WelchPSD

WelchPSD is a term that refers to a specific type of Power Spectral Density (PSD) estimation method developed by Dr. Peter D. Welch. It is an algorithm used in signal processing to analyze the frequency content of a signal. The Welch method is a variation of the periodogram method, which is a basic technique for estimating the PSD.

The core idea behind Welch's method is to reduce the variance of the periodogram estimate by averaging multiple periodograms. To achieve this, the original signal is divided into several overlapping segments. Each segment is then windowed, typically using a Hanning or Hamming window, to reduce spectral leakage. A periodogram is computed for each of these windowed segments. Finally, the Welch PSD estimate is obtained by averaging these individual periodograms. This averaging process helps to smooth out the noise and produce a more reliable estimate of the signal's power distribution across different frequencies compared to a single periodogram. The overlapping nature of the segments further contributes to reducing the variance of the estimate without losing too much signal information. The choice of window function and the degree of overlap can influence the trade-off between the resolution and the variance of the resulting PSD estimate.