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Digital Signal Processing Applications(310253) UNIT-III Z-Transform Prof. Vina M. Lomte RMDSSOE,Warje 3/18/2016
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310253 Digital Signal Processing Applications Teaching Scheme: Examination Scheme: Theory: 3 Hrs/Week In Semester Assessment: 30 Marks End Semester Assessment: 70 Marks 3/18/2016
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Course Objectives: · Study and understanding of representation of signals and systems. · To learn and understand different Transforms for Digital Signal Processing · Design and analysis of Discrete Time signals and systems · To Generate foundation for understanding of DSP and its applications like audio, Image, telecommunication and real world 3/18/2016
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Syllabus Definition of Z-Transform, ZT and FT, ROC, ZT properties, pole-zero plot, Inverse Z-Transform, Methods, System function H(Z), Analysis of DT LTI systems in Z-domain: DT system representation in time and Z domain. Relationship of FT and ZT 3/18/2016
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Teaching Plan Sr. No.TopicLectures Required References 01Definition of Z-Transform, ZT and FT 01 1. Steven W. Smith, “The Scientist and Engineer's Guide to Digital Signal Processing” 2. P. Ramesh Babu, Fourth Edition,” Digital Signal Processing” 02ROC, ZT properties & Examples03(1 + 2 Extra ) 03Pole-zero plot & Examples03(1 + 2 Extra ) 04Inverse Z-Transform, Methods, System function H(Z) & Examples 02(1 + 1 Extra ) 05Analysis of DT LTI systems in Z-domain: DT system representation in time and Z domain 02(1 + 1 Extra ) 06Relationship of FT and ZT01 3/18/2016
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Session 1 Introduction Why z-Transform? Definition of Z-Transform, Relationship ZT and FT 3/18/2016
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What is ZT What is Z ? It is Z= x + iy 3/18/2016 Real
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Why z-Transform? It is very simple method for analyzing system(by ROC properties) ex. LTI system A generalization of Fourier transform Why generalize it? FT does not converge on all sequence Notation good for analysis Bring the power of complex variable theory deal with the discrete-time signals and systems The z-transform is a very important tool in describing and analyzing digital systems. It offers the techniques for digital filter design and frequency analysis of digital signals.
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A signal can be characterized with its Z-transform (poles, final value …) In an LTI system, Z-transform of Y(z) is the multiplication of Z-transform of U(z) and the transfer function The LTI system can be characterized by the transfer function, or the Z-transform of the unit impulse response
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Definition The z-transform of sequence x(n) is defined by Let z = e j . Fourier Transform Frequency Domain Time Domain Convert
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Relationship Between FT and ZT 3/18/2016 The following Eq.(1) and (2) are FT and ZT, respectively. Replacing Z with, ZT will become FT
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Session 2 ROC ZT properties, pole-zero plot 3/18/2016
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Definition of ROC The region in which Z is valid Give a sequence, the set of values of z for which the z-transform converges, i.e., |X(z)|< , is called the region of convergence. ROC is centered on origin and consists of a set of rings.
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Example: Region of Convergence Re Im ROC is annual ring centered an on the origin. r
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Stable Systems A stable system requires that its Fourier transform is uniformly convergent. Re Im 1 Fact: Fourier transform is to evaluate z- transform on a unit circle. A stable system requires the ROC of z- transform to include the unit circle.
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Example: A right sided Sequence 12345678910-2-3-4-5-6-7-8 n x(n)x(n)... All positive values A right hand sequence x(n) is one for which x(n)>=0 for all n =0 the resulting sequence is causal sequence. For such type of sequence ROC is entire z-plane except at z=0
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Example: A right sided Sequence For convergence of X(z), we require that
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a aa Example: A right sided Sequence ROC for x(n)=a n u(n) Re Im 1 a aa Re Im 1 Which one is stable? ROC includes unit circle
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Example: A left sided Sequence 12345678910-2-3-4-5-6-7-8 n x(n)x(n)... Negative Values A left hand sequence x(n) is one for which x(n)>=0 for all n<no where no is +ve or –ve but finite. If n0<=0 the resulting sequence is anticausal sequence. For such type of sequence ROC is entire z-plane except at z=∞
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Example: A left sided Sequence For convergence of X(z), we require that
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a aa Example: A left sided Sequence ROC for x(n)= a n u( n 1) Re Im 1 a aa Re Im 1 Which one is stable?
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Properties of ROC A ring or disk in the z-plane centered at the origin. The Fourier Transform of x(n) is converge absolutely iff the ROC includes the unit circle. The ROC cannot include any poles Finite Duration Sequences: The ROC is the entire z-plane except possibly z=0 or z= . Right sided sequences: The ROC extends outward from the outermost finite pole in X(z) to z= . Left sided sequences: The ROC extends inward from the innermost nonzero pole in X(z) to z=0.
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if you need stability then the ROC must contain the unit circle. If you need a causal system then the ROC must contain infinity and the system function will be a right-sided sequence. If you need an anticausal system then the ROC must contain the origin and the system function will be a left- sided sequence. If you need both, stability and causality, all the poles of the system function must be inside the unit circle.
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Represent z-transform as a Rational Function where P(z) and Q(z) are polynomials in z. Zeros: The values of z’s such that X(z) = 0 Poles: The values of z’s such that X(z) = Pole and Zeros
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Example: A right sided Sequence Re Im a ROC is bounded by the pole and is the exterior of a circle.
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Example: A left sided Sequence Re Im a ROC is bounded by the pole and is the interior of a circle.
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Example: Sum of Two Right Sided Sequences Re Im 1/2 1/3 1/12 ROC is bounded by poles and is the exterior of a circle. ROC does not include any pole.
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Example: A Two Sided Sequence Re Im 1/2 1/3 1/12 ROC is bounded by poles and is a ring. ROC does not include any pole.
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Example: A Finite Sequence Re Im ROC: 0 < z < ROC does not include any pole. N-1 poles N-1 zeros Always Stable
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BIBO Stability Bounded Input Bounded Output Stability If the input is bounded, we want the output is bounded too For limited input sequence its output should respectively limited 3/18/2016
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Z-Transform Pairs Sequencez-TransformROC All z All z except 0 (if m>0) or (if m<0)
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Z-Transform Pairs Sequencez-TransformROC
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Signal TypeROC Finite-Duration Signals Infinite-Duration Signals Causal Anticausal Two-sided Causa l Anticausal Two-sided Entire z-plane Except z = 0 Entire z-plane Except z = infinity Entire z-plane Except z = 0 And z = infinity |z| < r 1 |z| > r 2 r 2 < |z| < r 1
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Some Common z-Transform Pairs Sequence Transform ROC 1. [n] 1 all z 2. u[n] z/(z-1) |z|>1 3. -u[-n-1] z/(z-1) |z|<1 4. [n-m] z -m all z except 0 if m>0 or ฅ if m 0 or ฅ if m<0 5. a n u[n] z/(z-a) |z|>|a| 6. -a n u[-n-1] z/(z-a) |z|<|a| 7. na n u[n] az/(z-a) 2 |z|>|a| 8. -na n u[-n-1] az/(z-a) 2 |z|<|a| 9. [cos 0 n]u[n] (z 2 -[cos 0 ]z)/(z 2 -[2cos 0 ]z+1) |z|>1 10. [sin 0 n]u[n] [sin 0 ]z)/(z 2 -[2cos 0 ]z+1) |z|>1 11. [r n cos 0 n]u[n] (z 2 -[rcos 0 ]z)/(z 2 -[2rcos 0 ]z+r 2 ) |z|>r 12. [r n sin 0 n]u[n] [rsin 0 ]z)/(z 2 -[2rcos 0 ]z+r 2 ) |z|>r 13. a n u[n] - a n u[n-N] (z N -a N )/z N-1 (z-a) |z|>0
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Z-Transform Properties: Notation Linearity – Note that the ROC of combined sequence may be larger than either ROC – This would happen if some pole/zero cancellation occurs – Example: 1.Linearity
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Proof: According to defination of ZT Here x(n)=a1x1(n) + a2x2(n) Writing two terms separately we get, Here a1 & a2 are constants se we can take it outside the summation sign By comparing eqn 1 & 3 we get X(z) =a1X1(z)+a2X2(z) Hence proved ROC : the combined ROC is overlapped or intersection of the individual ROCs of X1(z) & X2(z) 3/18/2016
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2. Time Shifting Here n o is an integer – If positive the sequence is shifted right – If negative the sequence is shifted left The ROC can change the new term may – Add or remove poles at z=0 or z= Example Here x(n-no) indicates that the sequence is shifted in the time domain by (-no) samples corresponds to multiplication by in the frequency domain
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Proof Statement : if X(n) z Z(z) Then x(n-k) ) z Z -k X(z) ----- 1 Then Z{x(n-k)} = -----2 Now Z -n can be written as Z- (n-k) Z(x(n-k) = Since the limits of summation are in terms of n we can take Z-k outside of the summation Z(x(n-k) = --------3 Now put n-k=m on RHS the limit will change as follows At n=-∞, -∞-k = m m=-∞ At n= +∞, ∞-k=m, m= ∞ Z{x(n-k)} = -----------4 3/18/2016
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Compare eqn 1 & 4 Z{x(n-k) = Z -k X(z) hence X(n) z Z(z) Similarly it can be shown that x(n-k) z Z -k X(z) = x(n-k) z z +k X(z) Here x(n-k) indicates that the sequence is shifted in time domain by (-k) samples corresponding to multiplication by z -k in the frequency domain ROC of z -k is same as that X(Z) except z=0 if k>0 and z=∞ if k>0 3/18/2016
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Example Find ZT of x( n) = (n-k) That means (n) Z 1 x(n-k) ) Z Z -1 X(z) hence (n-k) Z Z -k. 1 3/18/2016
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3. Scaling in Z-domain (Multiplication by Exponential) ROC is scaled by |z o | All pole/zero locations are scaled If z o is a positive real number: z-plane shrinks or expands If z o is a complex number with unit magnitude it rotates Example: We know the z-transform pair Let’s find the z-transform of
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4. Differentiation Example: We want the inverse z-transform of Let’s differentiate to obtain rational expression Making use of z-transform properties and ROC Multiplying the sequence in time domain by n is equivalent to multiplying the sequence the derivation of its ZT by –Z in the Z-domain
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5. Conjugation Example
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6. Time Reversal ROC is inverted Example: Time reversed version of Here x(-n) is the folded version of x(n) so,x(-n) is the time reverse signal thus the folding of signal in time domain is equivalent to replacing z by z-1 in the z-domain Replacing z by z-1 in the z-domain is called as inversion hence folding in the time domain is equivalent to the inversion in z-domain
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7. Convolution Convolution in time domain is multiplication in z-domain Example:Let’s calculate the convolution of Multiplications of z-transforms is ROC: if |a| 1 if |a|>1 ROC is |z|>|a| Partial fractional expansion of Y(z)
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Linearity Overlay of the above two ROC’s
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Shift
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Multiplication by an Exponential Sequence
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Differentiation of X(z)
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Conjugation
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Reversal
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Initial Value Theorem Initial Value
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Convolution of Sequences
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3/18/2016 Z- Transform Properties Examples: a and b are arbitrary constants. Example Problem: Find z- transform of Using z- transform table: Linearity: Therefore, we get
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3/18/2016 Shift Theorem: Verification: Since x(n) is assumed to be causal: Then we achieve,
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3/18/2016 Example Problem: Find z- transform of Solution: Using shift theorem, Using z- transform table
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3/18/2016 Convolution In time domain Eq. (1) In z- transform domain, Verification: Using z- transform in Eq. (1)
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3/18/2016 Example Problem: Given the sequences, Find the z-transform of their convolution. Solution: Applying z-transform on the two sequences, From the table Therefore we get,
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System Function x(n) y(n) By using convolution property & system function Y(z)=H(z)X(z) ROC: at least the intersection of the ROCs of H(z) & X(z) Proof: x(n) * h(n) =y(n) X(z)H(z)=Y(z) H(z) = Y(z) / x(z) 3/18/2016 h(n)
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Session 3 Inverse Z-Transform, Methods to find IZT 3/18/2016
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Inverse z- Transform: The Procedure of obtaining x(n) from its ZT X(Z) is called Inverse ZT Methods to find Inverse z- Transform: 1.Power series expansion 2.Partial fraction expansion 3.Residue method
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1. Inverse Z-Transform by Power Series Expansion The z-transform is power series In expanded form Z-transforms of this form can generally be inversed easily Especially useful for finite-length series Example X(z)=a0+a1z -1 +a2Z- 2 + ------- + an Z -n If the sequence is causal then the limits of n will be n=0 to n=∞ Expanding the above expression we get, X(Z) = x(0) z 0 + x(1) z -1+x(2) z -2+ ……..x(n) z -n = x(0) + x(1) z -1+x(2) z -2 ……..x(n) z -n
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3/18/2016 Expansion of ZT for matching standard pair of ZT to get original sequence back By comparing two equs of X(z) we can write X(0) =a0 X(1)= a1 X(2)=a2. X(n)=an Thus the general expression of discrete time causal sequence x(n) is, X(n) = an n>=0
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Assume that a given z-transform can be expressed as Apply partial fractional expansion First term exist only if M>N – B r is obtained by long division Second term represents all first order poles Third term represents an order s pole – There will be a similar term for every high-order pole Each term can be inverse transformed by inspection It is expressed as ratios of two polynomials X(z) = N(z)/D(z) = bo+b1z -1 +b1z -2 + ---+bMz -M / a0+a1z -1 +a2z -2 + --- + aNz -N N(z)- numerator polynomial, D(z) - denominator polynomial bo…,bM –coefficient numerator polynomial, ao..aN - coefficient denominator polynomial, M – Degree of numerator & N- Degree of denominator 2. Inverse z-Transform by Partial Fraction
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Session 4 System function H(Z) 3/18/2016
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System Function
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Signal Characteristics from Z-Transform If U(z) is a rational function, and Then Y(z) is a rational function, too Poles are more important – determine key characteristics of y(k) zeros poles
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Why are poles important? Z -1 Z domain Time domain poles components
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Shift-Invariant System h(n)h(n) h(n)h(n) x(n)x(n) y(n)=x(n)*h(n) X(z)X(z)Y(z)=X(z)H(z) H(z)H(z)
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Shift-Invariant System H(z)H(z) H(z)H(z) X(z)X(z) Y(z)Y(z)
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Analysis of DT LTI systems in Time domain 3/18/2016 Session 5
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Time-Domain Representation Signals represented as sequences of numbers, called samples Sample value of a typical signal or sequence denoted as x[n] with n being an integer in the range x[n] defined only for integer values of n and undefined for non integer values of n Discrete-time signal represented by {x[n]} 3/18/2016
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Discrete-time signal may also be written as a sequence of numbers inside braces: { [x n]} ={K,− 0.2,2.2,1.1,0.2,− 3.7,2.9,K} ↑ In the above, x[−1] = −0.2, x[0] = 2.2, x[1] =1.1, etc. The arrow is placed under the sample at time index n = 0 3/18/2016
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Graphical representation of a discrete-time signal with real-valued samples is as shown below: 3/18/2016
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In some applications, a discrete-time sequence {x[n]} may be generated by periodically sampling a continuous-time signal x a ( t ) at uniform intervals of time 3/18/2016
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Here, n-th sample is given by x[n] = xa (t) t=nT = xa (nT), n =K,− 2,−1,0,1,K The spacing T between two consecutive samples is called the sampling interval or sampling period Reciprocal of sampling interval T, denoted as FT, is called the sampling frequency: FT= 1/T 3/18/2016
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Two types of discrete-time signals: - Sampled-data signals in which samples are continuous-valued - Digital signals in which samples are discrete-valued Signals in a practical digital signal processing system are digital signals obtained by quantizing the sample values either by rounding or truncation 3/18/2016
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A discrete-time signal may be a finitelength or an infinite-length sequence Finite-length (also called finite-duration or finite-extent) sequence is defined only for a finite time interval:N1 ≤ n ≤ N2 where −∞ < N1 and N2 < ∞ with N1 ≤ N2 Length or duration of the above finitelength sequence is N = N2 − N1 +1 3/18/2016
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Analysis of DT LTI systems in Z- domain 3/18/2016 Session 6
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LTI System description Previous basis function: unit sample or DT impulse The input sequence is represented as a linear combination of shifted DT impulses. The response is given by a convolution sum of the input and the reflected and shifted impulse response Now, use eigenfunctions of all LTI systems as basis function
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Relation between DFT & ZT This means if Z-T is evaluated on the unit circle at evenly spaced points only; then it become DFT 3/18/2016
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