Spectrum Estimation and System Identification

Spectrum estimation refers to analyzing the distribution of power or en­ ergy with frequency of the given signal, and system identification refers to ways of characterizing the mechanism or system behind the observed sig­ nal/data. Such an identification allows one to predict the system outputs, and as a result this has considerable impact in several areas such as speech processing, pattern recognition, target identification, seismology, and signal processing. A new outlook to spectrum estimatio…