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The adaptive directional lifting-based wavelet transform (ADL) locally adapts the filtering directions to the local properties of the image. In this letter, instead of using the conventional interpolation filter for the directional prediction with fractional-pel accuracy, a new two-dimensional nonseparable adaptive interpolation filter is proposed. The adaptive filter is calculated for every fractional-pel direction so as to minimize the energy of the prediction error. The tradeoff between reducing the prediction error and the overhead to code the interpolation filter is discussed. This enables coding gains of up to 0.98 dB, compared to ADL coder, and up to 2.4 dB, compared to the JPEG 2000 for typical test images.