Spectral estimation is the estimation of the spectral power density of a signal or time series from a finite sample. Common approaches include periodogram-based, smoothed, and parametric methods. For a stationary time series, the spectrum and the autocorrelation function are Fourier-transform pairs by the Wiener-Khinchin theorem.
Spectral Estimation
See also
Autocorrelation, Periodogram, Spectral Power Density, Time Series AnalysisExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Spectral Estimation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SpectralEstimation.html