A Rational Interpolation Scheme with Superpolynomial Rate of Convergence

The purpose of this study is to construct a high-order interpolation scheme for arbitrary scattered datasets. The resulting function approximation is an interpolation function when the dataset is exact, or a regression if measurement errors are present. We represent each datapoint with a Taylor seri...

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Bibliographic Details
Main Authors: Wang, Qiqi (Contributor), Moin, Parviz (Author), Iaccarino, Gianluca (Author)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor)
Format: Article
Language:English
Published: Society for Industrial and Applied Mathematics, 2010-08-17T14:12:59Z.
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Description
Summary:The purpose of this study is to construct a high-order interpolation scheme for arbitrary scattered datasets. The resulting function approximation is an interpolation function when the dataset is exact, or a regression if measurement errors are present. We represent each datapoint with a Taylor series, and the approximation error as a combination of the derivatives of the target function. A weighted sum of the square of the coefficient of each derivative term in the approximation error is minimized to obtain the interpolation approximation. The resulting approximation function is a high-order rational function with no poles. When measurement errors are absent, the interpolation approximation converges to the target function faster than any polynomial rate of convergence.