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Z-變換


序列 {a_k}_(k=0)^infty 的(單邊)Z-變換定義為

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

此定義在 Wolfram 語言 中實現為ZTransform[a, n, z]。類似地,逆 Z-變換實現為InverseZTransform[A, z, n]。

“Z-變換”通常指的是單邊 Z-變換。不幸的是,還有許多其他的約定。Bracewell (1999) 使用術語“z-變換”(使用小寫 z)來指代單邊 Z-變換。Girling (1987, p. 425) 根據連續函式的樣本定義了變換。更糟糕的是,一些作者將 Z-變換定義為雙邊 Z-變換

一般來說,序列的逆 Z-變換不是唯一的,除非指定其收斂區域 (Zwillinger 1996, p. 545)。如果函式 F(z)Z-變換在分析上已知,則逆 Z-變換 {a_n}_(n=0)^infty=Z^(-1)[F(z)](n) 可以使用輪廓積分計算

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

其中 gamma複平面 原點周圍的閉合輪廓,位於 F(z) 的解析域中 (Zwillinger 1996, p. 545)

單邊變換在許多應用中都很重要,因為數字序列 {a_n}_(n=0)^infty生成函式 G(t) 正好由 Z[{a_n}_(n=0)^infty](z^(-1)) 給出,即 Z-變換在變數 1/z 中的 {a_n} (Germundsson 2000)。換句話說,函式 f(1/z) 的逆 Z-變換精確地給出了 f(z) 級數展開中的項。例如,z(z+1)/(z-1)^3 的級數項由下式給出

 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) 定義了單邊 Z-變換的一種變體,該變體對以規則間隔 T 取樣的連續函式 F(t) 進行運算,

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

其中 L_t[f](z)拉普拉斯變換

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

週期為 T 的單邊 Shah 函式 由下式給出

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

並且 delta_(mn)克羅內克 delta,給出

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

另一種等效定義是

 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)

透過取 a_n=F(nT),這個定義本質上等同於通常的定義。

下表總結了一些常用函式的 Z-變換 (Girling 1987, pp. 426-427; Bracewell 1999)。這裡,delta_(n0)克羅內克 deltaH(t)Heaviside 階躍函式,並且 Li_k(z)多對數函式

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)

一般冪函式 t^nZ-變換可以解析計算為

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>尤拉數Li_n(z)多對數函式。令人驚訝的是,Z-變換 n^k 因此是 尤拉數三角形 的生成器。

Z-變換 Z[{a_n}](z)=F(z) 滿足許多重要的性質,包括線性性

 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)

縮放

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

以及乘以 n 的冪

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, p. 425; Zwillinger 1996, p. 544)。

離散傅立葉變換Z-變換在以下情況下的特例

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

並且當

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

對於 alpha!=+/-1 時,Z-變換被稱為分數傅立葉變換


另請參閱

雙邊 Z-變換, 離散傅立葉變換, 尤拉數三角形, 尤拉數, 分數傅立葉變換, 生成函式, 拉普拉斯變換, 人口比較, 單邊 Z-變換

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參考文獻

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Z-變換

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