This estimator can be improved by

• Smoothing the sample sequence before computing the transform

• Segmenting the sample sequence and computing more estimators

that can be averaged

• Using overlapping sample sequences

These techniques can be combined to construct the Welch Periodogram

estimator.

Lecture-This estimator can be improved by

•　Smoothing the sample sequence before computing the transform

•　Segmenting the sample sequence and computing more estimators

that can be averaged

•　Using overlapping sample sequences

These techniques can be combined to construct the Welch Periodogram

estimator.

Lecture