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I have cause to convert some Z parameters to S parameters and vice versa. Here is the conversion for \$Z_{11}\$;

$$Z_{11} = {((1 + S_{11}) (1 - S_{22}) + S_{12} S_{21}) \over \Delta_S} Z_0$$

where

$$\Delta_S = (1 - S_{11}) (1 - S_{22}) - S_{12} S_{21}.$$

I thought I'd start nice and simple with an ideal short transmission line of impedance \$Z_0\$. Now \$S_{11}=0\$, \$S_{21}=1\$, \$S_{12}=1\$ and \$S_{22}=0\$. Therefore \$\Delta_S=0\$, so \$Z_{11}\$ diverges (as do the other Z parameters) and something has gone wrong somewhere.

Where have I messed up?

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You didn't mess up.

\$Z_{11}\$ is the input impedance when the other port is terminated with an open circuit.

Since your device is just a bit of wire, it has infinite input impedance when the other end is not connected to anything, and thus infinite \$Z_{11}\$.

This is an example of why we need different two port representations (S-parameters, Y-parameters, Z-parameters, H-parameters). There's certain devices that can't be represented in any particular representation.

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