A method of authenticating security documents, especially banknotes, based on an analysis of intrinsic features of the security documents which are produced by intaglio printing, which analysis involves a decomposition of one or more sample images of at least a part of a candidate document to be authenticated based on Wavelets, each sample image being digitally processed by performing a Wavelet transform of the sample image in order to derive a set of classification features allowing a classification of the candidate document within a multidimensional feature space (f), wherein the method is based on an adaptive Wavelet approach, which adaptive Wavelet approach includes the following steps: - prior to carrying out the Wavelet transform, defining a categorization map (C-map) containing local information about different intaglio line structures that are found on the security documents; characterized in that - allocating a pool of Wavelet types to the categorization map; - carrying out a Wavelet selection amongst the pool of Wavelet types based on the categorization map (C-map); and - performing the Wavelet transform of the sample image on the basis of the selected Wavelet; wherein the step of defining the categorization map (C-map) includes defining a statistical model of each given intaglio line structure, wherein the statistical model consists of at least one parameter ( k; k H,w, k H,d, k V,w, k V,d) characterizing at least one histogram representative of each given intaglio line structure, wherein the statistical model is built from measurements of a line width ( w) and of a line distance ( d) within each given intaglio line structure, wherein the statistical model includes a 4-tuple of parameters ( k H,w, k H,d, k V,w, k V,d) characterizing four histograms representative of each given intaglio line structure, wherein the four histograms respectively describe a histogram of the statistical distribution of line widths ( w) in a horizontal direction, a histogram of the statistical distribution of line distances ( d) in the horizontal direction, a histogram of the statistical distribution of line widths ( w) in a vertical direction, and a histogram of the statistical distribution of line distances ( d) in the vertical direction, wherein the step of selecting a Wavelet type includes imaging at least a part of the candidate document to be authenticated by a camera unit and dividing it in up to 360 (30 x 12) sub-images of a size ranging from 96 x 96 to 128 x 128 pixels with an overlap of an image quarter in each orientation, wherein the sub-images are analysed regarding their line widths and distances properties and for each sub-image a 4-tuple is determined, wherein depending on the 4-tuple a certain Wavelet type is pre-selected a-priori. - prior to carrying out the Wavelet transform, defining a categorization map (C-map) containing local information about different intaglio line structures that are found on the security documents; - allocating a pool of Wavelet types to the categorization map; - carrying out a Wavelet selection amongst the pool of Wavelet types based on the categorization map (C-map); and - performing the Wavelet transform of the sample image on the basis of the selected Wavelet;