For multi point interpolation there are 3 options:
piecewise linear interpolation
choose 2 closest points to your known coordinate if you use parameter then select the points containing parameter range and change the parameter range/scale to interpolation range (usually <0,1>) and interpolate as linear interpolation.
<0,1>
example of linear DDA on integers and more is in here:
polynomial interpolation
this is not linear !!! Take all known points, compute n-th degree polynomial from it (by Lagrange polynomial or by edge conditions or by regression/curve fitting or by whatever else) and compute the point from parameter as function of this polynomial. Usually you have one polynomial per axis the more the points and or degree of polynomial the less stable the result (oscillations).
n-th
piecewise polynomial interpolation
It is combination of #1,#2 (n is low to avoid oscillations). You need to call the point sequence properly to manage continuity between segments, the edge conditions must take into account previous and next segment...
n
[notes]
SPLINE,BEZIER,... are approximation curves not interpolation (they do not necessarily cross the control points). There is a way how to convert in-between different types of curves by recomputation of control points. For example see this:
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