The Periodogram

The periodogram is one of the simplest and oldest – dating back to the late 1800s – nonparametric estimates of the power spectral density. In this lesson you will learn how the periodogram estimates the power spectral density and evaluate the bias and variance properties of the periodogram. Although the periodogram has a serious deficiency for practical use, knowing the periodogram is a key step in learning better performing nonparametric spectrum estimation methods.