Estimation
The goal of spectral density estimation is to estimate the spectral density of a random signal from a sequence of time samples. Depending on what is known about the signal, estimation techniques can involve parametric or non-parametric approaches, and may be based on time-domain or frequency-domain analysis. For example, a common parametric technique involves fitting the observations to an autoregressive model. A common non-parametric technique is the periodogram.
The spectral density is usually estimated using Fourier transform methods, but other techniques such as Welch's method and the maximum entropy method can also be used.
Read more about this topic: Spectral Density
Famous quotes containing the word estimation:
“A higher class, in the estimation and love of this city- building, market-going race of mankind, are the poets, who, from the intellectual kingdom, feed the thought and imagination with ideas and pictures which raise men out of the world of corn and money, and console them for the short-comings of the day, and the meanness of labor and traffic.”
—Ralph Waldo Emerson (1803–1882)
“... it would be impossible for women to stand in higher estimation than they do here. The deference that is paid to them at all times and in all places has often occasioned me as much surprise as pleasure.”
—Frances Wright (1795–1852)
“No man ever stood lower in my estimation for having a patch in his clothes; yet I am sure that there is greater anxiety, commonly, to have fashionable, or at least clean and unpatched clothes, than to have a sound conscience.”
—Henry David Thoreau (1817–1862)