Wavelet synthesis by alternating projections
Jean‐Christophe Pesquet, Patrick L. Combettes · IEEE Transactions on Signal Processing · 1996
The coefficients of the quadrature mirror filters involved in orthonormal wavelet or wavelet packets signal decompositions are often chosen in an ad hoc manner. In order to adapt such a decomposition to the signal being analyzed, it may be pertinent to maximize an energy concentration criterion, which leads to a constrained optimization problem. A simple geometric interpretation of this problem is given, and an alternating projection method is proposed to solve it.