The problem addressed in this
paper is the following: Given noisy voltage measurement of
v, how should we choose the current i so as to maximize
the extracted (expected) amount of energy −
t
0 va(s)i(s)ds?
When this problem is solved, we have constructed a heat
engine that transfers heat energy from the resistors into
“useful energy” in the current source. We return to and solve
this example in Section VII.