Functionally Weighted Lagrange Interpolation of Band-Limited Signals From Nonuniform Samples

A modification of the conventional Lagrange interpolator is proposed in this paper, that allows one to approximate a band-limited signal from its own nonuniform samples with high accuracy. The modification consists in applying the Lagrange method to the signal, but pre-multiplied by a fixed function, and then solving for the desired signal value. Its efficiency lies in the fact that the fixed function is independent of the sampling instants. It is shown in this paper that the function can be selected so that the interpolation error decreases exponentially with the number of samples, for the case in which the sampling instants have a maximum deviation from a uniform grid. This paper includes a low-complexity recursive implementation of the method. Its accuracy is validated in the numerical examples by comparison with several interpolators in the literature, and by deriving upper and lower bounds for its maximum error.