Scilab Function
Last update : 3/11/2005

welch - Welch spectrum estimation

Calling Sequence

[H,W] = welch(xf,N)

Parameters

Description

The time series is splitted with overlapping, each segment is windowed by hamming, then FFT transforms are done.

H represents not a power spectrum but an amplitude spectrum.

Examples

x=rand(1,10000,'normal');
hz=iir(8,'bp','butt',[0.1,0.25],[1E-5,1E-5]);
y=flts(x,hz);
[H1,W1]=welch(y,1024);
plot2d(W1 ./(2 .*%pi),H1,style=3);
xclick();
[H2,W2]=welch(y,256);
plot2d(W2 ./(2 .*%pi),H2,style=2);
// End of wlech demo

See Also

burg ,   timefreq ,  

Authors

Dr. Andreas Geissler geisslea@web.de