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Bayesian system identification. (English) Zbl 0451.93059

MSC:
93E11 Filtering in stochastic control theory
93E10 Estimation and detection in stochastic control theory
62C10 Bayesian problems; characterization of Bayes procedures
62F35 Robustness and adaptive procedures (parametric inference)
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[16] Savage, L.J., ()
[17] Savage, L.J., (), (1962)
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