Simulation Analysis of Window Function in Power Spectrum Estimation Based on Modified Periodogram

Wei Lin · Jisuanji fangzhen · 2008

Periodogram is a basic method for power spectrum estimation, but it has too many deficiencies in resolution, variance and consistency constraint to meet the requirement well in practice. So this paper introduces its modified form (i.e. Welch method) to estimate the power spectrum of signals, and then discusses the relationships among the resolution, the length of sampling sequence and the characters of window function in power spectrum estimation based on Welch. Meanwhile, it primarily analyzes the influence of window functions and points out their virtues and defects. With the simulation of examples using MATLAB, the estimation performance of four different windows and the mean of standard deviation of power spectrum under different length and estimation methods have been figured out. Finally, some suggestions referring to experimental results have been presented when choosing windows, which are useful in fact.

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