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Nyquist-Shannon interpolation formula

The Nyquist-Shannon interpolation formula is used in conjunction with the Nyquist-Shannon sampling theorem that states that if a function s(t) \ has a Fourier transform \mathcal{F} \{s(t) \} = S(f) = 0 \ for |f| \ge W \, then s(t) \ can be recovered from its samples s_n = s(n/(2 W)) \ by the formula

s(x) = \sum_{n=-\infty}^\infty s_n \frac {\sin \left(\pi (2 W t - n)\right)} {\pi (2 W t - n)} = \sum_{n=-\infty}^{\infty} s_n {\rm sinc}\left(\pi (2 W t - n)\right)

where {\rm sinc}(x) \ is the sinc function. Note that this form is a convolution sum of

\sum_{n=-\infty}^{\infty} s_n \delta \left( t - \frac{n}{2 W}\right)

and

{\rm sinc}\left(\pi (2 W t )\right).

It then follows that multiplication by the sinc function's Fourier transform with

\sum_{k=-\infty}^\infty S(f - 2 k W) \

has the same result. The Fourier transform of a sinc function is the rectangular function. If \mathcal{F} \{s(t) \} = S(f) = 0 \ for |f| \ge W \, then this multiplication results in S(f) \, removing all other shifted copies of S(f) \.

This ideal interpolation filter is an ideal brick-wall low-pass filter. The Nyquist-Shannon interpolation will always recover the original signal, s(t) \, as long as the sampling criterion, \mathcal{F} \{s(t) \} = S(f) = 0 \ for |f| \ge W \, is held to. If not, aliasing will occur, where frequencies higher than W \ are folded back to aliased frequencies less than W \ . See Aliasing#Caveats for further discussion on this point.

See also

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