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Discrete-Time Signal processing Chapter 3 the Z-transform

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1 Discrete-Time Signal processing Chapter 3 the Z-transform
Zhongguo Liu Biomedical Engineering School of Control Science and Engineering, Shandong University 山东省精品课程《生物医学信号处理(双语)》 2018/12/7 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

2 Chapter 3 The z-Transform
3.0 Introduction 3.1 z-Transform 3.2 Properties of the Region of Convergence for the z-transform 3.3 The inverse z-Transform 3.4 z-Transform Properties Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

3 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
3.0 Introduction Fourier transform plays a key role in analyzing and representing discrete-time signals and systems, but does not converge for all signals. Continuous systems: Laplace transform is a generalization of the Fourier transform. Discrete systems : z-transform, generalization of DTFT, converges for a broader class of signals. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

4 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
3.0 Introduction Motivation of z-transform: The Fourier transform does not converge for all sequences and it is useful to have a generalization of the Fourier transform. In analytical problems the z-Transform notation is more convenient than the Fourier transform notation. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

5 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
3.1 z-Transform z-Transform: two-sided, bilateral z-transform one-sided, unilateral z-transform If , z-transform is Fourier transform. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

6 Relationship between z-transform and Fourier transform
Express the complex variable z in polar form as The Fourier transform of the product of and the exponential sequence Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

7 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Complex z plane Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

8 periodic sampling Review
T:sampling period; fs=1/T: sampling rate; Ωs=2π/T: sampling rate

9 Complex frequency domain:
Review Relation between Laplace Transform and Z-transform Continuous Time domain: Laplace transform Complex frequency domain:

10 Laplace Transform and Fourier transform
Since So Fourier Transform frequency domain : Fourier Transform is the Laplace transform when s have the value only in imaginary axis, s=jΩ

11 z-transform of discrete-time signal
For sampling signal, the Laplace transform z-transform of discrete-time signal

12  let: so: Laplace transform continuous time signal
z-transform discrete-time signal so:

13 DTFT : Discrete Time Fourier Transform
S plane Z plane - Go

14 plane

15 Region of convergence (ROC)
For any given sequence, the set of values of z for which the z-transform converges is called the Region Of Convergence (ROC). Absolute Summability the ROC consists of all values of z such that the inequality in the above holds Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

16 Region of convergence (ROC)
Convergence of the z-transform for a given sequence depends only on if some value of z, say, z =z1, is in the ROC, z1 then all values of z on the circle defined by |z|=|z1| will also be in the ROC. uniform convergence if ROC includes unit circle, then Fourier transform and all its derivatives with respect to w must be continuous functions of w.

17 Region of convergence (ROC)
The Fourier transforms are not continuous, infinitely differentiable functions, so they cannot result from evaluating a z-transform on the unit circle. it is not strictly correct to think of the Fourier transform as being the z-transform evaluated on the unit circle. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

18 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Zero and pole The z-transform is most useful when the infinite sum can be expressed in closed form, usually a ratio of polynomials in z (or z-1). Zero: The value of z for which Pole: The value of z for which Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

19 Example 3.1: Right-sided exponential sequence
Determine the z-transform, including the ROC in z-plane and a sketch of the pole-zero-plot, for sequence: Solution: ROC: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

20 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
: zeros  : poles Gray region: ROC Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

21 Ex. 3.2 Left-sided exponential sequence
Determine the z-transform, including the ROC, pole-zero-plot, for sequence: Solution: ROC: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

22 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
2018/12/7

23 Ex. 3.3 Sum of two exponential sequences
Determine the z-transform, including the ROC, pole-zero-plot, for sequence: Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

24 Example 3.3: Sum of two exponential sequences
ROC: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

25 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
2018/12/7

26 Example 3.4: Sum of two exponential
Solution: ROC: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

27 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
2018/12/7

28 Example 3.5: Two-sided exponential sequence
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

29 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
ROC, pole-zero-plot Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

30 Finite-length sequence
Example : or entire z-plane, except z=0 Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

31 Example 3.6: Finite-length sequence
Determine the z-transformthe ROC, pole-zero-plot, for sequence: Solution: including z=a Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

32 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
N=16, a is real pole-zero-plot with N = 16 Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

33 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
z-transform pairs Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

34 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
z-transform pairs Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

35 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
z-transform pairs Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

36 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
z-transform pairs Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

37 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
z-transform pairs Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

38 3.2 Properties of the ROC for the z-transform
2018年12月7日5时57分 3.2 Properties of the ROC for the z-transform Property 1: The ROC is a ring or disk in the z-plane centered at the origin. For a given x[n], ROC is dependent only on (not on the angle of z).

39 3.2 Properties of the ROC for the z-transform
Property 2: The Fourier transform of converges absolutely if the ROC of the z-transform of includes the unit circle. The z-transform reduces to the Fourier transform when ie. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

40 3.2 Properties of the ROC for the z-transform
Property 3: The ROC cannot contain any poles. is infinite at a pole and therefore does not converge. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

41 3.2 Properties of the ROC for the z-transform
Property 4: If is a finite-duration sequence, i.e., a sequence that is zero except in a finite interval : then the ROC is the entire z-plane, except possible or Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

42 3.2 Properties of the ROC for the z-transform
2018年12月7日5时57分 3.2 Properties of the ROC for the z-transform Property 5: If is a right-sided sequence, i.e., a sequence that is zero for , the ROC extends outward from the outermost finite pole in to (possibly including) Proof:

43 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Property 5: right-sided sequence for the z-transform: For other terms: ROC Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

44 3.2 Properties of the ROC for the z-transform
Property 6: If is a left-sided sequence, i.e., a sequence that is zero for , the ROC extends inward from the innermost nonzero pole in to Proof: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

45 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Property 6: left-sided sequence for the z-transform: For other terms: ROC Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

46 3.2 Properties of the ROC for the z-transform
Property 7: A two-sided sequence is an infinite-duration sequence that is neither right-sided nor left-sided. If 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 not containing any poles. 2018/12/7

47 3.2 Properties of the ROC for the z-transform
Property 8: ROC must be a connected region. for finite-duration sequence possible ROC: for right-sided sequence possible ROC: for left-sided sequence possible ROC: for two-sided sequence Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

48 Example: Different possibilities of the ROC define different sequences
A system with three poles Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

49 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Different possibilities of the ROC. (c) ROC to a left-handed sequence (b) ROC to a right-sided sequence Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

50 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
(e) ROC to another two-sided sequence Unit-circle included (d) ROC to a two-sided sequence. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

51 LTI system Stability, Causality, and ROC
A z-transform does not uniquely determine a sequence without specifying the ROC It’s convenient to specify the ROC implicitly through time-domain property of a sequence Consider a LTI system with impulse response h[n]. The z-transform of h[n] is called the system function H (z) of the LTI system. stable system(h[n] is absolutely summable and therefore has a Fourier transform): ROC include unit-circle. causal system (h[n]=0,for n<0) : right sided Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

52 Ex. 3.7 Stability, Causality, and the ROC
Consider a LTI system with impulse response h[n]. The z-transform of h[n] i.e. the system function H (z) has the pole-zero plot shown in Figure. Determine the Stability, Causality,ROC, if the system is: (1) stable system: (ROC include unit-circle) (2) causal system: (right sided sequence) (3) non-causal, unstable system Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

53 Ex. 3.7 Stability, Causality, and the ROC
Solution: (1) stable system (ROC include unit-circle), ROC: , the impulse response is two-sided, system is non-causal. stable. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

54 Ex. 3.7 Stability, Causality, and the ROC
(2) causal system: (right sided sequence) ROC: ,the impulse response is right-sided. system is causal but unstable. A system is causal and stable if all the poles are inside the unit circle, and the ROC extends outward from the outermost pole to z=∞. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

55 Ex. 3.7 Stability, Causality, and the ROC
(3) ROC: , the impulse response is left-sided, system is non-causal, unstable since the ROC does not include unit circle. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

56 LTI system Stability, Causality, and ROC
Review For a LTI system with impulse response h[n], if it is causal, what do we know about h[n]? Is h[n] one-sided or two-sided sequence? Left-sided or right-sided? Then what do we know about the ROC of the system function H (z)? If the poles of H (z) are all in the unit circle, is the system stable? Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

57 LTI system Stability, Causality, and ROC
For H (z) with the poles as shown in figure , Review can we uniquely determine h[n] ? Unit-circle included If ROC of H(z) is as shown in figure, can we uniquely determine h[n] ? is the system stable ? Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

58 LTI system Stability, Causality, and ROC
For H (z) with the poles as shown in figure , Review If the system is causal (h[n]=0,for n<0,right-sided ), What’s the ROC like? If ROC is as shown in figure, is h[n] one-sided or two-sided? Is the system causal or stable? Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

59 3.3 The Inverse Z-Transform
Formal inverse z-transform is based on a Cauchy integral theorem. (留数residue法) Zi是X(z)zn-1在围线C内的极点。 围线c:X(z)的环状收敛域内环绕原点的一条逆时针的闭合单围线。 Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

60 3.3 The Inverse Z-Transform
Less formal ways are sufficient and preferable in finding the inverse z-transform. : Inspection method Partial fraction expansion Power series expansion Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

61 3.3 The inverse z-Transform
3.3.1 Inspection Method Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

62 3.3 The inverse z-Transform
3.3.1 Inspection Method Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

63 3.3 The inverse z-Transform
3.3.2 Partial Fraction Expansion Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

64 Ex. 3.8 find inverse z-Transform of 2nd-Order z-Transform
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

65 Example 3.8 Second-Order z-Transform
Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

66 Inverse Z-Transform by Partial Fraction Expansion
Br is obtained by long division Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

67 Inverse Z-Transform by Partial Fraction Expansion
if M>N, and has a pole of order s at d=di Br is obtained by long division Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

68 Example 3.9: Inverse by Partial Fractions
Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

69 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
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70 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
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71 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
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72 3.3 The inverse z-Transform
3.3.3 Power Series Expansion If the z-transform is given as a power series: Laurent series where x[n] are the coefficients of z-n we can determine any particular value of the sequence x[n] by finding the coefficient of the appropriate power of z-1. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

73 Example 3.10: find Finite-Length Sequence x[n] of X(z):
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

74 Ex. 3.11: find Inverse Transform by power series expansion
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

75 Example 3.12: Power Series Expansion by Long Division
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

76 Example 3.13: Power Series Expansion for a Left-sided Sequence
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

77 3.4 z-Transform Properties
3.4.1 Linearity Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

78 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Example of Linearity Find X(z) of Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

79 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
3.4.2 Time Shifting is an integer is positive, is shifted right is negative, is shifted left Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

80 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Time Shifting: Proof Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

81 Example 3.14: Shifted Exponential Sequence
, Determine x[n]. Solution 2: Solution 1: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

82 3.4.3 Multiplication by an Exponential sequence
that is the frequency shifting of Fourier Transform Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

83 Example 3.15: Exponential Multiplication
Use , determine Z-transform of Solution : Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

84 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
2018/12/7

85 3.4.4 Differentiation of X(z)
Proof: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

86 Example 3.16: Inverse of Non-Rational z-Transform
Solution : Check Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

87 Example 3.17: Second-Order Pole
determine X(z) of Solution : Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

88 3.4.5 Conjugation of a complex Sequence
Proof: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

89 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Time Reversal Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

90 Example 3.18: Find X(z) of Time-Reverse Exponential Sequence
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

91 3.4. 7 Convolution of Sequences
Proof: 2018/12/7 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

92 Ex. 3.19: Evaluating a Convolution Using the z-transform
Solution: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

93 Example 3.19: Evaluating a Convolution Using the z-transform
Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

94 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Initial Value Theorem Proof: Zhongguo Liu_Biomedical Engineering_Shandong Univ. 2018/12/7

95 Chapter 3 HW 3.3, 3.4, 3.9, 3.16 3.2 , 3.8, 3.11, 3.20 Zhongguo Liu_Biomedical Engineering_Shandong Univ. Zhongguo Liu_Biomedical Engineering_Shandong Univ. 102 2018/12/7 2018/12/7 返 回 上一页 下一页


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