An important signal parameter estimation problem is time-delay estimation. Here the unknown is the time origin of the signal: s (l, θ) = s (l − θ). The duration of the signal (the domain over which the signal is de ned) is assumed brief compared with the observation interval L. Although in continuous time the signal delay is a continuous-valued variable, in discrete time it is not. Consequently...

A transmitted and known signal is observed at the receiver through more than one path in additive noise. The problem is to estimate the number of paths and for each of them the associated attenuation and delay. It is a frequent problem in sonar, radar and geophysics. We propose an algorithm that is easy to implement, that has a reasonable computational load and seems to be able to solve the pro...

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not suucient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between diierent variables for such data. We rst present a method using maximum likelihood estimation and propos...