Definition (Haar function)
Define Ψ0,0(x)={10if 0≤x≤1 elseand for n∈Z+,k∈{0,1,2,…,2n−1} Φn,k(x)=⎩⎨⎧22n−22n0if k2−n≤x<2k+12−nif 2k+12−n≤x<(k+1)2−nelse
Theorem (2.3.13)
The Haar set of vectors {Ψ0,0,Φn,k:n∈Z+,k∈{0,1,2,…,2n−1}}is a complete orthonormal sequence in L2([0,1];R).