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Cell migration, which can be significantly affected by intracellular signaling pathways (ICSP) and extracellular matrix (ECM), plays a crucial role in many physiological and pathological processes. The efficiency of cell migration, which is typically modeled as a persistent random walk (PRW), depends on two critical motility parameters, i.e., migration speed and persistence. It is generally very challenging to efficiently and accurately extract these key dynamics parameters from noisy experimental data. Here, we employ the normalized Shannon entropy to quantify the deviation of cell migration dynamics from that of diffusive/ballistic motion as well as to derive the persistence of cell migration based on the Fourier power spectrum of migration velocities. Moreover, we introduce the time-varying Shannon entropy based on the wavelet power spectrum of cellular dynamics and demonstrate its superior utility to characterize the time-dependent persistence of cell migration, which is typically resulted from complex and time-varying intra or extra-cellular mechanisms. We employ our approach to analyze trajectory data of in vitro cell migration regulated by distinct intracellular and extracellular mechanisms, exhibiting a rich spectrum of dynamic characteristics. Our analysis indicates that the combination of Shannon entropy and wavelet transform offers a simple and efficient tool to estimate the persistence of cell migration, which may also reflect the real-time effects of ICSP-ECM to some extent.