Function Approximation

# Problem definition

Given a sampled (discrete) function of one or more variables, find continuous function (representation) that can be used for interpolation or extrapolation.

- Find a polynomial that passes through all the given points:
- Vandermonde matrix based interpolation method
- The polynomial is represented in a standard form.
- Numerically sensitive (the matrix that should be inverted can be very close to a singular matrix).

- Lagrange polynomial interpolation

- Vandermonde matrix based interpolation method
- Find a polynomial that is close (in some sense) to the given points:

page revision: 2, last edited: 19 Dec 2011 17:19