Calculate PSD of a signal using Welch algorithm

A short function I've revised a long time ago to calculate the PSD of a signal.

This function Calculates Power Spectral Density of signal vector X using Welch's averaged periodogram method.
X is divided into sections, then windowed by the WINDOW parameter.
The magnitude squared of the length NFFT DFTs of the sections are averaged to form Pxx. Pxx is length NFFT/2+1 for NFFT even. the default fot WINDOW is a rectangular window .
Fs is the sampling frequency which is used for scaling of plots.

Original Author(s): T. Krauss, 3-26-93
Copyright (c) 1984-94 by The MathWorks, Inc.
Revised by: Roni P, 10.8.01