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Digital Signal Processing

Chapter 3
Transform-Domain Analysis of
Discrete-Time Signals and Systems

Introduction
Ways to characterize linear time-invariant systems:
system

domain

Continuous-time
system

Discrete-time
system

time domain

transform domain

Impulse responses

Fourier transform

integral equations

Laplace transform

Impulse responses

Fourier transform

difference equations

z transform
Z
2

3.1 z-transform
The z transform X(z) of a sequence x(n) is defined as

X ( z ) Z{x(n)}

n
x
(
n
)
z

where z is a complex variable. The z transform given by this


equation is referred to as the two-sided z transform.
Consider the one-sided z transform defined as

X U ( z ) x ( n) z n
n 0

If x(n) = 0 for n < 0, the one-sided z transform and two-sided z


transform are equivalent.
3

3.1.2 A General Shape of the Region of Convergence


The z transform does not converge for all sequences
or for all values of z.
For any given sequence, the set of values of z, for which the z
transform converges, is called the region of convergence
.
In general, the z transform of a sequence will converge in an
annular region of the complex plane, that is
r1 < |z| < r2
where, in general, r1 can be as small as zero and r2 can be as
large as infinity.

Example 2.1
Compute the z transform of the sequence x(n)=Ku(n).
Solution:

X ( z ) x ( n) z
n

Ku (n) z
n

K z
n 0

1
K
n 0 z

X(z) is the sum of a power series which converges only if |z-1|<1. So


X(z) can be expressed as
K
Kz
X ( z)

, z 1
1
1 z
z 1
For |z|<1, z-n tends to infinity as n, therefore X(z) is not
defined.
For z=1, the summation is also infinite and X(z) is not defined.
For z=-1, the summation oscillates between 1 and 0, and X(z) is
not defined.
5

3.1.2 A General Shape of the Region of Convergence


Now we analyze the convergence of the z transform applying the
result from series theory.
Given a series of the complex variable z

S ( z) fi ( z)
i 0

where |fi(z)| < , i = 0, 1, 2, , and given the quantity

f n 1 ( z )
( z ) lim
n f ( z )
n

then the series converges absolutely if (z) < 1, and diverges


if (z) > 1.
Note that, for (z) = 1, we must investigate the convergence of
the series by other means.
6

3.1.2 A General Shape of the Region of Convergence


Consider the two-sided series

S ( z)

f ( z)

which can be expressed as

S ( z)

f ( z) f ( z) f ( z) S ( z) S

S1 ( z ) f i ( z )
i 0

i 0

S2 ( z)

( z)

f ( z)

Series S(z) converges if and only if both series S1(z) and


S2(z) converge.
7

3.1.2 A General Shape of the Region of Convergence


The series S1(z) and S2(z) converge if
f n 1 ( z )
f n 1 ( z )
1 ( z ) lim
1 and 2 ( z ) lim
1
n f ( z )
n f ( z )
n
n

The z transform converges if


x(n 1) z n 1
x( n 1)

1
1 lim
z lim
1

n
x ( n) z
x ( n)
n
n

x(n 1)
i.e. z lim
n x ( n )

x(n 1) z n 1
x(n 1)
x(n 1)

1
2 lim
z lim
1 i.e. z lim

n
x ( n) z
n
n x ( n)
n x ( n)

3.1.2 A General Shape of the Region of Convergence


Defining

x(n 1)
r1 lim
n x ( n)

(2.16)

x(n 1)
r2 lim
n x ( n)

(2.17)

Im{z}
r2

r1

Re{z}

Then we get the region of


convergence

r1 < |z| < r2


The region of convergence
is illustrated in the right
figure.

Region of convergence
of the z transform
9

3.2 Properties of the region of convergence for the z-transform:


Finite-length sequences
A finite-length sequence is one such that
x(n) = 0 for n < n0 and n > n1
The z transform of such a sequence is

X ( z)

n1

n
x
(
n
)
z

n n0

If |x(n)z-n| < , for n0 n n1, the above series is converge. Since


x(n) is finite, if |z-n| < , for n0 n n1, the series is converge. So the
convergence region includes almost the whole z plane except at the
points such that |z-n|= , i.e., z = if n0 < 0 and z = 0 if n1 > 0.
Thus the convergence region of the finite-length sequences is at least
0 < |z| <
and it may include either z = 0 if n1 < 0 or |z| = if n0 > 0, so
0 < |z| , n0 0

or

0 |z| < , n1 0
10

3.2 Right-handed sequences


A right-sided sequence is one such that
x(n) = 0 for n < n0.
The z transform of such a sequence is
X ( z)

If n0 < 0,
X ( z)

x ( n) z

n n0

x ( n) z

n n0

x ( n) z

n n0

x ( n) z

n 0

The convergence region of the first term is 0 |z| < , and


the convergence region of the second term is |z| > r1, so X(z)
converges for r1 < |z| < , and

x(n 1)
r1 lim
n x ( n)

11

3.2 Right-handed sequences


If n0 0, the convergence region of X(z) includes |z| = .
Conclusion: The convergence region X(z) of a right-handed
sequences x(n) (x(n) = 0 for n < n0) converges is r1 < |z| < ,
and the convergence region includes |z| = if n0 0, that is,
r1 < |z| for n0 0
Im{z}
r1

Re{z}

12

3.2 Left-handed sequences


A left-sided sequence is one for which
x(n) = 0 for n > n0
The z transform of such a sequence is

X ( z)
If n0 > 0,

n0

n
x
(
n
)
z

n0

n0

n 1

X ( z ) x ( n) z n x ( n) z n x ( n) z n
The convergence region of the second term is 0 < |z| , and
the convergence region of the first term is |z| < r2, so X(z)
converges for 0 < |z| < r2.

-- If n0 0, the convergence region of X(z) includes |z| = 0.


13

3.2 Left-handed sequences


Conclusion: The region of convergence of the above series

is the interior of a circle, that is


0 < |z| < r2
If n0 0, the convergence region includes zero, i.e.
0 |z| < r2 for n0 0
Im{z}
r2

Re{z}

14

3.2 Two-sided sequences


A two-sided sequence is one that extends from n = to n = +
. The z transform of such a sequence is

X ( z)

x ( n) z

The region of convergence


of the above series is
r1 < |z| < r2
If r1 > r2, no convergence
region exists, and thus the
series does not converge.

Im{z}
r2

Re{z}

15

Convergence of the z transform


Finite-length X ( z )

n1

x ( n) z

0 z

n n0

ROC= 0 z
0 z

n 0 0, n1 0

r1 z
Right handed X ( z ) x(n) z ROC=
r1 z
n n0
n0
0 z r2
n
Left handed X ( z ) x (n) z ROC=
0 z r2
n

Two sided

X (z)

x (n) z

r1 z r2
ROC=
No ROC

n1 0
n0 0
n0 0
n0 0
n0 0
n0 0
r1 r2
r1 r2
16

Example 1
Compute the z transform of x(n) = (n).
Solution:

X ( z ) Z{ (n)}

n z n

(
n
)
z

n 0

The series converges for all z in the complex plane, therefore

X ( z ) 1, for 0 z

17

Example 2
Compute the z transform of x(n) = u(n).
Solution:

X ( z ) Z{u (n)}

u ( n) z

n 0

The series converges if |1/z| <1, that is |z| > 1. And since x(n) is a
right-handed sequence and n0 0, the convergence region
includes |z| = , therefore

1
z
X ( z)

, for 1 z
1 z 1 z 1
18

Example 3
Compute the z transform of x(n) = kanu(n).
Solution:

X ( z ) Z{ka n u (n)}

ka n u (n) z n k

(az 1 ) n

n 0

The series converges if |a/z| <1, that is |z| > |a|. And since x(n)=0
for n<0, the convergence region includes |z| = , therefore

k
kz
X ( z)

, for a z
1 az 1 z a
19

Example 4
Compute the z transform of x(n) = kanu( n 1).
Solution:

X ( z ) Z{ka nu (n 1)}

n
n

ka
u
(

1
)
z

n
1

n 1

n 0

k a n z n k a n z n k (a 1 z ) n k
The series converges if |z/a| <1, that is |z| < |a|. And since x(n)=0
for n>-1, the convergence region includes |z| = 0, therefore

a 1 z
kz
X ( z ) k
k
k , for 0 z a
1
1 a z
za
20

Example 5
Compute the z transform of x(n) = 0.5nu(n) + 3nu(-n).
Solution:

X ( z)

n 0

0.5 n z n

3n z n

TWO SIDED
DIAPOSITIVA
3.1.2

The series converges if |0.5/z| <1 and |3/z| >1, that is, for
0.5< |z| < 3, therefore
1
1
z
3
X ( z)

, for 0.5 z 3

1
1 0.5 z
1 3 z z 0 .5 3 z

21

Example 6
Compute the z transform of x(n) = 4-nu(n) + 5-nu(n+1).
Solution:

X ( z)

n 0

4n z n

5n z n

n 1

The series converges if |1/(4z)| <1 and |1/(5z)| <1 , that is, for |
z| >1/4. Also, the term for n = -1, 5z is finite only for |z| < .
Therefore

1
1
X ( z)
5z
1
1 (4 z )
1 (5 z ) 1
4z
25 z 2
1

, for z
4z 1 5z 1
4
22

H(z) for a stable causal system


The z transform of the impulse response is

H ( z ) h( n) z n
n

If h(n) = 0 for n < 0, that is, h(n) is a right-handed sequence, the


convergence region of its z transform is the exterior of a circle, that
is, | z | > r.
Also, this system is stable if

h( n)
n 0

23

H(z) for a stable causal system


Applying the series convergence criterion, we have that the
system is stable only if

h(n 1)
lim
1
n h ( n)
Since

Therefore

h(n 1)
r1 lim
n h( n)

r1 1

So the convergence circles radius of the z transform of the


impulse response of a stable causal system should be smaller
than unit.
24

Zeros and poles


An important class of z transforms are those for which X(z) is a
ratio of polynomials in z, that is

N ( z)
X ( z)
D( z )
The roots of the numerator polynomial N(z)
are those values of z for which X(z) is zero and are referred to as
the zeros of X(z).
Values of z for which X(z) is infinite are referred to as the poles
of X(z). The poles of X(z) are the roots of the
denominator polynomial D(z).

25

Poles
X(z) is also can be expressed as

X ( z)

N ( z)
K

mk
(
z

p
)

k
k 1


X(z)
X(z)

Right-handed: The convergence region is |z| > r1, so all the


poles must be inside the circle |z| = r1, r1 = max{|pk|}figure (a);
Left-handed: The convergence region is |z| < r2, all the poles
must be outside the circle |z| = r2, r2 = min{|pk|} figure (b);
Two-sided sequences: The convergence region is r1 < |z| < r2,
some poles are inside the circle |z| = r1 and the others outside the
circle |z| = r2 figure (c).
26

Figure 2.2 (a)


RIGHT
HANDED

Im{z}

r1

Re{z}

27

Left handed

Figure 2.2 (b)


Im{z}

r2

Re{z}

28

Figure 2.2 (c)


Im{z}

r2

r1

Re{z}

29

The z transform of basic sequences


x(n)

X(z)

(n)

u(n)
anu(n)
a u(n-1)
n

nu(n)
nanu(n)

z
z 1
z
za

a
za
z
( z 1) 2
az
( z a) 2

ROC
0 z

1 z
a z
a z

1 z
a z
30

3.3 The Inverse z-Transforms


There are four methods of computing inverse z
transforms

Based on residual theorem


Based on partial-fraction expansion
Based on polynomial division
Based on power series expansion

31

3.3.2 Partial-fraction expansion


For rational z transform, a partial-fraction expansion is carried out
firstly, and then the inverse z transforms of the simple terms are
identified.
If X(z) = N(z) / D(z) has K different poles pk, k = 1,,K, each of
multiplicity mk, then the partial-fraction expansion of X(z) is
M L

mk

cki
X ( z ) g l z
i
(
z

p
)
l 0
k 1 i 1
k
l

where M and L are the degrees of the numerator and denominator


of X(z), respectively.
The coefficients gl, l = 0,, M L, is the quotient of
polynomials N(z) and D(z). If M < L, then gl = 0 for any l .
32

3.3.2 Partial-fraction expansion


The coefficients cki are given by

1
d ( mk 1)
mk
cki
[(
z

p
)
X ( z )]
k
( mk 1)
(mk 1)! dz
z p

Particularly, in the case of a simple pole , cki is given


by

cki ( z pk ) X ( z ) z p

Since the z transform is linear and the inverse z transform of each


of the terms is easy to compute, then the inverse z transform
follows directly from the above equation

33

Example 7
Compute the inverse z transform of

z2
X ( z)
( z 0.2)( z 0.8)
provided that x(n) is causal.
Solution

c1
c2
z2
X ( z)
g0

( z 0.2)( z 0.8)
z 0.2 z 0.8
g0 1

34

Example 7 (cont.)
z2
c1
(0.2) 2
z 0.8 z 0.2

z2
c2
(0.8) 2
z 0.2 z 0.8

(0.2) 2 (0.8) 2
X ( z) 1

z 0.2 z 0.8
Z

1 (n)

(0.2)
0.2
1
1
Z
Z 0.2
z 0.2

z 0.2
0.2(0.2) n u ( n 1)
(0.2) n 1 u (n 1)
35

Example 7 (cont.)
2

(0.8)
0.8
1
1
Z
Z 0.8

z (0.8)

z 0.8
0.8( 0.8) n u( n 1)
(0.8) n 1 u ( n 1)

Therefore the inverse z transform of X(z) is


x(n) (n) (0.2) n 1 u (n 1) (0.8) n 1 u (n 1)
(0.2) n 1 u (n) (0.8) n 1 u (n)

36

Example 8
Compute the inverse z transform of

1 1
1 z
3
X ( z)
,
1 2
1 z
4

1
z
2

Solution:

1
z z
c1
c2
3
X ( z)
g0

1
1
1
2
z
z
z
4
2
2
g0 1
2

37

Example 8 (cont.)

1
c1 z X ( z )
1
2
z

1
1
2
z z
z z
1
5
1
3
3

, c2 z X ( z )

1
1
1
12
12
2
z
z
z

2
2 z 1
2 z 1
2

1
5
1
1

1
5
2
X ( z ) 1 12 12 1 2
1
1
1 6
6
1
z
z
z
z
2
2
2
2
n

1 1
5 1
x(n) (n) u (n 1) u (n 1)
6 2
6 2
n

1 1
5 1
u ( n) u ( n)
6 2
6 2
38

3.3.3 Polynomial division


For X(z) = N(z) / D(z), we can perform long division
on the polynomial N(z) and D(z) and the quotient is a power
series of z.
In the power series, the coefficient of the term involving zn
simply corresponds the sequence x(n).

X ( z)

n
x
(
n
)
z

Note: the long division can only be used in the case of one-sided
sequences. If the sequence is right handed, the polynomials
should be a function of z-1. If the sequence is left handed, then
the polynomials should be a function of z.
39

3.3.3 Polynomial division


x(n) X(z)
z X(z) z
z-1
x(n) X(z)
z X(z) z
z-1

40

Example 9
Compute the inverse z transform of

1
X ( z)
1 az 1

for z a

Solution: Since |z|>|a|, the sequence is right handed, therefore


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

1
1 az 1 a 2 z 2
1 az 1
x ( n ) a n u ( n)

41

Example 10
Compute the inverse z transform of

1
X ( z)
1 az 1

for z a

Solution: Since |z|<|a|, the sequence is left handed, therefore


a 1 z a 2 z 2 a 3 z 3
az 1 1 1
1
1 z a 2 z 2 a 3 z 3

1
1 a z
1 az 1
a 1 z
a 1 z a 2 z 2
x(n) a nu (n 1)
a 2 z 2
x(n) a nu (n 1)

42

Example 11
1
1 z 1
1
3
X ( z)
, z
1
2
1 z 2
4
The long division is showed in
the right, therefore
1 1 1
x(n) (1, , , , )
3 4 12
From example 4 we know that
n

1 1
5 1
x ( n) u ( n ) u ( n )
6 2
6 2

It is hard to get the analytic


solution of x(n) by long division.

1
1 z 2
4

1 -1 1 2 1 3
1 z z z
3
4
12
1
1 z -1
3
1
1 z 2
4
1
1
z -1 z 2
3
4
1
1
z -1 z 3
3
12
1 2 1 3
z z
4
12
1 2 1 4
z z
4
16
1
1
z 3 z 4
12
16

43

Example

2 y (n) 5 y (n 1) 2 y (n 2) 2 x(n 1)
1
2
3
1

2Y ( z ) 5 z 1Y ( z ) 2 z 2Y ( z ) 2 z 1 X ( z )
1
2
z
z
z
H ( z)

2 5 z 1 2 z 2 z 2 5 z 1 ( z 2)( z 1 )
2
2
44

Example (cont.)

Im

2 z
2

0 12 1

Re
2

3 h(n)
4

1
1
z
2 2
2 2
3
3
H ( z)

1
1 3 z2 3
1
z

2
( z 2)( z )
z
z
2
2
2
2 n
h(n) (2 0.5n )u ( n 1)
3
45

3.4 z-transform Properties - linearity


Linearity
Assume that x1(n) X1(z) and x2(n) X2(z), and given two
arbitrary constants k1 and k2, then
x(n) = k1x1(n) + k2x2(n) X(z) = k1X1(z) + k2X2(z)
where the ROC (region of convergence) of X(z) is the
intersection of the ROCs of X1(z) and X2(z).
Proof

X ( z ) [k1 x1 (n) k 2 x2 (n)]z n


n

k1 x1 (n) z

k1 x1 (n) z
n

k 2 x2 ( n ) z n
n

k 2 x2 (n) z n k1 X 1 ( z ) k 2 X 2 ( z )
n

46

Example 12
Compute the z transform of

x(n) cos( 0 n)u (n)


Solution

e j 0 n e j 0 n

Z {cos(0 n)u (n)} Z


u ( n)
2

1
1
j 0 n
Z {(e ) u (n)} Z {(e j0 ) n u (n)}
2
2
1
1
1
1
1 2 e j0 z 1 e j0 z 1

j0 1
j0 1
j0 1
j0 1
2
2 1 e z
2 1 e z
2 1 e z e z z
1 2 2 z 1 cos 0
1 z 1 cos 0

1
2
2 1 2 z cos 0 z
1 2 z 1 cos 0 z 2
47

2 Time-reversal
Time-reversal
Assume that x(n) X(z), then x( n) X(z 1).
where, if the ROC of X(z) is r1 < |z| < r2, then the ROC of
1
1
z
Z{x(-n)} is r2
r1 .
Proof

Z{x( n)}

n
x
(

n
)
z

m
x
(
m
)
z

1 m
1
x
(
m
)(
z
)

X
(
z
)

48

3 Time-shift theorem
Time-shift theorem
Assume that x(n) X(z), then x(n + l) zl X(z),
where l is an integer.
If the ROC of X(z) is r1 < |z| < r2, then the ROC of Z{x(n + l)} is
the same as the ROC of X(z).
If x(n) is right-handed or left hand, the ROC of Z{x(n + l)} is
the same as the ROC of X(z), except for the possible inclusion
or exclusion of the regions z=0 and |z| = .
Proof

Z{x(n l )} x(n l ) z
n

n l m

x ( m) z

( m l )

z x ( m) z m z l X ( z )
m

49

4 Multiplication by an exponential
Multiplication by an exponential z

Assume that x(n) X(z), then nx(n) X( z).


where, if the ROC of X(z) is r1 < |z| < r2, then the ROC of
r1
r
z 2
Z{-nx(n)} is
.

Proof

Z{ n x(n)}

n
n

x
(
n
)
z

n
x
(
n
)(

z
)
X ( z )

50

5 Complex differentiation
Complex differentiation z

dX ( z )
Assume that x(n) X(z), then n x(n) z
.
dz
where the ROC of Z{n x(n)} is the same as the ROC of X(z), that is
r1 < |z| < r2.
Proof

dX ( z )
d
d n
n
z
z
x ( n) z z x ( n) z

dz
dz n
dz
n

z nx(n) z
n

n 1

n
nx
(
n
)
z

Z{nx(n)}
51

6 Complex conjugation
Complex conjugation
Assume that x(n) X(z), then x*(n) X*(z*).
The ROC of Z{x*(n)} is the same as the ROC of X(z).
Proof

n
x
(
n
)
z

n **
[
x
(
n
)
z
]

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

[ X ( z * )]* X * ( z * )
52

7 Real and imaginary sequences


Real and imaginary sequences
Assume that x(n) X(z), then
1
Re{x(n)} X ( z ) X * ( z * )
2
1
Im{x(n)}
X ( z) X * ( z* )
j2

The ROC of Z{Re[x(n)]} and Z{Im[x(n)]} are the same as the


ones of X(z).
Proof
1
1

*
Z Re x(n) Z
x ( n) x ( n ) X ( z ) X * ( z * )
2
2

1
*
Z Im x(n) Z
x ( n) x ( n)
X ( z) X * ( z* )
2j
2j

53

8 Initial value theorem


Initial value theorem
If x(n) = 0, for n < 0, then

x(0) lim X ( z )
z

Proof

lim X ( z ) lim x(n) z n x(0)


z

n 0

54

9 Convolution theorem
Convolution theorem
Assume that x1(n) X1(z) and x2(n) X2(z), then

x1 (n) x2 (n) X 1 ( z ) X 2 ( z )
The ROC of Z{x1(n)*x2(n)} is the intersection of the ROCs of X1(z)
and X2(z). If a pole of X1(z) is canceled by a zero of X2(z), or vice
versa, then the ROC of Z{x1(n)*x2(n)} can be larger than those
of both X1(z) and X2(z).

55

Example 15
x (n) a n u (n)
h(n) b nu (n) ab n 1u (n 1)
Compute y(n) = x(n)*h(n)
Solution:

z
X ( z)
z a
za
z
a b
za
H ( z)

z b
z b b z b z b
z
Y ( z) X ( z)H ( z)
z b
z b
y ( n) b n u ( n )
56

3.5 Properties of the Fourier transform


1. Linearity
k1x1(n) + k2x2(n) k1X1 (ej) + k2X2(ej)

2. Time-reversal
x( n) X(ej)

Time-shift theorem
x( n+l) ejlX(ej)

57

Properties of the Fourier transform


4. Multiplication by an exponential

e j 0 n x(n) X (e j ( 0 ) )
5. Complex differentiation

d
nx(n) j
X ( e j )
d
6. Complex conjugate
x*( n) X*(ej)

58

Symmetric and antisymmetric sequences


Conjugate symmetric sequence:
x( n) = x*( n)
for real sequence,
x( n) = x( n)
which is defined as symmetric (even) sequence.
For a conjugate symmetric sequence

x(n) xr (n) jxi (n)

x * (n) xr (n) jxi ( n)

x(n) x * ( n) xr (n) jxi (n) xr ( n) jxi (n)


xr (n) xr (n) even

xi (n) xi (n) odd


Example: x(n)=cosn+jsinn
59

Symmetric and antisymmetric sequences


Conjugate antisymmetric sequence:
x( n) = x *( n)
for real sequence,
x( n) = x( n)
which is defined as antisymmetric (odd) sequence.

60

Symmetric and antisymmetric sequences


Any sequence could be denoted as the sum of a conjugate symmetric
sequence and a conjugate antisymmetric one:

x(n) 1 [ x( n) x * ( n)] 1 [ x(n) x * ( n)]


2
2

If x(n) is a real sequence, then it can be denote as the sum of an even


sequence and an odd one.
The Fourier transform of x(n) can also be denoted as the sum of a
conjugate symmetric sequence and a conjugate antisymmetric one:

X (e j ) 1 [ X (e j ) X * (e j )] 1 [ X (e j ) X * (e j )]
2
2
61

Properties of the Fourier transform


7. Real and imaginary sequences

Re[ x(n)] 1 X (e j ) X * (e j )
2
Im[ x(n)] 1 X (e j ) X * (e j )
j2

If x( n) is real, that is Im[x( n)] = 0, then X(ej) = X*(ej),


showing that X(ej) is conjugate symmetric ;

Similarly, if x( n) is imaginary, that is Re[x( n)] = 0, then X(ej)


= X*(ej) is conjugate antisymmetric .

62

Properties of the Fourier transform


For real x( n), there are following properties:
The real part of the Fourier transform of real x( n) is even:
Re[X(ej)] = Re[X(ej)]
The imaginary part of the Fourier transform of real x( n) is
odd:
Im[X(ej)] = Im[X(ej)]

63

Properties of the Fourier transform

1 x(n) x* ( n) Re[ X (e j )]
2
1 x(n) x* ( n) j Im[ X (e j )]
2


j
x(n)
x(n)
64

Properties of the Fourier transform


8. Several properties:

x(n)

X(ej)

real
real

real
real

imaginary
imaginary

imaginary
imaginary

conjugate
conjugate
symmetric
symmetric

conjugate
conjugate
symmetric
symmetric

conjugate
conjugate
antisymmetric
antisymmetric

conjugate
conjugate
antisymmetric
antisymmetric
65

Properties of the Fourier transform


9. Convolution theorem
j

x1 (n) x2 (n) X 1 (e ) X 2 (e )
10. Product of two sequences

1
j
j ( )
x1 (n) x2 (n)
X
(
e
)
X
(
e
)d
1
2

2
1
j ( )
j

X
(
e
)
X
(
e
)d
1
2

11. Parsevals theorem

1
x1 (n) x (n)

2
n
*
2

X 1 (e j ) X 2* (e j )d

66

Review: z-transform
The z transform X(z) of a sequence x(n) is defined as

X ( z ) Z{x(n)}

n
x
(
n
)
z

where z is a complex variable. The z transform given by this


equation is referred to as the two-sided z transform.

67

Review: Convergence of the z transform


0 z n 0 0, n1 0
n1

n
X ( z ) x(n) z 0 z
n1 0
n n0
0 z
n0 0

n0 0

r1 z

n0 0

0 z r2

n0 0

0 z r2

n0 0

r1 z r2

r1 r2

r1 r2

X ( z ) x(n) z
nn
0

r1 z

n0

X ( z ) x(n) z
n

X ( z ) x(n) z
n

68

Review: H(z) for a stable causal system


Applying the series convergence criterion, we have that the
system is stable only if

h(n 1)
lim
1
n h ( n)
Since

Therefore

h(n 1)
r1 lim
n h( n)

r1 1

So the convergence circles radius of the z transform of the


impulse response of a stable causal system should be smaller
than unit.
69

Review: Zeros and poles


An important class of z transforms are those for which X(z) is a
ratio of polynomials in z, that is

N ( z)
X ( z)
D( z )
The roots of the numerator polynomial N(z)
are those values of z for which X(z) is zero and are referred to as
the zeros of X(z).
Values of z for which X(z) is infinite are referred to as the poles
of X(z). The poles of X(z) are the roots of the
denominator polynomial D(z).

70

Review: Poles
X(z) is also can be expressed as

X ( z)

N ( z)
K

mk
(
z

p
)

k
k 1


X(z)
X(z)

Right-handed: The convergence region is |z| > r1, so all the


poles must be inside the circle |z| = r1, r1 = max{|pk|}(figure (a);
Left-handed: The convergence region is |z| < r2, all the poles
must be outside the circle |z| = r2, r2 = min{|pk|} (figure (b);
Two-sided sequences: The convergence region is r1 < |z| < r2,
some poles are inside the circle |z| = r1 and the others outside the
circle |z| = r2 (figure (c).
71

Review: Figure 2.2 (a)


Im{z}

r1

Re{z}

72

Review: Figure 2.2 (b)


Im{z}

r2

Re{z}

73

Review: Figure 2.2 (c)


Im{z}

r2

r1

Re{z}

74

Review: The z transform of basic sequences


x(n)

X(z)

(n)

u(n)
anu(n)
a u(n-1)
n

nu(n)
nanu(n)

z
z 1
z
za

a
za
z
( z 1) 2
az
( z a) 2

ROC
0 z

1 z
a z
a z

1 z
a z
75

Review: Partial-fraction expansion


For rational z transform, a partial-fraction expansion is carried out
firstly, and then the inverse z transforms of the simple terms are
identified.
If X(z) = N(z) / D(z) has K different poles pk, k = 1,,K, each of
multiplicity mk, then the partial-fraction expansion of X(z) is
M L

mk

cki
X ( z ) g l z
i
(
z

p
)
l 0
k 1 i 1
k
l

where M and L are the degrees of the numerator and denominator


of X(z), respectively.
The coefficients gl, l = 0,, M L, is the quotient of
polynomials N(z) and D(z). If M < L, then gl = 0 for any l .
76

Review: Partial-fraction expansion


The coefficients cki are given by

1
d ( mk 1)
mk
cki
[(
z

p
)
X ( z )]
k
( mk 1)
(mk 1)! dz
z p

Particularly, in the case of a simple pole , cki is given


by

cki ( z pk ) X ( z ) z p

Since the z transform is linear and the inverse z transform of each


of the terms is easy to compute, then the inverse z transform
follows directly from the above equation

77

Review: Time-shift theorem


Time-shift theorem
Assume that x(n) X(z), then x(n + l) zl X(z),
where l is an integer.
If the ROC of X(z) is r1 < |z| < r2, then the ROC of Z{x(n + l)} is
the same as the ROC of X(z).
If x(n) is right-handed or left hand, the ROC of Z{x(n + l)} is
the same as the ROC of X(z), except for the possible inclusion
or exclusion of the regions z=0 and |z| = .

78

Review: Transform-Domain Analysis of LTI Discrete-Time


System
A linear system can be characterized by a difference equation as
follows
N

i 0

l 0

ai y (n i ) bi x(n l )
Applying the z transform on both sides, we get that
N

a Z{ y(n i)} b Z{x(n l )}


i 0

l 0

Applying the time-shift theorem, we obtain


N

i 0

l 0

ai z iY ( z ) bl z l X ( z )
79

Review: Transfer functions


Making a0=1, we define

bl z l

Y ( z)
H ( z)
l 0N
X ( z ) 1 ai z i
i 1

as the transfer function of the system relating the output Y(z) to


the input X(z).
From the convolution theorem, we have

Y ( z ) X ( z ) H ( z ) y ( n) x ( n) h( n)
therefore the transfer function of the system is the z transform of
its impulse response h(n).
80

Review: Frequency-domain representation of discretetime signals and systems

The direct and inverse Fourier transforms of the discrete-time


signal x(n) are defined as

j n
X
(
e
)

x
(
n
)
e

x( n) 1 X (e j )e jn d

2
j

In fact, the Fourier transform X(ej) is the z transform of the


discrete-time signal x(n) at the unit circle.
the Fourier transform X(ej) is periodic with period 2,
therefore the Fourier transform of x(n) requires specification
only for a range of 2, for example, [-,] or [0, 2].

81

Review: Properties of the Fourier transform


Several properties:

x(n)

X(ej)

real
real

real
real

imaginary
imaginary

imaginary
imaginary

conjugate
conjugate
symmetric
symmetric

conjugate
conjugate
symmetric
symmetric

conjugate
conjugate
antisymmetric
antisymmetric

conjugate
conjugate
antisymmetric
antisymmetric
82

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