A First Course in Wavelets with Fourier Analysis by Albert Boggess
For courses in Wavelets or Fourier Analysis.
This undergraduate text is designed to fill the gap between texts on wavelets that are either too advanced (in terms of mathematical background required) or that contain too little mathematical theory underlying wavelets. It presents most of the theory underlying Fourier analysis and wavelets in a clear and comprehensive fashion--without requiring a graduate background in real analysis.