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Pulsar Timing Array (PTA) collaborations recently reported evidence for the presence of a gravitational wave background (GWB) in their datasets. The main candidate that is expected to produce such a GWB is the population of supermassive…
A generalized state space representation of dynamical systems with random modes switching according to a white random process is presented. The new formulation includes a term, in the dynamics equation, that depends on the most recent…
This paper proposes simple moment based spectrum sensing algorithm for cognitive radio networks in a flat fading channel. It is assumed that the transmitted signal samples are binary (quadrature) phase-shift keying BPSK (QPSK), Mary…
This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…
This paper investigates the signal detection problem in colored noise with an unknown covariance matrix. In particular, we focus on detecting an unknown non-random signal by capitalizing on the leading eigenvalue of the whitened sample…
Transient noise appearing in the data from gravitational-wave detectors frequently causes problems, such as instability of the detectors and overlapping or mimicking gravitational-wave signals. Because transient noise is considered to be…
We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…
Tests of local position invariance (LPI) made by comparing the relative redshift of atomic clocks based on different atoms have been carried out for a variety of pairs of atomic species. In most cases, several absolute frequency…
This paper deals with model order selection in context of correlated noise. More precisely, one considers sources embedded in an additive Complex Elliptically Symmetric (CES) noise, with unknown parameters. The main difficultly for…
Spectrum sensing is a fundamental component of cognitive radio. How to promptly sense the presence of primary users is a key issue to a cognitive radio network. The time requirement is critical in that violating it will cause harmful…
We consider a $d$-dimensional continuous martingale $X(t)$ with quadratic variation matrix $\langle X\rangle_t=\int_0^t \Sigma(s)\,ds$ and develop tests for the rank of its spot covariance matrix $\Sigma(t)$, $t\in[0,1]$. The process $X$ is…
We discuss theoretically a setup where a time-dependent current consisting of a DC bias and two sinusoidal harmonics is driven through a sample. If the sample exhibits current-dependent shot noise, the down-converted noise power spectrum…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
We describe here an iterative method for jointly estimating the noise power spectrum from a scanning experiment's time-ordered data, together with the maximum-likelihood map. We test the robustness of this method on simulated datasets with…
This thesis presents advancements in the detection of gravitational waves from compact binary coalescences, utilising the most sensitive observatories constructed to date. The research focuses on enhancing gravitational-wave signal searches…
Coalescing compact binaries have been pointed out as the most promising source of gravitational waves for kilometer-size interferometers such as LIGO. Gravitational wave signals are extracted from the noise in the detectors by matched…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
Identification of nonlinear block-oriented models has been extensively studied. The presence of the process noise, more precisely its location in the block-oriented model influences essentially the development of a consistent identification…
Standardized tests play a crucial role in the detection of cognitive impairment. Previous work demonstrated that automatic detection of cognitive impairment is possible using audio data from a standardized picture description task. The…