diff --git a/doc/periodograms.rst b/doc/periodograms.rst
index 19fdd2d3d..1c1b46648 100644
--- a/doc/periodograms.rst
+++ b/doc/periodograms.rst
@@ -28,12 +28,27 @@
     equal to the uncentered variance (or average power) of the original
     signal.
 
-.. function:: welch_pgram(s, n=div(length(s), 8), noverlap=div(n, 2); onesided=eltype(s)<:Real, nfft=nextfastfft(n), fs=1, window=nothing)
-
-    Computes the Welch periodogram of a signal ``s`` based on segments with ``n`` samples
-    with overlap of ``noverlap`` samples, and returns a Periodogram
-    object. For a Bartlett periodogram, set ``noverlap=0``. See
-    :func:`periodogram` for description of optional keyword arguments.
+.. function:: welch_pgram(s, n=div(length(s), 8), noverlap=div(n, 2); onesided=eltype(s)<:Real, nfft=nextfastfft(n), fs=1, window=hanning)
+
+    Computes the Welch periodogram of a signal ``s`` by dividing the signal
+    into overlapping segments of length ``n``, averaging the periodograms of
+    each segment, and returning a ``Periodogram`` object.  ``noverlap`` is the
+    number of samples of overlap, with a new segment starting every
+    ``n-noverlap`` samples of ``s``.  Each segment is padded with zeros to a
+    length of ``nfft`` for efficiency.
+
+    By default, the signal is windowed using the hanning window as a moderate
+    tradeoff between high spectral resolution (the square window) and
+    sensitivity to signals near the noise floor.  A window which falls to zero
+    also reduces the spurious ringing which occurs when ``n!=nfft`` for signals
+    with large mean.
+
+    Compared to ``periodogram()``, ``welch_pgram()`` reduces noise in the
+    estimated power spectral density as ``length(s)`` increases. In the basic
+    periodogram, we increase the frequency resolution instead.  For a Bartlett
+    periodogram, set ``noverlap=0``.
+
+    See :func:`periodogram` for a description of the other keyword arguments.
 
 .. function:: mt_pgram(s; onesided=eltype(s)<:Real, nfft=nextfastfft(n), fs=1, nw=4, ntapers=iceil(2nw)-1, window=dpss(length(s), nw, ntapers))
 
diff --git a/src/periodograms.jl b/src/periodograms.jl
index 0875c8e57..84fdd2184 100644
--- a/src/periodograms.jl
+++ b/src/periodograms.jl
@@ -281,7 +281,7 @@ forward_plan{T<:Union{Complex64, Complex128}}(X::AbstractArray{T}, Y::AbstractAr
 function welch_pgram{T<:Number}(s::AbstractVector{T}, n::Int=length(s)>>3, noverlap::Int=n>>1;
                                 onesided::Bool=eltype(s)<:Real,
                                 nfft::Int=nextfastfft(n), fs::Real=1,
-                                window::Union{Function,AbstractVector,Void}=nothing)
+                                window::Union{Function,AbstractVector,Void}=hanning)
     onesided && T <: Complex && error("cannot compute one-sided FFT of a complex signal")
     nfft >= n || error("nfft must be >= n")