I'm trying to compute the PSD using the periodogram method. I have a signal that is periodical at 5kHz. The frequency resolution sought for is 1.221Hz. It's a PRBS signal that has its energy drop to zero at the generation frequency, i.e. 5kHz in this case. The signals i prety much noise clean.
I tried computing the periodogram and I get what I'm after. Then I tried using Welch's averaging method with N = 500 segment length and overlap of 50% and I get something completely different. I would expect to see an exact copy of the periodogram since there is practicaly no noise. Did I completely misunderstood the method?
I used the following lines of code to estimate the periodogram exactly at the frequencies I want and I scaled the periodogram. ( I have also added .mat files if anyone wants to give it a go)
load('data.mat'); load('freqs.mat'); 1/DT = 5000; [pxxp,fp] = periodogram(V,rectwin(length(V)),freq,1/DT); [pxxw,fw] = pwelch(V,rectwin(500),250,freq,1/DT); semilogx(fp,20*log10(pxxp*8775)) hold on semilogx(fw,20*log10(pxxw))