How is the periodogram defined? I have been searching the internet a lot, and I find two different definitions:
- periodogram is the squared magnitude of the DFT
- periodogram is the squared average of the DFT
which one is correct?
The periodogram is simply the squared magnitude of the DFT. Since the periodogram is a rather poor estimate of the power density spectrum of a random process there are methods which use averaging of periodograms to obtain better estimates of the power spectrum. Two such methods are Welch's method and Bartlett's method.