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

P. D. Welch
1967-06-01

SCID:  54.1/yrqnx3t2
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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1967-06-01
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P. D. Welch
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