传统的信号理论，是建立在Fourier分析基础上的，而Fourier变换作为一种全局性的变化，其有一定的局限性。在实际应用中人们开始对Fourier变换进行各种改进，小波分析由此产生了。小波分析是一种新兴的数学分支，它是泛函数、Fourier分析、调和分析、数值分析的最完美的结晶；在应用领域，特别是在信号处理、图像处理、语音处理以及众多非线性科学领域，它被认为是继Fourier分析之后的又一有效的时频分析方法。 小波变换与Fourier变换相比，是一个时间和频域的局域变换因而能有效地从信号中提取信息，通过伸缩和平移等运算功能对函数或信号进行多尺度细化分析（Multiscale Analysis），解决了Fourier变换不能解决的许多困难问题。-The traditional signal theory, is based on Fourier analysis based on Fourier transform, and as a kind of global change, it has some limitations. In the actual application of Fourier transform people began to various improved, wavelet analysis produced. Wavelet analysis is a new branch of mathematics, it is functional, Fourier analysis, harmonic analysis, numerical analysis of the crystallization of the most perfect　In the fields of application, especially in signal processing, image processing, audio processing as well as many nonlinear scientific fields, it is considered to be the Fourier analysis after another effective time-frequency analysis method. Wavelet transformation and Fourier transform, compared is a time and frequency domain and the local transform can effectively extract information from signal, through the telescopic peace shift etc operation function of the function ?