Gravitational wave data analysis. More of Signal processing techniques

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Discussion Overview

The discussion revolves around the analysis of gravitational wave data using signal processing techniques, specifically focusing on the matched filtering method to extract signals from noisy backgrounds. Participants explore the calculation of the signal-to-noise ratio (SNR) and the implications of using Gaussian noise in their analysis.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant describes using matched filtering to detect gravitational waves by correlating experimental data with theoretical templates, and questions the validity of their SNR calculations.
  • Another participant inquires about the generation of Gaussian noise values and suggests that the variance might need to be smaller, prompting further clarification on the implications of this adjustment.
  • A participant explains their method of generating Gaussian random values in Octave, expressing confusion about the suggestion to reduce variance and questioning the correctness of their SNR calculation procedure.
  • Another participant discusses the relationship between the variability of a stochastic process and the frequency of sampling, raising questions about the definition of "amplitude" in the context of Gaussian noise and its relevance to SNR calculations.

Areas of Agreement / Disagreement

Participants express uncertainty regarding the correct procedure for calculating SNR and the implications of Gaussian noise characteristics. There is no consensus on the appropriate method for defining amplitude or its effect on SNR calculations.

Contextual Notes

Participants note potential limitations in their understanding of signal processing concepts, particularly regarding the definition of amplitude and the impact of sampling frequency on noise variability. The discussion remains open-ended without resolving these issues.

saikumar18
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I am using the matched filtering technique to extract the data from a heavy noise background in the process of detection of gravitational waves. I calculate the correlation between the experimental data and a theoretical template.
I have been told that the maximum of the correlation function will be the signal to noise ratio. Just for confirming this, I just took an example.
I generated a sine function (pure sine wave), and then added gaussian white noise(mean=0, variance=1) to it. Now I cross-correlate these two, ie pure sine wave and sine wave added with noise. I used the correlation theorem to calculate it, ie doing an fft and taking the ifft of it. I find that the maximum value turns out to be somewhere between 40 and 65.
Now for checking whether that is the true snr, I tried calculating the snr as
snr=(Amplitude of Signal/ Amplitude of noise)^2;
I calculated the amplitude as the rms value in both the cases(signal and noise). The answer always turned out to be somewhere between 0.38 and 0.65 or around. I am not able to understand my mistake and whether I am correct in checking the snr like this.
For further clarification, I did the same thing with a gaussian signal, and found a similar problem. Can anyone please tell me, where am I going wrong?
 
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saikumar18 said:
then added gaussian white noise(mean=0, variance=1) to it.

Did you generate the values of the process at discrete time intervals? Did the gaussian random variable you used at each interval have variance = 1? If so, shouldn't you have made it smaller?
 
I am using octave for my analysis. What I did was, I defined time variable t from 0 to 10 in steps 0.1. then generated gaussian random values of the same length(101) using the randn function, which gives gaussian random numbers with mean=0 and variance=1 by default. are u saying, i shud make the variance smaller? how is that going to help? and am I following the correct procedure of calculating the snr?
Thank you very much for your reply.
 
saikumar18 said:
I defined time variable t from 0 to 10 in steps 0.1. then generated gaussian random values of the same length(101) using the randn function, which gives gaussian random numbers with mean=0 and variance=1 by default. are u saying, i shud make the variance smaller? how is that going to help?

I don't know how it will help but it can't hurt to straighten this point out. I'm not a signal processing guy and I'm looking at what you're doing from the point of view of probability theory. You say that the Gaussian noise has "amplitude 1". What does that mean to you? From the point of view of a stochastic process, the variability of a continuous process based on a Gaussian distribution is isn't determined by the standard deviation of a Gaussian distribution independently of how often (in time) you make a random draw from that that distribution. If you had drawn random values from Gaussian distribution with standard deviation 1 every .001 seconds, you would have a process that is more variable than the process you got by drawing from that distribution every 0.1 seconds. If "amplitude" is to make sense the formula for calculating it must have a "per unit time" consideration in it.

What is the definition of the "amplitude" of Gaussian noise in signal processing? (This isn't a hint, because I really don't know.) When you have a data sample, what calculation do you do to estimate its amplitude?

and am I following the correct procedure of calculating the snr?

Not being a signal processing guy, I can't tell you. If we settle on how to calculate the amplitude of Gaussian noise, then we'll worry about that.
 

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