Math 2.0

Integral transforms, operational calculus Definition

Z-transform

Builds on SequenceLaurent series

Definition

Let x=(xn)n∈ℤx = (x_n)_{n \in \Z} be a sequence of complex numbers. The Z-transform of xx is the Laurent series X(z)=𝒵{x}(z)=∑n=−∞∞xnz−n.X(z) = \mathcal{Z}\{x\}(z) = \sum_{n = -\infty}^{\infty} x_n z^{-n}. It is regarded as a function of zz on the set of nonzero complex numbers zz where the series converges absolutely. For a sequence (xn)n≥0(x_n)_{n \ge 0} indexed by the natural numbers, one sets xn=0x_n = 0 for n<0n < 0, and the transform is X(z)=∑n=0∞xnz−nX(z) = \sum_{n = 0}^{\infty} x_n z^{-n}.

Remarks

Example: for xn=anx_n = a^n when n≥0n \ge 0 and xn=0x_n = 0 when n<0n < 0, with a∈ℂa \in \C, the series is geometric with ratio az−1a z^{-1}. It converges absolutely exactly when ∣z∣>∣a∣\abs{z} > \abs{a}, and then X(z)=z/(z−a)X(z) = z/(z - a). Non-example: for xn=1x_n = 1 for all n∈ℤn \in \Z, the series ∑n∈ℤz−n\sum_{n \in \Z} z^{-n} converges for no zz. The part with n≥0n \ge 0 needs ∣z∣>1\abs{z} > 1, and the part with n<0n < 0 needs ∣z∣<1\abs{z} < 1, so the sequence has no Z-transform as a function. The sum over all n∈ℤn \in \Z is the bilateral form, and the sum over n≥0n \ge 0 is the unilateral form. A function X(z)X(z) alone does not determine xx: the set of convergence is part of the data. Substituting z=eiωz = e^{i\omega} gives the discrete-time Fourier transform, when the unit circle lies in the set of convergence.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Z-transform, Definition
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MSC44A55, 39A12, 93C55
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