The coefficients of the quadrature mirror filters involved in orthonor
mal wavelet or wavelet packets signal decompositions are often chosen
in an ad hoc manner. In order to adapt such a decomposition to the sig
nal being analyzed, it may be pertinent to maximize an energy concentr
ation criterion, which leads to a constrained optimization problem, In
this correspondence, a simple geometric interpretation of this proble
m is given, and an alternating projection method is proposed to solve
it.