scholarly journals Maximum Likelihood Time Delay Estimation Based on Monte Carlo Importance Sampling in Multipath Environment

2017 ◽  
Vol 2017 ◽  
pp. 1-7 ◽  
Author(s):  
Bin Ba ◽  
Weijia Cui ◽  
Daming Wang ◽  
Jianhui Wang

In multipath environment, the computation complexity of single snapshot maximum likelihood for time delay estimation is huge. In particular, the computational complexity of grid search method increases exponentially with the increase of dimension. For this reason, this paper presents a maximum likelihood estimation algorithm based on Monte Carlo importance sampling technique. Firstly, the algorithm takes advantage of the channel frequency response in order to build the likelihood function of time delay in multipath environment. The pseudoprobability density function is constructed by using exponential likelihood function. Then, it is crucial to choose the importance function. According to the characteristic of the Vandermonde matrix in likelihood function, the product of the conjugate transpose Vandermonde matrix and itself is approximated by the product of a constant and an identity matrix. The pseudoprobability density function can be decomposed into product of many probability density functions of single path time delay. The importance function is constructed. Finally, according to probability density function of multipath time delay decomposed by importance function, the time delay of the multipath is sampled by Monte Carlo method. The time delay is estimated via calculating weighted mean of sample. Simulation results show that the performance of proposed algorithm approaches the Cramér-Rao bound with reduced complexity.

1997 ◽  
Vol 07 (06) ◽  
pp. 599-606
Author(s):  
Ming Jian ◽  
Alex C. Kot ◽  
Meng H. Er

A theoretical analysis of the performance of the maximum likelihood (ML) time delay estimate in a multi-path propagation is proposed. An expression for the probability of anomaly of the ML time delay estimate is obtained. Percentages of anomalous time delay estimates obtained through Monte Carlo simulation are shown to be in close agreement with theoretically predicted values.


Sensors ◽  
2016 ◽  
Vol 16 (6) ◽  
pp. 891 ◽  
Author(s):  
Kyungsoo Kim ◽  
Sung-Ho Lim ◽  
Jaeseok Lee ◽  
Won-Seok Kang ◽  
Cheil Moon ◽  
...  

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