It is difficult to choose detection thresholds for tests of nonstationarity that assume a priori a noise model if the data are statistically uncharacterized to begin with. This is a potentially serious problem when an automated analysis is required, as would be the case for the huge data sets that large interferometric gravitational wave detectors will produce. A solution is proposed in the form of a robust time-frequency test for detecting nonstationarity whose threshold for a specified false alarm rate is almost independent of the statistical nature of the ambient stationary noise. The efficiency of this test in detecting bursts is compared with that of an ideal test that requires prior information about both the statistical distribution of the noise and also the frequency band of the burst. When supplemented with an approximate knowledge of the burst duration, this test can detect, at the same false alarm rate and detection probability, bursts that are about 3 times larger in amplitude than those that the ideal test can detect. Apart from being robust, this test has properties which make it suitable as an online monitor of stationarity.
Mohanty, Soumya D. “Robust Test for Detecting Nonstationarity in Data from Gravitational Wave Detectors.” Physical Review D, vol. 61, no. 12, American Physical Society, May 2000, p. 122002, doi:10.1103/PhysRevD.61.122002.
Physical Review D