Welch's method is a statistical technique used to estimate the power spectral density (PSD) of a signal. It is an improvement over the traditional periodogram (a method used to estimate the PSD by dividing a signal into segments, applying a Fourier transform to each segment, and then averaging the results). Welch's method aims to provide a better estimate of the spectral density by reducing the variance of the estimate, thereby leading to a smoother and more reliable PSD estimate.
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