Lectures 8 & 9: The Z-transform.
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1 Lectures 8 & 9: The Z-transfor. 1. Definitions. The Z-transfor is defined as a function series (a series in which each ter is a function of one or ore variables: Z[] where is a C valued function f : N C. This series is defined for those C for which the series is absolutely convergent. We have the following result about convergence: Theore 1.1. Suppose that one of the following liits exists. Then the series R f li 1/, R f li f( + 1 Z[] is defined and absolutely convergent for all with > R f. Furtherore this series is analytic for these : this eans that the function F ( is infinitely differentiable with respect to with > R f and we also have F ( d d (i.e. the series is differentiable terwise for > R f. Proof: The series is a power series in ρ 1/. A power series a ρ is, as is well-nown, absolutely convergent for ρ < K where 1/K is one of the liits li a 1/, a +1 li a (reeber that we have K if one of these liits is, and we have K if one of the liits is. Then put a and R f 1/K and the first part of the result follows easily. Differentiability is ore coplicated to prove, and we give this proof in an appendix at the end of these notes. Exaple 1. 1,, 1, 2,... We have 1
2 2 c 27 P. Basarab-Horwath F ( for > 1 because then we have 1/ < 1 and the series is a geoetric series with quotient 1/ and first ter 1. Exaple 2.,, 1, 2,... In this case we find that for > 1 and then we see that F ( d d 1 Z[] d d Z[1] ( 1 2. The Z-transfor is a atheatical tool for solving so-called difference equations. Here is an exaple: f( , f(,, 1, 2,... In order to transfor this equation, we ust now what Z[f( + 1] is when we now F ( Z[]. We have Z[f( + 1] 1 ( F ( f( + 1 f( because f(. Transforing the equation then yields F ( F ( + by Exaple 1. A little algebra then gives 1 f( F ( ( 1 Z[] 2 fro which it follows that. This last step follows fro the following result: Theore 1.2. (Uniqueness Theore. If F ( and G( are Z-transfors of the functions and g( respectively, and if F ( G( for all > R for soe R >, then g( for all, 1, 2,...
3 c 27 P. Basarab-Horwath 3 Proof: If we have a power series and a w a w for all w with w < K for soe R >, then a,, 1, 2,.... Thus, if F ( G( for all > R for soe R >, then we have g( ( g( for all > R. Now put w 1/ and a g( and we find that for w < K 1/R a w whence a,, 1,.... Hence, g(,, 1,.... As you can see fro the arguent, this result is fundaental in the solution: we are able to associate a unique function to a given series in 1/. Another useful result is the following: Theore 1.3. If we are given a function F ( which is analytic for all with > R for soe R >, and if F ( A as where A C, then there is a unique function f : N C so that F ( for all with > R. That is, F ( is the Z-transfor of a unique function f : N C. The proof of this result requires coplex analysis, so we oit it here. However, we note one crucial property of F (: in the theore we have the condition F ( A as where A C. If this fails to be satisfied, then F ( is not the Z-transfor of any function. This is a useful test to apply, in order to chec whether your calculations are reasonable. For instance, + 1, satisfy the test (and are definitely analytic for > 1 so they are Z-transfors of functions, whereas does not satisfy the test. The result we use here is forulated as follows: Proposition 1.1. If F ( Z[] for all with > R f for soe R f >, then F ( f( as. a
4 4 c 27 P. Basarab-Horwath Proof: Put w 1/, then w when. We then have F ( G(w w for w < R f. Now, this series converges uniforly for all w a for any a < R f, and consequently G(w is a continuous function of w for w < R f. Hence G(w G( f( as w. That is, F ( f( as. Exaple 3: 1, 1, 2,..., f(. In this case we find that F ( 1 log(1 1 för > 1. Here we have used the Maclaurin expansion for t < 1. log(1 + t ( 1 t 1 Exaple 4: 1! for, 1, 2,.... Then för >. F ( (1/ e 1/! Exaple 5: We define δ(, ; δ( 1. A siple calculation gives Z[δ(] 1. Further, we define for fixed N functions δ(, ; δ( 1,. This gives Z[δ( ] Rules of calculation and anipulation. To handle the Z-transfor we need soe basic properties. First is the following: Theore 2.1. If the functions f and g on N have Z-transfors F (, G( for > R f and > R g respectively, then the following results hold: Z[c]( cf (, c C, > R f Z[ + g(]( F ( + G(, > ax(r f, R g. Proof: The proofs are eleentary calculations using the definition of the Z-transfor. In the following Theore we prove soe siple rules of calculation which are used to siplify calculations. Theore 2.2. If F ( Z[] and G( Z[g(] then the following hold: (1 For g( a with a > one has G( F ( a. (2 For g( f( + with a positive integer, one has
5 c 27 P. Basarab-Horwath 5 G( F ( f( 1 f(1 f( 1. (3 For g( f( with a positive integer, one has G( F ( + +1 f( f( f(. (4 For g( with a positive integer, one has G( F (. (5 If g( χ( f( then G( F ( Proof: If g( a then we have G( For g( f( + one has a ( a F ( a. G( f( + ( 1 F ( f( 1 f(1 f( 1. The case of g( f( is dealt with in a siilar anner. Case (4 is left to you as an exercise. If g( χ( f( then we have G( f( χ( f( + F (. Proposition 2.1. If g( then we have G( d d F (.
6 6 c 27 P. Basarab-Horwath Proof: This is a siple calculation: G( d d ( d d d d F (. The penultiate step (replacing the su of derivatives by the derivative of the su is allowed for > R f (where the Z-transfor of is defined and analytic and absolutely convergent. This result relates the ultiplication by the variable to the derivative of the Z- transfor of, and it is the analogy of the corresponding results for the Fourier and Laplace transfors. We have the following useful results Proposition 2.2. Z[a ] a Z[a a ] ( a 2 Z[ 2 a ] a2 + a 2 ( a 3. Proof: These are left as exercises using Proposition 2.1. We also have the following rules for calculation: Proposition 2.3. [( ] + Z a +1 2, 3,... ( a +1 [( ] Z a a, 1, 2,... ( a +1 [( ] + n Z a a n n+1 2, 3,... ; n 1,...,. ( a +1 Proof: We first prove [( Z ] and leave the other calculations ( as exercises. We have, noting that when <, ( 1 +1
7 c 27 P. Basarab-Horwath 7 [( Z ] ( 1 [w 1/] ( w 1! 1! ( w! (!! w ( 1... ( + 1w w 1! w 1 d w! dw d dw (w d 1 d w! dw 1!! w dw (w ( w ( 1 1 w (1 w +1 w (1 w +1 [w 1/] ( In the above calculation we have used the following facts, which are easily verified using atheatical induction: d dw (w ( 1... ( + 1w, ( Next, use the rule Z[a ]( F to obtain a [( ] Z a The other forulas are proved in the sae way. Finally we have d ( 1 dw 1 w a ( a +1. 1! (1 w. +1
8 8 c 27 P. Basarab-Horwath Proposition 2.4. Z[cos α] 2 cos α 2 2 cos α + 1 sin α Z[sin α] 2 2 cos α + 1 Z[cos(α + β] 2 cos β cos(α β 2 2 cos α + 1 Z[sin(α + β] 2 sin β + sin(α β. 2 2 cos α + 1 Proof: First calculate Z[e iα ] and then apply this to cos α, sin α. The rest is left as an exercise. 3. Inverse Z-transfor. The result we wish to record here is the following: Theore 3.1. If, g( are two C-valued functions on N such that their Z- transfors satisfy F ( G( for all > R for soe R >, then g( for all N. Proof: This follows fro Theore Convolution. We define the convolution of two functions, g( are two functions on N as follows: Then we have: Theore 4.1. Proof: h( (f g( f( g(. H( Z[(f g]( F (G(. H( h( l+n f( g( l+n f(ng(l f(n n g(l l f(n n n l F (G(. g(l l
4 = (0.02) 3 13, = 0.25 because = 25. Simi-
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