Universal Polarization for Processes With Memory

A transform that is universally polarizing over a set of channels with memory is presented. Memory may be present in both the input to the channel and the channel itself. Both the encoder and the decoder are aware of the input distribution, which is fixed. However, only the decoder is aware of the actual channel being used. The transform can be used to design a universal code for this scenario. The code is to have vanishing error probability when used over any channel in the set, and achieve the infimal information rate over the set. The setting considered is, in fact, more general: we consider a set of processes with memory. Universal polarization is established for the case where each process in the set: (a) has memory in the form of an underlying hidden Markov state sequence that is aperiodic and irreducible, and (b) satisfies a ’forgetfulness’ property. Forgetfulness, which we believe to be of independent interest, occurs when two hidden Markov states become approximately independent of each other given a sufficiently long sequence of observations between them. We show that aperiodicity and irreducibility of the underlying Markov chain is not sufficient for forgetfulness, and develop a sufficient condition for a hidden Markov process to be forgetful.