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

作者:P. D. Welch · 发表于:IEEE Transactions on Audio and Electroacoustics · 年份:1967 · DOI:10.1109/tau.1967.1161901 · 被引用次数:12186 · 研究领域:Advanced Electrical Measurement Techniques、Power Quality and Harmonics、Blind Source Separation Techniques

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.