PSD computations using Welch's method. [Power Spectral Density (PSD)]

Technical Report · Sun Dec 01 00:00:00 EST 1991

DOI:https://doi.org/10.2172/5688766· OSTI ID:5688766

Solomon, Jr, O M

This report describes Welch's method for computing Power Spectral Densities (PSDs). We first describe the bandpass filter method which uses filtering, squaring, and averaging operations to estimate a PSD. Second, we delineate the relationship of Welch's method to the bandpass filter method. Third, the frequency domain signal-to-noise ratio for a sine wave in white noise is derived. This derivation includes the computation of the noise floor due to quantization noise. The signal-to-noise ratio and noise flood depend on the FFT length and window. Fourth, the variance the Welch's PSD is discussed via chi-square random variables and degrees of freedom. This report contains many examples, figures and tables to illustrate the concepts. 26 refs.

• Research Organization: Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
• Sponsoring Organization: USDOE; USDOE, Washington, DC (United States)
• DOE Contract Number: AC04-76DP00789
• OSTI ID: 5688766
• Report Number(s): SAND-91-1533; ON: DE92007419
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
C CODES
SPECTRAL DENSITY
COMPUTER CALCULATIONS
COMPUTER PROGRAM DOCUMENTATION
ELECTRIC FILTERS
FEEDBACK
FOURIER TRANSFORMATION
NOISE
SIGNAL-TO-NOISE RATIO
SPECTRAL RESPONSE
STATISTICS
COMPUTER CODES
FILTERS
FUNCTIONS
INTEGRAL TRANSFORMATIONS
MATHEMATICS
SPECTRAL FUNCTIONS
TRANSFORMATIONS
990200* - Mathematics & Computers