In statistical signal processing, the goal of spectral density estimation is to estimate the spectral density (also known as the power spectrum) of a random signal from a sequence of time samples of the signal. Intuitively speaking, the spectral density characterizes the frequency content of the signal. The purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities.
SDE should be distinguished from the field of frequency estimation, which assumes a limited (usually small) number of generating frequencies plus noise and seeks to find their frequencies. SDE makes no assumption on the number of components and seeks to estimate the whole generating spectrum.
Read more about Spectral Density Estimation: Techniques
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