Z-transform should not be confused with Fisher z-transformation.
In mathematics and signal processing, the Z-transform converts a discrete-time signal, which is a sequence of real or complex numbers, into a complex valued frequency-domain (the z-domain or z-plane) representation.[1] [2]
It can be considered a discrete-time equivalent of the Laplace transform (the s-domain or s-plane).[3] This similarity is explored in the theory of time-scale calculus.
While the continuous-time Fourier transform is evaluated on the s-domain's vertical axis (the imaginary axis), the discrete-time Fourier transform is evaluated along the z-domain's unit circle. The s-domain's left half-plane maps to the area inside the z-domain's unit circle, while the s-domain's right half-plane maps to the area outside of the z-domain's unit circle.
One of the means of designing digital filters is to take analog designs, subject them to a bilinear transform which maps them from the s-domain to the z-domain, and then produce the digital filter by inspection, manipulation, or numerical approximation. Such methods tend not to be accurate except in the vicinity of the complex unity, i.e. at low frequencies.
The foundational concept now recognized as the Z-transform, which is a cornerstone in the analysis and design of digital control systems, was not entirely novel when it emerged in the mid-20th century. Its embryonic principles can be traced back to the work of the French mathematician Pierre-Simon Laplace, who is better known for the Laplace transform, a closely related mathematical technique. However, the explicit formulation and application of what we now understand as the Z-transform were significantly advanced in 1947 by Witold Hurewicz and colleagues. Their work was motivated by the challenges presented by sampled-data control systems, which were becoming increasingly relevant in the context of radar technology during that period. The Z-transform provided a systematic and effective method for solving linear difference equations with constant coefficients, which are ubiquitous in the analysis of discrete-time signals and systems.[4] [5]
The method was further refined and gained its official nomenclature, "the Z-transform," in 1952, thanks to the efforts of John R. Ragazzini and Lotfi A. Zadeh, who were part of the sampled-data control group at Columbia University. Their work not only solidified the mathematical framework of the Z-transform but also expanded its application scope, particularly in the field of electrical engineering and control systems.[6] [7]
The development of the Z-transform did not halt with Ragazzini and Zadeh. A notable extension, known as the modified or advanced Z-transform, was later introduced by Eliahu I. Jury. Jury's work extended the applicability and robustness of the Z-transform, especially in handling initial conditions and providing a more comprehensive framework for the analysis of digital control systems. This advanced formulation has played a pivotal role in the design and stability analysis of discrete-time control systems, contributing significantly to the field of digital signal processing.[8] [9]
Interestingly, the conceptual underpinnings of the Z-transform intersect with a broader mathematical concept known as the method of generating functions, a powerful tool in combinatorics and probability theory. This connection was hinted at as early as 1730 by Abraham de Moivre, a pioneering figure in the development of probability theory. De Moivre utilized generating functions to solve problems in probability, laying the groundwork for what would eventually evolve into the Z-transform. From a mathematical perspective, the Z-transform can be viewed as a specific instance of a Laurent series, where the sequence of numbers under investigation is interpreted as the coefficients in the (Laurent) expansion of an analytic function. This perspective not only highlights the deep mathematical roots of the Z-transform but also illustrates its versatility and broad applicability across different branches of mathematics and engineering.[10]
The Z-transform can be defined as either a one-sided or two-sided transform. (Just like we have the one-sided Laplace transform and the two-sided Laplace transform.)[11]
The bilateral or two-sided Z-transform of a discrete-time signal
x[n]
X(z)
where
n
z
z
z=Aej\phi=A ⋅ (\cos{\phi}+j\sin{\phi})
A
z
j
\phi
Alternatively, in cases where
x[n]
n\ge0
In signal processing, this definition can be used to evaluate the Z-transform of the unit impulse response of a discrete-time causal system.
An important example of the unilateral Z-transform is the probability-generating function, where the component
x[n]
The inverse Z-transform is:
where
C
C
X(z)
A special case of this contour integral occurs when
C
X(z)
The Z-transform with a finite range of
n
z
z
The region of convergence (ROC) is the set of points in the complex plane for which the Z-transform summation converges (i.e. doesn't blow up in magnitude to infinity):
ROC=\left\{z:
infty | |
\left|\sum | |
n=-infty |
x[n]z-n\right|<infty\right\}
Let
x[n]=(.5)n .
x[n]
(-infty,infty)
x[n]=\left\{...,(.5)-3,(.5)-2,(.5)-1,1,(.5),(.5)2,(.5)3,...\right\}=\left\{...,23,22,2,1,(.5),(.5)2,(.5)3,...\right\}.
Looking at the sum
infty | |
\sum | |
n=-infty |
x[n]z-n\toinfty.
Therefore, there are no values of
z
Let
x[n]=(.5)nu[n]
u
x[n]
(-infty,infty)
x[n]=\left\{...,0,0,0,1,(.5),(.5)2,(.5)3,...\right\}.
Looking at the sum
infty | |
\sum | |
n=-infty |
x[n]z-n=
infty | |
\sum | |
n=0 |
(.5)nz-n=
infty | ||
\sum | \left( | |
n=0 |
.5 | |
z |
\right)n=
1 | |
1-(.5)z-1 |
.
The last equality arises from the infinite geometric series and the equality only holds if
|(.5)z-1|<1,
z
|z|>(.5).
|z|>(.5).
Let
x[n]=-(.5)nu[-n-1]
u
x[n]
(-infty,infty)
x[n]=\left\{...,-(.5)-3,-(.5)-2,-(.5)-1,0,0,0,0,...\right\}.
Looking at the sum
infty | |
\begin{align} \sum | |
n=-infty |
x[n]z-n&=
-1 | |
-\sum | |
n=-infty |
(.5)nz-n\\ &=
infty | ||
-\sum | \left( | |
m=1 |
z | |
.5 |
\right)m\\ &=-
(.5)-1z | |
1-(.5)-1z |
\\ &=-
1 | |
(.5)z-1-1 |
\\ &=
1 | |
1-(.5)z-1 |
\\ \end{align}
and using the infinite geometric series again, the equality only holds if
|(.5)-1z|<1
z
|z|<(.5).
|z|<(.5).
What differentiates this example from the previous example is only the ROC. This is intentional to demonstrate that the transform result alone is insufficient.
Examples 2 & 3 clearly show that the Z-transform
X(z)
x[n]
In example 2, the causal system yields a ROC that includes
|z|=infty
|z|=0.
In systems with multiple poles it is possible to have a ROC that includes neither
|z|=infty
|z|=0.
x[n]=(.5)nu[n]-(.75)nu[-n-1]
has poles at 0.5 and 0.75. The ROC will be 0.5 < < 0.75, which includes neither the origin nor infinity. Such a system is called a mixed-causality system as it contains a causal term
(.5)nu[n]
-(.75)nu[-n-1].
The stability of a system can also be determined by knowing the ROC alone. If the ROC contains the unit circle (i.e., = 1) then the system is stable. In the above systems the causal system (Example 2) is stable because > 0.5 contains the unit circle.
Let us assume we are provided a Z-transform of a system without a ROC (i.e., an ambiguous
x[n]
x[n]
For stability the ROC must contain the unit circle. If we need a causal system then the ROC must contain infinity and the system function will be a right-sided sequence. If we need an anticausal system then the ROC must contain the origin and the system function will be a left-sided sequence. If we need both stability and causality, all the poles of the system function must be inside the unit circle.
The unique
x[n]
Definition of Z-transform | x[n] | X(z) | X(z)=l{Z}\{x[n]\} x[n]=l{Z}-1\{X(z)\} | r2< | z | a1x1[n]+a2x2[n] | a1X1(z)+a2X2(z) | \begin{align}X(z)&=
(a1x1[n]+a2x
\\ &=a1\sum
x1[n]z-n+a2\sum
x2[n]z-n\\ &=a1X1(z)+a2X2(z)\end{align} | Contains ROC1 ∩ ROC2 | xK[n]=\begin{cases}x[r],&n=Kr\ 0,&n\notinKZ\end{cases} KZ:=\{Kr:r\inZ\} | X(zK) | \begin{align}XK(z)
\\ &=
x[r]z-rK\\ &=
x[r](zK)-r\\ &=X(zK)\end{align} |
| x[Kn] |
X\left(z\tfrac{1{K}} ⋅ e-i{K}p}\right) | ohio-state.edu or ee.ic.ac.uk | - ! Time delay | x[n-k] k>0 x:x[n]=0 \foralln<0 | z-kX(z) | \begin{align}l{Z}\{x[n-k]\}&=
x[n-k]z-n\\ &=
x[j]z-(j+k)&&j=n-k\\ &=
x[j]z-jz-k\\ &=z-k
x[j]z-j\\ &=z-k
x[j]z-j&&x[\beta]=0,\beta<0\\ &=z-kX(z)\end{align} | ROC, except z{=}0 k>0 z{=}infty k<0 | - ! Time advance | x[n+k] k>0 | Bilateral Z-transform:Unilateral Z-transform:[12] | - ! First difference backward | x[n]-x[n-1] x[n]{=}0 n<0 | (1-z-1)X(z) | Contains the intersection of ROC of X1(z) z ≠ 0 | - ! First difference forward | x[n+1]-x[n] | (z-1)X(z)-zx[0] | - ! Time reversal | x[-n] | X(z-1) | \begin{align}l{Z}\{x(-n)\}&=
x[-n]z-n\\ &=
x[m]zm\\ &=
x[m]{(z-1)}-m\\ &=X(z-1)\\ \end{align} | \tfrac{1}{r1}< | z | <\tfrac | - ! Scaling in the z-domain | anx[n] | X(a-1z) | \begin{align}l{Z}\left\{anx[n]\right\}&=
anx[n]z-n\\ &=
x[n](a-1z)-n\\ &=X(a-1z) \end{align} | a | r_2 < | z | < | a | r_1 | - | x*[n] | X*(z*) | \begin{align}l{Z}\{x*(n)\}&=
x*[n]z-n\\ &=
\left[x[n](z*)-n\right]*\\ &=\left[
x[n](z*)-n\right]*\\ &=X*(z*) \end{align} | \operatorname{Re}\{x[n]\} | \tfrac{1}{2}\left[X(z)+X*(z*)\right] | \operatorname{Im}\{x[n]\} | \tfrac{1}{2j}\left[X(z)-X*(z*)\right] | - ! Differentiation in the z-domain | nx[n] | -z
| \begin{align}l{Z}\{nx(n)\}&=
nx[n]z-n\\ &=z
nx[n]z-n-1\\ &=-z
x[n](-nz-n-1)\\ &=-z
(z-n)\\ &=-z
\end{align} | ROC, if X(z) X(z) | x1[n]*x2[n] | X1(z)X2(z) | \begin{align}l{Z}\{x1(n)*x2(n)\}&=l{Z}\left
x1[l]x2[n-l]\right\}\\ &=
\left
x1(l)x2[n-l]\right]z-n\\
x1[l]\left
\right]\\ &=\left
\right]\ | \left [\sum_{n=-\infty}^{\infty} x_2[n]z^ \right ] \\ &=X_1(z)X_2(z)\end | Contains ROC1 ∩ ROC2 |
*x2[n] |
| Contains the intersection of ROC of
X2(z) | - ! Accumulation |
x[k] |
X(z) |
x[k]z-n
(x[n]+ … )z-n\\ &=X(z)\left(1+z-1+z-2+ … \right)\\ &=X(z)
z-j\\ &=X(z)
\end{align} | x1[n]x2[n] |
\ointCX1(v)X
dv | At least r1lr2l< | z | - |
---|
infty | |
\sum | |
n=-infty |
* | |
x | |
2[n] |
=
1 | |
j2\pi |
\ointC
*})v | |
X | |
2(\tfrac{1}{v |
-1dv
If
x[n]
x[0]=\limz\toX(z).
If the poles of
(z-1)X(z)
x[infty]=\limz\to(z-1)X(z).
Here:
u:n\mapstou[n]=\begin{cases}1,&n\ge0\ 0,&n<0\end{cases}
\delta:n\mapsto\delta[n]=\begin{cases}1,&n=0\ 0,&n\ne0\end{cases}
Signal, x[n] | Z-transform, X(z) | ROC | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
1 | \delta[n] | 1 | all z | ||||||||
2 | \delta[n-n0] |
| z ≠ 0 | ||||||||
3 | u[n] |
| z | > 1 | |||||||
4 | -u[-n-1] |
| z | < 1 | |||||||
5 | nu[n] |
| z | > 1 | |||||||
6 | -nu[-n-1] |
| z | < 1 | |||||||
7 | n2u[n] |
| z | > 1\, | |||||||
8 | -n2u[-n-1] |
| z | < 1\, | |||||||
9 | n3u[n] |
| z | > 1\, | |||||||
10 | -n3u[-n-1] |
| z | < 1\, | |||||||
11 | anu[n] |
| z | > | a | ||||||
12 | -anu[-n-1] |
| z | < | a | ||||||
13 | nanu[n] |
| z | > | a | ||||||
14 | -nanu[-n-1] |
| z | < | a | ||||||
15 | n2anu[n] |
| z | > | a | ||||||
16 | -n2anu[-n-1] |
| z | < | a | ||||||
17 | \left(\begin{array}{c}n+m-1\ m-1\end{array}\right)anu[n] |
m | z | > | a | ||||||
18 | (-1)m\left(\begin{array}{c}-n-1\ m-1\end{array}\right)anu[-n-m] |
m | z | < | a | ||||||
19 | \cos(\omega0n)u[n] |
| z | >1 | |||||||
20 | \sin(\omega0n)u[n] |
| z | >1 | |||||||
21 | an\cos(\omega0n)u[n] |
| z | > | a | ||||||
22 | an\sin(\omega0n)u[n] |
| z | > | a |
For values of
z
|z|{=}1
\omega
z{=}ej.
which is also known as the discrete-time Fourier transform (DTFT) of the
x[n]
2\pi
X(f)
x(t)
T
x[n]
x[n]
where
T
f
\omega{=}2\pifT
\omega{=}2\pi
X(\tfrac{\omega-2\pik}{2\piT})
As parameter T changes, the individual terms of move farther apart or closer together along the f-axis. In however, the centers remain 2 apart, while their widths expand or contract. When sequence
x(nT)
x(nT)
See main article: Bilinear transform. The bilinear transform can be used to convert continuous-time filters (represented in the Laplace domain) into discrete-time filters (represented in the Z-domain), and vice versa. The following substitution is used:
s=
2 | |
T |
(z-1) | |
(z+1) |
H(s)
H(z)
z=esT ≈
1+sT/2 | |
1-sT/2 |
j\omega
j\omega
j\omega
See main article: Starred transform. Given a one-sided Z-transform
X(z)
T
.X*(s)=
X(z)| | |
\displaystylez=esT |
The inverse Laplace transform is a mathematical abstraction known as an impulse-sampled function.
The linear constant-coefficient difference (LCCD) equation is a representation for a linear system based on the autoregressive moving-average equation:
N | |
\sum | |
p=0 |
y[n-p]\alphap=
M | |
\sum | |
q=0 |
x[n-q]\betaq.
Both sides of the above equation can be divided by
\alpha0
\alpha0{=}1,
y[n]=
M | |
\sum | |
q=0 |
x[n-q]\betaq-
N | |
\sum | |
p=1 |
y[n-p]\alphap.
This form of the LCCD equation is favorable to make it more explicit that the "current" output
y[n]
y[n-p],
x[n],
x[n-q].
Taking the Z-transform of the above equation (using linearity and time-shifting laws) yields:
Y(z)
N | |
\sum | |
p=0 |
z-p\alphap=X(z)
M | |
\sum | |
q=0 |
z-q\betaq
where
X(z)
Y(z)
x[n]
y[n],
Rearranging results in the system's transfer function:
H(z)=
Y(z) | |
X(z) |
=
| ||||||||||
|
=
\beta0+z-1\beta1+z-2\beta2+ … +z-M\betaM | |
\alpha0+z-1\alpha1+z-2\alpha2+ … +z-N\alphaN |
.
From the fundamental theorem of algebra the numerator has
M
H
N
H(z)=
(1-q1z-1)(1-q2z-1) … (1-qMz-1) | |
(1-p1z-1)(1-p2z-1) … (1-pNz-1) |
,
qk
kth
pk
kth
In addition, there may also exist zeros and poles at
z{=}0
z{=}infty.
By factoring the denominator, partial fraction decomposition can be used, which can then be transformed back to the time domain. Doing so would result in the impulse response and the linear constant coefficient difference equation of the system.
If such a system
H(z)
X(z)
Y(z)=H(z)X(z).
Y(z)
y[n]
style | Y(z) |
z |
z
Y(z)