A Single-Step Method for Over-the-Horizon Geolocation Using Importance Sampling

This paper investigates the geolocation for an over-the-horizon (OTH) transmitter observed by widely separated arrays. We propose a maximum likelihood (ML) based direct position determination (DPD) method to directly locate the transmitter in a single step by exploiting the position information embedded in azimuth angles. The Monte Carlo importance sampling (IS) technique is employed to find an approximate global solution to this DPD problem, where the importance function analogous to Gaussian distribution is derived. This enables the transmitter to be precisely located with low complexity in a noniterative manner. Additionally, we derive the Cramér–Rao bound (CRB) expression for the investigated problem. The simulation results corroborate the superior localization performance of the proposed method with respect to the conventional two-step approaches and the iterative DPD method.

Advanced Monte Carlo methods

This chapter describes the ways in which the Monte Carlo importance sampling method may be adapted to improve the calculation of ensemble averages, particularly those associated with free energy differences. These approaches include umbrella sampling, non-Boltzmann sampling, the Wang–Landau method, and nested sampling. In addition, a range of special techniques have been developed to accelerate the simulation of flexible molecules, such as polymers. These approaches are illustrated with scientific examples and program code. The chapter also explains the analysis of such simulations using techniques such as weighted histograms, and acceptance ratio calculations. Practical advice on selection of methods, parameters, and the direction in which to make comparisons, are given. Monte Carlo methods for modelling phase equilibria and chemical reactions at equilibrium are described.

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

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.