Quadratic interpolation

The position of the peak is limited by the resolution of the DFT/FFT and its estimation can be improved using quadratic interpolation.

The general equation for a parabola is given by

$\displaystyle y(x) \triangleq a(x-p)^2 + b,
$

where $ p$ is the peak location and $ b = y(p)$.

Considering the parabola at points $ x = 0, 1, -1$ yields 3 equations,

$\displaystyle y(0)$ $\displaystyle =$ $\displaystyle ap^2 + b = \beta$  
$\displaystyle y(1)$ $\displaystyle =$ $\displaystyle a(1 + p^2 - 2p) + b = \gamma$  
$\displaystyle y(-1)$ $\displaystyle =$ $\displaystyle a(1 + p^2 + 2p) + b = \alpha,$  

and 3 unknowns $ a, p, b$.

Solve for $ a$:

$\displaystyle \alpha - \gamma = 4ap \longrightarrow a = \frac{\alpha - \gamma}{4p}.
$

Solve for $ p$ using $ a$:

$\displaystyle \gamma - \beta$ $\displaystyle =$ $\displaystyle a-2ap$  
  $\displaystyle =$ $\displaystyle \frac{\alpha - \gamma}{4p} - 2 \frac{\alpha - \gamma}{4p}p$  
$\displaystyle 4p(\gamma - \beta)$ $\displaystyle =$ $\displaystyle \alpha - \gamma -2(\alpha - \gamma)p$  
$\displaystyle 4p(\gamma - \beta) + 2p(\alpha - \gamma)$ $\displaystyle =$ $\displaystyle \alpha - \gamma$  
$\displaystyle 2p(\gamma - 2\beta + \alpha)$ $\displaystyle =$ $\displaystyle \alpha - \gamma$  
$\displaystyle p$ $\displaystyle =$ $\displaystyle \frac{\alpha - \gamma}{2(\gamma - 2\beta + \alpha)}.$  

Finally, the height at peak $ p$ is given by

$\displaystyle y(p)$ $\displaystyle =$ $\displaystyle b$  
  $\displaystyle =$ $\displaystyle \beta - ap^2$  
  $\displaystyle =$ $\displaystyle \beta -\frac{\alpha - \gamma}{4p}p^2.$  

Another way (Dan Ellis)


``Music 270a: Signal Analysis'' by Tamara Smyth, Department of Music, University of California, San Diego.
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Copyright © 2019-12-02 by Tamara Smyth.
Please email errata, comments, and suggestions to Tamara Smyth<trsmyth@ucsd.edu>