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    DIGITAL SIGNAL PROCESSING

    Z-TRANSFORM AND ITSAPPLICATIONS TO THE

    ANALYSIS OF LTI SYSTEMS

    Lectured by: Assoc. Prof. Dr. Thuong Le-Tien

    National Distinguished Lecturer

    September, 20111

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    What the chapter can be presented.

    1. Basis properties

    2. Region of Convergence (ROC)3. Causality and Stability

    4. Frequency spectrum

    5. Inverse Z-Transform

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    1. Basis Properties

    Z-transform is basically as a tool for theanalysis,Design and implementation of digitalfilters. Z transform of a discrete time signalx(n)

    X(z) = +x(-2)z2 + x(-1)z + x(0) + x(1)z-1 +x(2)z-2 +

    if x(n) is causal, only negative power z-n,n 0 appear in the expansion.

    n

    n

    nznxzX

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Z-transform of the transfer function h(n):

    Example:

    (a) h = {h0, h1, h2, h3} = {2,3,5,2}(b) h = {h0, h1, h2, h3, h4} = {1,0,0,0,-1}

    Their Z-transform

    a) H(z)= h0 + h1z-1 + h2 z

    -2 + h3 z-3

    = 2 + 3z-1 + 5z-2 + 2z-3

    b) H(z)= h0 + h1z-1 + h2 z

    -2 + h3 z-3 + h4 z

    -4 =1 - z-4

    n

    n

    nznhzH

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Z-transform has the three most important

    properties that facilitate the analysis andsynthesis of linear systems

    * Linearity property

    * Delay property

    * Convolution property

    zXazXanxanxa 2211Z

    2211

    zXzDnxzXnx

    DZZ

    zHzXzYnx*nhny

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example: Two filters of the above filters can be written

    in the following closed forms(a) h(n) = 2(n) + 3(n-1) + 5(n-2) + 2(n-3)(b) h(n) = (n) - (n-4)Their transfer functions can be obtained using the

    linearity and delay properties.z-transfrom of(n) is unity.

    1z0znn 0n

    n

    nZ

    ,...1.3

    ,1.2

    ,1.1

    33

    22

    11

    zzn

    zzn

    zzn

    Z

    Z

    Z

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example: using the unit step identity u(n)-u(n-1)=(n),valid for all n, and the z-transform properties, determinethe z-transforms of two signals:

    (a) x(n) = u(n) (causal) (b) x(n) = -u(-n-1) (anticausal)Solve:

    (a) x(n) - x(n-1) = u(n) - u(n-1) = (n)

    11Z

    z1

    1zX1zXzzXn1nxnx

    321Z z2z5z323n22n51n3n2

    4Z z1zH4nnnh

    (b) x(n)-x(n-1)=-u(-n-1)+u(-(n-1)-1)= u(-n)-u(-n-1)=(-n)

    1

    1Z

    z1

    1zX1zXzzXn1nxnx

    7Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example: determine the output by carrying out the

    convolution operation as multiplication in z-domainh={1,2,-1,1}, x={1,1,2,1,2,2,1,1}

    SolveZ-transform

    H(z)= 1 + 2z-1 - z-2 + z-3

    X(z)= 1 + z-1 + 2z-2 + z-3 + 2z-4 + 2z-5 + z-6 + z-7

    Y(z) = X(z)H(z)Y(z)= 1 + 3z-1 + 3z-2 + 5z-3 + 3z-4 + 7z-5 + 4z-6 + 3z-7 + 3z-8 +z-10

    The coefficients of the powers of z are the convolutionoutput samples:

    y=h*x={1, 3, 3, 5, 3, 7, 4, 3, 3, 3, 0, 1}

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    2. Region of Convergence (ROC)

    ROC of X(z) is defined to be that subset of thecomplex z-plane C for which the series of the

    formula converges, that is

    The ROC is an important concept in manyrespects: It allows the unique inversion of theZ-transform and provides convenient

    characterizations of the causality and stabilityproperties of a signal or system.

    n

    n

    nznxzXCzROC

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example, a causal signal:

    x(n)=(0.5)nu(n)={1,0.5,0.52,}

    Using the infinite geometric series formula

    Which is valid for x < 1 and diverges otherwiseThe convergence of the geometric series requires:

    Then, ROC={zCz>0.5} outside the circle of radius 0.5

    x1

    1xz5.0zX

    0n

    n

    0n

    n1

    5.0zz

    z5.01

    1zX 1

    5.0z1z5.0x 1

    x1

    1

    x...xxx1 0n

    n32

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example for an anticausal signal x(n)=-(0.5)nu(-n-1)

    Convergence with x < 1 and diverges otherwiseLet x=0.5z-1,

    The same result as the causal case except the ROC

    x1

    xx...xxx1m

    m32

    1m1

    1m

    1m

    m1

    z5.01

    z5.0

    x1

    xxz5.0zX

    1z5.01

    1

    5.0z

    zzX

    1m

    m11

    n

    n11

    n

    nn z5.0z5.0z5.0zX

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    5.0z1z5.0x 1

    5.0zCzROC

    5.0z:ROCwhere

    ,5.01

    115.0

    5.0z:ROCwhere

    ,5.01

    15.0

    1

    1

    znu

    znu

    Zn

    Zn

    az:ROCwhere,az1

    11nua

    az:ROCwhere,az1

    1nua

    1

    Zn

    1

    Zn

    To summarize, the z-transform

    Generally

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example:

    1zwhere,1

    111

    1zwhere,

    1

    11

    1zwhere,111

    1zwhere,1

    1

    1

    1

    1

    1

    znu

    z

    nu

    znu

    znu

    Zn

    Zn

    Z

    Z

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example: determine z-transforms and ROCs

    ,...}0,1,0,1,0,1,0,1,0,1,0,1{

    2

    1

    ,...0,1,0,1,0,1,0,11

    nu2

    ncosx(n)6.

    u(n)(-0.8)u(n)(0.8)x(n)5.

    1)-u(nu(n)2

    1x(n)4.

    10)-u(n-u(n)(-0.8)x(n)3.

    u(n)(-0.8)x(n)2.

    10)-u(nx(n)1.

    nn

    n

    n

    n

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Solve

    (1) Delay property: ROC z > 1.

    (2)

    (3) x(n) = (-0.8)nu(n) - (-0.8)10(-0.8)n -10 u(n-10))

    Using the finite geometric series

    1

    1010

    1

    1010

    1z8.01

    z8.01

    z8.01

    z8.0

    z8.01

    1zX

    x1

    x1

    x...xx1

    N1N2

    110

    10

    z1zzUzzX

    8.08.0z:ROCwith,8.01

    11

    zX

    1

    1010

    1

    101099221

    z8.01

    z8.01

    az1

    za1za...zaaz1zX

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    (4) ROC z > 1.

    (5)

    ROC z>0.8

    (6)

    211 z64.01

    1

    z8.01

    1

    z8.01

    1

    2

    1zX

    )n(ua)n(ua2

    1)n(ue)n(ue

    2

    1nu

    2

    ncos)n(x n*n2/nj2/nj

    211

    1

    1

    1

    1

    1

    1

    2

    1

    zzzzX

    a=ej/2=j and a*=e-j/2=-j.

    211 z1

    1

    jz1

    1

    jz1

    1

    2

    1zX

    17Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    3. Causality and Stability*Causal case:

    The common ROC of all terms:

    Anticausal case

    ROC

    ...1nupA1nupAnx n22n11

    21 pz,pz

    ...nupAnupAnx n22n11

    ...zp1

    Azp1

    AzX 12

    21

    1

    1

    21 pz,pz ii

    pmaxz

    ii pz min

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

    Example:

    Find the Z-Transform and possible convergence regionx(n) = (0.8)nu(n) + (1.25)nu(n)

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    4 Frequency Spectrum

    Discrete time Fourier transform - DTFT

    The evaluation of the z-transform on the unit circle:

    Frequency response H() of a linear system h(n) withtransfer function H(z):

    n

    n

    njenxX

    0j

    ez

    XenxznxzXn

    n

    jn

    n

    n

    ez j

    n

    n

    njenhH

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    Digital frequency:

    Nyquist interval [-fs/2, fs /2] - < <

    Fourier spectrum of signal x(nT) periodic

    replication of the original analog spectrum atmultiples of fs.

    jezzHH

    sf

    f2

    n

    f/jfn2^

    senTxfX

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example

    deX2

    1nx

    nj

    n

    22dX

    2

    1nx

    dfefXf1

    nx

    S

    S

    S

    f

    f

    f/jfn2

    S

    n-,enx nj 0

    m 0 m22X

    INVERSE DTDT

    Parseval

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Zeros and Poles of X(z) or H(z), on the z-plane, effect on the spectrum of X() or H().Example, consider a function has one pole

    z = p1 and one zero z = z1.

    1

    1

    11

    11

    pz

    zz

    zp1

    zz1zX

    1

    j

    1j

    1j

    1j

    pe

    zeX

    pe

    zeX

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    GEOMETRIC INTERPRETATION OF FREQUENCY SPECTRUM

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

    Example: A causal complex sinusoid

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    1-M

    M1-

    2

    21-

    1

    1

    1-M

    1-2

    1-1

    zp-1A...

    zp-1A

    zp-1A

    )zp-(1)zp-(1)zp-(1

    zN

    zD

    zNzX

    1

    1

    pzij

    1j

    pz

    1

    ii zp1

    zN

    zXzp1A

    Inverse Z-transform

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    11

    1

    21

    1

    z25.11z8.01

    z05.22

    zz05.21

    z05.22zX

    1211211

    z25.11A

    z8.01A

    zz05.21z05.22zX

    1z8.01

    z05.22zXz25.11A

    18.0/25.11

    8.0/05.22

    z25.11

    z05.22zXz8.01A

    25.1z

    1

    1

    25.1z1

    2

    8.0z

    1

    1

    8.0z1

    1

    Example:

    Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Partial Fraction (PF)

    1-M

    1-2

    1-1

    1-M

    1-2

    1-1

    zp-1zp-1zp-1

    )zp-(1)zp-(1)zp-(1

    M210

    A...

    AAA

    zN

    zD

    zNzX

    0z0

    zXA

    zDzR

    zQzD

    zRzDzQ

    zD

    zNzX

    27Lecturer by Assoc.Prof.Dr. Thuong Le-Tien

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    Example: Compute all possible inverse Z-transform and stability

    feature of the function

    Inverted causal, stable:

    Inverted anti-causal, unstable:

    Solution

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    Example:

    Find possible

    inverse Z-transform

    Solution:

    Four poles devide the z-plane into

    four ROC regions