welch_zfj.m

文件包含现代信号处理的常用算法的matlab源代码

%*************************************%
%             Welch Method            % 
%*************************************%
%产生信号序列
n=linspace(-pi,pi,1024);
xn=2*sin(n*40)+cos(n*100);
figure,plot(xn);
title('Input Signal');
%计算窗的PSD
M=64;
L=length(n)/M;
w=ones(1,M);
P=0;
for i=1:M
    P=P+abs(w(i))^2;
end
P=P/M;
%计算序列的DFT及PSD
Pb=zeros(1,M);
for i=1:2*L-1
    for j=1:M
        x(j)=w(j)*xn((M/2)*(i-1)+j);
    end
    y1=fft(x);
    y2=conj(y1);
    Plw=y1.*y2/M/P;
    Pw=Plw+Pb;
end
%绘图
figure,plot(Pw/(2*L-1));
grid on
title('Welch Method');