Z-Transforms and Transfer Functions

(Tools for analyzing the dynamics

of systems)

Spring 2015

CS6501: Basics
Outline
• Signals and Systems
• Z-Transforms
– What are Z-Transforms
– What are inverse Z-Transforms
– How to infer properties of a signal from its
Z-transform
• Transfer Functions
– What are Transfer Functions
– How to infer properties of a system from its
Transfer Function

CS6501: Basics
Important
• Z-transforms and transfer functions
enable you to analyze signals and
systems (general techniques)

– With or without a controller!!!

CS6501: Basics
Signals
• The signals we are studying – Discrete
Signals
– A discrete signal takes value at each non-
negative time instance

18

16

14

12

10

0
0 2 4 6 8 10 12

CS6501: Basics
 Example of a System
18
18
16
16

14
14
12
12

10
10

8
8
6
6

Filter
4
2
2

0
0 2 4 6 8 10 12 0
0 2 4 6 8 10 12

u(k  1)  u(k  2)  u(k  3)

raw readings from
a noisy temperature
sensor
- Input Signal
y(k) 
3
smooth temperature
values after filtering
- Output Signal

A (SISO) system takes an input signal, manipulates it

and gives a corresponding output signal.

CS6501: Basics
 Control System

Reference Control Controller Control Target Measured

Input error Input System Output

Transducer Transducer
Output

CS6501: Basics
Common Signals exponential
1
1

0.9
6 (ak)
5

|a|>1
0.8

impulse
0.7 a=1.2
4
0.6
0.5

|a|<1
0.5 3

0.4
2
0.3
0
-1 0 1 2 3 4 5 6 7 8 9 0.2 1

0.1
0
0 -1 0 1 2 3 4 5 6 7 8 9
0 5 10 15

delayed impulse 1

sin(k*pi/6)
0.5 0.5

0
0
-1 0 1 2 3 4 5 6 7 8 9
-0.5 sine
-1
0 2 4 6 8 10 12 14 16 18
1

0.5 step 1

0.5
cos(k*pi/6)
0

cosine
-1 0 1 2 3 4 5 6 7 8 9
0

-0.5

ramp
-1
0 2 4 6 8 10 12 14 16 18

3
exponentially
1

0.8

0.6
u(k)=cos(k*pi/6)*0.9k
modulated
2 0.4

0.2

cosine/sine
0

1 -0.2

-0.4

-0.6

0 -0.8

-1 0 1 2 3 4 -1
0 2 4 6 8 10 12 14 16 18

CS6501: Basics
Other Signals – (arbitrary)
• From a temperature sensor
• From an acoustic sensor

CS6501: Basics
Z-Transform of a Signal
u(k) Z U(z)
Z-1
u(0) u(0) · z0
u(1) +u(1) · z-1
u(2) +u(2) · z-2
u(3) +u(3) · z-3
u(4) +u(4) · z-4
… …

U(z)  u(k) z k
k 0

CS6501: Basics
Z-Transform – Cont’d
• Mapping from a discrete signal to a
function of z
– Many Z-Transforms have this form:
n

a z i
i
Rational Function of z
U(z) i 0
m

b z j0
j
j

• Helps intuitively derive the signal

properties
– Does it converge?
– To which value does it converge?
– How fast does it converges to the value?
CS6501: Basics
Z Transform of Unit Impulse Signal

uimpulse(k) Z Uimpulse(z)
Z-1
u(0) = 1 1 · z0
u(1) = 0 +0 · z-1
u(2) = 0 +0 · z-2
u(3) = 0 +0 · z-3
u(4) = 0 +0 · z-4
… …
1

0.5

0
Uimpulse (z) 1
-1 0 1 2 3 4 5 6 7 8 9

CS6501: Basics
Delayed Unit Impulse Signal
udelay(k) Z Udelay(z)
Z-1
u(0) = 0 0 · z0
u(1) = 1 +1 · z-1
u(2) = 0 +0 · z-2
u(3) = 0 +0 · z-3
u(4) = 0 +0 · z-4
… …
1

1
0.5

0
Udelay (z) z
-1 0 1 2 3 4 5 6 7 8 9

CS6501: Basics
Z-Transform of Unit Step Signal
ustep(k) Z Ustep(z)
Z-1
u(0) = 1 1 · z0
u(1) = 1 +1 · z-1
u(2) = 1 +1 · z-2
u(3) = 1 +1 · z-3
u(4) = 1 +1 · z-4
… …
1

0.5
Ustep(z) 1 z 1  z 2  z 3  ...
0
-1 0 1 2 3 4 5 6 7 8 9

CS6501: Basics
Unit Step Signal - continued
A little bit of math …
(1  a)(1  a  a 2  ...  a n )
1  a  a  ...  a 
2 n

1 a
n 1
1 a

1 a
n  , assuming |a| 1,
(1  a)(1  a  a 2  ...  a n )
1  a  a  ...  lim
2
n  1 a
1  a n 1
 lim
n  1  a

1

1 a

1 2 3 1
Ust ep(z) 1 z z z  ... 
1- z -1
CS6501: Basics
Z-Transform of Exponential
Signal
uexp(k) Z Uexp(z)
Z-1
u(0) = 1 1 · z0
u(1) = a +a · z-1
u(2) = a2 +a2 · z-2
u(3) = a3 +a3 · z-3 Remember
u(4) = a4 +a4 · z-4 this!
… …
6

4
a=1.2
Uex p(z) 1 az 1  a2 z 2  a3 z 3  ...
1
3


2

1- az -1
1

0
-1 0 1 2 3 4 5 6 7 8 9

CS6501: Basics
What about an arbitrary signal?
• Apply z-transform to any signal

• Just use the z-transform formula

• May not have a convenient formula

that summarizes the signal

CS6501: Basics
LTI Systems
• Linear, Time Invariant (LTI) System
– Many systems we analyze or design are or
can be approximated by LTI systems
– We have a well-established theory for LTI
system analysis and design
• Example - A simple moving average
– y(k)=[u(k-1)+u(k-2)+u(k-3)]/3

u(k) 3-MA y(k)

CS6501: Basics
What does “Linear” mean exactly?
• Scaling u(k) 3-MA y(k)

λu(k) 3-MA λy(k)

• Superposition u1(k) 3-MA y1(k)

u2(k) 3-MA y2(k)

u1(k)+u2(k) 3-MA y1(k)+y2(k)

CS6501: Basics
 Time Invariance
u(k) 3-MA y(k)

u’(k)=u(k-n) 3-MA y’(k)=y(k-n)

Idiom:
u(k-n) is u(k)
delayed by n
time units!

CS6501: Basics
Reality Check
• Typically speaking, are computing
systems linear? Why/why not?
– Consider saturation …
– Assume RT for one job alone in system is X
• Is RT for 3 jobs 3X?
• Typically speaking, are computing
systems time-invariant? Why/why not?
– Resource allocations are in different states at
different times

CS6501: Basics
 Unit Impulse Response
uimpulse(k) 3-MA yimpulse(k)

1 1

0.5 0.5

0 0
-1 0 1 2 3 4 5 6 7 8 9 10 -1 0 1 2 3 4 5 6 7

u(k  1)  u(k  2)  u(k  3)

y(k) 
3
Claim:
If we know yimpulse(k), we can obtain y(k)
corresponing to ANY input u(k)!

yimpulse(k) contains ALL information about

the input-output relationship of an LTI system.

CS6501: Basics
Key Points
• Impulse Response – input impluse -
basis of convolution (time domain)

• Frequency Response – input sine

wave – basis of DFT

CS6501: Basics
An Example: 3-MA
uimpulse(k) 3MA yimpulse(k)
1 1

0.5 0.5

0 0
-1 0 1 2 3 4 5 6 7 -1 0 1 2 3 4 5 6 7

u (k) 3MA 1
y (k) ?
uimpulse(k)
0.5

6x 0
-1 0 1 2 3 4 5 6 7

+
9

uimpulse(k-1)
8
1
7

6
9x 0.5

u(k) =
5 0
-1 0 1 2 3 4 5 6 7

+
4

3 1 uimpulse(k-2)
2
3x 0.5

1 0
-1 0 1 2 3 4 5 6 7
0
-1 0 1 2 3 4 5 6 7 +…
Input: Scaled and delayed
CS6501: Basics
An Example: 3-MA
uimpulse(k) 3MA yimpulse(k)
1 1

0.5 0.5

0 0
-1 0 1 2 3 4 5 6 7 -1 0 1 2 3 4 5 6 7

u (k) 3MA 1
y (k) ?
yimpulse(k)
0.5

6x 0
-1 0 1 2 3 4 5 6 7

+
9

yimpulse(k-1)
8
1
7

6
9x 0.5

y(k) =
5 0
-1 0 1 2 3 4 5 6 7

+
4

3 1 yimpulse(k-2)
2
3x 0.5

1 0
-1 0 1 2 3 4 5 6 7
0
-1 0 1 2 3 4 5 6 7 +…

CS6501: Basics
Convolution
• y(5)= u(0) · yimpulse(k) k 1

+ u(1) · yimpulse(k-1) y(k)  [u(i) y impulse (k  i)]

i 0
+ u(2) · yimpulse(k-2)
 u(k)* y impulse (k)
+ u(3) · yimpulse(k-3)
+ u(4) · yimpulse(k-4) 1 yimpulse(k)
0.5

u(0) x 0
-1 0 1 2 3 4 5 6 7

+
9

yimpulse(k-1)
8
1
7

6
u(1) x 0.5

y(k) =
5 0
-1 0 1 2 3 4 5 6 7

+
4

3 1 yimpulse(k-2)
2
u(2) x 0.5

1 0
-1 0 1 2 3 4 5 6 7
0
-1 0 1 2 3 4 5 6 7 +…

CS6501: Basics
Important Theorem
Time Domain

u(k) * v(k) = y(k)

(convolution)

Z Z-1 Z Z-1 Z Z-1

U(z) · V(z) = Y(z)

(multiplication)

Z Domain
CS6501: Basics
Z-Transform/Inverse Z-Transform
u (k)=0.7k LTI: yimpuse(k)=0.3k-1 y (k)?

1 1 1

=
0.9 0.9 0.9

*
0.8 0.8 0.8

0.7 0.7 0.7

0.6 0.6 0.6
0.5 0.5 0.5

(convolution)
0.4 0.4
0.4
0.3 0.3
0.3
0.2 0.2
0.2
0.1 0.1
0.1
0 0
0 5 10 15 0 2 4 6 8 10 12 14 16 18 0
0 5 10 15

Z Z Transfer
Z-1
Function

z 1
1
· =
-1
z
1 0.7z 1 1 0.3z 1 (1 0.3z 1)(1 0.7z 1)
(multiplication)

CS6501: Basics
 Delay the Unit Step Signal
y(k)=u(k-1)

u (k)
LTI: yimpuse(k) y (k)
=udelayed(k)
1 1 1

0.5 0.5 0.5

0 0 0
-1 0 1 2 3 4
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9

ustep (k)
* udelayed(k) = udstep(k)

Z
(convolution)
Transfer Z
Function Z
1 z -1
1 z 1
· z-1 = 1 z 1
(multiplication)

CS6501: Basics
 Delayed Unit Step Signal – Cont’d

udstep(k) Z Udstep(z)
Z-1
u(0) = 0 0 · z0
u(1) = 1 +1 · z-1
u(2) = 1 +1 · z-2
u(3) = 1 +1 · z-3 Remember
u(4) = 1 +1 · z-4 this!
… …
1
Udst ep(z) z 1  z 2  z 3  ...
z -1 1
0.5

 
1- z -1
0
-1 0 1 2 3 4 5 6 7 8 9
z 1

CS6501: Basics
 Signals in Computer Systems
1
Spike, one-time fluctuation in input/output,
0.5 or disturbance
0
-1 0 1 2 3 4

0.5 Change of reference value

0
-1 0 1 2 3 4 5 6 7 8 9

12

10

Multiple changes of reference value

4

0
0 1 2 3 4 5 6 7 8 9 10

CS6501: Basics
Transfer Function
• Z-transforms can be used to describe
signals

• They can also be used to describe

systems (called a transfer function)

• G(z) = Y(z)/U(z) or Y(z) = G(z)U(z)

U(k) Y(k)
• Output/Input
CS6501: Basics
Transfer Function
• Transfer function provides a much more
intuitive way to understand the input-output
relationship, or system characteristics of an
LTI system
– Stability
– Accuracy
– Settling time
– Overshoot

CS6501: Basics
 An LTI System – Discrete Integrator
y(k)=y(k-1)+u(k-1)
Y(k)=u(k-1)+u(k-2)+…+u(1)+u(0)

u (k) LTI: yimpuse(k) y (k)

=udstep(k)
4

1
1
1
0.5
0.5

0 0
-1 0 1 2 3 4 0
-1 0 1 2 3 4 -1 0 1 2 3 4

ustep(k)
* udstep(k) = uramp(k)
Z
Transfer
(convolution)
Function Z Z-1
z -1
1
1 z 1
· z -1
1 z 1
= (1 z 1)2
(multiplication)

CS6501: Basics
Inverse Z-Transform
u(k) Z U(z)
Z-1?

• Table Lookup – if the Z-Transform looks

familiar, look it up in the Z-Transform table!
u(k)  3u step (k)  2u ramp (k) 3 2z 1
 3  2k Z-1? U(z) 
1 z 1 (1 z 1)2
 3Ustep(z) 2Uramp (z)
• Long Division
• Partial Fraction Expansion

CS6501: Basics
Long Division
• Sort both nominator and denominator with
descending order of z first

3  z 1
U(z)
1 2z 1  z 2

• u(0), u(1), u(2), u(3), …, are coefficients of the z terms

in the answer above (remember, a list of signal values
is encoded with z terms: 3,5,7,9…)
CS6501: Basics
 Partial Fraction Expansion
• Many Z-transforms of interest can be
expressed as division of polynomials of z
m cj
U(z) c0  
n

 i
a z i

j 1 z  pj
U(z) i 0
m

 j
b z j May be trickier:
complex root cj
j0
duplicate root z 1
1  p jz 1

m
u(k) c0uimpulse (k)  up j dex p(k)
b0  b1z  b2 z 2  ...  bm z m j 1
 bm(z  p1)(z  p2 )...(z  pm )
k 1
where up j dex p(k) p j , k>0

CS6501: Basics
An Example

3z 2  14z  14 c1 c
U(z) U(z) c0   2
z 2  6z  8 z 2 z 4

(z-2)(z-4)

U1(z)=c0 Z-1 u1(k)=c0*uimpulse(k)

c1
U2(z)
z2 Z-1 u2(k)=c1*2k-1, k>0
c
U3(z) 2
z4 Z-1 u3(k)=c2*4k-1, k>0

c , k0
u(k)  0 k 1 k 1
c0? c1? c2?
c1  2  c2  4 , k  0
CS6501: Basics
Get The Constants!

3z 2  14z  14 c1 c
U(z) U(z) c0   2
z 2  6z  8 z 2 z 4

(z-2)(z-4)

c1 c 3z 2  14z  14
U(z) c0   2 , z  , U(z) c , c0  lim 2 3
z 2 z 4 0
z  z  6z  8

c1(z  4)
K(z)  (z - 4)U(z) (z  4)c 0   c2 ,
z 2
3z 2  14z  14
K(4) c2  |z 4  3
z 2

CS6501: Basics
An Example – Complete Solution

3z 2  14z  14 c1 c
U(z) U(z) c0   2
z 2  6z  8 z 2 z 4

3z 2  14z  14
c0  lim U(z) lim 2 3
z  z  z  6z  8

3z 2  14z  14
U2(z) (z  2)
z 2  6z  8 3  22  14  2  14
c1  U2(2) 1
3z 2  14z  14 2-4

z-4
3  4 2  14  4  14
3z  14z  14
2 c 2  U 3 (4)  3
U 3 (z)  (z  4) 4-2
z 2  6z  8
3z 2  14z  14

z-2

1 3 3, k0
U(z) 3   u(k)  k 1 k 1
z 2 z 4 2  3  4 , k  0
CS6501: Basics
 Solving Difference Equations
y(k) a1y(k 1) ...  any(k  n) b1u(k 1) ...  bmu(k  m)

Z
Y(z) a1z 1Y(z) ...  an z nY(z) b1z 1U(z) ...  bmz mU(z)

b1z 1  ...  bm z m
Y(z) 1 n
U(z)
1 a1z  ...  an z
Z-1 Transfer
y(k) ... Function

CS6501: Basics
Signal Characteristics from Z-Transform

• If U(z) is a rational function, and

y(k) a1y(k 1) ...  any(k  n) b1u(k 1) ...  bmu(k  m)

• Then Y(z) is a rational function, too

zeros
n

N(z) (z  z )
i
Y(z)  i 1
m
D(z)
(z  p )
j 1
j
poles

• Poles are more important – determine key

characteristics of y(k)

CS6501: Basics
Determine Properties of System
• Most properties only require knowledge of
roots of denominator
– SASO properties

• Denominator is called the characteristic

polynomial

• Roots of denominator may have complex

poles
– Represented in rectangular or polar coordinates

CS6501: Basics
Why are poles important?

Z domain n

N(z) (z  z ) i m cj
Y(z)  i 1
m
 c0  
D(z) z  pj
(z  p j )
j 1
j 1

poles

Z-1
Time domain
m
Y(k) c0  uimpulse (k)  c j  pkj-1
j 1

components

CS6501: Basics
Various pole values (1)
2.5
2.5
2

1.5
2
1

1.5 0.5

0
1 -0.5

0.5
p=1.1
-1

-1.5 p=-1.1
-2
0
-1 0 1 2 3 4 5 6 7 8 9
-2.5
-1 0 1 2 3 4 5 6 7 8 9

0.8
1
0.6

0.8 0.4

0.2

p=1 p=-1
0.6
0

-0.2
0.4
-0.4

0.2 -0.6

-0.8
0 -1
-1 0 1 2 3 4 5 6 7 8 9 -1 0 1 2 3 4 5 6 7 8 9

1
1
0.8

0.6
0.8
0.4

0.6 0.2

p=0.9 p=-0.9
0
0.4 -0.2

-0.4
0.2
-0.6

-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9

CS6501: Basics
Various pole values (2)
1 1

0.9 0.8
0.8
0.6
0.7
0.4
0.6
0.2
0.5
0
0.4
-0.2

p=0.9 p=-0.9
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9

1 1

0.9 0.8

0.8 0.6

0.7 0.4

0.6 0.2

p=0.6 p=-0.6
0.5
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9 -1
-1 0 1 2 3 4 5 6 7 8 9

1 1

0.9 0.8

0.8 0.6
0.7
0.4
0.6

p=0.3 p=-0.3
0.2
0.5
0
0.4
-0.2
0.3
-0.4
0.2
-0.6
0.1
-0.8
0
-1 0 1 2 3 4 5 6 7 8 9
-1
-1 0 1 2 3 4 5 6 7 8 9

CS6501: Basics
Conclusion for Real Poles
• If and only if all poles’ absolute values
are smaller than 1, y(k) converges to 0
• The smaller the poles are, the faster
the corresponding component in y(k)
converges
• A negative pole’s corresponding
component is oscillating, while a
positive pole’s corresponding
component is monotonic

CS6501: Basics
How fast does y(k) converge?
• U(k)=ak, consider u(k)≈0 when the
absolute value of u(k) is smaller than
or equal to 2% of u(0)’s absolute value
|a|k  0.02 1

kln|a| ln0.02  3.912 0.9

0.8
4 y(k)=0.7k
k 0.7
ln|a| 0.6

Remember 0.5

This! 0.4

0.3
a  0.7 0.2
y(11)=0.0198

4 4
k   11 0.1

ln|0.7|  0.36 0
0 2 4 6 8 10 12

CS6501: Basics
Property - Settling Time (k units of
time)

• Use Formula for k

4
k
ln | a |

a is the magnitude of the (dominant) pole

CS6501: Basics
Example
u (k)=0.8k LTI: y(k)=0.4y(k-1)+0.6u(k-1) y (k)?

Z
Z
Y(z) 0.4z 1Y(z) 0.6z 1U(z)

1
U(z) 0.6z 1 0.6z -1
1 0.8z 1 Y(z) U(z)
1 0.4z 1 (1- 0.4z -1)(1- 0.8z -1) Settling
Y(z) 0.6 Time
G(z) 
U(z) z  0.4 Z-1

y(k)  a  0.4k 1  b  0.8k 1

CS6501: Basics
 When There Are Complex Poles …
b1z 1  ...  bm z m
Y(z) 1 n
U(z)
1 a1z  ...  an z
(az2  bz  c)...
 b  b2  4ac
z
2a
If b2  4ac  0,
2  b  b2  4ac  b  b2  4ac
az  bz  c  a(z  )(z  )
2a 2a
If b2  4ac  0, 2
az  bz  c  a(z 
 b  i 4ac  b2
)(z 
 b  i 4ac  b2
)
2a 2a

Or in polar coordinates,

az 2  bz  c  a(z  r cos θ  ir sin θ)(z  r cos θ  ir sin θ)

CS6501: Basics
What If Poles Are Complex
• If Y(z)=N(z)/D(z), and coefficients of both D(z)
and N(z) are all real numbers, if p is a pole,
then p’s complex conjugate must also be a
pole
– Complex poles appear in pairs
l cj c c'
Y(z) c0    
j 1 z  pj z  r cos θ  ir sin θ z  r cos θ  ir sin θ
l cj bzr sin θ  dz(z  r cos θ )
 c0   
j 1 z  pj z 2  (2r cos θ )z  r 2

Z-1
Time domain m
y(k)  c0  uimpulse (k)  c j  pkj-1  br k sinkθ  dr kcoskθ
j 1

CS6501: Basics
 An Example
Z-Domain: Complex Poles

1.5 Time-Domain:
Exponentially Modulated Sin/Cos
z2  z
Y(z) 2
1 z  0.8z  0.64
kπ kπ
y(k)  2  0.8k  sin( )  0.8k  cos( )
0.5
3 3

-0.5

-1
0 2 4 6 8 10 12 14 16 18 20

CS6501: Basics
Poles on Complex Plane

CS6501: Basics
Observations
• Using poles to characterize a signal
– The smaller is |r|, the faster the signal converges
• |r| < 1, converge
• |r| > 1, does not converge, unbounded
• |r|=1?
– When the angle increase from 0 to pi, the
frequency of oscillation increases
• Extremes – 0, does not oscillate, pi, oscillate at the
maximum frequency

CS6501: Basics
 Change Angles

0.8 1

0.6 0.8

0.4 0.6
1
0.2 0.4
0.8
0 0.2
0.6
-0.2 0
0.4
-0.4 -0.2

0.2 -0.6 -0.4

0 -0.8 -0.6

-1 -0.8
-0.2 0 5 10 15
-1
-0.4 0 5 10 15

1
-0.6
0.8
-0.8
0.6
-1
0 5 10 15 0.4
1
0.2
0.8
0
0.6
-0.2
0.4 -0.4

0.2

Im
-0.6

0 -0.8

-1
-0.2 0 5 10 15

-0.4

-0.6

-0.8
1
-1
1 0 5 10 15 0.8

0.8 0.6

0.4
0.6
0.2
0.4
0
0.2
-0.2
0
-0.4
-0.2
-0.6
-0.4
-0.8
-0.6
-1
0 5 10 15
-0.8

-1
0 5 10 15

-0.9 Re
0.8 1

0.9
0.6 0.8

0.4 0.6

0.2 0.4

0 0.2

-0.2 0

-0.4 -0.2

-0.6 -0.4

-0.8 -0.6

-1 -0.8
0 5 10 15
-1
0 5 10 15

CS6501: Basics
 Changing Absolute Value
1 1

0.8
0.8

1 0.6
0.6
0.4
0.4 0.8
0.2
0.2 0.6
0
0 0.4
-0.2 4
-0.2 0.2
-0.4

-0.4 0
-0.6

-0.6 -0.2 -0.8 3

-0.8 -0.4 -1
0 5 10 15

-1 -0.6
0 5 10 15 2
-0.8

-1
0 5 10 15

12
0

-1
1

0.8
10

Im
0.6

0.4
-2

0.2

-0.2 8 -3
0 2 4 6 8 10 12 14
-0.4

-0.6

-0.8

-1
0 5 10 15

Re 2

1 0

-2

-4

-6
0 2 4 6 8 10 12 14
CS6501: Basics
Conclusion for Complex Poles
• A complex pole appears in pair with
its complex conjugate
• The Z-1-transform generates a
combination of exponentially
modulated sin and cos terms
• The exponential base is the absolute
value of the complex pole
• The frequency of the sinusoid is the
angle of the complex pole (divided
by 2π)
CS6501: Basics
Steady-State Analysis
• If a signal finally converges, what value does
it converge to?
• When it does not converge
– Any |pj| is greater than 1
– Any |r| is greater than or equal to 1
• When it does converge
– If all |pj|’s and |r|’s are smaller than 1, it
converges to 0
– If only one pj is 1, then the signal converges to cj
• If more than one real pole is 1, the signal does not
converge
m
y(k)  c0  uimpulse (k)  c j  pkj-1  br k sin k  dr k cos k
j 1

CS6501: Basics
An Example (one pole is = 1)
2z z 3z
U(z)  
z  1 z  0.5 z  0.9
u(k) 2  0.5k  3 (0.9)k
6

converge to 2
4

-1
0 10 20 30 40 50 60

CS6501: Basics
Final Value Theorem
• Enable us to decide whether a system
has a steady state error (yss-rss)

CS6501: Basics
 Final Value Theorem
Theorem: If all of the poles of (1  z )Y ( z ) lie within the unit circle, then
k lim y (k )  z lim1 ( z  1)Y ( z )
0

0.11z 0.11z -0.05

Y ( z)  2  -0.1
z  1.6 z  0.6 ( z  1)( z  0.6) -0.15
0.11z

y(k)
( z  1)Y ( z ) |z 1  |z 1  0.275 -0.2

z  0.6 -0.25

-0.3

-0.35
0 5 10 15
k

If any pole of (z-1)Y(z) lies out of or ON the

unit circle, y(k) does not converge!

CS6501: Basics
What Can We Infer from TF?
• Almost everything we want to know
– Stability
– Steady-State
– Transients
• Settling time
• Overshoot
– …

CS6501: Basics
 Bounded Signals

5 5 5 1

a=0.4 a=0.9 a=1.2

0.5

0 0 0 0

-0.5
-5 -5 -5
-1
1 0 2 4 6 8

5 5 5
a=-0.4 a=-0.9 a=-1.2 0.5
1

0 0.8
0 0 0

0.6

-0.5
0.4

-5 0.2 -5 -5
0 5 10 0 5 10 0 5 10 -1
0 10 20 30 40 50 60 70
0
0 5 10 15 20

CS6501: Basics
BIBO Stability
• Bounded Input Bounded Output
Stability
– If the Input is bounded, we want the
Output is bounded, too
– If the Input is unbounded, it’s okay for the
Output to be unbounded
• For some computing systems, the
output is intrinsically bounded
(constrained), but limit cycle may
happen

CS6501: Basics
 Limit Cycle

Output constrained,
But oscillating –
Bad!

Imagine CPU utilization

Constantly switching from
1 to 0, 0 to 1, …

Solution: make sure the system works in a linearized operating region

CS6501: Basics
Example of Stability
u (k)=0.8k LTI: y(k)=0.4y(k-1)+0.6u(k-1) y (k)?

Z
Z
Y(z) 0.4z 1Y(z) 0.6z 1U(z)

1
U(z)
1 0.8z 1
0.6z 1 0.6z -1
Y(z) 1
U(z)
1 0.4z (1- 0.4z -1)(1- 0.8z -1)
Y(z) 0.6
G(z) 
U(z) z  0.4

BIBO? – only one pole at 0.4, so BIBO!

CS6501: Basics
Steady State Gain
yss

CS6501: Basics
Steady-State Gain – Cont’d
• Which value does the output
converge to when the input is an unit
step signal?
Final Value
– First of all, it has to converge Theorem

y ss  lim y(k)  lim(z  1)Y(z)

k  z 1

z
 lim(z  1)G(z)
z 1 z 1
 lim zG(z)
z 1

 G(1)
Unit Step
Input

CS6501: Basics
 More General Case
y(k) a1y(k 1) ...  any(k  n) b1u(k 1) ...  bmu(k  m)

Z
b1z 1  ...  bm z m
Y(z) 1 n
U(z)
1 a1z  ...  an z

z=1 Transfer
b1  ...  bm Function
y ss 
1 a1  ...  an
Recall y(ss) = G(1) (that is, when z = 1)
CS6501: Basics
Example of Steady State Gain
u (k)=1 LTI: y(k)=0.4y(k-1)+0.6u(k-1) y (k)?

Z
Z
Y(z) 0.4z 1Y(z) 0.6z 1U(z)

1
U(z)
1 z 1
0.6z 1 0.6z -1
Y(z) 1
U(z)
1 0.4z (1- 0.4z -1)(1- z -1)
Y(z) 0.6
G(z) 
U(z) z  0.4

Yss? G(1)=1, so yss=1

CS6501: Basics
System Order
• System Order = Number of Poles
• The higher the system order is, the
more complex the system behavior is
• Some poles are more important than
others
– Why?
– If |pi|<|pj|,|pi/pj|k-1 approaches 0 when
k is large (pik-1 converges faster than pjk-1)

m
y(k)  c0  uimpulse (k)  c j  pkj-1
j 1

CS6501: Basics
Overshoot and Settling Time
• If not all poles are positive real
numbers, overshoot may happen
– Easy to figure out when the system is first
order
– For higher order systems, approximation to
first order systems works under certain
conditions
• Settling time 4
ks 
– First order system ln|p|

– Higher order systems

CS6501: Basics
How fast does y(k) converge?
• U(k)=ak, consider u(k)≈0 when the
absolute value of u(k) is smaller than
or equal to 2% of u(0)’s absolute value
|p|k  0.02 1

kln|p| ln0.02  3.912 0.9

0.8
4 y(k)=0.7k
k 0.7
ln|p| 0.6

Remember 0.5

This! 0.4

0.3
p  0.7 0.2
y(11)=0.0198

4 4
k   11 0.1

ln|0.7|  0.36 0
0 2 4 6 8 10 12

CS6501: Basics
 Examples: Positive Pole
1

0.8

0.6
0.1
0.4

0.2
z  0.9
0
0 5 10 15 20 25 30

0.8
0.09
Dominant
0.6

0.4
(z  0.9)(z - 0.1)
0.2

0
Pole: 0.9
0 5 10 15 20 25 30

0.8

0.6

0.4
0.07
0.2

0
(z  0.9)(z - 0.3)
0 5 10 15 20 25 30

0.8

0.6 0.063
(z  0.9)(z - 0.3)(z - 0.1)
0.4

0.2

0
0 5 10 15 20 25 30

CS6501: Basics
 Examples: Negative Pole
2

1.5

1
1.9
0.5 z  0.9
0
0 5 10 15 20 25 30

1.5

1.71
Dominant
1

0.5 (z  0.9)(z - 0.1)

0
Pole: -0.9
0 5 10 15 20 25 30

1.5

0.5
1.33
0
0 5 10 15 20 25 30
(z  0.9)(z - 0.3)
2

1.5

1 1.197
0.5
(z  0.9)(z - 0.3)(z - 0.1)
0
0 5 10 15 20 25 30

CS6501: Basics
Dominant Pole
• We can approximate a high-order
system with a first-order system with
the dominant pole of the high-order
system
– IF the dominant pole DOES exist
– Can give a pretty good estimation of
settling time
– Can give a reasonable estimate of the
maximum overshoot
• Some high-order systems do not have
dominant pole!

CS6501: Basics
Dominant Pole – Cont’d
• If there is a dominant pole, it must be
the pole with the maximum
magnitude
– The largest pole should have at least
twice the magnitude of the other poles!
• If the dominant pole is real (p’), the
high-order system can be
approximated by a first-order system
G(1)(1 p' )
G'(z) 4
z  p' ks 
ln|p'|

CS6501: Basics
Summary
• Signals/Systems
– An LTI system can be specified by
• Difference equation
• Unit impulse response
• Transfer function
• Characterize a signal with Z-transform
– Z-domain (poles) -> Time domain (convergence,
etc.)
• Characterize a system with Transfer function
– BIBO stability
– Steady-State Gain
– Transients: overshoot, settling time
• If there exists a dominant pole

CS6501: Basics
Extra Slides
• z-transforms of sin and cos and
exponentially modulated sine

CS6501: Basics
sin? cos?
1

0.5
sin(k*pi/6)
0

-0.5

-1
0 2 4 6 8 10 12 14 16 18

0.5
cos(k*pi/6)

-0.5

-1
0 2 4 6 8 10 12 14 16 18

CS6501: Basics
From Exponential to Trigonometric
Uex p(z) 1 az 1  a2 z 2  a3 z 3  ... ? Z[cos(kθ)]?
1 Z[sin(kθ)]?

1- az -1

Euler Formula: ei  cos   isin 

e  cos( )  isin( )  cos   isin 

e i  e  i e i  e  i
cos   sin  
2 2i

CS6501: Basics
Z-Transform of sin/cos
Time Domain Z-Transform
1
u(k) eik U(z) i
1- e  z -1

u(k) e-ik 1
U(z)
1- e -i  z -1
1 1
ik  ik U(z) (  )/2
e e i i
1- e  z 1 e  z 1
-1

u(k) cos(k )  1 1
2 (  )/2
1 cos   z  isin   z
1 1
1 cos   z  isin   z 1
1

1 cos   z 1

(1 cos   z 1)2  (sin  z 1)2
1 cos   z 1

1 2cos  z 1  z 2
eik  eik
u(k) sin(k )  sin   z -1
2i U(z)
1- 2cos  z -1  z 2

CS6501: Basics
 Exponentially Modulated sin/cos
1

0.8

0.6

0.4
u(k)=cos(k*pi/6)*0.9k
0.2

-0.2

-0.4

-0.6

-0.8

-1
0 2 4 6 8 10 12 14 16 18

(aei )k  (aei )k (aei )k  (aei )k

uex pcos(k) a cos(k ) 
k
uex psin(k) a sin(k ) 
k

2 2i

a  sin  z -1 a  sin  z -1
U(z) U(z)
1- 2a  cos   z -1  a2 z 2 1- 2a  cos   z -1  a2 z 2

A damped oscillating signal – a typical output of a second order system

CS6501: Basics
Are these BIBO?

Unity y(k+1) = 1
P Controller y(k+1) = KP u(k)
Integrator y(k+1) = y(k) + u(k)
I Controller y(k+1) = y(k) + KI u(k)
M/M/1/K y(k+1) = 0.49y(k) + 0.033u(k)
Mystery y(k+1) = -1.3y(k) + 2.3u(k)

CS6501: Basics
 Better Way to Decide BIBO or NOT
Theorem:
A system G(z) is BIBO stable iff all the poles of G(z) are inside the
unit circle.

System Time domain Eq Transfer Function Poles

Unity y(k+1) = 1 G(z) = 1 N/A

P y(k+1) = KP u(k) G(z) = KP N/A

Controller
Integrator y(k+1) = y(k) + u(k) G(z) = 1/(z-1) z=1

I Controller y(k+1) = y(k) + KI u(k) G(z) = KI/(z-1) z=1

M/M/1/K y(k+1) = 0.49y(k) + 0.033u(k) G(z) = 0.033/(z-0.49) z = 0.49

Mystery y(k+1) = -1.3y(k) + 2.3u(k) G(z) = 2.3/(z+1.3) z = -1.3

CS6501: Basics
No Dominant Pole
Step Response
5

4 pole=-0.9
pole=-0.7
poles=-0.9, -0.7
3

2
Amplitude

-1

-2

-3
0 5 10 15 20 25 30 35 40 45 50
Time (sec)

CS6501: Basics
Why do we need Z-Transform?
• A signal can be characterized with its
Z-transform (poles, final value …)
• In an LTI system, Z-transform Y(z) is the
multiplication of Z-transform U(z) and
the transfer function
• The LTI system can be characterized
by the transfer function, or the Z-
transform of the unit impulse response

CS6501: Basics