Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
Drexel University or The Math Forum.



Q: psd.m (Welch's method)
Posted:
Nov 18, 1996 3:57 PM


Dear Matlab Friends !
I use the psd.m function from the Signal Toolbox to estimate the power spectral density. psd.m uses Welch's averaged periodogram method.
The algorithm implemented in psd.m returns a vector of frequencies at the same size as the size of the estimated PSD. For real data we have
length(psdestimated) = length(frequency vector) = nfft/2 + 1 (n even)
Therefore, the function psd.m uses zeropadding of each (possibly overlapping) section to length NFFT. Hence, the frequency resolution is equal to Fsample/nfft.
Now the questions:
1) Is the variance of the psd estimates decreased if we do not zeropad each section before doing the FFT ? (i.e., length(section) = length(window) )
2) Has somebody (including The MathWorks, Inc. !) rewrote the psd.m routine to include the option described in 1) and to return the corresponding frequency vector ?
Best regards,
Michael M. Bech email: mmb@iet.auc.dk



