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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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.