FFT Interpolation from Nonuniform Samples Lying in a Regular Grid

Abstract: This paper presents a method to interpolate a periodic band-limited signal from its samples lying at nonuniform positions in a regular grid, which is based on the FFT and has the same complexity order as this last algorithm. This kind of interpolation is usually termed "the missing samples problem" in the literature, and there exists a wide variety of iterative and direct methods for its solution. The one presented in this paper is a direct method that exploits the properties of the so-called erasure polynomial, and it provides a significant improvement on the most efficient method in the literature, which seems to be the burst error recovery (BER) technique of Marvasti's et al. The numerical stability and complexity of the method are evaluated numerically and compared with the pseudo-inverse and BER solutions.