A Tutorial on Minimum Energy Filtering for Linear Systems

Australian National University, 2021

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.

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