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This book gives the reader hands-on experience estimating power spectral densities (PSDs) using the most common (and some not so common) PSD estimators. The book describes the estimators in detail and gives many examples of the estimators in action. There are also R implementations of each estimator. This combination gives the reader a good understanding of each estimation method. The book also covers selecting the best estimator for a given situation and evaluating the estimator's performance.