Resolution versus StabilityA 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.
Matlab for Welch's Method
Welch Autocorrelation Estimate