ABSTRACT
This chapter briefly introduces the concept of power spectrum density and its relationship to the Fourier transform. The chapter also briefly introduces the method used to perform such analysis. In particular, non-parametric methods of power spectrum estimation are discussed in some detail. Parametric methods are also mentioned, but their more detailed description is left for Chapter 7 after introducing the concept of system transfer functions. The relevance of power spectrum estimation in the processing of signals and its practical significance are also briefly discussed. In this chapter, wherever relevant, the illustrations have been coded in MATLAB and the corresponding codes are made available to the reader.
