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The Averaged Periodogram: Welch's Method

February 8, 2019 by 3200 Creative

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.

Prerequisites

  • The Periodogram
  • Windows and the DTFT: Trading Resolution for Dynamic Range

Key Concepts and Screenshots

Concepts and Screenshots for The Averaged Periodogram: Welch's Method

Supplementary Material

  • m-file: Welch's Method Examples of Windows
QuizzesStatus
1

The Averaged Periodogram Welchs Method


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Course Lessons

  • Parametric vs. Nonparametric Spectrum Estimation

  • The Periodogram

  • The Averaged Periodogram: Welch’s Method

  • Power Spectrum Estimation Examples: Welch’s Method

  • Estimation of Coherence and Cross Spectra

Courses

  • Foundations

  • Time Domain LTI Systems

  • Fourier Series and Transforms

  • Sampling and Reconstruction

  • The DFT and Applications

  • The Z-Transform

  • Intro to Filter Design

  • IIR Filter Design

  • FIR Filter Design

  • Random Signal Characterization

  • Basis Representations of Signals

  • Estimation of Power Spectra and Coherence

  • Introduction to Signal Estimation and Detection Theory

  • MMSE Filtering and Least-Squares Problems

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