z-Transform Chapter 6 Chapter 6 D I Dr. Iyad Jafar d J f - - PowerPoint PPT Presentation

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z-Transform Chapter 6 Chapter 6 D I Dr. Iyad Jafar d J f - - PowerPoint PPT Presentation

z-Transform Chapter 6 Chapter 6 D I Dr. Iyad Jafar d J f Outline Outline Definition Relation Between z Transform and DTFT Relation Between z-Transform and DTFT Region of Convergence g g Common z-Transform Pairs The


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z-Transform

Chapter 6 Chapter 6 D I d J f

  • Dr. Iyad Jafar
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Outline Outline

Definition Relation Between z Transform and DTFT Relation Between z-Transform and DTFT Region of Convergence

g g

Common z-Transform Pairs

h l f

The Rational z-Transform The Inverse z-Transform

The Inverse z Transform

z-Transform Properties LTI Systems & z-Transform Filt

D i i P l Pl t

Filter Design using Pole-zero Placement

2

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SLIDE 3

Def Definition nition

The DTFT does not exist for all sequences! Can we still

analyze such sequences in the frequency domain? Addi i ll h DTFT i l f i f hi h Additionally, the DTFT is a complex function of ω, which makes it hard to manipulate. O d h h f !

One way around these issues is to use the z-transform! The z-transform

A generalization of the DTFT and it may exist for

sequences for which the DTFT does not exist. F l h f i l f ti f h

For a real sequence, the z-transform is a real function of the

complex variable z.This makes provides easier manipulation.

For a sequence g[n] the z transform is defined by For a sequence g[n], the z-transform is defined by

  • n

G(z) g[n] z

where z = Re(z) + j Im(z)

3

n

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Relation be lation betw tween een z- z-Transf ransform and D

  • rm and DTFT

FT

The z-transform is defined in terms of the complex

variable

j

z = Re(z) j Im(z) = r e

  • Im(z)

So, the z-transform can written as

( ) j ( )

  • n

j

G( ) [ ]

Z=rejω Im(z)

j

r =1 ω

  • j

j z re n

G(z) g[n] re

Re(z)

  • 1

1

n j n n

g[n] r e

j

for r = 1,

j

j n j

G(z) g[n] e G(e )

  • j

So, the DTFT is the z-transform evaluated at the unit

j

z re n

G(z) g[n] e G(e )

, circle (r=1) and varying ω

4

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Relation be lation betw tween een z- z-Transf ransform and D

  • rm and DTFT

FT

Thus, G(ejω) can be computed from the clockwise or

counter clockwise on the unit circle in the complex p plane for 0 ≤ ω ≤ 2π on the circle (r=1)

Im(z)

j ω

Re(z) ( ) Z=rejω

j r =1

Re(z)

  • 1

1

  • j

ω = 0 z = 1 G(z=1) = G(ej0)

j

( ) ( ) ω = π/2 z = j G(z=1) = G(ejπ/2 ) ω = π z = 1 G(z=1) = G(ejπ ) ω = π z = -1 G(z=1) = G(ejπ )

5

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Relation be lation betw tween een z- z-Transf ransform and D

  • rm and DTFT

FT

6 4 (z)| 2 |G(

DTFT

2 2

DTFT

2 2

  • 2

I ( )

6

  • 2
  • 2

Re(z) Im(z)

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Region of Con gion of Convergence ergence

The z-transform exists if the summation

  • n

G(z) g[n] z

converges to a finite value!

n

G(z) g[n] z

In other words, the summation should be absolutely

summable

  • G(z) <
  • n
  • n

j n n

g[n] z < g[n] re <

  • n

j

  • n

j

  • n

n n n

g[n] re g[n] r e = g[n] r <

∑ ∑

This implies that the z-transform may exist even if g[n] is

not absolutely summable given that we specify

n n n

not absolutely summable given that we specify appropriate values for r

7

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Region of Con gion of Convergence ergence

The set of values of r for which the z-transform exists is

called the region of convergence (ROC)

In general, the ROC for a sequence g[n] is represented as

g g

R z < R

  • The ROC is always defined in terms of |z| as circular region

g g g g

where 0 R < R

  • The ROC is always defined in terms of |z| as circular region

in the complex plane (inside a circle/outside a circle / rings)

|z| > α |z| < α α < |z| < β α

  • α

α

  • α

α

  • α
  • β

β

8

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Region of Con gion of Convergence ergence

Example 6.1: Let x[n] = αn u[n], the determine X(z).

|z| > α α

  • α

ROC for causal sequences is the region outside |z| = α

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Region of Con gion of Convergence ergence

Example 6.2: Let x[n] = -αn u[-n-1], the determine X(z).

α

  • α

ROC for anti causal sequences is the region inside |z| = α ROC for anti-causal sequences is the region inside |z| = α To completely define the z-transform, we must define the ROC

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Common z- Common z-Transf ansform P

  • rm Pair

irs

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The Rational z- The Rational z-Transf ransform

  • rm

Most LTI systems have rational z-transforms of the form

where P(z) and D(z) are two polynomials in z-1 of degrees M where P(z) and D(z) are two polynomials in z of degrees M and N, respectively.

The rational z-transform can be written as

The rational z transform can be written as

M M 1 k k (N M) k 1 k 1 N N

p (1 z ) p (z ) G(z) z

  • For z = ζ G(z) = 0 {ζ } are called the zeros of G(z)

N N 1 k k k 1 k 1

G(z) z d (1 z ) d (z )

  • For z

ζl, G(z) 0 {ζl} are called the zeros of G(z)

For z = λl, G(z) = ∞ {λ l} are called the poles of G(z) If N > M dditi

l (N M) fi it t = 0

If N > M additional (N – M) finite zeros at z = 0 If N < M additional (M – N) finite poles t z = 0

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The Rational z- The Rational z-Transf ansform

  • rm

Example 6.3:

2 2

z z H(z)

  • H(z) has zeros at z = 0 and z = 1 (circles in the z-plane‘o’)

2

( ) z 3z 2

  • H(z) has zeros at z

0 and z 1 (circles in the z plane o ) H(z) has poles at z = -1 and z = -2 (crosses in the z-plane‘x’) H(z) has no additional zeros or poles at z = ∞ since M = N H(z) has no additional zeros or poles at z = ∞ since M = N

Im(z) R ( )

  • 2

1

l

Re(z)

13

z-plane

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The Rational z- The Rational z-Transf ansform

  • rm

The z-transform is not defined at the poles. Thus, the ROC for any z-transform should not include

, y the poles.

The rational z-transform can be completely specified by The rational z transform can be completely specified by

the locations of poles and zeros and the gain p0/d0 Example 6.4:

1

1 H(z) 1 z z H(z) z 1 ⇒

  • H(z) = 0 at z = 0

H( ) = ∞ t = 1 H(z) = ∞ at z = 1 ROC: |z| > 1 (causal) ROC : |z| < 1 (anti-causal)

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The Rational z- The Rational z-Transf ansform

  • rm

Example 6.5: x[n] = (0.5)n u[n] + (-0.3)n u[n]

1 1 X(z)

  • the z transform exists if |z| > 0 5 and |z| > 0 3

1 1

X(z) 1 0.5z 1 0.3z

  • the z-transform exists if |z| > 0.5 and |z| > 0.3

ROC: ( Z > 0.5) ( Z > 0.3)

  • 15

ROC: Z > 0.5 ⇒

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The Rational z- The Rational z-Transf ansform

  • rm

Example 6.6: x[n] = αn

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The Rational z- The Rational z-Transf ansform

  • rm

2

Example 6.7:

2 3 2

z 2z 3 X(z) z 3z z 5

  • All possible regions of convergence are

All possible regions of convergence are

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The In The Inverse z- e z-Transf ansform

  • rm

The general form for computing the inverse z-transform

is through evaluating the complex integral g g p g

n 1

1 g[n] G(z)z dz 2 j

  • However, the integral has to be evaluated for all values of

2 j ∫

n

Alternatively, we consider two approaches to compute

the inverse z-transform

Power series in z (Long division)

g

Manipulate G(z) into recognizable pieces (partial

fraction expansion) and use lookup tables p ) p

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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.8:

h[n] = {1, 1.6, -0.52, 0.4, …}

19

h[n] {1, 1.6, 0.52, 0.4, …}

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The In The Inverse z- e z-Transf ansform

  • rm

Partial fraction expansion rearrange G(z) as a sum of

recognizable terms of simple and known z-transforms

P( ) P(z) G(z) D(z)

  • 1

1 1 1 2 3

P(z) (1 z )(1 z )(1 z )...

  • h

l f f h f

3 1 2 1 1 1 1 2 3

... (1 z ) (1 z ) (1 z )

  • Thus, a rational z-transform of the form G(z) =

P(z)/D(z) can be expressed as

N

λ

N k 1 k k 1

P(z) G(z) D(z) 1 z

where N is the order of the denominator, λk are poles and ρk are called the residues and are computed by

20

k

1 k k z

(1 z )G(z)

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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.9: Determine the causal sequence h[n] which has the following z-transform g

z(z 2) H(z) (z 0.2)(z 0.6)

  • 21
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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.9 - Continued.

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The In The Inverse z- e z-Transf ansform

  • rm

Partial fraction expansion What if G(z) has

l ith lti li it L? poles with multiplicity L?

G(z) is expressed by

  • N L

L k m m 1 1

P(z) G(z) D(z) 1 z 1

where σ is a pole with multiplicity L and the

  • 1

k k 1 m 1

D(z) 1 z 1 z

residues μm are computed

L m

1 d

m

L m 1 L m L m 1 L m z

1 d (1 z ) G(z) (L m)!( ) d(z )

  • 23

1 m L

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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.10: Determine the causal sequence g[n] which has the following z-transform g

2

z G(z) (z 0.5)(z 1)

  • 24
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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.10 - Continued.

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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.11: Determine all possible sequences whose z- transform is

1 11

3 2 1 2 1

1 11 z z 3z 1 3 6 G(z) 1 5 z z 1

  • z

z 1 6 6

  • 26
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The In The Inverse z- e z-Transf ansform

  • rm

Example 6.11 - Continued.

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z- z-Transf ansform Pr

  • rm Proper
  • perties

ties

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z- z-Transf ansform Pr

  • rm Proper
  • perties

ties

Example 6.12: Determine the z-transform of x[n] = rn cos(ω n) u[n] x[n] r cos(ωon) u[n]

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z- z-Transf ansform Pr

  • rm Proper
  • perties

ties

Example 6.13: Determine the z-transform of A x[n] + B x[n-1] = C δ[n] + D δ[n-1] A x[n] + B x[n-1] C δ[n] + D δ[n-1]

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z- z-Transf ansform Pr

  • rm Proper
  • perties

ties

Example 6.14: Determine the z-transform of x[n] = (n+1) an u[n] + an u[n] x[n] (n+1) a u[n] + a u[n]

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z- z-Transf ansform Pr

  • rm Proper
  • perties

ties

Example 6.15: Using z-transform, compute the convolution between h[n] = {0, 3 , 4 , 5} and g[n] = {2 , 7 , 1}

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z- z-Transf ansform Pr

  • rm Proper
  • perties

ties

Example 6.16: Using z-transform, compute the convolution between h[n] = 3 (-0.6)n u[n] g[n] = 2(0 2)n u[n] + 1 2(0 2)n-1 u[n 1] g[n] = 2(0.2)n u[n] + 1.2(0.2)n 1 u[n-1]

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

The impulse response h[n] of a LTI system is

l t l h t i d i f d i completely characterized in frequency domain using the frequency response H(ejω)

However H(ejω) is a complex function of ω However, H(ej ) is a complex function of ω,

which makes it difficult to manipulate for li ti realization

How about the characterization of LTI systems

using the z transform ? using the z-transform ?

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

For a LTI system, the input-output relation is given by

linear convolution

Computing the z-transform of both sides

k

y[n] x[n k] h[k]

Computing the z transform of both sides

n

Y(z) x[n k] h[k] z ⎛ ⎞

⎟ ⎜ ⎟ ⎝ ⎠

∑ ∑

Interchanging the order of summation

n k

⎜ ⎟ ⎝ ⎠

∑ ∑

⎛ ⎞

n k n

Y(z) h[k] x[n k] z

⎟ ⎜ ⎟ ⎝ ⎠

∑ ∑

k k

h[k] X(z) z ∑

ll d h f i f h l

k k

Y(z) X(z) h[k] z ⇒

X(z) H(z)

  • H(z) is called the Transfer Function of the impulse

response

35

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Consider a

FIR LTI system h[n], N1 ≤ n ≤ N2. The transfer function H(z) is

2

N2

1

N n N

H(z) h[n] z ∑

If h[n] is causal, 0 ≤ N1 < N2 , then all the poles of H(z)

will be at z = 0. Thus, the ROC is the entire z-plane p except at z =0

If h[n] is anticausal, N1 < N2 < 0, then all the poles of

[ ] s a t causa ,

1 2

0, t e a t e po es o H(z) will be at z = ∞. Thus, the ROC is the entire z- plane except at z = ∞ p p

If h[n] is two-sided, then the poles of H(z) will be at z =

0 and z = ∞ Thus the ROC is the entire z-plane except 0 and z = ∞. Thus, the ROC is the entire z-plane except at z = 0 and z = ∞

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Example 6.17: consider the M-point moving average filter

M 1

1

k 0

1 y[n] x[n k] M

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Consider an IIR LTI system described by the difference

equation

N M

d [ k] [ k]

∑ ∑

q

The transfer function H(z) is

k k k 0 k 0

d y[n k] p x[n k]

M

( )

N M k k k k

d Y(z)z p X(z)z

M k k k 0 N

p z Y(z) H(z)

Thus H(z) is a rational polynomial in z-1

k k k 0 k 0

( ) p ( )

N k k k 0

( ) X(z) d z

Thus, H(z) is a rational polynomial in z .

In case h[n] is causal IIR, the ROC is the exterior of the

i l i h h h f h l f h i i circle passing through the furthest pole from the origin

In case h[n] is an anti-causal IIR, the ROC is the interior

  • f the circle passing through the closet pole from the
  • rigin

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Example 6.18: consider the transfer function for a causal LTI system. Draw the pole-zero diagram and determine all y p g possible regions of convergence.

2

z 0.2z 0.15 X( )

  • 3

2

X(z) z 0.4z 0.36z 0.144

  • 39
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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

We showed earlier that the DTFT is basically the z-

transform evaluated at the unit circle, i.e.

j

j

H(e ) H(z)

  • ,

For a rational transfer function, the frequency response

is computed by

j

z e

H(e ) H(z)

  • is computed by

M M k j k 1

p z (z ) H( )

  • j

k 1 N N k

H(e ) d z (z )

  • j

k 1 z e

  • M

j k

(e )

  • k

j (N M) k 1 N j k

( ) p e d (e )

  • 40

k k 1

(e )

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Accordingly, the magnitude response is

M j

e

  • j

k j k 1 N j

e p H(e ) d

  • And the phase response is

j k k 1

e

  • M

N j j k k

p ( ) ( ) + (N-M) + (e )- (e ) d

  • Eff ti

l th t ti f H( jω) b d b

k k k 1 k 1

( ) ( ) ( ) ( ) ( ) d

Effectively, the computation of H(ejω) can be done by

geometric vector manipulation in the z-plane

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Example 6.19: Compute the frequency response at ω = π for

z 1

  • z 1

X(z) z(z j)(z j)

  • 42
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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

A LTI is said to be BIBO stable if its impulse response is

absolutely summable, i.e.

h[n]

h

S

Can we determine the stability of a LTI system based on its

transfer function?

n

transfer function?

n n n

H(z) h[n]z h[n]z h[n] z

∑ ∑

  • n the unit circle, r = 1

n n n

( ) [ ] [ ] [ ]

∑ ∑ ∑

j

j z e n

H(z) H(e ) h[n]

This implies that a BIBO stable LTI system has |H(ejω)|<∞ .

In other words, the DTFT should exist. So, the ROC of A BIBO stable LTI system should include the unit circle.

43

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Inverse System

Consider the impulse response of two systems h [n] and Consider the impulse response of two systems h1[n] and h2[n] that are cascaded h1[n] h2[n]

x[n] y[n]

If y[n] equals x[n], then h2[n] is said to be the inverse y q

2

system of h1[n] and vice versa. It can be easily verified that the relation between the It can be easily verified that the relation between the transfer functions of a system and its inverse is given by

1

44

1 2

1 H (z) H (z)

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Example 6.20: determine the transfer function for the causal inverse system for y 1)

  • z

0.2 z 0.6 H( ) 0 5

  • 1)
  • H(z)

, z 0.5 (z 0.3)(z 0.5)

  • 2)
  • z

4 z 5 H(z) , z 0.5 (z 0.5)(z 0.3)

  • 45
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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Example 6.21: determine the transfer function of the causal inverse system for y h[n] = 1.9δ[n] + 0.5 (-0.2)n u[n] -0.6(0.7)nu[n]

46

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LTI Syst I Systems and z- ems and z-Transf ansform

  • rm

Deconvolution Given that the relation between the input and output of a LTI p p system is convolution, y[n] = x[n] * h[n], can we determine x[n] if we know h[n] and y[n]? E l 6 22

Y(z) Y(z) = X(z) H(z) X(z) = H(z) ⇒

Example 6.22: y[n] = {6, 10, 3, -2, 5, -6} h[n] = {2, 4, 1, -3}

47

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Filt Filter Design Using P r Design Using Pole-Zer le-Zero

  • Placement

Placement

Recall the rational z-transform The frequency response (magnitude and phase) at specific

f b d i ll b d h l i f frequency can be computed geometrically based on the location of the poles and zeros of the z-transform. Specifically the magnitude response is

M M

response is

M M j k j k 1 k 1 N N j

e Dis tan ce to zeros p H(e ) K d

  • Note how the magnitude is large near the poles and small near the

j k k 1 k 1

d e Dis tan ce to poles

  • g

g p zeros

Given some filter type and specifications, can we design

yp p g the filter by proper placement of the poles and zeros?

48

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Filt Filter Design Using P r Design Using Pole-Zer le-Zero

  • Placement

Placement

Example 6.23: Design a single-pole lowpass filter with unity magnitude at ω = 0 and 0.5 at ω = π/2 1) place the pole at ω = 0 2) place on zero at ω = π 3) the transfer function will be

r

z 1 H(z) K

  • 4) at ω = 0 , the magnitude response is 1

H(z) K z r

  • j0

j0 j0 z e

e 1 H(z) K 1 2K = 1 r e r

  • 5) at ω = π/2

j /2

j /2

e 1 H(z) K 0 5

  • Solving …

K = 3/8 and r = 1/4

49

j /2

j /2 z e

H(z) K 0.5 e r

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Filt Filter Design Using P r Design Using Pole-Zer le-Zero

  • Placement

Placement

Example 6.23: continued

1

3 z 1 3 1 z H( )

  • 0.8

1

1

H(z) 8 z 0.25 8 1 0.25z

  • 1

1

3 Y( ) 1 0 25 X( ) 1

0.4 0.6 H(ej)

  • 1

1

3 Y(z) 1 0.25z X(z) 1 z 8

  • 3

y[n] 0 25y[n 1] x[n] x[n 1] ⇒

  • 0.2

0.4

  • y[n]

0.25y[n 1] x[n] x[n 1] 8 ⇒

  • 4
  • 2

2 4

  • 5

x[n] y[n]

  • 5

50 5 10 15 20

  • 10

n

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Matlab Matlab

  • Related functions
  • ztrans
  • ztrans
  • iztrans
  • l
  • zplane
  • tf
  • residuez
  • conv
  • freqz

51