Biological and physical systems often exhibit distinct structures at different spatial/temporal scales. Persistent homology is an algebraic tool that provides a mathematical framework for analyzing the multi-scale structures frequently observed in nature. In this paper a theoretical framework for the algorithmic computation of an arbitrarily good approximation of the persistent homology is developed. We study the filtrations generated by sub-level sets of a function $f : X to mathbb{R}$, where $X$ is a CW-complex. In the special case $X = [0,1]^N$, $N in mathbb{N}$ we discuss implementation of the proposed algorithms. We also investigate a priori and a posteriori bounds of the approximation error introduced by our method.
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