H∞ optimal approximation for causal spline interpolation

  • Authors:
  • M. Nagahara;Y. Yamamoto

  • Affiliations:
  • Graduate School of Informatics, Kyoto University, Sakyo-ku Yoshida-Honmachi, Kyoto 606-8501, Japan;Graduate School of Informatics, Kyoto University, Sakyo-ku Yoshida-Honmachi, Kyoto 606-8501, Japan

  • Venue:
  • Signal Processing
  • Year:
  • 2011

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Abstract

In this paper, we give a causal solution to the problem of spline interpolation using H^~ optimal approximation. Generally speaking, spline interpolation requires filtering the whole sampled data, the past and the future, to reconstruct the inter-sample values. This leads to non-causality of the filter, and this becomes a critical issue for real-time applications. Our objective here is to derive a causal system which approximates spline interpolation by H^~ optimization for the filter. The advantage of H^~ optimization is that it can address uncertainty in the input signals to be interpolated in design, and hence the optimized system has robustness property against signal uncertainty. We give a closed-form solution to the H^~ optimization in the case of the cubic splines. For higher-order splines, the optimal filter can be effectively solved by a numerical computation. We also show that the optimal FIR (finite impulse response) filter can be designed by an LMI (linear matrix inequality), which can also be effectively solved numerically. A design example is presented to illustrate the result.