DocumentCode
3081940
Title
A Maximum Likelihood Time Delay Estimator Using Importance Sampling
Author
Masmoudi, Ahmed ; Bellili, Faouzi ; Affes, Sofiène ; Stéphenne, Alex
Author_Institution
INRS-EMT, Montreal, QC, Canada
fYear
2011
fDate
5-9 Dec. 2011
Firstpage
1
Lastpage
6
Abstract
In this paper, we present a new time delay estimator for multipath environments using the importance sampling (IS) method. The new technique allows finding the maximum of the compressed likelihood function in an efficient manner. The main idea consists in generating realizations of a random variable distributed according to a function that approximates the actual compressed likelihood function and then computing the mean of the plausible realizations. We avoid eigen-decomposition operation that is widely used in the conventional high-resolution methods. We show through computer simulations that the new algorithm provides accurate estimates for closely spaced unknown time delays. Moreover, the method does not suffer from lack of convergence and initialization problems that arise with other iterative implementations of the maximum likelihood estimator.
Keywords
data compression; eigenvalues and eigenfunctions; importance sampling; maximum likelihood estimation; signal resolution; compressed likelihood function; computer simulation; eigen-decomposition operation; high-resolution method; importance sampling; maximum likelihood estimator; maximum likelihood time delay estimator; multipath environment; Delay; Delay effects; Frequency domain analysis; Maximum likelihood estimation; Monte Carlo methods; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Global Telecommunications Conference (GLOBECOM 2011), 2011 IEEE
Conference_Location
Houston, TX, USA
ISSN
1930-529X
Print_ISBN
978-1-4244-9266-4
Electronic_ISBN
1930-529X
Type
conf
DOI
10.1109/GLOCOM.2011.6134249
Filename
6134249
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