Free Books

Resolution versus Stability

A fundamental trade-off exists in Welch's method between spectral resolution and statistical stability. As discussed in §5.4.1, we wish to maximize the block size $ M$ in order to maximize spectral resolution. On the other hand, more blocks (larger $ K$ ) gives more averaging and hence greater spectral stability. A typical default choice is $ M\approx
K\approx \sqrt{N_x}$ , where $ N_x$ denotes the number of available data samples.

Next Section:
Matlab for Welch's Method
Previous Section:
Welch Autocorrelation Estimate