PWeLCh vs Periodogram : Difference ?

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Dear All,
I am trying calculate the PSD of a random signal. However, I seem to get different PSD values for PWELCH and PERIODOGRAM functions although I am using the same dataset, sample rate and window.
Can someone please help in explaining this ?
Thanks
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Honglei Chen
Honglei Chen 2016-8-4
could you share which version you are using and how you invoke the two functions?

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