All the collected original electroencephalograph (EEG) signals were the subjects to low-frequency and spike noise. According to this fact, we in this study performed denoising based on the combination of wavelet transform and independent component analysis (ICA). Then we used three characteristic parameters, complexity, approximate entropy and wavelet entropy values, to calculate the preprocessed EEG data. We then made a distinguishing judge on the EEG state by the state change rate of the characteristic parameters. Through the anesthesia and non-anesthesia EEG data processing results showed that each of the three state change rates could reach about 50.5%, 21.6%, 19.5%, respectively, in which the performance of wavelet entropy was the highest. All of them could be used as a foundation in the quantified research of depth of anesthesia based on EEG analysis.