Numerical Methods Discrete Fourier Transform Part: Discrete Fourier Transform .
The Z-transform and Discrete-time Lti Systems
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Transcript of The Z-transform and Discrete-time Lti Systems
SIGNALS, SPECTRA, AND SIGNAL PROCESSING
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Objectives:1. To define the z-transform2. To determine the properties of the z-transform3. To describe the methods for inverting the z-
transform of a signal so as to obtain the time-domain representation of the signal
4. To demonstrate the importance of the z-transform in the analysis and characterization of linear time-invariant systems
IntroductionThe z-transform is used to represent digital-time signals or sequences in the z-domain (z is a complex variable).The z-transform converts differential equations into algebraic equations, thereby simplifying the analysis of discrete-time systems.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The z-transformThe z-transform of a discrete-time signal x(n) is
defined as the power series
For convenience, the z-transform is denoted by
whereas the relationship between x(n) and X(z) is indicated by
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The region of convergence (ROC) of X(z) is the set of all values of z for which X(z) attains a finite value.Three properties of the ROC:
1. A finite-length sequence has a z-transform with a region of convergence that includes the entire z-plane except, possibly, z = 0 and z = ∞. The point z = ∞ will be included if x(n) = 0 for n < 0, and the point z = 0 will be included if x(n) = 0 for n > 0.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
2. A right-sided sequence has a z-transform with a region of convergence that is the exterior of a circle:
3. A left-sided sequence has a z-transform with a region of convergence that is the interior of a circle:
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The variable z is generally complex-valued and is expressed in polar form as
Then X(z) can be expressed as
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 1Determine the z-transforms of the following finite-duration signals.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Solution:
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 2Determine the z-transform of the signal
Solution:
The z-transform of x(n) is the infinite power series
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
This is an infinite geometric series. Recall that
Consequently, for |(1/2)z-1| < 1, or equivalently, for |z| > ½, X(z) converges to
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 3Determine the z-transform of the signal
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Solution:
If |αz-1| < 1 or equivalently |z| > |α|, this power series converges to 1/(1 - αz-1).Thus we have the z-transform pair
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The exponential signal x(n) = αnu(n)
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The ROC of the z-transform of x(n) = αnu(n)
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Properties of the z-Transform1.Linearity
If
then
where a1 and a2 are arbitrary constants.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 4Determine the z-transform and the ROC of the signal
Solution:If we define the signals
andthen
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Recall that
By setting α = 2 and α = 3, we obtain
Therefore,
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
2. Time shiftingIf
Then
Special cases:
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 5Determine the transform of the signal
Solution:
Since x(n) has finite duration, its ROC is the entire z-plane, except z = 0.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
3. Scaling in the z-domainIf
Then
For any constant a, real or complex.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 6Determine the z-transform of the signal
Solution:From Table 3.3
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
4. Time-reversalIf
then
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
5. Multiplication by n (Differentiation in z)If
then
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 7Determine the signal x(n) whose z-transform is given by
Solution:By taking the first derivative of X(z), we obtain
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Thus
The inverse z-transform of the term in the brackets is (-a)n. The multiplication by z-1 implies a time delay by one sample, which results in (-a)n-1u(n-1). Finally, from the differentiation property we have
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
6. AccumulationIf
then
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
7. Convolution of two sequencesIf
then
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Computation of the convolution of two signals, using the z-transform, requires the following steps:
1. Compute the z-transforms of the signals to be convolved.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
2. Multiply the two z-transforms.
3. Find the inverse z-transforms of X(z).
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 8Compute the convolution x(n) of the signals
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Solution 1:
Multiply X1(z) and X2(z). Thus
or
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Solution 2:
Multiply the two signals
or
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Rational z-transformMany of the signals of interest in digital signal
processing have z-transforms that are rational functions of z:
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
If a0 ≠ 0 and b0 ≠ 0, we can avoid the negative powers of z by factoring out the terms b0z-M and a0z-N
as follows:
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Since N(z) and D(z) are polynomials in z, they can be expressed in factored form as
Where z1, z2, …, zM values are zeros of a z-transform for which x(z) = 0 and p1, p2, …, pN are poles of a z-transform for which x(z) = ∞.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The Inverse z-TransformTo begin,
Suppose we multiply both sides by zn-1 and integrate both sides over a closed contour within the ROC of X(z). Thus,
Where C denotes the closed contour in the ROC of X(z)
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Cauchy integral theorem states that
By applying the theorem to the right hand side of the equation above reduces to 2πjx(n) and hence the desired inversion formula
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Three possible approaches of the inverse z-transform:
1. Contour Integration
2. Power Series Expansion
3. Partial Fraction Expansion
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Contour IntegrationThis procedure relies on Cauchy's integral theorem, which states that if C is a closed contour that encircles the origin in a counterclockwise direction,
With
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Cauchy's integral theorem may be used to show that the coefficients x(n) may be found from X(z) as follows:
where C is a closed contour within the region of convergence of X(z) that encircles the origin in a counterclockwise direction.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Contour integrals of this form may often by evaluated with the help of Cauchy's residue theorem,
If X(z) is a rational function of z with a first-order pole at z = αk,
Contour integration is particularly useful if only a few values of x(n) are needed.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Power Series ExpansionGiven a z-transform X(z) with its corresponding ROC, we expand the X(z) into a power series of the form
which converges in the given ROC
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 9Determine the inverse z-transform of
when (a) ROC: |z| > 1(b) ROC: |z| < 0.5
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
IN this case the ROC is the exterior of a circle and the x(n) is a causal signal.
Thus
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
In this case the ROC is the interior of a circle and the signal x(n) is anticausal.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Thus
Therefore
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Partial Fraction ExpansionRecall:
If we assume a0 = 1, then
Note that x(z) is called proper if M < N and aN ≠ 0 and x(z) is called improper if M ≥ N which can be written as the sum of a polynomial and a proper rational function.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 10Express the improper rational function
In terms of a polynomial and a proper function.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Solution:First, we should carry out the long division with these two polynomials in reverse order. We stop the division when the order of the remainder becomes z-1. Then we obtain.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Let X(z) be a proper rational function, that is,
where
By multiplying zN both to the numerator and denominator,
which contains only positive powers of z
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Since N > M
In performing a partial fraction expansion, we first factor the denominator polynomial into factors that contain the poles p1, p2, …, pN of X(z).
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Case 1: Distinct poles
Where: p1, p2, …, pN are the poles and A1, A2, …, AN are the coefficient that need to be determined.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 11Determine the partial fraction expansion of the proper function
Solution:First, multiply z2 to both numerator and denominator. Thus
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
To solve for A1 and A2, multiply the equation by the denominator term (z – 1)(z – 0.5). Thus
Let z = p1 = 1 Let z = p2 = 0.5
Therefore
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Case 2: Multiple-order poles
Example 12:Determine the partial fraction expansion of
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Solution:First we express the z-transform in terms of positive powers of z
X(z) has a simple pole p1 = -1 and a double pole p2 = p3 = 1.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
To determine A1, we multiply both sides of the equation by (z + 1) and evaluate the result at z = -1. Thus
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
To determine A3, we multiply both sides of the equation by (z - 1)2 and evaluate the result at z = 1. Thus
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
To determine A2, we differentiate both sides of the equation with respect to z and evaluate the result at z = 1. Thus
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The One-Sided z-TransformThe one-sided, or unilateral, z-transform is defined by
The primary use of the one-sided z-transform is to solve linear constant coefficient difference equations that have initial conditions.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Most of the properties of the one-sided z-transform are the same as those for the two-sided z-transform. One that is different, however, is the shift property. Specifically, if x(n) has a one-sided z-transform X1(z), the one-sided z-transform of x(n - 1) is
It is this property that makes the one-sided z-transform useful for solving difference equations with initial conditions.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Example 13Consider the linear constant coefficient difference equation
Let us find the solution to this equation assuming that x(n) = δ(n - 1) with y(-1) = y(-2) = 1.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
We begin by noting that if the one-sided z-transform of y(n) is Y1(z), the one-sided z-transform of y(n -2) is
Therefore, taking the z-transform of both sides of the difference equation, we have
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
where X1(z) = z-1. Substituting for y(-1) and y(-2), and solving for Y1(z), we have
Therefore
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The System Function of Discrete-Time LTI A.The System Function
The output y[n] of a discrete-time LTI system equals the convolution of the input x[n] with the impulse response h[n] is
Applying the convolution property of the z-transform, we obtain
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
The equation can be expressed as
The z-transform H(z) of h[n] is referred to as the system function (or the transfer function) of the system.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
B. Characterization of Discrete-Time LTI Systems1. Causality
For a causal discrete-time LTI system, we have
since h[n] is a right-sided signal, the corresponding requirement on H(z) is that the ROC of H(z) must be of the form
the ROC is the exterior of a circle containing all of the poles of H(z) in the z-plane.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
if the system is anticausal, that is,
then h[n] is left-sided and the ROC of H(z) must be of the form
the ROC is the interior of a circle containing no poles of H(z) in the z-plane.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
2. StabilityA discrete-time LTI system is BIB0 stable if and only if
The corresponding requirement on H(z) is that the ROC of H(z) contains the unit circle (that is, lzl = 1).
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
3. Causal and Stable SystemsIf the system is both causal and stable, then all of the poles of H(z) must lie inside the unit circle of the z-plane because the ROC is of the form lzl > rmax, and since the unit circle is included in the ROC, we must have rmax < 1.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
C. System Function for LTI Systems Described by Linear Constant-Coefficient Difference Equations
The general linear constant-coefficient difference equation
Applying the z-transform and using the time-shift property and the linearity property of the z-transform, we obtain
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
or
Thus,
Hence, H(z) is always rational.
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
D. Systems InterconnectionFor two LTI systems (with h1[n] and h2[n], respectively) in cascade, the overall impulse response h[n] is given by
Thus, the corresponding system functions are related by the product
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
Similarly, the impulse response of a parallel combination of two LTI systems is given by
and
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS
QUESTIONS
THE Z-TRANSFORM AND DISCRETE-TIME LTI SYSTEMS