本文论述了小波分析和多分辨率分析在概率密度函数估计及故障诊断中的应用。基于小波的概率密度函数估计能够提供连续性的结果并在许多方面优于其它方法。本文给出了一些算法的主要参数的确定方法并将该方法应用于故障诊断 ,取得了满意的效果。 This article discusses the application of wavelet analysis and multiresolution analysis in probability density function estimation and fault diagnosis. Wavelet-based probability density function estimation can provide continuity of results and in many ways outperforms other methods. In this paper, some methods to determine the main parameters of the algorithm are given, and the method is applied to fault diagnosis, and satisfactory results are obtained.