FAST AND ACCURATE INTERPOLATION OF FREQUENCY

DOMAIN RESPONSE FROM NON-UNIFORM SAMPLING

Jie Yang*
*College of Information Science and Engineering, Northeastern University, Shenyang, Liaoning, China
yangjie@ise.neu.edu.cn


Abstract
Field computation of wideband frequency response is very
costly, especially when high resolution data is required to
capture the sharp peak or null structures in frequency domain.
In this paper a fast interpolation algorithm is proposed to
accurately reproduce the high resolution frequency data from
sparse and non-uniform samples. Based on Cauchy method,
the system frequency response is represented by a ratio of two
polynomials, whose coefficients can be estimated by using
statistical approaches such as total least square (TLS). Non-
uniform sampling is implemented in Cauchy method such that
new samples at arbitrary frequencies can be added to the
existing sample pool to continuously improve the
interpolation result. In this proposed algorithm, the density of
sample points is automatically adjusted according to the
curvature variation of the frequency response, so that accurate
frequency response is generated while the least sample points
are taken to minimize the computational load.
Keywords: Cauchy Method, Non-uniform sampling,
Interpolation, Wideband, Frequency Domain Solver
1 Introduction
In electromagnetic analysis, field quantities can be calculated
in frequency domain by utilizing Computational
Electromagnetic (CEM) methods such as Method of Moments
(MOM), Finite Element Method (FEM), etc., in which the
Maxwells Equation is solved in harmonic form [1-2]. In
these conventional approaches of frequency-domain analysis,
a set of discrete frequency points is sampled and the
frequency responses at those sample points are calculated.
This has been implemented in many commercial software
packages such as WIPL-D [3]. One advantage of doing
electromagnetic analysis in frequency domain, instead of in
time domain, is that the solution at each frequency point is
independent of other frequency components. Therefore, the
field computation can be speeded up in parallel fashion with
minimum communication overhead [4]. However, in many
scenarios when frequency responses contain narrow peaks or
nulls, very fine frequency step is required to capture these
kinds of frequency structures, resulting in a very large number
of sample points, and frequency domain solvers need to be
executed at all of the frequency points of interest. As such,
the field analysis becomes computationally very intensive
especially when the object being analyzed is complex in
geometry and wideband frequency response is necessary. The
computation is time consuming even with the help of
supercomputers, high performance clusters, vector processors
and parallel computation techniques. Naturally, it is very
desirable if we can reduce the number of sampling frequency
points when performing EM computation, and then apply
interpolation techniques to accurately reconstruct the high
resolution frequency response. It is also of great importance
for experimental measurement of frequency domain response.
Often times, it is very difficult to have measured data with
high frequency resolution, thus certain important frequency
domain information might be missed if it falls within two
adjacent data points.
The interpolation techniques have been studied for decades.
The Pade approximation, or so called frequency-domain Pony
method [5-7], was applied to interpolate the frequency-
domain response [8]. This approach based on the Taylor
expansion of the parameter as a function of frequency, i.e.,
the moments of the parameter around the given frequency
points. The Cauchy Method, on the contrary, models the
system frequency response by a ratio of two polynomials. The
coefficients of the two polynomials were evaluated by using
frequency derivative techniques [9], which was future
improved by singular value decomposition (SVD) and total
lest square (TLS) techniques [10-12]. In this paper, the
Cauchy method is implemented to allow non-uniform
sampling. Furthermore, a novel algorithm is developed to
detect the curvature variation of the interpolated frequency
response. Once a suspicious peak/null structure is discovered,
additional samples are automatically added to the existing
sample pool to improve the interpolation result. As such, very
accurate frequency response can be generated by this
algorithm with minimum computational load.
2 Review of Cauchy Method and Parameter
Estimation based on TLS Approach
Lets define the far-field power spectrum density
2
| ( ) | H f as a
rational function of frequency f. We can approximate
2
| ( ) | H f by a ratio of two real polynomial functions A(f) and
B(f) as follows:

2 * 0
0
( )
| ( ) | ( ) ( )
( )
P
k
k
k
Q
k
k
k
a f
A f
H f H f H f
B f
b f
=
=
= ~ =

(1)
Hence the system function
2
| ( ) | H f is represented by a few
parameters a
k
and b
k
which are all real numbers. The given
information is the value of
2
| ( ) | H f at some frequency points.
If the parameters a
k
and b
k
can be estimated correctly by the
given value of
2
| ( ) | H f , then the actual system function is
reproduced and the response at any frequency can be
calculated accurately in the whole band. Assume
2
| ( ) | H f is
known at frequency
, 1, 2,...
j
f j N =
, in this case the Cauchy
problem becomes:
Given
2
( ) , 1, 2,...
j
H f j N =
, find the proper P, Q and
estimate
{ } , 0,1,...
k
a k P =
and
{ } , 0,1,...
k
b k Q =

It is nature to enforce the equality of Equation (1) at the
measured frequency points
j
f
and rewrite it as:

2
( ) ( ) ( ) 0
j j j
A f H f B f =
(2)
Expand A(f) and B(f) by polynomials and use notation
2
j
H
to
represent
( )
j
H f
, Equation (2) becomes:
2 2 2 2
2 2
0 1 2 0 1 2
0
P Q
j j P j j j Q j
j j j j
a a f a f a f H b H b f H b f H b f + + + + = 0
Q
2 2 2 2
j
2
2
2 2 2 2 2
j Q j Q 0 1 2 0 j 0 1 2 0 1
=
Q
j
a f H b H b f H b f H b f
P 2
j Q j Q 0 1 2 0

(3)
Convert Equation (3) into matrix form, we have:

| | 0
(
=
(

a
C
b
(4)
where

| | | |
0 1 2
T
P
a a a a = a |
T
P
a
P
(5)

| |
0 1 2
T
Q
b b b b ( =

b
T
( b

Q
((
Q
b
Q
(6)
and
| |
2 2 2
1 1 1 1
1 1
2 2 2
2 2 2 2
2 2 2
2 2 2
1
1
1
P Q
j
P Q
P Q
N N N N
N N N
f f H H f H f
f f H H f H f
f f H H f H f
(

(
(

= (
(
(

(

C
(
P Q
2 2 2
f H H f H f
P
2 2 2 2
H H f H H f
(
1 1 1 1 1 1
((
1
f H H f H f
1 1 1 1 1
(
P Q
2 2 2
f H H f H f
P
2 2 2 2
(
2
f H H f H f
2 2 2 2 2222
(
f H H f H f H H f H H f
(
(
(
(
P Q
2 2 2
(
Q
f
P
2 2 2 2
(
P Q
2 2 2
f
P
2 2 2 2
(
Q
N
f H H f H f
P
N N N N NNN
H H f

(7)
The size of matrix C is
2 N P Q + +
, so the solution of a and
b are unique only if the total number of sample points are
greater than or equal to the unknown coefficients
2 P Q + +
.
The singular value Decomposition (SVD) of matrix C will
give us a gauge of the required values of P and Q. A SVD
results in:

| || || | 0
H (
=
(

a
U V
b
(8)
The matrices U and V are unitary matrices, and is a
diagonal matrix with the singular values of C in descending
order as its entries. The columns of U are the left singular
vectors of C or the eigenvectors of CC
H
. The columns of V
are the right singular vectors of C or the eigenvectors of C
H
C.
The singular values are the square roots of the eigenvalues of
the matrix C
H
C. Therefore, the singular values of any matrix
are real and positive. The number of nonzero singular values
is the rank of the matrix in Equation (4). If R is the number of
nonzero singular values, the dimension of the right null space
of C is P + Q + 2 - R. The solution vector belongs to this null
space. Therefore, to make this solution unique, one needs to
make the dimension of this null space 1 so that only one
vector defines this space. Hence, P and Q must satisfy the
relation:
1 2 R P Q + = + + (9)
The solution algorithm must include a method to estimate R.
This is done by starting out with the choices of P and Q that
are higher than can be expected for the system at hand. Then,
one gets an estimate for R from the number of nonzero
singular values of the matrix C. Now, using Equation (9)
better estimates for P and Q are obtained. Letting P and Q
stand for these new estimates of the polynomial orders, one
can regenerate the matrices C. Therefore, we come back to
Equation (4):

| | | | 0
( (
= =
( (

a a
C A -B
b b
(10)
where C is a rectangular matrix with more rows than
columns. The above equation can be solved by total least
square method. In the matrix of (10), the sub-matrix A is a
function of the frequencies only and does not depend on the
parameter measured. Hence, this matrix is not affected by
measurement errors and noise. However, the sub-matrix B is
affected by the errors. To take this non-uniformity into
account, we need a QR decomposition of the matrix
| | A -B
up to its first P+1 columns. A QR decomposition of the
matrix results in:

0
( (
=
( (

11 12
22
R R a
0 R b
(11)
where R
11
is upper triangular and R
22
is completely affected
by the noise. Hence,
0 =
22
R b (12)
and
=
11 12
R a R b (13)
A SVD of R
22
results in:

| || || | 0
H
= U V b
(14)
By the theory of the TLS, the solution of vector b is
proportional to the last column of the matrix V. Hence, we
can choose

| |
1 Q+
= b V
(15)
This is the optimal solution even in the case that the matrix
does not have a null space. Using this solution for the
denominator coefficients and using Equation (11), the
numerator coefficients using the conventional LS solution can
be solved. The above TLS approach removes some of the
errors of the conventional LS approach.
3 Algorithm of Fast and Accurate Interpolation
from Non-uniform Sampling
Generally the number of sampling points required for
accurately interpolating a curve depends on the smoothness of
the curve. In this paper a novel iterative algorithm is
introduced, in order to obtain very accurate interpolation data
using minimum sampling points. The flowchart of this
algorithm is shown in Figure 1.









































Figure 1. Flowchart of the proposed interpolation algorithm
for fast and accurate reconstruction of frequency response.
Different from the commonly used polynomial interpolation
methods such as Lagrange interpolation, the interpolated
curve may not pass through all the sample points since the
parameters are estimated based on LTS approach. It indicates
whether the base sampling rate is adequate or not. When the
interpolated curve doesnt pass through the sampling points, it
means the base sampling rate is too low and has to be
increased. The smoothness of the frequency response can be
represented by the curvature of the frequency response, i.e.
the second derivative of the curve. By looking into the
curvature variation, peak or null structures can be easily
detected. Validation points are taken at these suspicious
locations to verify the accuracy of the interpolation. If the
error is not acceptable, the validation points will be added
into the pool of sampling points, and the interpolation is
executed again. This iterative process will ensure that
accurate interpolation result is obtained by using minimum
sampling points.
4 Numerical Example
In this section we use a numerical example to illustrate the
applicability of the proposed interpolation algorithm in
reconstruction of high resolution frequency response from
sparse samples. Let us consider a cubic conducting hollow
box with dimension 1m by 1m by 1m. There is a rectangular
hole on the top surface perpendicular to x axis. The size of the
hole is 0.1m by 0.1m. This conducting box, which is shown in
Figure 2, is excited by a plane wave in x direction then the
far-field along x axis is measured from frequency 0.3GHz to
0.516GHz. In this frequency segment, the far-field power
spectrum density with 1201 sample points is simulated using
the software WIPL-D, as shown in Figure 3. It can be seen
that the frequency response of this hollow box is very
complex, which contains two extremely narrow nulls at
around 0.3315 GHz and 0.3638 GHz, and another less deep
nulls at approximate 0.4427 GHz and 0.4703 GHz,
respectively. These nulls (especially the first two) are
extremely narrow so that a very fine frequency step is
required in order to capture them. In this example, the
frequency interval of the original simulation data is 0.18MHz.
Due to the complex features of this curve, it is very difficult
to reproduce the curve accurately even from a slightly down-
sampled data using traditional interpolation methods.

Figure 2. A 1m 1m1m conducting cubic box with a
0.1m0.1m hole excited by a plane wave in x direction.

Begin
initial base sampling
Cauchy interpolation
interpolated curve
passes all samples?
adjust base sampling
sudden curvature
variation?
Cauchy interpolation
adding new samples
pass validation
check?
accurate high resolution
frequency response
Y
N
N
Y
Y
N

Figure 3. Far-field power spectrum density of the conducting
box from 0.3 GHz to 0.516 GHz
In this example, the original data will be down-sampled by a
certain rate at first to get a sparse data, which is used as the
input data for interpolation. Then the interpolated high
resolution data will be used to compare with the original data
to verify if the interpolation is accurate. We also look at the
relative error which is defined as:
Error = |IntcrpolotcJ -0riginol| 0riginol / (16)
In the initial iteration, the down-sample rate is set to 60, i.e.,
the frequency interval of the sparse data is 10.8MHz. The
interpolated frequency response is shown in Figure 4, while
the error rate is plotted in Figure 5. Form Figure 4 we can see
that the interpolated curve passes through three beginning and
four ending sampling points, as the actual frequency response
is relatively smooth at these regions. However, for other
frequency components, the interpolated curve swings away
from the sampling points, suggesting that a smaller frequency
step is required. It is also interesting to see that even though
the sample is so sparse, the first and third nulls are still
roughly detected.


Figure 4. The interpolation result from initial iteration while
the base frequency interval is 10.8 MHz.

Figure 5. The error rate in the initial iteration.
In the second iteration, 31 samples are taken from this
frequency band, resulting in the base frequency interval of 7.2
MHz. The simulation result and the error rate are shown in
Figures 6 and 7, respectively.

Figure 6. The interpolation result from second iteration while
the base frequency interval is 7.2 MHz.

Figure 7. The error rate in the second iteration.
The interpolated curve passes through all of the sampling
points, thus this base sample rate is an appropriate choice. It
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
0
0.5
1
1.5
2
2.5
3
Frequency (GHz)
|
r
E
(
u
)
|
2
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
0
0.5
1
1.5
2
2.5
3
Frequency (GHz)
|
r
E
(
u
)
|
2


Original
Sampled Points
Interpolated
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
10
-8
10
-7
10
-6
10
-5
10
-4
10
-3
10
-2
10
-1
10
0
Frequency (GHz)
E
r
r
o
r
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
0
0.5
1
1.5
2
2.5
3
Frequency (GHz)
|
r
E
(
u
)
|
2


Original
Sampled Points
Interpolated
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
10
-8
10
-7
10
-6
10
-5
10
-4
10
-3
10
-2
10
-1
10
0
Frequency (GHz)
E
r
r
o
r
is verified from the simulation result, in which all four nulls
are correctly detected. However, apparently there is a glitch at
first null. Furthermore, after calculating the field quantity at
validating points, it is discovered that the error around the
first, the second and the last nulls is large.
Next, the three validating points from pervious iteration are
included into the set of sampling points and the third
interpolation iteration is performed. Figures 8 and 9 illustrate
the interpolation result with three added sampling points and
the corresponding error. In this iteration, the interpolation
result is much improved, and the last two nulls are accurately
reproduced with less than 1% error. The errors at the first two
nulls are also reduced and the glitch at the first null is also
disappeared.


Figure 8. The interpolation result from the third iteration with
three sampling points added.

Figure 9. The error rate in the third iteration.
Figure 9 shows that errors around the first two nulls are still
relatively large. By taking one more sampling points in each
null, the simulation result is again improved at these regions,
as shown in Figures 10 and 11. The maximum error is
reduced from 100% in last iteration to 6.03%, located at the
tip of the second null. The interpolation can be further
improved by introducing more sampling points.

Figure 10. The interpolation result from the fourth iteration

Figure 11. The error rate in the fourth iteration.
Figures 12 and 13 show the interpolation results when another
two sampling points are involved. After this iteration, the
maximum error over this entire frequency band is less than
1%, even for the response right located at the tips of the nulls.
Therefore, the frequency response of this hollow conducting
box with such complex structures is accurately reconstructed
by using only 38 sampling points.

Figure 12. The interpolation result from the fifth iteration
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
0
0.5
1
1.5
2
2.5
3
Frequency (GHz)
|
r
E
(
u
)
|
2


Original
Sampled Points
Interpolated
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
10
-8
10
-7
10
-6
10
-5
10
-4
10
-3
10
-2
10
-1
10
0
Frequency (GHz)
E
r
r
o
r
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
0
0.5
1
1.5
2
2.5
3
Frequency (GHz)
|
r
E
(
u
)
|
2


Original
Sampled Points
Interpolated
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
10
-8
10
-7
10
-6
10
-5
10
-4
10
-3
10
-2
10
-1
10
0
Frequency (GHz)
E
r
r
o
r
0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
0
0.5
1
1.5
2
2.5
3
Frequency (GHz)
|
r
E
(
u
)
|
2


Original
Sampled Points
Interpolated
three sampling
points added
two more sampling
points added
another two more
sampling points added

Figure 13. The error rate in the fifth iteration.
The computational loads of original simulation, Cauchy
interpolation from uniform sampling and Cauchy
interpolation from non-uniform sampling (to achieve less than
1% error) are listed in Table 1. Since the electromagnetic
field computation is much more computationally intensive
than the interpolation process, the computational load for
interpolation is neglected in Table 1. Table 1 indicates that
significant advantage can be gained from the proposed non-
uniform sampling algorithm based on Cauchy interpolation
Approach
Sampling
Points
Verif.
Points
Total
Points
Load
%
MoM without
interpolation
1201 0 1201 100%
Cauchy uniform
sampling
241 4 245 20.4%
Cauchy non-
uniform sampling
38 4 42 3.5%
Table 1. Computational load comparison.
5 Conclusion
In this paper a novel fast interpolation algorithm capable of
accurately interpolating the frequency domain response with
complex structures from very sparse samples is proposed. The
interpolation is based on the non-uniform sampling
implementation of Cauchy method, assuming that the
parameter of interest, as a function of frequency, can be
approximated by a ratio of two rational polynomial functions.
Numerical example indicates that, by iteratively involving
sampling points at specific locations into the sample pool, the
interpolation result is progressively improved and very
accurate and high resolution frequency domain response can
be reproduced even at the tip of the null, the most challenging
part for interpolation. The proposed algorithm is able to
reliably generate high resolution wideband frequency
response at a very low computational cost. The advantage of
this algorithm is that it can reduce not only the computational
time and storage requirement dramatically in simulation, but
also the cost and effort of measurement in experiment.
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0.3 0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5
10
-8
10
-7
10
-6
10
-5
10
-4
10
-3
10
-2
10
-1
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E
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