Concept

Welch's method

Summary
Welch's method, named after Peter D. Welch, is an approach for spectral density estimation. It is used in physics, engineering, and applied mathematics for estimating the power of a signal at different frequencies. The method is based on the concept of using periodogram spectrum estimates, which are the result of converting a signal from the time domain to the frequency domain. Welch's method is an improvement on the standard periodogram spectrum estimating method and on Bartlett's method, in that it reduces noise in the estimated power spectra in exchange for reducing the frequency resolution. Due to the noise caused by imperfect and finite data, the noise reduction from Welch's method is often desired. Definition and procedure The Welch method is based on Bartlett's method and differs in two ways:

The signal is split up into overlapping segments: the original data segment is split up into L data segments of length M, overlapping by D points.

If D = M / 2, the overlap

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