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scientific article; zbMATH DE number 2163929
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scientific article; zbMATH DE number 2163929

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    3 May 2005
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    economic behavior
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    state system
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    Bayesian approach
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    \(t\)-varying parameters
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    Kalman-Bucy filter
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    filtration
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    prediction
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    interpolation
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    linear optimal control
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    quadratic optimal control
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    cost functional
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    optimal economic polices
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