You could use 4 ultrasonic sensors ( one on top, one behind and one on each side). The ultrasonic sensors will report the distance to the first object. Depending on the readings you can triangulate the position. GPS works pretty much the same but at bigger scale.
You can find ultrasonic modules for 20 dollars or so that can measure from 20 cm - 600 cm with a 0.3 cm precision. If you buy the transducers and make it your own is way cheaper. Feed the results to a micro controller who can send signals to the appropriate light source. Of course, this assumes the stage doesn't have obstacles. The components should be bellow 100 dollars.
If you have obstacles then you need a camera with heat signature detection. The price is considerably higher this time.