chapter # 3 : the z-transform and its application to the...
TRANSCRIPT
EELE 4310: Digital Signal Processing (DSP)
Chapter # 3 : The z-transform and Its Application to the
Analysis of LTI Systems(Part One)
Spring, 2012/2013
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 1 / 23
Outline
1 The z-Transform
2 Properties of the z-Transform
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 2 / 23
The z-TransformThe Direct z-Transform ... 1
Direct Transform Relation
The z-transform of a discrete-time signal x(n) is defined as the powerseries
X (z) ≡ Zx(n) ≡∑∞
n=−∞ x(n)z−n
where z is a complex variable. (The notation x(n)z↔X (z) is also used).
The z-transform is an infinite power series ⇒ it exists only for thosevalues of z for which this series converges.
The region of convergence (ROC) of X (z) is the set of all values of z forwhich X (z) attains a finite value.⇒ Any time we cite a z-transform, we should also indicate its ROC.
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 3 / 23
The z-TransformThe Direct z-Transform ... 2
Ex. 3.1.1: Determine the z-transform of the following signals(a) x1(n) = {2, 4, 5
↑, 7, 0, 1} , (b) x2(n) = δ(n)
(c) x3(n) = δ(n − k), k > 0, (d) x4(n) = δ(n + k), k > 0
(a) X1(z) = 2z2 + 4z + 5 + 7z−1 + z−3
Roc: entire z-plane except z = 0 and z =∞.
(b) X2(z) = 1 [i.e., δ(n)z↔ 1]
Roc: entire z-plane.
(c) X3(z) = z−k [i.e., δ(n − k)z↔ z−k , k > 0]
Roc: entire z-plane except z = 0.
(d) X4(z) = zk [i.e., δ(n + k)z↔ zk , k > 0]
Roc: entire z-plane except z =∞.
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 4 / 23
The z-TransformThe Direct z-Transform ... 3
Ex. 3.1.2: Determine the z-transform of the following signalx(n) = 1
2
nu(n)
The signal consists of an infinite number of nonzero values
x(n) = {1, 12 ,(12
)2,(12
)3, · · · ,
(12
)n, · · · }
The z-transform of x(n) is the infinite power series
X (z) = 1 + 12z−1,(12
)2z−2,
(12
)nz−n + · · ·
=∑∞
n=0
(12
n)z−n =
∑∞n=0
(12z−1)n
This is an infinite geometric series. recall that:1 + A + A2 + A3 + · · · = 1
1−A if |A| < 1
Consequently, for∣∣12z−1∣∣ < 1, or equivalently |z | > 1
2 , X (z) converges to
X (z) =1
1− 12z−1 , ROC: |z | > 1
2
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 5 / 23
The z-TransformThe Direct z-Transform ... 4
Ex. 3.1.3: Determine the z-transform of the following signalx(n) = αnu(n)
X (z) =∑∞
n=0 αnz−n =
∑∞n=0
(αz−1
)⇒ this is a geometric series converges when
∣∣αz−1∣∣ < 1, or equivalently,when |z | > |α|.
x(n) = αnu(n)z↔X (z) =
1
1− αz−1,ROC: |z | > |α|
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 6 / 23
The z-TransformThe Direct z-Transform ... 5
Ex. 3.1.4: Determine the z-transform of the following signalx(n) = −αnu(−n − 1)
X (z) =∑−1
n=−∞ (−α)n z−n = −∑∞
l=1
(α−1z
)lUsing the formula,A + A2 + A3 + · · · = A(1 + A + A2 + · · · ) = A
1−Aprovided that |A| < 1.⇒ when
∣∣α−1z∣∣ < 1, or equivalently, when |z | < |α|.
x(n) = −αnu(−n − 1)z↔X (z) =
α−1z
1− α−1z=
1
1− αz−1,ROC: |z | < |α|
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 7 / 23
The z-TransformThe Direct z-Transform ... 6
The uniqueness of the z-transform
A discrete-time signal x(n) is uniquely determined by its z-transformX (z) and the ROC of X (z). Ex.Z{αnu(n)} = Z{−αnu(−n − 1)} = 1
1−αz−1 ⇒ different in ROC only.
The ROC of a causal signal is the exterior of a circle of some radius r2,while the ROC of an anticausal signal is the interior of a circle of someradius r1
z-transform is used to refer both the closed-form expression and thecorresponding ROC
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 8 / 23
The z-TransformThe Direct z-Transform ... 7
Ex. 3.1.5: Determine the z-transform of the following signalx(n) = αnu(n) + bnu(−n − 1)
X (z) =∑∞
n=0 αnz−n +
∑−1n=−∞ bnz−n =
∑∞n=0
(αz−1
)n+∑∞
l=0
(b−1z
)lThe first power series converges if
∣∣αz−1∣∣ < 1 or |z | > |α|.The second power series converges if
∣∣b−1z∣∣ < 1 or |z | > |b|
Case 1 |b| < |α|Two ROC do not overlap ⇒ X (z)does not exist.
Case 2 |b| > |α|The ROC is the ring|α| < |z | < |b|
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 9 / 23
The z-TransformFamilies of Signals with Their ROCs ... 1
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 10 / 23
The z-TransformFamilies of Signals with Their ROCs ... 2
Right-sided Signal
Is a signal that has infinite duration on the right side but not on the left.ROC: r0 < |z | <∞
Left-sided Signal
Is a signal that has infinite duration on the left side but not on the right.ROC: 0 < |z | < r1
Finite duration two-sided Signal
Is a signal that has finite duration on both the left and right sides.ROC: 0 < |z | <∞
One-sided or unilateral z-transform
X+(z) =∞∑n=0
x(n)z−n
(Identical to the two-sided transform when x(n) is causal)EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 11 / 23
The z-TransformThe inverse z-Transform
The signal x(n) can be obtained form X (z) using the inversion formula
x(n) =1
2πj
∫CX (z)zn−1dz
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 12 / 23
Properties of the z-TransformLinearity and Time shifting ... 1
When we combine several z-transforms, the ROC of the overall transformis, at least, the intersection of the ROC of the individual transform.
Linearity Property
If x1(n)z↔X1(z) and x2(n)
z↔X2(z)thenx(n) = a1x1(n) + a2x2(n)
z↔X (z) = a1X1(z) + a2X2(z)
Time shifting Property
If x(n)z↔X (z)
thenx(n − k)
z↔ z−kX (z)The ROC of z−kX (z) is the same as the ROC of X (z) except for z = 0if k > 0 and z =∞ if k < 0
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 13 / 23
Properties of the z-TransformLinearity and Time shifting ... 2
Ex. 3.2.1: Determine the z-transform and the ROC of the signalx(n) = [3(2n)− 4(3n)]u(n)
From linearity, X (z) = 3X1(z)− 4X2(z)
where X1(z) = Z{x1(n)} = Z{3(2n)u(n)}
and X2(z) = Z{x2(n)} = Z{4(3n)u(n)}
Recall that x(n) = αnu(n)z↔X (z) = 1
1−αz−1 ,ROC: |z | > |α|
By setting α = 2 and α = 3, we obtain
x1(n) = 2nu(n)z↔X (z) = 1
1−2z−1 ,ROC: |z | > 2
x2(n) = 3nu(n)z↔X (z) = 1
1−3z−1 ,ROC: |z | > 3
Thus, the overall transform
X (z) = 31−2z−1 − 4
1−3z−1 ,ROC: |z | > 3
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 14 / 23
Properties of the z-TransformLinearity and Time shifting ... 3
Ex. 3.2.2: Determine the z-transform and the ROC of the signalx(n) = (cosω0n)u(n)
By using Euler identity, x(n) can be expressed as
x(n) = (cosω0n)u(n) = 12
[e jω0nu(n) + e−jω0nu(n)
]Thus, X (z) = 1
2
[Z{e jω0u(n)}+ Z{e−jω0u(n)}
]If we set α = e±jω0n(|α| = |e±jω0n| = |1|), we obtain
e±jω0nu(n)z↔X (z) = 1
1−e±jω0z−1 ,ROC: |z | > 1
Thus, X (z) = 12
[1
1−e jω0nz−1 + 11−e−jω0z−1
],ROC: |z | > 1
After some manipulations
(cosω0n)u(n)z↔ 1−z−1 cosω0
1−2z−1 cosω0+z−2 ,ROC: |z | > 1
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 15 / 23
Properties of the z-TransformLinearity and Time shifting ... 4
Ex. 3.2.4: Determine the z-transform and the ROC of the signalx(n) = u(n)− u(n − N)
X (z) = Z{u(n)} − Z{u(n − N)}
=(1− z−N
)Z{u(n)}
=(1− z−N
)1
1−z−1 ,ROC: |z | > 1
Time Scaling Property
If x(n)z↔X (z),ROC: r1 < |z | < r2
then
anx(n)z↔X (a−1z),ROC: |a|r1 < |z | < |a|r2
for any constant a, real or complex.
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 16 / 23
Properties of the z-TransformScaling Property
Ex. 3.2.5: Determine the z-transform and the ROC of the signalx(n) = an(cosω0n)u(n)
Given that
(cosω0n)u(n)z↔ 1−z−1 cosω0
1−2z−1 cosω0+z−2 ,ROC: |z | > 1
we easily obtain
an(cosω0n)u(n)z↔ 1−az−1 cosω0
1−2az−1 cosω0+a2z−2 ,ROC: |z | > |a|
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 17 / 23
Properties of the z-TransformTime Reversal Property
Time Reversal Property
If x(n)z↔X (z),ROC: r1 < |z | < r2
then
x(−n)z↔X (z−1),ROC: 1
r1< |z | < 1
r2
Ex. 3.2.6: Determine the z-transform and the ROC of the signalx(n) = u(−n)
Given that
u(n)z↔ 1
1−z−1 ,ROC: |z | > 1
we easily obtain
u(−n)z↔ 1
1−z ,ROC: |z | < 1
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 18 / 23
Properties of the z-TransformDifferentiation in the z-Domain ... 1
Differentiation in the z-Domain
If x(n)z↔X (z)
then
nx(n)z↔−z dX (z)
dz
where both transforms have the same ROC.
Ex. 3.2.7: Determine the z-transform and the ROC of the signalx(n) = nanu(n)
Given that
anu(n)z↔ 1
1−az−1 ,ROC: |z | > |a|
we easily obtain
nanu(n)z↔−z dX (z)
dz = az−1
(1−az−1)2,ROC: |z | > |a|
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 19 / 23
Properties of the z-TransformDifferentiation in the z-Domain ... 2
Ex. 3.2.8: Determine the z-transform and the ROC of the signalX (z) = log(1 + az−1),ROC: |z | > |a|
Taking the first derivative of X (z), we obtain
dX (z)dz = −az−2
(1+az−1)
Thus
−z dX (z)dz = az−1
[1
(1−(−a)z−1)
], |z | > |a|
The term in the brackets is the inverse z-transform of (−a)nu(n) and themultiplication of z−1 implies a time delay by one sample (time shiftingproperty), hence, from the differentiation property
nx(n) = a(−a)n−1u(n − 1)
⇒ x(n) = (1−)n+1 an
n u(n − 1)
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 20 / 23
Properties of the z-TransformConvolution of Two Sequences
Convolution of Two Sequences
If x1(n)z↔X1(z) and x2(n)
z↔X2(z)
then
x(n) = x1(n) ∗ x2(n)z↔X (z) = X1(z)X2(z)
where the ROC is, at least, the intersection of that of X1(z) and X2(z).
Ex. 3.2.9: Compute the convolution x(n) of the signalsx1(n) = {1,−2, 1} and x2(n) = u(n)− u(n − 6)
X1(z) = 1− 2z−1 + z−2
X2(z) = 1 + z−1 + z−2 + z−3 + z−4 + z−5
then, X (z) = X1(z)X2(z) = 1− z−1 − z−6 + z−7
Hence, x(n) = {1↑,−1, 0, 0, 0, 0,−1, 1}
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 21 / 23
Properties of the z-TransformCorrelation of Two Sequences and Initial Value Theorem
Correlation of Two Sequences
If x1(n)z↔X1(z) and x2(n)
z↔X2(z)
then
rx1x2(l) =∑∞
n=−∞ x1(n)x2(n − l)z↔Rx1x2(z) = X1(z)X2(z−1)
where the ROC is, at least, the intersection of that of X1(z) and X2(z−1).
Initial Value Theorem
If x(n) is causal [i.e., x(n) = 0 for n < 0],
then
x(0) = limz→∞ X (z).
The properties are summarized in Table 3.2 page 164.
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 22 / 23
Properties of the z-TransformSome common z-Transform Pairs
EELE 4310: Digital Signal Processing (DSP) - Ch.3 Dr. Musbah Shaat 23 / 23