x = 1:100 ;
y = rand(size(x)) ;
% Introduce NaN's randomly
idx = randperm(100,20) ;
y0 = y ;
y(idx) = NaN ;
% Use interp1
yi = interp1(x(~isnan(y)),y(~isnan(y)),idx) ;
% compare
plot(y0(idx),'r')
hold on
plot(yi,'b')
legend('Original','filled')