Transformations

Lecture Notes
on
Laplace and z-transforms
Ali Sinan Sert oz
sertoz@fen.bilkent.edu.tr
http://www.fen.bilkent.edu.tr/sertoz
12 April 2004
1 Introduction
These notes are intended to guide the student through problem solving using
Laplace and z-transform techniques and is intended to be part of MATH 206
course. These notes are freely composed from the sources given in the bibli-
ography and are being constantly improved. Check the date above to see if this is
a new version.
You are welcome to contact me through e-mail if you have any comments on these
notes such as praise, criticism or suggestions for further improvements.
1
MATH 206 Complex Calculus and Transform Techniques [12 April 2004] 2
2 Laplace Transformation
The main application of Laplace transformation for us will be solving some dif-
ferential equations. A differential equation will be transformed by Laplace trans-
formation into an algebraic equation which will be solvable, and that solution will
be transformed back to give the actual solution of the DE we started with.
We dene the Laplace Transform of a function f : [0, ) C as
L(f(t)) =
_

0
e
st
f(t)dt for s C
We sometimes use F(s) to denote L(f(t)) if there is no confusion. But beware of
conicting notation in the literature.
Euler
1
was the rst one to use this transformation to solve certain differential
equations in 1737. Later Laplace
2
independently used it in his book Th eorie Ana-
lytique de Probabilit es in 1812, [6, p285].
2.1 Existence of Laplace Transformation
It is clear that L(f) does not exist for every function f. For example it can be
easily veried that L(e
t
2
) does not exist, i.e. the associated integral clearly di-
verges. However L exists for a large class of functions. For example consider the
following class of functions:
A function f : [0, ) C is said to be of exponential order a if there are
positive real constants M, T and a such that |f(t)| Me
at
for all t T.
L(f) exists if f is integrable on [0, b] for every b > 0 and f is of exponential order
a for some a > 0. In this case F(s) is dened if and only if Re s > a. Moreover
observe from the denition that lim
Re s
F(s) = 0.
A word of relief: We will basically be using Laplace transform techniques to
solve differential equations. Most differential equations with initial values will
1
Leonhard Euler 1707-1783.
2
Pierre-Simon Laplace 1749-1827.
have a unique solution, see for example [7, p498-Thm 10.6 and p501-Thm 10.8].
We therefore formally apply Laplace transform techniques, without checking for
validity, and if in the end the function we nd solves the differential equation then
it is the solution. For this reasons most tables of Laplace transforms do not give
the range of validity and are therefore wrong per se but perfectly acceptable given
the overall purpose.
2.2 Elementary Properties of Laplace Transformation
Before we start calculating the Laplace transformation of any function we can
derive some results which reect our expectations from L(f) using only the ele-
mentary properties of integrals.
Suppose , C and f, g functions for which Laplace transformation exists.
Then:
L(f(t) + g(t)) = F(s) + G(s). (Linearity)
L(e
t
f(t)) = F(s ). (Shift property)
Suppose f and all its derivatives up to and including order n are continuous
on [0, ) with f and each derivative having Laplace transformation. Then
L(f
(n)
(t)) = s
n
F(s) s
n1
f(0) s
nk1
f
(k)
(0) f
(n1)
(0).
In particular
L(f
(t)) = sF(s) f(0),

L(f
(t)) = s
2
F(s) sf(0) f
(0).
If f is continuous on (0, ), then L
__
t
0
f(u)du
_
= F(s)/s.
If f is continuous on (0, ), then L(t
n
f(t)) = (1)
n
F
(n)
(s).
2.3 Transforms of some elementary functions
Before we apply Laplace transformation techniques to differential equations we
need to actually see the transformation of some functions. We generally need
some tables listing the Laplace transforms of some elementary functions. Then
using the properties listed in the previous section we can nd the Laplace trans-
formation of most functions.
We begin by a table where each entry can be found by direct integration, using the
denition of the Laplace transformation.
In the following list, and are complex constants and n is a nonnegative integer.
L() =

s
.
L(t) =
1
s
2
.
In general L(t
n
) =
n!
s
n+1
.
L(e
t
) =
1
s
, where Re s > Re .
L(sin t) =

s
2
+
2
, where Re s > Im.
L(cos t) =
s
s
2
+
2
, where Re s > Im.
L(sinh t) =

s
2
2
.
L(cosh t) =
s
s
2
2
.
The next three formulas followfromthe general property L(t
n
f(t)) = (1)
n
F
(n)
(s).
L(t sin t) =
2s
(s
2
+
2
)
2
.
L(t cos t) =
s
2
2
(s
2
+
2
)
2
.
L(te
t
) =
1
(s + )
2
, where > 0.
In general L(t
n
e
t
) =
n!
(s + )
n+1
, where > 0.
The next formulas follow from the shift property L(e
t
f(t)) = F(s ).
L(e
t
sin t) =

(s + )
2
+
2
, where > 0.
L(e
t
sinh t) =

(s + )
2
2
, where > 0.
L(e
t
cos t) =
s +
(s + )
2
+
2
, where > 0.
L(e
t
cosh t) =
s +
(s + )
2
2
, where > 0.
2.4 Inverse Laplace Transformation
If L(f(t)) = F(s), then f(t) is called the inverse Laplace transform of F(s) and
is denoted by L
1
(F(s)) = f(t).
If we assume that the functions whose Laplace transforms exist are going to be
taken as continuous then no two different functions can have the same Laplace
transform. Functions that differ only at isolated points can have the same Laplace
transform. Such uniqueness theorems allow us to nd inverse Laplace transform
by looking at Laplace transform tables.
Example:-2.1 Find the function f(t) for which L(f(t)) =
2s + 3
s
2
+ 4s + 13
.
Solution: By completing the denominator to a square and playing with the nu-
merator we write L(f(t)) as
2s + 3
s
2
+ 4s + 13
=
2(s + 2)
(s + 2)
2
+ 9

1
(s + 2)
2
+ 9
.
Here we try to recognize each part on the right as Laplace transform of some func-
tion, using a table of Laplace transforms. For example we note that L(e
2t
cos(3t)) =
s+2
(s+2)
2
+9
and L(e
2t
sin(3t)) =
3
(s+2)
2
+9
. Using this information together with the
fact that Laplace transform is a linear operator we nd that
L
1
_
2s + 3
s
2
+ 4s + 13
_
= L
1
_
2(s + 2)
(s + 2)
2
+ 9
_
L
1
_
1
(s + 2)
2
+ 9
_
= 2e
2t
cos(3t)
1
3
e
2t
sin(3t)
= f(t).
Note: Inverse Laplace of a function can also be found using integrals and residues.
This is given in your textbook [3, sections 66-67].
2.5 Convolution
When f(t) and g(t) are dened for t > 0, and are piecewise continuous, then their
convolution, denoted by f g, is dened as
(f g)(t) =
_
t
0
f(t u)g(u)du, for 0 t < .
Convolution has some immediate properties following from the above denition:
1. f g = g f.
2. f (cg) = (cf) g = c(f g), where c is a constant.
3. f (g + h) = f g + f h.
4. f (g h) = (f g) h.
In particular the following property is useful:
L
1
{F(s)G(s)} = f g where L(f) = F and L(g) = G.
In other words;
L((f g)(t)) = F(s)G(s).
Example:-2.2 An equation of the form
x(t) = f(t) +
_
t
0
h(t u)x(u)du
where f and h are known functions and x is the unknown function is called
Volterra
3
integral equation. Note that the given integral is a convolution integral.
Letting capital letters denote the Laplace transform of the corresponding function
we apply Laplace operator to each side of the Volterra equation to obtain
X(s) = F(s) + H(s)X(s).
Solving for X(s) we get
X(s) =
F(s)
1 H(s)
,
which can theoretically be inverted by Laplace transformation to give the required
x(t).
Example:-2.3 Solve the Volterra equation
x(t) = e
t
4
_
t
0
cos 2(t u)x(u)du.
Solution: Applying Laplace operator to each side we get
X(s) =
1
s + 1
4X(s)
s
s
2
+ 4
.
Solving for X(s) we get
X(s) =
s
2
+ 4
(s + 1)(s + 2)
2
=
5
s + 1

4
s + 2
+
8
(s + 2)
2
.
Applying Laplace inverse transformation to both sides of this equation we nally
get
x(s) = 5e
t
4e
2t
8te
2t
.
3
Vito Volterra 1860-1940.
2.6 Heaviside unit function
The Heaviside unit function is denoted and dened as
H(t) =
_
0, if t < 0;
1, if t 0.
0
1
t
By directly integrating the Heaviside
4
function we nd that
L(H(t a)) =
e
sa
s
for a > 0.
In particular
L(H(t)) =
1
s
.
Compare this to the case where we apply Laplace operator to f(t) = 1 for t > 0.
Again by direct integration we nd the important shift property
L(H(t a)f(t a)) = e
as
L(f(t)), for a > 0.
Example:-2.4
L(H(t 2) cos(t 2)) =
se
2s
s
2
+ 1
.
Example:-2.5
L(H(t 2) sin(t 2)) =
e
2s
s
2
+ 1
.
Example:-2.6
L(H(t 2) cos(t)) = L(H(t 2) cos ((t 2) + 2))
= L(H(t 2) (cos(t 2) cos(2) sin(t 2) sin(2)))
= cos(2)L(H(t 2) cos(t 2)) sin(2)L(H(t 2) sin(t 2))
=
_
s cos(2)
(s
2
+ 1)

sin(2)
(s
2
+ 1)
_
e
2s
.
4
Oliver Heaviside 1850-1925.
2.7 The square wave function
The square wave function, for some a > 0, is dened as
f(t) =
_
1, for 2na t < (2n + 1)a, n N;
1, for (2n + 1)a t < (2n + 2)a, n N.
0
2
t
It follows that f(t) = H(t) + 2
n=1
(1)
n
H(t na) and consequently
L(f(t)) =
1
s
(1 + 2
n=1
(1)
n
e
nas
)
=
1
s
_
1
2e
as
1 + e
as
_
=
1
s
_
1 e
as
1 + e
as
_
=
1
s
tanh
_
as
2
_
.
2.8 Impulse function
Dene a function f
k
(t) for some positive number k as
follows:
f
k
(t) =
_
1
k
, for 0 t k;
0, for t > k.
0
1
0.25
t
Note that the area under the graph of f
k
is 1. If we take the limit of f
k
as k goes to
zero, we end up with a function which is zero when t = 0 and has innite height
at 0, but still with total area 1 under the graph, since it is the limiting position of
graphs with area 1. We denote this new function by (t) and call it the impulse
function or Dirac
5
delta function.
To nd the Laplace transform of the impulse function we start with the Laplace of
f
k
:
L(f
k
(t)) =
_

0
f
k
(t)e
st
dt
=
_
k
0
1
k
e
st
dt =
_
e
st
sk
_
k
0
=
1
sk
(e
sk
1) = 1
sk
2!
+
(sk)
2
3!
+ .
Taking the limit as k 0 we nd
L((t)) = 1.
An impulse of size a is represented by a(t) and an impulse which is delayed by
time T is denoted by (t T). Recalling the shift property, i.e. L(H(t T)f(t
T)) = e
sT
L(f(t)), we can immediately write the Laplace of a delayed impulse
function of a certain size:
L(a(t T)) = aL(H(t T)(t T)) = ae
sT
.
Example:-2.7 Solve the initial value problem
x
(t) + 3x
(t) + 2x(t) = 5(t 2)

where x(0) = 4 and x
(0) = 0.
Solution: Transforming by Laplace we get
(s
2
+ 3s + 2)X(s) 4s 12 = 5e
2s
. Solving for X(s) we nd
X(s) =
5e
2s
+ 4s + 12
(s + 1)(s + 2)
.
Here we observe that
1
(s + 1)(s + 2)
=
1
s + 1

1
s + 2
,
s
(s + 1)(s + 2)
=
1
s + 1
+
2
s + 2
5
Paul Adrien Maurice Dirac 1902-1984.
and recall the formulas
L(e
at
) =
1
s +a
, and
L(H(t k)f(t k)) = e
ks
L(f(t)).
Applying inverse Laplace transformation with these formulas in mind we get
x(t) = 5(e
(t2)
e
2(t2)
)H(t 2) + 4(2e
2t
e
t
) + 12(e
t
e
2t
)
= 5(e
(t2)
e
2(t2)
)H(t 2) 4e
2t
+ 8e
t
.
2.9 Unsorted solved problems
Problem:-1 Find L(g(t)), where
g(t) =
_
0 for 0 < t < 1
3t for 1 t
0
5
1.5
t
Solution: First recall that L(H(t a)f(t a)) = e
as
F(s). We therefore write
3t in shifted form: 3t = 3(t 1) + 3. Let f(t) = 3t + 3. Then f(t 1) = 3t and
H(t 1)f(t 1) = g(t), for t > 0. Hence
L(g(t)) = L(H(t 1)f(t 1)) = e
s
L(f(t))
= e
s
L(3t + 3)
= e
s
_
3
s
2
+
3
s
_
.
Problem:-2 Find L(g(t)), where
g(t) =
_
0 for 0 < t <
cos t for t
0
3.5
t
Solution: Observe that cos t = cos(t ). Setting f(t) = cos t, we note
that g(t) = H(t )f(t ). So
L(g(t)) = L(H(t )f(t )
= e
s
L(f(t))
= e
s
s
s
2
+ 1
.
Problem:-3 Find the inverse Laplace transform of F(s) =
1
s
3
s
2
+ s 1
.
Solution:
F(s) =
1
(s 1)(s
2
+ 1)
=
1
2
_
1
s 1

s
s
2
+ 1

1
s
2
+ 1
_
.
Hence
L
1
(F(s)) =
1
2
_
L
1
(
1
s 1
) L
1
(
s
s
2
+ 1
) L
1
(
1
s
2
+ 1
)
_
=
1
2
_
e
t
cos t sin t
_
.
Problem:-4 Find the inverse Laplace transform of F(s) =
2
s
+
e
3s
s
2
.
Solution:
L
1
(F(s)) = L
1
(
2
s
) +L
1
(
e
3s
s
2
)
= 2 + H(t 3)(t 3).
Problem:-5 Solve f
(t) + f(t) = t, where f(0) = 1, f
(0) = 2.
Solution:
L(f
(t)) +L(f(t)) = L(t)

_
s
2
F(s) sf(0) f
(0)
_
+ F(s) =
1
s
2
s
2
F(s) s + 2 + F(s) =
1
s
2
.
Solving for F(s);
F(s) =
1
s
2
+
s
s
2
+ 1

3
s
2
+ 1
,
and applying inverse Laplace transform
L
1
_
1
s
2
+
s
s
2
+ 1

3
s
2
+ 1
_
= t + cos t 3 sin t = f(t).
Problem:-6 Solve the initial value problemy
(t)+y(t) = f(t), y(0) = y
(0) = 0,
where f(t) = n +1 for n t < (n +1), n N, i.e. f(t) =
k=0
H(t k).
Solution: We plan to take the Laplace transform of both sides of the differential
equation. For this observe that
L(y
(t)) = s
2
Y (s) sy(0) y
(0) = s
2
Y (s)
L(y(t)) = Y (s)
L(f(t)) = L
_

k=0
H(t k)
_
=
k=0
L(H(t k)) =
k=0
e
ks
s
.
Putting these together, the differential equation becomes
s
2
Y (s) + Y (s) =
1
s
k=0
e
ks
and solving for Y (s)
Y (s) =
_
1
s(s
2
+ 1)
_

k=0
e
ks
=
1
s
k=0
e
ks
s
s
2
+ 1
k=0
e
ks
.
Before applying the inverse Laplace transform to both sides recall that
L(H(t a) cos(t a)) = (
s
s
2
+1
)e
as
.
Dene a new function
g(t) =
k=0
H(t k) cos(t k).
We can nally apply the inverse Laplace transform to Y (s) to nd
L
1
(Y (s)) = L
1
(
1
s
k=0
e
ks
) L
1
(
s
s
2
+ 1
k=0
e
ks
)
y(t) = f(t) g(t).
Problem:-7 Solve the initial value problem y
(t) + y(t) = 3 sin 2t, t [0, ],

y(0) = 1, y
(0) = 2.
Solution: Letting Y (s) = L(y(t)), note that
L(y
(t)) = s
2
Y (s) sy(0) y
(0)
= s
2
Y (s) s + 2,
L(sin 2t) =
2
s
2
+ 4
.
Taking the inverse Laplace of both sides of the differential equation we get
s
2
Y (s) s + 2 + Y (s) =
6
s
2
+ 4
.
Solving for Y (s) we get
Y (s) =
s
s
2
+ 1

2
s
2
+ 4
.
Taking the inverse Laplace transform gives
y(t) = cos t sin 2t.
Problem:-8 Dene a function f(t) as
f(t) =
_
_
0 if t < 1
1 if 1 t < 2
2 if 2 t < 3
1 if 3 t < 4
0 if 4 t
0
2
5
t
Note that f(t) = H(t 1) + H(t 2) H(t 3) H(t 4).
Solve the initial value problem y
3y
+ 2y = f(t), y(0) = y
(0) = 0.
Solution: Taking the Laplace transform of both sides gives
s
2
Y 3sY + 2Y =
1
s
(e
s
+ e
2s
e
3s
e
4s
).
Set A = (e
s
+ e
2s
e
3s
e
4s
). Then solving for Y gives
Y =
A
s(s 1)(s 2)
=
1
2
A
s

A
s 1
+
1
2
A
s 2
.
Recall that
L(H(t a)e
b(ta)
) =
e
as
s b
.
Taking the inverse Laplace transform of Y gives
y(t) =
2
k=1
_
1
2
e
tk
+
1
2
e
2(tk)
_
H(t k)
k=3
_
1
2
e
tk
+
1
2
e
2(tk)
_
H(t k)
Problem:-9 Find the solution of the system
dx
dt
6x + 3y = 8e
t
dy
dt
2x y = 4e
t
with initial conditions x(0) = 1, y(0) = 0.
Solution: Taking the Laplace transform of the system and simplifying we nd
(s 6)X + 3Y =
s + 9
s 1
2X + (s 1)Y =
4
s 1
Solving for X and Y we nd
X =
s + 7
(s 1)(s 4)
=
2
s 1
+
1
s 4
Y =
2
(s 1)(s 4)
=
2/3
s 1
+
2/3
s 4
.
Applying inverse Laplace transform to these equations gives
x(t) = 2e
t
+e
4t
y(t) =
2
3
e
t
+
2
3
e
4t
.
Problem:-10 Find that solution of
u
x
(x, t) = 2u
t
(x, t) + u(x, t), u(x, 0) = 6e
3x
, which is bounded for x > 0,
t > 0.
Solution: First note that
L(u
x
(x, t)) =
_

0
e
st
u(x, t)
x
dt
=
d
dx
_

0
e
st
u(x, t)dt
=
d
dx
U(x, s).
It follows from general properties of Laplace transform that
L(u
t
(x, t)) = sU(x, s) u(x, 0).
Putting these together, the given PDE transforms to
d
dx
U (2s + 1)U = 12e
3x
.
Multiplying both sides by the integration factor e
(2s+1)x
gives
d
dx
(Ue
(2s+1)x
) = 12e
(2s+4)x
.
Integrating this gives
Ue
(2s+1)x
=
6
s + 2
e
(2s+4)x
+ c,
or
U =
6
s + 2
e
3x
+ ce
(2s+1)x
.
Since u(x, t) must stay bounded as x , likewise U(x, s) must stay bounded
when x . So we must choose c = 0, and then we have
U(x, s) =
6
s + 2
e
3x
,
and hence
u(x, t) = 6e
2t3x
.
2.10 Unsorted Exercises
These exercises are taken from [5, 7, 8].
Exercise:-1 Find L(5t 2).
Ans:
5
s
2

2
s
.
Exercise:-2 Find L(t
3
+ 8e
t
+ 1).
Ans:
6
s
4
+
8
s + 1
+
1
s
.
Exercise:-3 Find L(a sin(at) + b sin(bt)).
Ans:
a
2
s
2
+ a
2
+
b
2
s
2
+ b
2
.
Exercise:-4 Find L(cos(at )).
Ans:
s cos + a sin
s
2
+ a
2
.
Exercise:-5 Find L
1
(
1
s
4
).
Ans: t
3
/6.
Exercise:-6 Find L
1
(
s + 1
s
3
).
Ans: t + t
2
/2.
Exercise:-7 Find L
1
(
2s 5
s
2
+ 9
).
Ans: 2 cos(3t) (5/3) sin(3t).
Exercise:-8 Find L
1
(
7!
(s 3)
8
).
Ans: t
7
e
3t
.
Exercise:-9 Solve y
+ 5y
+ 6y = 3, with y(0) = 2, y
(0) = 0.
Ans: y = (1/2) + (9/2)e
2t
3e
3t
.
Exercise:-10 Solve y
+ 2y
+ y = sin t, with y(0) = 3, y
(0) = 1.
Ans: y = (9/2)te
t
+ (7/2)e
t
(1/2) cos t.
Exercise:-11 ([5, p50]) Solve the differential equation
d
2
x
dt
2
+ 3
dx
dt
+ 2x = 5(t 2), with x(0) = 4, x
(0) = 0.
Ans: 5(e
(t2)
e
2(t2)
)H(t 2) + 8e
t
4e
2t
.
Exercise:-12 [7, p456] Solve the following linear system using Laplace trans-
form technique:
dx
dt
+ y = 3e
2t
dy
dt
+ x = 0
x(0) = 2 y(0) = 0.
Ans: x =
e
t
2
+
e
t
2
+ 2e
2t
, y =
e
t
2
+
e
t
2
e
2t
.
form technique:
2
dx
dt
+
dy
dt
x y = e
t
dx
dt
+
dy
dt
+ 2x + y = e
t
x(0) = 2 y(0) = 1.
Ans: x = 8 sin t + 2 cos t, y = 13 sin t + cos t +
e
t
2

e
t
2
.
form technique:
d
2
x
dt
2
3
dx
dt
+
dy
dt
+ 2x y = 0
dx
dt
+
dy
dt
2x + y = 0
x(0) = 0 x
(0) = 0 y(0) = 1.
Ans: x = 1 + 2e
t
e
2t
, y = 2 + e
t
.
Exercise:-15 [8, p484] Solve the following differential equation using Laplace
transform technique:
f
(t) f
(t) 2f(t) = e
t
sin 2t, with f(0) = 0 and f
(0) = 2.
Ans: f(t) =
28
39
e
2t
5
6
e
t
1
13
e
t
sin 2t +
3
26
e
t
cos 2t.
3 The z-transform
Suppose f(t) is a continuous function and we sample this function at time inter-
vals of T, thus obtaining the data
f(0), f(T), f(2T), . . . , f(nT), . . .
Recall that the impulse function at t = T is denoted by (t T). If we denote by
f
(t) the sampled function we can write

f
(t) = f(0)(t) + f(T)(t T) + f(2T)(t 2T) +

=
n=0
f(nT)(t nT)
The Laplace transform of this function then becomes
F
(s) = L(f
(t))
=
n=0
f(nT)L((t nT))
=
n=0
f(nT)e
nTs
If we now set
z = e
sT
or equivalently s =
1
T
log(z)
then we can dene
F(z) =
n=0
f(nT)z
n
This function F(z) is called the z-transform of the discrete time signal function
f(nT),
F(z) = Z(f(t)).
In other words
Z(f(t)) = F(z)
= F
(s) = F
(
1
T
log(z))
=
_
L
_

n=0
f(nT)((n nT))
__
s=
1
T
log(z)
.
Sometimes, as a suggestive notation, we write Z(f(nT)) instead of Z(f(t)).
Example:-3.8 Find Z(H(nT)). Here we are sampling the function f(t) = H(t),
the unit step function, or the Heaviside function, and obtaining the sample f(n) =
1 for all n 0.
Solution:
F(z) =
n=0
1 z
n
= 1 + z
1
+ z
2
+
=
1
1 z
1
=
z
z 1
.
Hence we nd that
Z(H(nT)) =
z
z 1
for |z| > 1.
Example:-3.9 Find the z-transform of the sampled function f(nT) for f(t) = t,
(the ramp function).
Solution: We nd that f(nT) = nT. Hence
F(z) = Tz
1
+ 2Tz
2
+ 3Tz
3
+
=
T
z(1 z
1
)
2
=
Tz
(z 1)
2
.
Hence
Z(nT) =
Tz
(z 1)
2
, for |z| > 1.
3.1 Elementary properties of z-transform
In this section we list some elementary properties of z-transform which follow
from the basic denitions. Here , C and n, m N.
Z(f
1
(n) f
2
(n)) = Z(f
1
(n)) Z(f
2
(n)).
Z(f(n m)H(n m)) = z
m
Z(f(n)).
Z(f(n +m)) = z
m
_
Z(f(n))
m1
k=0
f(k)z
mk
_
. In particular
Z(f(n + 1)) = zF(z) zf(0),
Z(f(n + 2)) = z
2
F(z) z
2
f(0) zf(1), and
Z(f(n + 3)) = z
3
F(z) z
3
f(0) z
2
f(1) zf(2).
lim
t0
f
(t) = lim
z
F(z).
lim
t
f
(t) = lim
z1
z1
z
F(z).
If f(n) = f(n N), i.e. the sampled data is periodic with period N, then
Z(f(n)) =
N1
k=0
f(k)z
k
1 z
N
.
3.2 A table of z-transforms
In the following list we describe F(z) =
n=0
f(n)z
n
, where f(n) is the given
function. Here again C and n, m N.
If f(m) = and f(n) = 0 for n = m, then F(z) = z
m
.
Z(1) =
z
z 1
.
Z(n) =
z
(z 1)
2
.
Z(n
2
) =
z(z + 1)
(z 1)
3
.
Z(e
n
) =
z
z e
.
Z(ne
n
) =
ze
(z e
)
2
.
Z(sin n) =
z sin
z
2
+ 1 2z cos
.
Z(cos n) =
z(z cos )
z
2
+ 1 2z cos
.
Z(
n
) =
z
z
.
Z(n
n
) =
z
(z )
2
.
Z(
n
n!
) = e
/z
.
Z(
n
f(n)) = F(z/).
Z(
n
k=0
f(k)) =
zF(z)
z 1
.
Z(
n
k=0
f
1
(k)f
2
(n k)) = F
1
(z)F
2
(z).
3.3 The inverse z-transform
The z-transform of a given sequence is unique. To nd the function f(n) when
F(z) is given we can employ one of the following three methods:
Power series method
Using the description for F(z) we try to write it in the form
F(z) =
n=0
a
n
z
n
.
Then
f(n) = a
n
.
It is in general difcult to nd a closed formula for the Laurent series expansion
of F(z), but when it is possible to do so this method works well.
Example:-3.10 If F(z) = z/(z ), nd f(n).
Solution:
F(z) =
z
z
=
1
1 /z
= 1 +

z
+

2
z
2
+

3
z
3
+
=
n=0
n
z
n
,
and hence f(n) =
n
.
Partial fractions method
This method works when F(z) is a rational function of z. You convert F(z) to a
partial fraction form and then recognize the parts from a z-transform table.
Observe that most forms of rational F(z) has the same degree in the numerator
as the denominator. In such cases you should start with F(z)/z, obtain its partial
fraction form, and multiply both sides by z to obtain the required form for F(z).
Example:-3.11 Find f(n) when F(z) =
z
2
(z + 1)(z 2)
.
Solution:
F(z)
z
=
z
(z + 1)(z 2)
=
1
3
1
z + 1
+
2
3
1
z 2
.
F(z) =
1
3
z
z + 1
+
2
3
z
z 2
=
1
3
Z((1)
n
) +
2
3
Z(2
n
)
= Z(
(1)
n
+ 2
n+1
3
), and
f(n) =
(1)
n
+ 2
n+1
3
.
The residue method
This method is summarized in your text book, [2, Exercise 9, page 157]. As a
result it can be shown that if F(z) is the z-transform of f(n), then
f(n) =
1
2i
_
C
z
n1
F(z)dz
where C is a closed contour including the disk |z| R in its interior, where
|z| > R is the region of convergence, or the region of analyticity, for the function
F(z). This integral is then evaluated using residue theory. i.e.
f(n) =
Res(z
n1
F(z)).
Example:-3.12 Find f(n) if its z-transform is F(z) = 4z/(3z
2
2z 1).
Solution: Res
z=1
(z
n1
F(z)) = 1, Res
z=-1/3
(z
n1
F(z)) = (1/3)
n
. Sum of the
residues is 1 (1/3)
n
, which is the expression for f(n).
3.4 Solving difference equations
A difference equations is an equation of the form
a
0
f(n) + a
1
f(n + 1) + + a
k
f(n + k) = g(n, k)
where the a
i
s are constants, g(n, k) is a given function, and we try to nd f.
These equations are also known as recurrence equations. Note that in the above
set up you must specify f(0), ..., f(k 1) to nd f.
To solve such an equation using z-transform, you take the z-transform of both
sides of the equation to obtain an algebraic equation in F(z). You solve for F(z)
from this equation and take the inverse z-transform to nd f.
Example:-3.13 Find a closed form expression for the general term of the Fi-
bonacci sequence which is dened by F
1
= F
2
= 1 and F
n
+ F
n+1
= F
n+2
for n 1.
Solution: We dene f(n) = F
n+1
for n 0. Then recurrence equation becomes
f(n) + f(n + 1) = f(n + 2) with f(0) = f(1) = 1. Using the list of elementary
z-transforms we nd that transforming both sides of this equation gives
F(z) + (zF(z) z) = z
2
F(z) z
2
z.
Solving this for F(z) we nd
F(z) =
z
2
z
2
z 1
=
_

+ 1/
_
z
z
+
_
1/
+ 1/
_
z
z + 1/
where =
1 +
5
2
is the Golden Ratio. Applying inverse z-transform to F(z)
we nd
f(n) =
_

+ 1/
_
()
n
+
_
1/
+ 1/
_
(
1
)
n
=
1
5
_
n+1
(
1
)
n+1
_
.
Since f(n) = F
n+1
, we obtain the following closed form formula for the general
term of the Fibonacci sequence:
F
n
=
1
5
_
_
n
_
, for n > 2.
Example:-3.14 [5, Ex-5 p94] Solve the following difference equation:
f(n + 2) 4f(n + 1) + 4f(n) = 2
n
, with f(0) = 1, f(1) = 1.
Solution: Apply z-transform to both sides of this equation. Note rst that:
Z(f(n)) = F(z),
Z(f(n + 1)) = zF(z) zf(0) = zF(z) z,
Z(f(n + 2)) = z
2
F(z) z
2
f(0) zf(1) = z
2
F(z) z
2
+ z,
Z(2
n
) =
z
z 2
.
The difference equation then becomes
(z 2)
2
F(z) (z
2
5z) =
z
z 2
and solving for F(z) we nd
F(z) =
z
3
7z
2
+ 11z
(z 2)
3
.
The residue method to nd the inverse z-transform of this function says that
f(n) = Res
z=2
z
n1
F(z).
This residue is equal to

(2)
2
where (z) = z
n1
(z
3
7z
2
+ 11z).
Taking successive derivatives gives
(z) = z
n+2
7z
n+1
+ 11z
n
,
(z) = (n + 2)z
n+1
7(n + 1)z
n
+ 11nz
n1
,
(z) = (n + 2)(n + 1)z

n
7(n + 1)nz
n1
+ 11n(n 1)z
n2
,
= z
n2
_
(n + 2)(n + 1)z
2
7(n + 1)nz + 11n(n 1)
_
and putting in z = 2 gives
(2) = 2
n2
(n
2
13n + 8). Hence
f(n) =

(2)
2
= 2
n3
(n
2
13n + 8).
Example:-3.15 [4, Ex-5 p371] Solve the following difference equation:
i
n+2
4i
n+1
+ i
n
= 0, where i
1
= 3i
0
V/R and i
0
, V and R are constants.
Solution: Let I(z) denote the z-transform of i
n
.
Z(i
n
) = I(z),
Z(i
n+1
) = zI(z) zi
0
,
Z(i
n+2
) = z
2
I(z) z
2
i
0
zi
1
,
= z
2
I(z) z
2
i
0
z(i
0
V/R).
The difference equation becomes
z
2
I(z) z
2
i
0
z(3i
0
V/R) 4zI(z) + 4zi
0
+ I(z) = 0
from which we nd
I(z) =
i
0
z
2
_
i
0
+
V
R
_
z
z
2
4z + 1
.
The residue method to invert this is easier than the other methods. The function
I(z) has two simple poles at
z
1
= 2
3 and
z
2
= 2 +
3.
An easy calculation gives
Res
z = z
1
z
n1
I(z) =
i
0
z
1

_
i
0
+
V
R
_
2
3
z
n
1
, and
Res
z = z
2
z
n1
I(z) =
i
0
z
2

_
i
0
+
V
R
_
2
3
z
n
2
,
Hence we get
i
n
=
Res
z = z
1
z
n1
I(z) +
Res
z = z
2
z
n1
I(z), n 1
=
i
0
z
1

_
i
0
+
V
R
_
2
3
z
n
1
+
i
0
z
2

_
i
0
+
V
R
_
2
3
z
n
2
,
=
i
0
2
3
_
(z
n+1
2
z
n+1
1
) + (z
n
1
z
n
2
)
_
+
V
R
1
2
3
(z
n
1
z
n
2
)
= i
0
_
_
n/2
k=0
_
n + 1
2k + 1
_
3
k
2
n2k
(n1)/2
k=0
_
n
2k + 1
_
3
k
2
n2k1
_
_
V
R
_
_
(n1)/2
k=0
_
n
2k + 1
_
3
k
2
n2k1
_
_
,
where m stands for the greatest integer which is less than or equal to m.
The rst few values of i
n
are as follows:
i
1
= 3 i
0

V
R
, i
2
= 11 i
0
4
V
R
,
i
3
= 41 i
0
15
V
R
, i
4
= 153 i
0
56
V
R
,
i
5
= 571 i
0
209
V
R
, i
6
= 2131 i
0
780
V
R
,
i
10
= 413403 i
0
151316
V
R
, i
20
= 216695104121 i
0
79315912984
V
R
Example:-3.16 Suppose you deposit m millions of TL to a bank savings account
each month. The bank gives you 100c per cent interest per month, where 0 < c <
1. Find how much money you will have at the end of the n-th month.
Solution: Let f(n) denote the amount of money you will have at the end of
the n-th month. You start with f(0) = m, which means that you rst deposit m
millions of TL, so have m millions TL to begin with. At the end of the rst month
you earn (1 + c)m millions of TL and deposit m millions TL more yourself, so
at the end of the rst month you have f(1) = m(1 + (1 + c)) millions TL at the
bank.
Arguing similarly we see that the recursive relation that we have to solve is
f(n + 1) = (1 + c)f(n) + m, with f(0) = m.
Since this is an easy problem we will demonstrate the implementation of four dif-
ferent methods in solving it.
Induction Method: Use induction to show that
f(n) =
_
(1 + c)
n+1
1
_
m
c
, for n = 0, 1, 2, ...
The next three methods involve the z-transform technique. Take the z-transform
of the given recursion equation, solve for F(z) and nd the inverse z-transform of
the solution. As usual we have
Z(f(n)) = F(z),
Z(f(n + 1)) = zF(z) zf(0)
= zF(z) zm,
Z(m) =
mz
z 1
,
and the recursion equation becomes
zF(z) zm = (1 + c)F(z) +
mz
z 1
.
Solving this for F(z) gives
F(z) =
z
2
(z 1)(z (1 + c))
m.
Now we will demonstrate the use of the three methods of inversion on this func-
tion.
Power Series Method:
F(z) =
z
2
(z 1)(z (1 + c))
m
=
1
(1 1/z)(1 (1 + c)/z)
m
=
_

n=0
1
z
n
__

n=0
(1 + c)
n
z
n
_
m
=
n=0
_
n
k=0
(1 + c)
k
_
m
z
n
=
n=0
[(1 + c)
n+1
1]m
c
1
z
n
,
and hence the coefcient of 1/z
n
gives the required function f(n).
Partial Fractions Method:
F(z) =
_
z
(z 1)(z (1 + c))
_
zm
=
_
1
c
1
z 1
+
1 + c
c
1
z (1 + c))
_
zm
=
_
1
c
z
z 1
+
1 + c
c
z
z (1 + c))
_
m
=
m
c
Z(1) +
(1 + c)m
c
Z((1 + c)
n
)
= Z(
[(1 + c)
n+1
1]m
c
).
f(n) =
[(1 + c)
n+1
1]m
c
.
Residue Method: We note that z
n1
F(z) =
z
n+1
m
(z 1)(z (1 + c))
. Calculating
its residues we nd
Res
z = 1
_
z
n1
F(z)
_
=
m
c
,
Res
z = 1 +c
_
z
n1
F(z)
_
=
(1 + c)
n+1
m
c
.
Finally, adding up the residues we nd the expected formula
f(n) =
[(1 + c)
n+1
1]m
c
.
3.5 Unsorted exercises
These exercises are mostly taken from [4, 5, 8].
Determine the z-transform of the following samples:
Exercise:-1 cosh n. Ans:
z
2
z cosh
z
2
2z cosh + 1
.
Exercise:-2 sinh n. Ans:
sinh
z
2
2z cosh + 1
.
Determine the inverse z-transform of the following functions:
Exercise:-3
z
(z 3)
2
. Ans: n(3
n1
).
Exercise:-4
z
z
2
+ 1
. Ans: sin
n
2
.
Exercise:-5
4z
4z
2
2z
3 + 1
. Ans:
_
1
2
_
n2
sin
n
6
.
Exercise:-6
2z
3
(z 2)
3
. Ans: (n
2
+ 3n + 2)2
n
.
Exercise:-7 z
_
e
1/z
1
_
. Ans: 1/(n + 1)!.
Exercise:-8 sinh
2
z
. Ans: (1 (1)
n
)
2
n1
n!
.
Solve the following difference equations:
Exercise:-9 f(n + 1) + 2f(n) = (1)
n
, with f(0) = 2.
Ans: f(n) = (1)
n
3(2)
n
.
Exercise:-10 x(n + 2) + 5x(n + 1) + 6x(n) = 3, with x(0) = 2, x(1) = 1.
Ans: x(n) = (1/4) 6(2)
n
+ (15/4)(3)
n
.
Exercise:-11 2f(n + 3) 3f(n + 2) + f(n) = 0, with f(0) = 0, f(1) = 1,
f(2) = 4. Ans: f(n) = (8/3)(1/2)
n
+ (8/3) 3n.
Exercise:-12 x(n + 2) 2x(n + 1) + x(n) = 0, with x(0) = A, x(1) = B.
Ans: x(n) = A + (B A)n
Exercise:-13 y(n + 2)
3y(n + 1) + y(n) = 0, with y(0) = 1, y(1) =
3.
Ans: y(n) = cos(n/6) +
3 sin(n/6).
Exercise:-14 a(n + 2) 5a(n + 1) + 6a(n) = 1, with a(0) = 2, a(1) = 3.
Ans: a(n) = (1 3
n
+ 2
n+2
)/2.
References
[1] Bolton, W., Laplace & z-transforms, Longman Scientic & Technical, 1994.
[2] Brown, J.W., Churchill, R.V., Complex Variables and Applications,
McGraw-Hill International, 6th ed., 1996.
[3] Churchill, R.V., Operational Mathematics, McGraw-Hill, 1972.
[4] Fisher, S. D., Complex Variables, Second Edition, Wadsworth & Brooks,
1990.
[5] Grove, A.C., Laplace transform and the z-transform, Prentice Hall, 1991.
[6] Osborne, A.D., Complex Variables and Their Applications, Addison-Wesley,
1999.
[7] Ross, S.L., Differential Equations, John Wiley & Sons, 3rd ed., 1984.
[8] Saff, E. B., Snider, A. D., Complex Analysis, Prentice Hall, Pearson Educa-
tion Inc., 2003.
[9] Spiegel, M.R., Laplace Transforms, Schaums outline series, McGraw-Hill,
1990.

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Lecture Notes

(t)) = sF(s) f(0),

(t) + 2x(t) = 5(t 2)

(t) + f(t) = t, where f(0) = 1, f

(t)) +L(f(t)) = L(t)

(t)+y(t) = f(t), y(0) = y

(t) + y(t) = 3 sin 2t, t [0, ],

+ y = sin t, with y(0) = 3, y

(t) the sampled function we can write

(t) = f(0)(t) + f(T)(t T) + f(2T)(t 2T) +

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

3y(n + 1) + y(n) = 0, with y(0) = 1, y(1) =

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