Simple but Effective Spectrum Averaging

In this article, I provide a Matlab function that performs exponential PSD averaging, using first-order infinite impulse response (IIR) filtering to continuously average the PSD bins. This approach works well for computing the spectrum of a long-duration signal over time, because the spectrum is constantly updated as new PSD’s are computed. Conveniently, the time constant of the PSD averaging is determined by the single adjustable parameter α. I also provide a Matlab function for conventional (unweighted) PSD averaging. Neither function requires any canned code other than the Fast Fourier Transform (FFT), although I do use the Matlab hann window function for convenience.