10.0 Z-Transform 10.1 General Principles of Z-Transform Z-Transform Eigenfunction Property x[n] = zn y[n] = H(z)zn h[n] linear, time-invariant H z n h n z n Chapters 3, 4, 5, 9, 10 (p.2 of 9.0) jω Laplace Transform (p.4 of 9.0) A Generalization of Fourier Transform from s j to s j X j xt e j t dt xt e e - t jt dt t Fourier transform of x t e X( + jω) jω Laplace Transform (p.5 of 9.0) Z-Transform Eigenfunction Property – applies for all complex variables z z e j hn e H e j j n Fourier Transform n z re j n h n z H z n Z-Transform X z n x n z n Z xn X z Z-Transform Z-Transform Z-Transform A Generalization of Fourier Transform from z e j to z re j X re xnre xn r e Fourier Transform of xn r j j n n n n n Im z = rejω unit circle z = ejω r ω 1 Re jn Z-Transform Z-Transform Z-Transform Z-Transform 2π 0 Z-Transform Z-Transform Z-Transform A Generalization of Fourier Transform X z z e j X e j reduces to Fourier Transform – X(z) may not be well defined (or converged) for all z – X(z) may converge at some region of z-plane, while x[n] doesn’t have Fourier Transform – covering broader class of signals, performing more analysis for signals/systems Z-Transform Rational Expressions and Poles/Zeros X z N z D z roots zeros roots poles In terms of z, not z-1 – Pole-Zero Plots specifying X(z) except for a scale factor Z-Transform Z-Transform Rational Expressions and Poles/Zeros – Geometric evaluation of Fourier/Z-Transform from pole-zero plots X z M i z i j z j each term (z-βi) or (z-αj) represented by a vector with magnitude/phase Poles & Zeros Poles & Zeros (p.9 of 9.0) Z-Transform (p.12 of 10.0) Z-Transform Rational Expressions and Poles/Zeros – Geometric evaluation of Fourier/Z-transform from pole-zero plots Example : 1st-order hn a nu n H z 1 z , z a 1 az1 z a pole: z a, zero : z 0 See Example 10.1, p.743~744 of text H e j 1 1 ae j See Fig. 10.13, p.764 of text Z-Transform Rational Expressions and Poles/Zeros – Geometric evaluation of Fourier/Z-transform from pole-zero plots Example : 2nd-order sin n 1 n hn r un sin H z 1 1 2r cos z 1 r 2 z 2 pole: z1 re j , z 2 re j double zero : z 0 See Fig. 10.14, p.766 of text Z-Transform Rational Expressions and Poles/Zeros – Specification of Z-Transform includes the region of convergence (ROC) Example : x1 n a n u n X 1 z 1 1 az 1 z za , z a x2 n a n u n 1 X 2 z 1 1 az 1 z za , z a pole: z a, zero : z 0 in bot h cases See Example 10.1, 10.2, p.743~745 of text Z-Transform Rational Expressions and Poles/Zeros – x[n] = 0, n < 0 X(z) involes only negative powers of z initially x[n] = 0, n > 0 X(z) involes only positive powers of z initially – poles at infinity if degree of N(z) > degree of D(z) zeros at infinity if degree of D(z) > degree of N(z) Z-Transform (p.6 of 10.0) Region of Convergence (ROC) Property 1 : The ROC of X(z) consists of a ring in the z-plane centered at the origin – for the Fourier Transform of x[n]r-n to converge n xn r n , depending on r only, not on ω – the inner boundary may extend to include the origin, and the outer boundary may extend to infinity Property 2 : The ROC of X(z) doesn’t include any poles Property 1 Region of Convergence (ROC) Property 3 : If x[n] is of finite duration, the ROC is the entire z-plane, except possibly for z = 0 and/or z = ∞ xn 0, n N1 , n N 2 X z xn z N2 n n N1 – If N1 0, N 2 0 z 0 ROC, z ROC If N1 0, z ROC If N 2 0, z 0 ROC Property 3, 4, 5 Region of Convergence (ROC) Property 4 : If x[n] is right-sided, and {z | |z| = r0 }ROC, then {z | ∞ > |z| > r0}ROC xn n N1 r0 n If N1 0, z ROC If N1 0, z ROC Region of Convergence (ROC) Property 5 : If x[n] is left-sided and {z | |z| = r0}ROC, then {z | 0 < |z| < r0}ROC xn r N2 n 0 n If N 2 0, z 0 ROC If N 2 0, z 0 ROC Region of Convergence (ROC) Property 6 : If x[n] is two-sided, and {z | |z| = r0}ROC, then ROC consists of a ring that includes {z | |z| = r0} xn xR n xL n – a two-sided x[n] may not have ROC Region of Convergence (ROC) Property 7 : If X(z) is rational, then ROC is bounded by poles or extends to zero or infinity Property 8 : If X(z) is rational, and x[n] is rightsided, then ROC is the region outside the outermost pole, possibly includes z = ∞. If in addition x[n] = 0, n < 0, ROC also includes z = ∞ Region of Convergence (ROC) Property 9 : If X(z) is rational, and x[n] is left-sided, the ROC is the region inside the innermost pole, possibly includes z = 0. If in addition x[n] = 0, n > 0, ROC also includes z = 0 See Example 10.8, p.756~757 of text Fig. 10.12, p.757 of text Inverse Z-Transform xn r n 1 F 1 X r1e j xn 1 2 xn 1 2j X z z 2 X r1e j 21 2 r e j 1 n 1 dz n d , X r1e j e jn d z r1e j j dz jr1e d jzd – integration along a circle counterclockwise, {z | |z| = r1}ROC, for a fixed r1 Laplace Transform (p.28 of 9.0) Z-Transform Z-Transform (p.13 of 10.0) Inverse Z-Transform Partial-fraction expansion practically useful: X z m Ai i 1 1 ai z 1 for each t erm Ai 1 ai z 1 – ROC outside the pole at z ai Ai ai un n ROC inside the pole at z ai Ai ai u n 1 n Inverse Z-Transform Partial-fraction expansion practically useful: – Example: 3 5 z 1 1 2 6 X z 1 1 1 1 1 1 1 1 1 z 1 z 1 z 1 z 4 3 4 3 un n 1 1 ROC z z , xn u n 2 1 3 4 3 n u n 1 n 1 1 1 ROC z z , xn u n 2 1 3 4 4 3 n u n 1 n 1 1 ROC z z , xn u n 1 2 1 4 4 3 n See Example 10.9, 10.10, 10.11, p.758~760 of text Example Inverse Z-Transform Power-series expansion practically useful: X z n x n z n – right-sided or left-sided based on ROC Inverse Z-Transform Power-series expansion practically useful: – Example: X z 1 1 az1 ROC z z a , xn a n u n ROC z z a , 1 1 az1 1 1 az1 xn a n u n 1 1 az1 a 2 z 2 ...... a 1 z a 2 z 2 ...... See Example 10.12, 10.13, 10.14, p.761~763 of text Known pairs/properties practically helpful 10.2 Properties of Z-Transform xn X z , ROC R Z x1 n X 1 z , ROC R1 Z x2 n X 2 z , ROC R2 Z Linearity ax1n bx2 n aX1 z bX2 z , ROC R1 R2 Z – ROC = R1∩ R2 if no pole-zero cancellation Linearity & Time Shift Linearity Time Shift Time Shift xn n0 z Z n0 X z , ROC = R, except for possible addition or deletion of the origin or infinity – n0 > 0, poles introduced at z = 0 may cancel zeros at z=0 – n0 < 0, zeros introduced at z = 0 may cancel poles at z=0 – Similarly for z = ∞ Scaling in z-domain z Z n z0 xn X , ROC z0 z z R z 0 – Pole/zero at z = a shifted to z = z0a – z0 e j0 Z e j0n xn X e j0 z rotation in z-plane by ω0 See Fig. 10.15, p.769 of text – z0 r0e j0 pole/zero rotation by ω0 and scaled by r0 Scaling in Z-domain Shift in s-plane (p.33 of 9.0) Time Reversal 1 1 x n X , ROC z R z z Z Time Expansion xn k , n is a multipleof k xk n , else 0 xk n X z k , ROC z1 k z R Z – pole/zero at z = a shifted to z = a1/k Time Reversal Time Expansion (p.41 of 5.0) Time Expansion (p.42 of 5.0) Conjugation x n X z , ROC R Z – if x[n] is real X z X z a pole/zero at z = z0 a pole/zero at z z0 * Convolution x n x n X z X z , ROC R R Z 1 2 1 2 1 2 ROC may be larger if pole/zero cancellation occurs – power series expansion interpretation Conjugation Multiplication (p.33 of 3.0) xt a k , y t bk FS FS FS xt yt dk a b j Conjugation x t a FS k a k ak , if xt real j k j ak bk Multiplication (p.34 of 3.0) Convolution y3 k First Difference/Accumulation xn xn 1 1 z Z 1 X z ROC = R with possible deletion of z = 0 and/or addition of z = 1 xk 1 z n k Z 1 1 X z ROC R z z 1 First Difference/Accumulation Differentiation in z-domain nxn z Z dX z , ROC R dz Initial-value Theorem if xn 0, n 0 x0 lim X z z X z xn z n k 0 Summary of Properties/Known Pairs See Tables 10.1, 10.2, p.775, 776 of text 10.3 System Characterization with Z-Transform y[n]=x[n]*h[n] x[n] h[n] X(z) H(z) Y(z)=X(z)H(z) system function, transfer function Causality – A system is causal if and only if the ROC of H(z) is the exterior of a circle including infinity (may extend to include the origin in some cases) H z hn z n , right - sided n 0 if hn0 0, n0 0 H z includes xn0 z n0 – A system with rational H(z) is causal if and only if (1)ROC is the exterior of a circle outside the outermost pole including infinity and (2)order of N(z) ≤ order of D(z) H(z) finite for z ∞ Causality (p.44 of 9.0) – A causal system has an H(s) whose ROC is a righthalf plane h(t) is right-sided – For a system with a rational H(s), causality is equivalent to its ROC being the right-half plane to the right of the rightmost pole – Anticausality a system is anticausal if h(t) = 0, t > 0 an anticausal system has an H(s) whose ROC is a left-half plane, etc. Causality (p.45 of 9.0) Z-Transform (p.6 of 10.0) Stability – A system is stable if and only if ROC of H(z) includes the unit circle Fourier Transform converges, or absolutely summable – A causal system with a rational H(z) is stable if and only if all poles lie inside the unit circle ROC is outside the outermost pole Systems Characterized by Linear Difference Equations a yn k b xn k N k 0 M k k 0 k Y z ak z k X z bk z k N M k 0 k 0 H z Y z X z M k b z k k 0 N a k 0 k z k zeros poles – difference equation doesn’t specify ROC stability/causality helps to specify ROC Interconnections of Systems – Parallel H1(z) H(z)=H1(z)+H2(z) H2(z) – Cascade H1(z) H2(z) H(z)=H1(z)H2(z) Interconnections of Systems – Feedback + - + H1(z) H2(z) H z H1 z 1 H1 z H 2 z Block Diagram Representation – Example: yn 1 4 yn 1 H z 8 yn 2 xn 1 1 1 4 1 2 1 z 1 z 2 8 1 1 1 1 1 1 1 z 1 z 4 2 1 3 3 1 1 1 1 1 z 1 z 4 2 – direct form, cascade form, parallel form See Fig. 10.20, p.787 of text 10.4 Unilateral Z-Transform X z u xn z n unilat eralz - t ransform k 0 X z n x n z bilat eralz - t ransform k – Z{x[n]u[n]} = Zu{x[n]} for x[n] = 0, n < 0, X(z)u = X(z) ROC of X(z)u is always the exterior of a circle including z = ∞ degree of N(z) ≤ degree of D(z) (converged for z = ∞) 10.4 Unilateral Z-Transform – Time Delay Property (different from bilateral case) xn 1 x 1 z 1 X z u Zu u xn 2 x 2 x 1 z 1 z 2 X z u Z n 0 n 1 n n x n 1 z x 1 x n 1 z – Time Advance Property (different from bilateral case) xn 1 zX z Zu u zx0 Time Delay Property/Time Advance Property 10.4 Unilateral Z-Transform – Convolution Property if x1 n x2 n 0, n 0 x1 n x2 n X 1 z u X 2 z u Zu this is not true if x1[n] , x2[n] has nonzero values for n<0 Convolution Property Examples • Example 10.4, p.747 of text n xn 1 sin n un 4 3 n n 1 1 e un 1 1 e un 2 j 3 2 j 3 3 12 z 1 X z , z 1 j4 1 j4 3 ( z 3 e )(z 3 e ) j 4 j 4 Examples • Example 10.6, p.752 of text a n , 0 n N - 1, a 0 xn 0 , else 1 (az1 ) N 1 z N a N X z N 1 1 1 az z z a ( N 1)st order pole at orgin j 2Nπk N - 1 zerosat zk ae , k 1,2 ,...N-1 pot ent ialpole/zerocanceledat z a ROC z 0 Examples • Example 10.6, p.752 of text Examples • Example 10.17, p.772 of text X z log 1 az1 , z a 1 z dX az Z , z a z nxn 1 dz 1 az a Z , z a a(a) n un 1 1 az 1 n 1 az Z , z a , t imeshift propert y a(a) un 1 1 1 az (a) n un 1 xn n Examples • Example 10.31, p.788 of text (Problem 10.38, P.805 of text) 1 74 z 1 12 z 2 H z 1 14 z 1 18 z 2 1 7 1 1 2 1 z 4 2 z 1 1 1 2 1 4 z 8 z Direct formrepresentation of thesystem Problem 10.12, p.799 of text Whichof thefollowingsystemis approximately lowpass, highpass,or brandpass? 1 z (a) H z 1 89 z 1 , z 1 89 z 1 (b) H z , z 16 1 64 2 1 9 z 81 z 1 (c)H z , z 64 2 1 81 z 8 9 8 9 8 9 Problem 10.12, p.799 of text Problem 10.44, p.808 of text (c) x1 n x 2n g n 1 x n ( 1) n x n 2 G z 1 X z X z 2 X 1 z n x n z 1 n n g 2n z n g n z n n2 Gz n: even 1 2 1 1 1 2 X z X - z2 2 Problem 10.46, p.808 of text y n x n e8 xn 8 , H z 1 e z 8 8 e 1 8 8 z e , 8 z z 0 8-th order pole at z=0 and 8 zeros causal and stable G z 8 1 G z 1 e8 z 8 8-th order zero at z=0 and 8 poles causal and stable G z 1 1 e8 z 1 g n e8nun g n g (8) n e 8 8n en , n 0,8,16,.... 0 , else Problem 10.46, p.808 of text x[n] y[n] + z _ 8 e H(z) 8 …… y[n] x[n] e 8 z 8 G(z)