Operations Research Seminar
The next meeting of the Operations Research Seminar will be held on October 22nd (Tuesday) at 2:00 pm in Room 503 of IMI - BAS. A talk on Asymptotic covariance matrix of Capon’s Maximum likelihood estimator and application of steered response power phase alignment algorithm in seismic array data processing, Part 2 will be held by Alexandr Varipaev, Operations Research, Statistics and Probability Department. Abstract: Capon’s estimator was originally developed for frequency-wavenumber power spectral density analysis. Theoretically, it can be treated as maximum likelihood estimator of unknown vector parameter of multidimensional linear system (MLS) model with one input and m outputs. Practically important and non-trivial case is considered, when the number of nuisance parameters, which are values of input deterministic signal, tends to infinity. Under [...]