An arrival time estimator for transient stochastic signals using the wavelet transform

Compactly supported bases of wavelets with bandpass Fourier transform give time-domain localization of short-duration stochastic signals over large observation intervals. Using the wavelet transform, we develop an estimator of the arrival time of a transient stochastic signal that significantly reduces the computational load of the classical maximum likelihood estimator. The estimator relies on a simplified model of the received delayed signal. Under low signal to noise ratio, Monte Carlo simulation experiments are conducted with the proposed algorithm