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Differences between fft, psd, pwelch etc..

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Nicolas
Nicolas 2012년 3월 8일
Hello!
I am trying to plot in the freq domain but I have found a lot of different ways to proceed but I cant see the difference between them and when I plot I get 4 differents plot, so basically I want to know what is the difference when you plot with fft(Y) psd(Y) or pwelch(Y,[],[],[],Fs,'twosided');

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777
777 2012년 3월 8일
fft is frequency domain plot of signal.whereas psd and pwelch are power spectrum plots ie power/frequency plot

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Wayne King
Wayne King 2012년 3월 8일
fft(Y) will give you a complex-valued output, which is the discrete Fourier transform of Y.
pwelch(Y, ...., 'twosided') is giving you a Welch's overlapped segment averaging power spectral density estimate where there is some averaging done to reduce the variablity of the spectral estimate. Here you are using the 'twosided' option which gives you the power estimates over an entire period from 0 to the Nyquist. That is wholly unnecessary for a real-valued signal.
psd(Y) is using an obsolete syntax. In this case your signal is divided into segments and each segment is mutiplied by a Hanning window. I think by default here there is no overlap between the segments, which is not the case in pwelch. In pwelch, the segments overlap, but you can control the amount with an input argument.

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