Nonlinear interpolation

The nonlinear interpolation problem is formulated in state variable form. Using the techniques of nonlinear filter theory, an exact solution is obtained in the sense that a partial differential equation for the evolution of the conditional probability density of the state vector at a fixed point in time is derived. The solution for the finite-dimensional-state space case is determined since it has considerable utility in digital implementations. A computer implementation was performed and the improvements obtained by interpolation over normal filtering techniques were evaluated for processing binary video telemetry data.