Resolution versus Stability

A fundamental trade-off exists in Welch's method between spectral resolution and statistical stability. As discussed in §4.5.2, we wish to maximize the block size in order to maximize spectral resolution. On the other hand, more blocks (larger ) gives more averaging and hence greater spectral stability. A typical default choice is , where denotes the number of available data samples.

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.