Linear estimation in the presence of errors in assumed plant dynamics

This paper is concerned with certain practical aspects of linear estimation theory. Several questions, which arise during most applications of the theory, are partially answered by considering the following problem: Obtain the linear minimum variance estimate of the systemx_{n+1} = (Phi_{n+1.n} + deltaPhi_{n+1.n})x_{n} + w_{n}y_{n} = M_{n}x_{n}when the assumed model is given byx_{n+1} = Phi_{n+1.n}x_{n} + w_{n}y_{n} = M_{n}x_{n}