In Signal Processing, the concepts of frequency, which are usually referred to as spectral concepts, are omnipresent. The transition from analogue methods to the use of digital tools in spectral analysis was first achieved by simple adaptation of the classical analogue tools that had long been used previously. However, beyond the simple quest of methods with better frequency resolution, it has been possible to develop specific digital tools based on parametric modelling. This book deals with these parametric methods, first discussing those based on time series models, Capon's method and its...