Finding best approximation pairs relative to two closed convex sets in Hilbert spaces
Journal of Approximation Theory
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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