Interpolation is an important problem of signal processing. Even though there are several methods for interpolation, it is still an open problem. In this paper, we propose a new method for interpolation with certain advantages compared to the previous methods. The proposed method is based on the least squares error optimum design of the interpolating filter. Interpolating filter is chosen as the Kaiser filter since it can be configured in a variety of shapes by the appropriate choice of cut-off and shape parameters. Proposed method can be seen as the generalization of the spline interpolator by employing, a Kaiser filter. It is shown that the proposed interpolator performs much better than any of its competitors when the signal is at least approximately bandlimited.