This is true for the perception of motion direction as well. If one expects some specific stimulus motion direction, the perception of any other stimulus motion direction will be biased by the expectation. Using the ability to decode motion direction information from fMRI signals, Kok and colleagues (2013) demonstrate that this bias is already present in early visual areas.
Directional signals about target motion can be decoded from fMRI signals (Haynes and Rees, 2005). That is, the direction of stimulus motion can be extracted from BOLD signals in early visual areas. Using such brain decoding, the authors found that 1) the decoded direction of motion was biased by the auditory cue in the same way as perception was and that 2) the decoded direction of motion better correlated with the perceived direction of motion than with the actual direction of motion. These observations suggest that the modulation of brain activity by prior information occurs at the earliest stage of sensory processing, i.e. in early visual areas (V1, V2, V3, V4, MT+).
This study is compatible with the notion of Kalman filtering for sensory processing of motion information (Orban de Xivry et al. 2013). A Kalman filter would integrate any prior information with sensory processing of visual motion information.
UPDATE Nov 4th: Another article demonstrates that this is true for object color as well: http://www.sciencedirect.com/science/article/pii/S0960982213011329
Geisler, W. S. & Kersten, D. Illusions, perception and Bayes. Nat. Neurosci. 5, 508–10 (2002).
Kok, P., Brouwer, G. J., van Gerven, M. a. J. & de Lange, F. P. Prior Expectations Bias Sensory Representations in Visual Cortex. J. Neurosci. 33, 16275–16284 (2013).
Haynes, J.-D. & Rees, G. Predicting the orientation of invisible stimuli from activity in human primary visual cortex. Nat. Neurosci. 8, 686–91 (2005).
Orban de Xivry, J.-J., Coppe, S., Blohm, G. & Lefevre, P. Kalman Filtering Naturally Accounts for Visually Guided and Predictive Smooth Pursuit Dynamics. J. Neurosci. 33, 17301–17313 (2013).