Module 5
Module 5
Eliminating 𝐴 and 𝐵 from (1), (2)and (3)we get, |2𝑛+1 (−2)𝑛+1 𝑦𝑛+1 | = 0
Module-V 2𝑛+2 (−2)𝑛+2 𝑦𝑛+2
2𝑛 (−2)𝑛 𝑦𝑛
DIFFERENCE EQUATIONS | 2. 2𝑛 (−2)(−2)𝑛 𝑦𝑛+1 | = 0
22 . 2𝑛 (−2)2 (−2)𝑛 𝑦𝑛+2
1 1 𝑦𝑛
DIFFERENCE EQUATIONS 2𝑛 (−2)𝑛 |2 −2 𝑦𝑛+1 | = 0
Definition 4 4 𝑦𝑛+2
Page 1
1 𝑛 𝑦𝑛 Note:
|2 2(𝑛 + 1) 𝑦𝑛+1 | = 0
𝑦𝑛 = 𝑦(𝑛) 𝑦0 = 𝑦(0)
4 4(𝑛 + 2) 𝑦𝑛+2
𝑦𝑛+1 = 𝑦(𝑛 + 1) 𝑦1 = 𝑦(1)
{2(𝑛 + 1)𝑦𝑛+2 − 4(𝑛 + 2)𝑦𝑛+1 } − 𝑛{2𝑦𝑛+2 − 4𝑦𝑛+1 } + 𝑦𝑛 {8(𝑛 + 2) − 8(𝑛 + 1)} = 0
𝑦𝑛+2 = 𝑦(𝑛 + 2) 𝑦2 = 𝑦(2)
2(𝑛 + 1)𝑦𝑛+2 − 4(𝑛 + 2)𝑦𝑛+1 − 2𝑛𝑦𝑛+2 + 4𝑛𝑦𝑛+1 + 𝑦𝑛 {8𝑛 + 16 − 8𝑛 − 8} = 0
𝑦𝑛+3 = 𝑦(𝑛 + 3), 𝑒𝑡𝑐. 𝑦3 = 𝑦(3), 𝑒𝑡𝑐.
{2(𝑛 + 1) − 2𝑛}𝑦𝑛+2 + {−4(𝑛 + 2) + 4𝑛}𝑦𝑛+1 + 8𝑦𝑛 = 0
{2𝑛 + 2 − 2𝑛}𝑦𝑛+2 + {−4𝑛 − 8 + 4𝑛}𝑦𝑛+1 + 8𝑦𝑛 = 0
Illustrative Examples:
2𝑦𝑛+2 − 8𝑦𝑛+1 + 8𝑦𝑛 = 0
Example 1: Solve 𝑦𝑛+2 + 6𝑦𝑛+1 + 9𝑦𝑛 = 2𝑛 with 𝑦0 = 𝑦1 = 0 using 𝑍-transform
𝑦𝑛+2 − 4𝑦𝑛+1 + 4𝑦𝑛 = 0
Solution:
Page 2
The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 − 2)(𝑧 + 3)2 = 0 Example 2: Solve the difference equation 𝑦𝑛+3 − 3𝑦𝑛+1 + 2𝑦𝑛 = 0 given that 𝑦(0) =
Therefore, 𝑧 = 2 is Simple pole 4, 𝑦(1) = 0 𝑎𝑛𝑑 𝑦(2) = 8
𝑧 = −3 is pole of order2. 𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Given, 𝑦𝑛+3 − 3𝑦𝑛+1 + 2𝑦𝑛 = 0
𝑛−1 } 𝑛−1
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 Taking 𝑍-transform on both sides
𝑧→𝑎
Page 3
(1)𝑛 4(1 + 1) 8 𝑧
= = (1)𝑛 {𝑧 2 + 2𝑧 + 1}𝐹(𝑧) =
(1 + 2) 3 (𝑧 − 1)2
8 𝑧
𝑅1 = 𝐹(𝑧) =
3 (𝑧 − 1)2 {𝑧 2 + 2𝑧 + 1}
𝑧
Here, 𝑎 = −2 𝐹(𝑧) = 𝑍{𝑦𝑛 } =
(𝑧 − 1) (𝑧 + 1)2
2
𝑧 𝑛 4(𝑧 + 1)
𝑅2 = 𝑙𝑖𝑚 (𝑧 + 2) To find 𝑦𝑛 using Residue Method
𝑧→−2 (𝑧 − 1)(𝑧 + 2)
𝑧
𝑧 𝑛 4(𝑧 + 1) Let 𝐹(𝑧)𝑧 𝑛−1 = 𝑧 𝑛−1 { }
= 𝑙𝑖𝑚 (𝑧 − 1)2 (𝑧 + 1)2
𝑧→−2 (𝑧 − 1)
𝑧𝑛
(−2)𝑛 4(−2 + 1) 4(−1) 𝐹(𝑧)𝑧 𝑛−1 =
= = (−2)𝑛 (𝑧 − 1)2 (𝑧 + 1)2
(−2 − 1) (−3)
The poles of 𝐹(𝑧)𝑧 𝑛−1 are given by(𝑧 − 1)2 (𝑧 + 1)2 = 0
4
𝑅2 = (−2)𝑛 Therefore, 𝑧 = 1 is pole of order 2.
3
By method of residues, 𝑦𝑛 = Sum of Residues 𝑧 = −1 is pole of order 2.
= 𝑅1 + 𝑅2 1 𝑑
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑛−1 }𝑧=𝑎 = 𝑙𝑖𝑚 {(𝑧 − 𝑎)2 𝐹(𝑧)𝑧 𝑛−1 }
8 4 1! 𝑧→𝑎 𝑑𝑧
𝑦𝑛 = 𝑦(𝑛) = + (−2)𝑛 Here, 𝑎 = 1
3 3
1 𝑑 𝑧𝑛
𝑅1 = 𝑙𝑖𝑚 [(𝑧 − 1)2 ]
1! 𝑧→1 𝑑𝑧 (𝑧 − 1)2 (𝑧 + 1)2
Example 3: Solve the difference equation 𝑦𝑛+2 + 2𝑦𝑛+1 + 𝑦𝑛 = 𝑛 given that 𝑦0 =
𝑑 𝑧𝑛
𝑦1 = 0 = 𝑙𝑖𝑚 [ ]
𝑧→1 𝑑𝑧 (𝑧 + 1)2
Solution:
(𝑧 + 1)2 𝑛𝑧 𝑛−1 − 𝑧 𝑛 2(𝑧 + 1)(1)
Given, 𝑦𝑛+2 + 2𝑦𝑛+1 + 𝑦𝑛 = 𝑛 = 𝑙𝑖𝑚 [ ]
𝑧→1 (𝑧 + 1)4
Taking 𝑍-transform on both sides (1 + 1)2 𝑛(1)𝑛−1 − (1)𝑛 2(1 + 1)(1)
=
𝑍{𝑦𝑛+2 } + 2𝑍{𝑦𝑛+1 } + 𝑍{𝑦𝑛 } = 𝑍{𝑛} (1 + 1)4
𝑦1 𝑧 4𝑛 − 4
𝑧 2 {𝐹(𝑧) − 𝑦0 − } + 2𝑧{𝐹(𝑧) − 𝑦0 } + 𝐹(𝑧) = 𝑍{𝑛} Since, 𝑍{𝑛} = =
𝑧 (𝑧 − 1)2 16
𝑧 4(𝑛 − 1)
𝑧 2 𝐹(𝑧) − 𝑧 2 𝑦0 − 𝑧𝑦1 + 2𝑧𝐹(𝑧) − 2𝑧𝑦0 + 𝐹(𝑧) = =
(𝑧 − 1)2 16
Given that, 𝑦0 = 𝑦1 = 0 1
𝑅1 = (𝑛 − 1)
𝑧 4
𝑧 2 𝐹(𝑧) − 0 − 0 + 2𝑧𝐹(𝑧) − 0 + 𝐹(𝑧) =
(𝑧 − 1)2
Page 4
Here, 𝑎 = −1 𝑧
𝑧 2 𝐹(𝑧) − 0 − 0 + 𝐹(𝑧) =
𝑧−1
1 𝑑 𝑧𝑛
𝑅2 = 𝑙𝑖𝑚 [(𝑧 + 1)2 ] 𝑧
1! 𝑧→−1 𝑑𝑧 (𝑧 − 1)2 (𝑧 + 1)2 {𝑧 2 + 1}𝐹(𝑧) =
𝑧−1
𝑑 𝑧𝑛 𝑧
= 𝑙𝑖𝑚 [ ] 𝐹(𝑧) =
𝑧→−1 𝑑𝑧 (𝑧 − 1)2 (𝑧 − 1)(𝑧 2 + 1)
(𝑧 − 1)2 𝑛𝑧 𝑛−1 − 𝑧 𝑛 2(𝑧 − 1)(1) 𝑧
= 𝑙𝑖𝑚 [ ] 𝐹(𝑧) = 𝑍{𝑦𝑘 } =
𝑧→−1 (𝑧 − 1)4 (𝑧 − 1)(𝑧 2 + 1)
(−1 − 1)2 𝑛(−1)𝑛−1 − (−1)𝑛 2(−1 − 1)(1) To find 𝑦𝑘 using Residue Method
=
(−1 − 1)4 𝑧
Let 𝐹(𝑧)𝑧 𝑘−1 = 𝑧 𝑘−1 { }
4𝑛(−1)𝑛−1 + (−1)𝑛 4 (𝑧 − 1)(𝑧 2 + 1)
=
16 𝑧𝑘
𝐹(𝑧)𝑧 𝑘−1 =
4{𝑛(−1) 𝑛−1
+ (−1)𝑛 } (𝑧 − 1)(𝑧 2 + 1)
=
16 The poles of 𝐹(𝑧)𝑧 𝑘−1 are given by(𝑧 − 1)(𝑧 2 + 1) = 0
1 𝑧 = 1(Simple pole)
𝑅2 = {𝑛(−1)𝑛−1 + (−1)𝑛 }
4
𝑧 2 = −1
By method of residues, 𝑦𝑛 = Sum of Residues
𝑧 = ±𝑖 (Simple pole)
= 𝑅1 + 𝑅2
𝑅1 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑘−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑘−1
1 1 𝑧→𝑎
𝑦𝑛 = (𝑛 − 1) + {𝑛(−1)𝑛−1 + (−1)𝑛 }
4 4 Here, 𝑎 = −1
𝑧𝑘
𝑅1 = 𝑙𝑖𝑚(𝑧 − 1)
Example 4: Solve the difference equation 𝑦(𝑘 + 2) + 𝑦(𝑘) = 1, 𝑦(0) = 𝑦(1) = 0 𝑧→1 (𝑧 − 1)(𝑧 2 + 1)
Solution: 𝑧𝑘 (1)𝑘
= 𝑙𝑖𝑚 =
𝑧→1 (𝑧 2 + 1) (1 + 1)
Given that, 𝑦(𝑘 + 2) + 𝑦(𝑘) = 1
1
𝑦𝑘+2 + 𝑦𝑘 = 1 𝑅1 =
2
Taking 𝑍-transform on both sides
𝑅2 = {𝑅𝑒𝑠 𝐹(𝑧)𝑧 𝑘−1 }𝑧=𝑎 = 𝑙𝑖𝑚(𝑧 − 𝑎) 𝐹(𝑧)𝑧 𝑘−1
𝑧→𝑎
𝑍{𝑦𝑘+2 } + 𝑍{𝑦𝑘 } = 𝑍{1}
Here, 𝑎 = 𝑖
𝑦1 𝑧 𝑧
𝑧 2 {𝐹(𝑧) − 𝑦0 − } + 𝐹(𝑧) = Since, 𝑍{1} = 𝑧𝑘
𝑧 𝑧−1 𝑧−1
𝑅2 = 𝑙𝑖𝑚(𝑧 − 𝑖)
𝑧 𝑧→𝑖 (𝑧 − 1)(𝑧 2 + 1)
𝑧 2 𝐹(𝑧) − 𝑧 2 𝑦0 − 𝑧𝑦1 + 𝐹(𝑧) =
𝑧−1 𝑧𝑘
Given that, 𝑦0 = 𝑦(0) = 0; = 𝑙𝑖𝑚(𝑧 − 𝑖)
𝑧→𝑖 (𝑧 − 1)(𝑧 + 𝑖)(𝑧 − 𝑖)
𝑦1 = 𝑦(1) = 0
Page 5
𝑧𝑘 𝑖𝑘 Application of z-transform to solve linear difference equations:
= 𝑙𝑖𝑚 =
𝑧→𝑖 (𝑧 − 1)(𝑧 + 𝑖) (𝑖 − 1)(2𝑖) The general form of a linear difference equation of 𝒓𝒕𝒉 order in the sequence
𝑖𝑘 (−1 − 𝑖) 1 𝒚𝒏 is
= × Since = −𝑖 and (𝑎 + 𝑖𝑏)(𝑎 − 𝑖𝑏) = 𝑎2 + 𝑏 2
2𝑖(−1 + 𝑖) (−1 − 𝑖) 𝑖 𝒂𝟎 𝒚𝒏+𝒓 + 𝒂𝟏 𝒚𝒏+𝒓−𝟏 + 𝒂𝟐 𝒚𝒏+𝒓−𝟐 + ⋯ + 𝒂𝒏 𝒚𝒏 = 𝒇(𝒏) ----------------->(1)
−𝑖(−1 − 𝑖)𝑖 𝑘 𝑖 𝑘 (𝑖 − 1) When 𝒏 = 𝟎, 𝟏, 𝟐 … …. and 𝒂𝟎 , 𝒂𝟏,…………. 𝒂𝒓 are constants
= = Since 𝑖 2 = −1
2(1 + 1) 4
1 To solve the difference equations applying z-transform on both
𝑅2 = (−1 + 𝑖)𝑖 𝑘
4 sides:
1
To replace 𝑖 by − 𝑖 weget, 𝑅3 = (−1 − 𝑖)(−𝑖)𝑘 Formula:
4
By method of residues, 𝑦𝑛 = Sum of Residues ] = 𝑍[𝐹(𝑧) − 𝑦0 ] where 𝑍[𝑦𝑛 ]= 𝐹(𝑧)
𝑍[𝑦𝑛+1(or)
= 𝑅1 + 𝑅2 + 𝑅3 𝑦1
EXAMPLES:
𝑍[𝑦 2
𝑛+2 ] = 𝑍 [𝐹(𝑍) − 𝑦0 − ]
1 1 1 𝑧
𝑦𝑘 = 𝑦(𝑘) = + (−1 + 𝑖)𝑖 𝑘 + (−1 − 𝑖)(−𝑖)𝑘 𝑦1 𝑦2
2 4 4 𝑍[𝑦𝑛+3 ] = 𝑍 3 [𝐹(𝑍) − 𝑦0 − − 2 ]
𝑧 𝑧
2
𝑍 Given that 𝑦(0) = 4, 𝑦(1) = 0 𝑎𝑛𝑑 𝑦(2) = 8
(𝑍 + 6 𝑍 + 9)𝐹(𝑍) =
𝑧−2 𝑍 3 [𝐹(𝑧)] − 4𝑍 3 − 𝑍 2 (0) − 8𝑍 − 3𝑍𝐹(𝑧) + 12𝑍 + 2𝐹(𝑍) = 0
𝑍 𝑍
𝐹(𝑍) = 2 = (𝑧−2)(𝑍+3)2 𝑍 3 [𝐹(𝑧)] − 3𝑍𝐹(𝑧) + 2𝐹(𝑍) = 4𝑍 3 + 8𝑍 − 12𝑍 = 4𝑍 3 − 4𝑍
(𝑧−2)(𝑍 +6 𝑍+9)
𝑓(𝑧) 1 (𝑧 3 − 3𝑧 + 2) 𝐹(𝑧) = 4𝑍 3 − 4𝑍
= (𝑧−2)(𝑍+3)2 -----------------> (1)
𝑧 4𝑧 (𝑧 2 − 1)
1 𝐴
Let (𝑧−2)(𝑍+3)2 = (𝑧−2) + (𝑧+3) + (𝑧+3)2
𝐵 𝐶 𝐹(𝑧) = 3 1 1 0 -3 -2
𝑧 − 3𝑧 + 2
0 1 1 -2
1 = 𝐴(𝑧 + 3)2 + 𝐵(𝑧 + 3)(𝑧 − 2) + 𝐶(𝑧 − 2)
𝐹(𝑧) 4𝑧 (𝑧 2 − 1)
Put 𝑧 = −3 ⇒ 1 = 𝐴(−3 + 3)2 + 𝐵(−3 + 3)(−3 − 2) + 𝐶(−3 − 2) = 3 1 1 1 -2 0
𝑧 𝑧 − 3𝑧 + 2
1 = −5𝐶 ⇒ 𝐶 = −1⁄5
2 4(𝑧 2 − 1) 0 1 2
Put 𝑧 = 2 ⇒ 1 = 𝐴(2 + 3) + 𝐵(0) + 𝐶(0) =
1 = 25𝐴 ⇒ 𝐴 = 1⁄25 (𝑧 − 1)2 (𝑧 + 2) 1 2 0
Equating coefficients of 𝑍 2 , 𝐵 = −1⁄25 4(𝑧 + 1)(𝑧 − 1)
= (𝑧 − 1)2 (𝑧 + 2)
(1) Becomes (𝑧 − 1)2 (𝑧 + 2)
𝑓(𝑧) 1 1 1
= − −
𝑧 25(𝑧−2) 25(𝑧+3) 5(𝑧+3)2 𝐹(𝑧) 4(𝑧 + 1)
𝑍 𝑍 𝑍 = … … (1)
𝑓(𝑧) = − − 𝑧 (𝑧 − 1)(𝑧 + 2)
25(𝑧−2) 25(𝑧+3) 5(𝑧+3)2
1 𝑍 1 𝑍 1 𝑍
𝑍[𝑦𝑛 ] = − − 4(𝑧+1) 𝐴 𝐵
25 (𝑧−2) 25 (𝑧+3) 5 (𝑧+3)2 Let (𝑧−1)(𝑧+2) = +
1 𝑍 1 𝑍 𝑧 −1 𝑍 𝑧−1 𝑧+2
𝑦𝑛 = 𝑧 −1 [(𝑧−2)] − 𝑧 −1 [(𝑧+3)] − [(𝑧−(−3))2]
25 25 5 4(𝑧 + 1) = 𝐴(𝑧 + 2) + 𝐵(𝑧 − 1)
1 1 1 1 −3𝑍
= 2𝑛 − (−3)𝑛 − ( ) 𝑧 −1 [(𝑧−(−3))2] Put 𝑧 = 1 ⇒ 4 (1 + 1) = 𝐴(1 + 2) + 𝐵(0)
25 25 5 −3
−1 −3𝑍 𝑛 8
∵𝑧 [(𝑧−(−3))2] = 𝑛(−3) ⇒ 8 = 𝐴. 3 ⇒ 𝐴 =
1 1 1
= 2𝑛 − (−3)𝑛 + ( ) 𝑛(−3)𝑛 [ 𝑎𝑧
] 3
25 25 15 −1 𝑛
𝑧 [ ] = 𝑛(𝑎) Put 𝑧 = −2 ⇒ 4 (−2 + 1) = 𝐴(0) + 𝐵(−2 − 1)
(𝑧−𝑎)2
𝑛 𝑛 𝑛
2 (−3) 𝑛(−3) 4
𝑦𝑛 = − +( ) ⇒ −4 = −3𝐵 ⇒ 𝐴 =
3
25 25 15
∴ (1) becomes
Problem 2: Solve the difference equation 𝒚𝒏+𝟑 -𝟑𝒚𝒏+𝟏 +𝟐𝒚𝒏 =0 given that 𝐹(𝑧) 8 1 4 1
𝒚(𝟎) = 𝟒, = +
𝑧 3 𝑧−1 3 𝑧+2
𝒚(𝟏) = 𝟎 𝒂𝒏𝒅 𝒚(𝟐) = 𝟖 [𝑨𝑼 𝟐𝟎𝟎𝟕, 𝟐𝟎𝟏𝟏]
8 𝑧 4 𝑧
Solution: ⇒ 𝐹(𝑧) = +
3 𝑧−1 3 𝑧+2
Given that 𝑦𝑛+3 -3𝑦𝑛+1 +2𝑦𝑛 =0
Page 7
8 𝑧 4 𝑧 4𝑧 3𝑧
⇒ 𝐹(𝑧) = + 𝐹(𝑧) = −
3 𝑧−1 3 𝑧+2 𝑧+1 𝑧+2
8 𝑧 4 𝑧 𝑧 𝑧
∴ 𝑧[𝑦(𝑛)] = + ∴ 𝑧[𝑢𝑛 ] = 4 −3
3 𝑧 − 1 3 𝑧 − (−2) 𝑧 − (−1) 𝑧 − (−2)
8 −1 𝑧 4 𝑧 𝑧 𝑧
⇒ [𝑦(𝑛)] = 𝑧 [ ] + 𝑧 −1 [ ] 𝑢𝑛 = 4𝑧 −1 [ ] − 3𝑧 −1 [ ]
3 𝑧−1 3 𝑧+2 𝑧— 1 𝑧— 2
8 𝑛 4 𝑢𝑛 = 4(−1)𝑛 − 3(−2)𝑛 , 𝑛 = 0,1,2 … ..
𝑦(𝑛) = (1 ) + (−2)𝑛 ; 𝑛 = 0,1,2, …
3 3
Problem 4: Using z-transform solve 𝒖𝒏+𝟐 + 𝟒𝒖𝒏+𝟏 + 𝟑𝒖𝒏 = 𝟑𝒏 with
Problem 3: Solve using z- transform 𝒖𝒏+𝟐 + 𝟑𝒖𝒏 + 𝟐𝒖𝒏 = 0 given 𝒖𝟎 = 𝒖𝟎 = 𝟎, 𝒖𝟏 = 𝟏[AU 2010,2011]
Solution: Given 𝑢𝑛+2 + 4𝑢𝑛+1 + 3𝑢𝑛 = 3𝑛
𝟏, 𝒖𝟏 = 𝟐 [𝑨𝑼 𝟏𝟗𝟗𝟗, 𝟐𝟎𝟏𝟏] Applying z – transform on both sides, 𝑧[𝑢𝑛+2] + 4𝑧[𝑢𝑛+1 ] + 3𝑧[𝑢𝑛 ] = [3𝑛 ]
Solution: Given 𝑢𝑛+2 + 3𝑢𝑛+1 + 2𝑢𝑛 = 0 𝑎𝑛𝑑 𝑢0 = 1, 𝑢1 = 2 𝑧
𝑧 2 [𝐹(𝑧)] − 𝑧 2 𝑢0 – z𝑢1 + 4[𝑧𝑓(𝑧) − 𝑧𝑢0 ] + 3𝐹(𝑧) =
𝑧−3
𝑧
𝑧 2 𝐹(𝑧) + 4𝑧𝐹(𝑧) + 3𝐹(𝑧) − 𝑧 2 𝑢0 – z𝑢1 + 4𝑧𝑢0 =
Applying z –transform on both sides, 𝑧−3
Given 𝑢0 = 0, 𝑢1 = 1
𝑧 [𝑢𝑛+2 + 3𝑢𝑛+1 + 2𝑢𝑛 ] = 0 𝑧
(𝑧 2 + 4𝑧 + 3) 𝐹(𝑧) − 𝑧 2 (0) − 𝑧(1) − 4(0) =
𝑧−3
⇒ 𝑧 [𝑢𝑛+2 ] + 3𝑧[𝑢𝑛+1 ] + 2𝑧[𝑢𝑛 ] = 0 𝑧
(𝑧 2 + 4𝑧 + 3) 𝐹(𝑧) − 𝑧 =
2 2 𝑧−3
⇒ 𝑧 𝐹(𝑧) – 𝑧 𝑢𝑜 – 𝑧𝑢1 + 3𝑧𝐹(𝑧) − 3𝑧𝑢0 + 2𝐹(𝑧) = 0 𝑧 𝑧+𝑧 2 −3𝑧
(𝑧 2 + 4z + 3) F(z) = + 𝑧=
Given 𝑢𝑜 = 1 , 𝑢𝑜 = 2 𝑧−3 𝑧−3
2 𝑧+𝑧 2 −3𝑧
⇒ 𝑧 2 𝐹(𝑧) – 𝑧 2 𝑢𝑜 – 𝑧𝑢1 + 3𝑧𝐹(𝑧) − 3𝑧𝑢0 + 2𝐹(𝑧) = 0 (𝑧 + 4z + 3) F(z) =
𝑧−3
2 2 𝐹(𝑧) 𝑧−2
⇒ 𝑧 𝐹(𝑧)– 3𝑧𝐹(𝑧) + 2𝐹(𝑧) – 𝑧 − 5𝑧 = 0 = − −→ (1)
𝑧 (𝑧 − 3)(𝑧 2 + 4z + 3)
⇒ (𝑧 2 + 3𝑧 + 2)𝐹(𝑧) = 𝑧 2 + 5𝑧 𝑧−2 𝑧−2
Let =
∴ 𝐹(𝑧) =
𝑧(𝑧+5) (𝑧 − 3)(𝑧 2 + 4z + 3) (𝑧 − 3)(𝑧 + 3)(𝑧 + 1)
𝑧 2 +3𝑧+2 𝐴 𝐵 𝐶
= + + → (2)
𝐹(𝑧) 𝑧(𝑧 + 5) (𝑧 + 5) 𝑧+1 𝑧+3 𝑧−3
= 2 = 𝑧 − 2 = 𝐴(𝑧 + 3) (𝑧 − 3) + 𝐵 (𝑧 + 1) (𝑧 − 3) + 𝐶 (𝑧 + 1) (𝑧 + 3)
𝑧 𝑧 + 3𝑧 + 2 (𝑧 + 1)(𝑧 + 2)
(𝑧+5) 𝐴 𝐵
Put 𝑧 = −1 .: −1 − 2 = 𝐴(−1 + 3) (−1 − 3)
Let (𝑧+1)(𝑧+2)
= + −8𝐴 = −3 ⇒
𝑧+1 𝑧+2
A = 3/8
𝑍 + 5 = 𝐴(𝑧 + 2) + 𝐵(𝑧 + 1)
Put 𝑧 = −3 .: −3 − 2 = 𝐵(−3 + 1) (−3 − 3)
𝑃𝑢𝑡 𝑧 = −1 ⇒ 4 = 𝐴(−2 + 1) + 𝐵(0) ⇒
−5 = 12𝐵 ⇒
𝑃𝑢𝑡 𝑧 = −2 ⇒ 3 = 𝐴(0) + 𝐵(−2 + 1) ⇒ A=4 Put 𝑧 = 3 B=-5/12
𝐹(𝑧) 4 3 B =- 24𝑐 = 1 ⇒
= −
𝑧 𝑧+1 𝑧+2 3 C =-1/24
Page 8
z-2 3 1 5 1 1 1 ⇒2A = 1 ⇒ A = 1/2
= . + . + . Equation coefficients of 𝑧 2 ⇒ 0 = 𝐴 + 𝐵 ⇒ 𝐵 = −𝐴 ⇒ 𝑐 = −1/2
(z-3)(z 2 + 4z = 3) 8 z + 1 12 z + 3 24 z-3
(1) becomes 1 −1 1
1 𝑧−
∴ = 2 2
+ 2 2
𝐹(𝑥) 3 1 5 1 1 1 (𝑧 − 1)(𝑧 2 + 1) 𝑧−1 𝑧 +1
= . − . +
𝑧 8 𝑧 + 1 12 𝑧 + 3 24 𝑧 − 3
3 𝑧 5 𝑧 1 𝑧 𝐹(𝑧) 1 1 1 𝑧 1 1
𝐹(𝑥) = . − . + = . − . − .
8 𝑧 + 1 12 𝑧 + 3 24 𝑧 − 3 𝑧 2 𝑧 − 1 2 𝑧2 + 1 2 𝑧2 + 1
3 𝑧 5 1 1 𝑧
𝑧[𝑢𝑛 ] = . − . + 𝐹(𝑧) 1 1 1 𝑧 1 1
8 𝑧 + 1 12 𝑧 + 3 24 𝑧 − 3 = . − . 2 − . 2
3 −1 𝑧 5 −1 𝑧 1 −1 𝑧 𝑧 2 𝑧−1 2 𝑧 +1 2 𝑧 +1
𝑢𝑛 = 𝑧 [ ]− 𝑧 [ ]+ 𝑧 [ ]
8 𝑧+1 12 𝑧+3 24 𝑥−3
3 𝑧 5 −1 𝑧 1 −1 𝑧 𝐹(𝑧) 1 1 1 𝑧2 1 1
= 𝑧 −1 [ ]− 𝑧 [ ]+ 𝑧 [ ] = . − . 2 − . 2
8 𝑧 − (−1) 12 𝑧 − (−3) 24 𝑥−3 𝑧 2 𝑧−1 2 𝑧 +1 2 𝑧 +1
3 5 1 𝑛
∴ 𝑢𝑛 = (−1)𝑛 − (−3)𝑛 + 3 , 𝑛 = 0,1,2 …
8 12 24 1 1 1 𝑧2 1 1
𝑧{𝑦(𝑘)] = . − . 2 − .
2 𝑧 − 1 2 𝑧 + 1 2 𝑧2 + 1
Problem 5: Solve 𝒚(𝒌 + 𝟐) + 𝒚(𝒌), 𝒚(𝟎) = 𝒚(𝟏) = 𝟎 [AU 2000,
1 −1 𝑧 1 𝑧2 1 𝑧
2012] 𝑌(𝑘) = 𝑧 [ ] − 𝑧 −1 [ 2 ] − 𝑧 −1 [ 2 ]
2 𝑧−1 2 𝑧 +1 2 𝑧 +1
Solution: Given 𝑦(𝑘 + 2) + 𝑦(𝑘) = 1
Applying z – transform 1 1 𝑘𝜋 1 𝑘𝜋
∴ 𝑌(𝑘) = (1)𝑘 − 𝑐𝑜𝑠 − 𝑠𝑖𝑛
𝑍[𝑦(𝐾 + 2) + 2 [𝑦(𝑘)] = 𝑧[1] 2 2 2 2 2
𝑧
𝑧 2 = 𝑓(𝑧) = 𝑧 2 (0) − 𝑧𝑦(1) + 𝐹(𝑧) = TRY YOURSELF
𝑧−1
Given 𝑦(0) = 𝑦(1) = 0 Problem 6: Using z – transform solve 𝒖𝒏+𝟐 − 𝟓𝒖𝒏+𝟏 + 𝟔𝒖𝒏 = 𝟒𝒏 given
that 𝒖(𝟎) = 𝟎 ; 𝒖(𝟏) = 𝟏
𝑍2 = (𝑧) − 𝑧2(0) − 𝑧(0) + 𝑓(𝑧) = 𝑧/𝑧 − 1 where 𝑓(𝑧) = 𝑧[𝑦(𝐾)]
[AU = 2001, 2008, 09,10]
(𝑧 2 + 1)𝐹(𝑥) = 𝑧/𝑧 − 1 Solution: Given 𝑢𝑛+2 − 5𝑢𝑛+1 + 6𝑢𝑛 = 4𝑛
𝐹(𝑧) 1 Apply z – transform on both sides we get
=
𝑧 (𝑧 − 1)(𝑧 2 + 1) 𝑍[𝑢𝑛 + 2] = 5𝑧[𝑢𝑛 + 1] + 6𝑧[𝑢𝑛 ] = 𝑧 [4𝑛]
1 𝐴 𝐵𝑧 + 𝑐 𝑧
= + 𝑍 2 𝐹(𝑧) = 𝑍 2 𝑢0 – 𝑧𝑢1 − 5[𝑧𝐹(𝑧) – 𝑢0 ] + 6𝐹(𝑧) =
(𝑧 − 1)(𝑧 2 + 1) 𝑧 − 1 𝑧 2 + 1 𝑧−4
Given 𝑢(0) = 0 ; 𝑢(1) = 1
=> 1 = 𝐴(𝑧 2 + 1) + (𝐵𝑧 + 𝑐(𝑧 − 1)
𝑧
Put 𝑧 = 1 ⇒ 1 𝐴(1 + 1) + 0 (z2-5z+6) = F(z).z0(0) - z(1) - 5(0) =
𝑧−4
Page 9
𝑧 2 𝑧 1 𝑧 1 𝑧
(z2-5z+6) F(z) = ∴ 𝐹(𝑧) = − + +
𝑧−4
(z2-5z+6) F(z) =
𝑧
+𝑧 5 𝑧 + 3 3 𝑧 + 1 15 𝑧 − 2
𝑧−4 −2 𝑧 1 𝑧 1 𝑧
𝑧+𝑧 2 −4𝑧 𝑍[𝑦𝑛 ] = + +
(z2-5z+6)F(z) = 5 𝑧— 3 3 𝑧— 1 15 𝑧 − 2
𝑧−4
𝑧 2 −3𝑧 −2 −1 𝑧 1 𝑧 1 −1 𝑧
F(z) = (𝑧−4)(𝑧 2 𝑦𝑛 = 𝑧 ( ) + 𝑧 −1 ( )+ 𝑧 ( )
−5𝑧+6) 5 𝑧— 3 3 𝑧— 1 15 𝑧−2
𝑧(𝑧−3) −2 1 1
F(z) = (𝑧−4)(𝑧−3)(𝑧−2) ∴ 𝑦𝑛 = (−3)𝑛 + (−1)𝑛 + (2)𝑛
𝐹(𝑧) 1 𝐴 𝐵 5 3 15
= = +
𝑧 (𝑧 − 4)(𝑧 − 2) 𝑧−4 𝑧−2
Problem 8: Solve the difference equation 𝒚(𝒏) + 𝟑𝒚(𝒏 − 𝟏) − 𝟒𝒚(𝒏 −
⇒ 1 = 𝑎(𝑧 − 2) + (𝑧 − 4)
𝟐) = 𝟎; n ≥ 2 given that
Put 𝑧 = 2 ⇒ −2𝐵 ⇒ 𝐵 = −1/2
𝒚(𝟎) = 𝟑 𝒂𝒏𝒅 𝒚(𝟏) = −𝟐 (AU2006)
Put 𝑧 = 4 ⇒ 2𝐴 = 1 ⇒ 𝐴 = 1/2
𝐹(𝑧) 1 1 1 1 Solution:
= . − . Hint: changing n to n+2 we get the usual form
𝑧 2 𝑧−4 2 𝑧−2
𝑧 𝑧 𝑦(𝑛 + 2) + 3𝑦(𝑛 + 1) − 4𝑦(𝑛) = 0, 𝑛 ≥ 0 [𝑛 + 2 ≥ 2, 𝑛 ≥ 0]
⇒ 𝐹(𝑧) = −
2(𝑧 − 4) 2(𝑧 − 2) Apply z-transform and given y(0) = 3 & y(1) = -2
𝑧 𝑧 (𝑧 2 + 3𝑧 + 4) 𝐹(𝑧) − 3𝑧 2 + 2𝑧 + 9𝑧 = 0
𝑍𝑢𝑛 = −
2(𝑧 − 4) 2(𝑧 − 2) 3𝑧 2 + 7𝑧
1 𝑧 1 𝑧 𝐹(𝑧) = 2
∴ 𝑢𝑛 = 𝑧 −1 ( ) − 𝑧 −1 ( ) 𝑧 + 3𝑧 − 4
2 𝑧−4 2 𝑧−2 𝑧 2𝑧
1 1 𝑧[𝑦(𝑛)] = +
∴ 𝑢 𝑛 = 4 𝑛 − 2𝑛 𝑧+4 𝑧−1
2 2 𝑧 𝑧
𝑦(𝑛) = 𝑧 −1 [ ] + 2 𝑧 −1 [ ]
𝑧 − (−4) 𝑧−1
𝑦(𝑛) = (−4)𝑛 + 2(1𝑛 ) = (−4)𝑛 + 2, 𝑛 = 0, 1, 2, … …
Problem 7: Using z- transform solve 𝒚𝒏+𝟐 + 4𝒚𝒏+𝟏 + 𝟑𝒚𝒏 = 𝟐𝒏 ;𝒚𝟎 = 𝟎 ,
𝒚𝟏 = 𝟏 [𝑨𝑼 𝟐𝟎𝟏𝟎] Problem 9: Solve by z-transform 𝒖𝒏+𝟐 − 𝟐𝒖𝒏+𝟏 + 𝒖𝒏 = 𝟐𝒏 with 𝒖𝟎 = 𝟎 ,
Hint : 𝑧[𝑦𝑛+2 ] + 4z[𝑦𝑛+1 ] + 3𝑧[𝑦𝑛 ] = [2𝑛 ] 𝒖𝟏 = 𝟏 [𝑨𝑼 𝟐𝟎𝟏𝟎]
Solution: Apply the formula and 𝑦0 = 0 , 𝑦1 = 1 Ans: 𝑢𝑛 = 2𝑛 + 1𝑛 − 2𝑛
𝑧
𝐹(𝑧) (𝑧 2 + 4𝑧 + 3) − 𝑧 =
𝑧−2
𝑧 𝑧 + 𝑧 2 − 2𝑧 𝑧(𝑧 − 1) Problem 10: Solve by z-transform 𝒚𝒏+𝟐 − 𝒚𝒏 = 𝟐𝒏 ; 𝒚𝟎 = 𝒚𝟏 = 𝟎 [AU2008]
(𝑧 2 + 4𝑧 + 3)𝐹(𝑧) = + 𝑧 = = Ans : 𝑦𝑛 =
1 1
(−1)𝑛 − +
1
2𝑛
𝑧−2 𝑧−2 𝑧−2 2 2 3
𝑧(𝑧 − 1)
(𝑧 + 3 ) (𝑧 + 1) 𝐹(𝑧) =
𝑧−2
𝐹(𝑧) (𝑧 − 1) (𝑧 − 1)
= =
𝑧 (𝑧 − 2)(𝑧 + 1)(𝑧 + 3) (𝑧 + 1)(𝑧 + 3)(𝑧 − 2)
𝐹(𝑧) 𝐴 𝐵 𝐶
= + +
𝑧 𝑧+3 𝑧+1 𝑧−2
Solving we get A = -2/5, B= 1/3, C = 1/15
Page 10
UNIVERSITY QUESTIONS Nov./Dec. 2014
Apr. /May. 2016 Part – A
𝑧
1. Prove that 𝑍[𝑎𝑛 𝑓(𝑛)] = 𝑓 [̅ ]
𝑎
Nov./Dec. 2015 1
2. ̅
If 𝑧[𝑓(𝑛)] = 𝑓(𝑧) then prove that 𝑧[𝑓(−𝑛)] = 𝑓 (̅ )
𝑧
Part – A
1
1. Find the Z- Transform of
𝑛+1
Part – B
2. State the final value theorem. In Z – Transforms 1. (i)Find the Z – Transform of 𝑐𝑜𝑠𝜔𝑡 and 𝑡 2 𝑒 −𝑡
Part – B (ii) Solve the equation 𝑦(𝑛 + 3) − 3𝑦(𝑛 + 1) + 2𝑦(𝑛) = 0 given that y(0)=4 ,
𝑧 3 +𝑧 y(1)=0 and y(2)=8
1. (i) If 𝑈(𝑧) = (𝑧−1)3 , find the value u0, u1 and u2
2. (i) State and prove final value theorem on Z – Transform
𝑧2
(ii) Use convolution theorem to evaluate 𝑍 −1 [ ] 8𝑧 2
(𝑧−3)(𝑧−4)
(ii) Using convolution theorem, find 𝑍 −1 [ ]
(2𝑧−1)(4𝑧+1)
2. (i) Using the inversion integral method (Residue Theorem), find the
𝑧2
inverse Z- Transform of 𝑈(𝑧) = (𝑧+2)(𝑧 2 Apr. /May. 2014
+4)
Page 11
Part – B April / May 2012
1
(a) (i) Find the 𝑍-transform of . Part – A
(𝑛+1)(𝑛+2)
𝑎𝑛
(ii) Using 𝑍-transform solve difference equation 𝑌𝑛+2 + 2𝑌𝑛+1 + 𝑌𝑛 = 𝑛 given 𝑓𝑜𝑟 𝑛 ≥ 0
1. Find the 𝑍-transform of 𝑥(𝑛) = { 𝑛!
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑌0 = 0 = 𝑌1 .
2. Solve 𝑦𝑛+1 − 2𝑦𝑛 = 0, given 𝑦0 = 3.
(b) (i) Form the difference equation from 𝑌(𝑛) = (𝐴 + 𝐵𝑛)2𝑛 .
𝑧2
Part – B
(ii)Using convolution theorem find 𝑍 −1 [ ].
(𝑧−1)(𝑧−3) (a) (i) Find 𝑍[𝑛(𝑛 − 1)(𝑛 − 2)].
April / May 2013 8𝑧 2
(ii) Using convolution theorem, find the inverse 𝑍-transform of .
(2𝑧−1)(4𝑧−1)
Part – A
(b) (i) Solve 𝑦(𝑘 + 2) + 𝑦(𝑘) = 1, 𝑦(0) = 𝑦(1) = 0, using 𝑍-transform.
1. Find 𝑍(𝑛).
𝑧
(ii) Solve 𝑦𝑛+2 + 𝑦𝑛 = 2𝑛 . 𝑛, using 𝑍-transform.
2. Obtain 𝑍 −1 [ ]
(𝑧+1)(𝑧+2) Nov./Dec. 2011
Part – B Part – A
𝑛𝜋
(a) (i) Find 𝑍(𝑐𝑜𝑠𝑛𝜃) and hence deduce 𝑍 (𝑐𝑜𝑠 ). 1
2 1. Find the 𝑍-transform of .
𝑛!
(ii) Using 𝑍-transform solve: 𝑦𝑛+2 − 3𝑦𝑛+1 − 10𝑦𝑛 = 0, 𝑦0 = 1 𝑎𝑛𝑑 𝑦1 = 0. 2. Form difference equation by eliminating constants from 𝑈𝑛 = 𝐴 2𝑛+1 .
(b) (i) State and prove the second shifting property of 𝑍-transform. Part – B
𝑧2
(ii) Using convolution theorem, find 𝑍 −1 [ ]. (a) (i) If 𝑍[𝑓(𝑛)] = 𝐹(𝑧), find 𝑍[𝑓(𝑛 − 𝑘)] and 𝑍[𝑓(𝑛 + 𝑘)].
(𝑧−𝑎)(𝑧−𝑏)
1. Find the 𝑍-transform of 𝑎𝑛 . (ii) Form the difference equation of second order by eliminating the arbitrary
2. Solve yn+1 − 2yn = 0, given that 𝑦(0) = 2. constants 𝐴 and 𝐵from 𝑦𝑛 = 𝐴(−1)𝑛 + 𝐵𝑛.
𝑛𝜋 𝑛𝜋 𝑛𝜋 Part – A
(a) (i) Find the 𝑍-transform of 𝑠𝑖𝑛2 ( )and 𝑐𝑜𝑠 ( + ).
4 2 4
1. Find the 𝑍-transform of 𝑎𝑛 .
𝑧2
(ii) Using convolution theorem, find the inverse 𝑍-transform of . 2. What advantage is gained when 𝑍-transform is used to solve difference
(𝑧+𝑎)2
(b) (i) Solve difference equation using 𝑍-transform 𝑦(𝑛+3) − 3𝑦(𝑛+1) + 2𝑦(𝑛) = 0 equation?
given that 𝑦0 = 4, 𝑦1 = 0, 𝑦2 = 8.
(ii) Solve 𝑦(𝑛+2) + 6𝑦(𝑛+1) + 9𝑦(𝑛) = 2𝑛 given that 𝑦0 = 𝑦1 = 0.
Page 12
Part – B Nov./Dec. 2009
𝑧2 Part – A
(a) (i) Using convolution theorem, find the inverse 𝑍-transform of .
(𝑧−1)(𝑧−3)
𝑧2
(ii) Find the 𝑍-transform of 𝑎𝑛 𝑐𝑜𝑠 𝑛𝜃and 𝑒 −𝑎𝑡 𝑠𝑖𝑛 𝑏𝑡. 1. Find the 𝐹(𝑧) = 1 1 3 , find𝑓(0).
(𝑧− )(𝑧− )(𝑧− )
2 4 4
(b) (i) Solve the difference equation 𝑦(𝑛 + 3) − 3𝑦(𝑛 + 1) + 2𝑦(𝑛) = 0, given 𝑎𝑛
𝑓𝑜𝑟 𝑛 ≥ 0
2. Find the 𝑍-transform of 𝑥(𝑛) = { 𝑛!
that 𝑦(0) = 4, 𝑦(1) = 0 𝑎𝑛𝑑 𝑦(2) = 8. 0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(ii) Derive the difference equation from 𝑦𝑛 = (𝐴 + 𝐵𝑛)(−3)𝑛 . Part – B
Nov./Dec. 2010 (a) (i) Find the inverse 𝑍-transform of
10𝑧
.
𝑧 2 −3𝑧+2
Part – A
(ii) Solve the equation 𝑢𝑛+2 + 6𝑢𝑛+1 + 9𝑢𝑛 = 2𝑛 given 𝑢0 = 𝑢1 = 0.
1. Define the unit step sequence. Write its 𝑍-transform. 𝑧2
(b) (i) Using convolution theorem, find the 𝑍 −1 of .
2. Form the difference equation by eliminating the arbitrary constants 𝐴from (𝑧−4)(𝑧−3)
𝑧 3 −20𝑧
𝑦𝑛 = 𝐴. 3𝑛 . (ii) Find the inverse 𝑍-transform of (𝑧−2)3
(𝑧−4)
.
Part – B Nov./Dec. 2011
(a) (i) Find the 𝑍-transform of 𝑐𝑜𝑠 𝑛𝜃and 𝑠𝑖𝑛 𝑛𝜃. Hence deduce the 𝑍-transforms Part – A
of 𝑐𝑜𝑠(𝑛 + 1)𝜃 and 𝑎𝑛 𝑠𝑖𝑛 𝑛𝜃 𝑎𝑛
1. Find the 𝑍-transform of .
𝑛!
𝑧(𝑧+1)
(ii) Find the inverse 𝑍-transform of 3
by residue method. 𝑧
(𝑧−1)
2. Find 𝑍 −1 [(𝑧−1)2].
(b) (i) Form the difference equation from the relation𝑦𝑛 = 𝑎 + 𝑏. 3𝑛 .
Part – B
(ii) Solve: yn+2 + 4yn+1 + 3yn = 2n , y0 = 0 and y1 = 1, using 𝑍-transform.
(a) Solve the equation 𝑦𝑛+2 + 4𝑦𝑛+1 − 5𝑦𝑛 = 24𝑛 − 8, given 𝑦0 = 3 & 𝑦1 = −5.
April / May 2010
(b) (i) State and prove convolution theorem on 𝑍-transformation. Find
Part – A
𝑧2
𝑛𝜋 𝑍 −1 [(𝑧−𝑎)(𝑧−𝑏)].
1. Find the 𝑍-transform of 𝑠𝑖𝑛 .
2
2𝑧 2 +5𝑧+14
2. Form the difference equation generated by 𝑦𝑛 = 𝑎𝑛 + 𝑏2𝑛 . (ii) If 𝑈(𝑧) = (𝑧−1)2
, evaluate 𝑢2 , 𝑢3 .
Part – B
(a) (i) Solve by 𝑍-transform 𝑢𝑛+2 − 2𝑢𝑛+1 + 𝑢𝑛 = 2𝑛 , 𝑢0 = 2 and 𝑢1 = 1.
𝑧 3
(ii) Using convolution theorem, find the inverse 𝑍-transform of ( ) .
𝑧−4
−1 𝑧(𝑧 2 −𝑧+2) −1 𝑧
(b) (i) Find 𝑍 [ ]and 𝑍 [ ].
(𝑧+1)(𝑧−1)2 (𝑧−1)(𝑧−2)