Computes the single-sided power spectral density (PSD) of a univariate time series using the Welch method, which is a variation of the periodogram method. This VI estimates the PSD by averaging periodograms of overlapping, windowed subsequences of the time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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Inputs/Outputs

  • cdbl.png sampling rate —

    sampling rate specifies the sampling rate, in hertz, of the univariate time series Xt. The default is 1.

  • ci32.png frequency bins —

    frequency bins specifies the number of frequency bins for which this VI computes the single-sided power spectral density PSD. The length of the single-sided PSD is (frequency bins/2+1). The default is 1024.

  • c1ddbl.png Xt —

    Xt specifies the univariate time series.

  • cnclst.png window info —

    window info specifies the information of the sliding window that divides the time series into subsequences.

  • cu16.png window —

    window specifies the time-domain window applied to the time series. Options include None (default), Hanning, Hamming, Blackman-Harris, Exact Blackman, Blackman, Flat Top, 4 Term B-Harris, 7 Term B-Harris, and Low Sidelobe.

  • ci32.png length —

    length specifies the length of the window. A large window generates a power spectral density (PSD) with small bias but results in a coarse PSD plot. A small window generates a smooth PSD plot but leads to large bias. The default is -1, which indicates that the window length equals the length of the input time series.

  • cdbl.png overlap (%) —

    overlap specifies the overlap, in percentage, of the moving window that this VI applies to the time series. This parameter determines how much data this VI reuses for the signal space matrix. A large overlap reduces the variance of the resulting power spectrum but increases computation time. The default is 50, which specifies that the overlap is half of the window length.

  • cerrcodeclst.png error in (no error) —

    error in describes error conditions that occur before this node runs. This input provides standard error in functionality.

  • cbool.png dB on? (T) —

    dB on? specifies whether this VI returns the PSD in decibels or in a linear scale. If dB on? is TRUE, this VI returns the PSD in decibels. If dB on? is FALSE, this VI returns the PSD in a linear scale. The default is TRUE.

  • icclst.png PSD —

    PSD returns information about the single-sided power spectral density (PSD).

  • idbl.png f0 —

    f0 returns the lower boundary, in hertz, of the frequency range.

  • idbl.png df —

    df returns the frequency increment, in hertz.

  • i1ddbl.png S(f) —

    S(f) returns the magnitude of the PSD at each frequency. The value of dB on? determines the unit of measurement for this parameter.

  • ierrcodeclst.png error out —

    error out contains error information. This output provides standard error out functionality.

    • TSA Welch Details

    This VI estimates the PSD of a time series with the Welch method according to the following steps:

    1. Divides the time series into subsequences. The size of each subsequence equals the value of the length parameter.
    2. Applies a window to each subsequence and computes the PSD of each subsequence with the periodogram method.
    3. Averages the PSDs of the subsequences to form the resulting PSD s(f).

    The PSD generated with the Welch method has smaller variance and is smoother than the PSD generated with the periodogram method.

    Examples

    Refer to the Power Spectral Density Estimation VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Welch VI.