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  A Student-t based filter for robust signal detection

Röver, C. (2011). A Student-t based filter for robust signal detection. Physical Review D, 84(12): 122004. doi:10.1103/PhysRevD.84.122004.

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1109.0442 (Preprint), 422KB
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Röver, Christian1, Author           
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1Observational Relativity and Cosmology, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society, ou_24011              

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Free keywords: Physics, Data Analysis, Statistics and Probability, physics.data-an,General Relativity and Quantum Cosmology, gr-qc,Statistics, Methodology, stat.ME
 Abstract: The search for gravitational-wave signals in detector data is often hampered by the fact that many data analysis methods are based on the theory of stationary Gaussian noise, while actual measurement data frequently exhibit clear departures from these assumptions. Deriving methods from models more closely reflecting the data's properties promises to yield more sensitive procedures. The commonly used matched filter is such a detection method that may be derived via a Gaussian model. In this paper we propose a generalized matched filtering technique based on a Student-t distribution that is able to account for heavier-tailed noise and is robust against outliers in the data. On the technical side, it generalizes the matched-filter's least-squares method to an iterative, or adaptive, variation. In a simplified Monte Carlo study we show that when applied to simulated signals buried in actual interferometer noise it leads to a higher detection rate than the usual (Gaussian) matched filter.

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 Dates: 2011-09-022011
 Publication Status: Issued
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 Identifiers: arXiv: 1109.0442
DOI: 10.1103/PhysRevD.84.122004
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Title: Physical Review D
  Other : Phys. Rev. D.
Source Genre: Journal
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Publ. Info: Lancaster, Pa. : Published for the American Physical Society by the American Institute of Physics
Pages: - Volume / Issue: 84 (12) Sequence Number: 122004 Start / End Page: - Identifier: ISSN: 0556-2821
CoNE: https://pure.mpg.de/cone/journals/resource/111088197762258