Based on sine and cosine functions, the compactly supported orthogonal wavelet filter coefficients with arbitrary length are constructed for the first time. When N=2 and N=2k, the unified analytic constructions of orthogonal wavelet filters are put forward, respectively. The famous Daubechies filter and some other well-known wavelet filters are tested by the proposed novel method which is very useful for wavelet theory research and many application areas such as pattern recognition.