In retrieval of atmospheric temperature and moisture soundings from satellite infrared radiance measurements the raw data commonly used consist of dense fields of radiances interrupted by data-free gaps. This note reports an objective analysis procedure which was developed to specifically handle data fields of a discontinuous nature. The method is a correlation-weighted interpolation scheme and includes an oval-extension gap filling feature. Test cases demonstrate the ability of the program to fill gaps caused by instrument calibration periods and by data contamination due to clouds. The procedure is shown to produce much better results within a data-free region than does a similar method without the gap filling feature. An application of this method is also shown in a comparison of satellite-derived atmospheric parameters with conventional observations on a point-to-point basis. However, applications of the procedure are not limited to satellite data analysis, but could include analyses of aircraft data and data from ocean buoys.