Spectral analysis of stochastically sampled dynamic systems

In this paper a spectral analysis methodology is introduced for stochastically sampled linear, dynamic, and stochastic continuous-time systems. This particular problem is considered for the purpose of investigating the spectral analysis issues associated with turbulent velocity measurements. The properties of the equivalent linear discrete-time system allow for the determination of the covariance between observations as a function of the number of in-between measurements. Subsequently, this autocovariance function is analyzed in the frequency domain.