“…The well-known Kalman filter is optimal given a linear Gaussian model, but its performance will deteriorate in the presence of unknown biases, such as the unknown and time-varying delays in chemical processes [ 1 , 2 , 3 , 4 ], faults or failures in fault-tolerant diagnosis and control systems [ 5 , 6 ], registration errors in multi-sensor fusion [ 7 , 8 , 9 , 10 ], or inertial drift in navigation [ 11 , 12 , 13 , 14 ]. In general, such a bias is represented as an unknown input (UI) to the nominal model.…”