According to these shortcomings exited in mulitscale associated estimation methods

a new multiscale estimator is proposed by combining wavelet transform and Kalman filtering

in which a new technology of systemic and multiscale transform are employed.The state equation and measure equation described only in temporal domain are rewritten down data-block equations;these data-block equations are characterized by use of multiscale technology in both temporal and frequency domains;the new associated filter is established via using Kalman filter and sequential filter.The new filter not only holds the good characters

such as the real time and recursive

but also possesses the multiscale analysis capability.Computer simulations show that the estimate accuracy of new algorithm is comparable with or little better than that of traditional Kalman filter.