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Mode parameters extraction with Morlet wavelet continuous transformation is an important algorithm in fault diagnosis area. However, there is aliasing phenomenon between two modes on the scale image of wavelet continuous transformation while vibration modes are concentrated. A new wavelet function named mode wavelet is put forward in this paper. The mode wavelet continuous transformation can split two concentrated modes effectively. And the new algorithm of mode parameters extraction is put forward in this paper. Numerous experiments of the new algorithm indicate that the mode wavelet has obvious higher performance than Morlet wavelet.