Exponential state estimation, entropy and Lyapunov exponents

Abstract

In this paper we study the notion of estimation entropy recently established by Liberzon and Mitra. This quantity measures the smallest rate of information about the state of a dynamical system above which an exponential state estimation with a given exponent is possible. We show that this concept is closely related to the $\alpha$-entropy introduced by Thieullen and we give a lower estimate in terms of Lyapunov exponents assuming that the system preserves an absolutely continuous measure with a bounded density, which includes in particular Hamiltonian and symplectic systems. Although in its current form mainly interesting from a theoretical point of view, our result could be a first step towards a more practical analysis of state estimation under communication constraints.