1 1 chapter 3 the z-transform 2 2 consider a sequence x[n] = u[n]. its fourier transform does not...
TRANSCRIPT
2 2
Consider a sequence x[n] = u[n]. Its Fourier transform
does not converge.
Consider that, instead of ej, we use rej in the transform, where r ≥ 0 is a real number. Then we have
This transform will converge to , provided r>1.
0
][)(n
nj
n
njj eenxeX
z-Transform (1)
0
)]([)(n
njn
n
njj errenxreX
1)(1
1 jre
3 3
In general, we have
Let z=rej. Then, the z-transform of a sequence x[n] is defined as
with z being a complex variable.
z-Transform (2)
n
nznxzX ][)(
)(][ zXnxz
n
njn
n
njj ernxrenxreX ][)]([)(
4 4
Because z is a complex number, we often use the z-plane.
When |z|=1, that is, z takes value from the unit circle, the
z-transform reduces to the Fourier transform.
z-Transform (3)
Unit circle
Im
Re
1
z-planejez
5 5
Properties of the system can be easily studied and characterized in the z-domain (stability, causality, …).
The solution process reduces to a simple algebraic procedure.
In the temporal domain, the output sequence is y[n]=x[n]*h[n] (convolution), whereas in the z-domain it becomes Y(z)=X(z)H(z) (multiplication).
Why z-Transform
6 6
Absolute summability of z-transform
It is possible for the z-transform to converge even if the Fourier transform does not.
Convergence depends only on |z|. The region of convergence (ROC) consists of all values of z such that the last inequality holds.
If the ROC includes the unit circle, the Fourier transform of the sequence converges.
Region of Convergence
n
n
n
n znxznx ][][
7 7
Consider x[n]=anu[n]. Because it is nonzero only for n ≥ 0, this is an example of a right-sided sequence.
For convergence of X(z), we require
Thus, the ROC is the range of values of z for which |az-1|<1, or equivalently, |z|>|a|. Inside the ROC, the infinite series converges to
Example – Right-Sided Exponential Sequence (1)
0
1)(][)(n
n
n
nn azznuazX
n
naz 1
az
z
azzX
11
1)( |||| az
8 8
The infinite sum becomes a simple rational function of z inside the ROC.
Such a z-transform is determined to within a constant multiplier by its zeros and its poles.
For this example, one zero: z=0 (plotted as o);one pole: z=a (plotted as x).
When |a|<1, the ROC includes the unit circle.
Unit circle
Im
Re1x
z-planeROC
a
Example – Right-Sided Exponential Sequence (2)
9 9
Consider x[n]= –anu[–n –1]. Because it is nonzero only for n ≤ –1, this is an example of a left-sided sequence.
ROC
and
Example – Left-Sided Exponential Sequence
0
1
1
1
)(1
]1[)(
n
n
n
nn
n
nn
n
nn
zaza
zaznuazX
11 za
az
z
azzazX
11 1
1
1
11)(
az
Unit circle
Im
Re1x
z-plane
ROC
a
az
10 10
As can be seen from the two examples, the algebraic expression or pole-zero pattern does not completely specify the z-transform of a sequence; i.e., the ROC must also be specified.
Notes on ROC
az
z
azzX
11
1)( |||| az
az
z
azzX
11
1)( |||| az
][][ nuanx n
]1[][ nuanx n
11 11
Consider the sequence
ROC
and
Example – Two-Sided Exponential Sequence
))((
)(21
1
1
1)(
2
1
3
112
1
12
113
1
zz
zzzz
zX
2
1
3
1 z
]1[)(][)(][2
1
3
1 nununx nn
13
11
1 z
3
1z
12
11
1 z
2
1zIm
Re
1/2x
z-plane
ROC
x–1/3 1/12
2
1
3
1 z
12 12
Consider the sequence
Then
The ROC is determined by
which requires
Example – Finite-Length Sequence
az
az
zaz
az
azzazX
NN
N
N
N
n
nN
n
nn
11
1
1
0
11
0
1
1
)(1
)()(
otherwise,0
10,][
Nnanx
n
1
0
1 ||N
n
naz
0 and || za
Unit circle
Im
Re1
x
z-plane11th order pole
a
ROC
In this example N = 12 and 0< a <1.
x
13 13
Some Common z-Transform Pairs (1)
|a||z|az
aznuna
|a||z|az
aznuna
|a| |z|az
nua
|a| |z|az
nua
m
mzzmn
zz
nu
zz
nu
zn
z
n
n
n
n
m
1
]1[
1
][
1
1]1[
1
1][
0) (if or
0) (if 0except all ][
1|| 1
1]1[
1|| 1
1][
all 1][
ROC Transform Sequence
21
1
21
1
1
1
1
1
14 14
Some Common z-Transform Pairs (2)
0 1
1
otherwise,0
10,
|| ]cos2[1
]sin[][]sin[
|| ]cos2[1
]cos[1][]cos[
1|| ]cos2[1
][sin][][sin
1|| ]cos2[1
][cos1][][cos
ROC Transform Sequence
1
2210
10
0
2210
10
0
210
10
0
210
10
0
|z|az
zaNna
rzzrzr
zrnunr
rzzrzr
zrnunr
zzz
znun
zzz
znun
z
NNn
n
n
15 15
Property 1: The ROC is a ring or disk in the z-plane centered at the origin; i.e., 0 ≤rR<|z|<rL ≤ ∞.
Property 2: The Fourier transform of x[n] converges absolutely if and only if the ROC of the z-transform of x[n] includes the unit circle.
Property 3: The ROC cannot contain any pole.
Property 4: If x[n] is a finite-duration sequence, i.e., a sequence that is zero except in a finite interval –∞ < N1 ≤ n
≤ N2 < ∞, then the ROC is the entire z-plane, except
possibly z = 0 or z = ∞.
Properties of the ROC (1)
16 16
Property 5: If x[n] is a right-sided sequence, i.e., a sequence that is zero for n < N1 < ∞, the ROC extends
outward from the outmost (i.e., largest magnitude) finite pole in X(z) to (and possibly include) z = ∞.
Property 6: If x[n] is a left-sided sequence, i.e., a sequence that is zero for n > N2 > –∞, the ROC extends
inward from the innermost (smallest magnitude) nonzero pole in X(z) to (and possibly include) z = 0.
Properties of the ROC (2)
17 17
Property 7: A two-sided sequence is an infinite-duration sequence that is neither right sided nor left sided. If x[n] is a two-sided sequence, the ROC will consist of a ring in the z-plane, bounded on the interior and exterior by a pole and, consistent with property 3, not containing any poles.
Property 8: The ROC must be a connected region.
Properties of the ROC (3)
18 18
z-Transform with Different ROC (1)
Im
Rex
z-plane
Unit circlexx
For a system whose poles are shown in the figure, consider the stability and causality of the system.
19 19
z-Transform with Different ROC (2)
Im
Rex
z-planeROC
xx
Right-sided sequence
Im
Rex
z-plane
ROCxx
Left-sided sequence
20 20
z-Transform with Different ROC (3)
Im
Rex
z-plane
ROC
xx
Two-sided sequence
Im
Rex
z-plane
ROCxx
Two-sided sequence
21 21
Stability, Causality, and the ROC (1)
Im
Rex
z-planeROC
xx
Unit circle
Im
Rex
z-plane
xx
If the system is stable
h[n] is absolutely summable, and therefore has Fourier transform, the ROC must include the unit circle.
h[n] is two-sided, and therefore, the system is not causal.
22 22
Stability, Causality, and the ROC (2)
h[n] is right-sided.
h[n] is not stable.
Im
Rex
z-planeROC
xx
Unit circle
Im
Rex
z-plane
xx
If the system is causal
23 23
Im
Rex
z-plane
Unit circle
xx
Stability, Causality, and the ROC (3)
From the above discussion…
There is no ROC that would imply that the system is both stable and causal.
25 25
Proof of the Initial-Value Theorem
Since x[n]=0 for n<0, we have
]0[][lim]0[
][lim)(lim
1
0
xznxx
znxzX
n
n
z
n
n
zz
If x[n]=0 for n>0, then we have
]0[][lim]0[
][lim)(lim
10
0
00
xznxx
znxzX
n
n
z
n
n
zz
26 26
Inspection Method – use your familiar transform pairs
The Inverse z-Transform - Inspection Method
We know that
then we would recognize
||||,1
1][
1az
aznuan
][)(][2
1 nunx n
2
1
12
1 ||,1
1)(
z
zzX
Example: If we need to find the inverse z-transform of
27 27
When X(z) is expressed as as a ratio of polynomials in z-1; i.e.,
Such z-transforms arise frequently in the study of LTI systems.
Partial Fraction Expansion – obtain an alternative expression for X(z) as a sum of simple terms
The Inverse z-Transform -Partial Fraction Expansion (1)
N
k
kk
M
k
kk
za
zbzX
0
0)(
28 28
Zeros and poles for
There are M zeros and N poles at nonzero positions. In addition, if M > N, there are M – N poles at z = 0, or if N > M, there are N – M zeros at z = 0.
For the above expression, the z-transforms always have the same number of zeros and poles in the finite z-plane, and there are no poles or zeros at z = ∞.
N
k
kNk
M
M
k
kMk
N
N
k
kk
M
k
kk
zaz
zbz
za
zbzX
0
0
0
0)(
The Inverse z-Transform -Partial Fraction Expansion (2)
29 29
Note that X(z) can be written in the form
where ck’s are nonzero zeros of X(z), and dk’s are nonzero poles of X(z). (case 1) If M < N and the poles are all first order, we have
Multiplying both sides by (1 – dkz –1) and evaluating at z = dk,
N
kk
M
kk
zd
zc
a
bzX
1
1
1
1
0
0
)1(
)1()(
kdzkk zXzdA )()1( 1
N
k k
k
zd
AzX
111
)(
The Inverse z-Transform -Partial Fraction Expansion (3)
30 30
Example:
Rewrite X(z) as
where
2
1||,
11
1)(
12
114
1
zzz
zX
1)()1(4
11
4
11
zzXzA
12
12
14
11
11)(
z
A
z
AzX
2)()1(2
11
2
12
zzXzA
The Inverse z-Transform -Partial Fraction Expansion (4)
31 31
Therefore
and
Zeros and poles:
Two zeros at z = 0, and first order poles at z = 1/4 and 1/2.
12
114
1 1
2
1
1)(
zz
zX
][)(][)(2][4
1
2
1 nununx nn
2
1
4
1
2)(
z
z
z
zzX
The Inverse z-Transform -Partial Fraction Expansion (5)
32 32
(case 2) If M ≥ N and the poles are all first order, we have
The Br’s can be obtained by long division of the numerator by the denominator, with the division processing terminating when the remainder is of lower degree than the denominator.
N
kk
M
kk
zd
zc
a
bzX
1
1
1
1
0
0
)1(
)1()(
N
k k
kNM
r
rr zd
AzBzX
11
0 1)(
The Inverse z-Transform -Partial Fraction Expansion (6)
33 33
Example:
Since M=N=2, X(z) can be represented as
The constant B0 can be found by long division
1||,
11
1
1
21)(
112
1
21
22
112
3
21
zzz
z
zz
zzzX
12
12
11
0 11)(
z
A
z
ABzX
2
15
23
121
1
12
1212
322
1
z
zz
zzzz
The Inverse z-Transform -Partial Fraction Expansion (7)
34 34
(case 3) If X(z) has multiple-order poles. If X(z) has a pole of order s at z=di and all other poles are first-order, then (there are no Br terms if M < N)
with
N
kk
M
kk
zd
zc
a
bzX
1
1
1
1
0
0
)1(
)1()(
s
mm
i
mN
ikk k
kNM
r
rr zd
C
zd
AzBzX
11
,11
0 )1(1)(
1
)]()1[()()!(
1 1
idw
sims
ms
msi
m wXwddw
d
dmsC
The Inverse z-Transform -Partial Fraction Expansion (8)
35 35
The defining expression for the z-transform is a Laurent series where the sequence values x[n] are the coefficients of z-n. Thus, if the z-transform is given as a power series in the form
we can determine any particular value of the sequence by finding the coefficient of the appropriate power of z-1.
- We have already used this approach in finding the inverse transform of the polynomial part of the partial fraction expansion when M ≥ N.
- This method is also very useful for finite-length sequences where X(z) may have no simpler form than a polynomial in z-1.
212 ]2[]1[]0[]1[]2[
][)(
zxzxxzxzx
znxzXn
n
The Inverse z-Transform -Power Series Expansion (1)
36 36
Example 1 (Finite-length sequence)
Express X(z) as
we have
)1)(1)(1()( 1112
12 zzzzzX
The Inverse z-Transform -Power Series Expansion (2)
12
1
2
12 1)( zzzzX
]1[][]1[]2[][2
1
2
1 nnnnnx
37 37
Example 2 (Inverse transform by power series expansion)
Using the power series expansion for log(1+x), with |x|<1, we obtain
Therefore
||||),1log()( 1 azazzX
The Inverse z-Transform -Power Series Expansion (3)
1
1)1()(
n
nnn
n
zazX
0,0
1,)1(][1
n
nn
anx
nn
38 38
Obtain the inverse z-transform of
by a different method.
1
2
1
)(
az
az
dz
zdX
||||),1log()( 1 azazzX
||||,1
)(][
1
1
azaz
az
dz
zdXznnx
]1[)(][ 1 nuaannx n
11
1][)(
az
nua n
]1[)1(]1[)(][ 1111 nuanuaanx nn
nnn
Since
then
We know
therefore
39 39
Example 3 (Power series expansion by long division)
Carrying out long division
Therefore, x[n]= anu[n].
||||,1
1)(
1az
azzX
The Inverse z-Transform -Power Series Expansion (4)
221
22
221
1
1
11
1
11zaaz
za
zaaz
az
az
az
40 40
Example 3 (Power series expansion for a left-sided sequence)
Because X(z) at z=0 is infinite, the sequence is zero for n>0. Thus, we divide, so as to obtain a series in powers of z as follows
Therefore, x[n]= –anu[–n–1].
||||,1
1)(
1az
azzX
The Inverse z-Transform -Power Series Expansion (5)
221
2
2
zaza
az
azz
zza