Data series subtraction with unknown and unmodeled background noise

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Stefano Vitale
  • Giuseppe Congedo
  • Rita Dolesi
  • Valerio Ferroni
  • Mauro Hueller
  • Daniele Vetrugno
  • William Joseph Weber
  • Heather Audley
  • Karsten Danzmann
  • Ingo Diepholz
  • Martin Hewitson
  • Natalia Korsakova
  • Luigi Ferraioli
  • Ferran Gibert
  • Nikolaos Karnesis
  • Miquel Nofrarias
  • Henri Inchauspe
  • Eric Plagnol
  • Oliver Jennrich
  • Paul W. McNamara
  • Michele Armano
  • James Ira Thorpe
  • Peter Wass

Research Organisations

External Research Organisations

  • University of Trento
  • Max Planck Institute for Gravitational Physics (Albert Einstein Institute)
  • Spanish National Research Council (CSIC)
  • Université de Paris
  • European Space Research and Technology Centre (ESTEC)
  • European Space Astronomy Centre
  • NASA Goddard Space Flight Center (NASA-GSFC)
  • Imperial College London
  • ETH Zurich
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Details

Original languageEnglish
Article number042003
JournalPhysical Review D - Particles, Fields, Gravitation and Cosmology
Volume90
Issue number4
Publication statusPublished - 15 Aug 2014

Abstract

LISA Pathfinder (LPF), the precursor mission to a gravitational wave observatory of the European Space Agency, will measure the degree to which two test masses can be put into free fall, aiming to demonstrate a suppression of disturbance forces corresponding to a residual relative acceleration with a power spectral density (PSD) below (30fm/s2/Hz)2 around 1 mHz. In LPF data analysis, the disturbance forces are obtained as the difference between the acceleration data and a linear combination of other measured data series. In many circumstances, the coefficients for this linear combination are obtained by fitting these data series to the acceleration, and the disturbance forces appear then as the data series of the residuals of the fit. Thus the background noise or, more precisely, its PSD, whose knowledge is needed to build up the likelihood function in ordinary maximum likelihood fitting, is here unknown, and its estimate constitutes instead one of the goals of the fit. In this paper we present a fitting method that does not require the knowledge of the PSD of the background noise. The method is based on the analytical marginalization of the posterior parameter probability density with respect to the background noise PSD, and returns an estimate both for the fitting parameters and for the PSD. We show that both these estimates are unbiased, and that, when using averaged Welch's periodograms for the residuals, the estimate of the PSD is consistent, as its error tends to zero with the inverse square root of the number of averaged periodograms. Additionally, we find that the method is equivalent to some implementations of iteratively reweighted least-squares fitting. We have tested the method both on simulated data of known PSD and on data from several experiments performed with the LISA Pathfinder end-to-end mission simulator.

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Cite this

Data series subtraction with unknown and unmodeled background noise. / Vitale, Stefano; Congedo, Giuseppe; Dolesi, Rita et al.
In: Physical Review D - Particles, Fields, Gravitation and Cosmology, Vol. 90, No. 4, 042003, 15.08.2014.

Research output: Contribution to journalArticleResearchpeer review

Vitale, S, Congedo, G, Dolesi, R, Ferroni, V, Hueller, M, Vetrugno, D, Weber, WJ, Audley, H, Danzmann, K, Diepholz, I, Hewitson, M, Korsakova, N, Ferraioli, L, Gibert, F, Karnesis, N, Nofrarias, M, Inchauspe, H, Plagnol, E, Jennrich, O, McNamara, PW, Armano, M, Thorpe, JI & Wass, P 2014, 'Data series subtraction with unknown and unmodeled background noise', Physical Review D - Particles, Fields, Gravitation and Cosmology, vol. 90, no. 4, 042003. https://doi.org/10.1103/PhysRevD.90.042003
Vitale, S., Congedo, G., Dolesi, R., Ferroni, V., Hueller, M., Vetrugno, D., Weber, W. J., Audley, H., Danzmann, K., Diepholz, I., Hewitson, M., Korsakova, N., Ferraioli, L., Gibert, F., Karnesis, N., Nofrarias, M., Inchauspe, H., Plagnol, E., Jennrich, O., ... Wass, P. (2014). Data series subtraction with unknown and unmodeled background noise. Physical Review D - Particles, Fields, Gravitation and Cosmology, 90(4), Article 042003. https://doi.org/10.1103/PhysRevD.90.042003
Vitale S, Congedo G, Dolesi R, Ferroni V, Hueller M, Vetrugno D et al. Data series subtraction with unknown and unmodeled background noise. Physical Review D - Particles, Fields, Gravitation and Cosmology. 2014 Aug 15;90(4):042003. doi: 10.1103/PhysRevD.90.042003
Vitale, Stefano ; Congedo, Giuseppe ; Dolesi, Rita et al. / Data series subtraction with unknown and unmodeled background noise. In: Physical Review D - Particles, Fields, Gravitation and Cosmology. 2014 ; Vol. 90, No. 4.
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title = "Data series subtraction with unknown and unmodeled background noise",
abstract = "LISA Pathfinder (LPF), the precursor mission to a gravitational wave observatory of the European Space Agency, will measure the degree to which two test masses can be put into free fall, aiming to demonstrate a suppression of disturbance forces corresponding to a residual relative acceleration with a power spectral density (PSD) below (30fm/s2/Hz)2 around 1 mHz. In LPF data analysis, the disturbance forces are obtained as the difference between the acceleration data and a linear combination of other measured data series. In many circumstances, the coefficients for this linear combination are obtained by fitting these data series to the acceleration, and the disturbance forces appear then as the data series of the residuals of the fit. Thus the background noise or, more precisely, its PSD, whose knowledge is needed to build up the likelihood function in ordinary maximum likelihood fitting, is here unknown, and its estimate constitutes instead one of the goals of the fit. In this paper we present a fitting method that does not require the knowledge of the PSD of the background noise. The method is based on the analytical marginalization of the posterior parameter probability density with respect to the background noise PSD, and returns an estimate both for the fitting parameters and for the PSD. We show that both these estimates are unbiased, and that, when using averaged Welch's periodograms for the residuals, the estimate of the PSD is consistent, as its error tends to zero with the inverse square root of the number of averaged periodograms. Additionally, we find that the method is equivalent to some implementations of iteratively reweighted least-squares fitting. We have tested the method both on simulated data of known PSD and on data from several experiments performed with the LISA Pathfinder end-to-end mission simulator.",
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T1 - Data series subtraction with unknown and unmodeled background noise

AU - Vitale, Stefano

AU - Congedo, Giuseppe

AU - Dolesi, Rita

AU - Ferroni, Valerio

AU - Hueller, Mauro

AU - Vetrugno, Daniele

AU - Weber, William Joseph

AU - Audley, Heather

AU - Danzmann, Karsten

AU - Diepholz, Ingo

AU - Hewitson, Martin

AU - Korsakova, Natalia

AU - Ferraioli, Luigi

AU - Gibert, Ferran

AU - Karnesis, Nikolaos

AU - Nofrarias, Miquel

AU - Inchauspe, Henri

AU - Plagnol, Eric

AU - Jennrich, Oliver

AU - McNamara, Paul W.

AU - Armano, Michele

AU - Thorpe, James Ira

AU - Wass, Peter

PY - 2014/8/15

Y1 - 2014/8/15

N2 - LISA Pathfinder (LPF), the precursor mission to a gravitational wave observatory of the European Space Agency, will measure the degree to which two test masses can be put into free fall, aiming to demonstrate a suppression of disturbance forces corresponding to a residual relative acceleration with a power spectral density (PSD) below (30fm/s2/Hz)2 around 1 mHz. In LPF data analysis, the disturbance forces are obtained as the difference between the acceleration data and a linear combination of other measured data series. In many circumstances, the coefficients for this linear combination are obtained by fitting these data series to the acceleration, and the disturbance forces appear then as the data series of the residuals of the fit. Thus the background noise or, more precisely, its PSD, whose knowledge is needed to build up the likelihood function in ordinary maximum likelihood fitting, is here unknown, and its estimate constitutes instead one of the goals of the fit. In this paper we present a fitting method that does not require the knowledge of the PSD of the background noise. The method is based on the analytical marginalization of the posterior parameter probability density with respect to the background noise PSD, and returns an estimate both for the fitting parameters and for the PSD. We show that both these estimates are unbiased, and that, when using averaged Welch's periodograms for the residuals, the estimate of the PSD is consistent, as its error tends to zero with the inverse square root of the number of averaged periodograms. Additionally, we find that the method is equivalent to some implementations of iteratively reweighted least-squares fitting. We have tested the method both on simulated data of known PSD and on data from several experiments performed with the LISA Pathfinder end-to-end mission simulator.

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