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Z变换


序列 {a_k}_(k=0)^infty 的(单边)Z-变换定义为

 Z[{a_k}_(k=0)^infty](z)=sum_(k=0)^infty(a_k)/(z^k).
(1)

此定义在 Wolfram 语言 中实现为ZTransform[a, n, z]。类似地,逆 Z-变换实现为InverseZTransform[A, z, n]。

Z-变换”通常指的是单边 Z 变换。不幸的是,还有许多其他约定。Bracewell (1999) 使用术语“z-transform”(小写 z)来指代单边 Z-变换。Girling(1987,第 425 页)根据连续函数的样本定义变换。更糟糕的是,一些作者将 Z-变换定义为双边 Z 变换

一般来说,除非指定序列的收敛域,否则序列的逆 Z-变换不是唯一的(Zwillinger 1996,第 545 页)。如果函数的 Z-变换 F(z) 是解析已知的,则可以使用轮廓积分计算逆 Z-变换 {a_n}_(n=0)^infty=Z^(-1)[F(z)](n)

 a_n=1/(2pii)∮_gammaF(z)z^(n-1)dz,
(2)

其中 gamma 是复平面原点周围的闭合轮廓,位于 F(z) 的解析域内(Zwillinger 1996,第 545 页)

单边变换在许多应用中很重要,因为数字序列 {a_n}_(n=0)^infty母函数 G(t) 正好由 Z[{a_n}_(n=0)^infty](z^(-1)) 给出,即 Z-变换 {a_n} 在变量 1/z 中的变换 (Germundsson 2000)。换句话说,函数 f(1/z) 的逆 Z-变换精确地给出了 f(z) 级数展开中的项。例如,z(z+1)/(z-1)^3 级数的项由下式给出:

 Z^(-1)[y^(-1)(y^(-1)+1)/(y^(-1)-1)^3](n) 
 =Z^(-1)[-(y(y+1))/((y-1)^3)](n)=n^2.
(3)

Girling(1987)定义了单边 Z-变换的一种变体,它作用于以规则间隔 T 采样的连续函数 F(t)

 Z_T[F(t)](z)=L_t[F^*(t)](z),
(4)

其中 L_t[f](z)拉普拉斯变换

F^*(t)=F(t)delta_T(t)
(5)
=sum_(n=0)^(infty)F(nT)delta_(t,nT),
(6)

周期为 T 的单边 shah 函数由下式给出:

 delta_T(t)=sum_(n=0)^inftydelta_(t,nT),
(7)

并且 delta_(mn)Kronecker delta,给出:

 Z_T[F(t)](z)=sum_(n=0)^infty(F(nT))/(z^n).
(8)

另一种等效定义是

 Z_T[F(t)](z)=sum_(residues)(1/(1-e^(Tz)z^(-1)))f(z),
(9)

其中

 f(z)=sum_(n=0)^inftyF(nT)z^(-n).
(10)

通过取 a_n=F(nT),此定义本质上等同于通常的定义。

下表总结了一些常用函数的 Z-变换(Girling 1987,第 426-427 页;Bracewell 1999)。这里,delta_(n0)Kronecker deltaH(t)Heaviside 阶跃函数Li_k(z)polylogarithm

a_nZ[{a_n}_(n=0)^infty](z)
delta_(0n)1
delta_(mn)(H(m))/(z^m)
(-1)^nz/(z+1)
1z/(z-1)
H(n-m)1/(z^(m-1)(z-1))
nz/((z-1)^2)
n^2(z(z+1))/((z-1)^3)
n^3(z(z^2+4z+1))/((z-1)^4)
n^kLi_(-k)(1/z)
b^nz/(z-b)
b^nn(bz)/((z-b)^2)
b^nn^2(bz(z+b))/((z-b)^3)
b^nn^kLi_(-k)(b/z)
cos(alphan)(z(z-cosalpha))/(1-2zcosalpha+z^2)
sin(alphan)(zsinalpha)/(1-2zcosalpha+z^2)

一般幂函数 t^nZ-变换可以解析计算为:

Z[{n^k}_(n=0)^infty](z)=(-1)^klim_(x->0)(partial^k)/(partialx^k)(z/(z-e^(-x)))
(11)
=1/((z-1)^(k+1))sum_(n=0)^(k)<k; n>z^(n+1)
(12)
=Li_(-k)(1/z),
(13)

其中 <k; n>Eulerian numbersLi_n(z)polylogarithm。令人惊讶的是,Z-变换 n^k 因此是 Euler's number triangle 的生成器。

Z-变换 Z[{a_n}](z)=F(z) 满足许多重要性质,包括线性性

 Z[a{a_n}+b{b_n}](z)=aZ[{a_n}](z)+bZ[{b_n}](z),
(14)

平移

Z[{a_(n-k)}](z)=z^(-k)Z[{a_n}](z)
(15)
Z[{a_(n+1)}](z)=zZ[{a_n}](z)-za_0
(16)
Z[{a_(n+2)}](z)=z^2Z[{a_n}](z)-z^2a_0-za_1
(17)
Z[{a_(n+k)}](z)=z^mZ[{a_n}](z)-sum_(r=0)^(m-1)z^(k-r)a_(rt),
(18)

缩放

 Z[{b^na_n}](z)=F(z/b),
(19)

以及乘以 n 的幂

Z[{n^ka_n}](z)=(-1)^k(zd/(dz))^kF(z)
(20)
Z[{n^(-1)a_n}](z)=-int_0^z(F(z))/zdz
(21)

(Girling 1987,第 425 页;Zwillinger 1996,第 544 页)。

离散傅里叶变换Z-变换的一个特例,其中

 z=e^(-2piik/N),
(22)

以及一个 Z-变换,其中

 z=e^(-2piikalpha/N)
(23)

对于 alpha!=+/-1,称为分数傅里叶变换


另请参见

双边 Z 变换, 离散傅里叶变换, Euler's Number Triangle, Eulerian Number, 分数傅里叶变换, 母函数, 拉普拉斯变换, Population Comparison, 单边 Z 变换

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参考文献

Arndt, J. "The z-Transform (ZT)." Ch. in "Remarks on FFT Algorithms." http://www.jjj.de/fxt/.Boxer, R. "A Note on Numerical Transform Calculus." Proc. IRE 45, 1401-1406, 1957.Boxer, R. and Thaler, S. "A Simplified Method of Solving Linear and Nonlinear Systems." Proc. IRE 44, 89-101, 1956.Bracewell, R. The Fourier Transform and Its Applications, 3rd ed. New York: McGraw-Hill, pp. 257-262, 1999.Balakrishnan, V. K. Schaum's Outline of Combinatorics, including Concepts of Graph Theory. New York: McGraw-Hill, 1995.Brand, L. Differential and Difference Equations. New York: Wiley, 1966.Cadzow, J. A. Discrete-Time Systems: An Introduction with Interdisciplinary Applications. Englewood Cliffs, NJ: Prentice-Hall, 1973.DiStefano, J. J.; Stubberud, A. R.; and Williams, I. J. Schaum's Outline of Feedback and Control Systems, 2nd ed. New York: McGraw-Hill, 1995.Elaydi, S. N. An Introduction to Difference Equations, 2nd ed. New York: Springer, 1999.Germundsson, R. "Mathematica Version 4." Mathematica J. 7, 497-524, 2000.Girling, B. "The Z Transform." In CRC Standard Mathematical Tables, 28th ed (Ed. W. H. Beyer). Boca Raton, FL: CRC Press, pp. 424-428, 1987.Graf, U. Applied Laplace Transforms and z-Transforms for Scientists and Engineers: A Computational Approach using a Mathematica Package. Basel, Switzerland: Birkhäuser, 2004.Graham, R. L.; Knuth, D. E.; and Patashnik, O. Concrete Mathematics: A Foundation for Computer Science, 2nd ed. Reading, MA: Addison-Wesley, 1994.Grimaldi, R. P. Discrete and Combinatorial Mathematics: An Applied Introduction, 4th ed. Longman, 1998.Jury, E. I. Theory and Applications of the Z-Transform Method. New York: Wiley, 1964.Kelley, W. G. and Peterson, A. C. Difference Equations: An Introduction with Applications, 2nd ed. New York: Academic Press, 2001.Koepf, W. Hypergeometric Summation: An Algorithmic Approach to Summation and Special Function Identities. Braunschweig, Germany: Vieweg, 1998.Levy, H. and Lessman, F. Finite Difference Equations. New York: Dover, 1992.Ljung, L. System Identification: Theory for the User. Prentice-Hall, 1987.Mickens, R. E. Difference Equations, 2nd ed. Princeton, NJ: Van Nostrand Reinhold, 1987.Miller, K. S. Linear Difference Equations. New York: Benjamin, 1968.Ogata, K. Discrete-Time Control Systems. Englewood Cliffs, NJ: Prentice-Hall, 1987.Petkovšek, M.; Wilf, H. S.; and Zeilberger, D. A=B. Wellesley, MA: A K Peters, 1996. http://www.cis.upenn.edu/~wilf/AeqB.html.Sedgewick, R. and Flajolet, P. An Introduction to the Analysis of Algorithms. Reading, MA: Addison-Wesley, 1996.Tsypkin, Ya. Z. Sampling System Theory. New York: Pergamon Press, 1964.Vidyasagar, M. Control System Synthesis: A Factorization Approach. Cambridge, MA: MIT Press, 1985.Wilf, H. S. Generatingfunctionology, 2nd ed. New York: Academic Press, 1994.Zwillinger, D. (Ed.). "Generating Functions and Z Transforms" and "Z-Transform." §3.9.6 和 6.27 in CRC Standard Mathematical Tables and Formulae, 30th ed. Boca Raton, FL: CRC Press, pp. 231-233 和 543-547, 1996.

在 Wolfram|Alpha 中被引用

Z变换

引用为

Weisstein, Eric W. “Z 变换。” 来自 MathWorld--Wolfram Web 资源。 https://mathworld.net.cn/Z-Transform.html

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