The invention discloses a signal extraction method. The signal extraction method comprises the following steps: 1, synchronously storing to-be-processed signals; 2, processing the to-be-processed signals: processing the to-be-processed signal f(t) by using data processing equipment, wherein the process comprises the following steps: 201, performing signal sparse decomposition based on an optimization algorithm; 202, performing residual amount judgment: judging whether ||R<m>(t)||2 obtained after signal sparse decomposition is less than epsilon or not, and if the ||R<m>(t)||2 is greater than orequal to epsilon, entering the step 203, otherwise, entering the step 204; 203, performing best matching atom optimization; 204, performing signal reconstruction. The method is simple in step, reasonable in design, convenient to implement and good in use effect; the best matching atom is searched according to a signal sparse decomposition method based on the optimization algorithm, the signal extraction precision is judged through residual amount judgment, and best matching atom optimization is conducted according to the judgment result, so that the signal extraction speed can be greatly increased and the signal extraction precision can be effectively improved.