Signal processing by means of analog circuits offers advantages from a power consumption viewpoint. A method is described to implement wavelets in analog circuits by fitting the impulse response of a linear system to the time-reversed wavelet function. The fitting is performed using local search involving an L2 criterion, starting from a deterministic starting point. This approach offers a large performance increase over previous Padé-based approaches and allows for the circuit implementation of a larger range of wavelet functions. Subsequently, using state-space optimization the dynamic range of the circuit is optimized. Finally, to illustrate the design procedure, a sixth-order L2-approximated orthonormal Gaussian wavelet filter using Gm-C integrators is presented.