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
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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Matlab for Welch's Method
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Welch Autocorrelation Estimate
