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Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/1 Digital signal processing: Lecture 6 z-transformation - II

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Page 1: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/1

Digital signal processing: Lecture 6

z-transformation - II

Page 2: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Topics of last lecture• The z-transformation.• Convergence region of z-transform.• Relation between z-transform and Fourier transform.• Relation between z-transform and difference equation.• Transfer function (system function).

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/2

Page 3: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Topics of This lecture

• Rational function, zeros and poles.

• Stability of system again• Inverse z-transformation

– Partial-fraction expansion method

– Contour integration (residue) method

• 有理関数、ゼロ、極

• 伝達関数に基づくシステムの安定性判別

• 逆z-変換

– 部分分数展開法

– 周回積分法

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/3

Chapter 6 and Chapter 7

Page 4: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/4

External representation• H(z), H(ejω) and h(n) are different

external representations (外部表現)of an LTI system.

• Only the relation between the input and the output is given.

• Detailed information related to implementation is omitted.

I am ZHAO. If you do not believe, you may ask me

any question.

Page 5: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Rational Function有理関数 p. 92• The transfer function of a system represented by

difference equation is a rational function.

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/5

∑∑

∑∑

=

=

=

=

==

+==

+−=

−+−−=

N

k

kk

N

k

kk

N

k

kk

N

k

kk

N

kk

N

kk

za

zb

zXzYzH

zzXbzzYazY

knxbknyany

1

0

01

01

1)()()(

)()()(

)()()(

Numerator is a polynomial

Denominator is also a polynomial

Page 6: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Zeros and poles• The roots of the denominator are called poles(極).• The roots of the numerator are called zeros(零点).• From the fundamental theorem of algebra, we have

where the zeros and poles are complex numbers.

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/6

=

=

−= N

kk

N

kk

pz

zzHzH

1

10

)(

)()(

Page 7: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Zeros and poles• Example 6.3 in pp. 92-93.

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/7

Nz=[1 2 1];Dz=[1 -1 0.75];zr=roots(Nz)pl=roots(Dz)zplane(Nz,Dz);legend('zeros','poles');

Page 8: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Stability of LTI system• Theorem 7.1 (p. 113): An LTI system is stable if and only

if its poles are inside the unit circle. In other words, |pk|<1 for k=1,2,…,N.

• This can be proved based on the definitions of the z-transform and the transfer function.

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/8

∏∑

=

=∞

=

−== N

kk

N

kk

n

n

pz

zzHznhzH

1

10

0 )(

)()()(

Page 9: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Region of convergence of H(z)• Since |H(z)| is infinitely large at any pole, the region of

convergence cannot contain any pole.

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z-plane

Page 10: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

H(z) exists for z larger than the poles

• If H(z) exists at z0, H(z) will exist for all z satisfying |z|>|z0|, because

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/10

∞<

<

∑∞

=

=

|)(|

|)(|

00

0

n

n

n

n

znh

znh

z-plane

Page 11: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

The poles must be inside the unit circle

• An LTI system is stable iff H(z) exists for |z|=1.• That is, the frequency response H(ejω) exists.• This is equivalent to

• Thus, an LTI system is stable iff all poles are in the unit circle.

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∞<=∑∑∞

=

=

|)(||)(|00 n

j

nnhenh ω

Page 12: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Example• Suppose the transfer function of an LTI system

is given below. Answer the following questions:– What are the “zeros” of this system?– What are the “poles” of the system?– Is this system stable (yes/not)?

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/12

)5.1)(1.0()1(5.0)(−−

−=

zzzzzH

Page 13: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Example 7.6 (p. 114)

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/13

b=[1 0 1];a=[1 -0.9 0.81];zr=roots(b)pl=roots(a)zplane(b,a);legend('zeros','poles');Maxpl=max(abs(pl))if Maxpl < 1

disp('Stable');else disp('Unstable');end

Page 14: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/14

The inverse z-transformationpp. 97-100

• Definition of the inverse z-transformation

– where Γ is a counterclockwise closed contour in the region of convergence encircling the origin of the z-plane.

• Inverse z-transform is important to find h(n) from H(z).

)45.6( )(21)( 1dzzzX

jnx n∫

Γ

−=π

Page 15: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/15

Methods for finding the inverse z-transformation

• Partial-fraction expansion method (部分分数展開法)

• Power series expansion method(べき級数展開法)

• Contour integration (residue) method (周回積分法)

Here we consider only X(z) represented as a rational function

Page 16: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/16

Partial fraction expansion method

• The basic idea is to divide X(z) into many simple functions as follows:

• The inverse z-transformation is then found

)()(1

zXzXk

ii∑

=

=

)]([)(1

1 zXnx i

k

i∑=

−= Z

Page 17: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Example

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/17

aT

aT

aTaTaTaT

aT

aT

aTaTaT

aTaT

aT

aTaT

aT

ezz

zzzX

Be

eeBeez

Ae

eAz

Bzz

ezAzz

zeezzX

ezzBzAz

ezzezzX

ezBz

zAz

ezzzezX

−−−−

−−−

−−

−−

−−

−=

−=⇒−

−=⇒=

=⇒−

⋅−=⋅⇒=

+−−

=−

−=−

−−

+=−−

=−

−+

−=

−−−

=

1)(

1 1

)1(

1 1

1)1(1 1

1)(

1)1())((

)1()1()1)((

1))(1()1()(

Page 18: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/18

Contour integration method

• This method is based on the following Cauchy’s residue theorem

])( of [residue

)(21)(

1

poles allfor

1

Γ

∫=

=

n

n

zzX

dzzzXj

nxπ

Page 19: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/19

Calculation of the residues

• If a is a first order pole, the corresponding residue is given by

• If a is a m-th order pole, the residue is

1)()(lim)(Res −→ −= n

az zzXaza

])()[(lim)!1(

1)(Res 11

1−

→ −−

= nmm

m

az zzXazdzd

ma

Page 20: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/20

Example

• The poles of X(z) are 1 and e-at, and both of them are first order poles.

• The residues of the poles are given by

anTaT

anTnaT

aTaT

ez

aT

naT

aTn

aT

aT

z

eenx

ezezz

zeeze

eez

ezzzez

aT

−−

−−−

−−

−−

−−

−=+=∴

−=

−−

−−=

=−

⋅−=

−−

−−=

1)(Res)1(Res)(

))(1(

)1()(lim)(Res

11)1(1)1(

))(1()1()1(lim)1(Res

1

11

1

Page 21: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec06/21

Homework• Read Example 6.10 in p. 99.• Find the original signal from the following z-transform

using Contour integration method:

• Verify your answer using the following Matlab program (see the program given in p. 100):

)5.0)(1(2)12()(+−

−=

zzzzzX

syms z;X=(2*z-1)*z/(2*(z-1)*(z+0.5));x=iztrans(X)

Page 22: z-transformation - IIqf-zhao/TEACHING/DSP/lec06.pdfT5 Name: Student ID: . Title PowerPoint プレゼンテーション Author qf-zhao Created Date 5/17/2017 2:37:47 PM

Quiz and self-evaluationThe transfer function of an LTI system is given as follows:

1. Find the zeros and poles.

2. Discuss about the stability of this system based on the poles.

)2.0)(1.0()(

−−=

zzzzH

0

0.2

0.4

0.6

0.8

1

1.2T1

T2

T3T4

T5

Name: Student ID: .