Spline approximation is a numerical method used to construct a piecewise polynomial function, known as a spline, that can closely approximate a given set of data points. This technique is particularly useful in interpolation and smoothing of data, allowing for more flexible and accurate modeling compared to traditional polynomial fitting. Splines provide the advantage of local control, meaning adjustments to one segment of the spline do not significantly affect other segments, making them highly effective in various engineering applications.