signal and systems prof. h. sametice.sharif.edu/courses/98-99/1/ce242-2/resources/root... · 2020....
TRANSCRIPT
Signal and SystemsProf. H. Sameti
Chapter 10:
• Introduction to the z-Transform
• Properties of the ROC of the z-Transform
• Inverse z-Transform
• Examples
• Properties of the z-Transform
• System Functions of DT LTI Systems
a. Causality
b. Stability
•Geometric Evaluation of z-Transforms and DT Frequency Responses
• First- and Second-Order Systems
• System Function Algebra and Block Diagrams
• Unilateral z-Transforms
The z-Transform
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 2
Motivation: Analogous to Laplace Transform in CT
We now do not
restrict ourselves
just to z = ejω
The (Bilateral) z-Transform
][nx ][nh ][ny
nn zzHnyznx )(][ ][
LTI DTfor ionEigenfunct
convergesit assuming ][)(
n
nznhzH
]}[{][)(][ nxZznxzXnxn
n
The ROC and the Relation Between ZT
and DTFT
Unit circle (r = 1) in the ROC ⇒ DTFT X(ejω) exists
Computer Engineering Department, Signal and Systems 3
—depends only on r = |z|, just like the ROC in s-plane
only depends on Re(s)
jrez ||, zr
n
njn
n
njj ernxrenxreX )][()]([)(
}][{ nrnx F
n
nj rnxrez |][|at which ROC
Book Chapter10: Section 1
Example #1
Computer Engineering Department, Signal and Systems 4
This
form for
PFE and
inverse z-
transform
That is, ROC |z| > |a|,
outside a circle
This form to find
pole and zero
locations
sided-right- nuanx n
-n
)( nn znuazX
0
1)(
n
naz
||||,i.e.,1 If 1 azaz
az
z
az
11
1
Book Chapter10: Section 1
Example #2:
Computer Engineering Department, Signal and Systems 5
Same X(z) as in Ex #1, but different ROC.
sided-left-]1[ nuanx n
1
1 )(
n
nn
n
nn
za
znuazX
0
1
1
1 n
n
n
nn zaza
,
11
11
1
1
1
az
z
za
za
za
||||.,.,1 If 1 azeiza
Book Chapter10: Section 1
Rational z-Transforms
Computer Engineering Department, Signal and Systems 6
x[n] = linear combination of exponentials for n > 0 and for n < 0
— characterized (except for a gain) by its poles and zeros
)(
)(
rational is )(
zD
zNX(z)
zX
Polynomials in z
Book Chapter10: Section 1
The z-Transform
• Last time:
• Unit circle (r = 1) in the ROC ⇒DTFT exists
• Rational transforms correspond to signals that are linear
combinations of DT exponentials
Computer Engineering Department, Signal and Systems 7
-depends only on r = |z|, just like the ROC in s-plane
only depends on Re(s)
nxZznxzXnx
n
n
)(
n
nj rnxrez ||at which ROC
( )jX e
Book Chapter10: Section 1
Some Intuition on the Relation
between ZT and LT
Computer Engineering Department, Signal and Systems 8
The (Bilateral) z-Transform
Can think of z-transform as DT
version of Laplace transform with
( ) ( ) ( ) { ( )}stx t X s x t e dt L x t
TenTx nsT
n nx
T
)()(lim
0
n
nsT
TenxT )(lim
0
}{)( nxzznxzXnx
n
n
sTez
Let t=nT
Book Chapter10: Section 1
More intuition on ZT-LT, s-plane - z-plane
relationship
LHP in s-plane, Re(s) < 0⇒|z| = | esT| < 1, inside the |z| = 1 circle.
Special case, Re(s) = -∞ ⇔|z| = 0.
RHP in s-plane, Re(s) > 0⇒|z| = | esT| > 1, outside the |z| = 1 circle.
Special case, Re(s) = +∞ ⇔|z| = ∞.
A vertical line in s-plane, Re(s) = constant⇔| esT| = constant, a circle in z-plane.
Computer Engineering Department, Signal and Systems 9
zesT )( plane-sin axis jsj plan-zin circleunit a1 Tjez
Book Chapter10: Section 1
Properties of the ROCs of Z-Transforms
Computer Engineering Department, Signal and Systems 10
(2) The ROC does not contain any poles (same as in LT).
(1) The ROC of X(z) consists of a ring in the z-plane centered about
the origin (equivalent to a vertical strip in the s-plane)
Book Chapter10: Section 1
More ROC Properties
Computer Engineering Department, Signal and Systems 11
(3) If x[n] is of finite duration, then the ROC is the entire z-
plane, except possibly at z = 0 and/or z = ∞.
Why?
Examples: CT counterpart
2
1
)(
N
Nn
nznxzX
stzn all ROC 1)( all ROC 1
seeTtzzn sT )( 0 ROC 1 1
seeTtzzn sT )( ROC 1
Book Chapter10: Section 1
ROC Properties Continued
Computer Engineering Department, Signal and Systems 12
(4) If x[n] is a right-sided sequence, and if |z| = ro is in the ROC, then
all finite values of z for which |z| > ro are also in the ROC.
1
1
0
1
nfaster tha converges
Nn
n
n
Nn
rnx
rnx
Book Chapter10: Section 1
Side by Side
Computer Engineering Department, Signal and Systems 13
What types of signals do the following ROC correspond to?
right-sided left-sided two-sided
(5) If x[n] is a left-sided sequence, and if |z| = ro is in the ROC, then
all finite values of z for which 0 < |z| < ro are also in the ROC.
(6) If x[n] is two-sided, and if |z| = ro is in the ROC, then the ROC
consists of a ring in the z-plane including the circle |z| = ro.
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 14
Example #1
0 ,|| bbnx n
1 nubnubnx nn
b
zzb
nub
bzbz
nub
n
n
1 ,
1
11
,1
1
From:
11
1
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 15
Example #1 continued
Clearly, ROC does not exist if b > 1 ⇒ No z-transform for b|n|.
bzb
zbbzzX
1 ,
1
1
1
1)(
111
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 16
Inverse z-Transforms
for fixed r:
ROC },][{)()( jnj rezrnxreXzX
dereXreXrnx njjjn
2
1 )(2
1)}({F
d
nz
erreXnx njnj
2
)(2
1
dzzj
ddjredzrez jj 11
dzzzX
jnx n 1)(
2
1
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 17
Example #2
Partial Fraction Expansion Algebra: A = 1, B = 2
Note, particular to z-transforms:
1) When finding poles and zeros,
express X(z) as a function of z.
2) When doing inverse z-transform
using PFE, express X(z) as a
function of z-1.
1111
12
3
11
4
11
3
11
4
11
6
53
3
1
4
1
6
53
)(
z
B
z
A
zz
z
zz
zz
zX
nxnxnx
zz
zX
21
11
][
3
11
2
4
11
1)(
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 18
ROC III:
ROC II:
ROC I:
nunx
nunx
z
n
n
3
12
4
1
signal sidedright - 3
1
2
1
13
12
4
1
signal sided two- 3
1
4
1
2
1
nunx
nunx
z
n
n
Book Chapter10: Section 1
13
12
14
1
signal sidedleft - 4
1
2
1
nunx
nunx
z
n
n
Computer Engineering Department, Signal and Systems 19
4
1
3
23 )( 43
nx
x
x
x
z-zzzX
Inversion by Identifying Coefficients
in the Power Series
Example #3:
nznx oft coefficien -
n
nznxzX )(
3
-1
2
0 for all other n’s
— A finite-duration DT sequence
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 20
Example #4:
(a)
(b)
azaz
azazaz
zX
,i.e.,1for convergent
)(11
1)(
1
211
1
nuanx n
azeiza
zazaa
zazaza
zaza
azzX
.,.,1for convergent
))(1(
1
1
1
1 )(
1
33221
2111
1
1
1
1 nuanx n
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 21
Properties of z-Transforms
(1) Time Shifting
The rationality of X(z) unchanged, different from LT. ROC
unchanged except for the possible addition or deletion of the origin
or infinity
no> 0 ⇒ ROC z ≠ 0 (maybe)
no< 0 ⇒ ROC z ≠ ∞ (maybe)
(2) z-Domain Differentiation same ROC
Derivation:
),(0
0 zXznnxn
dz
zdXznnx
)(
n
n
n
n
znnxdz
zdX
znxzX
1)(
)(
n
nznnxdz
zdXz
)(
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 22
Convolution Property and System Functions
Y(z) = H(z)X(z) , ROC at least the intersection of the
ROCs of H(z) and X(z),
can be bigger if there is pole/zero
cancellation. e.g.
H(z) + ROC tells us everything about the system
nx nh nhnxny
zzY
zazzX
azaz
zH
all ROC 1)(
,)(
,1
)(
Function System The )(
n
nznhzH
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 23
CAUSALITY
(1) h[n] right-sided ⇒ ROC is the exterior of a circle
possibly
including z = ∞:
A DT LTI system with system function H(z) is causal ⇔ the ROC of
H(z) is the exterior of a circle including z = ∞
1
)(
Nn
nznhzH
. include doesbut , circle a outside ROC
at ][ rerm then the,0 If 1
11
not
zzNhNN
0Causal 1 N
No zm terms with m>0
=>z=∞ ROC
Book Chapter10: Section 1
Computer Engineering Department, Signal and Systems 24
Causality for Systems with Rational System Functions
A DT LTI system with rational system function H(z) is causal
⇔ (a) the ROC is the exterior of a circle outside the outermost pole;
and (b) if we write H(z) as a ratio of polynomials
then
NM
azazaza
bzbzbzbzH
N
N
N
N
M
M
M
M
if ,at poles No
)(01
1
1
01
1
1
)(
)()(
zD
zNzH
)(degree)(degree zDzN
Book Chapter10: Section 1
Stability
LTI System Stable⇔ ROC of H(z) includes the
unit circle |z| = 1
A causal LTI system with rational system function is stable ⇔ all poles
are inside the unit circle, i.e. have magnitudes < 1
Computer Engineering Department, Signal and Systems 25
⇒ Frequency Response 𝐻(𝑒𝑗ω) (DTFT of h[n]) exists.
n
h n
Book Chapter10: Section 1
Geometric Evaluation of a Rational
z-Transform
Example 1
Example 2
Example 3
Book Chapter10:
Computer Engineering Department, Signal and Systems 26
1( ) -A first-order zeroX z z a
poleorder -first A - 1
)(2az
zX
)()(X ,)(
1)( 12
1
2 zXzzX
zX
)(
)()(
1
1
j
P
j
i
R
i
z
zMzX
j
P
j
i
R
i
z
zMzX
1
1)(
R
i
P
j
ji zzMzX
1 1
)()()(
Geometric Evaluation of DT
Frequency Responses
Book Chapter10:
Computer Engineering Department, Signal and Systems 27
First-Order System one real pole
1 ,
, 1
1)(
1
anuanh
azaz
z
azzH
n
221
22
1
2
1 )( ,1
)( ,)(
jjj eHeHeH
Second-Order System
Two poles that are a complex conjugate pair (z1= rejθ=z2*)
Book Chapter10:
Computer Engineering Department, Signal and Systems 28
0 ,10 ,)cos2(1
1
))(()(
221
21
2
rzrzrzzzz
zzH
nun
rnhreeree
eH n
jjjj
j
sin
1sin ,
))((
1)(
Clearly, |H| peaks near ω = ±θ
Demo: DT pole-zero diagrams, frequency response,
vector diagrams, and impulse- & step-responses
Book Chapter10:
Computer Engineering Department, Signal and Systems 29
DT LTI Systems Described by LCCDEs
Book Chapter10:
Computer Engineering Department, Signal and Systems 30
Use the time-shift property
ROC: Depends on Boundary Conditions, left-, right-, or two-sided.
For Causal Systems ⇒ ROC is outside the outermost pole
M
k
k
N
k
k knxbknya
00
N
k
M
k
k
k
k
k zXzbzYza
0 0
)()(
N
k
k
k
M
k
k
k
za
zbzH
zXzHzY
0
0)(
)()()(
—Rational
System Function Algebra and Block Diagrams
Book Chapter10:
Computer Engineering Department, Signal and Systems 31
Feedback System
(causal systems) negative feedback
configuration
Example #1:)()(1
)(
)(
)()(
21
1
zHzH
zH
zX
zYzH
1
4
11
1)(
z
zH
nxnyny
14
1
𝑧−1 D
Delay
Example 2
Book Chapter10:
Computer Engineering Department, Signal and Systems 32
— Cascade of
two systems 1
1
411
41
1
211
1
1
21)(
z
zz
zzH
Unilateral z-Transform
Book Chapter10:
Computer Engineering Department, Signal and Systems 33
Note:
(1) If x[n] = 0 for n < 0, then
(2) UZT of x[n] = BZT of x[n]u[n]⇒ROC always outside a circle
and includes z = ∞
(3) For causal LTI systems,
0
)(
n
nznxz
)()( zXz
)()( zHz H
Properties of Unilateral z-Transform
Many properties are analogous to properties of the BZT e.g.
Book Chapter10:
Computer Engineering Department, Signal and Systems 34
• Convolution property (for x1[n<0] = x2[n<0] = 0)
• But there are important differences. For example, time-shift
Derivation:Initial condition
)()(
2121 zzUZ
nxnx
)(1]1[][ 1 zzxznxny Y
100
111)(
n
n
n
n
n
n znxxznxznyzY
z
zmxzx
m
m
0
11
Use of UZTs in Solving Difference Equations
with Initial Conditions
Book Chapter10:
Computer Engineering Department, Signal and Systems 35
UZT of Difference Equation
ZIR — Output purely due to the initial conditions,
ZSR — Output purely due to the input.
][]1[2 nxnyny
11
,]1[
z
nunxy
11
]}1[{
)(12)(z
ny
zYzz
UZ
Y
ZSR
zz
ZIR
zz
)11)(121(121
2)(
Y
Example (continued)
Book Chapter10:
Computer Engineering Department, Signal and Systems 36
β = 0 ⇒ System is initially at rest:
ZSR
α = 0 ⇒ Get response to initial conditions
ZIR
121
1)()(
)(
11
)(
121
1)()()(
zzHz
z
z
z
zzzz
H
XH
XHY
121
2)(
zzY
][)2(2][ nuny n