  We present and analyze an alternative, more robust approach to the Welch's
overlapped segment averaging (WOSA) spectral estimator. Our method computes
sample percentiles instead of averaging over multiple periodograms to estimate
power spectral densities (PSDs). Bias and variance of the proposed estimator
are derived for varying sample sizes and arbitrary percentiles. We have found
excellent agreement between our expressions and data sampled from a white
Gaussian noise process.
