Welch method

To compute the PSD, Simcenter Amesim uses the Welch method:

Figure 28: Signal splitting

1. The signal is split up into overlapping segments: the original data segment is split up into L data segments of length M, overlapping by D points.

   If D = M / 2, the overlap is said to be 50%

   If D = 0, the overlap is said to be 0%.

2. The overlapping segments are then windowed: After the data is split up into overlapping segments, the individual L data segments have a window applied to them (in the time domain).

   Most window functions afford more influence to the data at the center of the set than to data at the edges, which represents a loss of information. To mitigate that loss, the individual data sets are commonly overlapped in time (as in the above step).

3. To compute the PSD, a periodogram (given by the modulus squared of the Discrete Fourier Transform) is computed on each segment. The individual periodograms are then averaged.

Note

The Power Spectral Density normalizes the level with respect to the frequency resolution.