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Lecture 2: z-transform and I/O models Shift-operator

• Shift operator Forward shift operator


• I/O models q f ( k) = f ( k + 1)
• Direct sampling Backward shift (delay) operator
• z-transform
q−1 f ( k) = f ( k − 1)
• Poles and zeros
• Selection of sampling interval The range of the shift operator is double infinite sequences
d
• Frequency response of sampled-data systems Compare with the differential operator p = dt

• Lyapunov theory for discrete-time systems

Shift-operator calculus Reciprocal polynomials


y( k + na) + a1 y( k + na − 1) + ⋅ ⋅ ⋅ + ana y( k) y( k + na) + a1 y( k + na − 1) + ⋅ ⋅ ⋅ + ana y( k)
= b0 u( k + nb) + ⋅ ⋅ ⋅ + bnb u( k) = b0 u( k + nb) + ⋅ ⋅ ⋅ + bnb u( k)
where na ≥ nb. Using the shift operator gives can be written as
y( k) + a1 y( k − 1) + ⋅ ⋅ ⋅ + ana y( k − na)
( qna + a1 qna−1 + ⋅ ⋅ ⋅ + ana ) y( k) = (b0 qnb + ⋅ ⋅ ⋅ + bnb )u( k)
= b0 u( k − d) + ⋅ ⋅ ⋅ + bnb u( k − d − nb)
Introduce the polynomials
Pole excess d = na − nb
na na−1
A( z) = z + a1 z + ⋅ ⋅ ⋅ + ana Reciprocal polynomial
nb nb−1
B ( z) = b0 z + b1 z + ⋅ ⋅ ⋅ + bnb
A∗ ( z) = 1 + a1 z + ⋅ ⋅ ⋅ + ana zna = zna A( z−1 )
the difference equation can be written as
The system description in the backward shift operator
A( q) y( k) = B ( q)u( k)
A∗ ( q−1 ) y( k) = B ∗ ( q−1 )u( k − d)
B ( q)
y( k) = u( k) B ∗ ( q−1 )
A( q) y( k) = u( k − d)
A∗ ( q−1 )
Pulse-transfer function operator SISO systems
State-space system B ( q)
H ( q) = C( qI − Φ)−1 Γ + D =
A( q)
x( k + 1) = qx( k) = Φ x( k) + Γ u( k)
If no common factors
Use the shift operator deg A = n
( qI − Φ) x( k) = Γ u( k) A( q) = det[ qI − Φ]

Eliminate x( k) and
y( k) + a1 y( k − 1) + ⋅ ⋅ ⋅ + an y( k − n)
y( k) = Cx( k) + Du( k) = C( qI − Φ)−1 Γ + D u( k)

= b0 u( k) + ⋅ ⋅ ⋅ + bn u( k − n)
Pulse-transfer operator
where ai are the coefficients of the characteristic polynomial of
−1 Φ.
H ( q) = C( qI − Φ) Γ + D
In the backward-shift operator
H ∗ ( q−1 ) = C( I − q−1 Φ)−1 q−1 Γ + D = H ( q)

Poles, zeros, and system order Example – Double integrator with delay
B ( q) h = 1 and τ = 0.5 gives
H ( q) = C( qI − Φ)−1 Γ + D =
A( q) 
1 1
  
0.375 
 
0.125 
Poles: A( q) = 0 Φ=   Γ1 = 
  Γ0 = 
 
0 1 0.5 0.5
Zeros: B ( q) = 0
System order: deg A( q) Then
H ( q) = C ( qI − Φ)−1 (Γ 0 + Γ 1 q−1 )
q−1
 
Important to use the forward shift operator for poles/zeros,  1 
 
0.125 + 0.375q−1 
    
0 q − 1

system order, and stability. =1 0

 
( q − 1)2 0.5 + 0.5q−1
 
The backward shift operator is suited for causality considera- 0.125( q2 + 6q + 1) 0.125( q−1 + 6q−2 + q−3 )
tions. = =
q( q2 − 2q + 1) 1 − 2q−1 + q−2

Order: 3
Poles: 0, 1, and
√ 1
Zeros: −3 ± 8
How to get H ( q) from G (s)? z-transform
Use Table 2.1 Definition of z-transform
Consider the discrete-time signal { f ( kh) : k = 0, 1, . . .}.
Zero-order hold sampling of a continuous-time system, G (s).

b1 qn−1 + b2 qn−2 + ⋅ ⋅ ⋅ + bn
X
H ( q) = Z ( f ( kh)) = F ( z) = f ( kh) z− k
qn + a1 qn−1 + ⋅ ⋅ ⋅ + an k=0

The inverse transform is given by


G (s) H ( q) I
1
1 h f ( kh) = F ( z) zk−1 dz
s q−1 2π i
1 h2 ( q+1) where the contour of integration encloses all singularities of
s2 2( q−1)2
F ( z). Maps a semi-infinite time sequence into a function of a
a 1−exp(−ah) complex variable
s+ a q−exp(−ah)

Example Properties of z-transform


Let y( kh) = kh for k ≥ 0. Then 1. Definition.

X
Y ( z) = 0 + hz−1 + 2hz−2 + ⋅ ⋅ ⋅ F ( z) = f ( kh) z− k
= h( z−1 + 2z−2 + ⋅ ⋅ ⋅ k=0

hz 2. Time shift.
=
( z − 1)2 Z q−n f = z−n F
Z { qn f } = zn ( FP
− F1 )
where F1 ( z) = nj=−01 f ( jh) z− j
• Similarities with Laplace transform 3. Initial value theorem.
• Common in applied mathematics 4. Final-value theorem.
• How the theory of sampled-data systems started 5. Convolution.
k
X
Z ( f ∗ ˆ) = Z f (n)ˆ( k − n) = (Z f )(Z ˆ)
n=0
Pulse-transfer function Why both q and z?
x( k + 1) = Φ x( k) + Γ u( k)
• Could be sufficient with only the shift operator q
y( k) = Cx( k) + Du( k)
• Many books contain the z-transform
Take the z-transform of both sides

! ∞ ∞ • Must be aware of the difficulties with z-transform
X X X
−k −k
z z x( k) − x(0) = Φ z x( k) + Γ z− ku( k) • Remember q operator and z complex variable
k=0 k=0 k=0

Hence
z( X ( z) − x(0)) = Φ X ( z) + Γ U ( z)
X ( z) = ( zI − Φ)−1 ( zx(0) + Γ U ( z))

Y ( z) = C ( zI − Φ)−1 zx(0) + ( C ( zI − Φ)−1 Γ + D ) U ( z)

Pulse-transfer function
H ( z) = C( zI − Φ)−1 Γ + D

A warning Calculation of H ( z) given G (s) using z-transform


!!!Use the z-transform tables correctly!!!! tables
{u (kh )} Zero-order u (t ) y(t ) { y(kh )}
G (s)
hold
f ( kh) L f (t) Z f (kh)
H(z)
δ ( k) (pulse) – 1
1 z
1 k ≥ 0 (step)
s z−1
1 hz 1. Determine the step response of the system with the
kh
s2 ( z − 1)2 transfer function G (s).
1 1 h2 z( z + 1)
( kh)2 2. Determine the corresponding z-transform of the step
2 s3 2( z − 1)3
T z response using the table.
e−kh/T
1 + sT z − e−h/T 3. Divide by the z-transform of the step function.
1 z(1 − e−h/T )
1 − e−kh/T
s(1 + sT ) ( z − 1)( z − e−h/T )
G ( s)
Y ( s) = → Ỹ = Z (L−1 Y )
s
Warning. Notice that Z f in the table does not give the zero-
→ H ( z) = (1 − z−1 ) Ỹ ( z)
order-hold sampling of a system with the transfer function L f .
Double integrator – Sampling using table Formula for H ( z)
Transfer function G (s) = 1/s2 The following formula can be derived:
Z γ + i∞
Introduce the step z−1 1 esh G (s)
1 H ( z) = ds
Y (s) = z 2π i γ −i∞ z − esh s
s3
Use the table If G (s) goes to zero at least as fast as psp−1 for a large s and
h2 z( z + 1) has distinct poles (none at the origin)
Ỹ = Z (L−1 Y ) =
2( z − 1)3 X 1
 sh
e −1

Get the pulse transfer function H ( z) = Res G (s)
s= s
z − esh s
i

−1 h2 ( z + 1)
H ( z) = (1 − z ) Ỹ ( z) = where si are the poles of G (s)
2( z − 1)2
Multiple poles influence the calculations of the residues.

Modified z-transform Interpretation of poles and zeros


Can be used to determine intersample behavior Poles:
Definition: Modified z-transform • A pole z = a is associated with the time function z( k) = a k

X • A pole z = a is an eigenvalue of Φ
F̃ ( z, m) = z− k f ( kh − h + mh), 0≤m≤1
k=0 Zeros:
The inverse transform is given by • A zero z = a implies that the transmission of the input
Z u( k) = a k is blocked by the system
1
f (nh − h + mh) = F̃ ( z, m) zn−1 dz • A zero is related to how inputs and outputs are coupled to
2π i Γ
the states
Γ encloses all singularities of the integrand
Transformation of poles λ i(Φ) = eλ i ( A)h New evidence of alias problem
s z
ωN z = esh
Several points in the s-plane is mapped into the same point in
the z-plane.
−ω N The map is not bijective

ωN 3π / h

p2 x
π/h
−ω N p1 x px

S0 p1 x x
ωN −π /h
p2 x

−3 π / h
−ω N

Sampling of a second order system Transformation of zeros


ω 02 More difficult than poles
s2 + 2ζ ω 0 s + ω 02 In general, more sampled zeros than continuous
Poles of the discrete-time system are given by the mapping For short sampling periods zi ( esi h
For large s then G (s) ( s−d
1 where d = deg A(s) − deg B (s)
ζ= 0
The r = d − 1 sampling zeros go to the zeros of the polynomi-
ζ = 0.2
als Z d
Imaginary axis

ζ = 0.4 d Zd
0.5
ζ = 0.6 1 1
ζ = 0.8 2 z+1
3 z2 + 4z + 1
0 ζ = 1.0
4 z3 + 11z2 + 11z + 1
−1 −0.5 0
Real axis
0.5 1
5 z4 + 26z3 + 66z2 + 26z + 1
Systems with unstable inverse Selection of sampling period
Continuous-time system is nonminimum phase if it has right (a) 1
1
half-plane zeros or time delays. 0

Number of samples per −1


0 5
0
0 5
A discrete-time system is in many books defined to be non- rise time (b) 1
1
minimum phase if it has zeros outside the unit disc 0
Tr
Nr = ( 4 − 10 −1
0
We will use the following notation: h 0 5 0 5
(c) 1
1
The rise times of the 0
Definition – Unstable inverse signals are Tr = 1. −1
0
A discrete-time system has an unstable inverse if it has zeros a) Nr = 1, b) Nr = 2, (d) 1
0 5 0 5

outside the unit disc c) Nr = 4, d) Nr = 8 0


1

? −1
0
Nonminimum phase Q Unstable inverse 0
Time
5 0
Time
5

Second order system Pole-zero variation with h


1
Tr G (s) =
Nr = ( 4 − 10 (s + 1)(s2 + s + 1)
h
Corresponds to (for (a) (b)

dominating modes) 1 1
1

ω 0 h ( 0.2 − 0.6

Imaginary axis
0 0
0 5 0 5
h=0+ h=0+ h=0+
(c) (d)
ζ = 0.5, ω 0 = 1.83 gives 1 1
0

Tr = 1;
a) h = 0.125 (ω 0 h = 0 0
0 5 0 5 −1
0.23) Time Time

b) h = 0.25 (ω 0 h = 0.46)
c) h = 0.5 (ω 0 h = 0.92) −4 −3 −2
Real axis
−1 0 1

d) h = 1.0 (ω 0 h = 1.83)
h = 0.0001, 0.2, 0.5, 1, 2, and 3
Nyquist and Bode diagrams Example
Nyquist curve: H ( eiω h ) 0

for ω h ∈ [0, π ], i.e. up to ω N

Imaginary axis
−0.5

• Periodic 1
G (s) = 2
• Interpretation s + 1.4s + 1 −1
−0.5 0
Real axis
0.5 1

• Higher order harmonics Zero-order hold sampling 1

h = 0.4

Gain
• Discuss more in connection with Chapter 7
0.01
0.066z + 0.055
H ( z) = 2 0.1 1 10
z − 1.450z + 0.571
Continuous-time (dashed), 0

Phase
discrete-time (full)
−180

0.1 1 10
Frequency, rad/s

A. M. Lyapunov Lyapunov theory


1857–1918
Consider the system
x( k + 1) = f ( x( k)), f (0) = 0
Monotonic convergence q x( k + 1)q < q x( k)q a too strong
condition for stability
Find other "norm", a Lyapunov function V ( x)
• V ( x) is continuous in x and V (0) = 0
• V ( x) is positive definite
• ∆ V ( x) = V ( f ( x)) − V ( x) is negative definite
• V ( x ) → ∞, p xp → ∞
Existence of Lyapunov function implies asymptotic stability for
the solution x = 0
Geometric interpretation Linear system
x( k + 1) = f ( x( k)), f (0) = 0 x( k + 1) = Φ x( k)
x2 V ( x) = x T Px P>0
∆ V ( x) = V (Φ x) − V ( x) = x Φ T P Φ x − x T Px
T

V(x(k + 1)) x (k + 1) = x T Φ T P Φ − P x = − x T Qx

x(k)
V is a Lyapunov function iff there exists a P > 0 that satisfies
the Lyapunov equation

x1 Φ T PΦ − P = −Q Q>0

V(x(k))

Example Summary
   
0.4 0 1 0 • Piecewise constant input and periodic sampling gives time-
Φ=
 
 Q= 
 
−0.4 0.6 0 1 invariant discrete-time system
2
• Solution of the system equation, λ (Φ)
• Shift operator q and pulse transfer operator
• z-transform and pulse transfer function
• Be careful with z-transform tables
State x2

0
• Poles, zeros, and system order
• Selection of sampling period
Tr
Nr = ( 4 − 10
h
−2
−2 0 2 ω 0 h ( 0.2 − 0.6
State x1

• Frequency function

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