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Calculate PSD of a signal using Welch algorithm

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Calculate PSD of a signal using Welch algorithm


Roni Peer (view profile)


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

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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

Required Products MATLAB
MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (3)
27 Jan 2015 abanoub emil

01 May 2012 Saad said


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12 Jan 2012 Edward

Edward (view profile)

I think this function implements the Bartlett method. There is no overlap between window segments. The default Matlab pwelch overlap is 50%.

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