Z Transforms

Why Are Z Transforms Used?

The Z Transform

Signals With Multiple Poles

Important Facts About Z Transforms

Problems
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Why Are Z Transforms Used?

You should know that Laplace transform methods are widely used
for analysis in linear systems. Laplace transform methods are used
when a system is described by a linear differential equation, with
constant coefficients. However:

 There are numerous systems that are described by difference

equations - not differential equations - and those systems are
common and different from those described by differential
equations.
 Systems that satisfy difference equations include things like:
o Computer controlled systems - systems that take
measurements with digital I/O boards or GPIB instruments,
calculate an output voltage and output that voltage
digitally. Frequently these systems run a program loop that
executes in a fixed interval of time.
 Other systems that satisfy difference equations are those
systems with Digital Filters - which are found anywhere digital
signal processing - digital filtering is done. That includes:
o Digital signal transmission systems like the telephone
system.
o Systems that process audio signals. For example, a CD
contains digital signal information, and when it is read off
 the CD, it is initially a digital signal that can be processed
with a digital filter.

At this point, there are an incredible number of systems we use

every day that have digital components which satisfy difference
equations.

In continuous systems Laplace transforms play a unique role.

They allow system and circuit designers to analyze systems and predict
performance, and to think in different terms - like frequency
responses - to help understand linear continuous systems. They are a
very powerful tool that shapes how engineers think about those
systems. Z-transforms play the role in sampled systems that Laplace
transforms play in continuous systems.

 In continuous systems, inputs and outputs are related by

differential equations and Laplace transform techniques are used
to solve those differential equations.
 In sampled systems, inputs and outputs are related by difference
equations and Z-transform techniques are used to solve those
differential equations.

In continuous systems, Laplace transforms are used to represent

systems with transfer functions, while in sampled systems, Z-
transforms are used to represent systems with transfer
functions.
There are numerous sampled systems that look like the one shown
below.

 An analog signal is converted to a digital form in an A/D.

 The digital signal is processed somehow.
 The processed digital signal is converted to an analog signal for
use in the analog world.
 The processing can take many forms.

 In a voice transmission situation, the processing might be to

band-limit the signal and filter noise from the signal.
 In a control situation, a measurement might be processed to
calculate a signal to control a system.
 And there are many other situations.

Goals

In sampled systems you will deal with sequences of samples, and

you will need to learn Z-transform techniques to deal with those
signals. In this lesson many of your goals relate to basic understanding
and use of Z-transform techniques. In particular, work toward these
goals.

 Given a sequence of samples in time,

o Be able to calculate the Z-transform of the sequence for
simple sequences.
 Given a Z-transform,
o Be able to determine the poles and zeroes of the Z-
transform.
o Be able to locate and plot the poles and zeroes in the z-
plane.

Later you will need to learn about transfer functions in the realm of
sampled systems. As you move through this lesson, there are other
things you should learn.

 Given a Z-transform of a signal, and the pole locations,

o Be able to relate distance from the origin to decay rate.
o Be able to relate angle off the horizontal to the number of
samples in a cycle of signal oscillation.

What Is A Z Transform?
 You will be dealing with sequences of sampled signals. Let us
assume that we have a sequence, yk. The subscript "k" indicates a
sampled time interval and that yk is the value of y(t) at the kth sample
instant.

 yk could be generated from a sample of a time function. For

example:
o yk = y(kT), where y(t) is a continuous time function, and T is
the sampling interval.
o We will focus on the index variable, k, rather than the
exact time, kT, in all that we do in this lesson.

It's easy to get a sequence of this sort if a computer is running

an A/D board, and measuring some physical variable like temperature
or pressure at some prescribed interval, T seconds. A sampled
sequence like this plays the same role that a continuous signal plays in a
continuous system. It carries information just like a continuous signal.

The Z transform, Y[z], of a sequence, yk is defined as:

We will use the following notation. A large "z" denotes the operation
of taking a Z-transform (i.e., performing the sum above) and the result
is usually denoted with an upper-case version of the variable used for
the sampled time function, yk.

 Z[y ] = Y[z]
k

The definition is simple. Take the sequence, and multiply each

term in the sequence by a negative power of z. Then sum all of the
terms to infinity. That's it.
 Let's look at the transform of some simple functions to show how
this definition works.

Example

E1 We are going to calculate the Z-transform of a simple sequence.

So that you can see the sequence in all its glory, we have a sequence
calculator for you. The expression for the sequence is:

 yk = yoak

To use the calculator, input a in the text box and click the Start
button. If you want to see the sequence for a different value of a,
click the Clear button to clear the plot, enter a new value for a and
click the Start button to replot. We have used a value of 1.0 for the
starting value.

The simulator lets you see the sequence for different values of a. We
want to get the Z-transform of the sequence for a general value of a.
To do that we calculate the sum above.
But, we know that yk = yoak. Put that expression into the sum to get.

If you do the last sum, you should find.Then we get:

 Y[z] = 1/[1 - a/z] = z/[z - a]

 And we see that this function has a pole at z = a, and a zero at z
= 0.
 The pole is in the right half of the z-plane.
 Despite that, this is the transform of a signal that decays to
zero!

Things work differently in the z-plane. It's not the same as the
s-plane where a pole must be in the left half of the s-plane to
represent a function that decays to zero. Here, for a function to
decay to zero, the pole must be inside the unit circle - shown in red on
the plot. Here is an example.

Example

E2 You have a decaying sampled signal. The signal is 2.0*(.9)k. The Z-

transform of the signal is:

 2z/(z - 0.9)

We can plot the pole and zero for this function, and that plot is shown
below.
 Let's think about this signal a little bit more.

 This signal decays to zero, just like a decaying exponential (like

e-t/)
 This signal could, conceivably, have been generated by sampling a
decaying exponential.
 In the sampled world, this signal is probably going to play the
same role as the decaying exponential plays in the continuous
world.
 In the sampled world, the transform of this signal has a pole at z
= a. In the continuous world, the transform of e-t/ has a pole at
s = -1/.

Now, let's look at another signal. We'll just change things by

making a negative. That won't change the algebra that we do, but it
will change how the function looks.

Example

E3 We are going to calculate the Z-transform of another sequence.

The only difference from the last situation is that we are going to
consider negative values for a. We didn't look at negative values
before, but we did ignore the possibility. It's time to rectify that.
We still have the same expression for the sequence.

 yk = yoak

In the calculator, you can input negative values for both the starting
value. You should notice and think about the following points. Try both
of those possibilities, and then ponder the following.

 When a is negative, successive points in the plot alternate sign.

In other words, there are oscillations, but they only take two
sample periods. Remember that behavior. We'll revisit it later
when we consider multiple real poles.
 When you take the Z-transform, this function has a single pole at
z = -a.
o Can you sketch where the pole is when a = -0.5?
 The simulator still works when a is larger than 1.0 or less than -
1.0 (like a = -2.5). However, the response is not well behaved for
those values.
o Where is the pole for a larger than 1.0 or less than -1.0?

Observations & Comments

 When we do the algebra for the sequence in the example above, we
have

 yk = yoak

That's what we have been working with.

 The transform is given by: Y[z] = yoz/(z - a),

 We still have a pole at z = a.
 If a is positive, that pole is in the right half of the z-plane, but
that doesn't bother us in the z-plane like it does in the s-plane.
If a is positive, as long as a < 1, the response settles out. If a > 1,
the response grows without limit.
 If a is negative, the pole is in the left half plane, and it is on the
negative real axis. Interestingly that leads to oscillations that
decay. You can't get oscillations in continuous systems unless you
have at least two poles, so that's something you might not have
expected.

Again, it pays to compare our results to continuous signal results

and to sum up.

 A decaying signal, yk = yoak, has a pole at z = a. However, unlike a

decaying exponential, if a is negative, we can have oscillations in
the decaying signal.
 For the oscillations to decay, we must have |a| < 1. However, a
can be either positive or negative, and that leads to the
possibility of oscillations when a is negative.

There is one other interesting correlation we can make with

analog signals. In analog signals, decaying exponentials are important.
Note the following.

 Say you have a decaying exponential. We can represent that with

a time constant description:
-t/
o Y(t) = yoe
  Now, consider sampling that decaying exponential. Assume that
you sample every T seconds. Then the kth sample (taken a t = kT)
is given by:
-kT/
o Y(kT) = yk = yoe = yoe(-T/)k = yo[e(-T/)k]
 Now, you can think of this as yk = yoak with:
(-T/)
o a = [e ]

This is a pretty interesting correspondence between sampled and

analog signals. Clearly, if you sample a decaying exponential you get the
kind of sequence we have been discussing earlier. Conversely, any time
you have a decaying sequence you might want to think of the decaying
sequence as a sampled decaying exponential - and there may well be
times when that is advantageous.

Other Sampled Signals

As with Laplace transforms there are a number of simple signals

that are important. Besides decaying signals, two important signals are
the unit impulse and the unit step. Before we go much further we will
look at the Z-transforms of those two signals because they are
important.

We will first examine the unit impulse in the sampled world. We'll
call that impulse k.

 kis one for n = 0.

o In the continuous world the impulse is infinite for t = 0.
o That's a big difference.
 k is zero for all other k's - like the continuous impulse is zero
for times that are not zero.

Here is a picture of the sampled impulse, k.

  Remember that this is a sampled signal so it is not defined
except for integer values of k.

It's pretty easy to compute the Z-transform of the unit impulse.

 Earlier, we defined the Z-transform of a sequence, yk as a sum of

the sequence multipled by negative powers of z.
 k is zero for k>0, so all those terms are zero.
 k is one for k = 0, so that is the only term in the sum.
 That means that we have:
o Z[k] = ozo = 1
We can see that the sequence, k, is going to play the role that
the unit impulse (Dirac Impulse) plays in continuous signals and
systems. Just like the unit impulse, the transform of k is 1.

Another important signal is the unit step. Here is a unit step in

the sampled signal domain.

 uk is one for all k.

 We use the same expression to compute the Z-transform of the
unit step. Since all samples are one, we get:
-1
o U[z] = 1 + z + z-2 + z-3 + z-4 + . . .
 o U[z] = z/(z - 1)
o Brush up on sums of infinite series if you're not with it for
this.

To get the expression, U[z] = z/(z - 1), the series can be summed
using standard techniques from calculus. Or, you can divide out the
result - z/(z - 1) - to generate the series. Either way, you should
convince yourself that the series is, in fact, correct.

To this point we have considered some simple functions in the

sampled time domain. They include the following:

 The unit impulse, k,

 The unit step, uk,
 Exponentially decaying sequences, yk = yoak
 Alternating decaying sequences, which are exponentially decaying
sequences with a < 0.

There are other interesting signals. The ones considered to this

point are among the simplest and most fundamental signals. There are
more complex signals.

 We haven't considered signals with more than one pole. Next, we

will consider a signal with two poles.
 There are tools that you have available from work with Laplace
transforms.
o For example, with two real poles you should be able to
divide the transform into two parts, each with one real
pole, using partial fractions. Then you can analyze each
part separately.
o Conversely, a sequence with two decaying exponential
sequences should give two poles. That should generalize to
more complex signals.

Signals With Multiple Poles

 Clearly there are lots of interesting situations with multiple poles,
and we need to examine some situations there. Let's look at a case
with two real poles.

 Here is the z-function:

 And, the partial fraction expansion for the z-function is:

 Taking the inverse Z-transform, we find the following sequence.

Note k is a unit impulse at k = 0.

 And, you should observe that we could, in fact, have performed

these steps in the opposite order, i.e.
o We could have started with the expression above, with two
decaying terms (.7k and.9k), and added in a unit impulse,
then
o We could have taken the transform of both terms, including
the k term, and then,
o We could have combined terms to get the function we
started with above
 10/[(z - 0.7)(z - 0.9)]

Example/Simulation

E4 Here is a simulator that will compute the inverse transform of:

 Y[z] = 1/[(z - p1)(z - p2)]

 Enter the poles in the text boxes indicated, and click the Start
button.
Do the following with this simulator.

 Input the values above, i.e.

o p1 = 0.7
o p2 = 0.9
 Observe the result, and, in particular, note the following
features.
o The function starts at zero, reaches a peak and decays
back to zero.
o You should expect the response to die back to zero. Both
poles here satisfy the criterion for stability as we noted
above for single poles.
o The function does not start immediately. There is no zero
at z = 0 as we had earlier, and this delays the start of the
signal. That will be discussed in more detail later.
 Input one negative value for a pole and observe the result,
including the following features.
o There are now oscillations in the response. Those
oscillations take only two sample periods. as noted above
for a single negative pole.
 Input two negative value for the poles and observe the result,
including the following features.
 o The oscillations still take only two sample periods.
o The oscillations are more pronounced (wilder?).

Now, at this point you have seen several signals.

 The unit impulse - with a transform that is a constant.

 The unit step - with a transform with a pole at the origin.
 The decaying "exponential" - with a transform with a single real
pole
 Two exponentials - with two poles.

These signals have some interesting properties, and we can make a few
observations.

 The number of decaying terms (ak terms) determines the number

of poles.
 In the cases we considered, the poles were real.
o With real pole any oscilations we encountered were of the
type where the cycle period was just two sample periods,
i.e. the signal went up, then it went down, then back up, etc.

We know that there are other kinds of signals with oscillations.

We especially know that there are probably signals that take many
sample periods to complete an oscillation. Think of measuring
temperature every hour during the day. If you have two identical days
in a row, you would have 24 samples in a period. In the next section we
will examine signals with those properties.

Sampled Decaying Sinusoids

A signal with two real poles is a simple case of a more general

situation. In continuous signals we often encounter decaying sinusoids.
Those signals have a time representation given below.

f(t) = e-akTsin(bt)
Note, this signal starts at zero for t = 0. A plot of a signal of this sort
is shown below.

Example

E5 Imagine that we have a decaying sinusoid - as above - and that we

sample the sinusoid at intervals of T seconds. We would have a
sampled signal:

fk = f(kT) = e-kTsin(kT)

The decaying sinusoid is similar to the alternating decaying signal,

but it has significant differences:

 The signal does not alternate from positive to negative.

 The signal looks like samples from a decaying sinusoid.

Now, let us consider the Z-transform of our decaying sinusoid

signal.

fk = f(kT) = e-kTsin(kT)
  Now, we have to evalulate the summation. That doesn't look
easy. There is another way.
 We can recognize that sin(kT) can be represented with a sum
of two exponentials.

We can use the expansion for the sine to give us

We can take each term in this expansion separately. Let's start with
the first part of this expansion. Define a new function for this first
part. Call that function f1k.

f1k = [e-kT+jkT]

 Earlier in this lesson we considered a sequence:

k
o yk = yoa
o We found the transform of this sequence to be
 Y[z] = yo/(z - a),
o Now we have a new sequence:
-kT+jkT
 f1k = [e ]/2j = [(e-T-jT)k]/2j
o This new sequence is really a generalization of the simple
sequence above, so we can apply our previous result -
without having to reinvent the wheel.
o There is a similar sequence for the other part of the
sampled sine function.
-kT-jkT
 f2k = -[e ]/2j = -[(e-T-jT)k]/2j

We can rewrite the new sequence as:

 fk = f1k + f2k
 fk = [(e-T+jT)k]/2j - [(e-T-jT)k]/2j
 fk = fo[(a)k - (a*)k]
 o Note, a* is the complex conjugate of a, and a = e-T+jT.
o fo = 1/2j

We know how to take the z transform of the sequence, fk. That

sequence is just the sum of two of the decaying signal sequences - even
though we now have complex values for "a". So, let's take the Z-
transform of the sequence.

 Z[fk] = fo[z/(z - a) + z/(z - a*)]

We can combine these two terms, if that is desired. The result is:

 Z[fk] = fo[z/(z - a) - z/(z - a*)]

 Z[fk] = fo[2Im(a)z/(z - a)(z - a*)]
 We know:
o fo = 1/2j
-T-jT
o a =e = e-T[cos(T) + jsin(T)]
 So, we have:
*
o Z[fk] = fo[2Im(a)z/(z - a)(z - a )]
-T
o Z[fk] = (1/2j)[2e sin(T)z/(z - e-T-jT )(z - e-T+jT )]
 And, that is the Z-transform of the sequence:
-kT
o fk = f(kT) = e sin(kT)
 There are two poles for this signal. Those poles are at:
-T-jT
o z1 = e
-T+jT
o z2 = e
 Here is an example plot for the two poles. Parameters are:
o  = 0.05,
o  = .3
o T = 1.0
 The two poles are shown in the plot below. The poles are marked
with x's, and we have shown a unit circle. The two poles lie just
slightly within the unit circle.
These poles are interesting.

 The poles are complex conjugates - much like we find complex

conjugate poles for continuous systems with decaying oscillations.
 The poles are in the right half of the z-plane, but they still
represent decaying oscillations - contrasting with poles in
continuous systems in the left half of the s-plane.
 The poles are inside the unit circle.
o The unit circle is the stability boundary for sampled
systems, like the imaginary axis is for continuous systems.
 Just as in continuous systems, proximity to the stability
boundary implies low relative stability. Poles in the z-plane that
are close to the unit circle will produce slowly decaying
oscillations just like poles in the s-plane do when they are close
to the j-axis.

Example/Simulation

E6 Let's look at the numbers we used above. Here they are repeated.

  = 0.05,
  = .3
 T = 1.0

These are the values in the expression for the sequence, fk = f(kT) = e-
sin(kT), used above. With these values we can compute the pole
kT
location and the real and imaginary part of the pole location. Here is
the computation.

 The pole is given by:

-T+jT
o z1 = e
-T
o z1 = e [cos(T) + jsin(T)]
 So, the real and imaginary parts are:
-T
o Re(z1) = e cos(T) = 0.909
-T
o Im(z1) = e sin(T) = 0.281

The plot above, repeated here, shows the pole locations. The plot is
consistent with our calculations.

E7 Here is a simulator in which you can enter the real and imaginary
parts for a pair of complex poles in the z-plane. In this simulator, do
the following.

 Check the values used above, i.e. Real Part = 0.909 and Imaginary
Part = +/-0.281. Actually, the simulator should have these values
preset.
 Determine if the period is correct. You will need to figure out
what the period should be, and remember that the sample period,
T, is one second for this simulation.
 Determine if the number of samples in a period is correct.
An Observation About Decay Rate

In a sampled system, decay rate is also important, just as it is in

analog systems. In a sampled system we will need to discuss things in
terms of decay to a certain percentage after a number of sample
periods, and then relate number of sample periods to time using the
sample period, T.

To get a handle on decay rate remember that the poles of a

sampled system with two complex poles are:

 z1 = e-T-jT
 z2 = e-T+jT

The critical observation to be made is that the response has terms like
the expression below, which is repeated from the material above.

 fk = f(kT) = e-kTsin(kT)

Then, we should realize that the critical term is the envelope of the
response, and that is determined by:
  Envelopek = e-kT= (e-T)k
 Or, in other words, the magnitude of the poles (And since they
are complex conjugates, they both have the same magnitude.)
determines the decay rate per sample period. That decay
rate/sample period id:
-T
o Decay Rate/Sample Period = e

We can note the following critical observation about these poles.

 If the magnitude of the pole(s) is less than one, the response will
eventually settle out to a constant value (possibly zero) because
the transient part of the response will eventually die out.
 If the magnitude of the pole(s) is greater than one, the response
will grow indefinitely.
 That's why the unit circle is the stability boundary for sampled
systems. Poles outside the unit circle represent signals that grow
in time, while poles inside the unit circle represent signals that
eventually decay to zero.

It is possible to get even more insight into how pole position is

related to response.

 If we start with a sequence,fk = f(kT) = e-kTsin(kT)

o In one sample period, the bounding envelope of the sinusoid,
e-kT always becomes smaller by a factor e-T.
o In one sample period, the angle in the argument of the
sinusoid always increases by T radians.

We can relate these features of the response to the pole

position. Let's look at the example sequence we looked at earlier.
Here's the sequence and the pole positions
are shown in the figure at the right below.

  = 0.05,
  = .3
 T = 1.0
Now, note the following for this example.

 The decay factor, e-T = e-0.05, so each sample interval, the bound
on the sinusoid will decrease to e-0.05 of the value the preceding
sample period. That's approximately a 5% decrease to 0.951
times the preceding value.

The magnitude of the pole - the distance of the pole from the origin -
determines the decay rate. That distance is shown on the plot, and it
is equal to e-T. That's the amount the envelope of the response
decays each sample period. Remember, the poles are at:

 z1 = e-T-jT
 z2 = e-T+jT

The magnitude of both poles is |e-T|. The factor, ejT, only

changes the angle of the first pole - and the factor, e-jT, changes the
angle of the second pole - but in the opposite direction.

The same angle, T, appears in both poles - once positively, and
once negatively. That angle determines how much the angle of the
sinusoidal signal (which is also decaying!) changes each sample period
since the response is given by:

fk = f(kT) = e-kTsin(kT)

We will call T the angular rate.

Example

E8 Now, consider the example we have been using.

  = 0.05,

  = .3

 T = 1.0
 With  = .3 and T = 1.0, we have T = .3 radians or about 17.2
degrees. That means that the sinusoidal part of the response will move
through a complete cycle in a little over 21 sample periods. Check that
using the simulator.

Example

E9 Here is a simulator which allows you to input the decay rate and
the anglular change between samples.
Problem

P1 Say that you want the response to decay to within 5% of the

starting value in 20 sample periods. What should the decay factor be?

Enter your answer in the box below, then click the button to submit
your answer. You will get a grade on a 0 (completely wrong) to 100
(perfectly accurate answer) scale.

Your grade is:

The pole position determines the significant features of the

response.

 The distance from the origin determines the rate of decay. The
closer to the origin the quicker the decay - as measured in sample
periods.
  The angle off the horizontal - measured from the origin -
determines the number of sample periods in a period of the
sinusoid.

Let's look at some particular cases. In the process we shoul come

to a better understanding of how pole position affects response.

One interesting particular case is when the poles are on the

imaginary axis. Here is a copy of the simulator we used earlier.

Example

E10 Here is the simulator. Do the following.

 Use values of 15o, 30o, 45o, . . . up to 180o, for the angle.

 Use values of 1.0, 0.9, 0.8, . . . for the decay factor.
 Observe results and see what conclusions you can draw. Make
sure that the results make sense to you.

 Are the results what you expected?

 Notice how the signal is undamped when it is on the unit circle.
  Notice how the apparent damping increases as the poles move
toward the center (origin) of the unit circle.

The various examples show behavior that is much like the

behavior you would get in a continuous system by changing the damping
ratio.

What is interesting about the response for a ninety degree

angular rate is that there are a lot of points that are zero. To explain
that consider the following:

 For a nintey degree angular rate, the poles are at +90o and -90o.
 The angle of the poles determines the number of samples in a
period of oscillation.
 For an angle of 90o, there are four samples in a period.
 With four samples in a period, in this case there is:
o one up,
o one at zero,
o one down, and
o one at zero, etc.

We can sum up what you should have obtained from this part of
the lesson.

 You should be able to relate the distance of a pole from the

origin of the z-plane to the decay rate.
 You should be able to relate the angle of the pole off the
horizontal - measured from the origin - to the number of samples
in an oscilation period.

And these were part of the set of goals enumerated early in this
lesson.

Some Important Facts & Z-Transform Theorems

 When dealing with sampled signals, there are some relationships
you need to know. In continuous systems, multiplication by s comes
about by taking the transform of a derivative. That's important in
continuous systems because that's what eventually lets you apply
Laplace transforms to differential equations and develop concepts like
the transfer function.

In sampled systems, multiplication by z is what helps you solve

difference equations, and eventually that will let us develop equivalent
transfer function concepts for sampled systems. Some simple facts
are the results for multiplication by a constant and the linearity
theorem. In what follows, we assume that we have a signal sequence,
yk, and the transform of that signal sequence is Y[z].

 Z(a yk) = a Y[z] Multiplication by a constant

 Z(a yk+ b wk) = a Y[z] + b W[z] Linearity

Linearity Theorem

These two theorems are fairly easy to show, and the first is really
a special case of the second - the linearity theorem - so we will just
show how the second one comes about. Here is a statement of the
linearity theorem again:

 Z(a yk+ b wk) = a Y[z] + b W[z] Linearity

Now, we can follow the following steps, starting with the

definition
and that's the theorem.

Delayed Signals - Shifting Theorem

The most important theorem for Z-transforms is the real

translation theorem - also known as the shifting theorem. The shifting
theorem says:

 Z(a yk-1) = z-1 Y[z]

You need to understand what yk-1 is. If you think about it, when k is 3,
for example, the value of the function is y2. In other words, the
signal yk-1 is the same as the signal yk except that it takes on specific
values one sample period later than yk.

This one takes a little more effort to demonstrate. First, let's

look at the shifted function.

 Shifting the index by -1 (changing k to k-1) delays the function by

one sample point.

A function is shown to the right in red. The same function - delayed

by one sample period - is shown in blue on the plot.
 Now, let us look at the Z-transform of the shifted function.
Here is the summation we want to perform.

 The first term in the sum, for k = 0, is y-1. We will assume that
the signals we deal with - including yk here - all start at zero so
that y-1 = 0.
 Noting that, we can let m = k - 1, and substitute that in the sum.
Then the sum will run from m = -1 to infinity. Here is that
expression.

 Now, evalute the sum. That leads to the following expression.

 Ultimately, we conclude that the transform of the delayed signal

is just z-1 times the transform of the undelayed signal, i.e.:
o Z[yk-1] = z-1 Y[z] = Y[z]/z
Final Value Theorem

There are other important results you will need to know for
control systems. One of those is the final value theorem. Here is a
statement of the result of the theorem.

Paraphrasing the result, we say that the limit of the sequence as

time (k) becomes large is the limit in the z-domain of (z - 1)/z times
the transform of the function, Y[z]. (Note that (1 - z-1) is the same
as (z - 1)/z.)

Consider the transform of a sequence, yk.

Now, also consider the transform of the same sequence delayed by one
sample period.

Then, consider taking the difference between these two transforms.

Now, take the limit of this difference as z approaches 1. The sums on

the right hand side of this equation can be written as:

[yo - y-1] + [y1 - y0] + [y2 - y1] + . . .

Notice how y-1 = 0, and how every term gets cancelled except the very
last. In what is shown y2 is left. In the limit, the "final value" is left.
So, we have the final value theorem as a result.

Problems

o Problem Sampled1A01 - Getting the transform of a

decaying sequence.
o Problem Sampled1A05 - Getting the transform of a double
delayed signal

Links To Related Lessons

Other Lessons On Sampled Systems

o Introduction to Z Transforms
o Application To Systems - Transfer Functions

Moving Along - More Advanced Material

Send us your comments on these lessons.

The Z Transform
Discrete Data
What is a discrete-time system and why do we care about
it?
Until now we have assumed that time is continuous. In other words, time can take
on any value, and this is generally true of linear physical systems involving
components as capacitors, masses, thermal resistances... However, computers are
increasingly being integrated into systems. For the computer, time is not continuous,
it passes in discrete intervals. So whenever a computer is being used, it is important
to understand the ramifications of the inherently discrete nature of time. As with the
Laplace Transform, we will assume that functions of interest are equal to zero for
time less than zero.

Where does discrete time data come from?

Although some data associated with physical systems is inherently discrete-time
(daily high temperatures, stock closings...) most data starts out as continuous time
data and becomes discrete through a process called sampling. For physical
systems of the type considered in this course, the sampling process is usually
carried out in practice through the use of an analog-to-digital (A/D) convertor.

The process is often depicted as shown in the

diagram at the right. In this diagram x(t) represents a continuous-time signal that is
sampled every T seconds, the resulting signal is called x*(t). This represents a
continuous-time signal that is measured by a computer every T seconds that results
in a sampled signal. A common example of this is music stored on a CD. The
continous-time signal is generated by the human voice, pianos, guitars... and is
sampled 44,100 times per second. The resulting sequence of numbers is stored on
the disc for replay at a later time (note).

There are a number of ways to represent the sampling process mathematically. One
way that is commonly used is to immediately represent the sampled signal by a
series x[n]. In this scheme the first sample (i.e., the first time the switch closes, is
x[0], the next sample is x[1], and so on. This technique has the advantage of being
very simple to understand, but makes the connection of the sampled signal to the
Laplace Transform easy to understand. We will use a different technique that is a
bit more complicated mathematically but will, in the long run, yield some physical
insights not afforded by the simpler technique. To understand the sampling process
in this paradigm, first consider a signal that is a train of evenly spaced impulse
functions. We start the sampling function with k=0 because all of the functions that
we consider will be zero for time less than zero. (note)

This function is shown below:

 Now we can define

Since the product

is equal to zero except at t=kT, we can rewrite the last equation as

This sampling process can be clarified with an image. The graph below shows x(t),
If we multiply this by the impulse train, we get the sampled function, x*(t). For this
figure, T=0.1, and the function x(t) is shown as a thin dotted red line for reference.

The key insight of this whole process is that the sampled function, x*(t), is simply a
train of impulses whose magnitude is given by the height of the function x(t) (at the
times x(kT)).We can rewrite the sampled signal as
 where x[k] is the magnitude of the kth element in the sequence and x[k]=x(kT).
Generally when we consider a sequence we will implicitly assume a sampling
interval, T, and simply use x[k].

The Z Transform
Since we now have a time domain signal, we wish to see what kind of analysis we
can do in a transformed domain. Let&apos;s start by taking the Laplace Transform
of the sampled signal:

Since x[k] is a constant, we can (because of Linearity) bring the Laplace

Transform inside the summation.

This obviously looks different than the Laplace Transforms we have seen in
the past. For one thing, there is an infinite sum. For another, we are used to
seeing functions in the Laplace domain that are the ratios of polynomial in the
variable &apos;s,&apos; not exponentials in &apos;s.&apos;

To simplify the expression a little bit, we will use the notation

so

and

We will call this the Z Transform and define it as

Key Concept: Definition of Z Transform

We say that X(z) is the Z Transform of x[k], and we can write this as

Likewise x[k] is the inverse Z Transform of X(z), or

Example: Z Transform of Finite Sequence

As a simple example, consider the sequence of sampled numbers, x[k]

For this sequence, the Z Transform of x[k] is given by:

This may seem a complicated way to define sequences, but it turns out that many
sequences of interest to us (impulse, unit step, ...) will have Z Transforms that can be
expressed in a compact form.

The Z Transform of Some Commonly Occurring Functions

This section uses a few infinite series.

The Unit Impulse Function

In discrete time systems the unit impulse is defined somewhat differently than in
continuous time systems.

The Z Transform is given by

From the definition of the impulse, every term of the summation is zero except
when k=0. So
 Note that this is the same as the Laplace Transform of a unit impulse in
continuous time. The fact that the Z Transform of an impulse is unity will yield
many of the same properties, and allow for many of the same analysis
techniques (i.e., transfer functions...) to be used for discrete time systems that
were used for continuous time systems.

The Unit Step Function

The unit step is one when k is zero or positive (note).

The Z Transform is given by

We will use the latter form, a ratio of polynomials of positive powers of z.

(note).

The Exponential Function

Consider the exponential function:

Note that this function is just the exponential function that we are used to
seeing (f(t)=e-αt, with t>0) after it has been sampled at t=kT.

The Exponential Function Redux

With the Z Transform it is more common to get solutions in the form of a power
series:
 This is the same as the exponential function with a=e-αT. Just as with
continuous time systems, most of our systems will have behaviors that consist
of a sum of such exponentials.

Other Functions
The Z Transform of some other functions is given in the Table of Transforms.

Example: Z transform of cosine

Find the Z Transform of

Solution
We can write

so
 Some Properties of the Z Transform
As we found with the Laplace Transform, it will often be easier to work with the Z
Transform if we develop some properties of the transform itself.

Linearity
As with the Laplace Transform, the Z Transform is linear.

where

and a and b are constants.

 Time Shift
An important property of the Z Transform is the time shift. To see why this might be
important consider that a discrete-time approximation to a derivative is given by:

Note that this approximation involves not only t[k] but a time-shifted version as well,
f[k+1]. This is referred to as a difference equation. Let&apos;s examine what effect
such a shift has upon the Z Transform. The difference equation will serve the same
purpose with discrete time systems and the Z Transform that differential equations
served with continuous time systems and the Laplace Transform.

Shift to the right (delay)

Consider the function x[k] shown below, which represents an arbitrary sequence. In
this figure, and subsequent figures, the samples are shown as a "stem" plot (small
circles on the end of a line).

If we shift the function to the right by 3 intervals, we get the function x[k-3], shown
below.
To find the Z Transform of this shifted function, start with the definition of the
transform:

Since the first three elements (k=0, 1, 2) of the transform are zero, we can start the
summation at k=3.

Apply a change of variables

In general, a time delay of n samples, results in multiplication by z-n in the z domain.

Shift to the left

A shift to the left is a bit more difficult. Let&apos;s explore it in the same way as we
did the shift to the right. Consider the same sequence, x[k], as before. This time we
shift it to the left by three samples to get x[k+3].

Let&apos;s try to develop the Z Transform in the same way as we did previously.

Now we run into a problem because we can&apos;t easily make the lower bound on
the summation equal to zero. However, we can add in and subtract off the first three
points, without changing the result.

Now we can combine the first two sums into one longer summation, and finish.
What we have done, in effect, is to subtract off the points that were shifted to
negative values of k (highlighted with a darker gray background below).

Once these points are subtracted off, we end up with a sequence that is zero for k
less than zero (below).

Examples: Left Shift of Z Transform

Let&apos;s consider a couple examples.

A shift of one to the left gives us:

A shift of two to the left gives us:

 A shift of three gives us:

This is reminiscent of the differentiation property of the Laplace Transform (except

instead of initial conditions on the differentiated variable with the Laplace Transform, we
have initial values of the shifted variable with the Z Transform). Each successive
difference results in a polynomial in z that is of increasingly higher order.

Key Concept: Left Shift of Z Transform

In general, for a shift to the left:

Convolution
The convolution property for the Z Transform can be proved in much the same way
as it was for the Laplace Transform. It is stated here without proof. If y[k] is the
convolution of x[k] and h[k],

then

Other Properties
These and other properties of the Z Transform are found on the Z Transform
Properties table.

Go on to the Inverse Z Transform

 References

© Copyright 2005-2013 Erik Cheever This page may be freely used for educational purposes.

Comments? Questions? Suggestions? Corrections?

Erik Cheever Department of Engineering Swarthmore College

Z Transforms
Why Are Z Transforms Used?
The Z Transform
Signals With Multiple Poles
Important Facts About Z Transforms
Problems
You are at: Basic Concepts - Background From Linear Systems/Transforms - Z-Transforms - Application To Systems
Click here to return to the Table of Contents

Why Are Z Transforms Used?

You should know that Laplace transform methods are widely used for
analysis in linear systems. Laplace transform methods are used when a system
is described by a linear differential equation, with constant coefficients.
However:

 There are numerous systems that are described by difference equations

- not differential equations - and those systems are common and
different from those described by differential equations.
 Systems that satisfy difference equations include things like:
o Computer controlled systems - systems that take measurements
with digital I/O boards or GPIB instruments, calculate an output
 voltage and output that voltage digitally. Frequently these systems
run a program loop that executes in a fixed interval of time.
 Other systems that satisfy difference equations are those systems with
Digital Filters - which are found anywhere digital signal processing -
digital filtering is done. That includes:
o Digital signal transmission systems like the telephone system.
o Systems that process audio signals. For example, a CD contains
digital signal information, and when it is read off the CD, it is
initially a digital signal that can be processed with a digital filter.

At this point, there are an incredible number of systems we use every day
that have digital components which satisfy difference equations.

In continuous systems Laplace transforms play a unique role. They allow

system and circuit designers to analyze systems and predict performance, and
to think in different terms - like frequency responses - to help understand
linear continuous systems. They are a very powerful tool that shapes how
engineers think about those systems. Z-transforms play the role in sampled
systems that Laplace transforms play in continuous systems.

 In continuous systems, inputs and outputs are related by differential

equations and Laplace transform techniques are used to solve those
differential equations.
 In sampled systems, inputs and outputs are related by difference
equations and Z-transform techniques are used to solve those
differential equations.
In continuous systems, Laplace transforms are used to represent systems
with transfer functions, while in sampled systems, Z-transforms are used
to represent systems with transfer functions.

There are numerous sampled systems that look like the one shown below.

 An analog signal is converted to a digital form in an A/D.

 The digital signal is processed somehow.
 The processed digital signal is converted to an analog signal for use in the
analog world.

The processing can take many forms.

  In a voice transmission situation, the processing might be to band-limit
the signal and filter noise from the signal.
 In a control situation, a measurement might be processed to calculate a
signal to control a system.
 And there are many other situations.

Goals

In sampled systems you will deal with sequences of samples, and you will
need to learn Z-transform techniques to deal with those signals. In this lesson
many of your goals relate to basic understanding and use of Z-transform
techniques. In particular, work toward these goals.

 Given a sequence of samples in time,

o Be able to calculate the Z-transform of the sequence for simple
sequences.
 Given a Z-transform,
o Be able to determine the poles and zeroes of the Z-transform.
o Be able to locate and plot the poles and zeroes in the z-plane.

Later you will need to learn about transfer functions in the realm of sampled
systems. As you move through this lesson, there are other things you should
learn.

 Given a Z-transform of a signal, and the pole locations,

o Be able to relate distance from the origin to decay rate.
o Be able to relate angle off the horizontal to the number of samples
in a cycle of signal oscillation.

What Is A Z Transform?

You will be dealing with sequences of sampled signals. Let us assume that
we have a sequence, yk. The subscript "k" indicates a sampled time interval and
that yk is the value of y(t) at the kth sample instant.

 yk could be generated from a sample of a time function. For example:

o yk = y(kT), where y(t) is a continuous time function, and T is the
sampling interval.
o We will focus on the index variable, k, rather than the exact time,
kT, in all that we do in this lesson.
 It's easy to get a sequence of this sort if a computer is running an A/D
board, and measuring some physical variable like temperature or pressure at
some prescribed interval, T seconds. A sampled sequence like this plays the
same role that a continuous signal plays in a continuous system. It carries
information just like a continuous signal.

The Z transform, Y[z], of a sequence, yk is defined as:

We will use the following notation. A large "z" denotes the operation of taking a
Z-transform (i.e., performing the sum above) and the result is usually denoted
with an upper-case version of the variable used for the sampled time function,
yk.

 Z[y ] = Y[z]
k

The definition is simple. Take the sequence, and multiply each term in the
sequence by a negative power of z. Then sum all of the terms to infinity.
That's it.

Let's look at the transform of some simple functions to show how this
definition works.

Example

E1 We are going to calculate the Z-transform of a simple sequence. So that

you can see the sequence in all its glory, we have a sequence calculator for you.
The expression for the sequence is:

 yk = yoak

To use the calculator, input a in the text box and click the Start button. If you
want to see the sequence for a different value of a, click the Clear button to
clear the plot, enter a new value for a and click the Start button to replot. We
have used a value of 1.0 for the starting value.
The simulator lets you see the sequence for different values of a. We want to
get the Z-transform of the sequence for a general value of a. To do that we
calculate the sum above.

But, we know that yk = yoak. Put that expression into the sum to get.

If you do the last sum, you should find.Then we get:

 Y[z] = 1/[1 - a/z] = z/[z - a]

 And we see that this function has a pole at z = a, and a zero at z = 0.
 The pole is in the right half of the z-plane.
 Despite that, this is the transform of a signal that decays to zero!

Things work differently in the z-plane. It's not the same as the s-plane
where a pole must be in the left half of the s-plane to represent a function that
decays to zero. Here, for a function to decay to zero, the pole must be inside
the unit circle - shown in red on the plot. Here is an example.

Example

E2 You have a decaying sampled signal. The signal is 2.0*(.9)k. The Z-

transform of the signal is:

 2z/(z - 0.9)

We can plot the pole and zero for this function, and that plot is shown below.

Let's think about this signal a little bit more.

 This signal decays to zero, just like a decaying exponential (like e-t/)
 This signal could, conceivably, have been generated by sampling a decaying
exponential.
 In the sampled world, this signal is probably going to play the same role as
the decaying exponential plays in the continuous world.
 In the sampled world, the transform of this signal has a pole at z = a. In
the continuous world, the transform of e-t/ has a pole at s = -1/.

Now, let's look at another signal. We'll just change things by making a
negative. That won't change the algebra that we do, but it will change how the
function looks.

Example

E3 We are going to calculate the Z-transform of another sequence. The only

difference from the last situation is that we are going to consider negative
values for a. We didn't look at negative values before, but we did ignore the
possibility. It's time to rectify that.

We still have the same expression for the sequence.

 yk = yoak

In the calculator, you can input negative values for both the starting value. You
should notice and think about the following points. Try both of those
possibilities, and then ponder the following.

 When a is negative, successive points in the plot alternate sign. In other

words, there are oscillations, but they only take two sample periods.
Remember that behavior. We'll revisit it later when we consider multiple
real poles.
 When you take the Z-transform, this function has a single pole at z = -a.
o Can you sketch where the pole is when a = -0.5?
 The simulator still works when a is larger than 1.0 or less than -1.0 (like a
= -2.5). However, the response is not well behaved for those values.
o Where is the pole for a larger than 1.0 or less than -1.0?

Observations & Comments

When we do the algebra for the sequence in the example above, we have
  yk = yoak

That's what we have been working with.

 The transform is given by: Y[z] = yoz/(z - a),

 We still have a pole at z = a.
 If a is positive, that pole is in the right half of the z-plane, but that
doesn't bother us in the z-plane like it does in the s-plane. If a is
positive, as long as a < 1, the response settles out. If a > 1, the response
grows without limit.
 If a is negative, the pole is in the left half plane, and it is on the negative
real axis. Interestingly that leads to oscillations that decay. You can't
get oscillations in continuous systems unless you have at least two poles,
so that's something you might not have expected.

Again, it pays to compare our results to continuous signal results and to sum
up.

 A decaying signal, yk = yoak, has a pole at z = a. However, unlike a

decaying exponential, if a is negative, we can have oscillations in the
decaying signal.
 For the oscillations to decay, we must have |a| < 1. However, a can be
either positive or negative, and that leads to the possibility of oscillations
when a is negative.

There is one other interesting correlation we can make with analog signals.
In analog signals, decaying exponentials are important. Note the following.

 Say you have a decaying exponential. We can represent that with a time
constant description:
o Y(t) = yoe-t/
 Now, consider sampling that decaying exponential. Assume that you
sample every T seconds. Then the kth sample (taken a t = kT) is given by:
o Y(kT) = yk = yoe-kT/ = yoe(-T/)k = yo[e(-T/)k]
 Now, you can think of this as yk = yoak with:
o a = [e(-T/)]

This is a pretty interesting correspondence between sampled and analog signals.

Clearly, if you sample a decaying exponential you get the kind of sequence we
have been discussing earlier. Conversely, any time you have a decaying sequence
you might want to think of the decaying sequence as a sampled decaying
exponential - and there may well be times when that is advantageous.
Other Sampled Signals

As with Laplace transforms there are a number of simple signals that are
important. Besides decaying signals, two important signals are the unit impulse
and the unit step. Before we go much further we will look at the Z-transforms
of those two signals because they are important.

We will first examine the unit impulse in the sampled world. We'll call that
impulse k.

 kis one for n = 0.

o In the continuous world the impulse is infinite for t = 0.
o That's a big difference.
 k is zero for all other k's - like the continuous impulse is zero for times
that are not zero.

Here is a picture of the sampled impulse, k.

 Remember that this is a sampled signal so it is not defined except for

integer values of k.

It's pretty easy to compute the Z-transform of the unit impulse.

 Earlier, we defined the Z-transform of a sequence, yk as a sum of the

sequence multipled by negative powers of z.
 k is zero for k>0, so all those terms are zero.
 k is one for k = 0, so that is the only term in the sum.
 That means that we have:
o Z[k] = ozo = 1
We can see that the sequence, k, is going to play the role that the unit
impulse (Dirac Impulse) plays in continuous signals and systems. Just like the
unit impulse, the transform of k is 1.
 Another important signal is the unit step. Here is a unit step in the
sampled signal domain.

 uk is one for all k.

 We use the same expression to compute the Z-transform of the unit
step. Since all samples are one, we get:
o U[z] = 1 + z-1 + z-2 + z-3 + z-4 + . . .
o U[z] = z/(z - 1)
o Brush up on sums of infinite series if you're not with it for this.

To get the expression, U[z] = z/(z - 1), the series can be summed using
standard techniques from calculus. Or, you can divide out the result - z/(z - 1) -
to generate the series. Either way, you should convince yourself that the series
is, in fact, correct.

To this point we have considered some simple functions in the sampled time
domain. They include the following:

 The unit impulse, k,

 The unit step, uk,
 Exponentially decaying sequences, yk = yoak
 Alternating decaying sequences, which are exponentially decaying
sequences with a < 0.

There are other interesting signals. The ones considered to this point are
among the simplest and most fundamental signals. There are more complex
signals.

 We haven't considered signals with more than one pole. Next, we will
consider a signal with two poles.
 There are tools that you have available from work with Laplace
transforms.
 o For example, with two real poles you should be able to divide the
transform into two parts, each with one real pole, using partial
fractions. Then you can analyze each part separately.
o Conversely, a sequence with two decaying exponential sequences
should give two poles. That should generalize to more complex
signals.

Signals With Multiple Poles

Clearly there are lots of interesting situations with multiple poles, and we
need to examine some situations there. Let's look at a case with two real poles.

 Here is the z-function:

 And, the partial fraction expansion for the z-function is:

 Taking the inverse Z-transform, we find the following sequence. Note k

is a unit impulse at k = 0.

 And, you should observe that we could, in fact, have performed these
steps in the opposite order, i.e.
o We could have started with the expression above, with two
decaying terms (.7k and.9k), and added in a unit impulse, then
o We could have taken the transform of both terms, including the k
term, and then,
o We could have combined terms to get the function we started with
above
 10/[(z - 0.7)(z - 0.9)]

Example/Simulation

E4 Here is a simulator that will compute the inverse transform of:

  Y[z] = 1/[(z - p1)(z - p2)]
 Enter the poles in the text boxes indicated, and click the Start button.

Do the following with this simulator.

 Input the values above, i.e.

o p1 = 0.7
o p2 = 0.9
 Observe the result, and, in particular, note the following features.
o The function starts at zero, reaches a peak and decays back to
zero.
o You should expect the response to die back to zero. Both poles
here satisfy the criterion for stability as we noted above for single
poles.
o The function does not start immediately. There is no zero at z = 0
as we had earlier, and this delays the start of the signal. That will
be discussed in more detail later.
 Input one negative value for a pole and observe the result, including the
following features.
o There are now oscillations in the response. Those oscillations take
only two sample periods. as noted above for a single negative pole.
 Input two negative value for the poles and observe the result, including
the following features.
o The oscillations still take only two sample periods.
o The oscillations are more pronounced (wilder?).
 Now, at this point you have seen several signals.

 The unit impulse - with a transform that is a constant.

 The unit step - with a transform with a pole at the origin.
 The decaying "exponential" - with a transform with a single real pole
 Two exponentials - with two poles.

These signals have some interesting properties, and we can make a few
observations.

 The number of decaying terms (ak terms) determines the number of

poles.
 In the cases we considered, the poles were real.
o With real pole any oscilations we encountered were of the type
where the cycle period was just two sample periods, i.e. the signal
went up, then it went down, then back up, etc.

We know that there are other kinds of signals with oscillations. We

especially know that there are probably signals that take many sample periods
to complete an oscillation. Think of measuring temperature every hour during
the day. If you have two identical days in a row, you would have 24 samples in a
period. In the next section we will examine signals with those properties.

Sampled Decaying Sinusoids

A signal with two real poles is a simple case of a more general situation. In
continuous signals we often encounter decaying sinusoids. Those signals have a
time representation given below.

f(t) = e-akTsin(bt)

Note, this signal starts at zero for t = 0. A plot of a signal of this sort is shown
below.
Example

E5 Imagine that we have a decaying sinusoid - as above - and that we sample

the sinusoid at intervals of T seconds. We would have a sampled signal:

fk = f(kT) = e-kTsin(kT)

The decaying sinusoid is similar to the alternating decaying signal, but it

has significant differences:

 The signal does not alternate from positive to negative.

 The signal looks like samples from a decaying sinusoid.

Now, let us consider the Z-transform of our decaying sinusoid signal.

fk = f(kT) = e-kTsin(kT)

 Now, we have to evalulate the summation. That doesn't look easy. There
is another way.
 We can recognize that sin(kT) can be represented with a sum of two
exponentials.
 We can use the expansion for the sine to give us

We can take each term in this expansion separately. Let's start with the first
part of this expansion. Define a new function for this first part. Call that
function f1k.

f1k = [e-kT+jkT]

 Earlier in this lesson we considered a sequence:

o yk = yoak
o We found the transform of this sequence to be
 Y[z] = yo/(z - a),
o Now we have a new sequence:
 f1k = [e-kT+jkT]/2j = [(e-T-jT)k]/2j
o This new sequence is really a generalization of the simple sequence
above, so we can apply our previous result - without having to
reinvent the wheel.
o There is a similar sequence for the other part of the sampled sine
function.
 f2k = -[e-kT-jkT]/2j = -[(e-T-jT)k]/2j

We can rewrite the new sequence as:

 fk = f1k + f2k
 fk = [(e-T+jT)k]/2j - [(e-T-jT)k]/2j
 fk = fo[(a)k - (a*)k]
o Note, a* is the complex conjugate of a, and a = e-T+jT.
o fo = 1/2j

We know how to take the z transform of the sequence, fk. That sequence is
just the sum of two of the decaying signal sequences - even though we now have
complex values for "a". So, let's take the Z-transform of the sequence.

 Z[fk] = fo[z/(z - a) + z/(z - a*)]

We can combine these two terms, if that is desired. The result is:

 Z[fk] = fo[z/(z - a) - z/(z - a*)]

 Z[fk] = fo[2Im(a)z/(z - a)(z - a*)]
 We know:
 o fo = 1/2j
o a = e-T-jT = e-T[cos(T) + jsin(T)]
 So, we have:
o Z[fk] = fo[2Im(a)z/(z - a)(z - a*)]
o Z[fk] = (1/2j)[2e-Tsin(T)z/(z - e-T-jT )(z - e-T+jT )]
 And, that is the Z-transform of the sequence:
o fk = f(kT) = e-kTsin(kT)
 There are two poles for this signal. Those poles are at:
o z1 = e-T-jT
o z2 = e-T+jT
 Here is an example plot for the two poles. Parameters are:
o  = 0.05,
o  = .3
o T = 1.0
 The two poles are shown in the plot below. The poles are marked with
x's, and we have shown a unit circle. The two poles lie just slightly within
the unit circle.

These poles are interesting.

 The poles are complex conjugates - much like we find complex conjugate
poles for continuous systems with decaying oscillations.
 The poles are in the right half of the z-plane, but they still represent
decaying oscillations - contrasting with poles in continuous systems in the
left half of the s-plane.
 The poles are inside the unit circle.
o The unit circle is the stability boundary for sampled systems, like
the imaginary axis is for continuous systems.
 Just as in continuous systems, proximity to the stability boundary implies
low relative stability. Poles in the z-plane that are close to the unit circle
 will produce slowly decaying oscillations just like poles in the s-plane do
when they are close to the j-axis.

Example/Simulation

E6 Let's look at the numbers we used above. Here they are repeated.

  = 0.05,
  = .3
 T = 1.0

These are the values in the expression for the sequence, fk = f(kT) = e-
kTsin(kT), used above. With these values we can compute the pole location and

the real and imaginary part of the pole location. Here is the computation.

 The pole is given by:

o z1 = e-T+jT
o z1 = e-T[cos(T) + jsin(T)]
 So, the real and imaginary parts are:
o Re(z1) = e-Tcos(T) = 0.909
o Im(z1) = e-Tsin(T) = 0.281

The plot above, repeated here, shows the pole locations. The plot is consistent
with our calculations.

E7 Here is a simulator in which you can enter the real and imaginary parts for a
pair of complex poles in the z-plane. In this simulator, do the following.

 Check the values used above, i.e. Real Part = 0.909 and Imaginary Part =
+/-0.281. Actually, the simulator should have these values preset.
  Determine if the period is correct. You will need to figure out what the
period should be, and remember that the sample period, T, is one second
for this simulation.
 Determine if the number of samples in a period is correct.

An Observation About Decay Rate

In a sampled system, decay rate is also important, just as it is in analog

systems. In a sampled system we will need to discuss things in terms of decay
to a certain percentage after a number of sample periods, and then relate
number of sample periods to time using the sample period, T.

To get a handle on decay rate remember that the poles of a sampled

system with two complex poles are:

 z1 = e-T-jT
 z2 = e-T+jT

The critical observation to be made is that the response has terms like the
expression below, which is repeated from the material above.

 fk = f(kT) = e-kTsin(kT)

Then, we should realize that the critical term is the envelope of the response,
and that is determined by:
  Envelopek = e-kT= (e-T)k
 Or, in other words, the magnitude of the poles (And since they are
complex conjugates, they both have the same magnitude.) determines the
decay rate per sample period. That decay rate/sample period id:
o Decay Rate/Sample Period = e-T

We can note the following critical observation about these poles.

 If the magnitude of the pole(s) is less than one, the response will
eventually settle out to a constant value (possibly zero) because the
transient part of the response will eventually die out.
 If the magnitude of the pole(s) is greater than one, the response will
grow indefinitely.
 That's why the unit circle is the stability boundary for sampled systems.
Poles outside the unit circle represent signals that grow in time, while
poles inside the unit circle represent signals that eventually decay to
zero.

It is possible to get even more insight into how pole position is related to
response.

 If we start with a sequence,fk = f(kT) = e-kTsin(kT)

o In one sample period, the bounding envelope of the sinusoid, e-kT
always becomes smaller by a factor e-T.
o In one sample period, the angle in the argument of the sinusoid
always increases by T radians.

We can relate these features of the response to the pole position. Let's
look at the example sequence we looked at earlier. Here's the sequence and the
pole positions are shown in the figure at the right
below.

  = 0.05,
  = .3
 T = 1.0

Now, note the following for this example.

 The decay factor, e-T = e-0.05, so each

sample interval, the bound on the sinusoid
will decrease to e-0.05 of the value the preceding sample period. That's
approximately a 5% decrease to 0.951 times the preceding value.
The magnitude of the pole - the distance of the pole from the origin -
determines the decay rate. That distance is shown on the plot, and it is equal
to e-T. That's the amount the envelope of the response decays each sample
period. Remember, the poles are at:

 z1 = e-T-jT
 z2 = e-T+jT

The magnitude of both poles is |e-T|. The factor, ejT, only changes the
angle of the first pole - and the factor, e-jT, changes the angle of the second
pole - but in the opposite direction.

The same angle, T, appears in both poles - once positively, and once
negatively. That angle determines how much the angle of the sinusoidal signal
(which is also decaying!) changes each sample period since the response is given
by:

fk = f(kT) = e-kTsin(kT)

We will call T the angular rate.

Example

E8 Now, consider the example we have been using.

  = 0.05,
  = .3
 T = 1.0
With  = .3 and T = 1.0, we have T = .3 radians or about 17.2 degrees.
That means that the sinusoidal part of the response will move through a
complete cycle in a little over 21 sample periods. Check that using the
simulator.
Example

E9 Here is a simulator which allows you to input the decay rate and the
anglular change between samples.

Problem
P1 Say that you want the response to decay to within 5% of the starting value
in 20 sample periods. What should the decay factor be?

Enter your answer in the box below, then click the button to submit your
answer. You will get a grade on a 0 (completely wrong) to 100 (perfectly
accurate answer) scale.

Your grade is:

The pole position determines the significant features of the response.

 The distance from the origin determines the rate of decay. The closer to
the origin the quicker the decay - as measured in sample periods.
 The angle off the horizontal - measured from the origin - determines the
number of sample periods in a period of the sinusoid.

Let's look at some particular cases. In the process we shoul come to a

better understanding of how pole position affects response.

One interesting particular case is when the poles are on the imaginary
axis. Here is a copy of the simulator we used earlier.

Example

E10 Here is the simulator. Do the following.

 Use values of 15o, 30o, 45o, . . . up to 180o, for the angle.

 Use values of 1.0, 0.9, 0.8, . . . for the decay factor.
 Observe results and see what conclusions you can draw. Make sure that
the results make sense to you.
  Are the results what you expected?
 Notice how the signal is undamped when it is on the unit circle.
 Notice how the apparent damping increases as the poles move toward the
center (origin) of the unit circle.

The various examples show behavior that is much like the behavior you
would get in a continuous system by changing the damping ratio.

What is interesting about the response for a ninety degree angular rate is
that there are a lot of points that are zero. To explain that consider the
following:

 For a nintey degree angular rate, the poles are at +90o and -90o.
 The angle of the poles determines the number of samples in a period of
oscillation.
 For an angle of 90o, there are four samples in a period.
 With four samples in a period, in this case there is:
o one up,
o one at zero,
o one down, and
o one at zero, etc.

We can sum up what you should have obtained from this part of the lesson.
  You should be able to relate the distance of a pole from the origin of the
z-plane to the decay rate.
 You should be able to relate the angle of the pole off the horizontal -
measured from the origin - to the number of samples in an oscilation
period.

And these were part of the set of goals enumerated early in this lesson.

Some Important Facts & Z-Transform Theorems

When dealing with sampled signals, there are some relationships you need
to know. In continuous systems, multiplication by s comes about by taking the
transform of a derivative. That's important in continuous systems because
that's what eventually lets you apply Laplace transforms to differential
equations and develop concepts like the transfer function.

In sampled systems, multiplication by z is what helps you solve difference

equations, and eventually that will let us develop equivalent transfer function
concepts for sampled systems. Some simple facts are the results for
multiplication by a constant and the linearity theorem. In what follows, we
assume that we have a signal sequence, yk, and the transform of that signal
sequence is Y[z].

 Z(a yk) = a Y[z] Multiplication by a constant

 Z(a yk+ b wk) = a Y[z] + b W[z] Linearity

Linearity Theorem

These two theorems are fairly easy to show, and the first is really a special
case of the second - the linearity theorem - so we will just show how the second
one comes about. Here is a statement of the linearity theorem again:

 Z(a yk+ b wk) = a Y[z] + b W[z] Linearity

Now, we can follow the following steps, starting with the definition
and that's the theorem.

Delayed Signals - Shifting Theorem

The most important theorem for Z-transforms is the real translation

theorem - also known as the shifting theorem. The shifting theorem says:

 Z(a yk-1) = z-1 Y[z]

You need to understand what yk-1 is. If you think about it, when k is 3, for
example, the value of the function is y2. In other words, the signal yk-1 is the
same as the signal yk except that it takes on specific values one sample period
later than yk.

This one takes a little more effort to demonstrate. First, let's look at the
shifted function.

 Shifting the index by -1 (changing k to k-1) delays the function by one

sample point.

A function is shown to the right in red. The same function - delayed by one
sample period - is shown in blue on the plot.
 Now, let us look at the Z-transform of the shifted function. Here is the
summation we want to perform.

 The first term in the sum, for k = 0, is y-1. We will assume that the
signals we deal with - including yk here - all start at zero so that y-1 = 0.
 Noting that, we can let m = k - 1, and substitute that in the sum. Then
the sum will run from m = -1 to infinity. Here is that expression.

 Now, evalute the sum. That leads to the following expression.

 Ultimately, we conclude that the transform of the delayed signal is just

z-1 times the transform of the undelayed signal, i.e.:
o Z[yk-1] = z-1 Y[z] = Y[z]/z

Final Value Theorem

 There are other important results you will need to know for control
systems. One of those is the final value theorem. Here is a statement of the
result of the theorem.

Paraphrasing the result, we say that the limit of the sequence as time (k)
becomes large is the limit in the z-domain of (z - 1)/z times the transform of
the function, Y[z]. (Note that (1 - z-1) is the same as (z - 1)/z.)

Consider the transform of a sequence, yk.

Now, also consider the transform of the same sequence delayed by one sample
period.

Then, consider taking the difference between these two transforms.

Now, take the limit of this difference as z approaches 1. The sums on the right
hand side of this equation can be written as:

[yo - y-1] + [y1 - y0] + [y2 - y1] + . . .

Notice how y-1 = 0, and how every term gets cancelled except the very last. In
what is shown y2 is left. In the limit, the "final value" is left. So, we have the
final value theorem as a result.

Problems
 o Problem Sampled1A01 - Getting the transform of a decaying
sequence.
o Problem Sampled1A05 - Getting the transform of a double delayed
signal

Links To Related Lessons

Other Lessons On Sampled Systems

o Introduction to Z Transforms
o Application To Systems - Transfer Functions

Moving Along - More Advanced Material

Send us your comments on these lessons.