The principle and method of the adaptive filter and the filtering with wavelet transform were analyzed, and the model and method of adaptive filtering with wavelet transforms for the transient signal was established. The separated noise of signal by the multi-scale decomposition of wavelet transforms, was the input signal of adaptive filter, and accordingly the optimal filtering method of signal-noise decomposition was realized. By the adaptive filter grou Pbased on the wavelet transform, the optimal filtering to the multi-noise of signal is achieved at the same time, and the method presented in this paper has the excellent filtering capability. Examples of application demonstrate that this method presented is excellent to realize the optimal estimate to the valuable signal and noise of the transient signal in the same frequency segment.