Abstract: In this paper, the analysis and synthetic system of signals, i. e. , filter bank system, are investigated completely. From the construction of the filter bank system and its features in time-domain and frequency-domain, we classify filter banks, propose the iterative algorithms of filter bank design on finite base, and give the parameter optimization methods for various kinds of filter banks. The filter series of I. Daubechies and M. Antonini are extended for signal processing and application.