- Classical control and prediction theory ; Introduction to recursive control and prediction theory ; Controllability and stabilizability ; Reconstructibility and detectability ; Convergence and stability theorems for the optimal linear regulator problem ; The optimal observer ; Linear dynamic equilibrium models ; Combining recursive optimization and classical Ffltering to compute solutions of control problems.
- Lecture notes on linear optimal control, filtering, and rational expectations
- Federal Reserve Bank of Minneapolis. Research Department
- Federal Reserve Bank of Minneapolis
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