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‫ر‬َ‫ـد‬ْ‫ق‬‫ِـ‬‫ن‬،،،‫لما‬‫اننا‬ ‫نصدق‬ْْ‫ق‬ِ‫ن‬‫ر‬َ‫د‬
LECTURE (2)
The Z-Transform
ASCO. Prof. Amr E. Mohamed
Agenda
 Difference Equation vs Differential Equati
 Z-Transform
 Examples
 Properties
 Inverse Z-Transform
 Long Division
 Partial Fraction
 Solution of Difference Equation
 Mapping between s-plane to z-plane
2
Difference Equation vs Differential Equation
 A difference equation expresses the change in some variable as a result
of a finite change in the other variable.
 A differential equation expresses the change in some variable as a result
of an infinitesimal change in the other variable.
3
Differential Equation
 Following figure shows a mass-spring-damper-system. Where y is
position, F is applied force D is damping constant and K is spring
constant.
 Rearranging above equation in following form
4
𝐹 𝑡 = 𝑚 𝑦 𝑡 + 𝐷 𝑦 𝑡 + 𝐾𝑦(𝑡)
𝑦 𝑡 =
1
𝑚
𝐹 𝑡 −
𝐷
𝑚
𝑦 𝑡
𝐾
𝑚
𝑦(𝑡)
Differential Equation
 Rearranging above equation in following form
5
𝑦 𝑡 =
1
𝑚
𝐹 𝑡 −
𝐷
𝑚
𝑦 𝑡 −
𝐾
𝑚
𝑦(𝑡)
𝒅𝒕 𝒅𝒕𝟏
𝒎
−
𝑫
𝒎
−
𝑲
𝒎
𝑦 𝑦 𝑦𝐹(𝑡)

Difference Equation
6
𝑦 𝑘 + 2 =
1
𝑚
𝐹 𝑘 −
𝐷
𝑚
𝑦 𝑘 + 1 −
𝐾
𝑚
𝑦(𝑘)
𝟏
𝒛
𝟏
𝒛
𝟏
𝒎
−
𝑫
𝒎
−
𝑲
𝒎
𝑦(𝑘 + 2) 𝑦(𝑘)𝐹(𝑘)

𝑦(𝑘 + 1)
Difference Equations
 Difference equations arise in problems where the time is assumed to
have a discrete set of possible values.
 Where coefficients 𝑎 𝑛−1, 𝑎 𝑛−2,… and 𝑏 𝑛, 𝑏 𝑛−1,… are constant.
 𝑢(𝑘) is forcing function
7
𝑦 𝑘 + 𝑛 + 𝑎 𝑛−1 𝑦 𝑘 + 𝑛 − 1 + ⋯ + 𝑎1 𝑦 𝑘 + 1 + 𝑎0 𝑦 𝑘
= 𝑏 𝑛 𝑢 𝑘 + 𝑛 + 𝑏 𝑛−1 𝑢 𝑘 + 𝑛 − 1 + ⋯ + 𝑏1 𝑢 𝑘 + 1 + 𝑏0 𝑢 𝑘
Difference Equations
 Example 1: For the given difference equation, determine the (a)
order of the equation. Is the equation (b) linear, (c) time
invariant, or (d) homogeneous?
𝒚 𝒌 + 𝟐 + 𝟎. 𝟖𝒚 𝒌 + 𝟏 + 𝟎. 𝟎𝟕𝒚 𝒌 = 𝒖 𝒌
 Solution:
a) The equation is second order.
b) All terms enter the equation linearly
c) All the terms if the equation have constant coefficients.
Therefore the equation is therefore LTI.
d) A forcing function appears in the equation, so it is
nonhomogeneous.
8
Z-Transform
 Difference equations can be solved using z-transforms which provide a
convenient approach for solving LTI equations.
 The z-transform is an important tool in the analysis and design of
discrete-time systems.
 It simplifies the solution of discrete-time problems by converting LTI
difference equations to algebraic equations and convolution to
multiplication.
 Thus, it plays a role similar to that served by Laplace transforms in
continuous-time problems.
9
Z-transform Definition
 Given the causal sequence {x(ktT)}, its z-transform is defined as
 The variable z−1 in the above equation can be regarded as a time delay
operator.
10
X 𝑧 = 𝑥 0 + 𝑥 𝑇 𝑧−1
+ 𝑥 2𝑇 𝑧−2
+ ⋯ + 𝑥 𝑘𝑇 𝑧−𝑘
𝑋 𝑧 =
𝑘=0
∞
𝑥 𝑘𝑇 𝑧−𝑘
Example
 Obtain the Z-transform of the sequence
 Solution:
11
x 𝑘𝑇 = {1, 1, 3, 2, 0, 4, 0, 0, 0, … }
X 𝑧 = 1 + 𝑧−1
+3 𝑧−2
+ 2 𝑧−3
+ 4𝑧−5
Laplace Transform and Z-Transform
 Given the sampled impulse train of a signal
𝑥∗ 𝑡 = 𝑥 0 𝛿 𝑡 + 𝑥 𝑇 𝛿 𝑡 − 𝑇 + ⋯ + 𝑥 𝑘𝑇 𝛿(𝑡 − 𝑘𝑇) + ⋯
𝑥∗
𝑡 =
𝑘=0
∞
𝑥 𝑘𝑇 𝛿 𝑡 − 𝑘𝑇
12
Laplace Transform and Z-Transform
𝑋∗
𝑆 = 𝑥 0 + 𝑥 𝑇 𝑒−𝑠𝑇
+ 𝑥 2𝑇 𝑒−𝑠2𝑇
+ ⋯ + 𝑥 𝑘𝑇 𝑒−𝑠𝑘𝑇
+ ⋯
𝑋∗ 𝑆 =
𝑘=0
∞
𝑥 𝑘𝑇 𝑒−𝑠𝑘𝑇 =
𝑘=0
∞
𝑥 𝑘𝑇 (𝑒 𝑠𝑇)−𝑘 → (1)
 The z-transform is
𝑋 𝑧 =
𝑘=0
∞
𝑥 𝑘𝑇 𝑧−𝑘
→ (2)
 Comparing (1) and (2) yields
𝑧 = 𝑒 𝑠𝑇 where 𝑇 is the sample period
13
A Note
 In general, given a transfer function in s-domain you cannot just replace
𝑠 by s =
𝑙𝑛𝑧
𝑇
(from 𝑧 = 𝑒 𝑠𝑇
) to get its z-domain transfer function.
 The reason is that 𝑧 = 𝑒 𝑠𝑇 is true with the sampled signal.
14
Identities Used Repeatedly
𝑘=0
∞
𝑎 𝑘 =
1
1 − 𝑎
, 𝑎 < 1
𝑘=0
𝑛
𝑎 𝑘 =
1 − 𝑎 𝑛+1
1 − 𝑎
, 𝑎 = 1
 Special Cases:
𝑘=0
∞
𝑘𝑎 𝑘 =
1
(1 − 𝑎)2
, 𝑎 < 1
15
z-transform of the Unit impulse
 Let x(kT) = δ(kT)
 Then
16


 

otherwise0
0kfor1
(kT)
    1(kT)
00
 






k
k
k
k
zzkTxzX 
z-transform of the a Shifted Unit impulse
 Let x(kT) = δ(kT-qT)
 Then
17


 

otherwise0
qkfor1
qT)-(kT
  q
k
k
k
k
zzzkTxzX 






  00
qT)-(kT)( 
z-transform of a Unit-Step Function
 Let x(kT) = u(kT)
 Then
18


 

0kfor0
0kfor1
(kT)

u
 
11
1
(kT))( 1
000 


 









 z
z
z
zzuzkTxzX
k
k
k
k
k
k
z-transform of Sample Exponential
 Let x(kT) = ak u(kT)
 Then
19


 

0kfor0
0kfor
(kT)

k
k a
ua
  










000
(kT))(
k
kk
k
kk
k
k
zazuazkTxzX
 
az
z
az
azzX
k
k



 



 1
0
1
1
1
)(
z-transform of kaku[k]
 Let x(kT) = k ak u(kT)
 Then
20


 

0kfor0
0kfor
(kT)

k
k ka
uka
  










000
k(kT))(
k
kk
k
kk
k
k
zazukazkTxzX
  221
0
1
)()1(
1
)(k
az
z
az
azzX
k
k



 




z-transform of Sinusoids
 Let x(kT) = (cos ΩkT) u(kT)
 Then
 Similarly it can be shown:
21


 

0kfor0
0kfor)cos(
(n))cos(

kT
un
2
)k(cos
kTjkTj
ee
T



)}()({
2
1
u(k)})k({cos kTuekTueZT kTjkTj 








  TjTj
ez
z
ez
z
kTkT
2
1
)}u()({cos
1)(cos2
)(cos
)(cos21
)(cos1
)}u()({cos 2
2
21
1





 

Tzz
Tzz
zTz
Tz
kTkT
1)(cos2
)(s
)(cos21
)(s
)}u()({sin 221
1





 

Tzz
Tinz
zTz
Tinz
kTkT
22
Signal, 𝐱(𝒌𝑻) Z-Transform, 𝐗(𝐳) Z-Transform, 𝐗(𝐳) ROC
1 𝛅(𝒌𝑻) 1 1 all Z
2 𝛅(𝒌𝑻 − 𝒒) 𝐳−𝒒 𝐳−𝒒 𝐳 ≠ 𝟎
3 𝐮(𝒌𝑻)
𝟏
𝟏 − 𝒛−𝟏
𝐳
𝐳 − 𝟏
𝐳 > 𝟏
4 𝐚 𝒌
𝐮(𝐤𝐓)
𝟏
𝟏 − 𝒂𝒛−𝟏
𝐳
𝐳 − 𝐚
𝐳 > 𝐚
5 𝒌 𝐮(𝐤𝐓)
𝟏
(𝟏 − 𝒛−𝟏) 𝟐
𝐳
(𝐳 − 𝟏) 𝟐
𝐳 > 𝟏
6 𝒌 𝐚 𝒌 𝐮(𝐤𝐓)
𝐚𝒛−𝟏
(𝟏 − 𝐚𝒛−𝟏) 𝟐
𝐚𝐳
(𝐳 − 𝐚) 𝟐
𝐳 > 𝐚
7 𝐜𝐨𝐬(𝛚 𝟎 𝐤𝐓)
𝟏 − 𝒛−𝟏
𝐜𝐨𝐬(𝛚 𝟎)
𝟏 − 𝟐𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝒛−𝟐
𝐳 𝟐
− 𝐳𝐜𝐨𝐬(𝛚 𝟎)
𝐳 𝟐 − 𝟐𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝟏
𝐳 > 𝟏
8 𝐬𝐢𝐧(𝛚 𝟎 𝐤𝐓)
𝒛−𝟏
𝐬𝐢𝐧(𝛚 𝟎)
𝟏 − 𝟐𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝒛−𝟐
𝐳 𝐬𝐢𝐧(𝛚 𝟎)
𝐳 𝟐 − 𝟐𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝟏
𝐳 > 𝟏
9 𝐫 𝒌
𝐜𝐨𝐬(𝛚 𝟎 𝐤𝐓)
𝟏 − 𝐫 𝒛−𝟏
𝐜𝐨𝐬(𝛚 𝟎)
𝟏 − 𝟐𝐫 𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐 𝒛−𝟐
𝐳 𝟐
− 𝒓 𝐳 𝐜𝐨𝐬(𝛚 𝟎)
𝐳 𝟐 − 𝟐𝒓 𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐
𝐳 > 𝐫
10 𝐫 𝒌
𝐬𝐢𝐧(𝛚 𝟎 𝐤𝐓)
𝒓 𝒛−𝟏 𝐬𝐢𝐧(𝛚 𝟎)
𝟏 − 𝟐𝐫 𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐 𝒛−𝟐
𝒓 𝐳 𝐬𝐢𝐧(𝛚 𝟎)
𝐳 𝟐 − 𝟐𝒓 𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐
𝐳 > 𝐫
Z-Transform Properties
23
24
Z-Transform Properties: Linearity
 Notation
 Linearity
 Example:
   zXkTxzXkTx ZZ
2211 )(&)( 
   zXbzXakTxbkTxa Z
2121 )()( 
)(u3a-)(4)( k
kTkTukTx 
 
)1)(1(
)43(1
1
3
1
4
11
1
11 









azz
za
azz
zX
Z-Transform Properties: Time Right Shifting (Time Delay)
 Use the time delay property of the Laplace Transform
 Then
 Example:
25
 zXznTkTx nZ 
 )(
 SXeTtx TSZ
d

 )(
))3(()2.0()( )3(
TkukTx Tk
 
1
3
2.01
1
)( 



z
zZX
Z-Transform Properties: Time Left Shifting (Time Advance)
 Example:
26
  ])([)(
1
0





n
k
knZ
zkTxzXznTkTx
))2(()2.0()( )2(
TkukTx Tk
 
])(
2.01
1
[)(
1
0
1
2






k
k
zkTx
z
zZX
1
1
1
2
2.01
04.0
)]2.01(
2.01
1
[)( 






z
z
z
zZX
Z-Transform Properties: Multiplication by Exponential
27
 azXkTxa Zk
/)( 
 Example:
Z-Transform Properties: Complex Differentiation
28
 
dz
zdX
zkTxk Z
)(
 zX
dz
d
zkTxk
m
Zm






)(
Z-Transform Properties: Convolution
 Convolution in time domain is multiplication in z-domain
 Example: Let’s calculate the convolution of
 Multiplications of z-transforms is
29
       zXzXkTxkTx Z
2121 
       kTukTkTuakTx kT
 21 xand
     
  1121
11
1



zaz
zXzXzY
   zXkTxzXkTx ZZ
2211 )(&)( 
Z-Transform Properties: Initial and Final Value Theorems
 Initial Value Theorem:
 The value of x(n) as k → 0 is given by:
 Final Value Theorem:
 The value of x(n) as k →  is given by:
30
  )(limlim)0(
0
zXkTxx
zk 

  )]()1[(limlim)(
1
zXzkTxx
zk


The inverse Z-Transform
31
32
The Inverse Z-Transform
 Formal inverse z-transform is based on a Cauchy integral
 Less formal ways sufficient most of the time
1) Direct or Long Division Method
2) Partial fraction expansion and Look-up Table
3) Inversion Integral Method (Residue-theorem)
       dzzzX
j
zXZkTx k
C
11
2
1 


33
Inverse Z-Transform: Power Series Expansion
 Using Long Division to expand X(z) as a series
 Write the inverse transform as the sequence
         




0
21
...20
k
k
zkTxzTxzTxxzX
        ...},2,,0{ TxTxxkTx 
34
Inverse Z-Transform: Power Series Expansion
 Example
    
321
111
2
1
2
1
1
11
2
1
1










zzz
zzzzX
         TkTTkTTkTkTkTx 3
2
1
2
2
1
 
 















Otherwise
k
k
k
k
kTx
0
3
2
1
21
1
2
1
01
Inverse Z-Transform: Power Series Expansion
 Example: Find x(n) for n = 0, 1, 2, 3, 4, when X(z) is given by:
 Solution:
 First, rewrite X(z) as a ratio of polynomial in 𝑧−1
, as follows:
 Dividing the numerator by the denominator, we have:
35
 
  2.01
510



zz
z
zX
  21
21
2.02.11
510





zz
zz
zX
4321
68.184.181710 
 zzzz
21
2.02.11 
 zz 21
510 
 zz
32
217 
 zz
432
4.34.2017 
 zzz
43
4.34.18 
 zz
543
68.308.224.18 
 zzz
54
68.368.18 
 zz
654
736.3416.2268.18 
 zzz
321
21210 
 zzz Therefore,
• x(0) = 0,
• x(1) = 10,
• x(2) = 17,
• x(3) = 18.4
• x(4) = 18.68
Inverse Z-Transform: Partial Fraction Expansion
 Assume that a given z-transform can be expressed as
 Apply partial fractional expansion
 First term exist only if M>N
 Br is obtained by long division
 Second term represents all first order poles
 Third term represents an order s pole
 There will be a similar term for every high-order pole
 Each term can be inverse transformed by inspection
36
 






 N
0k
k
k
M
0k
k
k
za
zb
zX
 
  










s
1m
m1
i
m
N
ik,1k
1
k
k
NM
0r
r
r
zd1
C
zd1
A
zBzX
Inverse Z-Transform: Partial Fraction Expansion
 Coefficients are given as
 Easier to understand with examples
37
 
  










s
m
m
i
m
N
ikk k
k
NM
r
r
r
zd
C
zd
A
zBzX
1
1
,1
1
0 11
    kdzkk zXzdA 

 1
1
   
     1
1
1
!
1















idw
s
ims
ms
ms
i
m wXwd
dw
d
dms
C
Example:
 Find x(kT) if X(z) is given by:
 Solution: We first expand X(z)/z into partial fractions as follows :
 Then we obtain
 then
38
 
  2.01
10


zz
z
zX
 
      2.0
5.12
1
5.12
2.01
10






zzzzz
zX
  









2.01
5.12
z
z
z
z
zX
  )()2.0(5.12)(5.12 kTukTukTx k

  )(11
kTZ 
 kTu
z
z
Z 







1
1
 kTua
az
z
Z n







1
Another Solution
 In this example, if X(z), rather than X(z)/z, is expanded into partial
fractions, then we obtain:
 However, by use of the shifting theorem we find :
 Then
39
 
   2.0
5.2
1
5.12
2.01
10






zzzz
z
zX
  








 
2.0
5.2
1
5.12 11
z
z
z
z
z
zzX
  )(2.015.12)()2.0(
2.0
5.2
)(5.12)(
)()2.0(5.2)(5.12)( 1
TkTuTkTuTkTukTx
TkTuTkTukTx
kk
k

 
 
 
 
 
 
..
..
48.124
4.123
122
101
00





x
x
x
x
x
     TnkTxzXzZ o
no
1
Example:
 Find x(kT) if X(z) is given by:
 Solution: Expand X(z)/z into partial fraction as follows:
 Then:
 By referring to tables we find that x(kT) is given by:
 and therefore,
 x(0) = 0 -1 +3 = 2
 x(1) = 18 – 2 + 3= 19
40
 
   12
2
2
3



zz
zz
zX
 
      1
3
2
1
2
9
12
12
22
2









zzzzz
z
z
zX
 
     1
3
22
9
2






z
z
z
z
z
z
zX
  )(3)()2()()2(5.4 kTukTukTrkTx kk

 kTuk
k
kk
kTr 


 

00
0
)(

 
 kTr
z
z
Z 







2
1
1
 
 kTra
az
az
Z k








2
1
Solution of Difference Equations
41
Transfer Function Representation
 First – Order Case
 Let 𝒚(𝒌𝑻) + 𝒂𝒚(𝒌𝑻 − 𝑻) = 𝒃𝒙(𝒌𝑻)
 Then take the z-transform to get:
• 𝒀(𝒛) + 𝒂 𝒛
− 𝟏 𝒀(𝒛) = 𝒃 𝑿(𝒛)
 Simplifying:
• 𝒀(𝒛) (𝟏 + 𝒂𝒛
− 𝟏) = 𝒃 𝑿(𝒛)
• 𝒀(𝒛) = (𝒃 𝑿(𝒛))/ (𝟏 + 𝒂𝒛
− 𝟏)
 And we have the transfer function H(z):
• 𝒀(𝒛) = 𝑯(𝒛) 𝑿(𝒛)
• so  𝑯(𝒛) =
𝒃 𝒛
𝒛 + 𝒂
 By inverse z-transform: 𝒚 𝒌𝑻 = 𝒃 −𝒂 𝒌
𝒖(𝒌𝑻) 42
Mapping between s-plane to z-plane
43
Mapping between s-plane to z-plane
 Where 𝑠 = 𝜎 + 𝑗𝜔 for real number 𝜎 and real number 𝜔.
 Then 𝑧 in polar coordinates is given by
44
𝑧 = 𝑒(𝜎+𝑗𝜔)𝑇
𝑧 = 𝑒 𝜎𝑇
𝑒 𝑗𝜔𝑇
∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎𝑇
𝑧 = 𝑒 𝑠𝑇
Mapping between s-plane to z-plane
 We will discuss following cases to map given points on s-plane to z-
plane.
 Case-1: Real pole in s-plane (𝑠 = 𝜎) [on the left hand-side]
 Case-2: Imaginary Pole in s-plane (𝑠 = 𝑗𝜔)
 Case-3: Complex Poles (𝑠 = 𝜎 + 𝑗𝜔)
45𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒
Mapping between s-plane to z-plane
 Case-1: Real pole in s-plane (𝑠 = 𝜎)
 When 𝑠 = 0
 When 𝑠 = −∞
46
∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎 𝑇
𝑧 = 𝑒0𝑇 = 1 ∠𝑧 = 0𝑇 = 0
𝑠 = 0
𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒
1
𝑧 = 𝑒−∞𝑇 = 1 ∠𝑧 = 0𝑇 = 0
Mapping between s-plane to z-plane
 Case-2: Imaginary pole in s-plane (𝑠 = ±𝑗𝜔)
 When 𝒔 = 𝒋𝝎
47
∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎𝑇
𝒛 = 𝒆 𝟎𝑻 = 𝟏 ∠𝒛 = 𝝎𝑻
𝑠 = 𝑗𝜔
𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒
1
−1
−1
1
𝜔𝑇
Mapping between s-plane to z-plane
 Case-3: Complex pole in s-plane (𝑠 = 𝜎 ± 𝑗𝜔)
 When 𝒔 = 𝝈 ± 𝒋𝝎
48
∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎𝑇
𝒛 = 𝒆 𝝈𝑻 ∠𝒛 = 𝝎𝑻
𝑠 = 𝜎 + 𝑗𝜔
𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒
1
−1
−1
1
𝜔𝑇
𝑠 = 𝜎 − 𝑗𝜔
Mapping Regions of the s-plane onto the z-plane
49
50

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Dcs lec02 - z-transform

  • 2. Agenda  Difference Equation vs Differential Equati  Z-Transform  Examples  Properties  Inverse Z-Transform  Long Division  Partial Fraction  Solution of Difference Equation  Mapping between s-plane to z-plane 2
  • 3. Difference Equation vs Differential Equation  A difference equation expresses the change in some variable as a result of a finite change in the other variable.  A differential equation expresses the change in some variable as a result of an infinitesimal change in the other variable. 3
  • 4. Differential Equation  Following figure shows a mass-spring-damper-system. Where y is position, F is applied force D is damping constant and K is spring constant.  Rearranging above equation in following form 4 𝐹 𝑡 = 𝑚 𝑦 𝑡 + 𝐷 𝑦 𝑡 + 𝐾𝑦(𝑡) 𝑦 𝑡 = 1 𝑚 𝐹 𝑡 − 𝐷 𝑚 𝑦 𝑡 𝐾 𝑚 𝑦(𝑡)
  • 5. Differential Equation  Rearranging above equation in following form 5 𝑦 𝑡 = 1 𝑚 𝐹 𝑡 − 𝐷 𝑚 𝑦 𝑡 − 𝐾 𝑚 𝑦(𝑡) 𝒅𝒕 𝒅𝒕𝟏 𝒎 − 𝑫 𝒎 − 𝑲 𝒎 𝑦 𝑦 𝑦𝐹(𝑡) 
  • 6. Difference Equation 6 𝑦 𝑘 + 2 = 1 𝑚 𝐹 𝑘 − 𝐷 𝑚 𝑦 𝑘 + 1 − 𝐾 𝑚 𝑦(𝑘) 𝟏 𝒛 𝟏 𝒛 𝟏 𝒎 − 𝑫 𝒎 − 𝑲 𝒎 𝑦(𝑘 + 2) 𝑦(𝑘)𝐹(𝑘)  𝑦(𝑘 + 1)
  • 7. Difference Equations  Difference equations arise in problems where the time is assumed to have a discrete set of possible values.  Where coefficients 𝑎 𝑛−1, 𝑎 𝑛−2,… and 𝑏 𝑛, 𝑏 𝑛−1,… are constant.  𝑢(𝑘) is forcing function 7 𝑦 𝑘 + 𝑛 + 𝑎 𝑛−1 𝑦 𝑘 + 𝑛 − 1 + ⋯ + 𝑎1 𝑦 𝑘 + 1 + 𝑎0 𝑦 𝑘 = 𝑏 𝑛 𝑢 𝑘 + 𝑛 + 𝑏 𝑛−1 𝑢 𝑘 + 𝑛 − 1 + ⋯ + 𝑏1 𝑢 𝑘 + 1 + 𝑏0 𝑢 𝑘
  • 8. Difference Equations  Example 1: For the given difference equation, determine the (a) order of the equation. Is the equation (b) linear, (c) time invariant, or (d) homogeneous? 𝒚 𝒌 + 𝟐 + 𝟎. 𝟖𝒚 𝒌 + 𝟏 + 𝟎. 𝟎𝟕𝒚 𝒌 = 𝒖 𝒌  Solution: a) The equation is second order. b) All terms enter the equation linearly c) All the terms if the equation have constant coefficients. Therefore the equation is therefore LTI. d) A forcing function appears in the equation, so it is nonhomogeneous. 8
  • 9. Z-Transform  Difference equations can be solved using z-transforms which provide a convenient approach for solving LTI equations.  The z-transform is an important tool in the analysis and design of discrete-time systems.  It simplifies the solution of discrete-time problems by converting LTI difference equations to algebraic equations and convolution to multiplication.  Thus, it plays a role similar to that served by Laplace transforms in continuous-time problems. 9
  • 10. Z-transform Definition  Given the causal sequence {x(ktT)}, its z-transform is defined as  The variable z−1 in the above equation can be regarded as a time delay operator. 10 X 𝑧 = 𝑥 0 + 𝑥 𝑇 𝑧−1 + 𝑥 2𝑇 𝑧−2 + ⋯ + 𝑥 𝑘𝑇 𝑧−𝑘 𝑋 𝑧 = 𝑘=0 ∞ 𝑥 𝑘𝑇 𝑧−𝑘
  • 11. Example  Obtain the Z-transform of the sequence  Solution: 11 x 𝑘𝑇 = {1, 1, 3, 2, 0, 4, 0, 0, 0, … } X 𝑧 = 1 + 𝑧−1 +3 𝑧−2 + 2 𝑧−3 + 4𝑧−5
  • 12. Laplace Transform and Z-Transform  Given the sampled impulse train of a signal 𝑥∗ 𝑡 = 𝑥 0 𝛿 𝑡 + 𝑥 𝑇 𝛿 𝑡 − 𝑇 + ⋯ + 𝑥 𝑘𝑇 𝛿(𝑡 − 𝑘𝑇) + ⋯ 𝑥∗ 𝑡 = 𝑘=0 ∞ 𝑥 𝑘𝑇 𝛿 𝑡 − 𝑘𝑇 12
  • 13. Laplace Transform and Z-Transform 𝑋∗ 𝑆 = 𝑥 0 + 𝑥 𝑇 𝑒−𝑠𝑇 + 𝑥 2𝑇 𝑒−𝑠2𝑇 + ⋯ + 𝑥 𝑘𝑇 𝑒−𝑠𝑘𝑇 + ⋯ 𝑋∗ 𝑆 = 𝑘=0 ∞ 𝑥 𝑘𝑇 𝑒−𝑠𝑘𝑇 = 𝑘=0 ∞ 𝑥 𝑘𝑇 (𝑒 𝑠𝑇)−𝑘 → (1)  The z-transform is 𝑋 𝑧 = 𝑘=0 ∞ 𝑥 𝑘𝑇 𝑧−𝑘 → (2)  Comparing (1) and (2) yields 𝑧 = 𝑒 𝑠𝑇 where 𝑇 is the sample period 13
  • 14. A Note  In general, given a transfer function in s-domain you cannot just replace 𝑠 by s = 𝑙𝑛𝑧 𝑇 (from 𝑧 = 𝑒 𝑠𝑇 ) to get its z-domain transfer function.  The reason is that 𝑧 = 𝑒 𝑠𝑇 is true with the sampled signal. 14
  • 15. Identities Used Repeatedly 𝑘=0 ∞ 𝑎 𝑘 = 1 1 − 𝑎 , 𝑎 < 1 𝑘=0 𝑛 𝑎 𝑘 = 1 − 𝑎 𝑛+1 1 − 𝑎 , 𝑎 = 1  Special Cases: 𝑘=0 ∞ 𝑘𝑎 𝑘 = 1 (1 − 𝑎)2 , 𝑎 < 1 15
  • 16. z-transform of the Unit impulse  Let x(kT) = δ(kT)  Then 16      otherwise0 0kfor1 (kT)     1(kT) 00         k k k k zzkTxzX 
  • 17. z-transform of the a Shifted Unit impulse  Let x(kT) = δ(kT-qT)  Then 17      otherwise0 qkfor1 qT)-(kT   q k k k k zzzkTxzX          00 qT)-(kT)( 
  • 18. z-transform of a Unit-Step Function  Let x(kT) = u(kT)  Then 18      0kfor0 0kfor1 (kT)  u   11 1 (kT))( 1 000                z z z zzuzkTxzX k k k k k k
  • 19. z-transform of Sample Exponential  Let x(kT) = ak u(kT)  Then 19      0kfor0 0kfor (kT)  k k a ua              000 (kT))( k kk k kk k k zazuazkTxzX   az z az azzX k k          1 0 1 1 1 )(
  • 20. z-transform of kaku[k]  Let x(kT) = k ak u(kT)  Then 20      0kfor0 0kfor (kT)  k k ka uka              000 k(kT))( k kk k kk k k zazukazkTxzX   221 0 1 )()1( 1 )(k az z az azzX k k         
  • 21. z-transform of Sinusoids  Let x(kT) = (cos ΩkT) u(kT)  Then  Similarly it can be shown: 21      0kfor0 0kfor)cos( (n))cos(  kT un 2 )k(cos kTjkTj ee T    )}()({ 2 1 u(k)})k({cos kTuekTueZT kTjkTj            TjTj ez z ez z kTkT 2 1 )}u()({cos 1)(cos2 )(cos )(cos21 )(cos1 )}u()({cos 2 2 21 1         Tzz Tzz zTz Tz kTkT 1)(cos2 )(s )(cos21 )(s )}u()({sin 221 1         Tzz Tinz zTz Tinz kTkT
  • 22. 22 Signal, 𝐱(𝒌𝑻) Z-Transform, 𝐗(𝐳) Z-Transform, 𝐗(𝐳) ROC 1 𝛅(𝒌𝑻) 1 1 all Z 2 𝛅(𝒌𝑻 − 𝒒) 𝐳−𝒒 𝐳−𝒒 𝐳 ≠ 𝟎 3 𝐮(𝒌𝑻) 𝟏 𝟏 − 𝒛−𝟏 𝐳 𝐳 − 𝟏 𝐳 > 𝟏 4 𝐚 𝒌 𝐮(𝐤𝐓) 𝟏 𝟏 − 𝒂𝒛−𝟏 𝐳 𝐳 − 𝐚 𝐳 > 𝐚 5 𝒌 𝐮(𝐤𝐓) 𝟏 (𝟏 − 𝒛−𝟏) 𝟐 𝐳 (𝐳 − 𝟏) 𝟐 𝐳 > 𝟏 6 𝒌 𝐚 𝒌 𝐮(𝐤𝐓) 𝐚𝒛−𝟏 (𝟏 − 𝐚𝒛−𝟏) 𝟐 𝐚𝐳 (𝐳 − 𝐚) 𝟐 𝐳 > 𝐚 7 𝐜𝐨𝐬(𝛚 𝟎 𝐤𝐓) 𝟏 − 𝒛−𝟏 𝐜𝐨𝐬(𝛚 𝟎) 𝟏 − 𝟐𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝒛−𝟐 𝐳 𝟐 − 𝐳𝐜𝐨𝐬(𝛚 𝟎) 𝐳 𝟐 − 𝟐𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝟏 𝐳 > 𝟏 8 𝐬𝐢𝐧(𝛚 𝟎 𝐤𝐓) 𝒛−𝟏 𝐬𝐢𝐧(𝛚 𝟎) 𝟏 − 𝟐𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝒛−𝟐 𝐳 𝐬𝐢𝐧(𝛚 𝟎) 𝐳 𝟐 − 𝟐𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝟏 𝐳 > 𝟏 9 𝐫 𝒌 𝐜𝐨𝐬(𝛚 𝟎 𝐤𝐓) 𝟏 − 𝐫 𝒛−𝟏 𝐜𝐨𝐬(𝛚 𝟎) 𝟏 − 𝟐𝐫 𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐 𝒛−𝟐 𝐳 𝟐 − 𝒓 𝐳 𝐜𝐨𝐬(𝛚 𝟎) 𝐳 𝟐 − 𝟐𝒓 𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐 𝐳 > 𝐫 10 𝐫 𝒌 𝐬𝐢𝐧(𝛚 𝟎 𝐤𝐓) 𝒓 𝒛−𝟏 𝐬𝐢𝐧(𝛚 𝟎) 𝟏 − 𝟐𝐫 𝒛−𝟏 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐 𝒛−𝟐 𝒓 𝐳 𝐬𝐢𝐧(𝛚 𝟎) 𝐳 𝟐 − 𝟐𝒓 𝐳 𝐜𝐨𝐬 𝛚 𝟎 + 𝐫 𝟐 𝐳 > 𝐫
  • 24. 24 Z-Transform Properties: Linearity  Notation  Linearity  Example:    zXkTxzXkTx ZZ 2211 )(&)(     zXbzXakTxbkTxa Z 2121 )()(  )(u3a-)(4)( k kTkTukTx    )1)(1( )43(1 1 3 1 4 11 1 11           azz za azz zX
  • 25. Z-Transform Properties: Time Right Shifting (Time Delay)  Use the time delay property of the Laplace Transform  Then  Example: 25  zXznTkTx nZ   )(  SXeTtx TSZ d   )( ))3(()2.0()( )3( TkukTx Tk   1 3 2.01 1 )(     z zZX
  • 26. Z-Transform Properties: Time Left Shifting (Time Advance)  Example: 26   ])([)( 1 0      n k knZ zkTxzXznTkTx ))2(()2.0()( )2( TkukTx Tk   ])( 2.01 1 [)( 1 0 1 2       k k zkTx z zZX 1 1 1 2 2.01 04.0 )]2.01( 2.01 1 [)(        z z z zZX
  • 27. Z-Transform Properties: Multiplication by Exponential 27  azXkTxa Zk /)(   Example:
  • 28. Z-Transform Properties: Complex Differentiation 28   dz zdX zkTxk Z )(  zX dz d zkTxk m Zm       )(
  • 29. Z-Transform Properties: Convolution  Convolution in time domain is multiplication in z-domain  Example: Let’s calculate the convolution of  Multiplications of z-transforms is 29        zXzXkTxkTx Z 2121         kTukTkTuakTx kT  21 xand         1121 11 1    zaz zXzXzY    zXkTxzXkTx ZZ 2211 )(&)( 
  • 30. Z-Transform Properties: Initial and Final Value Theorems  Initial Value Theorem:  The value of x(n) as k → 0 is given by:  Final Value Theorem:  The value of x(n) as k →  is given by: 30   )(limlim)0( 0 zXkTxx zk     )]()1[(limlim)( 1 zXzkTxx zk  
  • 32. 32 The Inverse Z-Transform  Formal inverse z-transform is based on a Cauchy integral  Less formal ways sufficient most of the time 1) Direct or Long Division Method 2) Partial fraction expansion and Look-up Table 3) Inversion Integral Method (Residue-theorem)        dzzzX j zXZkTx k C 11 2 1   
  • 33. 33 Inverse Z-Transform: Power Series Expansion  Using Long Division to expand X(z) as a series  Write the inverse transform as the sequence               0 21 ...20 k k zkTxzTxzTxxzX         ...},2,,0{ TxTxxkTx 
  • 34. 34 Inverse Z-Transform: Power Series Expansion  Example      321 111 2 1 2 1 1 11 2 1 1           zzz zzzzX          TkTTkTTkTkTkTx 3 2 1 2 2 1                    Otherwise k k k k kTx 0 3 2 1 21 1 2 1 01
  • 35. Inverse Z-Transform: Power Series Expansion  Example: Find x(n) for n = 0, 1, 2, 3, 4, when X(z) is given by:  Solution:  First, rewrite X(z) as a ratio of polynomial in 𝑧−1 , as follows:  Dividing the numerator by the denominator, we have: 35     2.01 510    zz z zX   21 21 2.02.11 510      zz zz zX 4321 68.184.181710   zzzz 21 2.02.11   zz 21 510   zz 32 217   zz 432 4.34.2017   zzz 43 4.34.18   zz 543 68.308.224.18   zzz 54 68.368.18   zz 654 736.3416.2268.18   zzz 321 21210   zzz Therefore, • x(0) = 0, • x(1) = 10, • x(2) = 17, • x(3) = 18.4 • x(4) = 18.68
  • 36. Inverse Z-Transform: Partial Fraction Expansion  Assume that a given z-transform can be expressed as  Apply partial fractional expansion  First term exist only if M>N  Br is obtained by long division  Second term represents all first order poles  Third term represents an order s pole  There will be a similar term for every high-order pole  Each term can be inverse transformed by inspection 36          N 0k k k M 0k k k za zb zX                s 1m m1 i m N ik,1k 1 k k NM 0r r r zd1 C zd1 A zBzX
  • 37. Inverse Z-Transform: Partial Fraction Expansion  Coefficients are given as  Easier to understand with examples 37                s m m i m N ikk k k NM r r r zd C zd A zBzX 1 1 ,1 1 0 11     kdzkk zXzdA    1 1          1 1 1 ! 1                idw s ims ms ms i m wXwd dw d dms C
  • 38. Example:  Find x(kT) if X(z) is given by:  Solution: We first expand X(z)/z into partial fractions as follows :  Then we obtain  then 38     2.01 10   zz z zX         2.0 5.12 1 5.12 2.01 10       zzzzz zX             2.01 5.12 z z z z zX   )()2.0(5.12)(5.12 kTukTukTx k    )(11 kTZ   kTu z z Z         1 1  kTua az z Z n        1
  • 39. Another Solution  In this example, if X(z), rather than X(z)/z, is expanded into partial fractions, then we obtain:  However, by use of the shifting theorem we find :  Then 39      2.0 5.2 1 5.12 2.01 10       zzzz z zX              2.0 5.2 1 5.12 11 z z z z z zzX   )(2.015.12)()2.0( 2.0 5.2 )(5.12)( )()2.0(5.2)(5.12)( 1 TkTuTkTuTkTukTx TkTuTkTukTx kk k              .. .. 48.124 4.123 122 101 00      x x x x x      TnkTxzXzZ o no 1
  • 40. Example:  Find x(kT) if X(z) is given by:  Solution: Expand X(z)/z into partial fraction as follows:  Then:  By referring to tables we find that x(kT) is given by:  and therefore,  x(0) = 0 -1 +3 = 2  x(1) = 18 – 2 + 3= 19 40      12 2 2 3    zz zz zX         1 3 2 1 2 9 12 12 22 2          zzzzz z z zX        1 3 22 9 2       z z z z z z zX   )(3)()2()()2(5.4 kTukTukTrkTx kk   kTuk k kk kTr       00 0 )(     kTr z z Z         2 1 1    kTra az az Z k         2 1
  • 41. Solution of Difference Equations 41
  • 42. Transfer Function Representation  First – Order Case  Let 𝒚(𝒌𝑻) + 𝒂𝒚(𝒌𝑻 − 𝑻) = 𝒃𝒙(𝒌𝑻)  Then take the z-transform to get: • 𝒀(𝒛) + 𝒂 𝒛 − 𝟏 𝒀(𝒛) = 𝒃 𝑿(𝒛)  Simplifying: • 𝒀(𝒛) (𝟏 + 𝒂𝒛 − 𝟏) = 𝒃 𝑿(𝒛) • 𝒀(𝒛) = (𝒃 𝑿(𝒛))/ (𝟏 + 𝒂𝒛 − 𝟏)  And we have the transfer function H(z): • 𝒀(𝒛) = 𝑯(𝒛) 𝑿(𝒛) • so  𝑯(𝒛) = 𝒃 𝒛 𝒛 + 𝒂  By inverse z-transform: 𝒚 𝒌𝑻 = 𝒃 −𝒂 𝒌 𝒖(𝒌𝑻) 42
  • 43. Mapping between s-plane to z-plane 43
  • 44. Mapping between s-plane to z-plane  Where 𝑠 = 𝜎 + 𝑗𝜔 for real number 𝜎 and real number 𝜔.  Then 𝑧 in polar coordinates is given by 44 𝑧 = 𝑒(𝜎+𝑗𝜔)𝑇 𝑧 = 𝑒 𝜎𝑇 𝑒 𝑗𝜔𝑇 ∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎𝑇 𝑧 = 𝑒 𝑠𝑇
  • 45. Mapping between s-plane to z-plane  We will discuss following cases to map given points on s-plane to z- plane.  Case-1: Real pole in s-plane (𝑠 = 𝜎) [on the left hand-side]  Case-2: Imaginary Pole in s-plane (𝑠 = 𝑗𝜔)  Case-3: Complex Poles (𝑠 = 𝜎 + 𝑗𝜔) 45𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒
  • 46. Mapping between s-plane to z-plane  Case-1: Real pole in s-plane (𝑠 = 𝜎)  When 𝑠 = 0  When 𝑠 = −∞ 46 ∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎 𝑇 𝑧 = 𝑒0𝑇 = 1 ∠𝑧 = 0𝑇 = 0 𝑠 = 0 𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒 1 𝑧 = 𝑒−∞𝑇 = 1 ∠𝑧 = 0𝑇 = 0
  • 47. Mapping between s-plane to z-plane  Case-2: Imaginary pole in s-plane (𝑠 = ±𝑗𝜔)  When 𝒔 = 𝒋𝝎 47 ∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎𝑇 𝒛 = 𝒆 𝟎𝑻 = 𝟏 ∠𝒛 = 𝝎𝑻 𝑠 = 𝑗𝜔 𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒 1 −1 −1 1 𝜔𝑇
  • 48. Mapping between s-plane to z-plane  Case-3: Complex pole in s-plane (𝑠 = 𝜎 ± 𝑗𝜔)  When 𝒔 = 𝝈 ± 𝒋𝝎 48 ∠𝑧 = 𝜔𝑇𝑧 = 𝑒 𝜎𝑇 𝒛 = 𝒆 𝝈𝑻 ∠𝒛 = 𝝎𝑻 𝑠 = 𝜎 + 𝑗𝜔 𝑠 − 𝑝𝑙𝑎𝑛𝑒 𝑧 − 𝑝𝑙𝑎𝑛𝑒 1 −1 −1 1 𝜔𝑇 𝑠 = 𝜎 − 𝑗𝜔
  • 49. Mapping Regions of the s-plane onto the z-plane 49
  • 50. 50