Photonic Doppler velocimetry (PDV) is a new type of laser velocimetry system. It is widely used in the velocity measurement of the shock wave, detonation wave and other short-time high-velocity movement. Data processing is an important part of it, which purpose is to obtain the velocity information of the moving target from the measurement data mixed with a lot of noise. Based on the PDV principle, target PDV data, obtained from laser shock peening experiment, are processed using the fringe method, short time Fourier transform(STFT) and continuous wavelet transform (CWT). Some unique methods are proposed to eliminate noise, singularities and choose the optimal wavelet. At the same time, the errors, real-timing and validity of the three methods are compared.