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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
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in exchange for reducing the frequency resolution. Due to the noise caused by imperfect and finite data, the noise reduction from Welch's method is often desired.
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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.
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If D = 0, the overlap is said to be 0%. This is the same situation as in the
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Digital Signal
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Other overlapping windowed
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164:Fast Fourier transform
256:Welch, P. D. (1967),
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