Testing the normality of the gravitational wave data with a low cost recursive estimate of the kurtosis
Abstract
Description
We propose a monitoring indicator of the normality of the output of a gravitational wave detector. This indicator is based on the estimation of the kurtosis (i.e., the 4th order statistical moment normalized by the variance squared) of the data selected in a time sliding window. We show how a low cost (because recursive) implementation of such estimation is possible and we illustrate the validity of the presented approach with a few examples using simulated random noises.
4 pages, 3 figures. In the Proceedings of the 3rd workshop on Physics in Signal and Image Processing (Grenoble), 2003
4 pages, 3 figures. In the Proceedings of the 3rd workshop on Physics in Signal and Image Processing (Grenoble), 2003