Spectral estimation of continuous-time processes: Performance comparison between periodic and Poisson sampling schemes

The finite sample size performance of the consistent spectral estimates [6], [7] of Poisson-sampled continuous-time processes is studied by Monte Carlo simulation. The sensitivity to the value of the sampling rate is investigated. The performance of these estimates is also compared to that of the standard periodic-sampling spectral estimates and the superiority of the former, especially at low sampling rates, is demonstrated.