[SciPy-Dev] Pull Req: Add periodogram and welch functions

Daniele Nicolodi daniele@grinta....
Wed Dec 5 03:31:10 CST 2012


On 04/12/2012 03:54, Eric Moore wrote:
> The biggest question I have with my implementation is whether welch 
> should support padded FFTs and detrending.  But I'm happy to hear any 
> feedback.

I think detrending is a required functionality for the welch method.

Global detrending can be easily applied before feeding the data to
welch, but what is required in most application is the independent
detrending of each data segment used in the estimator.  Detrending up to
an arbitrary polynomial order, in addition to the common linear
detrending, would be a nice addition too.

PS: the lack of segment by segment detrending in Matlab's welch()
function forces me to maintain a forked version of it.

Cheers,
Daniele



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