Spatial spectrum estimation of is an important branch of array signal processing. A multi-scale system theory is the key to the multi-scale system to define a new concept, which is similar to the discrete time system Z transform. This paper mainly introduces the spatial spectrum estimation of beam forming method, linear prediction method, subspace method, parameter method, and for each algorithm were discussed analysis comparison. The paper presents the research of novel spatial spectrum estimation algorithm based on the multi-scale systems. Experiment results show that this system is feasible and efficient. Finally, by using the Gram method and the rank criterion method for multi-scale modeling of controllability are shown.