Modelling coloured residual noise in gravitational-wave signal processing

Statistics – Methodology

Scientific paper

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21 pages, 5 figures

Scientific paper

10.1088/0264-9381/28/1/015010

We introduce a signal processing model for signals in non-white noise, where the exact noise spectrum is a priori unknown. The model is based on a Student's t distribution and constitutes a natural generalization of the widely used normal (Gaussian) model. This way, it allows for uncertainty in the noise spectrum, or more generally is also able to accommodate outliers (heavy-tailed noise) in the data. Examples are given pertaining to data from gravitational wave detectors.

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