Spectral density estimation

In statistical signal processing, the goal of spectral density estimation (SDE) or simply spectral estimation is to estimate the spectral density (also known as the power spectral density) of a signal from a sequence of time samples of the signal.^[1] Intuitively speaking, the spectral density characterizes the frequency content of the signal. One purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities.

Some SDE techniques assume that a signal is composed of a limited (usually small) number of generating frequencies plus noise and seek to find the location and intensity of the generated frequencies. Others make no assumption on the number of components and seek to estimate the whole generating spectrum.