Feedback capacity of the compound channel

In this work, we find the capacity of a compound finite-state channel (FSC) with time-invariant deterministic feedback. We consider the use of fixed length block codes over the compound channel. Our achievability result includes a proof of the existence of a universal decoder for the family of FSCs 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 FSC to show that the feedback capacity of the memoryless compound channel is given by inf_θ max_QX I(X;Y θ).