Optimal zero-delaycoding (quantization) of a finite-state Markov source is considered. Building on our earlier work and previous literature, using a stochastic control problem formulation, the existence and structure...
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ISBN:
(纸本)9781467377041
Optimal zero-delaycoding (quantization) of a finite-state Markov source is considered. Building on our earlier work and previous literature, using a stochastic control problem formulation, the existence and structure of optimal quantization policies are studied. Our main result establishes, for infinite horizon problems, the optimality of deterministic and stationary (Walrand-Varaiya type) Markov coding policies. In addition, the epsilon-optimality of finite-memory quantizers is established and the dependence between the memory length and epsilon is quantified. Numerical results are also presented.
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