Optimal sequential vector quantization of Markov sources

The problem of sequential vector quantization of a stationary Markov source is cast as an equivalent stochastic control problem with partial observations. This problem is analyzed using the techniques of dynamic programming, leading to a characterization of optimal encoding schemes.

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Veröffentlicht in:SIAM journal on control and optimization 2001-01, Vol.40 (1), p.135-148
Hauptverfasser: BORKAR, Vivek S, MITTER, Sanjoy K, TATIKONDA, Sekhar
Format: Artikel
Sprache:eng
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Zusammenfassung:The problem of sequential vector quantization of a stationary Markov source is cast as an equivalent stochastic control problem with partial observations. This problem is analyzed using the techniques of dynamic programming, leading to a characterization of optimal encoding schemes.
ISSN:0363-0129
1095-7138
DOI:10.1137/S0363012999365261