Signal extraction out of background noise is a common challenge in high precision physics experiments, where the measurement output is often a continuous data stream. To improve the signal to noise ratio of the detection, witness sensors are often used to independently measure background noises and subtract them from the main signal. If the noise coupling is linear and stationary, optimal techniques already exist and are routinely implemented in many experiments. However, when the noise coupling is non-stationary, linear techniques often fail or are sub-optimal. Inspired by the properties of the background noise in gravitational wave detectors, this work develops a novel algorithm to efficiently characterize and remove non-stationary noise couplings, provided there exist witnesses of the noise source and of the modulation. In this work, the algorithm is described in its most general formulation, and its efficiency is demonstrated with examples from the data of the Advanced LIGO gravitational wave observatory, where we could obtain an improvement of the detector gravitational wave reach without introducing any bias on the source parameter estimation.
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