In some cases, it can literally be interpreted as the causal effect of an intervention that is linked to the value of a predictor variable.
From the en.wikipedia.org
Within the 14-15 year-old age group, one peer pressure variable emerged as a significantly more important predictor of girls'than boys'smoking.
From the en.wikipedia.org
The iterative predictor-corrector nature of the Kalman filter can be helpful, because at each time instance only one constraint on the state variable need be considered.