2008/04/30 by Christian Röver, Renate Meyer, Nelson Christensen · 1 citation
Mathematics · Physics and Astronomy · #stat.ME #gr-qc #physics.data-an
paper · pdf · doi:10.1088/0264-9381/28/1/015010
published as Classical and Quantum Gravity 28:015010, 2011 · 21 pages, 5 figures
arxiv created 2010/12/12 · arxiv updated 2015/03/13
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.