在简单介绍小波分析的发展的基础上，对傅立叶变换和小波变换比较分析，介绍了小波分析在实际生活中的应用，重点阐述了MA的应用研究现存的几个TLAB小波分析信号处理的方法．分析了小波分析在故障诊断中问题，并对解决这些问题和未来的发展进行了探讨。-Fourier transform and wavelet transform analysis, on the basis of the development of the simple introduction of wavelet analysis, the application of wavelet analysis in real life, and focuses on the MA Applied Research existing the TLAB wavelet analysis method of signal processing. Wavelet analysis in fault diagnosis of the problem, and to solve these problems are discussed and future development.