Power Spectrum Density

x: data
window: 在data中考量的window的大小
noverlap: window和window之間overlap的sample個數
nfft: 做fft時window的大小

clipped from www.mathworks.com [Pxx,w] = pwelch(x,window,noverlap) divides x into segments according to window, and uses the integer noverlap to specify the number of signal samples (elements of x) that are common to two adjacent segments. noverlap must be less than the length of the window you specify. If you specify noverlap as the empty vector [], then pwelch determines the segments of x so that there is 50% overlap (default). [Pxx,w] = pwelch(x,window,noverlap,nfft) uses Welch's method to estimate the PSD while specifying the length of the FFT with the integer nfft. If you set nfft to the empty vector [], it adopts the default value for N listed in the previous syntax.