I will describe an excess power method in wavelet domain which is used for the LIGO gravitational wave burst searches. It works on the time- frequency data produced with the orthogonal wavelet transforms. It allows searching for wide range of the GW bursts by using different types of wavelets and various wavelet decomposition schemes. The method works for a coincidence of multiple interferometers. For better detection sensitivity the local time-frequency coincidence rules are used before the GW bursts are reconstructed. The method uses the rank non-parametric statistics for trigger selection and therefore it is robust with respect to the detector noise.