Resolution versus Stability

A fundamental trade-off exists in Welch's method between spectral resolution and statistical stability. As discussed in §5.4.1, we wish to maximize the block size $M$ in order to maximize spectral resolution. On the other hand, more blocks (larger $K$ ) gives more averaging and hence greater spectral stability. A typical default choice is $M\approx K\approx \sqrt{N_x}$ , where $N_x$ denotes the number of available data samples.