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Multi-Dimensional Data Interpolation Greg Beckham Nawwar

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Problem Statement Estimating function of more than one independent variable y(x 1, x 2, …, x n ) Complete set of values on a grid or scattered data

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Outline Grid in n-dimensions Scattered Data Laplace Interpolation

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Grid in n-dimensions

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Overview Points are complete and evenly spaced on a grid Example – Bi-cubic interpolation of images

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2 – Dimension Explanation Given y ij and i = 0,…,M-1 and j = 0,...,N-1 and array of x 1 values x 1i and an array of x 2 values x 2j, y ij = y(x 1i, x 2j ) Estimate value of y at (x 1, x 2 )

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Grid Square The Grid square is the four tabulated points surrounding the point to be estimated Starting in lower right, label 0 – 3 moving counter clockwise

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Bi-linear Interpolation Simplest two-dimensional interpolation method

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Bi-linear Example X 1 = { 2, 4} X 2 = { 6, 8} Estimate y = {0.5, 0.75} t = (0.5 – 0)/(4 – 2) =.25 u= (.75 – 0)/(8 – 6) =.375 y= (1 -.25)(1 -.375)*2 +.25 * (1 -.375) * 6 +.25*.375*8 + (1 -.25)*.375*4 = 3.75

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Complexity O(1) for 2-dimensional, for a single point O(2 D ) for D-dimensional, for a single point O((1 + n) D ) for D-dimensional, and n points

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Scattered Data

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Overview Arbitrarily scattered data points Applications – Interpolating surfaces

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Radial Basis Function Interpolation Idea is that every point j influences its surrounding points equally The radial basis function ø(r) describes this influence O(N 3 ) + O(N) for every interpolation ø(r) only a function of radial distance r = |x – x j |

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Radial Basis Function Interpolation Linear approximation of ø’s centered on all known points ω i are a known set of weights

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Radial Basis Function Interpolation Weight Calculation Weights are calculated by requiring that the interpolation is exact at all known points Requires solving N equations for N unknowns

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General Use Radial Basis Functions Multi-quadratic – r 0 found through experimentation Inverse Multi-quadratic – Interpolation goes to zero away from data Thin-plate Spline – Energy minimalization warping thin elastic plate Gaussian – Accurate, but difficult to optimize

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Example

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References

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