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An exact tree projection algorithm for wavelets

Coralia Cartis(coralia.cartis***at***ed.ac.uk)
Andrew Thompson(thompson***at***math.duke.edu)

Abstract: 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.

Keywords: Sparse representations, wavelets, dynamic programming, complexity analysis, compressed sensing

Category 1: Applications -- Science and Engineering

Category 2: Other Topics (Dynamic Programming )

Citation: ERGO Technical Report 13-006, School of Mathematics, University of Edinburgh, UK, 2013.

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Entry Submitted: 04/18/2013
Entry Accepted: 04/18/2013
Entry Last Modified: 04/18/2013

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