Multiresolution Approximations and Wavelet Orthonormal Bases of $L^2(R)$by: Stephane G Mallat
Transactions of the American Mathematical Society, Vol. 315, No. 1. (sep 1989), pp. 69-87.
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AbstractA multiresolution approximation is a sequence of embedded vector spaces $(V_j)_j∈ Z$ for approximating $L^2(R)$ functions. We study the properties of a multiresolution approximation and prove that it is characterized by a $2π$-periodic function which is further described. From any multiresolution approximation, we can derive a function $ψ(x)$ called a wavelet such that $(\sqrt2^jπ(2^jx - k))_(k,j)∈ Z^2$ is an orthonormal basis of $L^2(R)$. This provides a new approach for understanding and computing wavelet orthonormal bases. Finally, we characterize the asymptotic decay rate of multiresolution approximation errors for functions in a Sobolev space $H^s$.
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