Reliable LDA-spectra by resampling and ARMA-modeling

Laser-Doppler Anemometry (LDA) is used to measure the velocity of gases and liquids with observations irregularly spaced in time. Linear interpolation of the data followed by equidistant resampling turns out to be better than slotting techniques. After resampling, two ways of spectral estimation are compared. The estimates are a windowed periodogram and a time series model with an ARMA process whose orders are automatically selected from the data with an objective statistical criterion. Typically, the ARMA spectrum is better than the best of all windowed periodograms.