On Optimal Zero-Delay Coding of Vector Markov Sources

DOI10.1109/TIT.2014.2346780MaRDI QIDQ2986082zbMATH OpenOpenAlexFDO

Authors Serdar Yüksel, Tamás Linder

Publication date 16 May 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.0396

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Source coding (94A29)

Abstract: Optimal zero-delay coding (quantization) of a vector-valued Markov source driven by a noise process is considered. Using a stochastic control problem formulation, the existence and structure of optimal quantization policies are studied. For a finite-horizon problem with bounded per-stage distortion measure, the existence of an optimal zero-delay quantization policy is shown provided that the quantizers allowed are ones with convex codecells. The bounded distortion assumption is relaxed to cover cases that include the linear quadratic Gaussian problem. For the infinite horizon problem and a stationary Markov source the optimality of deterministic Markov coding policies is shown. The existence of optimal stationary Markov quantization policies is also shown provided randomization that is shared by the encoder and the decoder is allowed.

Cited in

(6)

• Zero-Delay Lossy Coding of Linear Vector Markov Sources: Optimality of Stationary Codes and Near Optimality of Finite Memory Codes
• On asymptotically optimal methods of prediction and adaptive coding for Markov sources
• Stationary and ergodic properties of stochastic nonlinear systems controlled over communication channels
• A note on the separation of optimal quantization and control policies in networked control
• Zero-Delay Sequential Transmission of Markov Sources Over Burst Erasure Channels
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control

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