“JUST THE MATHS”

UNIT NUMBER

16.8

Z-TRANSFORMS 1
(Definition and rules)

by

A.J.Hobson

16.8.1 Introduction
16.8.2 Standard Z-Transform definition and results
16.8.3 Properties of Z-Transforms
16.8.4 Exercises
16.8.5 Answers to exercises
UNIT 16.8 - Z TRANSFORMS 1 - DEFINITION AND RULES

16.8.1 INTRODUCTION - Linear Difference Equations

Closely linked with the concept of a linear differential equation with constant coefficients is
that of a “linear difference equation with constant coefficients”.

Two particular types of difference equation to be discussed in the present section may be
defined as follows:

DEFINITION 1

A first-order linear difference equation with constant coefficients has the general form,

a1 un+1 + a0 un = f (n),

where a0 , a1 are constants, n is a positive integer, f (n) is a given function of n (possibly zero)
and un is the general term of an infinite sequence of numbers, {un } ≡ u0 , u1 , u2 , u3 , . . . .

DEFINITION 2

A second-order linear difference equation with constant coefficients has the general form,

a2 un+2 + a1 un+1 + a0 un = f (n),

where a0 , a1 , a2 are constants, n is an integer, f (n) is a given function of n (possibly zero)

and un is the general term of an infinite sequence of numbers, {un } ≡ u0 , u1 , u2 , u3 , . . . .

Notes:

(i) We shall assume that the sequences under discussion are such that un = 0 whenever
n < 0.

(ii) Difference equations are usually associated with given “boundary conditions”, such as the
value of u0 for a first-order equation or the values of u0 and u1 for a second-order equation.

ILLUSTRATION

Certain simple difference equations may be solved by very elementary methods.

1
For example, suppose that we wish to solve the difference equation,

un+1 − (n + 1)un = 0,

subject to the boundary condition that u0 = 1.

We may rewrite the difference equation as

un+1 = (n + 1)un

and, by using this formula repeatedly, we obtain

u1 = u0 = 1, u2 = 2u1 = 2, u3 = 3u2 = 3 × 2, u4 = 4u3 = 4 × 3 × 2, . . . .

In general, for this illustration, un = n!.

However, not all difference equations can be solved as easily as this and we shall now discuss
the Z-Transform method of solving more advanced types.

16.8.2 STANDARD DEFINITION AND RESULTS

THE DEFINITION OF A Z-TRANSFORM (WITH EXAMPLES)

The Z-Transform of the sequence of numbers, {un } ≡ u0 , u1 , u2 , u3 , . . . ., is defined by

the formula,

∞
ur z −r ,
X
Z{un } =
r=0

provided that the series converges (allowing for z to be a complex number if necessary).

EXAMPLES

1. Determine the Z-Transform of the sequence,

{un } ≡ {an },

where a is a non-zero constant.

2
 Solution
∞
Z{an } = ar z −r .
X

r=0

That is,

a a2 a3 1 z
Z{an } = 1 + + 2+ 3+ .... = a = ,
z z z 1− z
z−a

by properties of infinite geometric series.

Thus,
z
Z{an } = .
z−a
2. Determine the Z-Transform of the sequence,

{un } = {n}.

Solution
∞
rz −r .
X
Z{n} =
r=0

That is,
1 2 3 4
Z{n} = + 2+ 3+ 4+ ....,
z z z z
which may be rearranged as
1 1 1 1 1 1 1 1
     
Z{n} = + 2+ 3+ .... + 2+ 3+ 4+ .... + 3+ 4+ .... ,
z z z z z z z z
giving
1 1 1 1
" #
z z2 z3 1 z
Z{n} = 1 + 1 + 1 + ....= 1 1 ,
1− z
1− z
1− z
1− z
1− z

by properties of infinite geometric series.

Thus,
z z
Z{n} = 2
= .
(1 − z) (z − 1)2

3
Note:
Other Z-Transforms may be obtained, in the same way as in the above examples, from the
definition.

We list, here, for reference, a short table of standard Z-Transforms, including those already
proven:

A SHORT TABLE OF Z-TRANSFORMS

{un } Z{un } Region of Existence

z
{1} z−1
|z| > 1

z
{an } (a constant) z−a
|z| > |a|

z
{n} (z−1)2
|z| > 1

n o
e−nT (T constant) z
z−e−T
|z| > e−T

z sin T
sin nT (T constant) z 2 −2z cos T +1
|z| > 1

z(z−cos T )
cos nT (T constant) z 2 −2z cos T +1
|z| > 1

1 for n = 0 1 All z
0 for n > 0
(Unit pulse sequence)

1
0 for n = 0 z−a
|z| > |a|
{an−1 } for n > 0

4
16.8.3 PROPERTIES OF Z-TRANSFORMS

(a) Linearity

If {un } and {vn } are sequences of numbers, while A and B are constants, then

Z{Aun + Bvn } ≡ A.Z{un } + B.Z{vn }.

Proof:

The left-hand side of the above identity is equivalent to

∞ ∞ ∞
(Aur + Bvr )z −r ≡ A ur z −r + B vr z −r ,
X X X

r=0 r=0 r=0

which, in turn, is equivalent to the right-hand side.

EXAMPLE

5z 3z
Z{5.2n − 3n} = − .
z − 2 (z − 1)2

(b) The First Shifting Theorem

1
Z{un−1 } ≡ .Z{un },
z

where {un−1 } denotes the sequence whose first term, corresponding to n = 0, is taken as
zero and whose subsequent terms, corresponding to n = 1, 2, 3, 4, . . . ., are the terms
u0 , u1 , u3 , u4 , . . . of the original sequence.

Proof:

The left-hand side of the above identity is equivalent to

∞
u0 u 1 u 2 u3
ur−1 z −r ≡
X
+ 2 + 3 + 4 + . . . .,
r=0 z z z z

5
since it is assumed that un = 0 whenever n < 0.

Thus,

1 u1 u 2 u 3
 
Z{un−1 } ≡ . u0 + + 2+ 3+ .... ,
z z z z

which is equivalent to the right-hand side.

Note:
A more general form of the first shifting theorem states that

1
Z{un−k } ≡ .Z{un },
zk

where {un−k } denotes the sequence whose first k terms, corresponding to

n = 0, 1, 2, . . . . , k − 1, are taken as zero and whose subsequent terms, corresponding to
n = k, k + 1, k + 2, . . . . are the terms u0 , u1 , u2 , . . . . of the original sequence.

ILLUSTRATION

Given that {un } ≡ {4n }, we may say that

1 1 z 1
Z{un−2 } ≡ .Z{u n } ≡ . ≡ .
z2 z2 z − 4 z(z − 4)

Note:
In this illustration, the sequence, {un−2 } has terms 0, 0, 1, 4, 42 , 43 , . . . and, by applying
the definition of a Z-Transform directly, we would obtain

1 4 42 43
Z{un−2 } = + + + . . . .,
z2 z3 z4 z5

which gives

1 1 1
Z{un } ≡ 2
. 4 ≡ ,
z 1− z
z(z − 4)

by properties of infinite geometric series.

6
(c) The Second Shifting Theorem

Z{un+1 } ≡ z.Z{un } − z.u0

Proof:

The left-hand side of the above identity is equivalent to

∞
u2 u3 u 4
ur+1 z −r ≡ u1 +
X
+ 2+ 4+ ....
r=0 z z z

This may be rearranged as

u1 u2 u3 u 4
 
z. u0 + + 2 + 3 + 4 + . . . . − z.u0
z z z z

which, in turn, is equivalent to the right-hand side.

Note:
This “recursive relationship” may be applied repeatedly. For example, we may deduce
that

Z{un+2 } ≡ z.Z{un+1 } − z.u1 ≡ z 2 .Z{un } − z 2 .u0 − z.u1

16.8.4 EXERCISES

1. Determine, from first principles, the Z-Transforms of the following sequences, {un }:
(a)
{un } ≡ {e−n };

(b)

{un } ≡ {cos πn}.

7
 2. Determine the Z-Transform of the following sequences:
(a)

{un } ≡ {7.(3)n − 4.(−1)n } ;

(b)
n o
{un } ≡ 6n + 2e−5n ;

(c)

{un } ≡ {13 + sin 2n − cos 2n} .

3. Determine the Z-Transform of {un−1 } and {un−2 } for the sequences in question 1.
4. Determine the Z-Transform of {un+1 } and {un+2 } for the sequences in question 1.

16.8.5 ANSWERS TO EXERCISES

1. (a)
ez
;
ez − 1
(b)
z
.
z+1
2. (a)
7z 4z
− ;
z−3 z+1
(b)
6z 2z
+ ;
(z − 1)2 z − e−5

(c)
13z z(sin 2 + cos 2 − z)
+ 2 .
z−1 z − 2z cos 2 + 1

8
3. (a)
e e
Z{un−1 } ≡ (n > 0), Z{un−2 } ≡ (n > 1);
ez − 1 z(ez − 1)

(b)
1 1
Z{un−1 } ≡ (n > 0), Z{un−2 } ≡ (n > 1).
z+1 z(z + 1)

Note:
u−2 = 0 and u−1 = 0.
4. (a)
z z
Z{un+1 } ≡ , Z{un+2 } ≡ ;
ez − 1 e(ez − 1)
(b)
z z
Z{un+1 } ≡ − , Z{un+2 } ≡ .
z+1 z+1