Lb. Wolfe et Ci. Chang, A SIMPLE METHOD FOR CALCULATING THE RATE-DISTORTION FUNCTION OF A SOURCE WITH AN UNKNOWN PARAMETER, Signal processing, 33(2), 1993, pp. 209-221
The rate distortion function R(D) measures the minimum information rat
e of a source required to be transmitted at a fidelity level D. Althou
gh Blahut developed an elegant algorithm to calculate R(D) for discret
e memoryless sources, computing R(D) for other types of sources is sti
ll very difficult. In this paper, we study the computation of R(D) for
discrete sources with an unknown parameter which takes values in a co
ntinuous space. According to the well known ergodic decomposition theo
rem, a non-ergodic stationary source can be represented by a class of
parameterized ergodic subsources with a known prior distribution. Base
d on this theory, a source matching approach and a simple algorithm is
presented for computational purposes. The algorithm is shown to be co
nvergent and efficient. In order to see the performance of this simple
algorithm, we consider a special class of binary symmetric first-orde
r Markov sources which has been previously studied. R(D) is computed o
ver this class of sources and compared with the bound developed in pre
vious work by Gray and Berger. The example shows that the algorithm is
very efficient and produces results close to Gray and Berger's bound.
Other examples further demonstrate the efficiency of the algorithm.