The z Transform Relation to the Laplace Transform • The z transform is to DT signals and systems what the Laplace transform is to CT signals and systems 5/10/04 M. J. Roberts - All Rights Reserved 2 Definition The z transform can be viewed as a generalization of the DTFT or as natural result of exciting a discrete-time LTI system with its eigenfunction. The DTFT is defined by ∞ 1 F jΩn − jΩn x[n ] = X j Ω e d Ω ← → X j Ω = x n e ( ) ( ) [ ] ∑ 2π ∫2π n =−∞ If a strict analogy with the Laplace transform were made Ω would replace ω, Σ would replace σ, S would replace s, a summation would replace the integral and the z transform would be defined by X( S ) = ∞ ∑ n =−∞ 5/10/04 x[n ]e − Sn = ∞ ∑ n =−∞ x[n ]e − ( Σ + jΩ ) n = M. J. Roberts - All Rights Reserved ∞ ∑ (x[n]e )e − nΣ − jΩn n =−∞ 3 Definition X( S ) = ∞ ∑ n =−∞ x[n ]e − Sn = ∞ ∑ n =−∞ x[n ]e −( Σ + jΩ ) n = ∞ ∑ (x[n]e )e − nΣ − jΩn n =−∞ Viewed this way the factor, e − nΣ, would be a “convergence” factor in that same way that the factor, e − σt , was for the Laplace transform. The other approach to defining the z transform is to excite a n DT system with its eigenfunction, Az . The response would be y[n ] = x[n ] ∗ h[n ] = Az n ∗ h[n ] = ∞ ∑ m =−∞ ∞ −m h m z [ ] ∑ =−∞ x[ n ] m 1 4243 h[ m ]Az ( n − m ) = { Az n z transform of h [ n ] 5/10/04 M. J. Roberts - All Rights Reserved 4 Definition The universally accepted definition of the z transform of a DT function, x, is X( z ) = ∞ ∑ n =−∞ x[n ]z − n and x and X form a “z-transform pair”, Z x[n ]← → X( z ) 5/10/04 M. J. Roberts - All Rights Reserved 5 Convergence The DTFT’s of some common functions do not, in the strict sense, converge. The DTFT of the unit sequence would be X( jΩ) = ∞ ∑ n =−∞ u[n ]e − jΩn ∞ = ∑ e − jΩn n=0 which does not converge. But the z transform of the unit sequence does exist. It is X( z ) = ∞ ∑ n =−∞ ∞ u[n ]z − n = ∑ z − n n=0 and the z transform exists for values of z whose magnitudes are greater than one. This defines a region of convergence (ROC) for the z transform of the unit sequence, the exterior of the unit circle in the z plane. 5/10/04 M. J. Roberts - All Rights Reserved 6 Convergence ∞ The series, ∑ z − n, is a geometric series. The general formula n=0 for the summation of a finite geometric series is , r =1 1 n r = 1 − r N ∑ n=0 1 − r , r ≠ 1 N −1 This formula also applies to the infinite series above if the magnitude of z is greater than one. In that case the z transform of the unit sequence is 1 z X( z ) = = −1 , z > 1 z −1 1− z 5/10/04 M. J. Roberts - All Rights Reserved 7 Transfer Functions If x is the excitation, h is the impulse response and y is the system response of a discrete-time LTI system, then Y( z ) = X( z ) H( z ) and H is called the transfer function of the system. This is directly analogous to previous transfer functions, Y( jω ) = X( jω ) H( jω ) Y( jΩ) = X( jΩ) H( jΩ) Y( s ) = X( s ) H( s ) 5/10/04 M. J. Roberts - All Rights Reserved 8 Region of Convergence Taking a path analogous to that used the development of the Laplace transform, the z transform of the causal DT signal Aα n u[n ] , α > 0 is ∞ ∞ n =−∞ n=0 X( z ) = A ∑ α n u[n ]z − n = A ∑ α n z − n α = A∑ n=0 z ∞ n and the series converges if |z| > |α|. This defines the region of convergence as the exterior of a circle in the z plane centered at the origin, of radius, |α|. The z transform is z X( z ) = A , z>α z −α 5/10/04 M. J. Roberts - All Rights Reserved 9 Region of Convergence By similar reasoning, the z transform and region of convergence of the anti-causal signal, Aα − n u[− n ] , α > 0 are 1 A Az −1 X( z ) = = −1 , z< 1 − αz z − α α 5/10/04 M. J. Roberts - All Rights Reserved 10 The Unilateral z Transform Just as it was convenient to define a unilateral Laplace transform it is convenient for analogous reasons to define a unilateral z transform ∞ X( z ) = ∑ x[n ]z − n n=0 which will simply be referred to as the z transform from this point on. 5/10/04 M. J. Roberts - All Rights Reserved 11 Properties If two causal DT signals form these transform pairs, Z Z g[n ]← → G( z ) and h[n ]← → H( z ) then the following properties hold for the z transform. Linearity α g[n ] + β h[n ]←Z → α G( z ) + β H( z ) Time Shifting Delay: Z g[ n − n0 ] ← → z − n0 G( z ) , n0 ≥ 0 n0 −1 Z n0 −m Advance: g[ n + n0 ] ←→ z G( z ) − ∑ g[ m ]z , n0 > 0 m =0 5/10/04 M. J. Roberts - All Rights Reserved 12 Properties Change of Scale z α g[n ]←→ G α Initial Value Theorem Z n g[0 ] = lim G( z ) z →∞ z-Domain Differentiation d − n g[n ]←→ z G( z ) dz Z Convolution in Discrete Time Z g [ n ] ∗ h [ n ] ← → H (z)G (z) 5/10/04 M. J. Roberts - All Rights Reserved 13 Properties Differencing ( ) Z g [ n ] − g [ n − 1] ← → 1 − z −1 G ( z ) Accumulation n 1 z ∑ g [ m ]←→ z − 1 G ( z ) = 1 − z −1 G ( z ) m=0 Z Final Value Theorem lim g[n ] = lim( z − 1) G( z ) n→∞ z →1 (if the limit exists) 5/10/04 M. J. Roberts - All Rights Reserved 14 The Inverse z Transform There is an inversion integral for the z transform, 1 n −1 x[n ] = X z z dz ( ) ∫ j 2π C but doing it requires integration in the complex plane and it is rarely used in engineering practice. There are two other common methods, Synthetic Division Partial-Fraction Expansion 5/10/04 M. J. Roberts - All Rights Reserved 15 Synthetic Division Suppose it is desired to find the inverse z transform of 2 z z3 − 2 H( z ) = 1 15 2 17 3 3 67 −2 z − z + z− 1 + z −1 + z +L 12 36 18 4 144 Synthetically dividing the numerator by the denominator yields the infinite series 3 −1 67 −2 + z + z +L 4 144 This will always work but is not in closed form. 5/10/04 ) 15 2 17 1 3 z2 z − z + z− z − 12 36 18 2 15 17 1 z 3 − z2 + z − 12 36 18 3 2 17 1 z − z+ 4 36 18 3 2 45 51 3 − z −1 z − z+ 4 48 144 72 67 zL the answer 144 M M 3 M. J. Roberts - All Rights Reserved 16 Partial-Fraction Expansion Algebraically, partial fraction expansion for finding inverse z transforms is identical to the same method applied to inverse Laplace transforms. For example, 1 z z− 2 H( z ) = 2 1 1 z− z− z− 3 3 4 2 This fraction is improper in z. We could synthetically divide the numerator by the denominator once, yielding a remainder that is proper in z as with the Laplace transform but there is an alternate method that may be preferred in some situations. 5/10/04 M. J. Roberts - All Rights Reserved 17 Partial-Fraction Expansion 1 z z− H( z ) 2 = 2 1 1 z z− z− z− 3 3 4 Dividing both sides by z makes the fraction proper in z and partial fraction expansion proceeds normally. 4 9 H( z ) 2 5 = + − 5 2 1 1 z z− z− z− 3 3 4 Then 4 9 z z 2 z H( z ) = 5 + − 5 1 2 1 z− z− z− 3 3 4 5/10/04 M. J. Roberts - All Rights Reserved 18 Solving Difference Equations The unilateral z transform is well suited to solving difference equations with initial conditions. For example, 3 1 1 y[n + 2 ] − y[n + 1] + y[n ] = 4 2 2 n , for n ≥ 0 y[0 ] = 10 and y[1] = 4 z transforming both sides, [ ] 3 1 z z Y( z ) − y[0 ] − z y[1] − z[ Y( z ) − y[0 ] ] + Y( z ) = 1 2 2 z− 4 the initial conditions are called for systematically. 2 5/10/04 −1 M. J. Roberts - All Rights Reserved 19 Solving Difference Equations Applying initial conditions and solving, 2 16 4 3 Y( z ) = z + + 3 1 1 z − 1 z− z − 4 2 and n 16 1 n 1 2 y[n ] = +4 + u[n ] 2 3 3 4 This solution satisfies the difference equation and the initial conditions. 5/10/04 M. J. Roberts - All Rights Reserved 20 z Transform - Laplace Transform Relationships Let a signal, x(t), be sampled to form x[n ] = x( nTs ) and impulse sampled to form xδ (t ) = x(t ) fs comb( fs t ) These two signals are equivalent in the sense that their impulse strengths are the same at corresponding times and the correspondence between times is t = nTs . 5/10/04 M. J. Roberts - All Rights Reserved 21 z Transform - Laplace Transform Relationships Let a DT system have the impulse response, h[n], and let a CT system have the impulse response, hδ (t ) = ∞ ∑ h[n]δ (t − nT ) . s n =−∞ If x[n] is applied to the DT system and xδ (t ) is applied to the CT system, their responses will be equivalent in the sense that the impulse strengths are the same. 5/10/04 M. J. Roberts - All Rights Reserved 22 z Transform - Laplace Transform Relationships The transfer function of the DT system is H( z ) = ∞ ∑ n =−∞ h[n ]z − n and the transfer function of the CT system is Hδ ( s ) = ∞ ∑ n =−∞ h[n ]e − nTs s The equivalence between them is seen in the transformation, Hδ ( s ) = H( z ) z→e sTs 5/10/04 M. J. Roberts - All Rights Reserved 23 z Transform - Laplace Transform Relationships The relationship, z = e sTs, maps points in the s plane into points in the z plane and vice versa. Different contours in the s plane map into the same contour in the z plane. 5/10/04 M. J. Roberts - All Rights Reserved 24 z Transform - Laplace Transform Relationships 5/10/04 M. J. Roberts - All Rights Reserved 25 The Bilateral z Transform The bilateral z transform can be used to analyze non-causal signals and/or systems. It is defined by X( z ) = ∞ ∑ n =−∞ x[n ]z −n ∞ = ∑ x[n ]z −n + n=0 −1 ∑ n =−∞ x[n ]z − n This can be manipulated into X( z ) = Xc ( z ) − x[0 ] + X ac ( z ) where ∞ Xc ( z ) = ∑ x[n ]z n=0 5/10/04 −n ∞ and X ac ( z ) = ∑ x[− n ]z n M. J. Roberts - All Rights Reserved n=0 26 The Bilateral z Transform The bilateral z transform can be found using the unilateral z transform by these four steps. 1. Find the unilateral z transform Xc ( z ) and its ROC. 1 2. Find the unilateral z transform, X ac , of the discrete z time inverse of the anti-causal part of x[n]. 1 3. Make the change of variable, z → , in the result of z step 2 and in its ROC. 4. Add the results of steps 1 and 3 and subtract x[0] to form X(z). 5/10/04 M. J. Roberts - All Rights Reserved 27