Is the periodogram squared-magnitude DFT or squared-average DFT?

Question

How is the periodogram defined? I have been searching the internet a lot, and I find two different definitions:

• periodogram is the squared magnitude of the DFT
• periodogram is the squared average of the DFT

which one is correct?

Answer 1

The periodogram is simply the squared magnitude of the DFT. Since the periodogram is a rather poor estimate of the power density spectrum of a random process there are methods which use averaging of periodograms to obtain better estimates of the power spectrum. Two such methods are Welch's method and Bartlett's method.