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In the Welch's method, a signal is divided into overlapping segments, multiplied with a window function, and transformed to frequency domain via fourier transform.

Why does the method use only one window function? Suppose I would use (say) ten window functions to produce ten spectral estimates. By averaging the estimates, my SNR would be higher than by using just one of the windows?

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  • $\begingroup$ Is my understanding correct that you want to apply more than one window function to the same frame of signal??? $\endgroup$
    – jojeck
    Oct 11, 2015 at 15:40

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Congratulations! Sounds like you are about to reinvent the multitaper method, in which a number of orthogonal window functions are used to get independent spectral estimates that are then averaged (with weights). A suitable window function family are the Slepian sequences:

Slepian window functions

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