Feedback Capacity of the Compound Channel

In this work we find the capacity of a compound finite-state channel with time-invariant deterministic feedback. The model we consider involves the use of fixed length block codes. Our achievability result includes a proof of the existence of a universal decoder for the family of finite-state channels with feedback. As a consequence of our capacity result, we show that feedback does not increase the capacity of the compound Gilbert-Elliot channel. Additionally, we show that for a stationary and uniformly ergodic Markovian channel, if the compound channel capacity is zero without feedback then it is zero with feedback. Finally, we use our result on the finite-state channel to show that the feedback capacity of the memoryless compound channel is given by $\inf_{\theta} \max_{Q_X} I(X;Y|\theta)$.