International Journal of Scientific Research Engineering & Technology (IJSRET)

Volume 2 Issue 6 pp 389-392 September 2013 www.ijsret.org ISSN 2278 0882

Power Spectrum Estimation using Welch Method for various Window Techniques
Hansa Rani Gupta NITTTR, Sector-26, Chandigarh, India Sushila Batan NITTTR, Sector-26, Chandigarh, India Rajesh Mehra Electronics & Communication Department NITTTR, Sector-26, Chandigarh, India

ABSTRACT
A good resolution in PSE may be achieved by using optimum size of data sample. In this paper PSE has been performed for variable data length using Rectangular and Hamming window with Welch Method. Welch method is nonparametric method that include the periodogram that have the advantage of possible implementation using the fast Fourier Transform. The periodogram technique based on Welch method is capable of providing good resolution if data length samples are selected optimally. The PSE based on both Rectangular as well as Hamming window has been designed and simulated using MATLAB. It can be observed that the Rectangular and Hamming give better results than other windows like Bartlett, Hanning and Blackman window. Keywords- FT, FIR, MAC, PSE, PSD, Welch Method

Bartlett methods provide a method to reduce the variance of the periodogram in exchange for a reduction of resolution in compared to standard periodograms. Blackman method is use to correlation samples prior to transformation to reduce variance of the estimator. The variance of the periodogram is reduced by applying a window to the autocorrelation estimate to decrease the contribution of unreliable estimates to the periodogram. The Welch Method used a modified version of Bartlett method in which the portion of the series contributing to each periodogram are allowed to overlap [2]. Resolution is the ability to discriminate spectral feature and is a key concept on the analysis of spectral estimator performance.

II. I. INTRODUCTION

POWER SPECTRUM ESTIMATION

In this paper, we show the effect of data length on power spectral density by the help of Welch method in rectangular and hamming window. The nonparametric Welch method in which the power of any input is guesstimation at different frequencies [1]. It is an improvement on the periodogram (a method of estimating the autocorrelation of finite length of a signal) spectrum estimation method where signal to noise ratio is high and reduces noise in the estimated power spectra in exchange for reducing the frequency resolution. Periodogram is easy to compute and have limited ability to produce accurate power spectrum estimation. It is biased when dealing with finite windows. As data length increase, the rate of fluctuation in this is also increase. The rectangular window has good resolution characteristics for sinusoids of comparable strength. The hamming window is use to minimize the maximum nearest side lobes. The Rectangular window has admirable resolution characteristics for sinusoids of comparable strength.

PSE is most important application area in Digital Signal Processing. There are mainly two types of power spectrum estimation (PSE) method: Parametric and nonparametric. Parametric or non-classical methods an analyzed process is eplace by an appropriate model with known spectrum. Non-parametric do not make any assumption on the data generating process. It is start by estimating autocorrelation sequence from a given data. The power spectrum then is estimated via FT of an estimated autocorrelation sequence. Window function is a mathematical function that is zero valued outside of some chosen period. When another unction or waveform or data sequence is multiplied by a window function, the product is also zero-valued outside the period; all that is left is the part where they overlap the observation through the window. It is simple to apply and understand. In this method the frequency of a filter, HD(w) and the corresponding impulse response, hD(n),are related by the inverse Fourier transform:

(1)

IJSRET @ 2013

International Journal of Scientific Research Engineering & Technology (IJSRET)

Volume 2 Issue 6 pp 389-392 September 2013 www.ijsret.org ISSN 2278 0882

Where HD(w) is frequency response of a filter and hD(n) is corresponding impulse response. The subscript D is used to make a difference between the ideal and practical responses. Here, HD(w) can be obtained from hD(n) by evaluating the inverse Fourier transform. The truncation of hD(n) to a length M-1 is equivalent to multiplying hD(n)by a rectangular window [2] defined as (2) And unit impulse response (3) Frequency domain function in representation of window function is, (4) The Rectangular window has admirable resolution characteristics for sinusoids of comparable strength. When the signal is harmonically related to the window length in first harmonic frequency corresponding to a record length, the signal appears periodic and infinite and is faithfully reproduced even by the rectangular window. The individuality of it play a significant role in establishment of the resulting frequency response of the finite impulse response filter obtained by truncation hD(n) to length M. The undesirable effects are best alleviated by the use of window that do not contain abrupt discontinuities in their time domain characteristics and have likewise low side lobes in their frequency domain characteristics. For the [2] same value of M for both Rectangular and Hamming window or other windows, the width of the main lobe is also wider for these windows compared to the rectangular window. The Fourier transform of rectangular window:

(7) Where Y(n) is output signal x(n) is input signal, and w(n) [1] is window function.

(8) Transition width, (9) Where N is filter length, and f is normalized transition width Window Length, (10) Where n is window size. Bartlett Method in which the final estimate of the spectrum at a given frequency is obtained by averaging the estimates from the periodograms resultant from a non-overlapping portion of the original series. In this, the n point sequence is subdivided in to K nonoverlapping segment where each segment has length L. this result in K data segment. Power spectrum estimation for Bartlett method [3]: (11) In the Blackmen-Tukey, we use auto-correlation and FT to get PSD in effect smooth out the periodogram, it has better varience and better precision than Bartlett method. Power spectrum estimation for Blackman-Tukey method [4][5]: (12) Table 1. Feature of window function [1]

(6) The Hamming window function in time domain decrease more gently towards zero on either side and in frequency domain, the amplitude of the main lobes is wider approximately double than that of rectangular window, but side lobes are lesser relative to the main lobe about 40 dB down the main lobes, compared with 14 dB for the rectangular window. Hamming window lead to a filter with wider transition width but higher stopband attenuation.

IJSRET @ 2013

International Journal of Scientific Research Engineering & Technology (IJSRET)

Volume 2 Issue 6 pp 389-392 September 2013 www.ijsret.org ISSN 2278 0882

III.

WELCH METHOD

PSE is most important application area in Digital Signal Welch method have two basic modification to the Bartlett method. These are allowed the data length to overlap. The data segment can be represented as (13) Where iD is the starting point for the ith sequence. If D = M, the segment do not overlap and the L of data sequence is identical to the data segment of Bartlett method. The second change in Welch method is to window the data segments prior to computing the periodogram. (14) Where U is a normalization factor for the power (15) The Welch power spectrum estimate is the average of modified periodgram, is Data sequence of 301 samples and fs = 1000 in Rectangular window and Bartlett window: Data sequence of 301 samples and fs = 1000 in Hanning window and Bartlett window:

(16) Mean value of Welch estimate (17) The resolution of estimated power estimation is determine by the spectral resolution of each segment which is of length L. it is window dependent.

IV.

RESULT

In this paper we are trying to show the Data length effect on resolution. For this we are considering the data sequence of 301 samples and fs = 1000 in Rectangular window and Hamming window: Data sequence of 301 samples and fs = 1000 in Bartlett window and Blackman window:

IJSRET @ 2013

International Journal of Scientific Research Engineering & Technology (IJSRET)

Volume 2 Issue 6 pp 389-392 September 2013 www.ijsret.org ISSN 2278 0882

[6] John G. Proakis, Dimitris G. Manolakis, Digital Siganl processing Principles,Algorithms,and Application, Prentice-Hall India, Third Edition 2005 [7] S K Mitra, Digital Signal Processing, Tata Mc Graw Hill, Third Edition, 2006. [8] B. Porat, a course in digital signal processing, Jhon wiley, 1997 [9] D. J. Thompson, Spectrum estimation and harmonic analysis,Proc. IEEE, vol. 70 [10] Mathworks, Users Guide Filter Design Toolbox 4, March-2007. [11] P. Welch, The use of fast fourier transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms,IEEE Trans. Audio Electroacoust. vol. AE-15

V.

CONCLUSION

In this paper, the Welch method gives the result on power spectrum estimation with different windows in window method. In DSP, Welch method is used to find the PSD of a signal with reducing the effect of noise. In our paper the special techniques like window function and hamming, Hanning, Bartlett, and rectangular window to extract the unwanted noise from the signal. The sampling frequency 1000Hz fixed and the number of sample are 301. The graph shows the variation according to the different window. We can see the difference in all windows. The purposed algorithms operate in frequency domain, where the calculation of samples is done from the frequency domain using cosine waveforms. The quality of the estimate increase as the length N of the data increase, which means that the consistence. When data length is short Blackman tuckey method is better than Welch method but as the data length increase Welch Method gives excellent results. The rectangular and Bartlett window have the clear peak in the graph showing the power spectrum estimation.

REFERENCES
[1] Emmanual C. Ifeachor, Barrie W. Jervis,Digital Signal Processing A practical Approach, Person Education, Second Edition [2] Bartlett M.S,Smoothing Periodogram from Time series with continuous Spectra. ( 1948).Page No. 686687. Doi:10.1038/161686a0. [3]http://www.slideshare.net/contactsarbjeet/bartlettsmet hod-pp-ts(10-11) [4]http://www.oneirix.com/www.udayankanade.org//ads p/jan2004/lecture017.pdf [5] ELEN 5301 Adv. DSP and Modeling, Summer II 2008, p7-8, 25-26

IJSRET @ 2013