Remote state estimation problem: towards the data-rate limit along the avenue of the second Lyapunov method

Abstract

In the context of control and estimation under information constraints, restoration entropy measures the minimal required data rate above which the state of a system can be estimated so that the estimation quality does not degrade over time and, conversely, can be improved. The remote observer here is assumed to receive its data through a communication channel of finite bit-rate capacity. In this paper, we provide a new characterization of the restoration entropy which does not require to compute any temporal limit, i.e., an asymptotic quantity. Our new formula is based on the idea of finding a specific Riemannian metric on the state space which makes the metric-dependent upper estimate of the restoration entropy as tight as one wishes.