The underwater explosion shock test is performed for the evaluation of the shock-resistant capability which is a very critical factor considering the survivability of the battle ship. Some measured signals have impulsive noise and gaussian white noise because of the unstable power supply system and the transient movement of cables during the underwater explosion shock test. The advanced shock signal analysis method which remove the noise of measured signal using the threshold policy of the median filter and the orthogonal wavelet coefficients are proposed. It is verified that the signal-to-noise ratio was improved about 30㏈ by the numerical simulation.