Welch's (Cross) Power Spectral Density

This submission provides a possibility to calculate the power spectral density (PSD) using Welch's method. The file is based on Matlab's implementation using the signal processing toolbox. I exluded the possbility to calculate the confidential interval. If it is required, please leave a comment and I will update the necessary dependencies.
An usage example is given in the header of the WelchPowerSpectralDensity.m file. The other two files Hann.m and Hamming.m provide two possible window functions needed for the algorithm.