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Data analysis for continuous gravitational wave signals Alicia M. Sintes Universitat de les Illes Balears, Spain Villa Mondragone International School of Gravitation and Cosmology Frascati, September 9th 2004 Photo credit: NASA/CXC/SAO Talk overview Gravitational waves from pulsars Sensitivity to pulsars Target searches Review of the LSC methods & results Frequency domain method Time domain method Hardware injection of fake pulsars Pulsars in binary systems The problem of blind surveys Incoherent searches The Radon & Hough transform Summary and future outlook Frascati, September 9th 2004, A.M. Sintes Gravitational waves from pulsars – Pulsars (spinning neutron stars) are known to exist! – Emit gravitational waves if they are non-axisymmetric: Low Mass X-Ray Binaries Wobbling Neutron Star Bumpy Neutron Star Frascati, September 9th 2004, A.M. Sintes GWs from pulsars: The signal • The GW signal from a neutron star: h(t) h0 Α(t)e Φ(t) • Nearly-monochromatic continuous signal – spin precession at ~frot – excited oscillatory modes such as the r-mode at 4/3* frot – non-axisymmetric distortion of crystalline structure, at 2frot T • (Signal-to-noise)2 ~ 2 h (t) 0 Sh(f gw )dt Frascati, September 9th 2004, A.M. Sintes Signal received from a pulsar • A gravitational wave signal we detect from a pulsar will be: – Frequency modulated by relative motion of detector and source – Amplitude modulated by the motion of the antenna pattern of the detector R Frascati, September 9th 2004, A.M. Sintes Signal received from an isolated pulsar The detected strain has the form: h(t ) F (t ; ) h (t ) F (t ; ) h (t ) F(t,ψ ) F(t,ψ ) strain antenna patterns of the detector to plus and cross polarization, bounded between -1 and 1. They depend on the orientation of the detector and source and on the polarization of the waves. h A cos (t ) the two independent wave polarizations h A sin (t ) (t ) 0 2 n 0 f ( n) (n 1)! (T (t ) T (t0 )) n1 the phase of the received signal depends on the initial phase and on the frequency evolution of the signal. This depends on the spin-down parameters and on the Doppler modulation, thus on the frequency of the signal and on the instantaneous relative velocity between source and detector T(t) is the time of arrival of a signal at the solar system barycenter (SSB). Accurate timing routines (~2s) are needed to convert between GPS and SSB time. Maximum phase mismatch ~10-2 radians for a few months Frascati, September 9th 2004, A.M. Sintes Signal model: isolated non-precessing neutron star Limit our search to gravitational waves from an isolated tri-axial neutron star emitted at twice its rotational frequency (for the examples presented here, only) 1 A h0 (1 cos 2 ) 2 A h0 cos 4 G I zz f gw h0 4 c d 2 2 h0 - amplitude of the gravitational wave signal - angle between the pulsar spin axis and line of sight Ixx Iyy - equatorial ellipticity Izz Frascati, September 9th 2004, A.M. Sintes Sensitivity to Pulsars Crab pulsar limit (4 month observation) Hypothetical population of young, fast pulsars (4 months @ 10 kpc) Crustal strain limit (4 months @ 10 kpc) Sco X-1 to X-ray flux (1 day) PSR J1939+2134 (4 month observation) Frascati, September 9th 2004, A.M. Sintes Target known pulsars • For target searches only one search template (or a reduced parameter space) is required e.g. search for known radio pulsars with frequencies (2frot) in detector band . There are 38 known isolated radio pulsars fGW > 50 Hz – Known parameters: position, frequency and spin-down (or approximately) – Unknown parameters: amplitude, orientation, polarization and phase h0 , cos, and 0 • Timing information provided from radio observations In the event of a glitch we would need to add an extra parameter for jump in GW phase • Coherent search methods can be used i.e. those that take into account amplitude and phase information Frascati, September 9th 2004, A.M. Sintes Crab pulsar Young pulsar (~60 Hz) with large spin-down and timing noise. Frequency residuals will cause large deviations in phase if not taken into account. E.g., use Jodrell Bank monthly crab ephemeris to recalculate spin down parameters. Phase correction can be applied using interpolation between monthly ephemeris. Time interval 2 (months) 4 6 8 10 12 RMS phase RMS frequency deviations deviations (Hz) 1.3 1.9E-6 (rad) 157.1 2115.7 12286 46229.3 134652.8 9.7E-5 8.4E-4 3.6E-3 1.0E-2 2.5E-2 Frascati, September 9th 2004, A.M. Sintes Review of the LSC methods and results • S1 run: Aug 23 - Sep 9 2002 (~400 hours). LIGO, plus GEO and TAMA “Setting upper limits on the strength of periodic gravitational waves using the first science data from the GEO600 and LIGO detectors” Phys. Rev. D69, 082004 (2004), gr-qc/0308050, Duty cycle GEO LLO-4K LHO-4K LHO-2K 3x Coinc. 98% 42% 58% 73% 24% Frascati, September 9th 2004, A.M. Sintes Directed Search in S1 NO DETECTION EXPECTED at present sensitivities Crab Pulsar Detectable amplitudes with a 1% false alarm rate and 10% false dismissal rate Upper limits on from spin-down measurements of known radio pulsars Predicted signal for rotating neutron star with equatorial ellipticity = d I/I : 10-3 , 10-4 , 10-5 @ 8.5 kpc. PSR J1939+2134 1283.86 Hz P’ = 1.0511 10-19 s/s D = 3.6 kpc Frascati, September 9th 2004, A.M. Sintes Two search methods Frequency domain Time domain Conceived as a module in a hierarchical search process signal to remove frequency variations due to Earth’s motion around Sun and spindown • Best suited for large parameter space searches (when signal characteristics are uncertain) • Straightforward implementation of standard matched filtering technique (maximum likelihood detection method): Cross-correlation of the signal with the template and inverse weights with the noise • Frequentist approach used to cast upper limits. • Best suited to target known objects, even if phase evolution is complicated • Efficiently handless missing data • Upper limits interpretation: Bayesian approach Frascati, September 9th 2004, A.M. Sintes Frequency domain search The input data are a set of SFTs of the time domain data, with a time baseline such that the instantaneous frequency of a putative signal does not move by more than half a frequency bin. The original data being calibrated, high-pass filtered & windowed. Data are studied in a narrow frequency band. Sh(f) is estimated from each SFT. Dirichlet Kernel used to combine data from different SFTs (efficiently implements matched filtering, or other alternative methods). Detection statistic used is described in Jaranoski, Krolak, Schutz, Phys. Rev. D58(1998)063001 The F detection statistic provides the maximum value of the likelihood ratio with respect to the unknown parameters, h0 , cos, and 0 , given the data and the template parameters that are known f0min < f0 < f0max x(t) HIGH-PASS FILTER FT WINDOW SFTs ComputeFStatistic F(f0) Frascati, September 9th 2004, A.M. Sintes Frequency domain method • The outcome of a target search is a number F* that represents the optimal detection statistic for this search. • 2F* is a random variable: For Gaussian stationary noise, follows a c2 distribution with 4 degrees of freedom with a non-centrality parameter l(h|h). Fixing , and 0 , for every h0, we can obtain a pdf curve: p(2F|h0) • The frequentist approach says the data will contain a signal with amplitude h0 , with confidence C, if in repeated experiments, some fraction of trials C would yield a value of the detection statistics F* C (h0 ) 2F* p(2F | h0 )d(2F ) • Use signal injection Monte Carlos to measure Probability Distribution Function (PDF) of F Frascati, September 9th 2004, A.M. Sintes Measured PDFs for the F statistic with fake injected worst-case signals at nearby frequencies h0 = 1.9E-21 Note: hundreds of thousands of injections were needed to get such nice clean statistics! h0 = 2.7E-22 95% 95% 2F* = 1.5: Chance probability 83% 2F* 2F* 2F* = 3.6: Chance probability 46% h0 = 5.4E-22 95% h0 = 4.0E-22 95% 2F* 2F* = 6.0: chance probability 20% 2F* 2F* = 3.4: chance probability 49% Frascati, September 9th 2004, A.M. Sintes Time domain target search • Method developed to handle known complex phase evolution. Computationally cheap. • Time-domain data are successively heterodyned to reduce the sample rate and take account of pulsar slowdown and Doppler shift, – Coarse stage (fixed frequency) 16384 4 samples/sec – Fine stage (Doppler & spin-down correction) 1 samples/min Bk – Low-pass filter these data in each step. The data is down-sampled via averaging, yielding one value Bk of the complex time series, every 60 seconds • Noise level is estimated from the variance of the data over each minute to account for non-stationarity. k • Standard Bayesian parameter fitting problem, using timedomain model for signal -- a function of the unknown source parameters h0 ,, and 0 y (t; a) 41 h0F (t, )(1 cos2 )e2i0 21 ih0F (t, ) cose2i0 Frascati, September 9th 2004, A.M. Sintes Time domain: Bayesian approach • We take a Bayesian approach, and determine the joint posterior distribution of the probability of our unknown parameters, using uniform priors on h0 ,cos , and 0 over their accessible values, i.e. p(a | {Bk }) p(a) p({Bk } | a) posterior • The likelihood prior exp(-c2 /2), likelihood 2 where c (a) Bk y (t ; a ) k 2 k • To get the posterior PDF for h0, marginalizing with respect to the nuisance parameters cos , and 0 given the data Bk p(h0 | {Bk }) e c 2 / 2 d0d d cos Frascati, September 9th 2004, A.M. Sintes Upper limit definition & detection The 95% upper credible limit is set by the value h95 satisfying 0.95 h95 0 p(h0 | {Bk })dh0 Such an upper limit can be defined even when signal is present A detection would appear as a maximum significantly offset from zero h95 h0 p(h0|{Bk}) p(h0|{Bk}) Most probable h0 h95 h0 Frascati, September 9th 2004, A.M. Sintes Posterior PDFs for CW time domain analyses Simulated injection at 2.2 x10-21 p shaded area = 95% of total area p Frascati, September 9th 2004, A.M. Sintes S1 Results No evidence of CW emission from PSR J1939+2134. Summary of 95% upper limits for ho: IFO Frequentist FDS Bayesian TDS GEO (1.90.1) x 10-21 (2.20.1) x 10-21 LLO (2.70.3) x 10-22 (1.40.1) x 10-22 LHO-2K (5.40.6) x 10-22 (3.30.3) x 10-22 LHO-4K (4.00.5) x 10-22 (2.40.2) x 10-22 Previous results for this pulsar: ho < 10-20 (Glasgow, Hough et al., 1983), ho < 1.5 x 10-17 (Caltech, Hereld, 1983). Frascati, September 9th 2004, A.M. Sintes S2 Upper Limits Feb 14 – Apr 14, 2003 95% upper limits • Performed joint coherent analysis for 28 pulsars using data from all IFOs • Most stringent UL is for pulsar J1910-5959D (~221 Hz) where 95% confident that h0 < 1.7x10-24 • 95% upper limit for Crab pulsar (~ 60 Hz) is h0 < 4.7 x 10-23 • 95% upper limit for J1939+2134 (~ 1284 Hz) is h0 < 1.3 x 10-23 Frascati, September 9th 2004, A.M. Sintes Equatorial Ellipticity • Results on h0 can be interpreted as upper limit on equatorial ellipticity • Ellipticity scales with the difference in radii along x and y axes I xx I yy I zz c4 r h0 2 2 4 G f gw I zz • Distance r to pulsar is known, Izz is assumed to be typical, 1045 g cm2 Frascati, September 9th 2004, A.M. Sintes S2 hardware injections • Performed end-to-end validation of analysis pipeline by injecting simultaneous fake continuous-wave signals into interferometers • Two simulated pulsars were injected in the LIGO interferometers for a period of ~ 12 hours during S2 • All the parameters of the injected signals were successfully inferred from the data Frascati, September 9th 2004, A.M. Sintes Preliminary results for P1 Parameters of P1: P1: Constant Intrinsic Frequency Sky position: 0.3766960246 latitude (radians) 5.1471621319 longitude (radians) Signal parameters are defined at SSB GPS time 733967667.026112310 which corresponds to a wavefront passing: LHO at GPS time 733967713.000000000 LLO at GPS time 733967713.007730720 In the SSB the signal is defined by f = 1279.123456789012 Hz fdot = 0 phi = 0 psi = 0 iota = /2 h0 = 2.0 x 10-21 Frascati, September 9th 2004, A.M. Sintes Preliminary results for P2 Parameters for P2: P2: Spinning Down Sky position: 1.23456789012345 latitude (radians) 2.345678901234567890 longitude (radians) Signal parameters are defined at SSB GPS time: SSB 733967751.522490380, which corresponds to a wavefront passing: LHO at GPS time 733967713.000000000 LLO at GPS time 733967713.001640320 In the SSB at that moment the signal is defined by f=1288.901234567890123 fdot = -10-8 [phase=2 pi (f dt+1/2 fdot dt^2+...)] phi = 0 psi = 0 iota = /2 h0 = 2.0 x 10-21 Frascati, September 9th 2004, A.M. Sintes GW pulsars in binary systems • Physical scenarios: • Accretion induced temperature asymmetry (Bildsten, 1998; Ushomirsky, Cutler, Bildsten, 2000; Wagoner, 1984) • R-modes (Andersson et al, 1999; Wagoner, 2002) • LMXB frequencies are clustered (could be detected by advanced LIGO). • We need to take into account the additional Doppler effect produced by the source motion: – 3 parameters for circular orbit – 5 parameters for eccentric orbit – possible relativistic corrections – Frequency unknown a priori Sco X-1 Signal strengths for 20 days of integration Frascati, September 9th 2004, A.M. Sintes L1 SFTs Coincidence Pipeline Compute F statistic over bank of filters and frequency range Store results above “threshold” H1 SFTs Compute F statistic over bank of filters and frequency range Store results above “threshold” Consistent events in parameter space? no yes Upper-limit or Follow up FL1 > Fchi2 FH1 > Fchi2 FL1 or FH1 < Fchi2 Pass chi2 cut ? Pass chi2 cut? Candidates FL1 < Fchi2 FH1 < Fchi2 no Rejected events Frascati, September 9th 2004, A.M. Sintes All-Sky and targeted surveys for unknown pulsars It is necessary to search for every signal template distinguishable in parameter space. Number of parameter points required for a coherent T=107s search [Brady et al., Phys.Rev.D57 (1998)2101]: Class f (Hz) t (Yrs) Ns Directed All-sky Slow-old <200 >103 1 3.7x106 1.1x1010 Fast-old <103 >103 1 1.2x108 1.3x1016 Slow-young <200 >40 3 8.5x1012 1.7x1018 Fast-young <103 >40 3 1.4x1015 8x1021 Number of templates grows dramatically with the integration time. To search this many parameter space coherently, with the optimum sensitivity that can be achieved by matched filtering, is computationally prohibitive. =>It is necessary to explore alternative search strategies Frascati, September 9th 2004, A.M. Sintes Alternative search strategies • The idea is to perform a search over the total observation time using an incoherent (suboptimal) method: We propose to search for evidence of a signal whose frequency is changing over time in precisely the pattern expected for some one of the parameter sets • The methods used are – Radon transform – Hough transform – Power-flux method Phase information is lost between data segments Frascati, September 9th 2004, A.M. Sintes The Radon transform • Break up data into N segments • Take the Fourier transform of each segment and track the Doppler shift by adding power in the frequency domain (Stack and Slide) Tobs T Time Frequency Tobs N Frascati, September 9th 2004, A.M. Sintes The Hough transform • Robust pattern detection technique developed at CERN to look for patterns in bubble chamber pictures. Patented by IBM and used to detect patterns in digital images • Look for patterns in the time-frequency plane • Expected pattern depends on: {a,d, f0, fn} n f f t a d t Frascati, September 9th 2004, A.M. Sintes Hierarchical Hough transform strategy Pre-processing raw data Divide the data set in N chunks Template placing Coherent search (a,d,fi) Construct set of short FT (tSFT) in a frequency band Incoherent search Peak selection in t-f plane Set upper-limit Hough transform (a, d, f0, fi) Candidates selection Candidates selection Frascati, September 9th 2004, A.M. Sintes Incoherent Hough search Pipeline Pre-processing raw data Divide the data set in N chunks Construct set of short FT (tSFT<1800s) Incoherent search Peak selection in t-f plane Hough transform (a, d, f0, fi) Candidates selection Set upper-limit Frascati, September 9th 2004, A.M. Sintes Peak selection in the t-f plane • Input data: Short Fourier Transforms (SFT) of time series • ~(f) h~(f) For every SFT, select frequency bins i such ~ x (f) n |~ x (f i ) |2 ri ~ | n (f i ) |2 exceeds some threshold rth time-frequency plane of zeros and ones • p(r|h, Sn) follows a c2 distribution with 2 degrees of freedom: ~ 4 | h (f i ) |2 li S n(f i )TSFT ri 1 li r 2 1 li 2 • The false alarm and detection probabilities for a threshold rth are a ( r th | S n ) r p (r | 0, S n ) dr e rth , th ( r th | h, S n ) r p(r | h, S n ) dr th Frascati, September 9th 2004, A.M. Sintes Hough statistics • After performing the HT using N SFTs, the probability that the pixel {a,d, f0, fi} has a number count n is given by a binomial distribution: N n N n P ( n | p, N ) n p (1 p ) n Np, n 2 Np(1 p ) a p signal absent signal present • The Hough false alarm and false dismissal probabilities for a threshold nth N n N n a ( 1 a ) n nth n Candidates selection nth 1 N H ( nth , , N ) n (1 ) N n n 0 n a H ( nth , a , N ) N • For a given aH, the solution for nth is nth Na 2 Na (1 a ) erfc 1 (2a H ) • Optimal threshold for peak selection : rth ≈1.6 and a ≈0.20 Frascati, September 9th 2004, A.M. Sintes The time-frequency pattern v(t ) n f (t ) f 0 (t ) f 0 (t ) c • SFT data f (t ) F0 (t ) (t ) (n Nˆ ) • Demodulated data n fk N̂ Fk f k F0 (t ) f 0 TNˆ (t ) k! k k f k f k Fk x (t ) Nˆ TNˆ (t ) t Time at the SSB for a given sky position c k k 1 v(t ) x (t ) Fk Fk (t ) F0 (t ) TNˆ (t ) TNˆ (t ) k k! c k (k 1)! c Frascati, September 9th 2004, A.M. Sintes Validation code -Signal only case- (f0=500 Hz) • bla Frascati, September 9th 2004, A.M. Sintes Validation code -Signal only case- (f0=500 Hz) Frascati, September 9th 2004, A.M. Sintes Noise only case Frascati, September 9th 2004, A.M. Sintes Results on simulated data Statistics of the Hough maps f0~300Hz tobs=60days N=1440 SFTs tSFT=1800s a=0.2231 <n> = Na=321.3074 n=(Na(1-a))=15.7992 Frascati, September 9th 2004, A.M. Sintes Number count probability distribution 1440 SFTs 1991 maps 58x58 pixels Frascati, September 9th 2004, A.M. Sintes Frequentist Analysis • Perform the Hough transform for a set of points in parameter space l={a,d,f0,fi} S , given the data: HT: S N l n(l) • Determine the maximum number count n* n* = max (n(l)): l S • Determine the probability distribution p(n|h0) for a range of h0 30% 90% Frascati, September 9th 2004, A.M. Sintes Frequentist Analysis • Perform the Hough transform for a set of points in parameter space l={a,d,f0,fi} S , given the data: HT: S N l n(l) • Determine the maximum number count n* n* = max (n(l)): l S • Determine the probability distribution p(n|h0) for a range of h0 • The 95% frequentist upper limit h095% is the value such that for repeated trials with a signal h0 h095%, we would obtain n n* more than 95% of the time 0.95 pn|h ) N 95% 0 n n* •Compute p(n|h0) via Monte Carlo signal injection, using l S , and 0 [0,2], [-/4,/4], cos [-1,1]. Frascati, September 9th 2004, A.M. Sintes Set of upper limit. Frequentist approach. n*=395 =0.295 h095% 0.95 95 % pn|h ) N 95% 0 n n* Frascati, September 9th 2004, A.M. Sintes Comparison of sensitivity • For a matched filter search directed at a single point in parameter space, smallest signal that can be detected with a false dismissal rate of 10% and false alarm of 1% is • For a Hough search with N segments, for same confidence levels and for large N: • For the Radon transform • For, say N = 2000, loss in sensitivity is only about a factor of 5 for a much smaller computational cost Sn h 0 11.4 Tobs h 0 8.5 N 1/ 4 Sn Tobs h 0 7.6 N Sn Tobs 1/ 4 Frascati, September 9th 2004, A.M. Sintes Computational Engine Searchs offline at: • Medusa cluster (UWM) • Merlin cluster (AEI) Frascati, September 9th 2004, A.M. Sintes Summary and future outlook • S2 run (Feb 14, 2003 - Apr 14, 2003) – – – – Time-domain analysis of 28 known pulsars Broadband frequency-domain all-sky search ScoX-1 LMXB frequency-domain search Incoherent searches. • S3 run (Oct 31, 2003 – Jan 9, 2004) – Time-domain analysis on more pulsars, including binaries – Improved sensitivity LIGO/GEO run. Approaching spin-down limit for Crab pulsar • Future: – Implement hierarchical analysis that layers coherent and incoherent methods – Grid searches – Einstein@home initiative for 2005 World Year of Physics Frascati, September 9th 2004, A.M. Sintes