jeffrey@penn:~/blog$ glow z-transform.md

The Z transform

The Z transform is the discrete-time version of the Laplace transform. It is the tool for sampled signals and digital filters.

Definition

For a discrete-time signal x[n]x[n],

X(z)=Z{x[n]}=∑n=−∞∞x[n] z−n,z∈C. X(z) = \mathcal{Z}\{x[n]\} = \sum_{n=-\infty}^{\infty} x[n]\, z^{-n}, \qquad z \in \mathbb{C}.

Example: a geometric sequence

For x[n]=anu[n]x[n] = a^{n} u[n], the geometric series gives

X(z)=∑n=0∞(az−1)n=11−az−1,∣z∣>∣a∣. X(z) = \sum_{n=0}^{\infty} \left(a z^{-1}\right)^{n} = \frac{1}{1 - a z^{-1}}, \qquad |z| > |a| .

There is a pole at z=az = a, and the region of convergence is everything outside the circle of radius ∣a∣|a|.

Relation to the Fourier and Laplace transforms

On the unit circle z=ejΩz = e^{j\Omega} the Z transform becomes the discrete-time Fourier transform (DTFT), the discrete counterpart of the Fourier transform.

Sampling x(t)x(t) every TT seconds and taking the Laplace transform of the samples gives the Z transform with

z=esT. z = e^{sT}.

This maps the jωj\omega axis onto the unit circle and the left half-plane onto the inside of the unit circle. So the stability rule “poles in the left half-plane” becomes “poles inside the unit circle”.

The s-plane maps to the z-plane: the jω axis becomes the unit circle

Properties

PropertyTime domainzz domain
Linearityax1[n]+bx2[n]a x_1[n] + b x_2[n]aX1(z)+bX2(z)a X_1(z) + b X_2(z)
Delayx[n−k]x[n - k]z−kX(z)z^{-k} X(z)
Differencex[n]−x[n−1]x[n] - x[n-1](1−z−1)X(z)(1 - z^{-1}) X(z)
Convolution(x∗h)[n](x * h)[n]X(z)H(z)X(z) H(z)

The delay rule turns difference equations into algebra. The filter y[n]=a y[n−1]+x[n]y[n] = a\, y[n-1] + x[n] becomes Y(z)=az−1Y(z)+X(z)Y(z) = a z^{-1} Y(z) + X(z), so H(z)=11−az−1H(z) = \frac{1}{1 - a z^{-1}}: stable exactly when the pole ∣a∣<1|a| < 1.

cd ..