The problem of multisensor information fusion was studied in timefrequency domainand a new optimal criteria weighted by scalars was proposed.Wavelet transform was introduced in multiscale signal filtering.The state vector and observed value were decomposed into multiscale signalsand the multiscale signals (including approximate component and details) were updated.The local sensor estimation was fused via an optimal algorithm weighted by scalarsand timedomain state estimation was obtained through inverse transformation of wavelet.The method proposed can:1)complete multiscale filtering for the whole multisensor system;2)implement information fusion from the time domainand improve the estimation accuracy greatly;and 3)distribute fusion weights by scalarsthus only the computation of scalar weights is required and the calculation cost is reduced obviously.The simulation shows the effectiveness of the algorithm.