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Data processing is important to the structure health monitoring system which produces large volumes of raw data containing the useful information and the noise. Wavelet analysis is a newly emerging theory in data processing field, which has good localization characteristics in both frequency and time domains compared to most traditional methods used for structural health monitoring. Wavelet can be used for discovering the local feature of a signal by selecting a proper basic wavelet. In addition, the feature components of a signal can be obtained by reconstructing the wavelet coefficients. Wavelet technique is adopted to process the vibration signals acquired from the bridge monitoring spot in this paper. Based on the wavelet analysis theory, an efficient signal processing approach to structure health monitoring has been developed. The results of analysis show that the method is not only feasible to signal de-noising, but also valuable and effective to detect the health status of bridge structure.