Spectral analysis of randomly sampled processes

The power spectral density of randomly sampled signals is studied with reference to fluid velocity measured by laser Doppler velocimetry. In this paper, we propose a new method for spectral estimation of Poisson-sampled stochastic processes. Our approach is based on polygonal (first-order) interpolation from the sampled process followed by resampling and usual fast Fourier transform. This study emphasizes the merit of the polygonal hold vs. the sample-and-hold.