Cubic Splines

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Good article:

http://www.gamedev.net/reference/articles/article914.asp

There's this other one on Gamastura about Dead Reckoning ... it's quite a bit more complex and talks about DARPA and stuff ... pretty cool as this stuff was created for military simulations.

http://www.gamasutra.com/features/19970919/aronson_01.htm