Introduction
We aim to estimate the PSD of the signal x(k) from N temporal data, specifically x(1), x(2), and x(N).
\({\hat{\gamma}}_x(\omega)=\frac{1}{N}\left|X(\omega)\right|^2=\frac{1}{N}\left|\sum_{k=1}^{N}{x(k)f(k)e^{-jk\omega}}\right|^2\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (32)\)
One can either estimate the correlation function and apply the FT (the correlation technique) or apply the FT and quadration (the periodogram technique).