control systems analysis and design
TRANSCRIPT
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2. Z-transform and theorem
Gc(z) ZOH GP(s)R(z)E(z) M(z)
GHP(z)
Computer system
Y(z)
Plant
A/D D/A
Gc(s) GP(s)
R(s) E(s) M(s) Y(s)
Controller Plant
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2. Z-transform and theorem
time
f(t)
Time kT
f(kT)
A/D
Time kT
f(kT)
D/A
Time kT
f(kT)
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2. Z-transform and theorem
How can we represent the sampled data
mathematically?
For continuous time system, we have a
mathematical tool Laplace transform. It
helps us to define the transfer function of a
control system, analyse system stability anddesign a controller. Can we have a similar
mathematical tool for discrete time system?
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2.1 Z-transform
For a continuous signal f(t), its sampled data can bewritten as,
Then we can define Z-transform of f(t) as
where z-1 represents one sampling period delay intime.
0 )()2()()0()()( ns nTfTfTffkTftf
21
0
)2()()0(
)()]([)]([)(
zTfzTff
znTfnTfZtfZzFn
n
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2.1 Z-transform
Solution:
Example 1: Find the Z-transform of unit step
function. f(t)
t
kT
f(kT)
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2.1 Z-transform
Apply the definition of Z-transform, we have
1
21
32
21
0
1
11)(
1
1
)()]([)]([)(
zzzzF
q
aaqaqaqa
zz
zkTfkTfZtfZzF k
k
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2.1 Z-transform
Another method
1
1
3212111
21
0
1
1)(1)()(
)1()(
1
)()]([)]([)(
zzFzFzzF
zzzzzzzFz
zz
zkTfkTfZtfZzF k
k
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2.1 Z-transform
Example 2: Find the Z-transform of a
exponential decay.
Solution:
f(t)
t
1
221
0
1
1)(
1
)]([)(
)(
ze
zF
zeze
zekTfZzF
ekTf
aT
aTaT
k
kakT
akT
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2.1 Z-transform
Exercise 1: Find the Z-transform of a
exponential decay f(t)=e-at using other
method. f(t)
t
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2.1 Z-transform
Example 3: Find the Z-transform of a cosine
function.
Solution: As
2sin;2cos
sincos;sincos
j
eet
eet
tjtetjte
tjtjtjtj
tjtj
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2.1 Z-transform
21
1
21
1
211
11
11
11
11
1
cos21
cos1
)cos21(2cos22
)(1)(2
21
)1)(1(
11
2
1
1
1
1
1
2
1)(
1
1
][
])[][(2
1
2][cos)(
zTz
Tz
zTzTz
zzezezeze
zeze
zeze
zezezF
zeeZ
eZeZee
ZkTZzF
TjTj
TjTj
TjTj
TjTj
TjTj
aT
at
tjtjtjtj
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2.1 Z-transform
Exercise 2: Find the Z-transform for decayed
cosine function tetf at cos)(
221
1
cos21
cos1)(
zeTez
TezzF
aTaT
aT
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2.1 Z-transform
Example 4: Find the Z-transform for
Solution:
atetf 1)(
)1)(1(
)1(
1
1
1
1)(
1
1
][;1
1
][]1[
][]1[1)]([)(
11
1
11
11
zez
ze
zezzF
zeeZzstepZZ
eZZeZkTfZzF
aT
aT
aT
aT
at
atat
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2.1 Z-transform
Exercise 3: Find the Z-transform for
attetf )(
21
1
)1()(
aT
aT
ez
eTzzF
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2.2 Z-transform theorems
Linearity: If f(t) and g(t) are Z-transformable
and and are scalar, then the linear
combination f(t)+g(t) has the Z-transform
Z[f(t)+g(t)]= F(z)+ G(z)
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2.2 Z-transform theorems
Shifting Theorem:
Given that the Z-transform of f(t) is F(z), find
the Z-transform for f(t-nT).
f(t)
t
f(t-nT)
tnT
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2.2 Z-transform theorems
If f(t)=0 for t
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2.2 Z-transform theorems
Defining m=k-n, we have
Since f(mT)=0 for m
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2.2 Z-transform theorems
Final value theorem:Suppose that f(t), where f(t)=0
for t
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0
)()]([)(k
kzkTftfZzF
)()()]()([ 22112211 zFkzFktfktfkZ
)()]([ aTat zeFtfeZ
)()]([a
zFtfaZ t
)()]([ zFzkTtfZ k
])()([)]([1
0
n
k
kk zkTfzFzkTtfZ
)()1()]1()([ 1 zFztftfZ
10 1
)()(
z
zFdfZ
t
)()1(lim)( 11
zFzfz
)(lim)0( zFfz
Theorem Name
Definition
Linearity
Multiply by e-at
Multiply by at
Time Shift 1
Time Shift 2
Differentiation
Integration
Final Value
Initial Value
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s
111
1z
2
1
s 21
1
)1(
z
Tz
as
111
1 ze aT
)( ass
a
)1)(1(
)1(11
1
zez
zeaT
aT
ab
ee btat
))((
1
bsas
)1)(1(
)(111
1
zeze
zee
ab bTaT
bTaT
22
s21
1
cos21
sin
zTz
Tz
22s
s
21
1
cos21
cos1
zTz
Tz
22)(
as 221
1
cos21
sin
zeTez
TezaTaT
aT
22
)(
as
as
221
1
cos21
cos1
zeTez
TezaTaT
aT
f(t) F (s) F(z)
(t) 1 1
u(t)
t
e-at
1e-at
sint
cost
e-atsint
e-atcost
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2.3 Z-transform examples
Example 1: Assume that f(k)=0 for k
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2.3 Z-transform examples
)1()21(
2
13
211
)21(9]3[]2[)]2(9[)(
)21(
9
1)-(z/2
)2/(
2
9]2[
2
9]229[)]2(9[
211
12/2/]12[]2[
)1()1(
Tz Z[t];
1z-1
1 Z[1];)]([
]3[]2[)]2(9[]32)2(9[)(
121
2
1121
11
21
1
2
11
1
221
1-
1-
11
zz
z
zzzzZZkZzF
z
zzkZkZkZ
zzzZZ
z
Tz
zz
z
a
zFtfaZ
ZZkZkZzF
kk
kkk
kk
t
kkkk
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2.3 Z-transform examples
Example 2: Obtain the Z-transform of the
curve x(t) shown below.
0 1 2 3 4 5 6 7 8
1
t
f(t)
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2.3 Z-transform examples
Solution:From the figure, we have
K 0 1 2 3 4 5 6
f(k) 0 0 0 1/3 2/3 1 1Apply the definition of Z-transform, we have
)1(313
2z
)1(3
2z
3
2
3000)()(
1
543
1
543-
21543-
6543
0
z
zzz
z
zz
zzzz
zzzz
zkfzF
k
k
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2.3 Z-transform examples
Example 3: Find the Z-transform of
Solution: Apply partial fraction to make F(s) as a
sum of simpler terms.
)()(
2
2
ass
asF
)1()1(
])1()1[(
1
1
1
1
)1(
]1
[]1[][)]([)(
11
)()(
121
11
1121
1
2
2
32
2
1
2
2
zez
zzaTeeeaT
zezz
aTz
asZ
sZ
s
aZsFZzF
asss
a
as
k
s
k
s
k
ass
asF
aT
aTaTaT
aT
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2.4 Inverse Z-transform
The inverse Z-transform: When F(z), the Z-
transform of f(kT) or f(t), is given, the operation
that determines the corresponding time sequencef(kT) is called as the Inverse Z-transform. We
label inverse Z-transform as Z-1.
n
no
m
mo
n
no
m
mo
zazaza
zbzbzbbZzFZkTf
zazaza
zbzbzbbtfZkTfZzF
2
1
1
2
2
1
111
2
1
1
2
2
1
1
1)]([)(
1
)]([)]([)(
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2.4 Inverse Z-transform
Z-transform
=Inverse Z-transform
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2.4 Inverse Z-transform
The inverse Z-transform can yield the
corresponding time sequence f(kt) uniquely.
However, it says nothing about f(t). There mightbe numerous f(t) for a given f(kT).
f(t)
t0 T 2T 3T 4T 5T 6T
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2.4 Inverse Z-transform
x(kT) f(t)Zero-orderHold
Low-pass
Filter
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2.5 Methods for Inverse Z-transform
How can we find the time sequence for a
given Z-transform?
1) Z-transform table
Example 1: F(z)=1/(1-z-1), find f(kT).
F(z)=1+z-1+z-2+z-3+
f(kT)=Z-1[F(z)]=1, for k=0, 1, 2,
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2.5 Inverse Z-transform examples
Example 2: Given ,
Find f(kT).
Solution: Apply partial-fraction-expansion tosimplify F(z), then find the simpler terms from
the Z-transform table.
Then we need to determine k1and k2
)1)(1(
)1()(
11
1
zez
zezF
aT
aT
12
11
11
1
11)1)(1(
)1()(
ze
k
z
k
zez
zezF aTaT
aT
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2.5 Inverse Z-transform examples
Multiply (1-z-1) to both side and let z-1=1, we have
1
2
1
1
11
1
11)1)(1(
)1()(
ze
k
z
k
zez
zezF
aTaT
aT
11
)1(
1
)1(
1
)1(
11)1(
)1)(1(
)1()1(
1
1
1
11
2
1
11
1
1
2
1
11
11
11
1
z
aT
aT
aTaT
aT
aTaT
aT
ze
zek
ze
kzk
ze
ze
ze
k
z
kz
zez
zez
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2.5 Inverse Z-transform examples
Similar as the above, we let multiply (1-e-aTz-1) to
both side and let z-1=eaT, we have
Finally, we have
11
)1(
1
)1(
1
)1(
11)1()1)(1(
)1()1(
1
1
1
221
1
1
1
1
12
111
11
1
1
aTez
aTaTaT
aTaT
aT
aT
aT
z
zekk
z
kze
z
ze
ze
k
z
kzezez
zeze
0,1,2,k,1)(
1
1
1
1
)1)(1(
)1()(
1111
1
akT
aTaT
aT
ekTf
zezzez
zezF
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2.5 Inverse Z-transform examples
Exercise 4: Given the Z-transform
Determine the initial and final values of f(kT), the
inverse Z-transform of F(z), in a closed form.
Hint: Partial-fraction-expansion, then use Z-transform table, and finally applying initial &
final value theorems of Z-transform.
)4.03.11)(1(
)(211
1
zzz
zzF
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2.5 Inverse Z-transform examples
2) Direct division method
Example 1:F(z)=1/(1+z-1), find f(kT).
1
1
11
1
1
1
-z
z
z
1
2
21
1
1
1 1
1
11
z
z
zz-z
z
z
-
21
2
21
1
1
11
1
11zz
z
zz
-z
z
z
-
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2.5 Inverse Z-transform examples
Finally, we obtain: F(z)=1-z-1+z-2-z-3+
K = 0 1 2 3
F(kT)= 1 -1 1 -1
Example 2: Given ,
Find f(kT).Solution: Dividing the numerator by the
denominator, we obtain
21
1
)1(
21)(
z
zzF
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21
54
543
43
432
32
321
21
21
121
741
1013
102010
710
7147
47
484
4
21
2121
zz
zz
zzz
zz
zzz
zz
zzz
zz
zz
zzz
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2.5 Inverse Z-transform examples
Finally, we obtain: F(z)=1+ 4z-1 + 7z-2 + 10z-3+
K = 0 1 2 3
F(kT)= 1 4 7 10
Exercise 5: ,
Find f(kT).Ans. :k 0 1 2 3 4 5
f(kT) 0 0.3679 0.8463 1 1 1
21
4321
3679.03679.11
05659.002221.0343.03679.0)(
zz
zzzzzF
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2.5 Inverse Z-transform examples
3) Computational method using Matlab
Example: Given find f(kT).
Solution:
num=[1 2 0]; den=[12 1]
Say we want the value of f(kT) for k=0 to 30u=[1 zeros(1,30)]; F=filter(num, den, u)
1 4 7 10 13 16 19 22 25 28 31
21
1
)1(
21)(
z
zzF
12
2
)1(
2
)1(
21)(
2
2
2
2
21
1
zz
zz
z
zz
z
zzF
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2.5 Inverse Z-transform examples
Exercise 6: Given the Z-transform
Use 1) the partial-fraction-expansion method and 2)
the Matlab to find the inverse Z-transform of
F(z).
Answer: x(k)=-8.3333(0.5)k+8.333(0.8)k-2k(0.8)k-1
x(k)=0;0.5;0.05;0.615;1.2035;-1.6257;-1.8778
211
11
)8.01)(5.01(
)5.0()(
zz
zzzF
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Reading
Study book
Module 2: The Z-transform and theorems
Textbook
Chapter 2 : The Z-transform (pp23-50)
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TutorialExercise:The frequency spectrum of a continuous-
time signal is shown below.
1) What is the minimum sampling frequency for
this signal to be sampled without aliasing.
2) If the above process were to be sampled at 10
Krad/s, sketch the resulting spectrum from 20
Krad/s to 20 Krad/s.
-8 -4 4 8
Krad/s
F()
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TutorialSolution: 1) From the spectrum, we can see that the
bandwidth of the continuous signal is 8 Krad/s.
The Sampling Theorem says that the sampling
frequency must be at least twice the highest
frequency component of the signal. Therefore,
the minimum sampling frequency for this signal
is 2*8=16 Krad/s.
-8 -4 4 8
Krad/s
F()
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Tutorial
2) Spectrum of the sampled signal is formed by
shifting up and down the spectrum of the
original signal along the frequency axis at i
times of sampling frequency. As s=10 Krad/s,for i =0, we have the figure in bold line. For i=1,
we have the figure in bold-dot line.
4 8
Krad/s
F()
122 6 14 181610-4-8
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Tutorial
For I=-1, 2,we have
4 8
Krad/s
122 6 14 181610
-18
F()
4 8
Krad/s
122 6 14 181610-2-4-6-8-14
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Tutorial
Exercise 1: Find the Z-transform of a
exponential decay f(t)=e-aT using other
method.f(t)
t
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Tutorial
1
1
33221
22111
221
0
11)(1)()(
)1()(1
)()]([)]([)(
zezFzFzezF
zezeze
zezezezFzezeze
kTfkTfZtfZzF
aT
aT
aTaTaT
aTaTaTaT
aTaT
k
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Tutorial
Exercise 2: Find the Z-transform for a
decayed cosine function
Solution 1:
tetf at cos)(
221
1
21
1
21
1
cos21
cos1
cos21cos1]cos[
)()]([);()]([
)(cos21
cos1cos
zeTze
Tze
zTzTzteZ
zeFtfeFzFtfZ
zFzTz
TztZ
aTaT
aT
zez
at
aTat
aT
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Tutorial
Solution 2:
221
1
11
1
cos21
cos1
11
11
21)(
1
1][
])[][(2
1
2]cos[)(
zeTze
Tze
zezezF
zeeZ
eZeZ
eeZteZzF
aTaT
aT
TjaTTjaT
aT
at
tjattjat
tjattjatat
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Tutorial
Exercise 3: Find the Z-transform for
Solution:
attetf )(
21
1
21
1
21
1
)1(
)1(][
)()]([);()]([
)()1(
ze
zTe
zTzteZ
zeFtfeFzFtfZ
zFz
TztZ
aT
aT
zez
at
aTat
aT
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Tutorial
Exercise 4: Given the Z-transform
Determine the initial and final values of f(kT), the
inverse Z-transform of F(z), in a closed form.
Solution: Apply the initial value theorem and thefinal value theorem respectively, we have
)4.03.11)(1(
)(211
1
zzz
zzF
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Tutorial
Exercise 5: Given
Find f(kT) using direct-division method.
Solution:
21
4321
3679.03679.11
05659.002221.0343.03679.0)(
zz
zzzzzF
1
432
321
432121 3679.0
0565.01576.00.8463
1354.05033.03679.0
0565.002221.0343.03679.03679.03679.11
z
zzz
zzz
zzzzzz
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Tutorial
Continuous
4321
4321
54
543
43
432
432
321
432121
8463.03679.0)(
8463.03679.0
3679.0
3679.03679.1
3679.0
3114.01576.18463.0
0565.01576.00.8463
1354.05033.03679.0
0565.002221.0343.03679.03679.03679.11
zzzzkf
zzzz
zz
zzz
zz
zzz
zzz
zzz
zzzzzz
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Tutorial
Exercise 6: Given the Z-transform
Use 1) the partial-fraction-expansion method and 2)
the Matlab to find the inverse Z-transform of
F(z).
Solution1: To make the expanded terms more
recognizable in the Z-transform table, we
usually expand F(z)/z into partial fractions.
211
11
)8.01)(5.01(
)5.0()(
zz
zzzF
)150()50(11
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2)5.0(
15.0
5.0
)8.0(
5.0
)8.0(
5.0
15.0
8.0)8.0()5.0()8.0(
)8.0)(5.0(15.0)8.0(
333.8)8.0(
15.00.5zlet
8.0
)5.0(
)8.0(
)5.0(
)8.0(
15.0
8.0)8.0()5.0()5.0(
)8.0)(5.0(
15.0)5.0(
8.0)8.0()5.0()8.0)(5.0(
15.0)(
)8.0)(5.0(
)15.0(
)8.01)(5.01(
)5.0()(
8.0
23
2
2
1
3
2
212
2
2
5.0
21
32212
3
2
21
2
3
2
21
2
2211
11
z
z
z
zk
z
zkk
z
zk
z
z
zk
zk
zkz
zzzz
z
zk
z
zk
z
zkkz
z
z
k
z
k
z
kz
zz
zz
z
k
z
k
z
k
zz
z
z
zF
zz
zz
zz
zzzF
kkkz 150
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kkk
zz
kf
zz
z
zzF
zzzzz
z
z
zF
zzz
zzk
zz
zkzk
z
zk
z
z
derivativez
zk
kz
zk
z
z
z
k
z
k
z
kz
zz
zz
)8.0(333.8)8.0(2)5.0(333.8)(
8.01
333.8
)8.01(
2
)5.01(
333.8)(
8.0
333.8
)8.0(
2
)5.0(
333.8
)8.0)(5.0(
15.0)(
333.83.0
6.03.0*5.0)5.0(
)15.0()5.0(5.05.015.0
8.0let;)5.0(
)8.0()5.0(0
5.0
)8.0(
5.0
15.0
5.0
)8.0(
5.0
)8.0(
5.0
15.0
8.0)8.0()5.0()8.0(
)8.0)(5.0(
15.0)8.0(
1
121
1
1
22
2
8.0
2
8.0
'
3
33
'2
1
'
3
2
2
1
3
2
212
2
2
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Tutorial
Partial fraction for inverse Z-transform
If F(z)/z involve s a multiple pole, eg. P1, thenipz
ii
n
n
n
mm
mm
nn
nn
mm
mm
z
zFpza
pz
a
pz
a
pz
apzpzpz
bzbzbzb
azazaz
bzbzbzb
z
zF
)()(;
)())((
)(
2
2
1
1
21
1
1
10
1
1
0
1
1
10
11
)()(;
)()(;
)()(
)()()()()(
2
12
2
11
3
3
1
22
1
1
3
2
1
1
1
10
pzpzpz
ii
n
n
n
mm
mm
z
zFpz
dz
dc
z
zFpzc
z
zFpza
pza
pza
pzc
pzc
pzpzpzbzbzbzb
zzF
i
-
8/13/2019 Control Systems Analysis and Design
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Tutorial
Solution 2: Expand F(z) into a polynomial form
Num=[0 0.51 0];
Den=[12.1 1.440.32];
U==[1 zeros(1,40)];F=filter(Num, den,U)
0 0.5 0.05 -0.615 -1.2035
321
21
211
11
32.044.11.21
5.0
)8.01)(5.01(
)5.0()(
zzz
zz
zz
zzzF