Recently, Liberzon and Mitra established the notion of estimation entropy as a measure for the smallest information rate about the state of a system above which an exponential state estimation with a given exponent is possible. This paper shows that estimation entropy is closely related to the a-entropy, a concept introduced by Thieullen. Using this relation, we provide a lower estimate for estimation entropy in terms of Lyapunov exponents under the assumption of an absolutely continuous invariant measure with a bounded density, which includes in particular Hamiltonian and symplectic systems.