Numerical Inverse Transformation Methods for Z-Transform

Illés Horváth, András Mészáros and Miklós Telek
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Illés Horváth: MTA-BME Information Systems Research Group, 1117 Budapest, Hungary
András Mészáros: Department of Networked Systems and Services, Technical University of Budapest, 1117 Budapest, Hungary
Miklós Telek: Department of Networked Systems and Services, Technical University of Budapest, 1117 Budapest, Hungary

Mathematics, 2020, vol. 8, issue 4, 1-18

Abstract: Numerical inverse Z-transformation (NIZT) methods have been efficiently used in engineering practice for a long time. In this paper, we compare the abilities of the most widely used NIZT methods, and propose a new variant of a classic NIZT method based on contour integral approximation, which is efficient when the point of interest (at which the value of the function is needed) is smaller than the order of the NIZT method. We also introduce a vastly different NIZT method based on concentrated matrix geometric (CMG) distributions that tackles the limitations of many of the classic methods when the point of interest is larger than the order of the NIZT method.

Keywords: inverse Z-transformation; numerical analysis; contour integral; finite order approximation; matrix geometric distribution (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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