If you are running a Unix flavour, then there's already a process which can do that. It's called init, and it will always be there. Just add something like the following to your /etc/inittab:

  PM:345:respawn:/path/to/your/program
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and tell init:

  telinit q
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See also man 5 inittab and man 8 init for specific details of your platform.