Fixed delay linear interpolation

In estimation theory interpolation algorithms give more accuracy than filtering, however interpolated estimate is delayed with respect to real-time. Known interpolation algorithms are computationally unstable or too complex. The fixed delay linear interpolation algorithm is presented herein together with its derivation and testing results. The derivation is based on Bayesian filter equation for a posteriori probability distribution of interpolation estimate. It is shown that presented algorithm produces no worse estimates in compare to known algorithms while consuming fewer computations.