E. Muller et al., MODEL PARAMETER-ESTIMATION FROM NONEQUIDISTANT SAMPLED-DATA SETS AT LOW DATA RATES, Measurement science & technology, 9(3), 1998, pp. 435-441
A general method of model parameter estimation for irregularly sampled
data is introduced, with special emphasis on estimation of the power
spectral density. The main application is processing of data sets from
a laser Doppler anemometer (LDA), for which often the mean data rate
is low and the total data set duration is short. It is shown that the
model parameter estimation can be quite effective under these conditio
ns, resulting in consistent, bias-free estimates which exhibit very lo
w variance. Simulations and experiments are used to examine the perfor
mance of the technique.