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Sinc Interpolation Question

I have a vector y with 8 elements and a corresponding 8 x 8 (diagonal)
covariance matrix Sy.  I want to perform sinc interpolation on y and
compute the corresponding covariance.

To sinc interpolate I perform:

y = [224.2944  224.4289  230.3499  239.9113  251.0483  259.5003 
260.7612  250.3568]';
F = fft(eye(8));
F2 = fft(eye(16));
zf = [0 0 0 0]';
y_interp = F2 * circshift([zf'; circshift(1/8 * F' * y, 4); zf'],8);

In the above I can replace the circshift function fftshift to make it
easier to understand.

How do I go about computing the corrected covariance Se_interp? 
Should it be positive-definite?

Thanks
0
9/30/2003 2:19:22 PM
comp.soft-sys.matlab 211266 articles. 17 followers. lunamoonmoon (258) is leader. Post Follow

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