State estimation with communication constraints

Information processing and system estimation and control are commonly regarded as two separate research areas. In this paper, we investigate a simple state estimation problem which involves a communication channel with finite bandwidth for transmitting remotely obtained data before it can be processed. If the a priori distribution of the process is shifted Laplacian, then a lower bound on the data transmission rate is obtained to ensure that the estimation sequence is convergent in quadratic mean to the sampled state sequence, thus relating the communication channel constraint with the underlying system dynamics.