Lecture 10:
The inverse z-Transform
Instructor: Dr. Ghazi Al Sukkar
Dept. of Electrical Engineering
The University of Jordan
Email:
[email protected]Spring 2014 1
Outline
Definition
Inverse z-transform methods:
Inspection
Partial fraction expansion
Power series expansion
Properties of z-transform
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Definition
Formal inverse z-transform is based on a Cauchy integral
Which is a complex contour integral with C being a closed contour
in the ROC of X(z), encompassing its poles.
Less formal ways sufficient most of the time
Inspection method
Partial fraction expansion
Power series expansion
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Inspection Method
Becoming familiar with certain transform pair.
Make use of known z-transform pairs such as
1
anun
Z
z a
1 az1
n
Example: The inverse
1 z-transform
1 of 1
X z z x n u n
1 1 2 2
1 z
2
n
1 1 1
X z z x n u n 1
1 2 2
1 z 1
2
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Partial Fraction method
The most practical approach is to use the partial fraction
expansion method.
It makes use of the z-transform table.
The z-transform, however, must be a rational function. This
requirement is generally satisfied in digital signal processing.
General Idea:
When X(z) is a rational function of z-1, it can be expressed as a
sum of simple (first-order) factors using the partial fraction
expansion.
The individual sequences corresponding to these factors can then
be written down using the z-transform table.
Assume that a given z-transform can be expressed as
M
k
b z k
X z k 0
N
k
a
k 0
z k
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Inverse Z-Transform by Partial Fraction Expansion
An equivalent expression is: M
z N
b z k
M k
X z k 0
N
z M a k z N k
k 0
There will be zeros and poles at nonzero locations in the z-
plane.
In addition, there will be either poles at if or zeros at if .
could be expressed as:
Where s are the non-zero zeros of and s the non-zero poles of .
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Inverse Z-Transform by Partial Fraction Expansion
Apply partial fractional expansion
M N N
Rk s Ri ,m
X z cr z r
r 0
k 1, k i 1 p k z
1
m 1 1 p z
i
1 m
polynomial part proper rational part
First term exist only if M>N
is obtained by long division
Second term represents all first order poles, is the kth pole, is
called the residue
Third term represents an order s pole at , and is the residue
There will be a similar term for every high-order pole
Each term can be inverse transformed by inspection
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Partial Fractional Expression
M N N
Rk s Ri ,m
X z c z r
r 0
r
k 1, k i 1 p k z
1
m 1 1 p z
i
1
m
Coefficients are given as
Rk 1 p k z 1 X z z pk
Ri ,m
1
s m ! pi sm
d sm
s 1
s m 1 p i w X w
dw w pi1
The term correspond to shifted and scaled impulse sequence
i.e.,
The term corresponds to or depending on the ROC.
If ROC is then a given pole will correspond to:
a right-sided exponential if
a lift-sided exponential if
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Example: 2nd Order Z-Transform
1 1
X z ROC : z
1 1 1 1 2
1 z 1 z
4 2
Order of nominator is smaller than denominator (in terms of z -1)
No higher order pole
R1 R2
X z
1 1 1 1
1 z 1 z
4 2
1 1
R1 1 z 1 X z 1
4 1 11 1
z
4 1
24
1 1 1
R2 1 z X z 2
2 1 11 1
z
2 1
42
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Example Continued
1 2 1
X z z
1 1 1 1 2
1 z 1 z
4 2
ROC extends to infinity
Indicates right sided sequence
n n
1 1
xn 2 un - un
2 4
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Example #2
X z
1 2z z 1
2
1z 1 2
z 1
3 1 1
1 z 1 z 2 1 z 1 1 z 1
2 2 2
Long division to obtain co
1 5z 1
X z 2
1 2 3 1
z z 1 z
2
2
2 z 1 1
1
1 1
2
z 1 z 1
2 2
z 2 3z 1 2
R1 R2
X z 2
5 z 1 1 1 1 1 z 1
1 z
2
1 1
R1 1 z X z 9 R2 1 z 1 X z 8
2 z
1 z 1
2
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Example #2 Continued
9 8
X z 2 z 1
1 1 1 z 1
1 z
2
ROC extends to infinity
Indicates right-sides sequence
n
1
x n 2 n 9 u n 8u n
2
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Example
Consider a sequence with z-transform
which is a proper rational function because the degree of the
numerator is less than the degree of the denominator.
Therefore:
which (by equating the coefficients of the same degree polynomial
terms) leads to
By solving these equations:
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Cont..
There are three choices of the ROC for :
Choice 1: ROC :
(anticausal)
Choice 2: ROC :
(causal)
Choice 3: ROC :
(anticausal)
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Matlab Implementation
A Matlab function residuez is available to compute the residue
part and the direct (or polynomial) terms of a rational function
in z-1. Let 1 M
b0 b1 z bM z B( z )
X ( z) 1 N
1 a1 z a N z A( z )
M N
N
Rk
1
c k z k
k 1 1 p k z
k0
M N
be a rational function in which the numerator and the denominator
polynomials are in ascending powers of z-1.
Then [R,p,c] = residuez(b,a),
the returned column vector R contains the residues; Column vector
p contains the poles locations; Row vector c contains the direct
term.
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Cont..
If p(k)=…=p(k+s-1) is a pole of multiplicity s, then the
expansion includes the term of the form
Rk Rk 1 Rk s 1
1
1 2
1 pk z (1 p k z ) (1 p k z 1 ) s
Similarly, [b,a]=residuez(R,p,c) can be used to convert the partial
fraction expansion back to polynomials with coefficients in row
vectors b and a.
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Inverse Z-Transform by Power Series Expansion
The z-transform is power series
X z x n z n
n
In expanded form
X z x 2 z 2 x 1 z 1 x 0 x1 z 1 x 2 z 2
Z-transforms of this form can generally be inversed easily
Especially useful for finite-length series
Example (Finite length)
1 1
X z z 1 z 1 z 1 1 z 1
2
2
1 n 2
1
2 n 1
1 1
z2 z 1 z 1 xn 1 n 0
2 2 1
2 n1
1 1
xn n 2 n 1 n n 1 0
n2
2 2
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Cont..
Example (power series expressions):
Find the inverse z-transform of
Sol. Using Taylor series expansion for we obtain:
Therefore:
Example (long division):
The sequence is right-sided.
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Cont..
1 az 1 a 2 z 2 ......
1
1 az 1
1 az 1
az 1
az 1 a 2 z 2
a 2 z 2 ...
Hence
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Properties of z-Transform
Notation:
Given
And
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Z-Transform Properties: Linearity
Linearity
ax1 n bx 2 n
Z
aX 1 z bX 2 z ROC at least R x1 R x2
Proof:
Note that the ROC of the combined sequence may be larger than
either ROC
This would happen if some pole/zero cancellation occurs
Example:
xn anun - anun - N
Both sequences are right-sided
Both sequences have a pole at
Both have a ROC defined as
In the combined sequence the pole at cancels with a zero at
The combined ROC is the entire z plane except .
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Z-Transform Properties: Time Shifting
xn no
Z
z no X z ROC R x
Here no is an integer
If positive the sequence is shifted right
If negative the sequence is shifted left
Proof:
, then
Let
The ROC can change, the new term may
Add or remove poles at or
Example
1 1
X z z
1
z
1 1 z 1 4
4
n-1
1
xn un - 1
4
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Z-Transform Properties: Multiplication by Exponential
zno xn
Z
X z / z o ROC zo R x
Proof:
ROC is scaled by , i.e., if is the set of values of such that ,
then is the set values of such that
All pole/zero locations are scaled
If zo is a positive real number: z-plane shrinks or expands
If zo is a complex number with unit magnitude i.e., it rotates
the locations of the poles and zeros by an angle of .
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Cont..
Example: We know the z-transform pair
1
u n
Z
ROC : z 1
1 - z -1
Let’s find the z-transform of
x n r n cos o n u n
1
2
1
re jo u n re jo u n
n
2
n
1
re jo u n
n Z 12
, z r
2 1 re jo z 1
1 j o n
re
u n
Z 12
jo 1
, z r
2 1 re z
1/ 2 1/ 2
X z z r
1 re jo z 1 1 re jo z 1
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Z-Transform Properties: Differentiation
dX z
nxn Z
z ROC R x
dz
Proof:
Example: We want the inverse z-transform of
Let’s differentiate to obtain rational expression
X z log 1 az1 z a
Making use ofdX z azproperties
z-transform
2
dX z ROC
and
z az1
1
dz 1 az1 dz 1 az1
nxn a a un 1
n 1
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Cont..
Therefore
an
xn 1 un 1
n 1
Example:
Let
Then
Hence,
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Z-Transform Properties: Conjugation
x* n
Z
X * z* ROC R x
Proof:
Let
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Z-Transform Properties: Time Reversal
ROC is inverted, i.e., if is the set of such that , then the ROC
of is the set of such that , thus if in the ROC of , then is in
the ROC of
If is real then
1
x n
Example:
Z
X1 / z ROC
Rx
It is a time reversed
xn
version
anuof n
then
a un
n
1 - a-1z 1
X z z a1
1 az 1 - a-1z 1
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Z-Transform Properties: Convolution
x1 n x2 n
Z
X1 z X2 z ROC : R x1 R x2
Convolution in time domain is multiplication in z-domain
Proof:
Let
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Cont..
Example: Let’s calculate the convolution of
x1 n anun and x2 n un
1
X1 z 1
ROC : z a X2 z
1
ROC : z 1
1 az 1 z 1
Multiplications of z-transforms is
1
Y z X1 z X2 z
1 az 1 z
1 1
ROC: if |a|<1 ROC is |z|>1 if |a|>1 ROC is |z|>|a|
Partial fractional expansion of Y(z)
1 1 1
Y z 1
1
asume ROC : z 1
1 a 1 z 1 az
yn
1
1a
un an1un
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Z-Transform Properties: Initial value theorem
If is causal, then
Proof:
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