MATLAB: Simple Interpolation with interp1

simple interpolation

I'm having trouble with interp1. I have velocity recorded as a function of time. Some of the velocities were thrown out from a filtering process. I would like to go back and fill in the missing values with a linear interpolation. The input time series may only have one missing value between observations or it may have large gaps of missing values. I expect to end up with a time series with no missing values.
A cubic interpolation fills in all the gaps… interpX=interp1(time,velocity,time, 'cubic')
but this still leaves gaps interpX=interp1(time,velocity,time, 'linear')
What am I doing wrong?

Best Answer

I'm guessing that you're passing the entire arrays (ie NaNs and all) into interp1. For cubic interpolation, interp1 calls pchip which excises any NaNs in the data. However, interp1 just performs linear interpolation itself.
For linear interpolation, the interpolated value is simply the weighted average of the points on either side. If either of those is a NaN, the result is a NaN.
Here's some example code to show what's happening, using the data sample you posted:
% Set method to 'linear' or 'cubic'
method = 'linear';
% Data
x = [0.595 0.2243
0.605 0.2421
0.615 NaN
0.625 NaN
0.635 0.2181
0.645 NaN
0.655 0.1911
0.665 0.2479];
t = x(:,1);
y = x(:,2);
% Interpolation, first cutting out NaNs
idx = isnan(y);
y(idx) = interp1(t(~idx),y(~idx),t(idx),method)
% Interpolation on raw data
y = x(:,2);
y(idx) = interp1(t,y,t(idx),method)