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10.05 Convolution, Correlation & Realization in Z-Domain
Alright — let’s tackle the final, highly scoring, and mathematically elegant module of Chapter 10: Convolution, Correlation & Realization in the Z-Domain!
In continuous-time systems, we used the Laplace transform to bypass messy time-domain convolution integrals, converting them into simple algebraic multiplication in the complex -plane. Discrete-time systems possess the exact same beautiful symmetry. By mapping our discrete-time signals to the complex -plane, we can perform linear convolution, evaluate signal cross-correlation, solve difference equations with non-zero initial conditions, and construct system realization block diagrams with pure algebraic ease.
Let’s dive into the core proofs, detail how the unilateral transform tackles non-zero initial states, and secure maximum marks on your exam numericals!
1. Discrete Time-Domain Convolution vs. Z-Domain Multiplication
In discrete-time linear time-invariant (LTI) systems, the output response is mathematically defined as the convolution sum of the input sequence and the system’s impulse response :
Rather than sliding and summing arrays term-by-term in the time domain, the Discrete Convolution Theorem states that time-domain convolution maps directly to algebraic multiplication in the -domain: where the resulting Region of Convergence (ROC) is at least the intersection of the individual ROCs: .
1.1 Mathematically Rigorous Proof
Let’s prove this foundational theorem step-by-step to satisfy any 5-mark Section B theory question:
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State the definition of the Z-transform of the convolved sequence :
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Interchange the order of summation {justified by the absolute convergence of the series within the common ROC}:
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Apply a change of variables in the inner sum. Let , which implies . As , the new index :
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Split the complex exponential variable and factor out terms independent of :
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Identify the individual Z-transform sums:
- The inner sum is the Z-transform of : .
- The outer sum is the Z-transform of : .
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Combine terms to complete the proof:
2. Discrete Time-Domain Correlation vs. Z-Domain Multiplication
Signal correlation measures the similarity between two waveforms.
- Cross-correlation measures how closely a signal resembles a shifted version of .
- Auto-correlation compares a signal against a delayed version of itself to detect periodicities or hidden patterns.
2.1 The Z-Domain Correlation Theorem
In the time domain, the cross-correlation sequence is defined as:
Taking the Z-transform of both sides yields the Correlation Theorem: with an ROC of at least .
WARNING
The Conjugate Complex Sequence Rule: If the signals are complex-valued, the cross-correlation incorporates a complex conjugate: For real-valued signals, this simplifies directly to the classic formulation.
2.2 Proof of the Correlation Theorem
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Write the Z-transform definition of the correlation sum:
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Interchange the order of summation:
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Substitute , meaning . As , the index :
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Separate the powers of : :
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Recognize the individual terms:
- The outer sum is .
- The inner sum matches the Z-transform definition of evaluated at , which is .
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Group terms to finish the proof:
3. Unilateral Z-Transforms & Non-Zero Initial Conditions
The standard bilateral Z-transform assumes a system is initially relaxed {carrying zero initial charge or current prior to input application}. However, to solve real physical systems characterized by difference equations with non-zero initial conditions (e.g., ), we must employ the Unilateral (One-Sided) Z-transform:
3.1 The Time-Delay Property under Unilateral Constraints
When we delay a unilateral sequence, initial condition parameters are introduced to account for past energy states:
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First-Order Delay: {Proof: }
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Second-Order Delay:
3.2 High-Yield Worked Case Study (Unilateral System Solution)
KUET Past Year Exam Classic
Solve for the output response of a discrete system described by the difference equation: driven by a step input with non-zero initial conditions and .
Step 1: Unilateral Transform with Initial Conditions
Taking the unilateral Z-transform of both sides:
Substitute the time-delay expansion identities:
Since is causal, . Inserting and :
We know that :
Combine the right-hand terms over a common denominator:
Step 2: Isolate and Factorize
Divide by the characteristic equation polynomial :
Multiply the numerator and denominator by to convert into positive powers of :
Step 3: Partial Fraction Expansion
Expand to evaluate the residues:
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Find (pole at ) via the cover-up rule:
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Find (pole at ):
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Find (pole at ):
Reconstruct :
Taking the inverse unilateral Z-transform:
This matches your physical initial state and represents a 100% rigorous, exam-scoring analytical solution!
4. High-Yield Solved “Exam Killers”
Let’s solve the five highest-yielding difference equations and array processing problems direct from past KUET examinations.
Problem 4.1: Linear Convolution via Z-Transforms
KUET Exam Section B [PYQ 2024, 2022, 2018, 2016]
Calculate the linear convolution of the sequences: utilizing Z-transform properties. Note: The underline indicates the origin () position.
Step 1: Represent Signals in the Z-domain
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For , the origin is at , meaning , , and :
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For , the origin is at the leftmost element, meaning it is a causal pulse of length 6:
Step 2: Multiply the Transforms
According to the Z-domain convolution property, the output transform is :
Let’s expand this systematically by distributing each term of :
- Multiply by :
- Multiply by :
- Multiply by :
Step 3: Group and Collect Like Powers
Sum terms of matching degrees:
- term:
- term:
- term:
- term:
- term:
- term:
- term:
- term:
Thus, the product polynomial is:
Step 4: Inverse Transform to the Time Domain
Taking the inverse transform of each term: where the underline indicates at the origin.
Problem 4.2: Symmetrical Cross-Correlation via Z-Transforms
KUET Exam Section B [PYQ 2025]
Find the cross-correlation sequence of the sequences: utilizing Z-transform properties.
Step 1: Represent Signals in the Z-domain
- For , the origin is at the leftmost element:
- For , the origin is at the leftmost element:
Step 2: Formulate the Correlation Equation
According to the Correlation Theorem, :
Let’s expand the product systematically:
Let’s multiply term by term:
- term:
- term:
- term:
- term:
- term:
- term:
- term:
Thus, the correlation Z-transform is:
Taking the inverse Z-transform: where the underline is at the zero-lag index (), where .
Problem 4.3: Impulse Response of a Second-Order System
KUET Exam Section B [PYQ 2025]
Find the impulse response of the system described by the difference equation:
Step 1: Formulate the Transfer Function
Since the system is relaxed initially, taking the Z-transform of the difference equation:
The transfer function is:
Step 2: Factorize the Denominator
Find the roots of the quadratic equation : Thus,
Step 3: Partial Fraction Expansion
Expand into standard form:
Multiply both sides by the factored denominator:
- To find , evaluate at the pole :
- To find , evaluate at the pole :
Substitute back:
Step 4: Inverse Transform to the Time Domain
Taking the inverse transform of each term for a causal LTI system:
Problem 4.4: Complete System Response, Stability & Step Response
KUET Exam Section B [PYQ 2021 - 16 Marks]
A discrete system is described by the difference equation: with for . (i) Determine the transfer function and discuss system stability. (ii) Determine the impulse response . (iii) Determine the output response when the input is a step sequence (system is initially relaxed).
Step 1: Transfer Function & Stability Analysis
Taking the Z-transform of the difference equation:
The transfer function is:
- Pole-Zero Map: System has a zero at , and a pole at .
- Stability Evaluation: The pole lies exactly on the unit circle (). Since there is a pole on the unit circle, the system is marginally stable (oscillatory) but not BIBO stable (because its impulse response is not absolutely summable).
Step 2: Determine Impulse Response
Taking the inverse Z-transform of : This confirms the marginal, non-decaying oscillatory behavior.
Step 3: Solve Step Response for
Given the input step :
Perform partial fraction expansion on :
- Find (pole at ):
- Find (pole at ):
Reassemble :
Taking the inverse Z-transform:
Let’s check the first few terms of the sequence to confirm physical accuracy:
This oscillatory steady state perfectly tracks the marginally stable pole configuration!
Problem 4.5: Deconvolution via Z-Transforms
KUET Exam Section B [PYQ 2023 - 13 Marks]
A discrete LTI system has an impulse response and output response . Determine the input sequence using Z-transforms.
Step 1: Represent Sequences in the Z-domain
Since the leftmost elements are located at the origin:
Step 2: Formulate the Deconvolution Algebra
Since , we can isolate the input transform algebraically:
Step 3: Perform Polynomial Long Division
Divide by systematically in descending powers of to yield the causal input sequence:
1 - z⁻¹ + z⁻²
____________________________________
1 + 2z⁻¹ + 3z⁻² | 1 + z⁻¹ + 2z⁻² - z⁻³ + 3z⁻⁴
1 + 2z⁻¹ + 3z⁻²
___________________
- z⁻¹ - z⁻² - z⁻³
- z⁻¹ - 2z⁻² - 3z⁻³
_______________________
z⁻² + 2z⁻³ + 3z⁻⁴
z⁻² + 2z⁻³ + 3z⁻⁴
___________________
0
Thus, the division terminates perfectly with zero remainder, proving:
Step 4: Inverse Z-Transform
Taking the inverse transform of each term: where the underline is at the origin (), .
5. s-Plane to z-Plane Realization Symmetries
Just as in continuous state-space design, a discrete-time transfer function can be realized physically using three basic blocks: adders, multipliers, and unit delays (registers).
Multiplier Block Unit Delay Block
X(z) a X(z) z⁻¹
───────o─────────> aX(z) ───────o─────────> z⁻¹X(z)
▲ │
│ a ▼
We realize discrete-time systems using two standard canonical forms:
5.1 Direct Form I Realization
- Concept: Implements the poles and zeros as two separate cascaded structures.
- Mechanism: It first implements the feedforward zeros loop, followed by the feedback poles loop.
- Hardware Drawback: Requires separate registers for both input delays and output delays, doubling memory usage.
5.2 Direct Form II Realization (Canonical)
- Concept: Merges the input and output delay lines into a single, shared intermediate register network.
- Mechanism: It defines an intermediate sequence , performing the feedback pole summation first, and then tapping the shared registers to compute the feedforward zeros.
- Hardware Advantage: Minimizes the number of delay elements to exactly (the system order).
6. Common Mistakes That Cost Marks
Critical Exam Checkpoints
- Bilateral vs. Unilateral Time-Shifting Slip: Using the standard delay identity when solving difference equations with non-zero initial conditions. Remember: for unilateral systems, you must expand the shift to include the initial condition terms (), or you will receive a grade penalty on the question.
- Cross-Correlation Lag-Sign Trap: Mixing up the cross-correlation transform formula as instead of . Convolution corresponds to direct multiplication; correlation requires time-reversal of the second sequence, which flips to in the complex plane.
- Non-Zero Causal Inputs Shift Blunder: Forgetting that if a difference equation includes delayed inputs like and , then . Keep track of your boundaries at the switch transition!
7. Verbatim Past Year Question (PYQ) Bank
Discrete Symmetries Exam Matrix
- KUET 2025 Section B Q5c: Find the cross-correlation sequence of the sequences and . (03 Marks)
- KUET 2025 Section B Q6b: If , find the initial and final values of the corresponding sequence, . (15 Marks)
- KUET 2024 Section B Q7b: Find the convolution and correlation of the two sequences and . (12 Marks)
- KUET 2023 Section B Q7a: A system has an impulse response and output response . Determine the input sequence using Z-transforms. (13 Marks)
- KUET 2022 Section B Q6b: Determine the convolution and cross-correlation of the two sequences using Z-transform: and . (09 Marks)
- KUET 2021 Section B Q7a: A system is described by the difference equation: with for . Determine its transfer function, discuss system stability, find the impulse response , and solve for the step response when for . (16 Marks)
8. Interactive Self-Check Checklist
- Prove the Z-domain Convolution Theorem using step-by-step index changes.
- Prove the Z-domain Correlation Theorem and identify the conjugate requirements for complex signals.
- Solve a second-order unilateral difference equation featuring non-zero and parameters.
- Conduct polynomial deconvolution on a 4th-order output using long division.
- Differentiate between Direct Form I and Direct Form II hardware resource requirements.
← 10.04 Inverse Z-Transform Methods | [[10.00_Chapter_Map_-Z-Transform_and_Discrete_Analysis|Chapter 10 Map]] | [[11.00_Chapter_Map-_Discrete_Fourier_Transforms|Chapter 11 Map →]]