Approximate Maximum Likelihood Estimation of Time Delay in Deterministic and Stochastic Signal Plus Noise Models.

Abstract

The problem of estimating signal delay in signal-plus-noise models is considered. A technique is developed for approximating likelihood in such a way that a dynamic programming algorithm may be used to efficiently and recursively estimte delay. The approximation provides an alternative to the implementation of a growing bank of matched filters for exhaustive maximization of likelihood. Simulation results indicate acceptable performance at output signal to noise ratios in excess of 15 dB for deterministic signals and in excess of 20 dB for stochastic signals.

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Document Details

Document Type
Technical Report
Publication Date
Mar 15, 1983
Accession Number
ADA128379

Entities

People

  • Gregory J. Fetzer
  • Louis L. Scharf

Organizations

  • University of Rhode Island

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Human Systems
  • Sensors
  • Weapons Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computations
  • Dynamic Programming
  • Electrical Engineering
  • Engineering
  • Estimators
  • Logistics Management
  • Matched Filters
  • Maximum Likelihood Estimation
  • Military Research
  • Probability
  • Random Variables
  • Space Systems
  • Statistics
  • Test And Evaluation
  • Time Intervals

Fields of Study

  • Engineering

Readers

  • Acoustical Oceanography.
  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.