Wavelet transform is wildly uesed in mathmatics,electronical engineering,image process and so on.In fact,wavelet transform is a technology of special scope of questions in orthonormal basis.After a brief review of the fundamentals of Hilbert space theory,the rudiments of wavelets analysis are illustrated by the application of a very simple family of compactly supported orthonormal functions known as the Haar basis.This family is generated directly from a mother function and is shown to constitute an orthnormal basis of L2(R).The primary purpose of the study is to explore the application of wavelet tranform in engineering.