Estimates the power spectral densities (PSDs) using both the generalized Ridge Regression (GRR) method [Hoerl, Kennard] and the ordinary RR method with loading level decided by the harmonic mean (HKB) and a Bayesian estimator (LW) for deciding the diagonal loading level.-Estimates the power spectral densities (PSDs) using both the generalized Ridge Regression (GRR) method [Hoerl, Kennard] and the ordinary RR method with loading level decided by　the harmonic mean (HKB) and a Bayesian estimator (LW) for deciding　the diagonal loading level.