Welch method and autocorrelation of 1-D signals in MATLAB

by Forrest Sheng Bao http://fsbao.net

Here are some examples about computing autocorrelation, PSD in Welch methods with different windowing functions.

The problems are from John Semmlow's Biosignal and Medical Image Processing chapter 3. I used the MATLAB routine sig_noise() that comes with the textbook CD.

Problem 3.8 Welch method

Problem 3.9 Direct FFT spectrum vs FFT spectrum of a signal's autocorrelation function

Repeat above problem, but let SNR=0 dB

Problem 3.10 Welch methods with different windowing functions