Low-complexity sequential lossless coding for piecewise-stationary memoryless sources

Three strongly sequential, lossless compression schemes, one with linearly growing per-letter computational complexity, and two with fixed per-letter complexity, are presented and analyzed for memoryless sources with abruptly changing statistics. The first method, which improves on Willems´ (1994) weighting approach, asymptotically achieves a lower bound on the redundancy, and hence is optimal. The second scheme achieves redundancy of O(log N/N) when the transitions in the statistics are large, and O (log log N/log N) otherwise. The third approach always achieves redundancy of O (√log N/N). Obviously, the two fixed complexity approaches can be easily combined to achieve the better redundancy between the two. Simulation results support the analytical bounds derived for all the coding schemes