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  Modelling coloured residual noise in gravitational-wave signal processing

Röver, C., Meyer, R., & Christensen, N. (2011). Modelling coloured residual noise in gravitational-wave signal processing. Classical and quantum gravity, 28(1): 015010. doi:10.1088/0264-9381/28/1/015010.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0013-600E-4 Version Permalink: http://hdl.handle.net/11858/00-001M-0000-0013-6012-7
Genre: Journal Article
Other : Modelling coloured noise

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 Creators:
Röver, Christian1, Author              
Meyer, Renate, Author
Christensen, Nelson, Author
Affiliations:
1Observational Relativity and Cosmology, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society, ou_24011              

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 Abstract: This paper introduces a novel approach to modelling non-white residual noise in discrete time series. We present a Markov chain Monte Carlo (MCMC) algorithm for combined posterior inference on signal and noise parameters. By choosing a conjugate prior distribution for the noise parameters, the additional Gibbs sampling steps have a particularly simple form and are easy to implement as well as fast to run. Furthermore, the sampling-based approach allows for easy inference on the autocovariance function. The model is illustrated using a well-known sunspot dataset as well as a simulated dataset of a chirp signal embedded in non-Normal, coloured noise where the spectrum is regarded as a nuisance parameter.

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 Dates: 2010-08-252011
 Publication Status: Published in print
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 Rev. Method: -
 Identifiers: eDoc: 367179
Other: arXiv:0804.3853
DOI: 10.1088/0264-9381/28/1/015010
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Title: Classical and quantum gravity
Source Genre: Journal
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Publ. Info: Bristol, U.K. : Institute of Physics
Pages: - Volume / Issue: 28 (1) Sequence Number: 015010 Start / End Page: - Identifier: ISSN: 0264-9381
CoNE: /journals/resource/954925513480_1