Abstract: With an increase in nonlinear load, the waveform of a power grid may become increasingly complicated. To accurately analyze the related parameters of harmonic signals, a new harmonic analysis method can be presented based on a new type of window function and interpolation method. First, an appropriate optimal new window function is built. The harmonic parameters are analyzed by adding the window interpolation method. Then, the harmonic parameter correction formula can be deduced by using the window interpolation method; the related harmonic parameters can be analyzed. Finally, a simulation and verification are conducted. An analysis of the simulation data indicates that the method can effectively suppress frequency spectrum leakage and fence effect during harmonic analysis, reduce false composition, and improve the accuracy of harmonic analysis.