Signal sampling without a uniform grid and thus a simple Nyquist Theorem. It turns out that this generalisation is not necessarily fatal for the theory.

Reviews in a functional analysis setting are given in (Piroddi and Petrou 2004; Babu and Stoica 2010; Unser 2000; Adcock et al. 2014; Adcock and Hansen 2016).

This problem AFAICT becomes much easier if one can use priors to provide a theoretically tractable model of the nonuniformly sampled signal. The Gaussian process formalism for probabilistic spectral analysis, is one such method is even computationally tractable using the methods of e.g. SaatΓ§i (2012).

For FFT of unevenly sampled points, you can try the Non uniform FFT. (βNuFFTβ)

Implementations of non-uniform sampling methods.

π LombβScargle periodogram and its uses.

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