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Topic: Q: psd.m (Welch's method)
Replies: 1   Last Post: Nov 18, 1996 3:57 PM

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Michael M. Bech

Posts: 7
Registered: 12/7/04
Q: psd.m (Welch's method)
Posted: Nov 18, 1996 3:57 PM
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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(psd-estimated)
= length(frequency vector)
= nfft/2 + 1 (n even)

Therefore, the function psd.m uses zero-padding 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 zero-pad 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
e-mail: mmb@iet.auc.dk





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