Event-Related Potentials (ERP) are frequently used in Cognitive Neuroscience to study the physiology correlations between sensory, perceptual and cognitive activities in external stimuli process. Many techniques to analyze the data from Electroencephalograms (EEG) were developed to handle ERP's. In this seminar we will present the Wavelet theory techniques to noise removal and EEG analysis, an also a brief comparative with recent techniques.