We consider encoding of a source with pre-specified second-order stati
stics, but otherwise arbitrary, by Entropy-Coded Dithered (lattice) Qu
antization (ECDQ) incorporating linear pre- and post-filters, In the d
esign and analysis of this scheme we utilize the equivalent additive-n
oise channel model of the ECDQ. For Gaussian sources and square error
distortion measure, the coding performance of the pre/post filtered EC
DQ approaches the rate-distortion function, as the dimension of the (o
ptimal) lattice quantizer becomes large; actually, in this case the pr
oposed coding scheme simulates the optimal forward channel realization
of the rate-distortion function. For non-Gaussian sources and finite-
dimensional lattice quantizers, the coding rate exceeds the rate-disto
rtion function by at most the sum of two terms: the ''information dive
rgence of the source from Gaussianity'' and the ''information divergen
ce of the quantization noise from Gaussianity.'' Additional hounds on
the excess rate of the scheme from the rate distortion function are al
so provided.