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Post Made Community Wiki by Scott Morrison♦
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In a course on Fourier Analysis, we used Fourier Analysis and Applications by Gasquet and Witomski (translated by Ryan). The subtitle is "Filtering, Numerical Computation, Wavelets". The wavelets section is one chapter at the end so it doesn't go into much detail specifically on wavelets. So if you already know a lot of Fourier analysis then I wouldn't use this book, but if you also need to know the Fourier analysis background then it's a reasonable place to start. It's quite readable as well. Refs:
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