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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. SDE should be distinguished from the field of ''frequency estimation'', which assumes that a signal is composed of a limited (usually small) number of generating frequencies plus noise and seeks to find the location and intensity of the generated frequencies. SDE makes no assumption on the number of components and seeks to estimate the whole generating spectrum. == Overview == Spectrum analysis, also referred to as frequency domain analysis or spectral density estimation, is the technical process of decomposing a complex signal into simpler parts. As described above, many physical processes are best described as a sum of many individual frequency components. Any process that quantifies the various amounts (e.g. amplitudes, powers, intensities, or phases), versus frequency can be called spectrum analysis. Spectrum analysis can be performed on the entire signal. Alternatively, a signal can be broken into short segments (sometimes called ''frames''), and spectrum analysis may be applied to these individual segments. Periodic functions (such as ) are particularly well-suited for this sub-division. General mathematical techniques for analyzing non-periodic functions fall into the category of Fourier analysis. The Fourier transform of a function produces a frequency spectrum which contains all of the information about the original signal, but in a different form. This means that the original function can be completely reconstructed (''synthesized'') by an inverse Fourier transform. For perfect reconstruction, the spectrum analyzer must preserve both the amplitude and phase of each frequency component. These two pieces of information can be represented as a 2-dimensional vector, as a complex number, or as magnitude (amplitude) and phase in polar coordinates (i.e., as a phasor). A common technique in signal processing is to consider the squared amplitude, or power; in this case the resulting plot is referred to as a power spectrum. In practice, nearly all software and electronic devices that generate frequency spectra apply a fast Fourier transform (FFT), which is a specific mathematical approximation to the full integral solution. Formally stated, the FFT is a method for computing the discrete Fourier transform of a sampled signal. Because of reversibility, the Fourier transform is called a ''representation'' of the function, in terms of frequency instead of time; thus, it is a frequency domain representation. Linear operations that could be performed in the time domain have counterparts that can often be performed more easily in the frequency domain. Frequency analysis also simplifies the understanding and interpretation of the effects of various time-domain operations, both linear and non-linear. For instance, only non-linear or time-variant operations can create new frequencies in the frequency spectrum. The Fourier transform of a ''stochastic'' (random) waveform (noise) is also random. Some kind of averaging is required in order to create a clear picture of the underlying frequency content (frequency distribution). Typically, the data is divided into time-segments of a chosen duration, and transforms are performed on each one. Then the magnitude or (usually) squared-magnitude components of the transforms are summed into an average transform. This is a very common operation performed on digitally sampled time-domain data, using the discrete Fourier transform. This type of processing is called Welch's method. When the result is flat, it is commonly referred to as white noise. However, such processing techniques often reveal spectral content even among data which appears noisy in the time domain. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Spectral density estimation」の詳細全文を読む スポンサード リンク
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