PSD computations using Welch's method

This report describes Welch's method for computing Power Spectral Densities (PSDs). We first describe the bandpass filter method which uses filtering, squaring, and averaging operations to estimate a PSD. Second, we delineate the relationship of Welch's method to the bandpass filter method. Third, the frequency domain signal-to-noise ratio for a sine wave in white noise is derived. This derivation includes the computation of the noise floor due to quantization noise. The signal-to-noise ratio and noise flood depend on the FFT length and window. Fourth, the variance of the Welch's PSD is discussed via chi-square random variables and degrees of freedom.