scipy/scipy — pull request #373 by ewmoore (2012-12-04 02:48:41+00:00)
Title: ENH: signal: spectral: Add periodogram and welch functions

I think scipy.signal should offer functions to do spectral estimation. We have lombscargle, but no conventional DFT based spectral estimators. I've coded up a simple (modified) periodogram and Welch's method in this pull request. There are other methods that might be nice to include (multitaper, burg's method, etc) but I think that these make a good start.

The functions as given here don't allow cross spectra, but that could be easily remedied given what I have. (Although I think separate functions are warranted.)

There are no tests at present, but I'll add them soon. I suspect there might be discussion of the signature and exposed functionality.

I'll send a email to the discussion list, too.