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3.

z-Transform
1.
2.
3.
4.
5.
6.

3. z-Transform

z-Transform
Properties of the ROC for the z-transform
The inverse z-transform
z-Transform Properties
z-Transform and LTI
Unilateral z-transform

Tai-Lang Jong, EE/NTHU

3.1 z-Transform
X ( z) =

n
[
]
x
n
z
=

n =

n jwn
n
[
]
{
[
]
}
x
n
r
e
=
DTFT
x
n
r

n =

x[n] maybe not absolutely summable, but x[n]r-n can


be made absolutely summable if r is properly chosen.
This region of proper r consists of the regions of
convergence (ROC) of X(z) such that |X(z)|<.
X(z) becomes an analytic complex function and many
complex analysis theorems can be applied.
3. z-Transform

Tai-Lang Jong, EE/NTHU

z-Transform
The z-transform is simply an alternative representation of
a signal:

X ( z) =

n
x
[
n
]
z

n =

= + x[2]z 2 + x[1]z + x[0] + x[1]z 1 + x[2]z 2 +


The exponent of z contains the time information we need to
identify the samples of the signal.
In many cases, we can express the sum of the finite or
infinite series for the z-transform in a close-form expression.
In such case, the z-transform offers a compact alternative
representation of the signal.
3. z-Transform

Tai-Lang Jong, EE/NTHU

z-Transform
z-transform as a generalization of DTFT: z = rej
X ( z) =

n
=
x
n
z
[
]

n =

n j n
n
=
x
n
r
e
DTFT
x
n
r
[
]
{
[
]
}

k =

ROC: Rx- < |z| < Rx+

Inverse z-transform derived by inverse DTFT:


rn
x[n] =
2

1
jw
j n
X (re )e d = 2

X (re )(re ) d =
j

j n

1
2 j

n 1
X
z
z
dz
(
)

DTFT as z-transform evaluated on unit circle:


(if the ROC of X(z) includes unit circle.)

X ( z ) | z = e j = X ( e j ) =
3. z-Transform

j n
[
]
x
n
e
= DTFT {x[n]}

n =

Tai-Lang Jong, EE/NTHU

Comments on z-Transform
1. The complex variable z is called the complex
frequency by z = |z|ej, where |z| is the attenuation and
is the real digital frequency.
2. ROC is an open ring: Rx- < |z| < Rx+ .
X ( z) =

x[n]z

n =

X ( z)

x[n]z

n =

x[n]z

n =
n

+
n =0

+ x[n]z n
n =0

x[n]
x[n]
n
x
n
r

+
[
]

n
zn
n =1
n =0 r

ROC of the x[n]r n (left sided ) : 0 r = z < Rx + <


n =1

ROC of the
n =0

3. z-Transform

x[n]
(right sided ) : r = z > Rx > 0
n
r
Tai-Lang Jong, EE/NTHU

Comments on z-Transform
3. If Rx+ < Rx- then the ROC is a null space and ztransform does not exits.

Unit circle

Im
z-plane
z = ej

Im

z-plane

Rx-

Re

z = rej
Re
Rx+

3. z-Transform

Tai-Lang Jong, EE/NTHU

Comments on z-Transform
4. If the ROC contains unit circle, X(z) evaluated on the
unit circle is the DTFT of x[n] (the DTFT of x[n] exists.)
X ( z ) | z = e j = X ( e j ) =

j n
[
]
e
x
n
= DTFT {x[n]}

n =

Im

z-plane

Unit circle

z = rejw
w
Re
Rx-

3. z-Transform

Rx+

Tai-Lang Jong, EE/NTHU

Laurent Series & the z-transform:


If converges, z-transform is in general a Laurent
series.

n
|
[
]
|=
x
n
r

n =

n
<
|
[
]
||
|
x
n
z

n =

Laurent series :

n =

n =1

n
=
[
]
x
n
z

3. z-Transform

x[ n]
n
+

[
]
x
n
z

n
z
n =0

Tai-Lang Jong, EE/NTHU

ROC Examples of the z-transform:


Finite length sequence:
x1[ n] = {1,2,5,7,0,1} = 1 [ n] + 2 [ n 1] + 5 [ n 2] + 7 [ n 3] + [ n 5]

X1 ( z) =

x[n]z

n =

= x[ n] z n = 1 + 2 z 1 + 5 z 2 + 7 z 3 + z 5
n =0

ROC1 : entire z - plane except z = 0


x2 [ n] = {1,2,5,7,0,1} = 1 [ n + 2] + 2 [ n + 1] + 5 [ n] + 7 [ n 1] + [ n 3]

X 2 ( z) =

x[n]z

n =

x[n]z

= z 2 + 2 z1 + 5 + 7 z 1 + z 3

n = 2

ROC 2 : entire z - plane except z = 0 and z =


3. z-Transform

Tai-Lang Jong, EE/NTHU

ROC Examples of the z-transform:


Finite length sequence:
a n ,
x[ n] =
0,

X ( z) = a z
n

n =0

zk = ae jk ( 2 / N ) , k = 1,2 ,...,N 1

0 n N 1
otherwise

N 1

N 1

= az

( )
( )

zeros:

1 n

poles :
( N 1)th order pole at origin
For N = 16

n =0

Im

1 N

1 az
=
1 az 1

z-plane

zN aN
= N 1
z
za
ROC : entire z - plane except z = 0 15th-order
pole

3. z-Transform

Tai-Lang Jong, EE/NTHU

Re

Unit circle
10

ROC Examples of the z-transform:


Right-sided sequence: (Laurent series in z)
x[n] = a n , n 2
X ( z) =

x[n]z

n =

x[n]z

Im
Unit circle |z| = 1

n = 2

= a z + a z + (az 1 ) n
2 2

n =0

1
=a z +a z+
1 az 1
if az 1 < 1 or z > a and z
2 2

3. z-Transform

z-plane

Re

Tai-Lang Jong, EE/NTHU

Rx- = |a|

ROC: > |z| > |a|


11

ROC Examples of the z-transform:


Causal sequence: (Laurent series in z)
x[n] = a nu[n],
X ( z) =

x[n]z

Im

z-plane

Unit circle |z| = 1

n =

= (az 1 ) n
n =0

1
z
=
=
1
1 az
za
if az 1 < 1 or z > a
3. z-Transform

Tai-Lang Jong, EE/NTHU

Re

Rx- = |a|

ROC: |z| > |a|


12

ROC Examples of the z-transform:


Left-sided sequence: (Laurent series in z)
x[n] = a n , n 1
X ( z) =

x[n]z

n =
1

z-plane

Im

= (az 1 ) n 1 az 1

Unit circle

n =

1 m
az
za
za
(
)
(
)
(
=
=

) 1

n =

1 n

1 m

m =1

m =0

1
1
z
=
1 =
=
1
1
1 za
1 az
za
if za 1 < 1 or z < a
X ( z ) = az 1 1 +
3. z-Transform

Re

Rx- = |a|

ROC: 0 < |z| < |a|

1
, if z < a and z 0
1
1 az
Tai-Lang Jong, EE/NTHU

13

ROC Examples of the z-transform:


Anticausal sequence: (Power series in z)
x[n] = a nu[n 1]
X ( z) =

n =

n =

n
1 n
[
]
(
=

x
n
z
az

m =1

Unit circle

= ( za ) = 1 ( za 1 ) m
1 m

z-plane

Im

m =0

1
1
z
=
=
1 za 1 1 az 1 z a
if za 1 < 1 or z < a

Re

= 1

Rx- = |a|

ROC: |z| < |a|

X(z) + ROC uniquely determine x[n].


3. z-Transform

Tai-Lang Jong, EE/NTHU

14

ROC Examples of the z-transform:


Sum of two sequences: (Laurent series in z)
x[n] = (-1/3)nu[n] + (1/2)nu[n]
( 1 / 3) n u[n ] X 1 ( z ) =
(1 / 2) n u[n ] X 2 ( z ) =
X ( z) =

1
1+ z
1
3

1
1+ z
1
3

1
1 z
1
2

1
1 12 z 1

, z > 1/ 3

, z > 1/ 2

2 16 z 1
2 z ( z 121 )
=
=
1 1
1 1
(1 2 z )(1 + 3 z ) (z 12 )(z + 13 )

Therefore, ROC = {|z| > 1/3} {|z| > } = {|z| > }


3. z-Transform

Tai-Lang Jong, EE/NTHU

15

ROC Examples of the z-transform:


Im

Im

z-plane

11
22

Re

Im

1
3

z-plane

1
2

Re

z-plane

1 1
2 2

Re

ROC = |z| > 1/2


3. z-Transform

Tai-Lang Jong, EE/NTHU

16

ROC Examples of the z-transform:


Two-sided sequence: (Laurent series in z)
x[n] = (-1/3)nu[n] (1/2)nu[-n-1]
( 1 / 3) u[n ] X 1 ( z ) =

1+ z
1
3

(1 / 2) n u[ n 1] X 2 ( z ) =
X ( z) =

1
1+ z
1
3

1
1 12 z 1

, z > 1/ 3
1

1 z
1
2

, z < 1/ 2

2(1 121 z 1 )
2 z (z 121 )
=
=
1 1
1 1
(1 + 3 z )(1 2 z ) (z + 13 )(z 12 )

Therefore, ROC = {|z| > 1/3} {|z| < } = {1/3 < |z| < }
(there maybe cases where no ROC exists, thus no z-transform)
3. z-Transform

Tai-Lang Jong, EE/NTHU

17

ROC Examples of the z-transform:


Im

Im

z-plane

1
2

Re

Im

3. z-Transform

1
3

z-plane

1
2

Re

z-plane

1 1
2 2

Tai-Lang Jong, EE/NTHU

Re

18

ROC Examples of the z-transform:


Two-sided sequence: (Laurent series in z)
x[n] = (1/2)nu[n] (-1/3)nu[-n-1]
( ) u[n] X 1 ( z ) =
1 n
2

1
1 z
1
2

( ) u[ n 1] X 2 ( z ) =
1 n
3

, z > 1/ 2
1
1+ z
1
3

, z < 1/ 3

ROC = {| z |> 1 / 2} {| z |< 1 / 3} =

Therefore, no z-transform exists for this signal.


3. z-Transform

Tai-Lang Jong, EE/NTHU

19

ROC Examples of the z-transform:

75
3

Two-sided sequence: x[n] = b|n|, b > 0


Consider the two - sided signal : x[n ] = b , b > 0
n

x[n ] = bn u[n ] + b n u[ n 1]
1
, z > b,
1
1 bz
1
1
Z
b n u[ n 1]
<
z
,
.
1 1
b
1 b z
1
1
(b b 1 ) z 1
n
Z
b , b > 0

=
1
1 1
1 bz
1 b z
(1 bz 1 )(1 b 1 z 1 )
Z
bn u[n ]

b2 1
z
1
=
<
<
b
z
,
b ( z b)( z b 1 )
b
1
(b b 1 ) z 1
n
If 0 < b < 1 ROC = b < z < , Z {b } =
b
(1 bz 1 )(1 b 1 z 1 )
If b > 1 ROC = , Z {b } does not exist.
n

10. z-xform

Tai-Lang Jong, EE/NTHU

20

75
4
1
If 0 < b < 1 ROC = b < z < ,
b
2 (b + b 1 ) z 1
n
Z
b
1 (b + b 1 ) z 1 + z 2

If b > 1 ROC = ,
n

Z {b } does not exist.

10. z-xform

Tai-Lang Jong, EE/NTHU

21

75
4

10. z-xform

Tai-Lang Jong, EE/NTHU

22

3.2 Properties of ROC


P1: The ROC of X(z) will either be 0 rR < |z|, or |z| < rL , or, in general the
annulus (a ring), i.e, 0 rR < |z| < rL .
P2: The Fourier transform of x[n] converges absolutely if and only if the ROC
of the z-transform X(z) of x[n] includes the unit circle.
P3: The ROC does not contain any poles.
P4: If x[n] is of finite length, i.e., a sequence that is zero except for - < N1
n N2 < , then the ROC is the entire z-plane except possibly z = 0
and/or z = .

3. z-Transform

Tai-Lang Jong, EE/NTHU

23

3.2 Properties of ROC (cont.)


P5: If x[n] is a right-sided sequence, i.e., a sequence that is zero for n < N1 < ,
the ROC extends outward from the outermost (i.e., largest magnitude)
finite pole in X(z) to (and possibly including) z = .
P6: 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 (i.e., smallest magnitude)
finite pole in X(z) to (and possibly including) z = 0.
P7: A two-sided sequence is an infinite-duration sequence that is neither rightsided 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.
P8: P12: The ROC must be a connected region.

3. z-Transform

Tai-Lang Jong, EE/NTHU

24

3.2 Properties of ROC (cont.)


P9: If x[n] is a right-sided sequence, and if the circle |z| = r0 is in the ROC,
then all finite values of z with |z| > r0 will also be in the ROC.
P10: If x[n] is a left-sided sequence, and if the circle |z| = r0 is in the ROC,
then all finite values of z with 0<|z|<r0 (possibly z=0 is also included)
will also be in the ROC.
P11: If x[n] is a two-sided sequence, and if the circle |z| = r0 is in the ROC,
then ROC will consist of a ring that includes the circle |z| = r0.
P12: If X(z) is rational, then its ROC is bounded by poles (for left-sided) or
extends to infinity (for right-sided).
P13: If X(z) is rational, and x[n] is right-sided, then the ROC is in the region
outside the outermost pole. Furthermore, if x[n] is causal, then the ROC
also includes z = .
3. z-Transform

Tai-Lang Jong, EE/NTHU

25

3.2 Properties of ROC (cont.)


P14: If X(z) is rational, and x[n] is left-sided, then the ROC is in the region
inside the innermost pole other than z = 0. Furthermore, if x[n] is
anticausal (x[n] = 0, n > 0), then the ROC also includes z = 0.
P15: For an stable LTI system described by LCCDE,
k=0N aky[n-k] = k=0M bkx[n-k], N must be > M, all its poles are inside
unit circle.

3. z-Transform

Tai-Lang Jong, EE/NTHU

26

ROC Examples of the z-transform:


For pole - 2 :

Unit circle

Im

z-plane

1
2

-2

Re

z < 2 (2) n u[n 1]

n
z
u[n]
2
(
2
)
>

For pole 1 2 :
z < 1 2 ( 1 2 ) n u[n 1]

1
1 ) n u[ n]
z
(
>
2
2

ROC1 : z < 1 2 : {( 2) n + ( 1 2 ) n }u[n 1]


anticausal , not stable
ROC2 : 1 2 < z < 2 : ( 1 2 ) n u[n] (2) n u[n 1]
noncausal , stable

1
X ( z) =
(1 12 z 1 )(1 + 2 z 1 )
3. z-Transform

ROC3 : z > 2 : {( 1 2 ) n + (2) n }u[n]


causal , not stable
Tai-Lang Jong, EE/NTHU

27

Common z-Transform Pairs


Sequence
[n ]
u[n ]
u[ n 1]

[n m ]

3. z-Transform

z Transform
1
1
1 z 1
1
1 z 1
z

ROC
all z
z >1
z <1
all z except 0 (for m > 0)
or infinity ( m < 0)

Tai-Lang Jong, EE/NTHU

28

Common z-transform pairs


z Transform
1
a nu[n]
1 az 1
1
n
a u[n 1]
1 az 1
1
az
na nu[n]
(1 az 1 ) 2
1
az
na nu[n 1]
(1 az 1 ) 2
1
n
(n + 1)a u[n]
(1 az 1 ) 2
1
n
(n + 1)a u[n 1]
(1 az 1 ) 2
Sequence

3. z-Transform

Tai-Lang Jong, EE/NTHU

ROC
z >a
z<a
z >a
z<a
z >a
z<a
29

Common z-transform pairs


z Transform
1 cos 0 z 1
cos(0 n)u[n]
1 2 cos 0 z 1 + z 2
sin 0 z 1
sin(0 n)u[n]
1 2 cos 0 z 1 + z 2
1

r
z
1
cos

0
r n cos(0 n)u[n]
1 2r cos 0 z 1 + r 2 z 2
1
r
z
sin

0
r n sin(0 n)u[n]
1 2r cos 0 z 1 + r 2 z 2
Sequence

3. z-Transform

Tai-Lang Jong, EE/NTHU

ROC
z >1
z >1
z >r
z >r

30

Example: z-transform & DTFT


z
1
=
, ROC : z > 1
1
z 1
1 z
X 1 ( z ) has a pole, p1 = 1, on the unit circle, but converges for z > 1.
x1[n] = u[n] X 1 ( z ) =

If we evaluate X 1 ( z ) on the unit circle except at z = 1, we have


j / 2
e
1
X 1 ( e j ) =
=
,
j
1 e
2 j sin( / 2)

2k , k Z

At = 2k , X 1 (e j ) contains impulses. Area of such impulse = ?

/2
/ 2 cos '+ j sin '
e j / 2
e j '
d =
d ' =
d '

/
2
/
2
j sin '
j sin '
2 j sin( / 2)

= j

/2

- / 2

cot ' d ' +

/2

- / 2

d ' = j 0 + =

such impulse = ( )
3. z-Transform

Tai-Lang Jong, EE/NTHU

31

Example: z-transform & DTFT


Hence the presence of a pole at z = 1 creates a problem only when
we want to compute X 1 (e j ) at = 0 because X 1 (e j ) as

0. For any other value of in [ , ]


e j / 2
1
=
X 1 (e ) =
is finite (well behaved).
j
1 e
2 j sin( / 2)
j

, 0
for , X 1 (e j ) = 1 e j
( ), = 0
or simply, considering periodicity,

1
X 1 (e ) =
+ ( + 2k )
j
1 e
k =
j

3. z-Transform

Tai-Lang Jong, EE/NTHU

32

3.3 The Inverse z-Transform


Inspection method:
Use z-transform pairs and ROC.
Partial fraction expansion
Power series expansion: long division
Theoretical from inverse Fourier transform
complex contour integration (residue theorem)

3. z-Transform

Tai-Lang Jong, EE/NTHU

33

3.3 The Inverse z-Transform


Inspection method:
Use z-transform pairs and ROC.
X ( z) =

1
1 z
1
2

, ROC

( 12 )n u[n ],
if ROC = {z z > 12 }
x[n ] = 1 n
( 2 ) u[ n 1], if ROC = {z z < 12 }

3. z-Transform

Tai-Lang Jong, EE/NTHU

34

Inverse z-Transform by Partial


Fraction Expansion
Partial fraction expansion: M < N & simple poles
M

H ( z) =

bk z
k =0
N

k
a
z
k
k =0

z
=

bk z
k =0
N

M k

z M ak z N k

k =0

b0 (1 ck z 1 )
k =1
N

a0 (1 d k z 1 )
k =1

Ak
1
,
if
&
(
1
) H ( z ) z =d k
N
M
A
d
z
>
=

k
k
1
k =1 1 d k z

1
N

(
1
)
A
d
z

j
k
(1 d k z 1 ) H ( z ) = Ak +

1
d
z

1
,
j
j
k
=

If rR < z < rL h[n] =


3. z-Transform

d k < rR

Ak d k u[n]
n

Tai-Lang Jong, EE/NTHU

Ak d k u[n 1]
n

d k > rL

35

Examples of Inverse z-transform:


2nd order z-transform
X ( z) =

Unit circle

Im

1
4

z-plane

1
2

Re

1
(1 - 12 z 1 )(1 - 14 z 1 ) , z >

ROC : z >

: includes unit circle

causal , stable
A1
A2
X ( z) =
+
(1 - 12 z 1 ) (1 - 14 z 1 )
A1 = (1 - 1 2 z 1 )X ( z ) z = 12 =
A2 = (1 - 1 4 z 1 )X ( z ) z = 14

1
=2
1
1
1
1 - 4 ( 2)
1
=
= 1
1
1
1
1 - 2 ( 4)

x[n ] = 2( 1 2 ) n u[n ] ( 1 4 ) n u[n ]


3. z-Transform

Tai-Lang Jong, EE/NTHU

36

Inverse z-Transform by Partial


Fraction Expansion
Partial fraction expansion: M N & simple pole
M

H ( z) =

bk z
k =0
N

k
a
z
k
k =0

M N

z
=

bk z

b0 (1 ck z 1 )

M k

k =0
N

z M ak z N k
k =0

k =1
N

a0 (1 d k z 1 )
k =1

Ak
, ROC : 0 < rR < z < rL
1
k =1 1 d k z

Br z r +
r =0

where Ak = (1 d k z 1 ) H ( z ) z = d k
h[n] =

M N

Br [n r ] +
r =0

3. z-Transform

d k < rR

Ak d k u[n]
n

Tai-Lang Jong, EE/NTHU

Ak d k u[n 1]
n

d k > rL

37

Examples of Inverse z-transform:


(
1 + 2 z 1 + z 2
1 + z 1 )
=
X ( z) =
, z >1
1
1
3 1
1 2
1
(1 - 2 z )(1 - z )
1 2 z + 2 z
2

Unit circle

ROC : z > 1 : excludes unit circle

Im

z-plane

1
2

Re

causal , not stable


1 + 5 z 1
X ( z) = 2 +
(1 - 12 z 1 )(1 - z 1 )
A1
A2
= B0 +
+
(1 - 12 z 1 ) (1 - z 1 )

(1 + ( ) ) = 9
=
(1 - ( ) )
(1 + (1) ) = 8
=
(1 - (1) )

A1 = (1 - 1 2 z 1 )X ( z ) z = 12
A2 = (1 - z 1 )X ( z ) z =1

1 2

1 2

x[n ] = 2 [n ] 9( 1 2 ) n u[n ] + 8u[n ]


3. z-Transform

Tai-Lang Jong, EE/NTHU

38

Inverse z-Transform by Partial


Fraction Expansion
Partial fraction expansion: M N & di multiplicity s
M

H ( z) =

bk z

ak z

k =0
N

z
=

bk z
k =0
N

b0 (1 ck z 1 )

M k

ak z

=
N k

k =0

k =0

M N

N s

a0

k =1

1
1 s

(
1
)(
1
)
d
z
d
z
k
i

k =1, k i

N s

s
Ak
Cm
= Br z +
+
1
1
r =0
k =1, k i 1 d k z
m =1 1 d i z
r

where Ak = (1 d k z 1 ) H ( z ) z = d k
1
Cm =
( s m)!(d i ) s m
3. z-Transform

d s m
1
s
s m (1 d i w) H ( w ) w= d i 1
dw

Tai-Lang Jong, EE/NTHU

39

Examples of Inverse z-transform:


z3
1
X ( z) =
, z>
=
2
1
1 2
1
1
1
1
(z - 2 )(z + 3 ) (1 - 2 z )(1 + 3 z )
ROC : z >

Im

Unit circle

: includes unit circle

causal , stable

z-plane

A1
C1
C2
+
+
1 - 12 z 1 1 + 13 z 1 (1 + 13 z 1 ) 2
1
A1 = (1 - 1 2 z 1 )X ( z ) z = 12 =
= 9 / 25 = 0.36
1 2
1
1
(1 + 3 ( 2 ) )
1
C2 = (1 + 1 3 z 1 ) 2 X ( z ) z = 13 =
= 2 / 5 = 0. 4
1 - 12 ( 13 ) 1
X ( z) =

1
3

1
2

Re

C1 =

1
2
d

(1 + 1 3 w) 2 X ( w 1 ) w=d 1 = 3 = 3 = 0.24

1! ( ( 13 )) dw
25
i

x[n ] = 0.36( 12 ) n u[n ] + 0.24( 13 ) n u[n ] + 0.4( n + 1)( 13 ) n u[n ]


n

1
1
n
n
a
u
n
,
(
1
)
[
]

a u[n ]

1
1 2
az
az
1
(
1
)

3. z-Transform

Tai-Lang Jong, EE/NTHU

40

Inverse z-Transform by Power Series


Expansion
Power series expansion: long division to get the ztransform series:
X ( z) =

n
x
n
z
[
]

n =

= + x[2]z 2 + x[1]z + x[0] + x[1]z 1 + x[2]z 2 +


Example :

)(

)(

X ( z ) = z 2 1 12 z 1 1 + z 1 1 z 1

= z 2 12 z 1 + 12 z 1
x[n] = [n + 2] 12 [n + 1] [n] + 12 [n 1]
3. z-Transform

Tai-Lang Jong, EE/NTHU

41

Inverse z-Transform by Power Series


Expansion
Power series expansion: long division to get the ztransform series:
X ( z) =

x[n]z

= + x[1]z + x[0] + x[1]z 1 + x[2]z 2 +

n =

Example :
X ( z ) = log(1 + az 1 )

z>a

(1) n +1 a n z n
=
n
n =1

n +1 a

x[n] = (1) n

3. z-Transform

(1) n +1 x n
log(1 + x) =
, x <1
n
n =1

n 1
n0
Tai-Lang Jong, EE/NTHU

42

Inverse z-Transform by Power Series


Expansion
Power series expansion: long division to get the ztransform series:
1
X ( z) =
, z>a
1
1 az
1 + az 1 + a 2 z 2 +
1 az 1 1
1 az 1
az 1
az 1 a 2 z 2
a 2 z 2
x[n ] = a n u[n ]
3. z-Transform

Tai-Lang Jong, EE/NTHU

43

Inverse z-Transform by Power Series


Expansion
Power series expansion: long division to get the ztransform series:
1 + 2 z 1
1 + 2 z 1
X ( z) =
=
1
2
1 + 0.4 z 0.12 z
(1 0.2 z -1 )(1 + 0.6 z -1 )

z > 0.6

1 + 1.6 z 1 0.52 z 2 +
1 + 0.4 z 1 0.12 z 2 1 + 2 z 1
1 + 0.4 z 1 0.12 z 2
1.6 z 1 + 0.12 z 2
1.6 z 1 + 0.64 z 2 0.192 z 3
- 0.52 z 2 + 0.192 z 3

3. z-Transform

- 0.52 z 2 0.208 z 3 + 0.0624 z 3

Tai-Lang Jong, EE/NTHU

44

Inverse z-Transform by Power


Series Expansion
Power series expansion: long division to get the ztransform series:
1 + 2 z 1
1 + 2 z 1
X ( z) =
=
1
2
1 + 0.4 z 0.12 z
(1 0.2 z -1 )(1 + 0.6 z -1 )

z < 0.2

50/3z 23 / 0.36 z 2 + 20 / 0.27 z 3 +


0.12 z 2 + 0.4 z 1 + 1 2 z 1 + 1
2 z 1 20 / 3 50 / 3 z
23 / 3 + 50 / 3 z
23 / 3 + 23 / 0.9 z 23 / 0.36 z 2
8/0.9 z 23 / 0.36 z 2

3. z-Transform

Tai-Lang Jong, EE/NTHU

45

Inverse z-Transform by Complex


Contour Integration
X ( z) =

x[n]z

n =

x[n]r n

1
=
2

rn
x[n] =
2

n
jwn
(
[
]
)
x
n
r
e

n =

jw
jwn
X
(
re
)
e
dw

1
jw
jwn
X (re )e dw = 2

jw
jw n
(
)
(
) dw
X
re
re

1
=
2

1
dz
n 1
(
)
(
)
X
z
z
X
z
z
dz
=

jz 2j

n 1
n 1
[residues
of
(
(
)
)
at
]
(
)(
(
)
) z = zi
X
z
z
z
z
z
z
X
z
z
=
=

i
i

all poles { zi } in C

3. z-Transform

Tai-Lang Jong, EE/NTHU

46

Example of Inverse z-Transform by


Complex Contour Integration
1
z >a
1
1 az
1
1
1
1
f ( z)
zn
z n 1
n 1
(
)
=
=
=
dz
dz
dz
z
z
dz
X
x[n] =
1

C
C
C
C
2j z a
2j z a
2j 1 az
2j
X ( z) =

1. n 0, f ( z ) = z n has only zeros and no poles inside C. The only pole


inside C is z0 = a. Hence x[n] = f ( z0 ) = a n

n 0.

2. n < 0, f ( z ) = z n has an nth order pole at z = 0 also inside C. Thus there


are contributions from both poles z0 = a and z = 0. For n = -1, we have
x[1] =

1
1
1
1
=0
=
+
dz

C
( z a ) z =0 z z = a
2j z ( z a )

For n = -2, we have


1
1
1
1
d
+ 2
x[2] =
dz =
2

C
2j z ( z a )
dz ( z a ) z =0 z
3. z-Transform

Tai-Lang Jong, EE/NTHU

= 0 and so on for n < 0


z =a
47

75
8

Example 1
Consider
3 56 z 1
1
2
,
X ( z) =
=
+
1 1
1 1
1 1
1 1
(1 4 z )(1 3 z ) 1 4 z
1 3 z
poles : 13 ,

1
4

z > 13 .

, zeros : 0, 185

ROC : z > 13
Z
x1[n] = ( 14 ) n u[n]

1
1 14 z

Z
x2 [n] = 2( 13 ) n u[n]

,
1

2
1 13 z

1
z > ,
4

,
1

1
z > .
3

x[n] = x1[n] + x2 [n] = ( 14 ) n + 2( 13 ) n u[n]

10. z-xform

Tai-Lang Jong, EE/NTHU

48

75
8

Example 1 (cont.)
Consider
3 56 z 1
1
2
X ( z) =
=
+
.
1 1
1 1
1 1
1 1
(1 4 z )(1 3 z ) 1 4 z
1 3 z
poles : 13 ,
If ROC = z <

1
4

, zeros : 0, 185

1
4

x1[n] = ( ) u[n 1]
1 n
4

1 z

x2 [n] = 2( ) u[n 1]

1
4

1 n
3

1 z
1
3

1
z< ,
4

1
z< .
3

x[n] = x1[n] + x2 [n] = ( 14 ) n + 2( 13 ) n u[n 1]


10. z-xform

Tai-Lang Jong, EE/NTHU

49

Example 1 (cont.)

75
8

Consider
3 56 z 1
1
2
X ( z) =
=
+
.
1 1
1 1
1 1
1 1
(1 4 z )(1 3 z ) 1 4 z
1 3 z
poles : 13 ,
If ROC = z <

1
4

, zeros : 0, 185

1
4

x[n] = ( 14 ) n u[n 1] 2( 13 ) n u[n 1]


If ROC = 14 < z < 13
x[n] = ( 14 ) n u[n] 2( 13 ) n u[n 1]

10. z-xform

Tai-Lang Jong, EE/NTHU

50

Example 2

75
8

Consider
4z3 + 2z + 3
X ( z ) = 4 z + 2 + 3z =
, 0< z <
z
poles : 0,
From power series definition of z - transform
2

4,
2,

x[n] =
3,
0,

10. z-xform

n = 2
n=0
n =1
otherwise

= 4 [n + 2] + 2 [n] + 3 [n 1]

Tai-Lang Jong, EE/NTHU

51

3.4 z-Transform Properties


Linearity:
ax1[n] + bx2[n] aX1(z) + bX2(z),
ROC = Rx1 Rx2
Time-shifting:
x[n-n0] z-n X(z),
ROC = Rx except for z = 0 if n0 > 0 and z = if n0 < 0
0

x[n n0 ]

x[n n0 ]z

n =

( m + n0 )
x
[
m
]
z

m =

n0
m n0
x
[
m
]
z
z
=
z
X ( z)

m =
3. z-Transform

Tai-Lang Jong, EE/NTHU

52

Linearity
e j 0 n + e j 0 n
x[n] = cos 0 nu[n] =
u[n]
2
1
1
1

j 0
j 0
1
,
X ( z) =
+
=
>
=
=
>
=1
ROC
z
e
ROC
z
e

1
2
2 1 e j0 z 1 1 e j0 z 1
1 (cos 0 ) z 1
1 2 (e j0 + e j0 ) z 1
=
=
j 0
j 0
1
2
2 1 (e + e ) z + z
1 2(cos 0 ) z 1 + z 2
e j 0 n e j 0 n
x[n] = sin 0 nu[n] =
u[n]
2j
X ( z) =

1
1
1

ROC1 = z > e j0 = 1, ROC2 = z > e j0 = 1

j0 1
j0 1
2 j 1 e z
1 e z

(sin 0 ) z 1
1
(e j0 e j0 ) z 1
=
=
j 0
j 0
1
2
2 j 1 (e + e ) z + z
1 2(cos 0 ) z 1 + z 2

3. z-Transform

Tai-Lang Jong, EE/NTHU

53

Finite Duration Sequence


a n , 0 n N 1
N 1 n
1 ( az 1 ) N
n
x[n] =
X ( z ) = n =0 a z =
1 az 1
otherwise
0,
ROC = entire z - plane except z = 0 since x[n] has finite duration.
Note that : x[n] = a n (u[n ] u[n N ]) = a n u[n ] a n u[n N ] = x1[n ] + x2 [n ]
x1[n ] = a n u[n ] X 1 ( z ) =

1
, ROC1 = z > a
1 az 1

a N z N
, ROC2 = z > a
x2 [n ] = a u[n N ] = a a u[n N ] X 2 ( z ) =
1 az 1
1
, ROC = ROC1 ROC2 = z > a
X ( z ) = X 1 ( z ) X 2 ( z ) = (1 ( az 1 ) N )
1
1 az
However , the ROC is entire z - plane except z = 0. That' s because the pole a is
cancelled by a zero.
If the linear combination of several signals has finite duration, the
n

nN

ROC of its z - transform is exclusively dictated by the finite duration


nature of this signal, not by the ROC of the individual transforms.
3. z-Transform

Tai-Lang Jong, EE/NTHU

54

Shifted Exponential Sequence


Consider the z - transform
1
X ( z) =
,
1
z4

z >

1
4

z 1
X ( z) =
,
1 1
1 4 z
X ( z ) = 4 +

z >

4
1 14 z

1
4

1 n

x
n
n

+
,
[
]
4
[
]
4
(
4 ) u[ n]
1

or X ( z ) = z 1 1 , x[n] = ( 14 ) n 1 u[n 1]
1 4 z
1

3. z-Transform

Tai-Lang Jong, EE/NTHU

55

Finite Duration Sequence


z =1
N,
1, 0 n N 1
N 1

x[n] =
X ( z ) = n =0 1 z n = 1 z N
0, otherwise
1 z 1 z 1
ROC = entire z - plane except z = 0 since x[n] has finite duration.
Note that : x[n] = u[n] u[n N ]
X ( z ) = U ( z ) z NU ( z )
1
= (1 z )
,
1
1 z
ROC = z > 1 (ROC of U ( z )) z 0 = z > 1
N

If the linear combination of several signals has finite duration, the


ROC of its z - transform is exclusively dictated by the finite duration
nature of this signal, not by the ROC of the individual transforms.
3. z-Transform

Tai-Lang Jong, EE/NTHU

56

z-Transform Properties
Scaling in the z-domain (multiplication by an
exponential sequence):
z0nx[n] X(z/z0), ROC = |z0|Rx
z0 x[n]

n =

n
0

x[n]z

x[n](zz )

n =

1 n

x
m
[
]

z
m =
0

= X(

z
)
z0

X ( z ) Rx : rR < z < rL
X(
3. z-Transform

z
z
) ROC : rR <
< rL or z0 rR < z < z0 rL
z0
z0
Tai-Lang Jong, EE/NTHU

57

Exponential Multiplication
Z
DTFT
X (e j ( w w0 ) )
Note : z0n x[n]
X ( z / z0 ) e jw0 n x[n]
Z
From u[n]

1
,
1
1 z

Z
z > 1 z0nu[n]

1
1
=
1 ( z / z0 ) 1 1 z0 z 1

1 cos 0 (r 1 z ) 1
,
For x[n] = r cos(0 n)u[n] X ( z ) =
1 1
1 2
1 2 cos 0 (r z ) + (r z )
n

r 1 z > 1

r n e j 0 n + r n e j 0 n
Also x[n] =
u[n] = 12 (re j0 ) n u[n] + 12 (re j0 ) n u[n]
2
X ( z) =

1
2
j 0

1
2
j 0

,
1

z > re j0 = r , z > re j0 = r

1 re z 1 1 re z
j0 1
j0 1
1
re
z
re
z )

(
2
= 2
,
j 0
j 0
2 2
1
1 (re + re ) z + r z

1 r cos 0 z 1
=
,
1
2 2
1 2r cos 0 z + r z
3. z-Transform

z >r

z >r

Tai-Lang Jong, EE/NTHU

58

z-Transform Properties
Differentiation of X(z):
If x[n] X(z), ROC: Rx
then nx[n] -zdX(z) /dz, ROC = Rx
X ( z) =

n
[
]
, analytic with Rx
x
n
z

n =

1
dX ( z )
n 1
= x[n](n)(z )
= nx[n]z n
dz
z n =
n =
dX ( z )
nx[n]
-z
dz

3. z-Transform

Tai-Lang Jong, EE/NTHU

59

Second-Order Pole
x[n] = na nu[n] = n(a nu[n])
1
, z >a
1
1 az
d 1
Z
n
na u[n] -z
, z >a
1
dz 1 az
Z
a nu[n]

d 1 ( z )(0 (az 2 ))
az 1
=
=
X ( z ) = -z
, z >a
1 2
1
1 2
dz 1 az
(1 az )
(1 az )
az 1
1
1
a u[n] + na u[n] = (n + 1)a u[n]
+
=
, z >a
1
1 2
1 2
1 az
(1 az )
(1 az )
n

3. z-Transform

Tai-Lang Jong, EE/NTHU

60

Third-Order Pole
x[n] = n(n + 1)a nu[n] = n((n + 1)a nu[n])
1
Z
(n + 1)a nu[n]
, z >a
1 2
(1 az )

1
d
, z > a
n(n + 1)a u[n] -z
1 2
dz (1 az )
n

( z )(2)(az 2 ))
2az 1
, z >a
=
=
1 3
1 3
(1 az )
(1 az )
n(n + 1) n
az 1
Z
, z >a

a u[n]
1 3
2
(1 az )
(n + 1)(n + 2) n
n(n + 1) n
(n + 1)a nu[n] +
a u[n] =
a u[n]
2
2
1
1
az 1
Z
, z >a

+
=
1 2
1 3
1 3
(1 az ) (1 az )
(1 az )
3. z-Transform

Tai-Lang Jong, EE/NTHU

61

Inverse of Non-Rational z-Transform


X ( z ) = log(1 + az 1 ),

z > a , find x[ n] = Z 1{ X ( z )}.

d
1
2
X ( z) =

az
(
).
1
dz
1 + az
Form the differentiation property,

d
az 1
( z )(az 2 )
=
nx[ n] z X ( z ) =
, z >a
1
1
dz
1 + az
1 + az
az 1
Z
n 1
z
a
a
a
u[ n 1]
>

,
(
)
1
1 + az
nx[ n] = a( a) n 1 u[ n 1]
Z

n
a
Z
x[ n] = (1) n +1 u[ n 1]
log(1 + az 1 )
n

3. z-Transform

Tai-Lang Jong, EE/NTHU

62

z-Transform Properties
Conjugation of a complex sequence:
If x[n] X(z), ROC: Rx
then x*[n] X*(z*), ROC = Rx
if x[n] real, X(z) = X*(z*) or X(z*) = X*(z)
X ( z) =

n
[
]
, analytic with Rx
x
n
z

n =


n
n
n
=
=
*
[
]
[
](
)
*
[
](
*)
x
n
z
x
n
z
x
n
z

= X * ( z*)

n =
n =
n =

x[n] + x * [n]
X ( z ) + X * ( z*)

Re{x[n]} =
2
2
x[n] x * [n]
X ( z ) X * ( z*)

Im{x[n]} =
2j
2j

x * [ n]

3. z-Transform

Tai-Lang Jong, EE/NTHU

63

z-Transform Properties
Time-reversal:
If x[n] X(z), ROC: Rx
then x[-n] X(1/z), ROC = 1/Rx
x*[-n] X*(1/z*), ROC = 1/Rx
X ( z) =

x[n]z

n =

x[n]
Z

, analytic with Rx : rR < z < rL

x[n]z

n =

1
1 m
1
=
=
x
m
z
X
z
X
[
](
)
(
)
(
)

z
m =

1
1
1
1
ROC : rR < < rL or
< z<
or ROC =
z
rL
rR
Rx
Z
x * [n]

3. z-Transform

1 m
1

n
1

=
=
=
x
n
z
x
m
X
z
X
*
[
]
[
](
)
*
(
*
)
*
(
)

z*
z*
n =
m =

Tai-Lang Jong, EE/NTHU

64

z-Transform Properties

76
9

Time-expansion:
x[n / k ], if n is a multiple of k
x( k ) [n ] =
if n is not a multiple of k
0,
Z
x[n ]
X ( z ),

If
then

with ROC = R,
with ROC = R1 / k .

Z
x( k ) [n ]
X ( z k ),

Z
x[n ]
X ( z ), Rx : rR < z < rL

x( k ) [n ]
Z

x( k ) [n]z

n =

x[n / k ]z

n =
n = km

km
k
=
[
]
(
)
x
m
z
X
z

m =

X ( z ) Rx : rR < z < rL
X ( z k ) ROC : rR < z k < rL or rR
10. z-xform

1/ k

< z < rL

Tai-Lang Jong, EE/NTHU

1/ k

65

Time-Reversed Exponential Sequence


x[n ] = a n u[ n ] = time - reversal of a n u[n ] = g[n ]
1
Z
, z>a
G( z) =
g[n ] = a n u[n ]
1
1 az
1
1
,
z
a
X ( z ) = G (1 / z ) =
<
1 a (1 / z ) 1
1
, z < a 1
=
1 az
1
a 1 z 1
1
1
1
(
)
,
z
z
a
a
=
=

<
1 a 1 z 1
1 a 1 z 1
x[n ] = a 1 ( ( a 1 ) n 1 u[ ( n 1) 1]) = a n u[ n ]

3. z-Transform

Tai-Lang Jong, EE/NTHU

66

z-Transform Properties
Convolution of sequences:
x1[n]*x2[n] X1(z) X2(z),
ROC = Rx1 Rx2
X1 ( z) =
X 2 ( z) =

n
]
, analytic with Rx1 ,
[
n
z
x
1

n =

n
]
, analytic with Rx2 .
[
n
z
x
2

n =

x1[n] * x2 [n]
x1[k ]x2 [n k ] z n
n = k =


( n k ) k
= x1[k ] x2 [n k ]z
z = X1 ( z) X 2 ( z)
k =

n =
ROC = Rx1 Rx2

3. z-Transform

Tai-Lang Jong, EE/NTHU

67

Convolution Example
1 0 n 5
x1[n ] = {1,2,1} = [n ] 2 [n 1] + [n 2], x2 [n ] =
0 otherwise
x[n ] = x1[n ] * x2 [n ] =

1 1 1 1 1 1
-2-2-2-2-2-2
1 1 1 1 1 1
1 -1 0 0 0 0 -1 1

X ( z ) = X 1 ( z ) X 2 ( z ) = 1 z 1 z 6 + z 7
Note X 1 ( z ) = 1 2 z 1 + z 2 = (1 z 1 ) 2
1 z 6
X 2 ( z) = 1 + z + z + z + z + z =
1 z 1
X 1 ( z ) X 2 ( z ) = (1 z 1 )(1 z 6 ) = 1 z 1 z 6 + z 7
1

3. z-Transform

Tai-Lang Jong, EE/NTHU

68

Convolution Example
x1[n ] = a n u[n ], x2 [n ] = u[n ], y[n ] = x1[n ] * x2 [n ]

X1( z) = a z

n n

n =0

X 2 ( z ) = z n =
n =0

1
=
, z > a,
1
1 az

Unit circle

1
, z > 1.
1
1 z

For a < 1,

Im

z-plane

Re

z2
1
=
Y ( z) =
, z > 1.
1
1
(1 az )(1 z ) ( z a )( z 1)
a
1 1
=

, z >1

1
1
1 a 1 z
1 az
1
y[ n ] =
(u[n ] a n +1u[n ])
1 a
3. z-Transform

Tai-Lang Jong, EE/NTHU

69

z-Transform Properties
Cross-correlation of sequences:
rgh[k] = g[k]*h[-k] G(z) H(z-1),
ROC = Rg 1/Rh

g[n ]z

g[n ] G ( z ) =
Z

n =

h[n]z

h[n ] H ( z ) =
Z

n =

h[ n ]
Z

, analytic with Rg ,
, analytic with Rh .

n
1
h

n
z
=
H
z
[
]
(
), analytic with 1/Rh

n =

g[l ] * h[ l ] g[k ]h[ (l k )] z = g[k ] h[ (l k )]z ( l k ) z k


l = k =
k =

l =

= G ( z ) h[m ]z m = G ( z ) H ( z 1 ), ROC = Rg (1 / Rh )
m =

3. z-Transform

Tai-Lang Jong, EE/NTHU

70

Convolution/Correlation Example
x[n ] = a n u[n ], 1 < a < 1
1
X ( z) =
, ROC : z > a
1
1 az
1
1
1
1
, ROC : z > a or z <
X (z ) =
1 az
a
rxx [k ] =

Unit circle

x[n]x[n k ] = x[k ] * x[k ]

Im

z-plane
1
a

Re

n =

1
1
1
=
,
1
1
2
1 az 1 az 1 a ( z + z ) + a
1
1
ROC : z > a z < = a < z <
a
a
R( z ) = X ( z ) X ( z 1 ) =

3. z-Transform

Tai-Lang Jong, EE/NTHU

71

z-Transform Properties
First difference:
x[n] x[n-1] (1-z-1)X(z),
ROC = at least Rx |z| > 0 or Rx |z| <
X ( z ) =
x[n]

n
x
n
z
[
]
, analytic with Rx,

n =

z 1 X ( z ), analytic with Rx except


x[n 1]
for possible add / delete z = 0 or .

X ( z ) z 1 X ( z ) = 1 z 1 X ( z )
x[n] x[n 1]

3. z-Transform

Tai-Lang Jong, EE/NTHU

72

z-Transform Properties
Accumulation:
y[n] = k=-n x[k] X(z)/ (1-z-1),
ROC = at least Rx |z| > 1
Y ( z)
y[n] =

x[k ]

k =

z 1Y ( z )
y[n 1] =

n 1

x[k ]

k =

(1 z )Y ( z ) y[n] y[n 1] = x[n] X ( z )


1

X ( z)
Y ( z ) =
1 z 1
3. z-Transform

Tai-Lang Jong, EE/NTHU

73

z-Transform Properties
Initial-value theorem:
if x[n] = 0 for n < 0, then x[0] = limz X(z)
x[n] = 0, for n < 0
X ( z) =

x[n]z

n =

= x[n]z

n =0

= x[0] + x[n]z n
n =1

lim X ( z ) = lim x[n]z n = x[0]


z

3. z-Transform

n =0

Tai-Lang Jong, EE/NTHU

74

z-Transform Properties
Multiplication or Modulation Theorem:
Z
x[n] y[n]

1
x[n] =
2j

1
2j

X (v)Y ( z / v)v 1dv

n 1

1
dz =
2j

X ( z )z

k n 1
x
k
z
z dz
[
]

k =

1
1
n k 1
z
dz
x
k
[
2j [n k ] = x[n]
]
=
= x[k ]

C
2j
2j
k =0
k =0

x[n]y[n]z

n =

3. z-Transform

1
= (
n = 2j

X (v)v n 1dv) y[n]z n

1
=
2j

1
=
2j

1
y[n]( z / v) dv =
C X (v)v n
2j
=

X (v) y[n]v n 1 z n dv
n =
1

Tai-Lang Jong, EE/NTHU

X (v)v 1Y ( z / v)dv
75

z-Transform Properties
Parsevals Relation:

x[n]y *[n]z

n =

n =

1
2j

X (v )v n 1dv ) y * [n]z n

1
=
2j

1
=
2j

n
y[n]( z * / v*) dv
C X (v)v n
=

1
=
2j

X (v ) y * [n]v
n =
1

n 1

1
z dv =
2j

X ( v )v

n
y
n
z
v
dv
*
[
]
(
/
)

n =

X (v )v 1Y *( z * / v*)dv

1
z = 1 x[n]y * [n] =
2j
n =
3. z-Transform

X (v)Y * (1 / v*)v 1dv

Tai-Lang Jong, EE/NTHU

76

Parsevals Relation

n
=
x
n
y
n
z
[
]
*
[
]

n =

z =1

1
2j

x[n]y *[n] =

n =

X (v )v 1Y *( z * / v*)dv

1
2j

X (v)Y * (1 / v*)v 1dv

If the ROCs of X ( z ) and Y ( z ) include the unit circle, we can let v = e jw

1
1
x[n]y * [n] =
X
v
Y
v
v
dv
(
)
*
(
1
/
*)

C
2j
n =
1
jw
jw
jw
jw
=
X
e
Y
e
e
de
(
)
*
(
)
2j C
1
jw
jw
jw
=
X
e
Y
e
e
dw
(
)
*
(
)

1
1
2
1
E x = x[n] =
=
X
v
X
v
v
dv
(
)
*
(
1
/
*)
2j C
2
n =
3. z-Transform

Tai-Lang Jong, EE/NTHU

jw

X (e ) dw
77

3.5 z-Transform and LTI Systems


1. Pole - zero system represente d by LCCDE :
N

a
k =0

y[n k ] = bk x[ n k ], subject to y[ 1],, y[ N ] & x[ 1],, x[ M ]


k =0

2. For an LTI system Initial rest : y[ 1] = = y[ N ] = x[ 1] = = x[ M ] = 0


3. Take Z {} of both sides :
N
M

k
ak (z Y ( z ) ) = bk (z X ( z ) ) ak z Y ( z ) = bk z k X ( z )
k =0
k =0
k =0

k =0

B( z )
A( z )Y ( z ) = B( z ) X ( z ) Y ( z ) =
X ( z) = H ( z) X ( z)
A( z )
B( z )
N ( z)
H ( z) =
: rational system. Furthermore, assume X ( z ) =
also rational
A( z )
Q( z)
B( z ) N ( z )
Y ( z) =
A( z )Q ( z )
N

3. z-Transform

Tai-Lang Jong, EE/NTHU

78

Response of Rational LTI Systems


Suppose the system H ( z ) contains simple poles p1, p2 ,, pN and the
input X ( z ) contains simple poles q1, q2 ,, qL where pk qmk & m.
In addition, assume that the zeros of B( z ) & N ( z ) do not coincide with
the poles { pk } and {qm }, so that there is no pole - zero cancellation.
B( z ) N ( z )
Y ( z ) = H ( z ) X ( z ) =
=
A( z )Q ( z )
= k =1
N

B( z ) N ( z )
1

p
z
q
z
(
1
)
(
1
k =1
m=1 m )
k
N

L
Ak
Qm
+
m=1 1 q z 1
1 pk z 1
m

y[n ] = k =1 Ak ( pk ) u[n ] + m =1 Qm ( qm ) n u[n ] = ynr [n ] + y fr [n ]


N

Natural response : ynr [n ] = k =1 Ak ( pk ) n u[n ]


N

Forced response : y fr [n ] = m =1 Qm ( qm ) n u[n ]


L

3. z-Transform

Tai-Lang Jong, EE/NTHU

79

Response of Rational LTI Systems


y[ n] = k =1 Ak ( pk ) n u[ n] + m =1 Qm ( qm ) n u[ n] = ynr [ n] + y fr [ n]
N

Natural response : ynr [ n] = k =1 Ak ( pk ) n u[ n]


N

Forced response : y fr [ n] = m =1 Qm ( qm ) n u[ n]
L

1. The causal LTI system is BIBO stable iff all its poles lie inside the
unit circle, i.e., pk < 1 k = 1,.., , N .
2. The input x[ n] is bounded if its poles satisfies qm 1 m = 1,.., , L.
3. The forced response y fr [ n] is bounded even when the input signal contains
one or more distinct poles on the unit circle.
4. However, if the system has poles on the unit circle and excited by
an input signal that also has a pole at the same location on the unit
circle ( becomes second or higher order pole ), the system will produce
an unbounded response (e.g., ( n + 1) qmn u[n ]).
3. z-Transform

Tai-Lang Jong, EE/NTHU

80

77
9

Example 3
1
1
y[n 1] = x[n ] + x[n 1].
3
2
Take Z {} Y ( z ) 12 z 1Y ( z ) = X ( z ) + 13 z 1 X ( z )
Consider an LTI system : y[n ]

1 + 13 z 1
1 + 13 z 1
1
1
,
(
)
(
)

=
=

=
Y ( z) =
pole
zero
X
z
H
z
3
2
1
1

1 12 z
1 12 z
This provides the algebraic expression for H ( z ) but not the ROC.
There are two distinct impulse responses that are consistent with the difference
equation, one right - sided and the other left - sided. Two ROCs : z > 12 , z <
right - sided ROC = z >

1
2

1
2

causal, stable (ROC includes unit circle)


h[n ] = ( 12 ) n u[n ] + 13 ( 12 ) n 1 u[n 1],

left - sided ROC = z <

1
2

anticausal, unstable (ROC does not include unit circle)


h[n ] = ( 12 ) n u[ n 1] + 13 ( 12 ) n 1 u[ ( n 1) 1]

10. z-xform

Tai-Lang Jong, EE/NTHU

81

Example 4

78
1

Suppose we are given the following information about an LTI system :


1. If the input is x1[n] = (1 / 6) n u[n ], then the output is
n
1 n
1

y1[n ] = a + 10 u[n ], where a is a real number.
3
2
7
2. If the input is x2 [n ] = ( 1) n , then the output is y2 [n ] = ( 1) n .
4

10. z-xform

Tai-Lang Jong, EE/NTHU

82

78
1

Example 4 (cont.)
From 1. x1[n ] = (1 / 6) n u[n ] X 1 ( z ) =

1
1 16 z

, RX 1 = z >
1

1
6

n
1 n
1
1
1

y1[n ] = a + 10 u[n ] Y1 ( z ) = a
+ 10
1 1
1 1
2
3
1
1
z

2
3 z

10 + a ( a3 + 5) z 1
, RY1 = z >
=
1 1
1 1
(1 2 z )(1 3 z )
a
H ( z) =

1
1 12 z 1

+ 10

1
1 13 z 1

1
1 16 z 1

poles = 12 ,

1
2

(10 + a ( a3 + 5) z 1 )(1 16 z 1 )
=
(1 12 z 1 )(1 13 z 1 )

1
3

Since Y ( z ) = H ( z ) X ( z ), RY1 = RX 1 RH RH = z > 12 causal , stable, H ( e j )


10. z-xform

Tai-Lang Jong, EE/NTHU

83

78
1

Example 4 (cont.)
From 2.
x2 [n ] = ( 1) n = z n

z = 1

y2 [n ] =

7
,
( 1) n = H ( z ) z n
1
=

z
4

the eiganvalue of the LTI is


(10 + a ( a3 + 5)( 1))(1 16 ( 1)) (15 + 43a ))( 76 )
=
=
H ( 1) =
3
4
1
1
( 2 )( 3 )
(1 2 ( 1))(1 3 ( 1))

7
4

a = 9
1
13
1 1
z ) 1 z 1 + z 2
3
6
6
H ( z) =
=
5
1
1
1
(1 z 1 )(1 z 1 ) 1 z 1 + z 2
6
6
2
3
1
5
1
13
y[n ] y[n 1] + y[n 2] = x[n ] x[n 1] + x[n 2]
6
3
6
6
(1 2 z 1 )(1

10. z-xform

Tai-Lang Jong, EE/NTHU

84

Example 5

78
1

Consider a stable and causal system with impulse response h[n ] and rational
system function H ( z ). Suppose it is known that h[n ] contains a pole at z = 1 / 2 and
a zero somewhere on the unit circle. The precise number and locations of all
other poles and zeros are unknown. For each of the following statement, let us
determine whether we can definitely say that it is true, false, or whether
there is insufficient information given to determine if it is true or not :
(a) F {(1 / 2) n h[n ]} converges.
(b) H (e j ) = 0 for some .
(c) h[n ] has finite duration.
(d) h[n ] is real.
(e) g [n ] = n[h[n ] * h[n ]] is the impulse response of a stable system.

10. z-xform

Tai-Lang Jong, EE/NTHU

85

Example 5 (cont.)

78
1

H ( z ) stable and causal and rational, and contains a pole at z = 1 / 2 and


a zero somewhere on the unit circle.
(1 e j0 z 1 ) p( z )
H ( z) =
, and deg( p( z )) deg( q( z )), and ROC = z > r < 1
1 1
(1 2 z ) q( z )
(a) F {(1 / 2) h[n ]} =
n

(1 / 2) h[n]e
n

jwn

n =

h[n](2e

n =

jw n

= Z {h[n ]} z =2 ,

2 is in the ROC H , so converges.


(b) H ( e j ) = 0 for some . Yes. since it has at least a zero on the unit circle.
(c) h[n ] has finite duration. No. since it has at least a pole at 12 .
(d) h[n ] is real. Insuffisient information to decide.
d 2
d

H ( z ) = 2 zH ( z ) H ( z )
dz
dz

the poles of G ( z ) are at the same locations as those of H ( z ), with the possible
exception of the origin. Therefore, since H ( z ) has all its poles inside unit circle,
so must G ( z ). It follows that g[n ] is the impulse response of a causal and stable system.
(e) g[n ] = n[h[n ] * h[n ]] G ( z ) = z

10. z-xform

Tai-Lang Jong, EE/NTHU

86

Response of Pole-Zero Systems With


Nonzero Initial Conditions
Pole - zero system represente d by LCCDE with nonzero initial conditions :
N

a
k =0

y[ n k ] = bk x[ n k ],
k =0

subject to y[ 1],, y[ N ] & x[ 1],, x[ M ]


Suppose that the input x[n] is applied to the pole - zero system at n = 0.
The effects of all previous input signals to the system are reflected in the
initial conditions.
Assume we are interested in determining the output y[n ] for n 0, we can
use the one - sided or unilateral z - transform :
N

Z { ak y[n k ]} = Z { bk x[n k ]}
+

k =0

3. z-Transform

k =0

Tai-Lang Jong, EE/NTHU

87

3.6 Unilateral z-transform


Can be thought of as z-transform of x[n]u[n] (rightsided), therefore ROC is always the exterior of a
circle, i.e., |z|>|a|. Hence no vagueness in finding the
inverse.
Is particularly useful in solving LCCDE with nonzero
initial conditions. (like unilateral Laplace Transform)

x[n] X ( z ) = x[n]z n
Z+

n =0

x[n 1] x[n 1]z


Z+

n =0

= x[1] + x[n 1]z ( n 1) 1


n =1

= x[1] + z

x[m]z

m =0

= x[1] + z 1 X + ( z )
3. z-Transform

Tai-Lang Jong, EE/NTHU

88

3.6 Unilateral z-transform


For a rational function to have unilateral z-transform,
the degree of the numerator must be no bigger than
the degree of the denominator.
The properties of the unilateral z-transform: some are
the same with bilateral, some are different.

3. z-Transform

Tai-Lang Jong, EE/NTHU

89

Different Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

1. Time delay :
Z+

x[n 1] z 1 X + ( z ) + x[ 1]

x[n 1] x[n 1]z


Z+

n =0

= x[1] + z

= x[1] + x[n 1]z ( n 1) 1


n =1

m
1
+
=
x
m
z
z
X
[
]
( z ) + x[1]

m =0

x[n k ] x[n k ]z
Z+

n =0

= x[m]z
m =1

3. z-Transform

k 1

= x[n k ]z

( n k ) k

n =0

( k m )

+z

x[m]z

m =0

Tai-Lang Jong, EE/NTHU

+ x[n k ]z ( n k ) k
n=k

= z X ( z ) + x[m]z ( k m )
k

m =1

90

Different Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

2. Time advance :
Z+

x[n + 1] zx[0] + zX + ( z )

x[n + 1] x[n + 1]z


Z+

= x[n + 1]z ( n +1) +1

n =0

n =0

= zx[0] + z x[m]z m = zX + ( z ) zx[0]


m =0

x[n + k ] x[n + k ]z
Z+

n =0

= z

k 1

3. z-Transform

= x[n + k ]z ( n + k ) + k
n =0

x[m]z

m =0

+z

x[m]z

m =0

Tai-Lang Jong, EE/NTHU

k 1

= z X ( z ) x[m]z k m
k

m =0

91

Different Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

3. First (backword) difference :


Z+

x[n]-x[n 1] (1 z 1 ) X + ( z ) x[1]
4. Forward difference :
Z+

x[n + 1]-x[n] ( z 1) X + ( z ) zx[0]

3. z-Transform

Tai-Lang Jong, EE/NTHU

92

Same Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

1. Linearity :
Z+

ax1[n] + bx2 [n] aX 1+ ( z ) + bX 2+ ( z ), ROC = Rx1 Rx 2 .


2. Scaling in the z - domain :
n
Z+
+ z
z0 x[n] X ( ), ROC = z0 Rx
z0

z0 x[n]z n
n =0

z
= x[n]
n =0
z0

= X +(

z
),
z0

z
ROC =
> a z0 Rx
z0
3. z-Transform

Tai-Lang Jong, EE/NTHU

93

Same Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

3. Time expansion :
Z+

x( k ) [n] X + ( z k )
x[n / k ], if n = mk, m Z
x( k ) [n] =
otherwise
0,

x( k ) [n]z

n =0

= x[mk / k ]z

mk

m =0

= x[m]( z k ) m = X + ( z k )
m =0

4. Conjugation :
Z+

x * [n] X + * ( z*), ROC = Rx

x * [ n] z
n =0

3. z-Transform

= x[n]( z*) n * = X + * ( z*)


n =0

Tai-Lang Jong, EE/NTHU

94

Same Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

5. Convolution :
Z+

x[n] * h[n] X + ( z ) H + ( z ), ROC = Rx Rh

x[n] * h[n]z

n =0


mk
= x[k ]h[n k ] z
= x[k ] h[n k ]z ( n k ) k
n =0 k =0
k =0
n =0

k 1

m
= x[k ]z h[m]z h[n k ]z ( n k ) = X + ( z ) H + ( z )
k =0
n =0
m =0

6. Accumulati on :
+
X
( z)
Z
y[n] = x[k ]
Y + ( z) =
, ROC = Rx z > 1
1
1 z
k =0
y[n] y[n 1] = x[n]
n

Y + ( z ) z 1Y + ( z ) y[1] = Y + ( z ) z 1Y + ( z ) = X + ( z )
3. z-Transform

Tai-Lang Jong, EE/NTHU

95

Same Transform Properties:

x[n] X ( z ) = x[n]z n
Z+

n =0

7. Differentiation in the z - domain :


d +
X ( z ), ROC = Rx
dz
d +
d

n
z X ( z ) = z x[n]z = z (n) x[n]z ( n +1)
dz
dz n =0

n =0

Z+

nx[n] z

8. Initial value theorem :


x[0] = lim X + ( z )
z

lim X ( z ) = lim x[n]z n = x[0]


+

3. z-Transform

n =0

Tai-Lang Jong, EE/NTHU

96

Solutions of the Difference Equations


--- Unilateral z-transform
N

a
k =0

y[n k ] = bk x[n k ], subject to y[1],, y[ N ] & x[1],, x[ M ]


k =0

Take Z + {} of both sides :


k
M
k
k +
k +

( k m )
ak z Y ( z ) + y[m]z
= bk z X ( z ) + x[m]z ( k m )
k =0
m =1
m =1

k =0

N
M

k +
ak z Y ( z ) = bk z k X + ( z )
k =0

k =0

k
N
k
M

( k m )
+ bk x[m]z
ak y[m]z ( k m )
k =0 m =1
k =0 m =1

A( z )Y + ( z ) = B( z ) X + ( z ) + N 0 ( z )
N

Y + ( z) =

N ( z ) B( z ) +
B( z ) +
B( z ) N 0 ( z )
=
X ( z) + 0
X ( z) +
(
)
A( z )
A( z )
A( z )
A( z ) B( z )

= H ( z ) X + ( z ) + H ( z ) X IC ( z )
3. z-Transform

Tai-Lang Jong, EE/NTHU

97

Zero-State & Zero-Input Responses


N

a
k =0

y[n k ] = bk x[n k ], subject to y[1],, y[ N ] & x[1],, x[ M ]


k =0

N ( z)
N ( z)
B( z ) +
X ( z) + 0
= H ( z) X + ( z) + 0
= YZS ( z ) + YZI ( z )
A( z )
A( z )
A( z )
Zero - State Response :

Y + ( z) =

YZS ( z ) = H ( z ) X + ( z ) =

B( z ) +
B( z ) N ( z )
X ( z) =
=
A( z )
A( z ) Q( z )

k
b
z
k = 0 k
M

k
a
z
k = 0 k
N

X + ( z)

Zero - Input Response :


YZI ( z ) =

3. z-Transform

N0 ( z)
=
A( z )

k =0 bk m=1 x[m]z
M

k = 0 ak z
N

( k m )

Tai-Lang Jong, EE/NTHU

( k m )
[
]
a
y
m
z

k =0 k m=1
N

k
a
z
k = 0 k
N

98

Homogeneous & Particular Solutions


Assume simple poles of H ( z ) are { p1 , p2 , , p N }, i.e., A( pk ) = 0, and simple
poles of X + ( z ) are {q1 , q2 , , qL } & pk qm , & no pole - zero cancellation,
then from partil fraction expansion :
N
N0 ( z)
Dk
N
n
= k =1

=
YZI ( z ) =
y
n
D
p
u[n]
[
]
(
)

ZI
k
k
1
A( z )
1 pk z
k =1

YZS ( z ) =

Ck
Gk
B( z ) +
N
L
+
X ( z ) = k =1
k =1 1 q z 1
A( z )
1 pk z 1
k

yZS [n] = k =1 Ck ( pk ) n u[n] + k =1 Gk (qk ) n u[n]


N

y[n] = yZS [n] + yZI [n] = k =1 (Ck + Dk )( pk ) u[n] + k =1 Gk (qk ) n u[n]


N

= y h [ n] + y p [ n]
Homogeneous solution : yh [n] = k =1 (Ck + Dk )( pk ) n u[n],
N

Particular solution :
3. z-Transform

y p [n] = k =1 Gk (qk ) n u[n]


L

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99

Steady-State & Transient Responses


y[n] = k =1 (Ck + Dk )( pk ) u[n] + k =1 Gk (qk ) n u[n]
N

{(C

pk , qk <1

pk , qk =1

{(C

pk , qk >1

y ss [n] =
ytr [n] =
3. z-Transform

Transient, decay

Steady-state, sustain

unbounded, blow up

+ Dk )( pk ) n + Gk (qk ) n u[n]

+ Dk )( pk ) n + Gk (qk ) n u[n]

{(C

pk , qk =1

{(C

pk , qk <1

+ Dk )( pk ) n + Gk (qk ) n u[n]

{(C

+ Dk )( pk ) n + Gk (qk ) n u[n]

+ Dk )( pk ) n + Gk (qk ) n u[n]

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100

Example 6

79
5

Consider y[n ] ay[n 1] = x[n ], with x[n ] = 0 for n < 0 and y[ 1].
Take Z + {} Y + ( z ) a ( z 1Y + ( z ) + y[ 1]) = X + ( z )
1
1
+
X
z
(
)
( ay[ 1])
+
1 az 1
1 az 1
1
1
+
+
X
z
H
z
X
z
H
z
If y[ 1] = 0 (initial rest) then Y + ( z ) =
(
)
(
)
(
),
(
)
=
=
1 az 1
1 az 1
(zero initial condition response ZICR or zero - state response)

Y + ( z ) =

If x[n ] = 0 y[n ] = y[ 1]a n +1 , n 1. (zero input response ZIR)


A
A
ay[ 1]
+
Y
z
If x[n ] = Au[n ] X + ( z ) =
(
)

=
+
= YZS ( z ) + YZI ( z )
1 z 1
(1 az 1 )(1 z 1 ) 1 az 1
aA
A
A
1
1
n +1
+
1 a
1 a
A
(
)
YZS ( z ) =
X
z
y
n
a
u[n ]
(
)
[
]
1
=
=
+

ZS
a
1

1
1
1
1
1
1 az
1 az 1 z
1 az
1 z
ay[ 1]
YZI ( z ) =
y ZI [n ] = ay[ 1]a n u[n ]
1
1 z
n = 1
y[ 1],
y[n ] = y ZS [n ] + y ZI [n ] =
n +1
n +1
A
y[ 1]a + 1a (1 a ) n 0
10. z-xform

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101

79
5

Example 7
Consider y[n ] + 3 y[n 1] = x[n ], with x[n ] = u[n ] and y[ 1] = .
Take Z + {} Y + ( z ) + 3( z 1Y + ( z ) + y[ 1]) = X + ( z ) =

1 z 1

1
1
+
Y ( z ) =
X ( z)
(3 y[ 1]) = YZS ( z ) + YZI ( z )
1
1
1 + 3z
1 + 3z
3
1

1
1
+
2
4
=
+
YZS ( z ) =
X ( z) =
1
1
1
1
1 + 3z
1 + 3z 1 z
1 + 3z
1 z 1
y ZS [n ] = 23 ( 3) n u[n ] + 14 u[n ]
+

3
YZI ( z ) =
1 + 3z 1
y ZI [n ] = 3 ( 3) n u[n ]
y[n ] = y ZS [n ] + y ZI [n ] = ( 23 3 )( 3) n u[n ] + 14 u[n ]
10. z-xform

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102

Example 8
3
1
y[n 1] + y[n 2] = x[n], n 0, and x[n ] = ( 14 ) n u[n ],
2
2
subject to y[ 1] = 4, y[ 2] = 10.

Solve y[n ]

Take one - sided or unilateral z - transform :


3
1

Z + y[n ] y[n 1] + y[n 2]


2
2

= Y + ( z ) 23 (z 1Y + ( z ) + y[ 1]) + 12 (z 2Y + ( z ) + z 1 y[ 1] + y[ 2])
= (1 23 z 1 + 12 z 2 )Y + ( z ) + ( 23 y[ 1] + 12 z 1 y[ 1] + 12 y[ 2])

= (1 23 z 1 + 12 z 2 )Y + ( z ) + (2 z 1 1)

= (1 12 z 1 )(1 z 1 )Y + ( z ) (1 2 z 1 )
Z + {x[n ]} = X + ( z ) =

1
1 14 z 1

1
1
1 2 z 1
Y ( z) =

+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+

10. z-xform

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Example 8 (cont.)
1
1
1 2 z 1
Y ( z) =

+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+

System' s pole (natural frequency) : 12 and 1


Input' s pole : 14
Zero - state response : YZS ( z ) = H ( z ) X + ( z ) =

1
1

(1 12 z 1 )(1 z 1 ) 1 14 z 1

8
3
B
C
2
3
=
+
+
=
+
+
1 12 z 1 1 z 1 1 14 z 1 1 12 z 1 1 z 1 1 14 z 1

Zero - input response : YZI ( z ) = H ( z ) X IC ( z ) =


=
+

3
1 12 z 1

Y ( z ) = YZS ( z ) + YZI ( z ) =
10. z-xform

1
1 z
1
2

1
1
(
1
2
)

z
1
1

1
(1 2 z )(1 z )

2
1 z 1
+

2
3

1 z

3
1 14 z 1

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104

Example 8 (cont.)
Note Y+(z) can be separated into two parts:
zero-state response YZS(z) = H(z)X+(z) and
zero-input response YZI(z) = H(z)XIC(z),
XIC(z) can be thought of as an equivalent initialcondition input that generate the same output YZI(z) as
generated by the initial conditions. (In this example
xIC[n] = {1, -2})
The complete response y[n] is the sum of
zero-state response: {1/3(1/4)n -2(1/2)n + 8/3}u[n]
zero-input response: {3(1/2)n - 2}u[n]
10. z-xform

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105

Example 8 (cont.)
1
1
1 2 z 1
Y ( z) =

+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+

1
1 12 z 1

2
3

1 z 1

3
1 14 z 1

System' s pole (natural frequency) : 12 and 1


Input' s pole : 14
Transient response : Ytr ( z ) =

1
1 12 z 1

Steady - state response : Yss ( z ) =

2
3

3
1 14 z 1

ytr [n ] = ( 12 ) n u[n ] + 3( 14 ) n u[n ]

yss [n ] = 23 u[n ]

1 z 1
2
1
3
+
3
Y ( z ) = Ytr ( z ) + Yss ( z ) =
+
+

1
1 12 z
1 14 z
1 z 1

10. z-xform

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106

Example 8 (cont.)
1
1
1 2 z 1
Y ( z) =

+
1
1 1
1 1
(1 2 z )(1 z ) 1 4 z
(1 12 z 1 )(1 z 1 )
+

1
1 12 z 1

2
3

1 z 1

3
1 14 z 1

System' s pole (natural frequency) : 12 and 1


Input' s pole : 14
Homogeneous solution part : Yh ( z ) =
Particular solution part : Y p ( z ) =
+

Y ( z ) = Yh ( z ) + Y p ( z ) =

10. z-xform

1
1 12 z 1

1
1 12 z 1
3

1 14 z 1

2
3

1 z 1

2
3

1 z 1

yh [n ] = ( 12 ) n u[n ] + 23 u[n ]

y p [n ] = 3( 14 ) n u[n ]
+

3
1 14 z 1

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107

Example 8 (cont.)
Y+(z) = 1/{1 (1/2)z-1} + (2/3)/{1z-1}
+ (1/3)/{1 (1/4)z-1}.
Thus y[n] = {(1/2)n + 2/3 + 1/3(1/4)n}u[n]
= Homogeneous part: {(1/2)n + 2/3}u[n]
+ Particular part: 1/3(1/4)nu[n]
= Transient response: {(1/2)n + 1/3(1/4)n}u[n]
+ Steady-state response: 2/3u[n]

3. z-Transform

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108

Example 8 (cont.)
y[n] = {(1/2)n + 2/3 + 1/3(1/4)n}u[n]
= Transient response:
{(1/2)n + 1/3(1/4)n}u[n]
+ Steady-state response: 2/3u[n]
The transient response is due to poles inside the unit
circle, while steady-state response is due to poles on
the unit circle.
When the poles are outside the unit circle, the
response is termed unbounded response.

3. z-Transform

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109

MATLAB implementation:
y = filter(b,a,x,xic),
where xic is computed analytically beforehand.
In practice, xic can be determined from initial
conditions of Y and X by MATLAB function filtic:
xic = filtic(b,a,Y,X), Y = [y[-1], y[-2], , y[-N]],
X = [x[-1], x[-2], , x[-M]] or
xic = filtic(b,a,Y) if X = 0.

3. z-Transform

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110

Example 9
Consider the difference equation:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(a) Determine the general form of the homogeneous solution to this equation.
(b) Determine the unique solution to the difference equation when x[n] =
(1/2)nu[n], subject to y[-1] = 0, y[-2] = -12.
(c) If the difference equation represents a system, determine the zero-state
response of the system to the input x[n] = e jw0nu[n]. What is the steady-state
response of the system?
(d) Both a causal and an anticausal LTI system are characterized by this
difference equation. Find the impulse responses of the two systems.
(e) Determine the stabilities of the causal LTI system and the anticausal LTI
system.

3. z-Transform

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111

Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1]
(a) Determine the general form of the homogeneous solution to this equation.

general form of the homogeneous solution :


yh [n] yh [n 1] + 14 yh [n 2] = 0
Assume yh [n] = z n
z n z n 1 + 14 z n 2 = z n (1 z 1 + 14 z 2 ) = 0
characteristic equation : 1 z 1 + 14 z 2 = 0
(1 12 z 1 ) 2 = 0 z =

1
2

with multiplicity 2

yh [n] = A( 12 ) n + Bn( 12 ) n

3. z-Transform

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112

Example 9: Consider the difference equation:


y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(b) Determine the unique solution to the difference equation when x[n] =
(1/2)nu[n], subject to y[-1] = 0, y[-2] = -12.
Take one - sided z - transform :

) (
y[2])

Z + {y[n] y[n 1] + 14 y[n 2]} = Y + ( z ) z 1Y + ( z ) + y[1] + 14 z 2Y + ( z ) + z 1 y[1] + y[2]

(
= (1 z

)
)Y

= 1 z 1 + 14 z 2 Y + ( z ) + y[1] + 14 z 1 y[1] + 14
1

+ 14 z 2

( z ) + ( 3) = (1 12 z 1 ) 2 Y + ( z ) 3

1 + 2 z 1
Z {x[n] + 2 x[n 1]} = X ( z ) + 2 z X ( z ) + x[1] = (1 + 2 z ) X ( z ) =
1 12 z 1
+

5 1
1 + 2 z 1
3
4
2 z
Y ( z) =
+
=
+
(1 12 z 1 ) 3 (1 12 z 1 ) 2 (1 12 z 1 ) 2 (1 12 z 1 ) 3
+

1
1
(n + 1)(n + 2) 1 n
1 n
n
u
n

(
1
)(
)
[
],
( 2 ) u[n]
2
1 1 2
1 1 3
(1 2 z )
(1 2 z )
2
y[n] = 4(n + 1)( 12 ) n u[n] + 52
3. z-Transform

(n 1 + 1)(n 1 + 2) 1 n 1
( 2 ) u[n 1]
2
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113

Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(c) If the difference equation represents a system, determine the zero-state
response of the system to the input x[n] = e jw nu[n]. What is the steady-state
response of the system?
0

Zero - state zero inital state Take z - transform :

(1 z

+ z
1
4

1 + 2 z 1
X ( z)
Y ( z ) = (1 z ) Y ( z ) = (1 + 2 z ) X ( z ) Y ( z ) =
(1 12 z 1 ) 2

1
2

x[n] = e jw0 nu[n] X ( z ) =

1 2

1
1 e jw0 z 1

C
A
B
1 + 2 z 1
Y ( z) =
=
+
+
jw
1
1
2

1
2
1

(1 12 z ) 1 e jw0 z 1
(1 12 z ) (1 e 0 z ) 1 12 z
1 2

B = (1 z ) Y ( z ) z = 1
1
2

1 + 2 z 1
=
1 e jw0 z 1

z = 12

5
1 + 2 z 1
, C=
=
(1 12 z 1 ) 2
1 2e jw0

z = e jw0

1 + 2e jw0
=
(1 12 e jw0 ) 2

1 d 1 + 2w
2[2(1 e jw0 w) (1 + 2 w)(e jw0 )]
2(2 + e jw0 )
A= 1
=
=

( 2 ) dw 1 e jw0 w w= 2
(1 e jw0 w) 2
(1 2e jw0 ) 2
w= 2
1 + 2e jw0
5
2(2 + e jw0 ) 1 n
jw0 n
1 n
e
u[n]
( 2 ) u[n] +
(n + 1)( 2 ) u[n] +
y[n] =
jw0
jw
jw0 2

2
(1 12 e 0 )
(1 2e )
1 2e
1 + 2e jw0
jw0 n
jw0
jw0 n
y ss [n] =
e
H
e
e
(
)
=
jw

2
(1 12 e 0 )
3. z-Transform

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114

Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(d) Both a causal and an anticausal LTI system are characterized by this
difference equation. Find the impulse responses of the two systems.
Take z - transform :
5 1
1 12 z 1 + 52 z 1
1
1 + 2 z 1
1 + 2 z 1
2 z
+
=
=
=
H ( z) =
(1 12 z 1 ) 2
1 12 z 1 (1 12 z 1 ) 2
1 z 1 + 14 z 1 (1 12 z 1 ) 2

ROC : z > 12 causal & stable


h[n] = ( 12 ) n u[n] + 52 (n 1 + 1)( 12 ) n 1 u[n 1]
= ( 12 ) n u[n] + 52 n( 12 ) n 1 u[n 1]
ROC : z < 12 anticausal & unstable
h[n] = ( 12 ) n u[n 1] 52 (n 1 + 1)( 12 ) n 1 u[n]
= ( 12 ) n u[n 1] 52 n( 12 ) n 1 u[n]
(n + 1)( 12 ) n u[n]
1

1 n
1 1 2

+
1
)(
(
n
(1 2 z )
2 ) u[ n 1]

3. z-Transform

z > 12
z < 12

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115

Example 9:
y[n] y[n-1] + (1/4)y[n-2] = x[n]+2x[n-1].
(e) Determine the stabilities of the causal LTI system and the anticausal LTI
system.
Take z - transform :
5 1
1 12 z 1 + 52 z 1
1
1 + 2 z 1
1 + 2 z 1
2 z
+
=
=
=
H ( z) =
1 12 z 1 (1 12 z 1 ) 2
(1 12 z 1 ) 2
1 z 1 + 14 z 1 (1 12 z 1 ) 2

ROC : z > 12 causal & stable


h[n] = ( 12 ) n u[n] + 52 (n 1 + 1)( 12 ) n 1 u[n 1]
= ( 12 ) n u[n] + 52 n( 12 ) n 1 u[n 1]
ROC : z < 12 anticausal & unstable
h[n] = ( 12 ) n u[n 1] 52 (n 1 + 1)( 12 ) n 1 u[n]
= ( 12 ) n u[n 1] 52 n( 12 ) n 1 u[n]
(n + 1)( 12 ) n u[n]
1

1 n
1 1 2

+
(
1
)(
n
(1 2 z )
2 ) u[ n 1]

3. z-Transform

z > 12
z < 12

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116

Causality and Stability


Causality:
A causal LTI system is one whose unit sample response h[n]
satisfies h[n] = 0, n < 0.
Consequently, an LTI system is causal iff the ROC of the
system function is the exterior of a circle of radius r < ,
including the point z = .

BIBO stability:
h[n] is absolutely summable => DTFT exists
An LTI system is BIBO stable iff the ROC of the system
function includes the unit circle.

Causal & Stable:


An causal LTI system is BIBO stable iff all the poles of H(z)
are inside the unit circle.
3. z-Transform

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117

Example 10
An LTI is characterized by the system function :
3 4 z 1
1
2
H ( z) =
=
+

1
2
1
1
1 3.5 z + 1.5 z
1 0.5 z
1 3z
System's pole (natural frequency) : 12 and 3, three possible ROCs
( a) The system is stable :
ROC contains uni circle 12 < z < 3, & h[n] = ( 12 ) n u[n] 2(3) n u[n 1]
(b) The system is causal :
ROC = z > 3, & h[n] = ( 12 ) n u[n] + 2(3) n u[n]
(c) The system is anticausal :

ROC = z < 12 , & h[n] = ( 12 ) n + 2(3) n u[n 1]

3. z-Transform

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118

Pole-Zero Cancellations
When a z-transform has a pole that is at the same location
as a zero, the pole is canceled by the zero, and
consequently, the term containing that pole in the inverse ztransform vanishes.
Pole-zero cancellation can occur either in the system
function H(z) itself or in the product of the system function
with the z-transform of the input signal H(z)X(z).
Input zero cancels system pole or system zero cancels input pole.
When the zero is located very near the pole but not exactly at the
same location, the term in the response has a very small amplitude.
One should not attempt to stabilize an inherently unstable system
by placing an input zero at the location of the unstable pole.
3. z-Transform

Tai-Lang Jong, EE/NTHU

119

Example 11
Determine the impulse response of the system :
y[n] = 2.5 y[n 1] y[n 2] + x[n] 5 x[n 1] + 6 x[n 2]
A
B
1 5 z 1 + 6 z 2
H ( z) =
=
+
1
2
1
1 2. 5 z + z
1 0.5 z
1 2 z 1
1 5 z 1 + 6 z 2
1 5 z 1 + 6 z 2
A=
= 2.5, B =
1
1
z

1 2z
5
1
0
.
z = 0.5

=0
z =2

B = 0 indicates a zero at z = 2 cancels out the pole 2 reduced order system.


1 5 z 1 + 6 z 2
1 3 z 1
2.5 z 1
H ( z) =
=
= 1
1
2
1
1 2.5 z + z
1 0.5 z
1 0.5 z 1
h[n] = [n] 2.5( 12 ) n 1 u[n 1]
The reduced - order system : y[n] = 0.5 y[n 1] + x[n] 3 x[n 1]
Although the original 2nd order system is BIBO stable due to pole - zero
cancellation, in a practical implementation, we may encounter an instability
problem due to imperfect cancellation of the pole & zero.
3. z-Transform

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120

Supplementary: Complex Analysis


Limit, Continuity, Analytic
Limit: A function X(z) is said to have the limit l as z
approaches a point z0 if X is defined in a neighborhood of z0
(except perhaps z0 itself) and if the values of X are close
to l for all z close to z0.
Continuous: A function X(z) is continuous at z0 if X(z0) is
defined and limzz0 X(z) = X(z0).
Analytic: continuous and differentiable
X(z) = u(x,y) + jv(x,y) is analytic in domain D if and only if
the first partial derivatives of u and v satisfy the CauchyRiemann equations every where in D:

u
v
= vy = ,
ux =
y
x
3. z-Transform

u
v
= v x =
uy =
y
x

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121

Test for Convergence of Series


Divergence Theorem :
If a series z1 + z2 + z3 + converges, then lim zm = 0. Hence
m

if this does not hold, the series diverges.


Absolute Convergence :
A series z1 + z2 + z3 + is called absolutely convergent if
the series of the absolute values of the terms

z
m =1

= z1 + z2 + is convergent.

Cauchy' s Convergence Principle for Series :


A series z1 + z2 + z3 + is convergent iff for every given > 0
we can find an N such that
zn +1 + zn + 2 + zn + p < for every n > N & p = 1, 2,
3. z-Transform

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122

Test for Convergence of Series


Comparison Test Theorem :
If a series z1 + z2 + z3 + is given and we can find a converging
series b1 + b2 + with nonnegative real terms such that
zn bn for n = 1, 2,
then the given series converges, even absolutely.
Geometric Series :
The geometric series

2
m
1
=
+
+
+
q
q
q

m =0

1
converges with the sum
if q < 1 and diverges if q 1.
1 q
3. z-Transform

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123

Ratio Test
Ratio Test Theorem :
If a series z1 + z2 + z3 + with zn 0 ( n = 1, 2, ) has the
zn +1
q < 1 for n > N
property that for every n > some N ,
zn
(where q < 1 is fixed), then this series converge absolutely.
zn +1
1 for n > N , the series diverges.
If for every n > N ,
zn

3. z-Transform

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124

Ratio Test
Ratio Test Theorem :
If a series z1 + z2 + z3 + with zn 0 ( n = 1, 2, ) is such that
zn +1
lim
= L, then
n z
n
(a) The series converges absolutely if L < 1.
(b) The series diverges if L > 1.
(c) If L = 1, the test fails; i.e., no conclusion is possible.

3. z-Transform

Tai-Lang Jong, EE/NTHU

125

Root Test
Root Test Theorem :
If a series z1 + z2 + z3 + is such that for every
n > some N ,
n

zn q < 1

where q < 1 is fixed, then this series converge absolutely.


If for infinitely many n ,
n

zn 1,

the series diverges.

3. z-Transform

Tai-Lang Jong, EE/NTHU

126

Root Test
Root Test Theorem :
If a series z1 + z2 + z3 + with zn 0 ( n = 1, 2, ) is
such that
lim n zn = L, then
n

(a) The series converges absolutely if L < 1.


(b) The series diverges if L > 1.
(c) If L = 1, the test fails; i.e., no conclusion is possible.

3. z-Transform

Tai-Lang Jong, EE/NTHU

127

Power, Taylor, Laurent Series


Power series :

an ( z z 0 ) n
n =0

an
n a
n +1

ROC : z z0 < R = lim

Taylor series :

f ( z ) = an ( z z0 ) n where an =
n =0

1 (n)
1
f ( z)
f ( z0 ) =
dz
n +1

C
2j ( z z0 )
n!

Laurent series :

f ( z ) = an ( z z0 ) + bn
n

n =0

n =1

= an ( z z 0 ) +
n

n =0

1
( z z0 ) n

n = 1

n ( z z0 ) =
n

n =

n
(
z

z
)
0
n

1
f ( z)
an =
dz
2j C ( z z0 ) n +1
bn =
3. z-Transform

1
n 1
(
z
z
)
f ( z )dz

C
2j
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128

Cauchys Integral Theorem


Cauchy' s Integral Theorem : If f ( z ) is analytic in a simply connected
domain D, then for every simple closed path C in D,

C, CCW

f ( z ) dz = 0

Independence of Path : If f ( z ) is analytic in a simply connected


domain D, then the integral of f ( z ) is independent of paths in D.
Existence of an Indefinite Integral : If f ( z ) is analytic in a simply connected
domain D, then there exists an indefinite integral of f ( z ) in D, thus
F ' ( z ) = f ( z ), which is analytic in D, and for any paths in D joining any two
points z0 and z1 in D, the integral of from to can be evaluated by

z1

z0

3. z-Transform

f ( z )dz = F ( z1 ) F ( z0 )
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129

Cauchys Integral Theorem


Cauchy' s Integral Theorem for Multiplely - Connected Domain :
If f ( z ) is analytic inside a doubly connected domain D, and on its outer
C1
boundary curve C1 and C2 , then

C1 ,CCW

f ( z )dz =

C 2 ,CCW

f ( z )dz

C2

Similarly , for multiplely - connected with the most outer boundary C1

C1

f ( z )dz = f ( z )dz
k

C1

Ck

C2

C3
C4
3. z-Transform

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130

Cauchys Integral Formula


Let f ( z ) be analytic in a simply connected domain D, then for any
point z0 in D and any simple closed path C in D that encloses z0 ,

f ( z ) f ( z0 )
dz
f ( z)
+
dz = 2j f ( z0 )
dz = f ( z0 )
C
C
z z0
z z0
z z0

or alternatively
1
f ( z)
dz
f ( z0 ) =

C
2j z z0
Note : 1. z z0 = e
2.

2
2
1
dz
j
d (e ) = jd = 2j
=
j
0
0
e
z z0

f ( z ) f ( z0 )
<

z z0

f ( z ) f ( z0 )
f ( z ) f ( z0 )
dz
dz <
C
z z0
z z0

< dz = 2 = 2
C

3. z-Transform

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131

Contour Integral Formula


1.

1
dre jw
jw
jw
jw

=
=
=
(
,
(
)
z
z
re
dz
d
re
jre
dw)
dz =
0
jw
C
z z0
re

re jw
=
jdw = 2j
re jw
1
dre jw
2.
dz = n jnw
C ( z z )n
C r e
0

re jw
= n jnw jdw
r e
j (1 n ) w
e
2j
dw =
= j
n 1

r
0

3. z-Transform

Tai-Lang Jong, EE/NTHU

n =1
n 1

132

Cauchy Residue Theorem


Cauchy Residue Theorem :
If the derivative df ( z ) /dz exists on and inside the contour C and if f ( z )
has no poles at z = z0 , then
f ( z0 ), if z0 is inside C
1
f ( z)
dz =

C
if z0 is outside C
2j z z0
0,
More generally, If the ( k + 1) - order derivative of f ( z ) exists on and inside
the contour C and if f ( z ) has no poles at z = z0 , then
1 d k 1 f ( z )
f ( z)
1

k 1
dz
=
(
1
)!
k
dz

k
2j C ( z z0 )
0,

3. z-Transform

Tai-Lang Jong, EE/NTHU

, if z0 is inside C
z = z0

if z0 is outside C

133

Application of Cauchy Residue


Theorem
If f ( z ) has no poles inside the contour C and if g ( z ) is a polynomial with
distinct (simple) roots z1 , z 2 ,..., z n , inside C , then
f ( z)
f ( z)
1
1
=
dz
dz
n

C
C
2j g ( z )
2j ( z z k )
k =1
n Ak
1
=

dz

C
2j k =1 z z k
n

Ak
1
=
dz

C
z zk
k =1 2j
n

= Ak
k =1

3. z-Transform

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134

Residue Theorem
Analytic function represente d by Laurent series :

1
n
(
)
=

f ( z ) = an ( z z0 ) + bn
c
z
z

n
0
n
(
)

z
z
n =0
n =1
n =
0
n

1
then b1 = c1 =
f ( z )dz = Re s f ( z ) or

C
z = z0
2j

f ( z )dz = 2jb1 = 2jc1

Residue Theorem : Let f ( z ) be analytic inside a simple closed path C and


on C, except for finitely many singular points (poles) z1 , z2 , , zk inside C,
then the CCW closed loop integration :

3. z-Transform

f ( z )dz = 2j Re s f ( z )
m =1

z = zm

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135

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