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The Optimal Length of a Marketing Week

✍ Scribed by A. H. Zemanian


Book ID
109147734
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
792 KB
Volume
16
Category
Article
ISSN
0016-7363

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Consider the one-dimensional ΓΏltering problem with state di usion coe cient and observation noise coe cient 1-, where 1 2 Β‘ Β‘1 is ΓΏxed. In the regime β†’ 0, we provide an example of state dynamics and a corresponding asymptotically optimal ΓΏlter whose memory length is short in a strong sense. This sta