ESE 531: Digital Signal Processing

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1 ESE 531: Digital Signal Processing Lec 6: January 31, 2017 Inverse z-transform

2 Lecture Outline! z-transform " Tie up loose ends " Regions of convergence properties! Inverse z-transform " Inspection " Partial fraction " Power series expansion! z-transform of difference equations 2

3 z-transform 3

4 z-transform! Define the forward z-transform of x[n] as! The core basis functions of the z-transform are the complex exponentials z n with arbitrary z C; these are the eigenfunctions of LTI systems for infinite-length signals! Notation abuse alert: We use X(#) to represent both the DTFT X(ω) and the z-transform X(z); they are, in fact, intimately related 4

5 Transfer Function of LTI System! We can use the z-transform to characterize an LTI system! and relate the z-transforms of the input and output 5

6 Region of Convergence (ROC) 6

7 Region of Convergence (ROC) 7

8 Properties of ROC! For right-sided sequences: ROC extends outward from the outermost pole to infinity " Examples 1,2! For left-sided: inwards from inner most pole to zero " Example 3! For two-sided, ROC is a ring - or do not exist " Examples 4,5 8

9 Properties of ROC! For finite duration sequences, ROC is the entire z- plane, except possibly z=0, z= " Example 6 9

10 Revisit: ROC Example 6! What is the z-transform of x 6 [n]? ROC? x 6 [n] = a n u[n]u[ n + M 1] finite length sequence 10

11 Revisit: ROC Example 6! What is the z-transform of x 6 [n]? ROC? x 6 [n] = a n u[n]u[ n + M 1] X 6 (z) = 1 am z M 1 az 1 M 1 k=1 = (1 ae j 2πk M z 1 ) Zero cancels pole 11

12 Revisit: ROC Example 6! What is the z-transform of x 6 [n]? ROC? x 6 [n] = a n u[n]u[ n + M 1] Zero cancels pole X 6 (z) = 1 am z M 1 az 1 M 1 k=1 = (1 ae j 2πk M z 1 ) M=100 12

13 Formal Properties of the ROC! PROPERTY 1: " The ROC will either be of the form 0 < r R < z, or z < r L <, or, in general the annulus, i.e., 0 < r R < z < r L <.! PROPERTY 2: " The Fourier transform of x[n] converges absolutely if and only if the ROC of the z-transform of x[n] includes the unit circle.! PROPERTY 3: " The ROC cannot contain any poles.! PROPERTY 4: " If x[n] is a finite-duration sequence, i.e., a sequence that is zero except in a finite interval - < N 1 < n < N 2 <, then the ROC is the entire z- plane, except possibly z = 0 or z =. 13

14 Formal Properties of the ROC! PROPERTY 5: " If x[n] is a right-sided sequence, the ROC extends outward from the outermost finite pole in X(z) to (and possibly including) z =.! PROPERTY 6: " If x[n] is a left-sided sequence, the ROC extends inward from the innermost nonzero pole in X(z) to (and possibly including) z=0.! PROPERTY 7: " A two-sided sequence is an infinite-duration sequence that is neither right sided nor left sided. If x[n] is a two-sided sequence, the ROC will consist of a ring in the z-plane, bounded on the interior and exterior by a pole and, consistent with Property 3, not containing any poles.! PROPERTY 8: " The ROC must be a connected region. 14

15 Example: ROC from Pole-Zero Plot! How many possible ROCs? Im z-plane Unit circle a b c Re 15

16 Example: ROC from Pole-Zero Plot ROC 1: right-sided Unit circle Im z-plane a b c Re 16

17 Example: ROC from Pole-Zero Plot ROC 2: left-sided Unit circle Im z-plane a b c Re 17

18 Example: ROC from Pole-Zero Plot ROC 3: two-sided Unit circle Im z-plane a b c Re 18

19 Example: ROC from Pole-Zero Plot ROC 4: two-sided Unit circle Im z-plane a b c Re 19

20 Example: Pole-Zero Plot! H(z) for an LTI System " How many possible ROCs? Im z-plane Unit circle -2 1/2 Re 20

21 Example: Pole-Zero Plot! H(z) for an LTI System " How many possible ROCs? " What if system is stable? Unit circle Im z-plane -2 1/2 Re 21

22 BIBO Stability Revisited H(e jω ) = k= h[k] e jωk 22

23 Example: Pole-Zero Plot! H(z) for an LTI System " How many possible ROCs? " What if system is causal? Unit circle Im z-plane -2 1/2 Re 23

24 Inverse z-transform

25 Inverse z-transform 25

26 Inverse z-transform! Ways to avoid it: " Inspection (known transforms) " Properties of the z-transform " Partial fraction expansion " Power series expansion 26

27 Inspection 27

28 Properties of z-transform! Linearity: ax 1 [n]+ bx 2 [n] ax 1 (z) + bx 2 (z)! Time shifting: x[n] X (z) x[n n d ] z n d X (z)! Multiplication by exponential sequence x[n] X (z) z n 0 x[n] X z z 0 28

29 Properties of z-transform! Time Reversal:! Differentiation of transform: x[n] X (z)! Convolution in Time: y[n] = x[n] h[n] x[n] X (z) x[ n] X (z 1 ) nx[n] z Y (z) = X (z)h(z) dx (z) dz ROC Y at least ROC x ROC H 29

30 Partial Fraction Expansion! Let X (z) = M k=0 N k=0 b k z k a k z k = z N M k=0 N z M k=0 b k z M k a k z N k! M zeros and N poles at nonzero locations 30

31 Partial Fraction Expansion X (z) = M k=0 N k=0 b k z k a k z k = z N M k=0 N z M k=0 b k z M k a k z N k! Factored numerator/denominator X (z) = b 0 a 0 M k=1 N k=1 (1 c k z 1 ) (1 d k z 1 ) 31

32 Partial Fraction Expansion! If M<N and the poles are 1 st order X (z) = b 0 a 0 M k=1 N k=1 (1 c k z 1 ) (1 d k z 1 ) = N A k k=11 d k z 1! where A k = (1 d k z 1 )X (z) z=d k 32

33 Example: 2 nd- Order z-transform! 2 nd -order = two poles X (z) = z z 1, ROC = z : 1 2 < z 33

34 Example: 2 nd- Order z-transform! 2 nd -order = two poles X (z) = z z 1, ROC = z : 1 2 < z X (z) = A z 1 + A z 1 34

35 Example: 2 nd- Order z-transform! 2 nd -order = two poles A k = (1 d k z 1 )X (z) z=d k X (z) = A z 1 + A z 1 A 1 = (1 1 4 z 1 )X (z) z=1/4 = (1 1 4 z 1 ) (1 1 4 z 1 )(1 1 2 z 1 ) z=1/4 = 1 A 2 = (1 1 2 z 1 )X (z) z=1/2 = (1 1 2 z 1 ) (1 1 4 z 1 )(1 1 2 z 1 ) z=1/2 = 2 35

36 Example: 2 nd- Order z-transform! 2 nd -order = two poles Right sided X (z) = z z 1, ROC = z : 1 2 < z x[n] = 1 n 4 u[n]+ 2 1 n 2 u[n] 36

37 Partial Fraction Expansion! If M N and the poles are 1 st order X (z) = N B r z r A + k r=0 k=11 d k z 1 M N! Where B k is found by long division A k = (1 d k z 1 )X (z) z=d k 37

38 Example: Partial Fractions! M=N=2 and poles are first order X (z) = 1+ 2z 1 + z z z 2, ROC = { z : 1< z } = (1+ z 1 ) 2 (1 1 2 z 1 )(1 z 1 ) 38

39 Example: Partial Fractions! M=N=2 and poles are first order X (z) = 1+ 2z 1 + z z z 2, ROC = { z : 1< z } = (1+ z 1 ) 2 (1 1 2 z 1 )(1 z 1 ) X (z) = B 0 + A 1 A z 1 2 z 1 39

40 Example: Partial Fractions! M=N=2 and poles are first order X (z) = B 0 + A 1 A z, 1 2 z 1 ROC = { z : 1< z } 1 2 z z 1 +1 z 2 + 2z 1 +1 z 2 3z z

41 Example: Partial Fractions! M=N=2 and poles are first order X (z) = B 0 + A 1 A z, 1 2 z 1 1+5z 1 X (z) = 2 + (1 1 2 z 1 )(1 z 1 ) ROC = { z : 1< z } 1 2 z z 1 +1 z 2 + 2z 1 +1 z 2 3z z

42 Example: Partial Fractions! M=N=2 and poles are first order X (z) = z, 1 2 z 1 ROC = { z : 1< z } x[n] = 2δ[n] 9 1 n 2 u[n]+8u[n] 42

43 Power Series Expansion! Expansion of the z-transform definition X (z) = n= x[n]z n =!+ x[ 2]z 2 + x[ 1]z + x[0]+ x[1]z 1 + x[2]z 2 +! 43

44 Example: Finite-Length Sequence! Poles and zeros? X (z) = z z 1 (1+ z 1 )(1 z 1 ) = z z z 1 44

45 Example: Finite-Length Sequence! Poles and zeros? X (z) = n= X (z) = z z 1 (1+ z 1 )(1 z 1 ) x[n]z n = z z z 1 =!+ x[ 2]z 2 + x[ 1]z + x[0]+ x[1]z 1 + x[2]z 2 +! 45

46 Example: Finite-Length Sequence! Poles and zeros? X (z) = n= X (z) = z z 1 (1+ z 1 )(1 z 1 ) x[n]z n = z z z 1 x[n] = 1, n = 2 1 2, =!+ x[ 2]z 2 + x[ 1]z + x[0]+ x[1]z 1 + x[2]z 2 +! n = 1 1, n = 0 1 2, n =1 0, else 46

47 Example: Finite-Length Sequence! Poles and zeros? X (z) = z z 1 (1+ z 1 )(1 z 1 ) = z z z 1 x[n] = 1, n = 2 1 2, n = 1 1, n = 0 1 2, n =1 0, else = δ[n + 2] 1 2 δ[n +1] δ[n]+ 1 δ[n 1] 2 47

48 Example: Finite-Length Sequence! Poles and zeros? X (z) = z z 1 (1+ z 1 )(1 z 1 ) = z z z 1 x[n] = 1, n = 2 1 2, n = 1 1, n = 0 1 2, n =1 0, else = δ[n + 2] 1 2 δ[n +1] δ[n]+ 1 δ[n 1] 2 48

49 Reminder: Difference Equations! Accumulator example y[n] = n k= y[n] = x[n]+ x[k] n 1 k= x[k] y[n] = x[n]+ y[n 1] y[n] y[n 1] = x[n] N a k y[n k] = b m x[n m] k=0 M m=0 49

50 Difference Equation to z-transform N a k y[n k] = b m x[n m] k=0 M m=0 N a y[n] = k y[n k] + k=1 a 0 M k=0 b k a 0 x[n m]! Difference equations of this form behave as causal LTI systems " when the input is zero prior to n=0 " Initial rest equations are imposed prior to the time when input becomes nonzero " i.e y[-n]=y[-n+1]= =y[-1]=0 50

51 Difference Equation to z-transform N a y[n] = k y[n k] + k=1 a 0 M k=0 b k a 0 x[n m] N a Y (z) = k z k Y (z) + k=1 a 0 M k=0 b k a 0 z k X (z) 51

52 Difference Equation to z-transform N a y[n] = k y[n k] + k=1 a 0 M k=0 b k a 0 x[n m] N a Y (z) = k z k Y (z) + k=1 a 0 M k=0 b k a 0 z k X (z) N a M k b z k Y (z) = k z k X (z) Y (z) = k=0 a 0 k=0 a 0 M ( b k ) z k m=0 N a k k=0 ( ) z k X (z) 52

53 Difference Equation to z-transform N a y[n] = k y[n k] + k=1 a 0 M k=0 b k a 0 x[n m] N a Y (z) = k z k Y (z) + k=1 a 0 M k=0 b k a 0 z k X (z) N a M k b z k Y (z) = k z k X (z) Y (z) = k=0 a 0 k=0 a 0 H(z) = M ( b k ) z k m=0 N a k k=0 ( ) z k M ( b k ) z k m=0 N a k k=0 ( ) z k X (z) 53

54 Example: 1 st -Order System y[n] = ay[n 1]+ x[n] H(z) = M ( b k ) z k m=0 N a k k=0 ( ) z k H(z) = 1 b 0 1 az 1 a 0 a 1 54

55 Example: 1 st -Order System y[n] = ay[n 1]+ x[n] H(z) = M ( b k ) z k m=0 N a k k=0 ( ) z k H(z) = 1 1 az 1 h[n] = a n u[n] Why right sided? 55

56 Big Ideas! z-transform " Draw pole-zero plots " Must specify region of convergence (ROC) " ROC properties! z-transform properties " Similar to DTFT! Inverse z-transform " Avoid it! " Inspection, properties, partial fractions, power series! Difference equations easy to transform 56

57 Admin! HW 2 due Friday at midnight! Shlesh Office hours Location Change " T 6-8pm Th 1-3pm at Education Commons Rm 235 " Updated on course website and piazza 57

ESE 531: Digital Signal Processing

ESE 531: Digital Signal Processing Lec 6: January 30, 2018 Inverse z-transform Lecture Outline! z-transform " Tie up loose ends " Regions of convergence properties! Inverse z-transform " Inspection " Partial