Signal Processing Notes
Signal Processing Notes
1
Z - Transform
1 Z Transform
Z Transform is useful in the analysis and characterization of LTI discrete
time systems. The Z Transform of a discrete time signal x(n) is defined as
the power series
X∞
X(z) = x(n)z −n (1)
n=−∞
It is also denoted as
X(z) ≡ Z{x(n)} (2)
where the relation between x(n) and X(z) is indicated as
Since the Z transform is an infinite power series; it exist only for those values
of z for which the this series converges. The region of convergence(ROC) of
X(z) is the set of all values of z for which X(z) attains a finite value. From
the mathematical point of view the Z transform is simply an alternative rep-
resentation of a signal.
Examples: Determine the Z transforms of the following finite duration sig-
nals
1. x(n) = {1, 2, 5, 7, 0, 1}
↑
X(z) = 1 + 2z −1 + 5z −2 + 7z −3 + z −5
ROC is the entire z plane except z = 0.
2. x(n) = {1, 2, 5, 7, 0, 1}
↑
X(z) = z 2 + 2z + 5 + 7z −1 + z −3
ROC is the entire z plane except z = 0 and z = ∞.
3. x(n) = δ(n)
X(z) = 1
ROC is the entire z plane.
4. x(n) = δ(n − k)
X(z) = z −k
ROC is the entire z plane except z = 0.
5. x(n) = δ(n + k)
X(z) = z k
ROC is the entire z plane except z = ∞.
1 n
Example 2: Determine the Z-Transform of the signal x(n) = 2
u(n)
∞ n
X 1
X(z) = z −n
n=0
2
1
X(z) = 1− 12 z −1
1
ROC |z|> 2
2 Properties of Z - Transform
1. Linearity
If x1 (n)←
z X1 (z)
→
and x2 (n)←z X2 (z)
→
then
2. Time Shift
If x(n)←
z X(z)
→
then
z z −k X(z)
x(n − k)←
→ (6)
3. Scaling in Z-domain
If x(n)←
→z X(z)
then
an x(n)←
z X(a−1 z)
→ (7)
4. Time Reversal
If x(n)←
z X(z)
→
then
x(−n)←→z X(z −1 ) (8)
5. Differentiation in the Z-domain
If x(n)←z X(z)
→
then
dX(z)
nx(n)←z −z
→ (9)
dz
6. Convolution of two sequences
If x1 (n)←
z X1 (z)
→
and x2 (n)←z X2 (z)
→
then
x(n) = x1 (n) ∗ x2 (n)←
z X(z) = X1 (z)X2 (z)
→ (10)
7. Correlation of two sequences
If x1 (n)← →z X1 (z) and x2 (n)← z X2 (z)
→
then
∞
X
rx1 x2 (l) = x1 (x)x2 (n − l)←
→z Rx1 x2 (z) = X1 (z)X2 (z −1 ) (11)
−∞
1 δ(n) 1 All z
1
2 u(n) 1−z −1
|z| > 1
1
3 an u(n) 1−az −1
|z| > |a|
az −1
4 nan u(n) (1−az −1 )2
|z| > |a|
1
5 −an u(−n − 1) 1−az −1
|z| < |a|
az −1
6 −nan u(−n − 1) (1−az −1 )2
|z| < |a|
1−z −1 cos ω0
7 cos ω0 nu(n) 1−2z −1 cos ω0 +z −2
|z| > 1
z −1 sin ω0
8 sin ω0 nu(n) 1−2z −1 cos ω0 +z −2
|z| > 1
1−az −1 cos ω0
9 an cos ω0 nu(n) 1−2az −1 cos ω0 +a2 z −2
|z| > |a|
az −1 sin ω0
10 an sin ω0 nu(n) 1−2az −1 cos ω0 +a2 z −2
|z| > |a|
1
I
x(n) = X(z)z n−1 dz (15)
2πj c
X
n−1
x(n) = residue of X(z)z at z = zi (16)
all poles zi inside C
X
n−1
x(n) = (z − zi )X(z)z (17)
i z=zi
provided that the poles {zi } are simple. If X(z)z n−1 has no poles inside the
contour C for one or more values of n, then x(n) = 0 for these values.
If there are multiple poles the residue at multiple poles is found using follow-
ing method:
m−1
1 d
Residue of X(z)z n−1 = (z − pk )m X(z)z n−1 (18)
(m − 1)! dz m−1
z=pk
b0 + b1 z −1 + b2 z −2 + ... + bM z −M
X(z) = (19)
1 + a1 z −1 + a2 z −2 + ... + aN z −N
X(z) b0 z N −1 + b1 z N −2 + b2 z N −3 + ... + bM z N −M −1
= (21)
z z N + a1 z N −1 + a2 z N −2 + ... + aN
Factorize denominator of equ.(21)
X(z) b0 z N −1 + b1 z N −2 + b2 z N −3 + ... + bM z N −M −1
= (22)
z (z − p1 )(z − p2 )....(z − pN )
X(z) C1 C2 CN
= + + .... + (23)
z (z − p1 ) (z − p2 ) (z − pN )
the coefficients C1 , C2 ...CN can be determined using the following formula
X(z)
Ck = (z − pk ) (24)
z
z=pk
k = 1, 2, ...N
X(z) C1 C1∗
= + (28)
z (z − p1 ) (z − p∗1 )