Brief Historical Introduction.- Hilbert Spaces and Orthonormal Systems.- Fourier Transformations and Their Applictions.- The Gabor Transform and Time-Frequency Signal Analysis.- The Wigner-Ville Distribution and Time-Frequency Signal Analysis.- The Wavelet Transforms and Their Basic Properties.- Multiresolution Analysis and Construction of Wavelets.- Extensions of Multiresolution Analysis.- Newland's Harmonic Wavelets.- Wavelet Transform Analysis of Turbulence.