Multiwavelets is the new direction of wavelets research. It possesses many good properties which scalar wavelets dose not. But there are some problems in the construction of high approximation order multiwavelets. This paper gives a construction method of high approximation order multiscaling functions using Two-scale Similarity Transform, then gives a detailed argumentation of the choice of the transform matrix. At last, the paper constructs a multiscaling function with approximation order 3 by using previous method.
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