Spectral analysis of nonuniformly sampled data – a review

In this paper, we present a comprehensive review of methods for spectral analysis of nonuniformly sampled data. For a given finite set of nonuniformly sampled data, a reasonable way to choose the Nyquist frequency and the resampling time are discussed. The various existing methods for spectral analysis of nonuniform data are grouped and described under four broad categories: methods based on least squares; methods based on interpolation techniques; methods based on slotted resampling; methods based on continuous time models. The performance of the methods under each category is evaluated on simulated data sets. The methods are then classified according to their capabilities to handle different types of spectrum, signal models and sampling patterns. Finally the performance of the different methods is evaluated on two real life nonuniform data sets. Apart from the spectral analysis methods, methods for exact signal reconstruction from nonuniform data are also reviewed.