Welch's (Cross) Power Spectral Density

Version 1.0.0.0 (1.98 KB) by Vincent Wilms
Calculate the power spectral density (PSD) using Welch's method
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Updated 11 Oct 2015

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This submission provides a possibility to calculate the power spectral density (PSD) using Welch's method. The file is based on Matlab's implementation using the signal processing toolbox. I exluded the possbility to calculate the confidential interval. If it is required, please leave a comment and I will update the necessary dependencies.
An usage example is given in the header of the WelchPowerSpectralDensity.m file. The other two files Hann.m and Hamming.m provide two possible window functions needed for the algorithm.

Cite As

Vincent Wilms (2025). Welch's (Cross) Power Spectral Density (https://www.mathworks.com/matlabcentral/fileexchange/53464-welch-s-cross-power-spectral-density), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0