z-transform derived from Laplace transform
Consider a discrete-time signal x(t) below sampled every T sec.
(t)
1 (L6S5)
Lecture 15 Discrete-Time System Analysis using z-Transform
(Lathi 5.1)
x(t ) = x0 (t ) + x1 (t T ) + x2 (t 2T ) + x3 (t 3T ) + .....
(t T) e sT (L6S13)
The Laplace transform of x(t) is therefore (Time-shift prop. L6S13):
X ( s) = x0 + x1e sT + x2e s 2T + x3e s 3T + .....
Now define
z = esT = e( + j )T = e T cos T + je T sin T
Peter Cheung Department of Electrical & Electronic Engineering Imperial College London URL: www.ee.imperial.ac.uk/pcheung/teaching/ee2_signals E-mail: p.cheung@imperial.ac.uk
PYKC 3-Mar-11 E2.5 Signals & Linear Systems Lecture 15 Slide 1 PYKC 3-Mar-11
X [ z ] = x0 + x1 z 1 + x2 z 2 + x3 z 3 + .....
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E2.5 Signals & Linear Systems Lecture 15 Slide 2
z-1 the sample period delay operator
Laplace, Fourier and z-Tranforms
Definition Laplace transform Fourier transform Purpose Suitable for ..
From Laplace time-shift property, we know that z = e sT is time advance by T second (T is the sampling period). 1 sT Therefore z = e corresponds to UNIT SAMPLE PERIOD DELAY. As a result, all sampled data (and discrete-time system) can be expressed in terms of the variable z. More formally, the unilateral z-transform of a causal sampled sequence: x[n] = x[0] + x[1] + x[2] + x[3] + is given by:
X ( s) = x(t )e st dt
Continuous-time system Converts integraldifferential equations to & signal analysis; stable or unstable algebraic equations Converts finite time signal to frequency domain Continuous-time; stable system, convergent signals only; best for steady-state
X ( ) = x(t )e jt dt
X [ z ] = x0 + x1 z 1 + x2 z 2 + x3 z 3 + ..... = x[n]z n
n =0
Discrete X [n ] = x[n]e jn0T Converts finite discrete- Discrete time, otherwise 0 time signal to discrete Fourier n =0 same as FT transform N 0 samples,T = sample period frequency domain
N0 1
0 = 2 / T
The bilateral z-transform for a general sampled sequence is:
z transform
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Lecture 15 Slide 3 PYKC 3-Mar-11
X [ z] =
X [ z] =
PYKC 3-Mar-11
n =
x[n]z
n =
x[n]z
Converts difference equations into algebraic equations
Discrete-time system & signal analysis; stable or unstable
E2.5 Signals & Linear Systems
E2.5 Signals & Linear Systems
Lecture 15 Slide 4
Example of z-transform (1)
Example of z-transform (2)
Find the z-transform for the signal nu[n], where is a constant. By definition Since u[n] = 1 for all n 0 (step function),
Observe that a simple equation in z-domain results in an infinite sequence of samples. Observe also that exists only for . For X[z] may go to infinity. We call the region of z-plane where X[z] exists as Region-of-Convergence (ROC), and is shown below. z-plane
Apply the geometric progression formula:
Therefore:
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PYKC 3-Mar-11 E2.5 Signals & Linear Systems Lecture 15 Slide 5 PYKC 3-Mar-11 E2.5 Signals & Linear Systems
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Lecture 15 Slide 6
z-transforms of [n] and u[n]
z-transforms of cosn u[n]
Remember that by definition:
Since From slide 5, we know Hence
Since
Also, for
Therefore
Therefore
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PYKC 3-Mar-11 E2.5 Signals & Linear Systems Lecture 15 Slide 7 PYKC 3-Mar-11 E2.5 Signals & Linear Systems
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Lecture 15 Slide 8
z-transforms of 5 impulses
z-transform Table (1)
Find the z-tranform of: By definition,
Now remember the equation for sum of a power series:
n
r
k =0
r n+1 1 r 1
Let
r = z and n = 4 z 5 1 X [ z ] = 1 z 1 z = (1 z 5 ) z 1
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PYKC 3-Mar-11 E2.5 Signals & Linear Systems Lecture 15 Slide 10 E2.5 Signals & Linear Systems Lecture 15 Slide 9
PYKC 3-Mar-11
z-transform Table (2)
Inverse z-transform
As with other transforms, inverse z-transform is used to derive x[n] from X[z], and is formally defined as:
Here the symbol indicates an integration in counterclockwise direction around a closed path in the complex z-plane (known as contour integral). Such contour integral is difficult to evaluate (but could be done using Cauchys residue theorem), therefore we often use other techniques to obtain the inverse z-tranform. One such technique is to use the z-transform pair table shown in the last two slides with partial fraction.
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PYKC 3-Mar-11 E2.5 Signals & Linear Systems Lecture 15 Slide 11 PYKC 3-Mar-11 E2.5 Signals & Linear Systems
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Lecture 15 Slide 12
Find inverse z-transform real unique poles
Find inverse z-transform repeat real poles (1)
Find the inverse z-transform of: Step 1: Divide both sides by z:
Find the inverse z-transform of: Divide both sides by z and expand:
Step 2: Perform partial fraction:
Use covering method to find k and a0:
Step 3: Multiply both sides by z:
We get:
Step 4: Obtain inverse z-transform of each term from table (#1 & #6):
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To find a2, multiply both sides by z and let z:
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PYKC 3-Mar-11
E2.5 Signals & Linear Systems
Lecture 15 Slide 13
PYKC 3-Mar-11
E2.5 Signals & Linear Systems
Lecture 15 Slide 14
Find inverse z-transform repeat real poles (2)
Find inverse z-transform complex poles (1)
To find a1, let z = 0:
Find inverse z-tranform of:
Therefore, we find:
Whenever we encounter complex pole, we need to use a special partial fraction method (called quadratic factors):
Use pairs #6 & #10
Now multiply both sides by z, and let z:
We get:
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PYKC 3-Mar-11 E2.5 Signals & Linear Systems Lecture 15 Slide 15 PYKC 3-Mar-11 E2.5 Signals & Linear Systems
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Lecture 15 Slide 16
Find inverse z-transform complex poles (2)
Find inverse z-transform long division
To find B, we let z=0:
Consider this example:
Now, we have X[z] in a convenient form:
Perform long division:
Use table pair #12c, we identify A = -2, B = 16,
and a = -3.
Thus:
Therefore:
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Therefore
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PYKC 3-Mar-11
E2.5 Signals & Linear Systems
Lecture 15 Slide 17
PYKC 3-Mar-11
E2.5 Signals & Linear Systems
Lecture 15 Slide 18