optimal control theory. This let us easily compute the optimal
solution, both over finite and infinite time intervals. We see
that as the time interval tends to infinity, we achieve the
Carnot heat engine efficiency. In the physics literature, a heat
engine that uses measurements is often called a Maxwell’s
demon. A similar approach is used in [5]. There, however,
the Kalman-Bucy filter is in focus. We also put more assumptions
on the models here. Most notably, the assumptions
about lossless and dissipative models. This yields simple
expressions with clear interpretation. Also, one can argue
that physical systems are best modeled using lossless and
dissipative models, see [6], [7], and also [8]. Other controltheoretic
approaches to various problems of thermodynamics
are found in