Welch's Method: The Averaged Periodogram

Poor variance properties of the periodogram motivate averaging methods for estimating the power spectrum. In Welch's method the data is partitioned into possibly overlapping segments, a periodogram computed for each segment, and the periodograms for the individual segments are averaged to reduce variance.

[@nasosskaltsas9890]

beautiful way to explain this.. thanks for helping us.. we owe you....

[@RebeccahEWelch]

I enjoyed this. Thank you, RE Welch

[@donatello0materassi]

Thank you for making this available

[@RARomeo]

I have implemented the Welch's Method in Matlab; the reduction of noise is impressive. It is literally killed.

[@lamproschantzis6270]

what if Q samples are not evenly divided by L and so the last segment has less samples? (When we do not have overlap)

[@zhongyangli]

Superbe video ! Thank you !

[@Frlllllu]

superb one

[@shrav143]

informative...thank you

[@rasool8nikbakht]

than you it's realy helpfull

[@kontaapje]

Lekker Barry

[@electronicsinstrumentation4104]

Welch's Method: The Averaged Periodogram