A simple rational interpolation method is given for estimating a frequ
ency response matrix. The method is based on a generalization of the r
esolvent identity that avoids the potential inaccuracies introduced by
the subtraction of nearly equal values in the calculation of the diff
erence terms. When coupled with a pole cancellation method, the result
ing interpolation algorithm is accurate and efficient. Somewhat surpri
singly, the error in this procedure has the form of a modified respons
e matrix, which means that the interpolation algorithm can be used to
approximate both the response matrix and the error.