A review of multitaper spectral analysis.

Nonparametric spectral estimation is a widely used technique in many applications ranging from radar and seismic data analysis to electroencephalography (EEG) and speech processing. Among the techniques that are used to estimate the spectral representation of a system based on finite observations, multitaper spectral estimation has many important optimality properties, but is not as widely used as it possibly could be. We give a brief overview of the standard nonparametric spectral estimation theory and the multitaper spectral estimation, and give two examples from EEG analyses of anesthesia and sleep.