In signal processing, no matter the classical Fourier transform or the new wavelet transform is essentially related to kernel theory. The paper gives a reproducing kernel and its form is very simple. And by this kernel, the spline interpolation method can be constructed. Meanwhile, its best approximation property is proved. The numerical experiment results show that the interpolation method is convenient for numerical calculation and it has features of less calculation, higher approximation precision. Specially, the method has more advantages relative to Fourier analysis. That is, needless to prefilter and boundary extension, it can resolve ‘jumps’ at the edges in signal processing. And a new idea for signal simulation is put forward and the reproducing kernel theory is further enriched.