feat(dsp): add windowWelch(), add docs

packages/dsp/src/fft/window.ts

@@ -27,9 +27,21 @@ export const window = (fn: WindowFn, lenOfBuf: number | FloatArray) => {
     return buf;
 };
 
-export const applyWindow = (a: NumericArray, b: NumericArray, out = a) => {
-    for (let i = a.length; --i >= 0; ) {
-        out[i] = a[i] * b[i];
+/**
+ * Takes a `signal` and `window` buffer and multiplies both elementwise. Writes
+ * results into `out` (or back into `signal` by default).
+ *
+ * @param signal
+ * @param window
+ * @param out
+ */
+export const applyWindow = (
+    signal: NumericArray,
+    window: NumericArray,
+    out = signal
+) => {
+    for (let i = signal.length; --i >= 0; ) {
+        out[i] = signal[i] * window[i];
     }
     return out;
 };
@@ -39,6 +51,8 @@ export const windowRect: WindowFn = () => 1;
 export const windowBartlett: WindowFn = (i, n) =>
     1 - Math.abs((i - n / 2) / (n / 2));
 
+export const windowWelch: WindowFn = (i, n) => 1 - ((i - n / 2) / (n / 2)) ** 2;
+
 export const windowSin: WindowFn = (i, n) => sin((PI * i) / n);
 
 export const windowSinPow: Fn<number, WindowFn> = (k) => (i, n) =>