We review the problem of spectral estimation from velocity data sampled irr
egularly in time by a laser Doppler anemometer (LDA) from very early estima
tors based on slot correlation to more refined estimators, which build upon
a signal reconstruction and an equidistant re-sampling in time. The discus
sion is restricted to single realization anemometry, i.e. excluding multipl
e particle signals. We classify the techniques and make an initial assessme
nt before describing currently used methods in more detail. An intimately r
elated subject, the simulation of LDA data, is then briefly reviewed, since
this provides a means of evaluating various estimators. Using the expectat
ion and variance as figures of merit, the advantages and disadvantages of s
everal estimators for varying types of turbulent velocity spectral distribu
tions are discussed. A set of recommendations is put forward as a conclusio
n.