小波分析诞生于20世纪80年代, 被认为是调和分析即现代Fourier分析发展的一个崭新阶段。众多高新技术以数学为基础,而小波分析被誉为“数学显微镜”,这就决定了它在高科技研究领域重要的地位。目前, 它在模式识别、图像处理、语音处理、故障诊断、地球物理勘探、分形理论、空气动力学与流体力学上的应用都得到了广泛深入的研究,甚至在金融、证券、股票等社会科学方面都有小波分析的应用研究-Wavelet analysis was born in the 1980s, is considered the modern harmonic analysis and Fourier analysis is the development of a new phase. Mathematical basis of many high-tech, and wavelet analysis as the " mathematical microscope" , which determines its high-tech research in an important position. Currently, it is pattern recognition, image processing, speech processing, fault diagnosis, geophysical exploration, fractal theory, aerodynamics and fluid mechanics have been applied on extensive research, even in the financial, securities, stocks and other social sciences aspects of the application of wavelet analysis