Statistics – Methodology
Scientific paper
2008-04-24
Classical and Quantum Gravity 28:015010, 2011
Statistics
Methodology
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.
Christensen Nelson
Meyer Renate
Röver Christian
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