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Inverse Z-Transforms

The document discusses various methods for finding the inverse z-transform including: 1) Convolution method using the convolution theorem 2) Long division method by expanding the z-transform in a power series and collecting coefficients 3) Partial fraction method similar to inverse Laplace transforms It provides examples of applying the long division and partial fraction methods to find the inverse z-transform of specific functions.

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100% found this document useful (1 vote)
2K views

Inverse Z-Transforms

The document discusses various methods for finding the inverse z-transform including: 1) Convolution method using the convolution theorem 2) Long division method by expanding the z-transform in a power series and collecting coefficients 3) Partial fraction method similar to inverse Laplace transforms It provides examples of applying the long division and partial fraction methods to find the inverse z-transform of specific functions.

Uploaded by

Shubham
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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2nd Topic

Z-Transforms
Inverse Z-Transform

(Last updated on 18-07-2013)

Inverse Z-Transforms:

The inverse Z-transform is a process of determining the sequence, which


generates a given Z-transform. We have the following methods to find inverse Z-
transforms:
(i) Convolution method

(Convolution theorem)

(ii) Long division method

(iii) Partial fraction method

(iv) Inverse integral method

(Inversion integral method or Residue method)

(v) Power series method

(i) Convolution method (Convolution theorem):


We know that Z{f * g} = F(z)G (z) , then

Z −1{F(z )G (z)} = f * g .
or
Z-Transforms: Inverse Z-Transforms 2
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If Z −1 [U(z )] = u n and Z −1 [(z )] = v n , then


n
Z −1 [U(z ).V(z )] = ∑ u m .v n −m = u n * v n ,
m =0

where the symbol * denotes the convolution operation.


∞ ∞
Proof: We have U (z ) = ∑ u n z −n , V(z ) = ∑ v n z −n .
n =1 n =1

(
∴ U(z )V(z ) = u 0 + u1z −1 + u 2 z −2 + ....... + u n z −2n + ........∞ )
(
× v 0 + v1z −1 + v 2 z −2 + ......... + v n z −2 n + ........∞ )

= ∑ (u 0 v n + u1v n −1 + u 2 v n −2 + ...... + u n v 0 )
n =0
= Z(u 0 v n + u 1v n −1 + ...... + u n v 0 )
n
Thus Z −1 [U(z ).V(z )] = ∑ u m .v n −m = u n * v n .
m =0

This completes the proof.


Remarks: The convolution theorem plays an important role in the solution of difference
equations and in probability problems involving sums of two independent random
variables.
 z2 
Q.No.1.: Find Z −1   , using convolution theorem.
 (z − a )(z − b )

Sol.: We know that Z{f * g} = F(z)G (z) .

z  z 
Let F(z) = . ∴ f (n ) = Z −1{F(z)} = Z −1  n
=a .
z−a  z − a 
z  z 
G (z ) = . ∴ g (n ) = Z −1{G (z)} = Z −1  n
=b .
z−b z − b 
∞ n m
a
−1
Z {F(z )G (z )} = f * g = a * b = n n
∑ m n −m
a b =b n
∑  
b
(a GP)
m =0 m =0
Z-Transforms: Inverse Z-Transforms 3
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  a  n +1 
  − 1
n  b   a n +1 − b n +1
=b  = . Ans.
 a −1  a −b
 b 
 
(ii) Long division method:

Since Z-transform is defines as the series F(z) = ∑ f (z )z − n (one sided).
n=0

To find the inverse Z-transform i.e. Z −1 [F(z )] , expand F(z) in the proper power series

and collect the coefficients of z − n to get f(n).


10z
Q.No.1.: Find the inverse Z-transform of (i) ,
z 2 − 3z + 2

(ii)
(
2 z3 − z ).
(z 2
+1 ) 2

10z 10z −1
Sol.: (i) Given F(z) = = .
z 2 − 3z + 2 1 − 3z −1 + 2z −2
By actual division,
10z −1 + 30z −2 + 70z −3 + .......
------------------------------------------------

1 − 3z −1 + 2 z −2
) 10z −1

10z -1 − 30z − 2 + 20z −3


-------------------------------------
−2 −3
30z − 20z
−2
30z − 90z −3 + 60z − 4
−−−−−−−−−−−−−−−− −−−−−−−
−3 −4
70z − 60z
−3
70z − 210z − 4 + 140z −5
−−−−−−−−−−−−−−−−− −−−−−−−−
-4 −5
+ 150z − 140z
---------------------------------

∴ F(z ) = 10z −1 + 30z −2 + 70z −3 + ........ .


Now comparing the quotient with

∑ f (n )z −n = f (0) + f (1)z −1 + f (2)z −2 + ........,
n =0
Z-Transforms: Inverse Z-Transforms 4
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we get the sequence f(n) as f(0) = 0, f(1) = 10, f(2) = 30, f(3) = 70, ………..

In general, f (n ) = 10(2 n − 1), n = 0, 1, 2, ...........

(ii) Given F(z) =


(
2z z 2 − 1 )= 2z −1 − 2z −3
.
(z 2
+1 )
2
1 + 2z − 2 + z − 4

By actual division, we get F(z) = 2z −1 − 6z −3 + 10z −5 − 14z −7 + .......


Comparing the quotient with

∑ f (n )z −n = f (0) + f (1)z −1 + f (2)z −2 + ........, we get
n =0

f(0) = 0, f(1) = 2, f(2) = 0, f(3) = − 6 , f(4) = 0, f(5) = 10, f(6) = 0, ………..



In general, f (n ) = 2n sin , , n = 0, 1, 2, …….. .
2
z
Q.No.2.: Find the inverse Z-transform of by division method.
(z + 1)2
z 2 + z −1
Sol.: U (z ) = = z −1 − by actual division
z 2 + 2z + 1 z 2 + 2z + 1

3z −1 + 2z −2 4z −2 + 3z −3
= z −1 − 2z + = z −1 − 2z −3 − .
z 2 + 2z + 1 z 2 + 2z + 1
Continuing this process of division, we get an infinite series i.e.

U ( z) = ∑ (− 1)n −1 nz −n .
n =0

Thus u n = (− 1)n −1 n .

(iii) Partial fraction method:


This method is similar to that of finding the inverse Laplace transforms using
partial fractions. This method consists of U(z)/z into partial fraction, multiplying the
resulting expansion by z and then inverting the same.

Q.No.1.: Find the inverse Z-transform of

z z 3 − 20z 8z 2
(i) , (ii) , (iii) .
z 2 + 7 z + 10 (z − 2)3 (z − 4) (2z − 1)(4z − 1)
Z-Transforms: Inverse Z-Transforms 5
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z
Sol.: (i) Given .
z 2 + 7 z + 10
F(z) 1 1 A B 1 1 1 1  1 1
= 2 = = + = − . ∵ A = , B = − 
z z + 7 z + 10 (z + 2)(z + 5) z + 2 z + 5 3 z + 2 3 z + 5  3 3

1 z 1 z
∴ F(z ) = − .
3 z+2 3 z+5
1 −1  z  1 −1  z 
∴ F(n ) = Z −1 {F(z )} = Z  − Z  
3 z + 2 3 z +5
1  z 
= (− 2 )n − 1 (− 5)n . n
∵ z (a ) = 
3 3  z−a

z 3 − 20z F( z ) z 2 − 20
(ii) Given F(z) = ⇒ = .
(z − 2)3 (z − 4) z (z − 2)3 (z − 4)
F(z) z 2 − 20 A + Bz + Cz 2 D
Now = 3
= 3
+ .
z (z − 2 ) (z − 4 ) (z − 2 ) z−4

1 1
⇒ D = − , A = 6, B = 0, C = .
2 2

1 2 − 1 
6+z  

F( z )
= 2 +  2
z (z − 2 )3 z − 4
1 12z + z 3 z  1  z(z − 2 )2 + 4z 2 + 8z z 
⇒ F(z) =  −  =  − 
2  (z − 2)3 z − 4  2  (z − 2 )3 z − 4 

1 z 2z 2 + 4z z 
=  + 2. − .
2  z − 2 (z − 2)3 z − 4 
1 n   2 2 
−1  az + a z 

Now f (n ) = Z{F(z )} = {2 + 2n 2 2 n − 4 n , }  ∵ Z  
 (z − a )3 
= n 2 n
a 
2  

= 2 n −1 + 2 n .n 2 − 2 2 n −1 .
8z 2 z2
(iii) Given F(z) = = .
(2z − 1)(4z − 1)  z − 1  z − 1 
  
 2  4
Z-Transforms: Inverse Z-Transforms 6
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F(z ) z A B 2 1
∴ = = + = − .
z  1  1 1 1 1 1
 z −  z −  z − z− z− z−
 2  4 2 4 2 4

2z z
⇒ F(z) = − .
1 1
z− z−
2 4
n n
−1 1 1
f (n ) = Z {F(z )} = 2  −   , n = 0, 1, 2, ………..
 2  4

2z 2 + 3z
Q.No.2.: Find the inverse Z-transform of .
(z + 2)(z − 4)
2z 2 + 3z U(z ) 2z + 3 A B
Sol.: We write U (z) = as = = +
(z + 2)(z − 4) z (z + 2)(z − 4) (z + 2) z − 4
1 z 11 z
U (z ) = + .
6 z+2 6 z−4
On inversion, we have
1
un = (− 2)n + 11 (4)n .
6 6

Q.No.3.: Find the inverse Z-transform of


(
2 z 2 − 5z + 6.5 ) , for 2 < z < 3 .
[(z − 2)(z − 3) ] 2

Sol.: Splitting into partial fractions, we obtain

U (z ) =
(
2 z 2 − 5z + 6. 5 )= A
+
B
+
C
, where A = B = C =1.
[(z − 2)(z − 3) ]
2 (z − 2) (z − 3) (z − 3)2
1 1 1
∴ U( z ) = + +
(z − 2) (z − 3) (z − 3)2
−1 −1 −2
1 2 1 z 1 z 2 z
= 1 −  − 1 −  + 1 −  , so that < 1 and < 1
2 z 3 3 9 3 z 3

1 2 4 8  1  z z2 z3 
= 1 − + 2 + 3 + ......... − 1 + + + + .........
z z z z  3  3 9 27 

1  2z 3z 2 4z 3 
+ 1 + + + + ......... ,
3  3 9 27 

Z-Transforms: Inverse Z-Transforms 7
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 1 2 2 2 23   1 z z 2 z3 
=  + 2 + 3 + 4 + ......... −  + 2 + 3 + 4 + .........
2 z  3 3 
 z z   3 3 
 1 2z 3z 2 4z 3 
+  2 + 3 + 4 + 5 + .........
3 
 3 3 3 
∞ ∞ n +1 ∞ n+2
1
=∑ 2 n −1 −1
z −∑   z +∑n
(n + 1) 1  zn .
n =1 n =0 3 n =0 3

On inversion, we get u n 2 n −1 , n ≥ 1 and u n = (n + 2)3 n −2 , n ≥ 0 .

(iv) Inverse integral method


(Inversion integral method or Residue method):
By using the theory of complex variables, it can be shown that the inverse Z-
1
transform is given by f (n ) =
2πi ∫ F(z )z n −1dz , where C is the circle (may be even
C

closed contour), which contains all the isolated singularities of F(z) and containing the
origin of the z-plane in the region of convergence.
Hence, by Cauchy’s Residue theorem
f(n)= sum of the residues of the singularities of F(z), which are inside the contour C.
Q.No.1.: Find the inverse Z-transform of

z z z2 + z
(i) , (ii) , (iii) ,
z 2 + 7 z + 10 z 2 − 2z + 2 (z − 1)(z 2 + 1)

(iv)
2z
, (v)
z(z + 1)
, (vi)
(
z z2 −1 ).
3 2
z − z + z −1 (z − 1) 3
(z 2
)
+1
2

z
Sol.: (i) Given F(z) = .
z 2 + 7z + 10
1
2πi C∫
f (n ) = z n −1F(z )dz = sum of residues.

1 z 1 zn
∫ 2πi C∫
= z n −1 2 dz = dz .
2πi C z + 7z + 10 (z + 2)(z + 5)
Poles are z = −2, − 5 . These are simple poles.
Z-Transforms: Inverse Z-Transforms 8
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Residue at z = −2 = Lt (z + 2)
zn
=
(− 2)n
z →− 2 (z + 2)(z + 5) 3

Residue at z = −5 = Lt (z + 5)
zn
=
(− 5)n
z →−5 (z + 2 )(z + 5) − 3
(− 2)n  (− 5)n  1
∴f(n) = sum of residues =
3
+ n
{ n
 = (− 2) − (− 5) .
 − 3  3
}
z
(ii) Given F(z ) = 2
.
z − 2z + 2
1
f (n ) = ∫
2πi C
z n −1F(z )dz = sum of residues.

1 z 1 zn
2πi C∫ 2πi C∫ z 2 − 2z + 2
n −1
= z dz = dz = sum of residues.
z 2 − 2z + 2

The poles are given by z 2 − 2z + 2 = 0 ∴ z = 1 ± i both are simple poles.

zn (1 − i )n
Residue at z = 1 + i is Lt [z − (1 + i )] = .
z →1+i [z − (1 + i )][z − (1 − i )] 2i

zn (1 − i )n
Similarly residue at z = 1 − i is Lt [z − (1 − i )] = .
z →1−i [z − (1 + i )][z − (1 − i )] − 2i
(1 + i )n (1 − i )n
∴f(n) = sum of residues = −
2i − 2i
=
1
2i
[
(1 + i )n − (1 − i )n .] (i)

We know that (1 + i )n = ( 2 )n cos n4π + i sin n4π  , (1 − i )n = ( 2 )n cos n4π − i sin n4π  .
   

∴ (1 + i )n − (1 − i )n = ( 2 )n 2i sin n4π  .


 

Substituting in (i), we get f (n ) = ( 2 )n sin n4π . Ans.


z2 + z
(iii) Given F(z) = .
(z − 1)(z 2 + 1)
1
f (n ) =
2πi ∫ z n −1F(z )dz = sum of the residues
C
Z-Transforms: Inverse Z-Transforms 9
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1 n −1 z2 + z 1 (z + 1) dz = sum of the residues.


=
2πi ∫ z
(
(z − 1) z 2 + 1
dz =
2πi ∫)zn
(z − 1) z 2 + 1 ( )
C C

Poles are given by z = 1, ± i

Residue at z = 1 = Lt (z − 1)z n
(z + 1) = 1 .
z →1 (z − 1)(z 2 + 1)
z n (z + 1) i n (i + 1) i n (1 + i ) 1
Residue at z = i = Lt (z − 1)z n = = = − in .
z →1 (z − 1)(z − i )(z + i ) (i − 1)(2i ) − 2(1 + i ) 2
1
Similarly, residue at z = −i is = − (− i )n .
2
1 1 1
∴ f (n ) = sum of residues = 1 − i n − (−i) n = 1 − i n + (− i )n .
2 2 2
{ } (i)

nπ nπ
i n = cos
2
+ i sin
2
; (− i ) = cos n2π − i sin n2π
n


i n + (− i )n = 2 cos . Substituting in (i), we get
2
1 nπ  nπ
f (n ) = 1 − 2 cos  = 1 − cos .
2 2 2
2z 2z
(iv). F(z) = = .
3 2
z − z + z −1 (z − 1)(z 2 + 1)
1
f (n ) = ∫
2πi C
z n −1F(z)dz = sum of residues

1 2z 1 2z
∫ z n −1 ∫
n
= dz = z dz .
2πi C (
(z − 1) z 2 + 1 )
2πi C (z − 1) z 2 + 1 ( )
Poles are z = 1, z = ±i .

2z n
Residues at (z = 1) = Lt (z − 1) = 1.
z →i (z − 1)(z 2 + 1)
2z n 2i n in
Residues at (z = i) = Lt (z − i ) = = .
z →i (z − 1)(z − i )(z + i ) (i − 1)(2i ) 1 + i

Residues at z = −i = −
(− i ) . n

1− i
Z-Transforms: Inverse Z-Transforms 10
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 i n (− i )n 
∴ f (n ) = sum of the residues = 1 −  + 
1 + i 1 − i 

 in  in πn
= 1 − 2 R.P.   = 1 − 2 R.P. e = 1 − 2 R.P. e in πn −iπ / 4
1+ i  iπ / 4
  2e

 nπ π   nπ nπ 
= 1 − 2 cos −  = 1 − cos + sin  .
 2 4  2 2
z(z + 1)
(v) Given F(z) = .
(z − 1)3
1
f (n ) = ∫
2πi C
z n −1F(z)dz = sum of residues

1 z(z + 1)
= ∫
2πi C
zn
(z − 1)3
dz = sum of residues.

z =1 is a pole of order 3.

1 d2  (z − i )2 .z n (z + 1)  1
Residue at z = 1 = Lt 2 
 3
 2!
{
 = Lt n (n + 1)z
n −1
+ n (n − 1)z n −2 }
2! z→i dz (z − i ) z →1

1 2
=
2
{n + n + n2 − n = n2 . }
∴ f (n ) = n 2 , n =0, 1, 2, ...........

(vi) Given F(z) =


(
z z2 −1 ).
(z 2
)
+1
2

1
f (n ) = ∫
2πi C
z n −1F(z)dz = sum of residues

1 zn z2 −1 ( )
2πi C∫ z 2 + 1 2
⇒ f (n ) = dz = sum of residues.
( )
z = ±i are poles and each is the pole of order 2.

Residue at z = i = Lt
d 
(z − i )2 z n z 2 − 1  (  =
)
Lt
d  z n z 2 − 1 
 
( )
z→i dz  (z − i )2 (z + i )2  z→i dz  (z + i )2 

Z-Transforms: Inverse Z-Transforms 11
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= Lt
(z + i )2 [z n .2z + nz n −1 ]− z n (z 2 − 1).2(z + i ) = n i n −1 .
z →i (z + i )4 2

n
Similarly, R2, Residue of (z) at (z = −i ) = (− i )n −1 .
2

∴ f (n ) = sum of the residues =


2
i{
n n −1
}
+ (− i )n −1 , n = 0, 1, 2, ……..

Q.No.2.: Using the inversion integral method, find the inverse Z-transform of
10z
.
(z − 1)(z − 2)
10z
Sol.: Let , its poles are at z = 1 and z = 2.
(z − 1)(z − 2)
Using the U(z) in the inversion integral (residue method), we get
1
2πi C∫
un = U(z )z n −1dz , where C is the circle large enough to enclose both the poles of

U(z) = sum of residues of U (z )z n−1dz at z = 1 and z = 2.

 10z n 
[
Now Res U(z )z n −1
]
z =1 = Lt (z − 1).
z→1 (z − 1)(z − 2)
= −10

 10z n 
[
Res U(z )z n −1 ]
z =2 = Lt
z→ 2 
(z − 2 ).
(z − 1)(z − 2)
n
 = 10.2 .

Thus, the required inverse Z-transform u n = 10 2 2 − 1 , ( ) n = 0, 1, 2, .........

(v) Power series method:


This is the simplest of all the methods for finding the inverse Z-transform. If U(z)
is expressed as the ratio of two polynomials which cannot be factorized, we simply divide
the numerator by the denominator and take the inverse Z-transform of each term in the
quotient.
  z 
Q.No.1.: Find Z −1 log  by power series method.
  z + 1 
  z  1
Sol.: Given F(z) = log   . Let z =
  z + 1  y
Z-Transforms: Inverse Z-Transforms 12
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 1 
 y 
Then F(z) = log   = − log (1 + y )
 1 + 1
 y 

= −y +
1 2 1 3 1 1 1
y − y + ......... = − + 2 − 3 + ........ +
(− 1)n z −n .
2 3 z 2z 2z n

0 for n = 0

∴ f (n ) = z −1{F(z )} =  .

(− 1)n otherwise
 n

Some useful inverse Z-Transforms:


Sr. No. U(z) Inverse Z-transforms un
1 z a n u (n )
z−a
2 z2 (n + 1)a n u(n )
(z − a )2
3 z3 1
(n + 1)(n + 2 )a n u (n )
2!
(z − a )3
4 1 a n −1u (n − 1)
z−a
5 1 (n − 1)a n − 2 u(n − 2)
2
(z − a )
6 1 1
3
(n − 1)(n − 2 )a n − 3 u (n − 3)
(z − a ) 2

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Home Assignments
Q.No.1.: Using convolution theorem, find the Z −1 of
Z-Transforms: Inverse Z-Transforms 13
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z2 8z 2 z2
(i). , (ii). , (iii). ,
(z − 4)(z − 3) (2z − 1)(4z − 1) (z − a )2
3
z2  z 
(iv) , (v)   .
(z − 1)(z − 3)  z −1
n −1 2n
n +1 n +1 1 1
Ans.: (i) 4 −3 , (ii)   −  , (iii) (n + 1)a n u (n ) ,
2 2
1 n +1 1
(iv)
3
(
3 −1 , ) (v)
2
n (n − 1) .

Q.No.2.: Find the inverse Z-transform of f(n) by any method:

z2 + z z 2 + 2z z
(i) , (ii) , (iii) ,
(z − 1)2 (z − 1)(z − 2)(z − 3) (z − 1)(z − 2)(z − 3)
z2 z 5z
(iv) , (v) , (vi) ,
(z − a )(z − b ) 2
z + 11z + 30 (2z − 1)(z − 3)
z2 4z −1 4 − 8z −1 + 6z −2
(vii) , (viii. , (ix) ,
(z + 2)(z 2 + 4) (1 − z ) −1 2
(1 − 2z ) (1 + z )
−1 2 −1

4z 2 − 2z
(x) .
z 3 − 5z 2 + 8z − 4
3 5 1 1 n 1 n
Ans.: (i) 2n + 1 , (ii) − 4.2 n + .3 n , (ii) − .2 + .3 ,
2 2 2 2 2
n
1
(iv)
ab
a [
1 n +1
− b n +1 , ] (v) (− 5)n − (− 6 )n , (vi) 3 n −   ,
2

(vii)
(− 2 )n +1 + (2i )n +1 − (2i )n +1 , (viii). 2n (n − 1)u (n ) ,
8 8i(1 + i ) 2i(1 − i )

(ix) 2(− 1)n + 2 n (n + 2) , (x). 2 + 2 n (3n − 2 ) .


4z
Q.No.3.: Find the inverse Z-transform of , z =a.
z−a

Ans. 4a n
5z
Q.No.4.: Find the inverse Z-transform of .
(2 − z )(3z − 1)
Z-Transforms: Inverse Z-Transforms 14
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n
1
Ans.   − 2 n
 3
z
Q.No.5.: Find the inverse Z-transform of .
(z − 1)2
Ans. n
3z 2 + 2
Q.No.6.: Find the inverse Z-transform of .
(5z − 1)(5z + 2)
13
Ans. (0.2 )n + 4 (− 0.4 )n .
75 75

8z − z 3
Q.No.7.: Find the inverse Z-transform of .
(4 − z )3
( )
Ans. n 2 + 7 n + 4 (4 )n −1

Q.No.8.: Find the inverse Z-transform of


(1 − e at )z .
(Z − 1)(z − e −at )
Ans. 1 − e −at
 1 
Q.No.9.: Obtain Z −1   for (i) z < 2 ; (ii) 2 < z ; (iii) z > 3 .
 [(z − 2 )(z − 3)]
 1 z z2 z3   1 z z2 z3 
Ans. (i).  − − 2 − 3 − 4 .......... +  − − 2 − 3 − 4 _ + .......... ,
 3 3   2 2 
 3 3   2 2 

( ) ( )
(ii) − 2 n −2 z −n , n > 0, (iii) 3 n −1 − 2 n −2 z − n , n ≥ 1, n ≤ 0

{
Q.No.10.: evaluate Z −1 (z − 5)−3 } for z > 5.

1
Ans. (n − 1)(n − 2 )5 n −3 , n ≥ 3 and = 0, n ≤ 0 .
2
z+3
Q.No.11.: Using inversion integral, find the inverse Z-transform of .
(z + 1)(z − 2)
Ans. 2(− i )n −1 − (− 2 )n −1

Q.No.12.: Using inversion integral, find the inverse Z-transform of


(2z − 1)z .
2(z − 1)(z + 0.5)
Z-Transforms: Inverse Z-Transforms 15
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n
1 2 1
Ans. + − 
3 3 2
1
Q.No.13.: Using inversion integral, find the inverse Z-transform of .
z(z − 1)(z + 0.5)
n −1
1 1 1
Ans. −  − 
3 3 2

Q.No.14.: Using inversion integral, find the inverse Z-transform of


(
2z z 2 − 1 ).
(z 2
)
+1
2

 nπ 
Ans.: 2n sin   , n = 0, 1, 2, 3,……..
 2 

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