Universal Anytime Coding

We show the existence of codes for anytime coding over compound channels — i.e. codes that operate without knowledge of the transition probabilities of the communication channel. The anytime error exponent achieved is the same as if the decoder were given the probabilities governing the realized channel and allowed to do maximum likelihood decoding. Because of the equivalence between system stabilization over noisy feedback channels and communication over noisy channels, the results immediately give sufficient conditions for stabilization over compound channels.