The z-Transform.ppt

The z-Transform ECON 397 Macroeconometrics Cunningham z-Transform The z-transform is the most general concept for the transformation of discrete-time series. The Laplace transform is the more general concept for the transformation of continuous time processes. For example, the Laplace transform allows you to transform a differential equation, and its corresponding initial and boundary value problems, into a space in which the equation can be solved by ordinary algebra. The switching of spaces to transform calculus problems into algebraic operations on transforms is called operational calculus. The Laplace and z transforms are the most important methods for this purpose. The Transforms Relationship to Fourier Transform Region of Convergence Convergence, continued Some Special Functions Convolution, Unit Step Poles and Zeros Example Convergence of Finite Sequences Inverse z-Transform Properties z-transforms are linear: The transform of a shifted sequence: Multiplication: But multiplication will affect the region of convergence and all the pole-zero locations will be scaled by a factor of a. Convolution of Sequences More Definitions * The Laplace transform of a function f(t): The one-sided z-transform of a function x(n): The two-sided z-transform of a function x(n): Note that expressing the complex variable z in polar form reveals the relationship to the Fourier transform: which is the Fourier transform of x(n). The z-transform of x(n) can be viewed as the Fourier transform of x(n) multiplied by an exponential sequence r-n, and the z-transform may converge even when the Fourier transform does not. By redefining convergence, it is possible that the Fourier transform may converge when the z-transform does not. For the Fourier transform to converge, the sequence must have finite energy, or: The power series for the z-transform is called a Laurent series: The Laurent series, and therefore the z-transform, represents an analytic function at every point inside the re