, Chapter 2 Solutions
2.1 Derive the discrete-time model of Example 2.1 from the solution of the system differential equation
with initial time kT and final time(k+1)T.
The volumetric fluid balance gives the analog mathematical model
d h h qi
dt C
where = R C is the fluid time constant for the tank. The solution of this equation is
1 t
h(t ) e (t t0 ) / h(t 0 ) t e (t ) / q i ()d
C 0
Let qi be constant over each sampling period T, i.e. qi(t) = qi(k) = constant, for t in the interval
[kT, (k+1)T). Then
(i) Let t0 = kT, t = (k + 1)T
(ii) Simplify the integral as follows with : (k 1)T
1 ( k 1)T [( k 1)T ] /
e qi (kT )d
C kT
C kT
1 ( k 1)T [( k 1)T ] /
e dqi (kT ) d: d
T, kT
C T
1 0 /
e (d) qi (kT )
0,
(k 1)T
1 e T / qi (kT )
C
We thus reduce the differential equation to the difference equation
h(k 1) e T / h(k ) R 1 e T / q i (k )
2.2 For each of the following equation, determine the order of the equation then test it for
(i) Linearity. (ii) Time-invariance. (iii) Homogeneousness.
(a) y(k+2) = y(k+1) y(k) + u(k)
(b) y(k+3) + 2 y(k) = 0
(c) y(k+4) + y(k-1) = u(k)
(d) y(k+5) = y(k+4) + u(k+1) u(k)
(e) y(k+2) = y(k) u(k)
The results are summarized below
Problem Order Linear Time-invariant Homogeneous
(a) 2 No Yes No
(b) 3 Yes Yes Yes
(c) 5 Yes Yes No
(d) 5 Yes Yes No
(e) 2 No Yes No
1
,2.3 Find the transforms of the following sequences using Definition 2.1
(a) {0, 1, 2, 4, 0, 0,...} (b) {0, 0, 0, 1, 1, 1, 0, 0, 0,...}
(c) {0, 20.5 , 1, 20.5 , 0, 0, 0, ... }
From Definition 2.1, {u0, u1 , u2 , ... , uk , ... } transforms to U ( z ) uk z k . Hence:
k 0
(a) Z 0,1,2,4,0,0,... z 1 2 z 2 4 z 3 (b) Z 0,0,0,1,1,1,0,0,... z 3 z 4 z 5
(c) Z 0,2 0.5 ,1,2 0.5 ,0,0,... 2 0.5 z 1 z 2 2 0.5 z 3
2.4 Obtain closed forms of the transforms of Problem 2.3 using the table of z-transforms and the time
delay property.
Each sequence can be written in terms of transforms of standard functions
(a) {0, 1, 2, 4,0,0,...} = {0, 1, 2, 4, 8, 16,...} {0, 0, 0, 0, 8, 16,...}={f(k)}{g(k)}
2 k 1 ,
k 0 8 2 k 4 , k 4
where f (k ) g(k )
0,
k0 0,
k4
z 8z z 3 8
Z 0,1,2,4,0,0,... z 1 z 4 3
z 2 z 2 z ( z 2)
(b) {0, 0, 0, 1, 1, 1, 0, 0,...} = {0, 0, 0, 1, 1, 1, 1, 1,...} {0, 0, 0, 0, 0, 0, 1, 1, 1, 1,...}
= {f(k)} {g(k)}
1,
k 3 1,
k 6
where f (k ) g(k )
0,
k3 0,
k6
z z z 3 1
Z 0,0,0,1,1,1,0,0,... z 3 z 6 5
z 1 z 1 z ( z 1)
(c) {0,2-0.5,1,2-0.5,0,0,...} = {0,2-0.5,1,2-0.5,0,-2-0.5,-1,-2-0.5,0,...}+ {0,0,0,0,2-0.5,1,2-0.5,0,-2-0.5,-1,-2-0.5,0,...}
= {f(k)} + {g(k)}
sin( k 4) ,
k 0 sin( k 4) ,
k 4
where f (k ) g(k )
0,
k0 0,
k4
Z 0,20.5 ,1,20.5 ,0,0,0,... sin( 4) z
z 4 sin( 4) z
20.5 z 4 1
z 2 2 cos( 4) z 1
z 2 2 cos( 4) z 1 z 3 z 2 20.5 z 1
2.5 Prove the linearity and time delay properties of the z-transform from basic principles.
To prove linearity, we must prove homogeneity and additivity using Definition 2.1,
(i) Homogeneity: Z f (k ) Z f (k )
2
,
Z f (0), f (1), f (2),..., f (i),... f (0) f (1) z 1 f (2) z 2 ... f (i) z i ... f (i) z i
i 0
Z f (0), f (1), f (2),..., f (i),... f (0) f (1) z 1 f (2) z 2 ... f (i) z i ... f (i) z i
i 0
(ii) Additivity Z f (k ) g(k ) Z f (k ) Z g(k )
Z f (k ) g(k ) Z f (0) g(0), f (1) g(1), f (2) g(2),..., f (i) g(i),...
f (0) g (0) f (1) g (1) z 1 f (2) g (2) z 2 ... f (i ) g (i ) z i ...
f (i ) z i g (i ) z i Z f (k ) Z g(k )
i 0 i 0
To prove the time delay property, we write the transform of the delayed sequence
Z 0, f (0), f (1), f (2),..., f (i),... f (0) z 1 f (1) z 2 f (2) z 3 ... f (i) z i 1 ...
z 1 f (i ) z i z 1 Z f (k )
i 0
2.6 Use the linearity of the z-transform and the transform of the exponential function to obtain the
transforms of the discrete-time functions.
(a) sin(kT) (b) cos(kT)
e jkT e jkT
(a) sin( k T )
2j
1
Z sin (kT )
2j
Z e Z ejkT jkT
1 z z
z e jT z e jT
2j
1
e jT e jT z sin (T ) z
2 2
2j z e
jT
ejT
z 1 z 2cos(T ) z 1
e jkT e jkT
(b) cos(kT )
2
Z cos(kT ) 1 Z e jkT Z e jkT
2
1 z z
2 z e jT z e jT
2
1 2 z e
2
jT
e jT
z z 2 cos(T ) z
2 z e jT
e jT
z 1 z 2 2cos(T ) z 1
2.7 Use the multiplication by exponential property to obtain the transforms of the discrete-time functions.
(a) ekTsin(kT) (b) ekTcos(kT)
3
2.1 Derive the discrete-time model of Example 2.1 from the solution of the system differential equation
with initial time kT and final time(k+1)T.
The volumetric fluid balance gives the analog mathematical model
d h h qi
dt C
where = R C is the fluid time constant for the tank. The solution of this equation is
1 t
h(t ) e (t t0 ) / h(t 0 ) t e (t ) / q i ()d
C 0
Let qi be constant over each sampling period T, i.e. qi(t) = qi(k) = constant, for t in the interval
[kT, (k+1)T). Then
(i) Let t0 = kT, t = (k + 1)T
(ii) Simplify the integral as follows with : (k 1)T
1 ( k 1)T [( k 1)T ] /
e qi (kT )d
C kT
C kT
1 ( k 1)T [( k 1)T ] /
e dqi (kT ) d: d
T, kT
C T
1 0 /
e (d) qi (kT )
0,
(k 1)T
1 e T / qi (kT )
C
We thus reduce the differential equation to the difference equation
h(k 1) e T / h(k ) R 1 e T / q i (k )
2.2 For each of the following equation, determine the order of the equation then test it for
(i) Linearity. (ii) Time-invariance. (iii) Homogeneousness.
(a) y(k+2) = y(k+1) y(k) + u(k)
(b) y(k+3) + 2 y(k) = 0
(c) y(k+4) + y(k-1) = u(k)
(d) y(k+5) = y(k+4) + u(k+1) u(k)
(e) y(k+2) = y(k) u(k)
The results are summarized below
Problem Order Linear Time-invariant Homogeneous
(a) 2 No Yes No
(b) 3 Yes Yes Yes
(c) 5 Yes Yes No
(d) 5 Yes Yes No
(e) 2 No Yes No
1
,2.3 Find the transforms of the following sequences using Definition 2.1
(a) {0, 1, 2, 4, 0, 0,...} (b) {0, 0, 0, 1, 1, 1, 0, 0, 0,...}
(c) {0, 20.5 , 1, 20.5 , 0, 0, 0, ... }
From Definition 2.1, {u0, u1 , u2 , ... , uk , ... } transforms to U ( z ) uk z k . Hence:
k 0
(a) Z 0,1,2,4,0,0,... z 1 2 z 2 4 z 3 (b) Z 0,0,0,1,1,1,0,0,... z 3 z 4 z 5
(c) Z 0,2 0.5 ,1,2 0.5 ,0,0,... 2 0.5 z 1 z 2 2 0.5 z 3
2.4 Obtain closed forms of the transforms of Problem 2.3 using the table of z-transforms and the time
delay property.
Each sequence can be written in terms of transforms of standard functions
(a) {0, 1, 2, 4,0,0,...} = {0, 1, 2, 4, 8, 16,...} {0, 0, 0, 0, 8, 16,...}={f(k)}{g(k)}
2 k 1 ,
k 0 8 2 k 4 , k 4
where f (k ) g(k )
0,
k0 0,
k4
z 8z z 3 8
Z 0,1,2,4,0,0,... z 1 z 4 3
z 2 z 2 z ( z 2)
(b) {0, 0, 0, 1, 1, 1, 0, 0,...} = {0, 0, 0, 1, 1, 1, 1, 1,...} {0, 0, 0, 0, 0, 0, 1, 1, 1, 1,...}
= {f(k)} {g(k)}
1,
k 3 1,
k 6
where f (k ) g(k )
0,
k3 0,
k6
z z z 3 1
Z 0,0,0,1,1,1,0,0,... z 3 z 6 5
z 1 z 1 z ( z 1)
(c) {0,2-0.5,1,2-0.5,0,0,...} = {0,2-0.5,1,2-0.5,0,-2-0.5,-1,-2-0.5,0,...}+ {0,0,0,0,2-0.5,1,2-0.5,0,-2-0.5,-1,-2-0.5,0,...}
= {f(k)} + {g(k)}
sin( k 4) ,
k 0 sin( k 4) ,
k 4
where f (k ) g(k )
0,
k0 0,
k4
Z 0,20.5 ,1,20.5 ,0,0,0,... sin( 4) z
z 4 sin( 4) z
20.5 z 4 1
z 2 2 cos( 4) z 1
z 2 2 cos( 4) z 1 z 3 z 2 20.5 z 1
2.5 Prove the linearity and time delay properties of the z-transform from basic principles.
To prove linearity, we must prove homogeneity and additivity using Definition 2.1,
(i) Homogeneity: Z f (k ) Z f (k )
2
,
Z f (0), f (1), f (2),..., f (i),... f (0) f (1) z 1 f (2) z 2 ... f (i) z i ... f (i) z i
i 0
Z f (0), f (1), f (2),..., f (i),... f (0) f (1) z 1 f (2) z 2 ... f (i) z i ... f (i) z i
i 0
(ii) Additivity Z f (k ) g(k ) Z f (k ) Z g(k )
Z f (k ) g(k ) Z f (0) g(0), f (1) g(1), f (2) g(2),..., f (i) g(i),...
f (0) g (0) f (1) g (1) z 1 f (2) g (2) z 2 ... f (i ) g (i ) z i ...
f (i ) z i g (i ) z i Z f (k ) Z g(k )
i 0 i 0
To prove the time delay property, we write the transform of the delayed sequence
Z 0, f (0), f (1), f (2),..., f (i),... f (0) z 1 f (1) z 2 f (2) z 3 ... f (i) z i 1 ...
z 1 f (i ) z i z 1 Z f (k )
i 0
2.6 Use the linearity of the z-transform and the transform of the exponential function to obtain the
transforms of the discrete-time functions.
(a) sin(kT) (b) cos(kT)
e jkT e jkT
(a) sin( k T )
2j
1
Z sin (kT )
2j
Z e Z ejkT jkT
1 z z
z e jT z e jT
2j
1
e jT e jT z sin (T ) z
2 2
2j z e
jT
ejT
z 1 z 2cos(T ) z 1
e jkT e jkT
(b) cos(kT )
2
Z cos(kT ) 1 Z e jkT Z e jkT
2
1 z z
2 z e jT z e jT
2
1 2 z e
2
jT
e jT
z z 2 cos(T ) z
2 z e jT
e jT
z 1 z 2 2cos(T ) z 1
2.7 Use the multiplication by exponential property to obtain the transforms of the discrete-time functions.
(a) ekTsin(kT) (b) ekTcos(kT)
3