/4
44
44
2nd Order System at a Fixed Value of α=0.75
45
45
ROC
46
46
DTFT from z-transform
47
47
Common z-Transform Pairs
48
48
Properties of the z-transform
49
49
z-Trasform Properties
50
50
Example: Linearity
51
51
z-Trasform Properties
𝛧
𝑑𝑒𝑙𝑎𝑦: 𝑥[𝑛 − 𝑛𝑑 ] ՞ 𝑧 −𝑛𝑑 𝑋(𝑧)
52
52
z-Trasform Properties
53
53
Ex: Exp Multiplication
54
54
Ex: z-Trasform Properties
55
55
z-Trasform Properties
56
56
Proof: Convolution
57
57
Ex: Convolution
58
58
Ex: Convolution
59
59
Ex: Convolution (c)
60
60
Applications of Convolution
The convolution property of z-transforms allows us to
solve three basic problems of linear systems:
1. Filtering: If you know x[n] and h[n], you can obtain
y[n] by multiplication of the transforms,
Y(z) = X(z)H(z),
from which y[n] = Z-1{Y(z)}
1. System identification: If you know x[n] and y[n], you
can obtain h[n] by division of transforms,
H(z) = Y(z)/X(z) ,
from which h[n] = Z-1{H(z)}
3. Deconvolution: If you know y[n] and h[n], you can
obtain x[n] by division of transforms,
X(z) = Y(z)/H(z) ,
from which x[n] = Z-1{X(z)}. 61
61
Linear Constant-Coefficient Difference Equation
▪ Many practical problems appear in the form of
difference equations
▪ This difference equation defines an LTI system only if:
▪ All coefficients ak, bk are constant
▪ The initial conditions (or rest conditions) are zero
y[−N] = y[−N + 1] = . . . = y[−1] = 0
▪ Applying the linearity and time-shift properties of the
z-transform:
62
62
Rational z-transform
63
63
Example: First-Order system
▪ First-order system: y[n] − ay[n − 1] = x[n]
▪ Calculating the z-transform:
Y (z) − aY(z)z−1 = X(z)
Y (z)(1 − az−1) = X(z)
𝑌(𝑧) 1
𝐻(𝑧) = =
𝑋(𝑧) 1 − 𝑎𝑧 −1
▪ This corresponds to the exponential: h[n] = anu[n].
▪ Questions: Why the causal exponential? For what values of a is this
system stable?
▪ This system is autoregressive i.e., the present output depends
on previous outputs
▪ Autoregressive systems have infinite impulse response (IIR)
▪ Systems with rational z-transforms with non-zero poles are IIR
64
64
Example: First-Order system (contd.)
65
65
Example
66
66
Example: Moving Average System
▪ This system has impulse response
h[n] = 1/M(δ[n] + δ[n − 1] + . . . + δ[n − M + 1])
▪ The impulse response only depends on a finite number of
previous inputs. Hence, this system has a finite impulse
response (FIR)
67
67
Example: Moving Average System (contd.)
68
68
Example: Output of a Moving Average Filter
▪ Suppose the input signal frequency is ω0 = 0.2π
69
69
Example: Output of a Moving Average Filter
▪ Suppose the input signal frequency is ω0 = 0.5π
70
70
Poles and Zeros
71
71
Ex: Poles and Zeros
72
72
Poles and Zeros – In MATLAB
a=[1 -0.8741 0.9217 -0.2672];
b=[0.1866 0.2036 0.2036 0.1866];
zplane(b, a); % plots the zeros Z and poles P using row vectors of
b and a of the transfer function
[z, p, k] = tf2zp(b, a); % Transfer function to zero-pole
conversion
zplane(z, p); grid; % plots zeros and poles using column vectors of
z and p
polezero
73
73
Poles and Zeros – In MATLAB
▪ Given the transfer function, find pole and residue form
0.1866 + 0.2036𝑧 −1 + 0.2036𝑧 −2 + 0.1866𝑧 −3
𝐻 𝑧 =
1 − 0.8741𝑧 −1 + 0.9217𝑧 −2 − 0.2672𝑧 −3
a=[1 -0.8741 0.9217 -0.2672];
b=[0.1866 0.2036 0.2036 0.1866];
[r,p,k]=residuez(b,a)
r_mag = abs(r); r_phi = angle(r);
p_mag = abs(p); p_phi = angle(p);
▪ So
0.16𝑒 −𝑗3.09 𝑧 −1 0.16𝑒 𝑗3.09 𝑧 −1 1.20
𝐻 𝑧 = −0.70 + + +
1 − 0.86𝑒 𝑗1.27 𝑧 −1 1 − 0.86𝑒 −𝑗1.27 𝑧 −1 1 − 0.36𝑧 −1
poleresiduez
74
74