The need for spectral interpolation comes up in many situations. For example, we always use the DFT in practice, while conceptually we often prefer the DTFT. For time-limited signals, that is, signals which are zero outside some finite range, the DTFT can be computed from the DFT via spectral interpolation.3.5 Another application of DFT interpolation is spectral peak estimation; in this situation, we obtain a sampled spectral peak from a DFT, and interpolation is used to estimate the frequency of the peak more accurately than what is obtained by rounding to the nearest DFT bin frequency.
In this and the following section, we will discuss two types of spectral interpolation: