The basic idea now known as the Z-transform was known to Laplace, and it was re-introduced in 1947 by W. Hurewicz and others as a way to treat sampled-data control systems used with radar. It gives a tractable way to solve linear, constant-coefficient difference equations. It was later dubbed "the z-transform" by Ragazzini and Zadeh in the sampled-data control group at Columbia University in 1952.
The idea contained within the Z-transform is also known in mathematical literature as the method of generating functions which can be traced back as early as 1730 when it was introduced by de Moivre in conjunction with probability theory.
From a mathematical view the Z-transform can also be viewed as a Laurent series where one views the sequence of numbers under consideration as the (Laurent) expansion of an analytic function.
An important example of the unilateral Z-transform is the probability-generating function, where the component is the probability that a discrete random variable takes the value , and the function is usually written as in terms of . The properties of Z-transforms (below) have useful interpretations in the context of probability theory.
In geophysics, the usual definition for the Z-transform is a power series in z as opposed to z−1. This convention is used, for example, by Robinson and Treitel and by Kanasewich. The geophysical definition is:
The two definitions are equivalent; however, the difference results in a number of changes. For example, the location of zeros and poles move from inside the unit circle using one definition, to outside the unit circle using the other definition.
Thus, care is required to note which definition is being used by a particular author.
where C is a counterclockwise closed path encircling the origin and entirely in the region of convergence (ROC). In the case where the ROC is causal (see Example 2), this means the path C must encircle all of the poles of .
A special case of this contour integral occurs when C is the unit circle. This contour can be used when the ROC includes the unit circle, which is always guaranteed when is stable, that is, when all the poles are inside the unit circle. With this contour, the inverse Z-transform simplifies to the inverse discrete-time Fourier transform, or Fourier series, of the periodic values of the Z-transform around the unit circle:
The last equality arises from the infinite geometric series and the equality only holds if |0.5z−1| < 1 which can be rewritten in terms of z as |z| > 0.5. Thus, the ROC is |z| > 0.5. In this case the ROC is the complex plane with a disc of radius 0.5 at the origin "punched out".
Using the infinite geometric series, again, the equality only holds if |0.5−1z| < 1 which can be rewritten in terms of z as |z| < 0.5. Thus, the ROC is |z| < 0.5. In this case the ROC is a disc centered at the origin and of radius 0.5.
What differentiates this example from the previous example is only the ROC. This is intentional to demonstrate that the transform result alone is insufficient.
Examples 2 & 3 clearly show that the Z-transform X(z) of x[n] is unique when and only when specifying the ROC. Creating the pole–zero plot for the causal and anticausal case show that the ROC for either case does not include the pole that is at 0.5. This extends to cases with multiple poles: the ROC will never contain poles.
In example 2, the causal system yields an ROC that includes |z| = ∞ while the anticausal system in example 3 yields an ROC that includes |z| = 0.
ROC shown as a blue ring 0.5 < |z| < 0.75
In systems with multiple poles it is possible to have a ROC that includes neither |z| = ∞ nor |z| = 0. The ROC creates a circular band. For example,
has poles at 0.5 and 0.75. The ROC will be 0.5 < |z| < 0.75, which includes neither the origin nor infinity. Such a system is called a mixed-causality system as it contains a causal term (0.5)nu[n] and an anticausal term −(0.75)nu[−n−1].
The stability of a system can also be determined by knowing the ROC alone. If the ROC contains the unit circle (i.e., |z| = 1) then the system is stable. In the above systems the causal system (Example 2) is stable because |z| > 0.5 contains the unit circle.
If you are provided a Z-transform of a system without a ROC (i.e., an ambiguous x[n]) you can determine a unique x[n] provided you desire the following:
If you need stability then the ROC must contain the unit circle. If you need a causal system then the ROC must contain infinity and the system function will be a right-sided sequence. If you need an anticausal system then the ROC must contain the origin and the system function will be a left-sided sequence. If you need both stability and causality, all the poles of the system function must be inside the unit circle.
Relationship to Fourier series and Fourier transformEdit
For values of in the region , known as the unit circle, we can express the transform as a function of a single, real variable, ω, by defining . And the bi-lateral transform reduces to a Fourier series:
which is also known as the discrete-time Fourier transform (DTFT) of the sequence. This 2π-periodic function is the periodic summation of a Fourier transform, which makes it a widely used analysis tool. To understand this, let be the Fourier transform of any function, , whose samples at some interval, T, equal the x[n] sequence. Then the DTFT of the x[n] sequence can be written as follows.
When T has units of seconds, has units of hertz. Comparison of the two series reveals that is a normalized frequency with units of radians per sample. The value ω=2π corresponds to Hz. And now, with the substitution Eq.4 can be expressed in terms of the Fourier transform, X(•):
As parameter T changes, the individual terms of Eq.5 move farther apart or closer together along the f-axis. In Eq.6 however, the centers remain 2π apart, while their widths expand or contract. When sequence x(nT) represents the impulse response of an LTI system, these functions are also known as its frequency response. When the sequence is periodic, its DTFT is divergent at one or more harmonic frequencies, and zero at all other frequencies. This is often represented by the use of amplitude-variant Dirac delta functions at the harmonic frequencies. Due to periodicity, there are only a finite number of unique amplitudes, which are readily computed by the much simpler discrete Fourier transform (DFT). (See DTFT; periodic data.)
The bilinear transform can be used to convert continuous-time filters (represented in the Laplace domain) into discrete-time filters (represented in the Z-domain), and vice versa. The following substitution is used:
from the Z-domain to the Laplace domain. Through the bilinear transformation, the complex s-plane (of the Laplace transform) is mapped to the complex z-plane (of the z-transform). While this mapping is (necessarily) nonlinear, it is useful in that it maps the entire axis of the s-plane onto the unit circle in the z-plane. As such, the Fourier transform (which is the Laplace transform evaluated on the axis) becomes the discrete-time Fourier transform. This assumes that the Fourier transform exists; i.e., that the axis is in the region of convergence of the Laplace transform.
where qk is the k-th zero and pk is the k-th pole. The zeros and poles are commonly complex and when plotted on the complex plane (z-plane) it is called the pole–zero plot.
In addition, there may also exist zeros and poles at z = 0 and z = ∞. If we take these poles and zeros as well as multiple-order zeros and poles into consideration, the number of zeros and poles are always equal.
By factoring the denominator, partial fraction decomposition can be used, which can then be transformed back to the time domain. Doing so would result in the impulse response and the linear constant coefficient difference equation of the system.
If such a system H(z) is driven by a signal X(z) then the output is Y(z) = H(z)X(z). By performing partial fraction decomposition on Y(z) and then taking the inverse Z-transform the output y[n] can be found. In practice, it is often useful to fractionally decompose before multiplying that quantity by z to generate a form of Y(z) which has terms with easily computable inverse Z-transforms.