In this paper the problem of a physically realizable whitening-filter (WF) synthesis for cryogenic resonant gravitational-wave antennas is considered in the framework of the optimal linear Kalman-Bucy filtering. A system of equations determining the structure of the Kalman filter for gravitational-wave antennas with a displacement converter is presented. The transfer function of a stationary physically realizable WF is derived. The Kalman approach ensures the possibility of high frequency parameter measurements of Gaussian and non-Gausssian noises in low-dissipation oscillatory systems for observation intervals, which are relatively short in comparison to the relaxation time.
95.85.Sz Gravitational radiation, magnetic fields, and other observations
07.05.Kf Data analysis: algorithms and implementation; data management
Shternberg Astronomy Institute, Moscow State University, Universitetsky pr. 13, 119991, Moscow, Russia
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