We improve the existing achievable rate regions for causal and for zero-delay source coding of stationary Gaussian sources under an average mean squared error distortion measure. To begin with, we find a closed-form expression for the information-theoretic causal rate-distortion function (RDF) under such distortion measure, denoted by R c  it (D), for first-order Gauss-Markov processes. R c  it (D) is a lower bound to the optimal performance theoretically attainable (OPTA) by any causal source code, namely R c  op (D). We show that, for Gaussian sources, the latter can also be upper bounded as R c  op (D) ≤ R c  it (D) + 0.5 log  2 (2πe) bits/sample. In order to analyze R c  it (D) for arbitrary zero-mean Gaussian stationary sources, we introduce R c  it̅ (D), the information-theoretic causal RDF when the reconstruction error is jointly stationary with the source. Based upon R c  it̅ (D), we derive three closed-form upper bounds to the additive rate loss defined as R c  it̅ (D) - R(D), where R(D) denotes Shannon's RDF. Two of these bounds are strictly smaller than 0.5 bits/sample at all rates. These bounds differ from one another in their tightness and ease of evaluation; the tighter the bound, the more involved its evaluation. We then show that, for any source spectral density and any positive distortion D ≤ σ x  2 , RU(D) can be realized by an additive white Gaussian noise channel surrounded by a unique set of causal pre-, post-, and feed- back niters. We show that finding such filters constitutes a convex optimization problem. In order to solve the latter, we propose an iterative optimization procedure that yields the optimal niters and is guaranteed to converge to R c  it̅ (D). Finally, by establishing a connection to feedback quantization, we design a causal and a zero-delay coding scheme which, for Gaussian sources, achieves an operational rate lower than R c  it̅ (D) +0.254 and R c  it̅ (D) + 0.754 bits/sample, respectively. This implies that the OPTA among all zero-delay source codes, denoted by R zd  op (D), is upper bounded as R zd  op (D)  c  it̅ (D) + 1-254 <; R(D) + 1.754 bits/sample.
['Milan S. Derpich', 'Jan Østergaard']
Improved Upper Bounds to the Causal Quadratic Rate-Distortion Function for Gaussian Stationary Sources