06/06/2016 TheZTransform

TheZTransform
DiscreteData

Whatisadiscretetimesystemandwhydowecareaboutit?
Untilnowwehaveassumedthattimeiscontinuous.Inotherwords,timecantakeonanyvalue,and
thisisgenerallytrueoflinearphysicalsystemsinvolvingcomponentsascapacitors,masses,thermal
resistances...However,computersareincreasinglybeingintegratedintosystems.Forthecomputer,
timeisnotcontinuous,itpassesindiscreteintervals.Sowheneveracomputerisbeingused,itis
importanttounderstandtheramificationsoftheinherentlydiscretenatureoftime.AswiththeLaplace
Transform,wewillassumethatfunctionsofinterestareequaltozerofortimelessthanzero.

Wheredoesdiscretetimedatacomefrom?
Althoughsomedataassociatedwithphysicalsystemsisinherentlydiscretetime(dailyhigh
temperatures,stockclosings...)mostdatastartsoutascontinuoustimedataandbecomesdiscrete
throughaprocesscalledsampling.Forphysicalsystemsofthetypeconsideredinthiscourse,the
samplingprocessisusuallycarriedoutinpracticethroughtheuseofananalogtodigital(A/D)
convertor.Theprocessisoftendepictedasshowninthediagram
attheright.Inthisdiagramx(t)representsacontinuoustime
signalthatissampledeveryTseconds,theresultingsignalis
calledx*(t).Thisrepresentsacontinuoustimesignalthatis
measuredbyacomputereveryTsecondsthatresultsinasampledsignal.Acommonexampleofthis
ismusicstoredonaCD.Thecontinoustimesignalisgeneratedbythehumanvoice,pianos,guitars...
andissampled44,100timespersecond.Theresultingsequenceofnumbersisstoredonthediscfor
replayatalatertime(note).

Thereareanumberofwaystorepresentthesamplingprocessmathematically.Onewaythatis
commonlyusedistoimmediatelyrepresentthesampledsignalbyaseriesx[n].Inthisschemethefirst
sample(i.e.,thefirsttimetheswitchcloses,isx[0],thenextsampleisx[1],andsoon.Thistechnique
hastheadvantageofbeingverysimpletounderstand,butmakestheconnectionofthesampledsignal
totheLaplaceTransformeasytounderstand.Wewilluseadifferenttechniquethatisabitmore
complicatedmathematicallybutwill,inthelongrun,yieldsomephysicalinsightsnotaffordedbythe
simplertechnique.Tounderstandthesamplingprocessinthisparadigm,firstconsiderasignalthatisa
trainofevenlyspacedimpulsefunctions.Westartthesamplingfunctionwithk=0becauseallofthe
functionsthatweconsiderwillbezerofortimelessthanzero.(note)

Thisfunctionisshownbelow:

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Nowwecandefine

Sincetheproduct

isequaltozeroexceptatt=kT,wecanrewritethelastequationas

Thissamplingprocesscanbeclarifiedwithanimage.Thegraphbelowshowsx(t),

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Ifwemultiplythisbytheimpulsetrain,wegetthesampledfunction,x*(t).Forthisfigure,T=0.1,and
thefunctionx(t)isshownasathindottedredlineforreference.

Thekeyinsightofthiswholeprocessisthatthesampledfunction,x*(t),issimplyatrainofimpulses
whosemagnitudeisgivenbytheheightofthefunctionx(t)(atthetimesx(kT)).Wecanrewritethe
sampledsignalas

wherex[k]isthemagnitudeofthek thelementinthesequenceandx[k]=x(kT).Generallywhenwe
considerasequencewewillimplicitlyassumeasamplinginterval,T,andsimplyusex[k].

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TheZTransform
Sincewenowhaveatimedomainsignal,wewishtoseewhatkindofanalysiswecandoina
transformeddomain.Let'sstartbytakingtheLaplaceTransformofthesampledsignal:

Sincex[k]isaconstant,wecan(becauseofLinearity)bringtheLaplaceTransforminsidethe
summation.

ThisobviouslylooksdifferentthantheLaplaceTransformswehaveseeninthepast.Foronething,
thereisaninfinitesum.Foranother,weareusedtoseeingfunctionsintheLaplacedomainthatarethe
ratiosofpolynomialinthevariable's,'notexponentialsin's.'

Tosimplifytheexpressionalittlebit,wewillusethenotation

so

and

WewillcallthistheZTransformanddefineitas

KeyConcept:DefinitionofZTransform

WesaythatX(z)istheZTransformofx[k],andwecanwritethisas



Likewisex[k]istheinverseZTransformofX(z),or




Example:ZTransformofFiniteSequence

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Asasimpleexample,considerthesequenceofsamplednumbers,x[k]

Forthissequence,theZTransformofx[k]isgivenby:

Thismayseemacomplicatedwaytodefinesequences,butitturnsoutthatmanysequences
ofinteresttous(impulse,unitstep,...)willhaveZTransformsthatcanbeexpressedina
compactform.

TheZTransformofSomeCommonlyOccurringFunctions
Thissectionusesafewinfiniteseries.

TheUnitImpulseFunction
Indiscretetimesystemstheunitimpulseisdefinedsomewhatdifferentlythanincontinuoustime
systems.

TheZTransformisgivenby

Fromthedefinitionoftheimpulse,everytermofthesummationiszeroexceptwhenk=0.So

NotethatthisisthesameastheLaplaceTransformofaunitimpulseincontinuoustime.Thefactthat
theZTransformofanimpulseisunitywillyieldmanyofthesameproperties,andallowformanyofthe
sameanalysistechniques(i.e.,transferfunctions...)tobeusedfordiscretetimesystemsthatwereused
forcontinuoustimesystems.

TheUnitStepFunction
Theunitstepisonewhenkiszeroorpositive(note).

TheZTransformisgivenby

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Wewillusethelatterform,aratioofpolynomialsofpositivepowersofz.(note).

TheExponentialFunction
Considertheexponentialfunction:

Notethatthisfunctionisjusttheexponentialfunctionthatweareusedtoseeing(f(t)=et,witht>0)after
ithasbeensampledatt=kT.

TheExponentialFunctionRedux
WiththeZTransformitismorecommontogetsolutionsintheformofapowerseries:

Thisisthesameastheexponentialfunctionwitha=eT.Justaswithcontinuoustimesystems,most
ofoursystemswillhavebehaviorsthatconsistofasumofsuchexponentials.

OtherFunctions
TheZTransformofsomeotherfunctionsisgivenintheTableofTransforms.

Example:Ztransformofcosine

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FindtheZTransformof

Solution
Wecanwrite

so

SomePropertiesoftheZTransform
AswefoundwiththeLaplaceTransform,itwilloftenbeeasiertoworkwiththeZTransformifwe
developsomepropertiesofthetransformitself.

Linearity
AswiththeLaplaceTransform,theZTransformislinear.

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where

andaandbareconstants.

TimeShift
AnimportantpropertyoftheZTransformisthetimeshift.Toseewhythismightbeimportant
considerthatadiscretetimeapproximationtoaderivativeisgivenby:

Notethatthisapproximationinvolvesnotonlyt[k]butatimeshiftedversionaswell,f[k+1].Thisis
referredtoasadifferenceequation.Let'sexaminewhateffectsuchashifthasupontheZTransform.
ThedifferenceequationwillservethesamepurposewithdiscretetimesystemsandtheZTransform
thatdifferentialequationsservedwithcontinuoustimesystemsandtheLaplaceTransform.

Shifttotheright(delay)
Considerthefunctionx[k]shownbelow,whichrepresentsanarbitrarysequence.Inthisfigure,and
subsequentfigures,thesamplesareshownasa"stem"plot(smallcirclesontheendofaline).

Ifweshiftthefunctiontotherightby3intervals,wegetthefunctionx[k3],shownbelow.

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TofindtheZTransformofthisshiftedfunction,startwiththedefinitionofthetransform:

Sincethefirstthreeelements(k=0,1,2)ofthetransformarezero,wecanstartthesummationat
k=3.

Applyachangeofvariables

Ingeneral,atimedelayofnsamples,resultsinmultiplicationbyzninthezdomain.

Shifttotheleft
Ashifttotheleftisabitmoredifficult.Let'sexploreitinthesamewayaswedidtheshifttothe
right.Considerthesamesequence,x[k],asbefore.Thistimeweshiftittotheleftbythreesamplesto
getx[k+3].

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Let'strytodeveloptheZTransforminthesamewayaswedidpreviously.

Nowwerunintoaproblembecausewecan'teasilymakethelowerboundonthesummationequalto
zero.However,wecanaddinandsubtractoffthefirstthreepoints,withoutchangingtheresult.

Nowwecancombinethefirsttwosumsintoonelongersummation,andfinish.

Whatwehavedone,ineffect,istosubtractoffthepointsthatwereshiftedtonegativevaluesofk
(highlightedwithadarkergraybackgroundbelow).

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Oncethesepointsaresubtractedoff,weendupwithasequencethatiszeroforklessthanzero
(below).

Examples:LeftShiftofZTransform

Let'sconsideracoupleexamples.

Ashiftofonetotheleftgivesus:

Ashiftoftwototheleftgivesus:

Ashiftofthreegivesus:

ThisisreminiscentofthedifferentiationpropertyoftheLaplaceTransform(exceptinsteadof
initialconditionsonthedifferentiatedvariablewiththeLaplaceTransform,wehaveinitial
valuesoftheshiftedvariablewiththeZTransform).Eachsuccessivedifferenceresultsina
polynomialinzthatisofincreasinglyhigherorder.

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KeyConcept:LeftShiftofZTransform

Ingeneral,forashifttotheleft:

Convolution
TheconvolutionpropertyfortheZTransformcanbeprovedinmuchthesamewayasitwasforthe
LaplaceTransform.Itisstatedherewithoutproof.Ify[k]istheconvolutionofx[k]andh[k],

then

OtherProperties
TheseandotherpropertiesoftheZTransformarefoundontheZTransformPropertiestable.

GoontotheInverseZTransform

References

Copyright2005to2015ErikCheeverThispagemaybefreelyusedforeducational
purposes.
Comments?Questions?Suggestions?Corrections?
ErikCheeverDepartmentofEngineeringSwarthmoreCollege

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