Abstract:
We consider several problems of parameter estimation based on observations of inhomogeneous Poisson processes arising in various practical applications of optical communication and location. The intensity function of the observed process consists of a periodic signal depending on an unknown parameter and a constant noise intensity. The asymptotic behavior of maximum likelihood and Bayesian estimators in cases of phase and frequency modulation of signals is described. Particular attention is paid to signals of various regularity (smooth, continuous but nondifferentiable, and of change-point type). Numerical simulations illustrate the results presented. This paper is a survey of results on the behavior of estimators in cases of frequency and phase modulation of signals of various regularity.
Keywords:
parameter estimation, inhomogeneous Poisson process, phase and frequency modulation, maximum likelihood and Bayesian estimators, asymptotic property.
Citation:
O. V. Chernoyarov, S. Dachian, Yu. A. Kutoyants, A. V. Zyulkov, “On estimation errors in optical communication and location”, Avtomat. i Telemekh., 2021, no. 12, 8–47; Autom. Remote Control, 82:12 (2021), 2041–2075
\Bibitem{CheDacKut21}
\by O.~V.~Chernoyarov, S.~Dachian, Yu.~A.~Kutoyants, A.~V.~Zyulkov
\paper On estimation errors in optical communication and location
\jour Avtomat. i Telemekh.
\yr 2021
\issue 12
\pages 8--47
\mathnet{http://mi.mathnet.ru/at15735}
\crossref{https://doi.org/10.31857/S0005231021120035}
\transl
\jour Autom. Remote Control
\yr 2021
\vol 82
\issue 12
\pages 2041--2075
\crossref{https://doi.org/10.1134/S0005117921120018}
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Linking options:
https://www.mathnet.ru/eng/at15735
https://www.mathnet.ru/eng/at/y2021/i12/p8
This publication is cited in the following 2 articles:
O.V. Chernoyarov, S. Dachian, Yu.A. Kutoyants, “On misspecification in cusp-type change-point models”, Journal of Statistical Planning and Inference, 239 (2025), 106290
Oleg Chernoyarov, Alexander Zakharov, Larisa Korableva, Kaung Myat San, Lecture Notes in Networks and Systems, 722, Software Engineering Research in System Science, 2023, 248