Spectral analysis of stochastically sampled dynamic systems

In this paper a spectral analysis methodology is introduced for stochastica lly sampled linear, dynamic, and stochastic continuous-time systems. This p articular problem is considered for the purpose of investigating the spectr al analysis issues associated with turbulent velocity measurements. The pro perties of the equivalent linear discrete-time system allow for the determi nation of the covariance between observations as a function of the number o f in-between measurements. Subsequently, this autocovariance function is an alyzed in the frequency domain.