Book

The primary reference will be the book

  • Wavelets and Filter Banks by Gilbert Strang and Truong Nguyen

The plan is to cover the first 7 chapters.

Additional Reference Materials

The books

  • A Wavelet Tour of Signal Processing: The Sparse Way by Stephane Mallat
  • Wavelets and Subband Coding by Martin Vetterli and Jelena Kovacevic
  • Multirate Systems and Filter Banks by P.P. Vaidyanathan

are also good references.