Digital Signal Processing
Z-Transform
2004. Dolby engineers are designing Dolby Digital Plus for HD DVD. The spec: an IIR filter with -80 dB/oct roll-off and at most 2 ms delay. Solved in a single day, on paper. Sketch a pole-zero diagram, nudge a few points around the Z-plane. Poles inside the unit circle - stable. Zeros parked at the target frequencies - suppression locked in. The Z-transform turns filter design from equations into geometry.
- **Audio:** equalizer = a set of IIR filters, each designed by placing poles/zeros in the Z-plane
- **Telecom:** channel equalizers in 5G/WiFi use Z-analysis to compensate for channel distortion
- **Control:** digital PID controllers are designed via the transfer function H(z) with guaranteed stability
Ragazzini, Zadeh, and the birth of digital control theory
Ragazzini and Zadeh introduced the Z-transform in 1952 to analyze digital control systems - the discrete sibling of the Laplace transform. Formally it is a Laurent series, 19th-century complex analysis repurposed for engineering. Zadeh would later invent fuzzy logic, but the Z-transform stands as his defining contribution to DSP.
Предварительные знания
Z-Transform Definition
**The Z-transform** generalizes the DTFT: $X(z) = \sum_{n=-\infty}^{\infty} x[n] \cdot z^{-n}$, where z is a complex variable. The Fourier transform lives on a single circle ($z = e^{j\omega}$). The Z-transform roams the whole complex plane.
Why bother? Growing signals ($a^n$ with $|a|>1$) blow up the Fourier transform - it simply does not exist. The Z-transform extends the domain so unstable systems and transient responses become tractable: the analytic continuation of Fourier off the unit circle.
| Signal x[n] | Z-transform X(z) | ROC |
|---|---|---|
| delta[n] | 1 | Entire plane |
| delta[n-k] | z^(-k) | z != 0 |
| u[n] | z/(z-1) | |z| > 1 |
| a^n * u[n] | z/(z-a) | |z| > |a| |
| -a^n * u[-n-1] | z/(z-a) | |z| < |a| |
| n * a^n * u[n] | az/(z-a)^2 | |z| > |a| |
**Delay property, the workhorse:** $\mathcal{Z}\{x[n-k]\} = z^{-k} \cdot X(z)$. Delay by k samples = multiply by $z^{-k}$. Hence the nickname for $z^{-1}$: the "delay operator". Every digital filter on the planet is wired from delays, multipliers, and adders.
Ragazzini, Zadeh, and the birth of digital control theory
The Z-transform is the discrete cousin of the Laplace transform (link: z = e^(sT)). Ragazzini and Zadeh formalized it in 1952 to attack digital control systems. Under the hood it is a Laurent power series - a slice of 19th-century complex analysis pressed into engineering service. Zadeh later invented fuzzy logic, but for DSP engineers the Z-transform remains his defining gift.
Z-transform of signal x[n] = 3*delta[n] - 2*delta[n-1]. What is X(z)?
Region of Convergence (ROC)
**ROC (Region of Convergence)** - the set of z values where the series $X(z) = \sum x[n] \cdot z^{-n}$ actually converges. ROC is non-negotiable: the same X(z) formula maps to DIFFERENT signals depending on which region is chosen.
Take $X(z) = z/(z-a)$. ROC $|z| > |a|$ produces a right-sided $a^n \cdot u[n]$ (causal). ROC $|z| < |a|$ produces a left-sided $-a^n \cdot u[-n-1]$ (anti-causal). Identical formula, opposite signals.
| Signal type | ROC | Example |
|---|---|---|
| Finite length | Entire plane (except 0 and/or infinity) | FIR filter |
| Right-sided (causal) | |z| > r_max (outside circle) | a^n * u[n] |
| Left-sided | |z| < r_min (inside circle) | -a^n * u[-n-1] |
| Two-sided | r1 < |z| < r2 (annulus) | Mix of causal and anti-causal |
**Stability rule:** an LTI system is BIBO stable iff the ROC of H(z) contains the **unit circle** |z| = 1. On that circle the Z-transform collapses back to the DTFT - the frequency response.
ROC always takes the shape of an annulus (or a disk, or the exterior of a circle) centered at the origin. Its boundaries trace the poles of X(z) - points where X(z) blows up to infinity.
X(z) = z/(z-2). ROC: |z| > 2. What is this signal?
Inverse Z-Transform
**The inverse Z-transform** recovers x[n] from X(z). Method of choice: **partial fraction decomposition**. Break a rational X(z) into a sum of simple fractions, then read each piece off the lookup table.
Steps: 1) Write X(z)/z. 2) Decompose into fractions $A/(z-p_1) + B/(z-p_2) + ...$. 3) Multiply by z: $X(z) = Az/(z-p_1) + Bz/(z-p_2) + ...$. 4) Each $Az/(z-p) \to A \cdot p^n \cdot u[n]$ (if causal, $|z|>|p|$).
| X(z) | Fractions | x[n] (causal) |
|---|---|---|
| z/(z-a) | - | a^n * u[n] |
| z/((z-a)(z-b)) | A*z/(z-a) + B*z/(z-b) | A*a^n + B*b^n (all * u[n]) |
| z/(z-a)^2 | - | n*a^(n-1) * u[n] |
| z^2/((z-a)(z-b)) | Degree of numerator >= denominator -> divide! | Divide + remainder |
**Formal inverse:** $x[n] = \frac{1}{2\pi j} \oint X(z) \cdot z^{n-1} \, dz$. Nobody actually evaluates the contour integral in practice - partial fractions or residues do the job.
Pin down the ROC and the inverse is unique. Without it, causal and anti-causal interpretations both fit. Physically realizable (causal) systems pick the exterior of the outermost pole.
X(z) = 3z/(z-0.5) + 2z/(z-0.8), ROC: |z| > 0.8. What is x[n]?
Transfer Function
**Transfer function** $H(z) = Y(z)/X(z)$ - the Z-transform of the impulse response h[n]. It captures an LTI system completely. Convolution $y[n] = x[n] * h[n]$ collapses into multiplication: $Y(z) = X(z) \cdot H(z)$. A whole digital equalizer is just an H(z) with poles and zeros placed in the right spots.
H(z) is a rational function: $H(z) = B(z)/A(z)$, with B(z) supplying the zeros and A(z) supplying the poles. **Poles** decide stability; **zeros** sculpt the shape of the frequency response.
| Property | Pole/zero condition | Geometry |
|---|---|---|
| Stability (BIBO) | All poles: |p| < 1 | Poles inside unit circle |
| Causality | ROC is exterior of circle | Outside the largest pole |
| Minimum phase | Zeros also: |z0| < 1 | Zeros inside circle |
| FIR (non-recursive) | All poles at z = 0 | Polynomial - always stable |
| IIR (recursive) | Poles != 0 | May be unstable! |
**Poles inside the unit circle = stability.** Discrete-domain echo of "poles in the left half-plane" from continuous systems. The map $z = e^{sT}$ sends the left half-plane ($\text{Re}(s)<0$) straight inside the unit circle ($|z|<1$).
Back to lesson-one convolution: in Z-domain it becomes multiplication. Cascade filters: $H(z) = H_1(z) \cdot H_2(z)$. Parallel branches: $H(z) = H_1(z) + H_2(z)$. The full architecture of DSP systems is engineered through pole-zero placement.
Substituting $z = e^{j\omega}$ traces a walk along the unit circle and gives the frequency response $H(e^{j\omega})$. Get close to a pole and the frequency spikes (peak); brush a zero and it drops out (notch). Filter design boils down to placing poles and zeros with intent.
The Z-transform is the same as the Discrete Fourier Transform (DFT)
The DFT is a SPECIAL CASE of the Z-transform: evaluating X(z) at N equally spaced points on the unit circle. The Z-transform is defined over the entire complex plane.
Z-transform: $X(z) = \sum x[n] \cdot z^{-n}$ for z in the complex plane. DFT: $X[k] = \sum x[n] \cdot e^{-j2\pi kn/N}$ - this is $X(z)$ at $z = e^{j2\pi k/N}$, i.e. on the unit circle. The Z-transform is broader: it allows stability analysis (poles), ROC reasoning, and working with growing signals - things the DFT cannot do.
H(z) has poles at z = {0.5, 0.9, 1.1}. Is the system stable?
Key Ideas
- **X(z) = sum x[n]*z^(-n)** - generalization of DTFT to the entire complex plane
- **ROC** determines which signal corresponds to a given X(z): one formula - different signals
- **Partial fractions** - the primary method for inverse Z: decompose, look up in table
- **H(z) = Y(z)/X(z):** poles inside the unit circle = stability. Convolution = multiplication in Z-domain
Related Topics
The Z-transform is the analytical tool of DSP:
- Signals and Systems — The Z-transform formalizes convolution and LTI systems in algebraic form
- Sampling and the Nyquist-Shannon Theorem — Connection z = e^(sT): sampling in the Z-domain = periodic mapping of the s-plane
Вопросы для размышления
- The Z-transform is analogous to the Laplace transform (z = e^(sT)). Why is stability in the s-domain Re(s) < 0, but in the z-domain |z| < 1?
- An FIR filter (all poles at z=0) is always stable. So why use IIR (with non-zero poles)? What is the advantage?
- Can the magnitude response |H(e^jw)| be roughly sketched from the pole-zero diagram of H(z)? How does the distance to poles/zeros affect the amplitude?
Связанные уроки
- dsp-01 — LTI systems and convolution - what the Z-transform turns into multiplication
- dsp-02 — Connection z = e^(sT): sampling creates the Z-plane from the s-plane
- dsp-04 — Filter design - placing poles and zeros in the Z-plane
- dsp-05 — IIR vs FIR: poles inside unit circle = stable IIR
- nm-05 — Laplace transform - the continuous-time analog of the Z-transform
- it-03 — Complex analysis: Laurent series - the mathematical basis of ROC
- ca-13