  We improve the existing achievable rate regions for causal and for zero-delay
source coding of stationary Gaussian sources under an average mean squared
error (MSE) distortion measure. To begin with, we find a closed-form expression
for the information-theoretic causal rate-distortion function (RDF) under such
distortion measure, denoted by $R_{c}^{it}(D)$, for first-order Gauss-Markov
processes. Rc^{it}(D) is a lower bound to the optimal performance theoretically
attainable (OPTA) by any causal source code, namely Rc^{op}(D). We show that,
for Gaussian sources, the latter can also be upper bounded as Rc^{op}(D)\leq
Rc^{it}(D) + 0.5 log_{2}(2\pi e) bits/sample. In order to analyze
$R_{c}^{it}(D)$ for arbitrary zero-mean Gaussian stationary sources, we
introduce \bar{Rc^{it}}(D), the information-theoretic causal RDF when the
reconstruction error is jointly stationary with the source. Based upon
\bar{Rc^{it}}(D), we derive three closed-form upper bounds to the additive rate
loss defined as \bar{Rc^{it}}(D) - R(D), where R(D) denotes Shannon's RDF. Two
of these bounds are strictly smaller than 0.5 bits/sample at all rates. These
bounds differ from one another in their tightness and ease of evaluation; the
tighter the bound, the more involved its evaluation. We then show that, for any
source spectral density and any positive distortion D\leq \sigma_{x}^{2},
\bar{Rc^{it}}(D) can be realized by an AWGN channel surrounded by a unique set
of causal pre-, post-, and feedback filters. We show that finding such filters
constitutes a convex optimization problem. In order to solve the latter, we
propose an iterative optimization procedure that yields the optimal filters and
is guaranteed to converge to \bar{Rc^{it}}(D). Finally, by establishing a
connection to feedback quantization we design a causal and a zero-delay coding
scheme which, for Gaussian sources, achieves...
