physics, engineering, and applied mathematics, Welch's method, named after P.D. Welch, is used for estimating the powerof a signal vs. frequency, reducing noise compared to the methods it is based upon. Welch's method is based on the concept of using periodograms, which converts a signal from the time domain to the frequency domain. Welch's method is an improvement on the standard periodogrammethod and Bartlett's methodin that it reduces noise in the estimated power spectra in exchange for reducing the frequency resolution. Due to the noise caused by imperfect and finite data, the noise reduction from Welch's method is often desired.
Definition and Procedure
The Welch method is based on
Bartlett's methodand differs in two ways:
# The signal is split up into overlapping segments: The original data segment is split up into L data segments of length M, overlapping by D points.
## If D = M / 2, the overlap is said to be 50%
## If D = 0, the overlap is said to be 0%. This is the same situation as in the
# The overlapping segments are then windowed: After the data is split up into overlapping segments, the individual L data segments have a window applied to them (in the time domain).
window functions afford more influence to the data at the center of the set than to data at the edges, which represents a loss of information. To mitigate that loss, the individual data sets are commonly overlapped in time (as in the above step).
## The windowing of the segments is what makes the Welch method a "modified"
After doing the above, the
periodogramis calculated by computing the discrete Fourier transform, and then computing the squared magnitude of the result. The individual periodograms are then time-averaged, which reduces the variance of the individual power measurements. The end result is an array of power measurements vs. frequency "bin".
Use in Software
This method is used by
MATLAB's "pwelch" command to calculate spectral density.
* "The Use of
Fast Fourier Transformfor the Estimation of Power Spectra: A Method Based on Time Averaging Over Short, Modified Periodograms", IEEETransactions on Audio Electroacoustics, Volume AU-15 (June 1967), pages 70-73.
author=Oppenheim, Alan V.; Schafer, Ronald W.
title=Digital signal processing
location=Englewood Cliffs, N.J.
* Proakis, J.G., and Manolakis, D.G.,
Digital Signal Processing, Upper Saddle River, NJ: Prentice-Hall, 1996, pp 910-913.
Wikimedia Foundation. 2010.
Look at other dictionaries:
Welch — can refer to: *Welsh (disambiguation) (an obsolete anglicised spelling) *Welch s, US brand for fruit based products *Welch, a verb meaning to fail to pay a lost bet *The Royal Welch Fusiliers, a British Army regiment * The Welch Regiment, a… … Wikipedia
Welch-Fenster — Der Begriff Fensterfunktion stammt aus der digitalen Signalverarbeitung. Die Fensterfunktion legt fest, mit welcher Gewichtung die bei der Abtastung eines Signals gewonnenen Abtastwerte innerhalb eines Ausschnittes (Fenster) in nachfolgende… … Deutsch Wikipedia
Claude E. Welch — Born March 14, 1906 Stanton, Nebraska, United States Died March 9, 1996(1996 03 09) (aged 89) Education Doane College Harvard Medical School … Wikipedia
Lempel-Ziv-Welch — (LZW) is a universal lossless data compression algorithm created by Abraham Lempel, Jacob Ziv, and Terry Welch. It was published by Welch in 1984 as an improved implementation of the LZ78 algorithm published by Lempel and Ziv in 1978. The… … Wikipedia
Thomas Bramwell Welch — (December 31, 1825 ndash; 1903) was the discoverer of the pasteurization process to prevent the fermentation of grape juice. Birth and emigrationWelch was born in Glastonbury, England. He came to the United States when his father emigrated in… … Wikipedia
Lempel-Ziv-Welch-Algorithmus — Der Lempel Ziv Welch Algorithmus (kurz LZW Algorithmus) ist ein häufig bei Grafikformaten zur Datenkompression, also zur Reduzierung der Datenmenge, eingesetzter Algorithmus. Ein Großteil der Funktionsweise dieses Algorithmus wurden 1978 von… … Deutsch Wikipedia
Denise Welch — Welch on a break after filming an episode of Loose Women in 2009 Born Jacqueline Denise Welch 22 May 1958 (1958 05 22) (age 53) Tynemo … Wikipedia
Michel Thomas Method — The Michel Thomas Method is an original method developed by Michel Thomas for teaching languages. Thomas stated that his students would be conversationally proficient after a few days study. Thomas has been hired by notable people such as… … Wikipedia
Monte Carlo method for photon transport — Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of… … Wikipedia
Bartlett's method — In physics, engineering, and applied mathematics, Bartlett s method, named after M.S. Bartlett, is used for estimating power spectra. Bartlett s method provides a way to reduce the variance of the periodogram in exchange for a reduction of… … Wikipedia