Lomb-Wech periodogram for non-uniform sampling

The Lomb-Scargle transform has been proposed for the direct evaluation, namely without interpolation, of non-uniformly sampled signals. In its current form, it is suitable only for single transform evaluation due to the implicit normalization. Enhancements of this transform are proposed to allow the evaluation of shorter transforms, combined with windows and averaging of overlapped records. This requires a de-normalization of the transform by a factor of 2(sigma)²/N, the use of equal time duration records, and multiplication by windows sampled at corresponding non-uniform time instances. This results in a Welch-like periodogram for non-uniform sampling.