Civil records in that part of Germany were introduced around 1874-76 as far as I know.
The right board for your query is Sachsen (Saxony).
I'd write to the archive in Chemnitz and ask for the civil birth record of Anna Helene Rudolph in 1885. With a bit of luck they will be able to find the parents' marriage record between 1876 and 1885. So if you are ready to spend a little Money you may wish to make the archivist search for the marriage record also. that will Show the bride's and groom's date of birth, place of birth and both parents and their origin.
I assume an email will do. But please do not forget to say you would be willing to pay. Otherwise you risk not to get an answer:http://www.chemnitz.de/chemnitz/de/die-stadt-chemnitz/geschi...