We present a new method for the construction of wavelets. The main tool is
the harmonic oscillator eigenstates. With the help of their properties we a
re able to construct wavelets which have explicit expressions and have expo
nential decay in both time domain and frequency domain. Moreover we get a n
ew family of polynomials which are orthogonal in a weighted squarely integr
able function space. (C) 2000 American Institute of Physics. [S0022-2488(00
)00205-X].