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Volumn 68, Issue 10, 2003, Pages

Optimal generalization of power filters for gravitational wave bursts from single to multiple detectors

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85038981959     PISSN: 15507998     EISSN: 15502368     Source Type: Journal    
DOI: 10.1103/PhysRevD.68.102005     Document Type: Article
Times cited : (13)

References (30)
  • 3
    • 85039002322 scopus 로고    scopus 로고
    • K. Danzmann, in First Edoardo Amaldi Conference on Gravitational Wave Experiments, edited by E. Coccia et al. (World Scientific, Singapore, 1995)
    • K. Danzmann, in First Edoardo Amaldi Conference on Gravitational Wave Experiments, edited by E. Coccia et al. (World Scientific, Singapore, 1995).
  • 4
    • 85039011963 scopus 로고    scopus 로고
    • K. Tsubono, in First Edoardo Amaldi Conference on Gravitational Wave Experiments
    • K. Tsubono, in First Edoardo Amaldi Conference on Gravitational Wave Experiments 3.
  • 5
    • 85039028847 scopus 로고    scopus 로고
    • K.S. Thorne, in 300 Years of Gravitation, edited by S.W. Hawking and W. Israel (Cambridge University Press, Cambridge, England, 1987), pp. 330–458
    • K.S. Thorne, in 300 Years of Gravitation, edited by S.W. Hawking and W. Israel (Cambridge University Press, Cambridge, England, 1987), pp. 330–458.
  • 11
    • 17144369590 scopus 로고    scopus 로고
    • See, for instance, N. Arnaud, Phys. Rev. D 59, 082002 (1999);
    • (1999) Phys. Rev. D , vol.59 , pp. 82002
    • Arnaud, N.1
  • 22
    • 85039002437 scopus 로고    scopus 로고
    • A stochastic process (Formula presented) is wide-sense stationary if its mean value is time independent, (Formula presented) and if its autocorrelation satisfies (Formula presented)
    • A stochastic process (Formula presented) is wide-sense stationary if its mean value is time independent, (Formula presented) and if its autocorrelation satisfies (Formula presented)
  • 23
    • 85038979148 scopus 로고    scopus 로고
    • The Karhunen-Loève expansion can always be used to expand an arbitrary stochastic process, stationary or not, into a series with orthogonal coefficients. See A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd ed. (McGraw-Hill, New York, 1991), p. 413
    • The Karhunen-Loève expansion can always be used to expand an arbitrary stochastic process, stationary or not, into a series with orthogonal coefficients. See A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd ed. (McGraw-Hill, New York, 1991), p. 413.
  • 24
    • 85038991947 scopus 로고    scopus 로고
    • B. Noble, Applied Linear Algebra (Prentice-Hall, New York, 1969), p. 407
    • B. Noble, Applied Linear Algebra (Prentice-Hall, New York, 1969), p. 407.
  • 29
    • 85038989116 scopus 로고    scopus 로고
    • J. Sylvestre, Ph.D. thesis, Massachusetts Institute of Technology, 2002
    • J. Sylvestre, Ph.D. thesis, Massachusetts Institute of Technology, 2002.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.