On localization of source by hidden Gaussian processes with small noise

Yury A. Kutoyants ()
Additional contact information
Yury A. Kutoyants: Le Mans University

Annals of the Institute of Statistical Mathematics, 2021, vol. 73, issue 4, No 2, 702 pages

Abstract: Abstract We consider the problem of identification of the position of some source by observations of K detectors receiving signals from this source. The time of arriving of the signal to the k-th detector depends of the distance between this detector and the source. The signals are observed in the presence of small Gaussian noise. The properties of the MLE and Bayesian estimators are studied in the asymptotic of small noise.

Keywords: Partially observed linear system; Parameter estimation; Hidden process; Small noise; MLE; BE (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10463-020-00763-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00763-2

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/s10463-020-00763-2

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().