Review of Fourier series, Fourier transform of square-integrable functions, Orthonormal bases generated by a single function: the Balian-Low theorem, The Gabor transform, Short-time Fourier transform and the uncertainty Principle, The integral wavelet transform, Dyadic wavelets and inversions, Frames, Wavelet Series, Multiresolution analysis, Construction of wavelets from a multiresolution analysis, The construction of compactly supported wavelets, Applications of wavelets to signal processing.