Biased estimates of the control process parameters

In process control and study of control processes the process parameters have often to be estimated. In each case it is desirable to have estimates optimal in terms of certain criteria. In numerous cases the estimates are effective (unbiased) estimates. With other criteria or other constraints imposed, on the class of permissible estimates this is not the case and the optimal estimates should be sought in a wider class of estimates which includes biased estimates. The paper is devoted to study of optimal biased estimates with minimal r.m.s. error and other criteria.