2 z-transforms and Laplace transforms

In this Workbook we have developed the theory and some applications of the z-transform from first principles. We mentioned much earlier that the z-transform plays essentially the same role for discrete systems that the Laplace transform does for continuous systems. We now explore the precise link between these two transforms. A brief knowledge of Laplace transform will be assumed.

At first sight it is not obvious that there is a connection. The z-transform is a summation defined, for a sampled signal f n f ( n T ) , as

F ( z ) = n = 0 f ( n T ) z n

while the Laplace transform written symbolically as 𝕃 { f ( t ) } is an integral , defined for a continuous time function f ( t ) , t 0 as

F ( s ) = 0 f ( t ) e s t d t .

Thus, for example, if

f ( t ) = e α t (continuous time exponential) 𝕃 { f ( t ) } = F ( s ) = 1 s + α

which has a (simple) pole at s = α = s 1 say.

As we have seen, sampling f ( t ) gives the sequence { f ( n T ) } = { e α n T } with z-transform

F ( z ) = 1 1 e α T z 1 = z z e α T .

The z-transform has a pole when z = z 1 where

z 1 = e α T = e s 1 T

[Note the abuse of notations in writing both F ( s ) and F ( z ) here since in fact these are different functions.]

Task!

The continuous time function f ( t ) = t e α t has Laplace transform

F ( s ) = 1 ( s + α ) 2

Firstly write down the pole of this function and its order:

F ( s ) = 1 ( s + α ) 2 has its pole at s = s 1 = α . The pole is second order.

Now obtain the z-transform F ( z ) of the sampled version of f ( t ) , locate the pole(s) of F ( z ) and state the order:

Consider f ( n T ) = n T e α n T = ( n T ) ( e α T ) n

The ramp sequence { n T } has z-transform T z ( z 1 ) 2

f ( n T ) has z-transform

F ( z ) = T z e α T ( z e α T 1 ) 2 = T z e α T ( z e α T ) 2 (see Key Point 8)

This has a (second order) pole when z = z 1 = e α T = e s 1 T .

We have seen in both the above examples a close link between the pole s 1 of the Laplace transform of f ( t ) and the pole z 1 of the z-transform of the sampled version of f ( t ) i.e.

z 1 = e s 1 T ( 1 )

where T is the sample interval.

Multiple poles lead to similar results i.e. if F ( s ) has poles s 1 , s 2 , then F ( z ) has poles z 1 , z 2 , where z i = e s i T .

The relation (1) between the poles is, in fact, an example of a more general relation between the values of s and z as we shall now investigate.

Key Point 19

The unit impulse function δ ( t ) can be defined informally as follows:

Figure 21

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The rectangular pulse P ϵ ( t ) of width ε and height 1 ε shown in Figure 21 encloses unit area and has Laplace transform

P ε ( s ) = 0 ε 1 ε e s t = 1 ε s ( 1 e ε s ) ( 2 )

As ε becomes smaller P ε ( t ) becomes taller and narrower but still encloses unit area. The unit impulse function δ ( t ) (sometimes called the Dirac delta function) can be defined as

δ ( t ) = lim ε 0 P ε ( t )

The Laplace transform, say Δ ( s ) , of δ ( t ) can be obtained correspondingly by letting ϵ 0 in (2), i.e.

Δ ( s ) = lim ε 0 1 ε s ( 1 e ε s ) = lim ε 0 1 ( 1 ε s + ( ε s ) 2 2 ! ) ε s ( Using the Maclaurin seies expansion of e ε s ) = lim ε 0 ε s ( ε s ) 2 2 ! + ( ε s ) 3 3 ! + ε s = 1

i.e. 𝕃 δ ( t ) = 1 (3)

Task!

A shifted unit impulse δ ( t n T ) is defined as lim ε 0 P ε ( t n T ) as illustrated below.

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Obtain the Laplace transform of this rectangular pulse and, by letting ε 0 , obtain the Laplace transform of δ ( t n T ) .

𝕃 { P ε ( t n T ) } = n T n T + ε 1 ε e s t d t = 1 ε s e s t n T n T + ε = 1 ε s e s n T e s ( n T + ε ) = 1 ε s e s n T ( 1 e s ε ) e s n T  as ε 0

Hence 𝕃 { δ ( t n T ) } = e s n T (4)

which reduces to the result (3)

𝕃 { δ ( t ) } = 1 when n = 0

These results (3) and (4) can be compared with the results

{ δ n } = 1

{ δ n m } = z m

for discrete impulses of height 1.

Now consider a continuous function f ( t ) . Suppose, as usual, that this function is sampled at t = n T for   n = 0 , 1 , 2 ,

Figure 22

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This sampled equivalent of f ( t ) , say f ( t ) can be defined as a sequence of equidistant impulses, the ‘strength’ of each impulse being the sample value f ( n T ) i.e.

f ( t ) = n = 0 f ( n T ) δ ( t n T )

This function is a continuous-time signal i.e. is defined for all t . Using (4) it has a Laplace transform

F ( s ) = n = 0 f ( n T ) e s n T ( 5 )

If, in this sum (5) we replace e s T by z we obtain the z-transform of the sequence { f ( n T ) } of samples:

n = 0 f ( n T ) z n

Key Point 20

The Laplace transform

F ( s ) = n = 0 f ( n T ) e s n T

of a sampled function is equivalent to the z-transform F ( z ) of the sequence { f ( n T ) } of sample values with z = e s T .

2.1 Table 2: z-transforms of some sampled signals

This table can be compared with the table of the z-transforms of sequences on the following page.

f ( t ) f ( n T ) F ( z ) Radius of convergence
t 0 n = 0 , 1 , 2 , R
1 1 z z 1 1
t n T z ( z 1 ) 2 1
t 2 ( n T ) 2 T 2 z ( z + 1 ) ( z 1 ) 3 1
e α t e α n T z z e α T e α T
sin ω t sin n ω T z sin ω T z 2 2 z cos ω T + 1 1
cos ω t cos n ω T z ( z cos ω T ) z 2 2 z cos ω T + 1 1
t e α t n T e α n T T z e α T ( z e α T ) 2 e α T
e α t sin ω t e α n T sin ω n T e α T z 1 sin ω T 1 2 e α T z 1 cos ω T + e 2 a T z 2 e α T
e α T cos ω t e α n T cos ω n T 1 e α T z 1 cos ω T 1 2 e α T z 1 cos ω T + e 2 a T z 2 e α T

Note: R is such that the closed forms of F ( z ) (those listed in the above table) are valid for z > R .

2.2 Table of z-transforms

f n F ( z ) Name
δ n 1 unit impulse
δ n m z m
u n z z 1 unit step sequence
a n z z a geometric sequence
e α n z z e α
sinh α n z sinh α z 2 2 z cosh α + 1
cosh α n z 2 z cosh α z 2 2 z cosh α + 1
sin ω n z sin ω z 2 2 z cos ω + 1
cos ω n z 2 z cos ω z 2 2 z cos ω + 1
e α n sin ω n z e α sin ω z 2 2 z e α cos ω + e 2 α
e α n cos ω n z 2 z e α cos ω z 2 2 z e α cos ω + e 2 α
n z ( z 1 ) 2 ramp sequence
n 2 z ( z + 1 ) ( z 1 ) 3
n 3 z ( z 2 + 4 z + 1 ) ( z 1 ) 4
a n f n F z a
n f n z d F d z