An Exact Tree Projection Algorithm for Wavelets
Coralia Cartis, Andrew Thompson · IEEE Signal Processing Letters · 2013
We propose a dynamic programming algorithm for projection onto wavelet tree structures. In contrast to other recently proposed algorithms which only give approximate tree projections for a given sparsity, our algorithm is guaranteed to calculate the projection exactly. We also prove that our algorithm has O(Nk) complexity, where N is the signal dimension and k is the sparsity of the tree approximation.