A recursive algorithm for estimating linear models with both constant and time-varying parameters is derived by maximization of a likelihood function. Recursive formulas are also derived for derivatives of the likelihood function; the derivatives are needed for numerical evaluation of some...

Membership in the European Community (EC) for Greece, Spain, and Portugal may reduce trade between the United States and the EC in selected commodities; prospects for a North American Common Market are not bright; and the diversion of agricultural crops from export to fuel alcohol production...

The problem of simultaneously identifying and controlling a time-varying, perfectly-observed linear system is posed. The parameters are assumed to obey a Markov structure and are estimated with a Kalman filter. The problem can be solved conceptually by dynamic programming, but even with a...