Table of Laplace and Z Transforms
Table of Laplace and Z Transforms
Table of Laplace and Z Transforms
Laplace Properties
Z Xform Properties
parabo
la
tn
(n is
intege
r)
expon
ential
power
time
multip
lied
expon
Laplace
Domain
unit impulse
(note)
Z Domain
(t=kT)
ential
Asymp
totic
expon
ential
double
expon
ential
asymp
totic
double
expon
ential
asymp
totic
critical
ly
dampe
d
differe
ntiate
d
critical
ly
dampe
d
sine
cosine
decayi
ng
sine
decayi
ng
cosine
generi
c
decayi
ng
oscilla
tory
generi
c
decayi
ng
oscilla
tory
(altern
ate)
Zdomai
n
generi
c
decayi
ng
oscilla
tory
(note)
(note)
order
lowpas
s
impuls
e
respon
se
Protot
ype
2nd
order
bandp
ass
impuls
e
respon
se
Since t=kT, simply replace k in the function definition by k=t/T. So, in this case,
References
Copyright 2005 to 2015 Erik Cheever
educational purposes.
Comments?
Erik Cheever
Questions?
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Corrections?
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 - ZTransforms - Application To Systems
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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.
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
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.
The processed digital signal is converted to an analog signal for use in the
analog world.
The processing can take many forms.
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 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.
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.
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 Ztransform (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, y k.
Z[yk] = Y[z]
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
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.
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.
This signal decays to zero, just like a decaying exponential (like e -t/t)
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/t has a pole at s = -1/t.
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.
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 you take the Z-transform, this function has a single pole at z = -a.
o
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?
yk = yoak
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.
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
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(t) = yoe-t/t
a = [e(-T/t)]
Dk is zero for all other k's - like the continuous impulse is zero for times that
are not zero.
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.
Z[Dk] = Dozo = 1
We can see that the sequence, Dk, 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 Dk is 1.
Another important signal is the unit step. Here is a unit step in the sampled
signal domain.
We use the same expression to compute the Z-transform of the unit step.
Since all samples are one, we get:
o
U[z] = z/(z - 1)
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:
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.
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
Example/Simulation
E4 Here is a simulator that will compute the inverse transform of:
Enter the poles in the text boxes indicated, and click the Start button.
p1 = 0.7
p2 = 0.9
The function starts at zero, reaches a peak and decays back to zero.
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.
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.
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.
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.
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-akTsin(bkT)
The decaying sinusoid is similar to the alternating decaying signal, but it has
significant differences:
fk = f(kT) = e-akTsin(bkT)
Now, we have to evalulate the summation. That doesn't look easy. There is
another way.
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-akT+jbkT]
yk = yoak
There is a similar sequence for the other part of the sampled sine
function.
fk = f1k + f2k
fk = [(e-aT+jbT)k]/2j - [(e-aT-jbT)k]/2j
fk = fo[(a)k - (a*)k]
o
fo = 1/2j
We know how to take the z transform of the sequence, f k. 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.
We can combine these two terms, if that is desired. The result is:
We know:
fo = 1/2j
So, we have:
o
fk = f(kT) = e-akTsin(bkT)
There are two poles for this signal. Those poles are at:
o
z1 = e-aT-jbT
z2 = e-aT+jbT
a = 0.05,
b = .3
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.
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 unit circle is the stability boundary for sampled systems, like the
imaginary axis is for continuous systems.
Example/Simulation
E6 Let's look at the numbers we used above. Here they are repeated.
a = 0.05,
b = .3
T = 1.0
These are the values in the expression for the sequence, f k = f(kT) = e-akTsin(bkT),
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.
z1 = e-aT+jbT
z1 = e-aT[cos(bT) + jsin(bT)]
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.
z1 = e-aT-jbT
z2 = e-aT+jbT
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-akTsin(bkT)
Then, we should realize that the critical term is the envelope of the response, and
that is determined by:
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
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.
In one sample period, the angle in the argument of the sinusoid always
increases by bT 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.
a = 0.05,
b = .3
T = 1.0
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-aT. That's
the amount the envelope of the response decays each sample period. Remember,
the poles are at:
z1 = e-aT-jbT
z2 = e-aT+jbT
The magnitude of both poles is |e-aT|. The factor, ejbT, only changes the angle
of the first pole - and the factor, e-jbT, changes the angle of the second pole - but in
the opposite direction.
The same angle, bT, 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-akTsin(bkT)
We will call bT the angular rate.
Example
E8 Now, consider the example we have been using.
a = 0.05,
b = .3
T = 1.0
With b = .3 and T = 1.0, we have bT = .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.
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.
Observe results and see what conclusions you can draw. Make sure that the
results make sense to you.
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 +90 o and -90o.
one up,
one at zero,
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 zplane 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.
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:
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.
Ultimately, we conclude that the transform of the delayed signal is just z-1
times the transform of the undelayed signal, i.e.:
o
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.
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
Introduction to Z Transforms