Testing the normality of the gravitational wave data with a low cost recursive estimate of the kurtosis


Abstract in English

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.

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