A fast algorithm for optimal linear interpolation
Masoud R. K. Khansari, Alberto Leon‐Garcia · IEEE Transactions on Signal Processing · 1993
A fast algorithm for computing the optimal linear interpolation filter is developed. The algorithm is based on the Sherman-Morrison inversion formula for symmetric matrices. The relationship between the derived algorithm and the Levinson algorithm is illustrated. It is shown that the new algorithm, in comparison with the well-known algorithms, requires fewer multiplications and hence is of lower complexity.>