Signals and Systems

10.5 Properties of the Z-Transform

Imron Rosyadi

10.5 Properties of the Z-Transform

10.5.1 Linearity

Property:

If \(x_1[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X_1(z)\) with ROC \(R_1\), and \(x_2[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X_2(z)\) with ROC \(R_2\), then \[ a x_1[n] + b x_2[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} a X_1(z) + b X_2(z) \] ROC: Contains \(R_1 \cap R_2\).

Implications for ROC:

  • If no pole-zero cancellation occurs, the ROC is exactly \(R_1 \cap R_2\).
  • If pole-zero cancellation occurs, the ROC can be larger than \(R_1 \cap R_2\).
    • Example: \(a^n u[n]\) has ROC \(|z|>|a|\).
    • \(-a^n u[-n-1]\) has ROC \(|z|<|a|\).
    • But their sum, \(\delta[n]\), has ROC as the entire \(z\)-plane.

Application Example:

Suppose you have a system that processes two signals independently and then sums their outputs.

If \(y_1[n] = H_1(z)X_1(z)\) and \(y_2[n] = H_2(z)X_2(z)\),

then \(y[n] = y_1[n] + y_2[n]\) has \(Y(z) = Y_1(z) + Y_2(z)\).

10.5.2 Time Shifting

Property:

If \(x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z)\) with ROC \(R\), then \[ x[n-n_0] \stackrel{\mathcal{Z}}{\longleftrightarrow} z^{-n_0} X(z) \] ROC: \(R\), except for possible addition/deletion of \(z=0\) or \(z=\infty\).

Explanation of ROC change:

  • If \(n_0 > 0\) (delay): \(z^{-n_0}\) introduces poles at \(z=0\). If \(X(z)\) had a zero at \(z=0\) that cancels these poles, the ROC might gain \(z=0\). If \(X(z)\) did not have a zero, \(z=0\) might be excluded from the ROC of \(z^{-n_0}X(z)\).
  • If \(n_0 < 0\) (advance): \(z^{-n_0}\) introduces zeros at \(z=0\). This is equivalent to multiplying by \(z^{|n_0|}\), which introduces poles at \(z=\infty\). Similarly, \(z=\infty\) might be excluded from the ROC.

10.5.2 Time Shifting

Application Example:

Consider a simple discrete-time filter defined by the difference equation:

\(y[n] = x[n] - x[n-1]\)

Applying the Z-transform to each term:

\(Y(z) = X(z) - z^{-1}X(z)\)

\(Y(z) = (1 - z^{-1})X(z)\)

Here, \(H(z) = 1 - z^{-1}\), which is the Z-transform of \(h[n]=\delta[n]-\delta[n-1]\).

This property is fundamental for converting difference equations to algebraic equations in the Z-domain.

10.5.3 Scaling in the \(z\)-Domain

Property:

If \(x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z)\) with ROC \(R\), then \[ z_0^n x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X\left(\frac{z}{z_0}\right) \] ROC: \(|z_0|R\). If \(z\) is in \(R\), then \(|z_0|z\) is in the new ROC.

Special Case: Frequency Shifting (\(z_0=e^{j\omega_0}\))

\[ e^{j\omega_0 n} x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(e^{-j\omega_0}z) \]

  • ROC remains \(R\) (since \(|e^{j\omega_0}|=1\)).
  • Poles and zeros of \(X(z)\) at \(z=a\) are rotated to \(z=a e^{j\omega_0}\) in \(X(e^{-j\omega_0}z)\).
  • This corresponds to a frequency shift in the DTFT.

Application Example: Demodulation

In digital communication systems, a signal might be modulated by multiplying it with a complex exponential. This property allows us to analyze the effect of this modulation (or demodulation) directly in the Z-domain.

10.5.4 Time Reversal

Property:

If \(x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z)\) with ROC \(R\), then \[ x[-n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X\left(\frac{1}{z}\right) \] ROC: \(1/R\). If \(z_0\) is in \(R\), then \(1/z_0\) is in the ROC for \(x[-n]\).

Implications:

  • If \(X(z)\) has a pole at \(z=a\), then \(X(1/z)\) has a pole at \(z=1/a\).
  • This means the pole-zero pattern is inverted with respect to the unit circle.
    • Poles/zeros inside the unit circle move outside.
    • Poles/zeros outside the unit circle move inside.
    • Poles/zeros on the unit circle stay on the unit circle.

Application Example: Useful in analyzing systems that process signals in reverse, or for understanding properties of symmetric signals.

Consider \(x[n] = a^n u[n]\): \(X(z) = \frac{1}{1-az^{-1}}\), ROC \(|z|>|a|\).

Then \(x[-n] = a^{-n} u[-n]\) (note: \(u[-n]\) is a left-sided sequence starting at \(n=0\)).

\(x[-n]\) is related to \(a^{-n} u[-n-1]\) which has \(Z\)-transform \(\frac{-1}{1-a^{-1}z^{-1}}\), ROC \(|z|<|a|^{-1}\).

The property \(X(1/z)\) applied to \(X(z)\) gives \(\frac{1}{1-a(1/z)^{-1}} = \frac{1}{1-az}\).

This is the \(Z\)-transform of \(x[-n]\) only if the ROC is specified correctly.

10.5.5 Time Expansion

Property:

If \(x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z)\) with ROC \(R\),

and \(x_{(k)}[n]\) is defined as \(x[n/k]\) if \(n\) is a multiple of \(k\), and \(0\) otherwise (inserting \(k-1\) zeros). Then \[ x_{(k)}[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z^k) \] ROC: \(R^{1/k}\). If \(z_0\) is in \(R\), then \(z_0^{1/k}\) is in the new ROC.

Explanation:

From \(X(z) = \sum x[n]z^{-n}\),

\(X(z^k) = \sum x[n](z^k)^{-n} = \sum x[n]z^{-kn}\).

This sum only contains terms \(z^{-m}\) where \(m\) is a multiple of \(k\). The coefficient of \(z^{-kn}\) is \(x[n]\), which is \(x_{(k)}[kn]\). The coefficients of \(z^{-m}\) where \(m\) is not a multiple of \(k\) are zero.

10.5.5 Time Expansion

Application Example:

  • Interpolation/Decimation: This property is crucial in multirate signal processing, where signals are upsampled (interpolation by inserting zeros) or downsampled.
  • Filter Banks: Design of filter banks often involves time expansion and compression operations.

Consider \(x[n]=\delta[n] + \delta[n-1]\). \(X(z)=1+z^{-1}\).

If \(k=2\), \(x_{(2)}[n]=\delta[n] + \delta[n-2]\).

Then \(X(z^2) = 1+(z^2)^{-1} = 1+z^{-2}\). This matches.

10.5.6 Conjugation

Property:

If \(x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z)\) with ROC \(R\),

then \[ x^*[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X^*(z^*) \] ROC: \(R\).

Implications for Real Signals:

If \(x[n]\) is real (\(x[n]=x^*[n]\)), then \(X(z) = X^*(z^*)\).

This implies that if \(X(z)\) has a pole (or zero) at \(z=z_0\), it must also have a pole (or zero) at its complex conjugate \(z=z_0^*\).

  • Complex poles/zeros always appear in conjugate pairs for real signals.
  • This is why we always see complex conjugate poles in second-order systems with real coefficients.

Application Example:

When designing filters with real coefficients (which is almost always the case in practice), this property guarantees that if you place a complex pole or zero, its conjugate must also be present. This simplifies design by reducing the number of independent parameters.

10.5.7 The Convolution Property

Property:

If \(x_1[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X_1(z)\) with ROC \(R_1\), and \(x_2[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X_2(z)\) with ROC \(R_2\), then \[ x_1[n] * x_2[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X_1(z) X_2(z) \] ROC: Contains \(R_1 \cap R_2\).

Significance:

  • Convolution in the time domain becomes simple multiplication in the Z-domain.
  • This is the cornerstone for analyzing LTI systems using Z-transforms.
    • Output \(Y(z) = H(z)X(z)\).

Implications for ROC:

  • As with linearity, if pole-zero cancellation occurs in \(X_1(z)X_2(z)\), the ROC can be larger than \(R_1 \cap R_2\).

10.5.7 The Convolution Property

Application Example: LTI Systems

For an LTI system with impulse response \(h[n]\) and input \(x[n]\), the output is \(y[n] = h[n] * x[n]\).

In the Z-domain, this becomes \(Y(z) = H(z)X(z)\).

Example 10.15: First Difference

\(y[n] = x[n] - x[n-1]\)

\(Y(z) = X(z) - z^{-1}X(z) = (1-z^{-1})X(z)\)

So, \(H(z) = 1-z^{-1}\). This is the Z-transform of \(h[n]=\delta[n]-\delta[n-1]\).

Example 10.16: Accumulation (Running Sum)

\(w[n] = \sum_{k=-\infty}^{n} x[k] = u[n] * x[n]\)

\(W(z) = U(z)X(z) = \frac{1}{1-z^{-1}} X(z)\)

So, \(H(z) = \frac{1}{1-z^{-1}}\). This is the Z-transform of \(h[n]=u[n]\).

10.5.8 Differentiation in the \(z\)-Domain

Property:

If \(x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} X(z)\) with ROC \(R\), then \[ n x[n] \stackrel{\mathcal{Z}}{\longleftrightarrow} -z \frac{dX(z)}{dz} \] ROC: \(R\).

Derivation:

Start from \(X(z) = \sum_{n=-\infty}^{+\infty} x[n] z^{-n}\).

Differentiate with respect to \(z\):

\(\frac{dX(z)}{dz} = \sum_{n=-\infty}^{+\infty} x[n] (-n) z^{-n-1} = -z^{-1} \sum_{n=-\infty}^{+\infty} n x[n] z^{-n}\) Multiply by \(-z\):

\(-z \frac{dX(z)}{dz} = \sum_{n=-\infty}^{+\infty} n x[n] z^{-n} = \mathcal{Z}\{n x[n]\}\)

10.5.8 Differentiation in the \(z\)-Domain

Application Example 10.17:

Find \(x[n]\) for \(X(z)=\log(1+az^{-1}), |z|>|a|\).

We know \(\mathcal{Z}\{nx[n]\} = -z \frac{dX(z)}{dz}\).

\(\frac{dX(z)}{dz} = \frac{1}{1+az^{-1}} (-a z^{-2}) = \frac{-a z^{-2}}{1+az^{-1}}\) So, \(\mathcal{Z}\{nx[n]\} = -z \left( \frac{-a z^{-2}}{1+az^{-1}} \right) = \frac{a z^{-1}}{1+az^{-1}}\).

Now, we need to find the inverse Z-transform of \(\frac{a z^{-1}}{1+az^{-1}}\).

We know \(\frac{1}{1+az^{-1}} \stackrel{\mathcal{Z}}{\longleftrightarrow} (-a)^n u[n]\) (for \(|z|>|a|\)).

Using time shifting (\(z^{-1}\)): \(\frac{az^{-1}}{1+az^{-1}} \stackrel{\mathcal{Z}}{\longleftrightarrow} a(-a)^{n-1} u[n-1]\). So, \(nx[n] = a(-a)^{n-1}u[n-1]\).

\(x[n] = \frac{a(-a)^{n-1}}{n} u[n-1] = \frac{(-a)(-a)^{n-1}}{n} u[n-1] = \frac{-(-a)^n}{n} u[n-1]\).

This matches Example 10.14.

10.5.9 The Initial-Value Theorem

Property:

If \(x[n]=0\) for \(n<0\) (i.e., \(x[n]\) is causal), then \[ x[0] = \lim_{z \rightarrow \infty} X(z) \] Derivation:

For a causal sequence, \(X(z) = \sum_{n=0}^{\infty} x[n] z^{-n} = x[0]z^0 + x[1]z^{-1} + x[2]z^{-2} + \dots\)

As \(z \rightarrow \infty\):

  • \(z^{-n} \rightarrow 0\) for \(n>0\).
  • \(z^0 = 1\).

So, \(\lim_{z \rightarrow \infty} X(z) = x[0]\).

10.5.9 The Initial-Value Theorem

Application Example 10.19:

Consider \(X(z)=\frac{1-\frac{3}{2} z^{-1}}{\left(1-\frac{1}{3} z^{-1}\right)\left(1-\frac{1}{2} z^{-1}\right)}\) from Example 10.3 (where \(x[n]\) was causal).

\(\lim_{z \rightarrow \infty} X(z) = \lim_{z \rightarrow \infty} \frac{1-\frac{3}{2} z^{-1}}{1-\frac{5}{6} z^{-1}+\frac{1}{6} z^{-2}}\)

As \(z \rightarrow \infty\), all terms with \(z^{-1}\) or \(z^{-2}\) go to zero.

So, \(\lim_{z \rightarrow \infty} X(z) = \frac{1-0}{1-0+0} = 1\).

This is consistent with \(x[0]=1\) found in Example 10.3.

Consequence:

For a causal \(X(z)\), if \(x[0]\) is finite, then \(\lim_{z \rightarrow \infty} X(z)\) must be finite. This means the number of finite zeros of \(X(z)\) cannot be greater than the number of finite poles.

Summary of Z-Transform Properties

Property Time Domain \(x[n]\) Z-Domain \(X(z)\) ROC
Linearity \(ax_1[n]+bx_2[n]\) \(aX_1(z)+bX_2(z)\) Contains \(R_1 \cap R_2\)
Time Shifting \(x[n-n_0]\) \(z^{-n_0}X(z)\) \(R\) (possibly \(\pm 0, \pm \infty\))
Scaling in \(z\)-Domain \(z_0^n x[n]\) \(X(z/z_0)\) \(|z_0|R\)
Time Reversal \(x[-n]\) \(X(1/z)\) \(1/R\)
Time Expansion \(x_{(k)}[n]\) \(X(z^k)\) \(R^{1/k}\)
Conjugation \(x^*[n]\) \(X^*(z^*)\) \(R\)
Convolution \(x_1[n]*x_2[n]\) \(X_1(z)X_2(z)\) Contains \(R_1 \cap R_2\)
Differentiation in \(z\)-Domain \(nx[n]\) \(-z \frac{dX(z)}{dz}\) \(R\)
Initial-Value Theorem \(x[0]\) (for causal \(x[n]\)) \(\lim_{z \rightarrow \infty} X(z)\) N/A (requires causal \(x[n]\))

Summary of Z-Transform Properties

Why these properties are important:

  • Simplification: They convert complex time-domain operations (convolution, differentiation, shifting) into simpler algebraic manipulations in the Z-domain.
  • System Analysis: Essential for analyzing the behavior of LTI systems (e.g., finding impulse responses, transfer functions, stability).
  • Filter Design: Used to design digital filters by relating desired time-domain characteristics (e.g., causality) or frequency-domain characteristics (e.g., frequency shifting) to Z-domain manipulations.
  • Problem Solving: Provide powerful tools for solving difference equations and finding inverse Z-transforms.

Important

The Z-transform properties are the core tools that make the Z-transform a powerful and indispensable analytical method in discrete-time signal processing and control systems.

10.6 SOME COMMON z-TRANSFORM PAIRS

TABLE 10.1 PROPERTIES OF THE \(z\)-TRANSFORM

10.6 SOME COMMON z-TRANSFORM PAIRS

TABLE 10.2 SOME COMMON \(z\)-TRANSFORM PAIRS

Signal Transform ROC
1. \(\delta[n]\) 1 All \(z\)
2. \(u[n]\) \(\frac{1}{1-z^{-1}}\) \(\|z\|>1\)
3. \(-u[-n-1]\) \(\frac{1}{1-z^{-1}}\) \(\|z\|<1\)
4. \(\delta[n-m]\) \(z^{-m}\) All \(z\), except
0 if \(m>0)\) or
\(x\) (if \(m<0)\)
5. \(\alpha^{n} u[n]\) \(\frac{1}{1-\alpha z^{-1}}\) \(\|z\|>\|\alpha\|\)
6. \(-\alpha^{n} u[-n-1]\) \(\frac{1}{1-\alpha z^{-1}}\) \(\|z\|<\|\alpha\|\)
7. \(n \alpha^{n} u[n]\) \(\frac{\alpha z^{-1}}{\left(1-\alpha z^{-1}\right)^{2}}\) \(\|z\|>\|\alpha\|\)
8. \(-n \alpha^{n} u[-n-1]\) \(\frac{\alpha z^{-1}}{\left(1-\alpha z^{-1}\right)^{2}}\) \(\|z\|<\|\alpha\|\)
9. \(\left[\cos \omega_{0} n\right] u[n]\) \(\frac{1-\left[\cos \omega_{0}\right] z^{-1}}{1-\left[2 \cos \omega_{0}\right] z^{-1}+z^{-2}}\) \(\mid z 1\)
10. \(\left[\sin \omega_{0} n\right] u[n]\) \(\frac{\left[\sin \omega_{0}\right] z^{-1}}{1-\left[2 \cos \omega_{0}\right] z^{-1}+z^{-2}}\) \(\|z\|>1\)
11. \(\left[r^{n} \cos \omega_{0} n\right] u[n]\) \(\frac{1-\left[r \cos \omega_{0}\right] z^{-1}}{1-\left[2 r \cos \omega_{0}\right] z^{-1}+r^{2} z^{-2}}\) \(\|z\|>r\)
12. \(\left[r^{n} \sin \omega_{0} n\right] u[n]\) \(\frac{\left[r \sin \omega_{0}\right] z^{-1}}{1-\left[2 r \cos \omega_{0}\right] z^{-1}+r^{2} z^{-2}}\) \(\|z\|>r\)