Discrete time control system

The Transforms
The Laplace transform of a function f(t):


 f (t )e
 st
F (s )  dt
0
The one-sided z-transform of a function x(n):

X (z)  
n 0
x (n )z  n

The two-sided z-transform of a function x(n):


X (z)  
n 
x (n )z  n

2
 Two sided z-transform
• In the two-sided z-transform, the time function x(t) is assumed to be
non-zero for t<0, and the time sequence x(kT) is considered to have
non-zero values for k<0.
• Both the one-sided and two-sided z-transforms are series in powers
of z-1 . 


• The expansion of RHS of X ( z )  x(n )z  n gives
n 0

X(z)=x(0)+x(T)z-1+z(2T)z-2+…+x(kT)z-k+…
• This implies that the z-transform of any continuous-time function x(t)
can be written in the series form by inspection.
• The z-k in this series indicates the position in time at which the
amplitude x(kT) occurs.
 Relationship to Fourier Transform

Replacing n by exp(jw) we obtain the Fourier

Transform of x(n)

X (re i )  
n 
x (n )(re i )  n , or


X (re i )  
n 
x (n )r  n e  in , and if r 1,


X (e i )  X ( )  
n 
x (n )e  in

which is the Fourier transform of x(n).

4
 Region of Convergence
The z-transform of x(n) can be viewed as the Fourier
transform of x(n) multiplied by an exponential sequence
r-n, and the z-transform may converge even when the
Fourier transform does not.
By redefining convergence, it is possible that the Fourier
transform may converge when the z-transform does not.
For the Fourier transform to converge, the sequence must
have finite energy, or:



n 
x (n )r  n  
5
 Convergence (contd.)
The power series for the z-transform is called a Laurent series:

X (z)  
n 
x (n )z  n

The Laurent series, and therefore the z-transform, represents an

analytic function at every point inside the region of convergence,
and therefore the z-transform and all its derivatives must be
continuous functions of z inside the region of convergence.
In general, the Laurent series will converge in an annular region
of the z-plane.

6
 Poles and Zeros
When X(z) is a rational function, i.e., a ration of polynomials in z,
then:
1. The roots of the numerator polynomial are referred to as the
zeros of X(z), and
2. The roots of the denominator polynomial are referred to as
the poles of X(z).

Note that no poles of X(z) can occur within the region of

convergence since the z-transform does not converge at a pole.
Furthermore, the region of convergence is bounded by poles.

7
 Poles and Zeros
b0 z m  b1 z m  1    bm
X(z) may have the form X ( z) 
zn  a1 z n  1    an

b0  z  z1  z  z2   z  zm 
X ( z) 
or  z  p1  z  p2   z  pn 

Where pi’s are the poles and zi’s are the zeros of X(z).
• The location of poles and zeros determine the characteristics of
the x(k).
z  z  0.5 
Example: X ( z) 
 z  1 z  2 
Here X(z) has zeros at 0, and -0.5 and poles at -1 and -2.

8
 Example
Region of convergence

x (n ) a nu(n )
a
The z-transform is given by:
 
X (z)  
n 
a nu(n )z  n  
n 0
(az  1)n

Which converges to:

1 z
X (z)  1
 for z  a
1  az z a
Clearly, X(z) has a zero at z = 0 and a pole at z = a.

9
 Properties of the z-Transform
1. Linearity: ax1 [n]  bx2 [n]  aX 1 [ z ]  bX 2 [ z ]

2. Time-shift: x[n  n0 ]  z  n0 X [ z ]
3. Multiplication by n: dX [ z ]
nx[n]   z
dz
Proof:

X(z)   x[n]z  n
n 
 
dX ( z ) dX ( z )
 n  x[n]z  n  1   z n  x[n]z  n Znx[n]
dz n  dz n 
 Properties of the z-Transform (contd.)

 z
4. Multiplication by a : n n
a x[n]  X 
a

Proof:
  n
 z  z
 
Z a n u (n)   (a n x[n]) z  n   x[n]  X  
n  n  a a

5. Multiplication by ejn: e jn x[n]  X e  jn z 

6. Multiplication by cosn: cos(n) x[n]  (1 / 2)X e jn z  X e  jn z 
7. Multiplication by sinn: sin(n) x[n]  ( j / 2)X e z  X e z 
j n  j n

n
1
8. Summation: v[n]  x[i ]  V ( z )  1
X ( z)
i 0 1 z
 Convolution


• Convolution: x[n] * h[n] k


x[k ]h[n  k ]  X ( z ) H ( z )

   
  
Proof: Z x[n] * h[n] Z  x[k ]h[n  k ]     x[k ]h[n  k ] z  n
 k   n   k  

  
  x[k ]  h[n  k ]z  n 
k   n  m n  k 
Change of index on the second sum:

   ( m i )     k)  

m
Z x[n] * h[n]   x[k ]  h[m]z  
 x[ k ]z   h[ m ]z 
k   m    k    m  
 X ( z)H ( z)
The ROC is at least the intersection of the ROCs of x[n] and h[n], but
can be a larger region if there is pole/zero cancellation.
• The system transfer function is completely analogous to the CT case:

h[n]  H ( z )   h[n]z  n
n 
 Initial-Value and Final-Value Theorems
(One-Sided ZT)
• Initial Value Theorem: x[0] lim X ( z )
z 

Proof:

lim X ( z ) lim  x[n]z  n lim x[0]  x[1]z  1  ...  x[0]
z  z  z 
n 0

• Final Value Theorem: lim x[n] lim( z  1) X ( z )

n  z 1

• Example: 3z 2  2 z  4 3z 2  2 z  4
X ( z)  3 
z  2 z  1.5 z  0.5 ( z  1)( z 2  z  0.5)
2

3z 2  2 z  4 5
lim x[n] [( z  1) X ( z )] z 1  2  10
n  z  z  0.5 z 1
.5
 The z-transform and the DTFT
• The z-transform is a function of the complex z variable
• Convenient to describe on the complex z-plane
• If we plot z=ej for =0 to 2 we get the unit circle

Im  
X ej

Unit Circle

r=1
 0
Re 
2 0 2
 Region of Convergence
• The set of values of z for which the z-transform converges
• Each value of r represents a circle of radius r
• The region of convergence is made of circles

• Example: z-transform converges for

Im
values of 0.5<r<2
– ROC is shown on the left
• Not all sequence have a z-transform

Example: xn  coson

Re •
– Does not converge for any r
– No ROC, No z-transform
 Right-Sided Exponential Sequence
 
xn  a un n
 Xz    a unz
n n
  az  
1 n

n  n 0
Im
• For Convergence

we require
n

n 0
az 1 

• Hence the ROC is defined as

1
n a 1
az 1 z  a o x Re

• Inside the ROC series converges

to

1 z

Xz    az  1  n
 
1  az  1 z  a • Region outside the circle
n 0
of radius a is the ROC
• Geometric series formula • Right-sided sequence
ROCs extend outside a
N2
aN1  aN2 1 circle

n N1
a  n

1 a
Z-transform of elementary functions

X ( z ) Z [1(t )]  1z  k
k 0

1  z  1  z  2  z  3 
1 z
 1
 for z >1
1 z z1

  
X ( z ) Z [t ]  x(kT ) z k
 kTz k
T  kz  k
k 0 k 0 k 0

T ( z  1  2 z  2  3 z  3 )
z 1 Tz
T  for z >1
1  z   z  1
1 2 2
Z-transforms of elementary functions
(contd. )

z
X ( z )  a z k k
 z a
k 0 z a


z
X ( z )  e  akT z  k  z 1
k 0 z  e  aT
 Z-transforms of elementary functions
(contd. )
1
Sinusoidal Function Z (e  aT ) 
1  e  aT z  1
sin  t 0 t 1
sin  t  e jt  e  jt 
x(t )  2j
0 t 0
1  1 1 
X ( z )  Z (sin  t )  
2 j  1  e jT z  1 1  e  z  1 
j T


1 e jT  e  jT  z  1
2 j 1  e jT  e  jT  z  1  z  2
z sin T

z 2  2 z cos T  1
Table of common z-
transforms
 example
• Obtain z transform of
1
X ( s) 
s s  1
Convert X(s) to x(t)
x(t ) 1  e  t 0 t
t 1 1
X ( z )  Z (1  e )  1

1 z 1  e T z  1


1  e T  z
1  z 1
1  e z 
T 1
 Examples based on properties of z-
transforms
Obtain the z- transforms of x(k+1), x(k+n), x(k-n)

Z [ x(k  1)]  x(k  1) z  k
k 0 Z [ x(k  n)]  z  n X ( z )

 z  x(k  1) z  ( k 1)
k 0

put k  1 n

 z  x ( n) z  n
n 1

 z ( X ( z )  x(0))

Z [ x(k  n)]
 z n X ( z )  z n x(0)  z n  1 x(1)  z n  2 x(2)    zx(n  1)
 Inverse z-transform
• Direct division method
• Computational method
• Partial – fraction expansion method
• Inversion integral method
Direct division (long division) method –
Example 1
Direct division (long division) method – Example 2
Computational method
Computational method (contd.)
 Inverse z Transform by partial fraction
expansion.
• In many cases the z-transform is written as a
ratio of polynomials

• If the denominator B(z) can be factorised then

X(z)/z can be expanded into partial fractions as
 Inverse z Transform by partial fraction
expansion (contd.)
• For simple poles, the coefficients are given by

• for multiple poles the coefficients can be

determined from the following expression
 Example 1
• Obtain the inverse of X(z)

• The expression is expanded as

• And further simplified as

• The inverse is now

 Example 2
• Obtain the inverse of X(z)

• The expression is expanded as

• And further simplified as

• The inverse is now

 Example 2 (contd.)
• This expression can be rearranged as
(brought forward)

• Substituting the numerical values for a and b gives the

following sampled damped sinusoid
 Example 3
• For the system function H(z), find the impulse response h[n]

• This system has two real poles p1 = 1 /2 and p2 = −1/ 4

• H(z) can be expanded as

• The coefficients A1 and A2 are

 Example 3 (contd.)
• So H(z) is written as

• And
 Example 4
• For the system function H(z), find the output y[n] for x[n]=(1/3)nu[n]

• The z-transform of x[n] is

• Y (z) = X(z)H(z)
• Therefore, Y(z) can be expanded as
 Example 4 (contd.)
• The coefficients A1 , A2 and A3 are

• So Y(z) is written as

• And y[n] is
 Example 5
A first-order IIR filter is given in the
following block diagram

Find the response of the filter to x[n] = anu[n]; where a 0.9

Solution: The difference equation of the filter is

y[n] = 0.9y[n - 1] + x[n]

The system function H(z) is found by taking the z-transform of the

difference equation
 Example 5
A first-order IIR filter is given in the
following block diagram

Find the impulse response and response of the filter to x[n] = anu[n];
where a 0.9
Solution: The difference equation of the filter is
y[n] = 0.9y[n - 1] + x[n]
The system function H(z) is found by taking the z-transform of the
difference equation
 Example 5( contd. )
• Note that there are a pole z = 0:9 and a zero z = 0. And the filter is
stable because all the poles (there is only one pole) reside inside
the unit circle.
• Impulse response
– The impulse response can be found by taking inverse z-
transform of H(z).

• Response to x[n] = anu[n]; where a 0.9

– The filter response to x[n] = anu[n] can be found by inverse
transforming in the z-domain
 Example 5( contd. )
• The constants A and B are found as

• Solution