A new approach for biased affine estimation

Abstract

The problem of biased affine estimation is discussed in the present paper. Affine estimation is a technique for improving parameter estimation through the inclusion of a-priori information in a non-bayesian setting. Here, a new optimality criterion for affine estimation is presented and developed. The closed form optimal transformation for this criterion is obtained through the use of the KKT conditions, as the new criterion is posed as a convex optimization problem. This new criterion is compared with other affine estimation criteria through a numerical example.