The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms

@article{Welch1967TheUO,
  title={The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms},
  author={Peter D. Welch},
  journal={IEEE Transactions on Audio and Electroacoustics},
  year={1967},
  volume={15},
  pages={70-73}
}
  • P. Welch
  • Published 1 June 1967
  • Mathematics
  • IEEE Transactions on Audio and Electroacoustics
The use of the fast Fourier transform in power spectrum analysis is described. Principal advantages of this method are a reduction in the number of computations and in required core storage, and convenient application in nonstationarity tests. The method involves sectioning the record and averaging modified periodograms of the sections. 

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