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We consider the problem of causal source coding and causal decoding of aGauss--Markov source, where the decoder has causal access to a side-informationsignal. We define the information causal rate-distortion function with causaldecoder side information and prove that it bounds from below its operationalcounterpart. We further explain how to adapt the result to the setting ofcontrol over communication channels.

Gauss-Markov Source Tracking with Side Information: Lower Bounds