Two-stage bias correction estimators based on generalized partitioning estimation method

The generalized partitioning estimation method, which is well known in tho literature (for example, Lainiotis 1976), is applied to solve the bias correction filtering, predicting and smoothing problems for Or linear cont.inuous-cime system with undisturbable bias subsystem. with the aid of an initial dependent-type partitioning approach, it, is shown that the Friedland (1969) elemental results can be readily oxtended to tho more general case where the bias and the original states are mutually dependent at the initial time, and that two-stage bias correction predictors and smoothers can also be developed. Finally, the dual set of Chandrasekher algorithms, which alleviates the computation burden for a bias correction fixed-interval smoother evolving forwards in time, is presented.