Abstract: This paper combines the methods of multiresolution analysis with the approaches of Kalman filtering using the tool of wavelet transforms, the measurement multiresolutional preprocessing method for signal denoising is proposed. Because the wavelet transform possesses the characteristic of lowpass, it can effectively restrain noises can increase the signal to noise ratio, thereby, by use of wavelet transform the good estimation results for signal processing are obtained. Computer simulation shows that the algorithm is feasible and effective.