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This paper proposes a mobile station (MS)-controlled fast MAC-layer handover (HO) scheme to reduce the HO latency in Mobile WiMAX. Based on the received signal strength (RSS) from any Base Station (BS), the MS can estimate its present distance from that BS. This capability allows the MS, through utilization of the broadcast messages by its Serving BS (SBS) and through few scannings of the Neighbouring BSs (NBS), to self-track its own direction of motion relative to the SBS and the NBSs and thus look ahead to perform an intelligent choice of the Target BS (TBS) for the impending HO. Simulation studies have shown a considerable reduction in the HO latency in the proposed method.