17. Power Spectrum Estimation

By Sadasivan Puthusserypady, Technical University of Denmark, Denmark

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Published: 31 Mar 2021

© 2021 Sadasivan Puthusserypady


In statistical signal processing and physics, the spectral density, power spectral density (PSD), or energy spectral density (ESD), is a positive real function of a frequency variable associated with a stationary stochastic process, or a deterministic function of time. They have dimensions of power per Hz, or energy per Hz, respectively. It is often called simply the spectrum of the signal. Intuitively, the spectral density captures the frequency content of a stochastic process and helps identify the periodicity in the process.