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I would like to know if the Blahut-Arimoto algorithm, for computing the channel capacity and rate distortion function, is solely limited to sources that are memoryless. Is there a version of this algorithm (a generalization of it) that handles sources with memory?

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  • $\begingroup$ You might be interested in A Generalization of the Blahut–Arimoto Algorithm to Finite-State Channels (Vontobel et al, 2008) which considers channels whose memory consists in a finite-state machine. $\endgroup$ – hardmath May 12 '17 at 4:41
  • $\begingroup$ I have a continuous Gaussian source with a given correlation function. I would like to know for example the 10th order R(D) function for this source. $\endgroup$ – Iconoclast May 12 '17 at 9:23

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