小波分析（wavelet analysis）或小波转换（wavelet transform）是指用有限长或快速衰减的、称为母小波（mother wavelet）的振荡波形来表示信号。该波形被缩放和平移以匹配输入的信号。

小波一词由Morlet和Grossman在1980年代早期提出。他们用的是法语词ondelette - 意思就是"小波"。后来在英语里，"onde"被改为"wave"而成了wavelet。

小波变换分成两个大类：离散小波变换（DWT） 和连续小波转换（CWT）。两者的主要区别在于，连续变换在所有可能的缩放和平移上操作，而离散变换采用所有缩放和平移值的特定子集。

A wavelet is a wave-like oscillation with an amplitude that begins at zero, increases, and then decreases back to zero. It can typically be visualized as a "brief oscillation" like one might see recorded by a seismograph or heart monitor. Generally, wavelets are purposefully crafted to have specific properties that make them useful for signal processing. Wavelets can be combined, using a "reverse, shift, multiply and integrate" technique called convolution, with portions of a known signal to extract information from the unknown signal.