In this article we analyse various methods of value approximation for Prolate Spheroidal Wave Functions (PSWF). As PSWFs are not given by explicit formula, for any application their values need to be calculated based on their properties and connection to other functions. We will focus on three approaches – Legendre polynomials, Eigenvalues of Matrix Operators and Hermite functions. We then create an implementation and test its effectiveness by using is as a base for band limited signal approximation algorithm.