The first known connection to modern wavelets dates back to a man named
Jean Baptiste Joseph
Fourier. He was born is Auxerre,
France in the year 1768, and he died in Paris in 1830. Although much
of Fourier’s life was spent in French politics under the great Napoleon,
his love for science and mathematics was very apparent.
In 1807, Fourier’s efforts with frequency analysis lead to what we now
know as Fourier Analysis. His work is based on the fact that functions
can be represented as the sum of sines and cosines.
Another contribution of Joseph Fourier’s was the Fourier Transform.
It transforms a function f that depends on time into a new function ‘f
hat,’ which depends on frequency. The notation for the Fourier Transform
is indicated below.