The main purpose of this thesis is to estimate the direct path in dense multipath Ultra Wide-Band (UWB) environment. The time-of-arrival (ToA) estimation algorithm used is based on Generalized Maximum-Likelihood (GML) algorithm. Nevertheless, GML algorithm is so time-consuming that the results usually take a very long period of time, and sometimes fail to converge. Hence, the schemes that would improve the algorithm are investigated. In the schemes, the search was executed in sequential form. Two threshold parameters are to be determined¡Xone is about the arrival time of the estimation path while the other is the fading amplitude of the estimation path. The thresholds are determined in order to terminate the sequential algorithm. The determination of thresholds is based on error analysis, including the probability of error and root-mean-square error. The analysis of the probability of error is subject to the probability of false alarm and the probability of miss. However, a trade-off problem on the probability of false alarm and the probability of miss exists in the process of determining thresholds. The thresholds are determined according to the requirement of the probability of error. We propose an improvement scheme for determining the two thresholds. In the proposed scheme, candidate pairs are evaluated within an appropriate range. The root-mean-square error value for each pair of thresholds is calculated. The smallest error, corresponding to the desired thresholds, is chosen for use in ToA estimation. From the simulation results, it is seen that, when SNR falls between -4dB and 16dB, the improvement proposed scheme results has the smaller estimation error.