Frequency domain system identification with missing data

This paper presents a frequency domain solution to the system identification problem with missing data in the input and output signals. No particular pattern for the missing data is assumed. The approach does not require a (parametric) model for the input signal, works for any model structure (ARX, ARMAX, OE, errors-in-variables, etc.) can be applied to discrete time as well as continuous time models. The key idea is to treat the missing data as unknown parameters.