The Welch estimate [1] of PSD (power spectral density) is determined as: $$\hat{\phi}_W(\omega)=\frac{1}{S}\sum_{j=1}^S \hat{\phi}_j(\omega)$$ where $$\hat{\phi}_j(\omega)=\frac{1}{MP}\left|\sum_{t=1}^M v(t) y_j(t) e^{-i\omega t}\right|^2$$ is a 'windowed periodogram' corresponding to $y_j(t)$ and $$P=\frac{1}{M} \sum_{t=1}^M |v(t)|^2$$ denotes the 'power' of the temporal window $\{v(t)\}$.

What is, for the Welch estimator, a common choice of temporal window $\{v(t)\}$?

[1] Welch, Peter D. "The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms." IEEE Transactions on audio and electroacoustics 15.2 (1967): 70-73.


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