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Ex. No: 9.B Power Spectral Density Estimation Date: by Welch Method

The document discusses the Welch method for power spectral density estimation. The Welch method involves splitting a signal into overlapping segments, applying a window function to each segment, computing the periodogram of each windowed segment, and averaging the periodograms. This reduces noise compared to using a single periodogram. The key steps are: 1) Split the signal into overlapping segments, 2) Apply a window function to each segment, 3) Compute the periodogram of each windowed segment, 4) Average the periodograms. The Welch method improves spectral resolution and reduces variance compared to Bartlett's method.

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91 views5 pages

Ex. No: 9.B Power Spectral Density Estimation Date: by Welch Method

The document discusses the Welch method for power spectral density estimation. The Welch method involves splitting a signal into overlapping segments, applying a window function to each segment, computing the periodogram of each windowed segment, and averaging the periodograms. This reduces noise compared to using a single periodogram. The key steps are: 1) Split the signal into overlapping segments, 2) Apply a window function to each segment, 3) Compute the periodogram of each windowed segment, 4) Average the periodograms. The Welch method improves spectral resolution and reduces variance compared to Bartlett's method.

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bbmathi
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Ex. No : 9.

POWER SPECTRAL DENSITY ESTIMATION

DATE :

BY WELCH METHOD

AIM
To estimate the Power Spectral Density by Welch method.
SOFTWARE TOOL REQUIRED

MATLAB Version 7.12.0 (R2011a)

THEORY
WELCH METHOD
The Welch method is a method that uses a modified version of Bartletts method in which
the portions of the series contributing to each periodogram are allowed to overlap. It is used for
estimating the power of a signal at different frequencies i.e. it is an approach to spectral density
estimation.
This method is based on the concept of using periodogram spectrum estimates, which are
the result of converting a signal from the time domain to the frequency domain. Welch's method
is an improvement on the standard periodogram spectrum estimating method. It reduces noise in
the estimated power spectra in exchange for reducing the frequency resolution.
The Welch method differs from Bartlett's method in two ways:
1. The signal is split up into overlapping segments:

The original data segment is split up into L data segments of length M,


overlapping by D points.

2. The overlapping segments are then windowed:

After the data is split up into overlapping segments, the individual L data
segments have a window applied to them (in the time domain).

Most window functions afford more influence to the data at the center of the set
than to data at the edges, which represents a loss of information. To mitigate that

loss, the individual data sets are commonly overlapped in time .


The windowing of the segments makes the Welch method a "modified"
periodogram.

Then the periodogram is calculated by computing the discrete Fourier transform, and then
computing the squared magnitude of the result. The individual periodograms are then timeaveraged, which reduces the variance of the individual power measurements.
ADVANTAGES

We can form more segments by permitting overlapping sequences.

Also, if we keep the same number of segments, the overlap allows for longer segments.

Variance reduced by increased number of segments and resolution improved by longer


segments.

Thus, Welch method improves resolution by reducing variance in many more ways than
the Bartlett method.

DISADVANTAGES

The variance is much harder to compute, since the overlap results in a correlation

Assumption may not be realistic.

Because of Window used, spectral leakage occurs.

Requires long data sequence to obtain necessary frequency resolution.

Higher the frequency range, more difficult the components are to make, assemble, and
test and the more expensive the spectrum analyzer is.

Also, the wider the bandwidth that a spectrum analyzer possesses, the more costly that it
is, and the capability for more accurate measurements increases costs as well.

APPLICATIONS

Communications Engineering and Measurement Engineering.

Electronic Communication Systems, including Radio Communications, Radars, and


related systems, Plus Passive [Remote Sensing] Technology.

PROCEDURE

Short periodic data signal is generated in non-parametric method.

Randomly generate the Noise Signal.

Noise affected Data signal is obtained by adding noise to the generated Data Signal.

Plot the Spectral Estimation using Welch i.e., Modified averaging Periodogram along
frequency (Hertz) in x axis and power spectrum (decibels) in y-axis.

CODING
%WELCH
clc;
clear all;
close all;
fs=1000;
t=0:1/fs:0.3;
x=10*cos(2*pi*20*t);
y=randn(size(t))+x;
s=spectrum.welch;
d=psd(s,y);
plot(d);

RESULT
Thus the power spectrum was estimated successfully by Welch method.
OUTPUT

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