A Tutorial on Minimum Energy Filtering for Linear Systems

Australian National University, 2021

Abstract:
This paper aims to provide the reader with an introduction to the theory of minimum energy filtering by means of a worked example on a linear system. The concept of minimum-energy filtering has been studied in the literature in many different forms over the last 60 years. However, it can be difficult to find a modern and succinct explanation of minimum energy filtering and an insight into some of the underlying intuitions behind the theory.