Periodogram and Welch periodogram comparison I'm trying to compute the PSD using the periodogram method. I have a signal that is periodical at 5kHz. The frequency resolution sought for is 1.221Hz. It's a PRBS signal that has its energy drop to zero at the generation frequency, i.e. 5kHz in this case. The signals i prety much noise clean.

I tried computing the periodogram and I get what I'm after. Then I tried using Welch's averaging method with N = 500 segment length and overlap of 50% and I get something completely different. I would expect to see an exact copy of the periodogram since there is practicaly no noise. Did I completely misunderstood the method?

What I obtain is this:


I used the following lines of code to estimate the periodogram exactly at the frequencies I want and I scaled the periodogram. ( I have also added .mat files if anyone wants to give it a go)

https://www.dropbox.com/s/pe6qbi883kkocxf/data.mat?dl=0
https://www.dropbox.com/s/2fqmqrg1xpgbibi/freqs.mat?dl=0

load('data.mat');
load('freqs.mat');
1/DT = 5000;
[pxxp,fp] = periodogram(V,rectwin(length(V)),freq,1/DT);
[pxxw,fw] = pwelch(V,rectwin(500),250,freq,1/DT);

semilogx(fp,20*log10(pxxp*8775))
hold on
semilogx(fw,20*log10(pxxw))
Looks similar to me 

&gt;  clear all
&gt;     close all
&gt;     load data
&gt;     samplerate=1
&gt;     periodogram (V)
&gt;     title("Periodogram",'FontSize', 14)
&gt;     xlabel('Frequency (Hz)','FontSize', 14)
&gt;     ylabel('Amplitude (dB)','FontSize', 14)
&gt;     
&gt;     figure
&gt;     pwelch(V)
&gt;     title("Welch's method",'FontSize', 14)
&gt;     xlabel('Frequency (Hz)','FontSize', 14)
&gt;     ylabel('Amplitude (dB)','FontSize', 14)