The Averaged Periodogram: Welch's Method

The averaged periodogram addresses the limitations of the periodogram by using averaging to reduce variance. Use of averaging to reduce variance is a common theme in many nonparametric spectrum estimators. In this lesson you will learn how the averaged periodogram estimates the power spectral density. You will also learn how choices for window, segment length, and overlap affect the performance of the estimator. This knowledge will enable you to perform spectrum estimation and provides a starting point for understanding other nonparametric methods.