This article Spectrum and spectral density estimation by the Discrete Fourier transform (DFT), including a comprehensive list of window functions and some new flat-top windows. by Heinzl et al provides an excellent resource for understanding power spectrum estimation from real data. They list a lot of good examples to help develop a solid understanding.
This article is one of the few places where I've found all of the important pieces needed for DFT-based spectral analysis in one place. There are a lot of good resources out there but they usually do not touch on all of the details needed to generate a high-quality analysis.
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