周期图谱估计及其改进方法的Matlab仿真

Periodogram and Welch PSD Estimation and Simulation Via Matlab

文章介绍了周期图谱估计的原理及其估计质量,着重仿真了改进的Welch法与Bartlett法的谱估计,最后对比分析了各种窗函数对估计质量的影响,给出了窗函数的选择标准,并分析了短数据时的局限性。

Mainly introduces the estimation quality of classical PSD and modified Periodogram,and analyses the impact of window function on Welch method.Finally list several general selecting criterion,via emulation on matlab,selecting criterion.