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In statistical signal processing, the goal of spectral density estimation (SDE) is to estimate the spectral density (also known as the power spectral density) 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. 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.

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  • Spektraldichteschätzung
  • Spectral density estimation
  • Estimation spectrale
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  • Die Spektraldichte eines stationären stochastischen Prozesses erlaubt tiefe Einblicke in die Struktur des Prozesses, insbesondere wenn es sich um Erkenntnisse über Periodizitäten handelt. Es ist also sehr wichtig, dass aus gegebenen Daten, z. B. einer konkreten Zeitreihe, die Spektraldichte gut geschätzt werden kann. Grundlage der meisten Schätzer ist das Periodogramm, das auf Arthur Schuster 1898 zurückgeht.
  • L'estimation spectrale regroupe toutes les techniques d'estimation de la densité spectrale de puissance (DSP).
  • In statistical signal processing, the goal of spectral density estimation (SDE) is to estimate the spectral density (also known as the power spectral density) 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. 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.
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