A subgradient algorithm for data-rate optimization in the remote state estimation problem

Abstract

In the remote state estimation problem, an observer tries to reconstruct the state of a dynamical system at a remote location, where no direct sensor measurements are available. The observer only has access to information sent through a digital communication channel with a finite capacity. The recently introduced notion of restoration entropy provides a way to determine the smallest channel capacity above which an observer can be designed that observes the system without a degradation of the initial observation quality. In this paper, we propose a subgradient algorithm to estimate the restoration entropy via the computation of an appropriate Riemannian metric on the state space, which allows to determine the approximate value of the entropy from the time-one map (in the discrete-time case) or the generating vector field (for ODE systems), respectively.