Waveform Approximation Using Lagrange Polynomial Interpolation

August 23, 2019

Reconstructing a waveform 𝗑(𝑑) from its samples 𝗑(π‘›πœ) requires some form of interpolation. One of an infinite number of possible methods is Lagrange interpolation, which connects n points using an order-n βˆ’ 1 polynomial. Examples of this method are presented below.

Order-0 (Stair-Step) Polynomial Interpolation

Lagrange interpolation at rate 200 Hertz

Lagrange interpolation at rate 400 Hertz

Lagrange interpolation at rate 600 Hertz

Lagrange interpolation at rate 1600 Hertz

Order-1 (Line) Polynomial Interpolation

Lagrange interpolation at rate 200 Hertz

Lagrange interpolation at rate 400 Hertz

Lagrange interpolation at rate 600 Hertz

Lagrange interpolation at rate 1600 Hertz

In the examples above, the approximation waveform appears to get β€œcloser” to the original waveform as the sample rate increases. As a result of B-splines, the original waveform can be precisely approximated by increasing the sample rate toward infinity.

Particularly, the order-0 interpolation is equivalent to interpolation using the order-0 B-spline N0(t) and the order-1 interpolation using the order-0 B-spline N1(t). The sequence of shifted B-splines (𝖭0(𝑑 βˆ’ π‘›πœ)) forms an orthonormal basis, and for any π‘š β‰₯ 1, the set of shifted B-splinesΒ (𝖭m(𝑑 βˆ’ π‘›πœ)) forms a Riesz basis (but not an orthonormal basis).