EECE 491 Lecture 4, Spring 2016
American University of Beirut · Discrete-time Signal Processing · 30 pages · Prof. Mohammad Mansour
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Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
1
EECE 491: Discrete‐time Signal Processing
Mohammad M. Mansour
Dept. of Electrical and Compute Engineering
American University of Beirut
Lecture 4: Z‐Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
2
Announcements
Reading
–
Chapter 3, Proakis
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
3
The Z‐Transform
Used for:
–
Analysis of LTI systems
–
Solving difference equations
–
Determining system stability
–
Finding frequency response of stable systems
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
4
Eigen Functions of LTI System
Consider an LTI system with an impulse response h[n]:
Let
Output is the same pure frequency, scaled and phase‐shifted!
Therefore,
is an Eigen‐function of an LTI system
0
0
0
0
0
j
n k
k
j
k
j
n
k
j
n
j
y n
h k e
h k e
e
H e
e
DTFT
H e j
h n
j 0
n
x n
e
j 0
e n
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
5
Eigen Functions of LTI System
What if
?
is also an Eigen‐function of an LTI system
Transfer function:
H(z) exists for larger class of h[n] than
n
n
H z
h n z
j 0
n
n
x n
z
re
n
x n
z
j
H e
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
6
The Z Transform
Bilateral Z‐Transform:
Since
Region of Convergence (ROC)
–
Set of values of z for which the sum converges
n
n
X z
x n z
DTFT
j n
z e j
n
X z
x n e
x n
j
z
re
x n
zn
n
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
7
Example 1
Right‐sided sequence
:
1
0
0
1
1
1
n
n
n
n
n
X z
z
z
z
ROC
z :
z
n
x n
u n
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
8
Example 2
Left‐handed sequence:
1
1
1
1
1
1
1
1
1
1
n
n
n
n
n
X z
z
z
z
z
ROC
z :
z
The Z‐transform without the ROC does not uniquely define a sequence!
1
n
x n
u
n
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
9
Example 3
Two‐sided sequence:
If |�|<|�|: the two ROC’s do not overlap and z‐Transform does not exist
If |�|>|�|: ROC is a ring and �(�) exists
1
1
0
1
n
n
n
n
X z
z
b
z
1
1
1
1
1
1
X z
z
bz
ROC
z :
z
b
1
n
n
x n
u n
b u
n
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
10
Example 4
Let
Then, ROC is
1
1
ROC
:
:
2
3
z
z
z
z
1
1
1
2
3
n
n
x n
u n
u
n
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
11
Example 5
Let
ROC
:
:
z
z
a
z
z
a
,
0
n
x n
a
a
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
12
Example 6
Finite sequence:
ROC
:
0
z
z
1
0
1
2
1
1
1
Finite, always converges
1
zero cancels the pole
1
=
1
M
n
n
n
M
M
k
M
j M
k
X z
a z
a
z
az
ae
z
1
n
x n
a u n u
n
M
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
13
Properties of the ROC
P1: A ring or a disk in the Z‐plane, centered at the origin
P2: DTFT converges iff ROC includes the unit circle
P3: ROC cannot contain poles
P4: For finite duration sequences, ROC is the entire Z‐plane, except possibly z = 0
or z = 1
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
14
Properties of the ROC
P5: For right‐sided sequences (x[n] = 0 for all n < N1, for some N1) ROC extends
outward from the outer‐most pole to infinity.
P6: For left‐sided sequences (x[n] = 0 for all n > N2, for some N2 ) ROC extends
inwards from the inner‐most pole to zero.
P7: For two‐sided sequences, ROC is a ring
–
Inner‐bound: Pole with largest magnitude that contributes for n > 0
–
Outer‐bound: Pole with smallest magnitude that contributes for n < 0
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
15
Characteristic Families of Signals with their ROCs
finite
infinite
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
16
Several Properties of the Z Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
17
Some Common z‐Transform Pairs
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
18
Inversion of the Z‐Transform
In general, we can invert by contour integration within the ROC:
Ways to avoid it:
–
Inspection (known transforms)
–
Properties of the Z‐transform
–
Power series expansion
–
Partial fraction expansion
–
Residue theorem
Most useful is the inverse of rational polynomials
B z
X z
A z
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
19
Causal LTI Systems
Described by linear constant‐coefficient difference equations:
1
0
N
M
k
k
k
k
y n
a y n
k
b x n
k
0
0
1
M
k
k
k
M
k
k
k
b z
Y z
H z
X z
a z
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
20
Inversion of the Z‐Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
21
Inversion of the Z‐Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
22
Inversion of the Z‐Transform
Example: Partial Fraction Expansion
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
23
Inversion of the Z‐Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
24
Inversion of the Z‐Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
25
Inversion of the Z‐Transform
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
26
Example 7
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
27
Time‐Domain Behavior of a Single Real Pole Causal Signal
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
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Time‐Domain Behavior of a Double Real Pole Causal Signal
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
29
Time‐Domain Behavior of a Pair of Complex‐Conjugate Poles
Prof. M. Mansour
EECE 491: Discrete‐time Signal Processing
30
Stability and Causality of the z‐Transform
Causal: ROC extends from outermost pole
BIBO stable:
Consider the unit circle z = ejw. In this case we have
. Then
Hence, BIBO stability ROC of H(z) includes the unit circle
zero
pole
1
n
j n
z
e