On localization of source by hidden Gaussian processes with small noise

On localization of source by hidden Gaussian processes with small noise

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...

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Veröffentlicht in:Annals of the Institute of Statistical Mathematics 2021-08, Vol.73 (4), p.671-702
1. Verfasser: Kutoyants, Yury A.
Format: Artikel
Sprache:eng
Schlagworte:
Economics
Finance
Gaussian process
Insurance
Management
Mathematics
Mathematics and Statistics
Noise
Random noise
Statistics
Statistics for Business
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Zusammenfassung: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.
ISSN:0020-3157
1572-9052
DOI:10.1007/s10463-020-00763-2