An Introduction to Wavelets
Levy, a 1930s physicist, investigated Brownian motion, a type of random signal (2). He found the Haar basis function superior to the Fourier basis functions for studying small complicated details in the Brownian motion. Another 1930s research efiort by Littlewood, Paley, and Stein involved computing the energy of a function f(x): energy = 1 2 ...
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