Asymmetric interpolation lattice

This paper presents a new lattice structure for linear interpolation. The interpolation lattice structure is asymmetric in the sense that the number of past and future values linearly weighted to estimate the current value does not have to be identical. The lattice structure provides a computationally efficient and structurally flexible realization for the interpolation lattice. It also leads to a generalization of the concepts of the well-known linear prediction lattice and symmetric interpolation lattice.