On localization of source by hidden Gaussian processes with small noise

DOI10.1007/s10463-020-00763-2zbMath1469.62326OpenAlexW3084388714MaRDI QIDQ2042283

Yury A. Kutoyants

Publication date: 28 July 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-020-00763-2

zbMATH Keywords

parameter estimationMLEhidden processsmall noisepartially observed linear system

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) White noise theory (60H40)

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