Biasedness properties for a class of Kalman-like estimators
Mahmoud T. El‐Hadidi, Sami A. Mostafa · IEEE Transactions on Automatic Control · 1983
A model for observing the system state under multiplicative and additive noise conditions has been recently proposed to extend the well-known Kalman estimation theory. In the present correspondence we investigate the biasedness properties for the best linear recursive estimator of such a model, and discuss means for adjusting the generally nonzero bias term of the estimator.