Z-transform of a discrete convolution

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samuelandjw
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Hi,

Suppose we have these two functions and their z-transforms are
[tex]P(r,z)=\sum_{t=0}^{\infty}P(r,t)z^t[/tex]
and
[tex]F(r,z)=\sum_{t=0}^{\infty}F(r,t)z^t[/tex].
Now we are going to transform the following convolution of P and F:
[tex]\sum_{t'\le{t}}F(r,t')P(0,t-t')[/tex].
The result is said to be
[tex]F(r,z)P(0,z)[/tex].
But I don't know how to obtain the result. There are two difficulties:(1)the upper limit of t' is t, which is finite. (2)the two summations are coupled.
Anyone can help?
 
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It should be [itex]z^t[/itex], not [itex]t^z[/itex]; then it is just the standard power series multiplication.
 
Hawkeye18 said:
It should be [itex]z^t[/itex], not [itex]t^z[/itex]; then it is just the standard power series multiplication.
Sorry about the typo. But my problem remains. Could you show a bit more on the decoupling process?
 
If you multiply 2 power series [itex]\sum_{k=0}^\infty a_k z^k[/itex] and [itex]\sum_{k=0}^\infty b_k z^k[/itex], the coefficients in the power series of of the product are given by the discrete convolution.

To get the term with [itex]z^n[/itex] in the product you need to add up all products [itex]a_k z^k b_{n-k}z^{n-k}[/itex], [itex]0\le k \le n[/itex]. Thus the coefficient at [itex]z^n[/itex] is given by [itex]\sum_{k=0}^n a_k b_{n-k}[/itex]

In your case [itex]a_k = F(r,k)[/itex], [itex]b_k = P(0, k)[/itex].
 
Hawkeye18 said:
If you multiply 2 power series [itex]\sum_{k=0}^\infty a_k z^k[/itex] and [itex]\sum_{k=0}^\infty b_k z^k[/itex], the coefficients in the power series of of the product are given by the discrete convolution.

To get the term with [itex]z^n[/itex] in the product you need to add up all products [itex]a_k z^k b_{n-k}z^{n-k}[/itex], [itex]0\le k \le n[/itex]. Thus the coefficient at [itex]z^n[/itex] is given by [itex]\sum_{k=0}^n a_k b_{n-k}[/itex]

In your case [itex]a_k = F(r,k)[/itex], [itex]b_k = P(0, k)[/itex].

Thanks! Starting from the result is indeed easier!