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