從傅里葉變換、短時傅里葉變換到小波變換的思想發展過程中分析了小波變換發展的必然性和重要性，并通過MATLAB仿真工具比較了三種變換在信號處理中的應用。實驗結果表明，小波變換無論是對信號的時間定位還是對信號的頻率定位都優于傅里葉變換和短時傅里葉變換。
關 鍵 詞 連續小波變換; 離散小波變換; 傅里葉變換; 短時傅里葉變換

Abstract The wavelet transform has become a new signal processing technology in last decade, it has been imposed great importance by more and more theoretical workers and engineers. Simultaneity, the mathematical theory of the wavelet transform is complicated. In this paper, the basic theory and advantage of wavelet transform is simply revealed by comparing with Fourier transform and short time Fourier transform, deep cognition and understanding of wavelet transform is given by MATLAB simulation. These result shows that wavelet transform is superior to Fourier transform and short time Fourier transform both in time and frequency orientation in signal processing.
Key words continuous wavelet transform; discrete wavelet transform; Fourier transform; short time Fourier transform