1
Summed Parallel Infinite Impulse Response (SPIIR) Filters For Low-Latency Gravitational Wave Detection Shaun Hooper 1 , Linqing Wen 1 , David Blair 1 , Jing Luan 2 , Shin Kee Chung 1 and Yanbei Chen 2 1 The University of Western Australia, 2 California Institute of Technology Abstract We present a new time-domain low-latency detection method for generating the signal to noise ratio (SNR) of inspiral gravitational waveforms (GWs) in detector data. Fast GW triggering will enable electromagnetic observations of the prompt optical emission related to gamma-ray burst (GRB) events. Real-Time Low-Latency GW Triggering is Essential for Prompt Optical Follow-Up Neutron star binary mergers are widely thought to be the progenitors of short hard gamma-ray bursts (GRBs). Shown below is the current idea of GRB - GW connection; Coalescence (GWs produced) -1000 - 0 seconds Merger Gamma-ray burst (beamed) 0 Prompt Optical Emission 10's-100's seconds ? ? ? ? ? ? ? Prompt Radio Emission Optical Afterglow 100's seconds - days hours - days Generate GW trigger & point telescopes Figure 1: Basic time-line of GRB event. Note that the times are model dependent. Time-Domain Low-Latency GW Detection Method GWs are detected by performing a cross-correlation of the waveform and the detector data, weighted 1/S n (f ) (matched filter). I Frequency domain correlation introduces latency (data segmenting) I Time-domain correlation computationally expensive I Infinite Impulse Response (IIR) filters provide a computationally cheaper alternative Consider the simplest IIR filter, y k = a 1 y k -1 + b 0 x k , (1) which has the solution, y k = k X j =-∞ x j b 0 a k -j 1 (2) + × × Figure 2: A flow chart showing the filtering of x k to y k This is the cross-correlation of the input data x k a complex sinusoid where a 1 = e -(γ l -t and b 0 is a complex constant. Approximation of Inspiral Waveform as a Summation of Sinusoids The inspiral waveform A(t)e (t) can approximated by a linear summation of exponentially increasing constant frequency sinusoid’s with cutoff times t l , A(t)e (t) X l A l e (γ l +l )(t-t l ) Θ(t l - t) (3) (e) (d) ... (c) ... (b) (a) Figure 3: The top three sinusoids (a-c) have different γ , ω and cutoff time factors. The fourth panel (d) shows the linear addition of these, plus more scaled sinusoids. The fifth panel (e) shows the exact inspiral-like waveform (Note that this figure is only for illustrative purposes). We create a bank of IIR filters, each with coefficients a 1 , b 0 corresponding to a sinusoid with parameters ω l , γ l , A l , and cutoff time t l . 99% Overlap Easily Achieved By varying the number of sinusoids needed to approximate the inspiral waveform, we can recover a very good overlap. 200 400 600 800 1000 1200 1400 0.976 0.978 0.98 0.982 0.984 0.986 0.988 0.99 0.992 0.994 Number of sinusoids per waveform Overlap 1.4+1.4 M 1.0+1.0 M 1.0+3.0 M 2.0+2.0 M 2.0+3.0 M 3.0+3.0 M Figure 4: We show the overlap (the cross-correlation between the exact inspiral waveform and the approximate inspiral waveform) as a function of number of sinusoids. Real Time Filter Output same as Matched Filter The summation of parallel infinite impulse response filters (SPIIR) run on mock detector data, can calculate an SNR almost the same as the matched filter, but calcu- lated in real-time without segment- ing of data. Figure 5: SNR output of both the SPIIR method and a traditional matched filter method as function of time SNR t - τ c (ms) -15 -10 -5 0 5 10 15 0 1 2 3 4 5 6 7 8 9 10 IIR filter output Matched filter output -1 0 1 7.5 8 8.5 Detection Efficiency Compared with Matched Filter The SPIIR method recovers almost all of the detections made by the matched filter method at an equivalent false alarm rate. False Alarm Rate Detection Rate SNR ~8 (250 Mpc) SNR ~6.6 (300 Mpc) SNR ~5.7(350 Mpc) SNR ~5 (400 Mpc) 10 -6 10 -5 10 -4 10 -3 10 -2 10 -1 10 0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 SPIIR Method Matched Filter Figure 6: The detection rate vs false alarm rate of both the SPIIR method and the matched filter method. Shown is the detection efficiency for four different injections scaled at effective distances of 250, 300, 350 and 400 Mpc (SNR 8, 6.6, 5.7 and 5 respectively). Summary I SPIIR filter method enables real-time detection of inspiral waveforms I Good signal recovery compared to matched filter I High computational efficiency compared to full time-domain correlation I χ 2 tests are easily included I Expandable to search for waveforms from spinning black holes I Parallelizable algorithm, already tested using graphics processing units Shaun Hooper et. al SPIIR Filters For Low-Latency Gravitational Wave Detection (LIGO - G1100030) Mail: [email protected]

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Page 1: Summed Parallel Infinite Impulse Response (SPIIR) Filters For … · 2018-07-11 · Summed Parallel In nite Impulse Response (SPIIR) Filters For Low-Latency Gravitational Wave Detection

Summed Parallel Infinite Impulse Response (SPIIR) Filters For Low-LatencyGravitational Wave Detection

Shaun Hooper1, Linqing Wen1, David Blair1, Jing Luan2, Shin Kee Chung1 and Yanbei Chen2

1The University of Western Australia, 2California Institute of Technology

Abstract

We present a new time-domain low-latency detection method forgenerating the signal to noise ratio (SNR) of inspiral gravitationalwaveforms (GWs) in detector data. Fast GW triggering will enableelectromagnetic observations of the prompt optical emission related togamma-ray burst (GRB) events.

Real-Time Low-Latency GW Triggering isEssential for Prompt Optical Follow-Up

Neutron star binary mergers are widely thought to be the progenitors ofshort hard gamma-ray bursts (GRBs). Shown below is the current idea ofGRB - GW connection;

Coalescence(GWs produced)

-1000 - 0 seconds

Merger

Gamma-ray burst(beamed)

0

Prompt OpticalEmission

10's-100's seconds

? ?

?

?

?

?

?

Prompt Radio Emission

OpticalAfterglow

100's seconds - days

hours - days

Generate GW

trigger &

point telescopes

Figure 1: Basic time-line of GRB event. Note that the times are model dependent.

Time-Domain Low-Latency GW DetectionMethod

GWs are detected by performing a cross-correlation of the waveform andthe detector data, weighted 1/Sn(f ) (matched filter).

I Frequency domain correlation introduces latency (data segmenting)

I Time-domain correlation computationally expensive

I Infinite Impulse Response (IIR) filters provide a computationally cheaperalternative

Consider the simplest IIR filter,

yk = a1yk−1 + b0xk, (1)

which has the solution,

yk =

k∑j=−∞

xjb0ak−j1 (2)

+

×

×

Figure 2: A flow chart showing thefiltering of xk to yk

This is the cross-correlation of the input data xk a complex sinusoid wherea1 = e−(γl−iω)∆t and b0 is a complex constant.

Approximation of Inspiral Waveform as aSummation of Sinusoids

The inspiral waveform A(t)eiφ(t) can approximated by a linear summationof exponentially increasing constant frequency sinusoid’s with cutoff timestl,

A(t)eiφ(t) '∑l

Ale(γl+iωl)(t−tl)Θ(tl − t) (3)

(e)

(d)

...

(c)

...

(b)

(a)

Figure 3: The top three sinusoids (a-c) have different γ, ω and cutoff time factors. Thefourth panel (d) shows the linear addition of these, plus more scaled sinusoids. The fifthpanel (e) shows the exact inspiral-like waveform (Note that this figure is only for illustrativepurposes).

We create a bank of IIR filters, each with coefficients a1, b0 correspondingto a sinusoid with parameters ωl, γl, Al, and cutoff time tl.

99% Overlap Easily Achieved

By varying the number of sinusoids needed to approximate the inspiralwaveform, we can recover a very good overlap.

200 400 600 800 1000 1200 1400

0.976

0.978

0.98

0.982

0.984

0.986

0.988

0.99

0.992

0.994

Number of sinusoids per waveform

Ov

erla

p

1.4+1.4 M⊙1.0+1.0 M⊙1.0+3.0 M⊙2.0+2.0 M⊙2.0+3.0 M⊙3.0+3.0 M⊙

Figure 4: We show the overlap (the cross-correlation between the exact inspiral waveformand the approximate inspiral waveform) as a function of number of sinusoids.

Real Time Filter Output same as MatchedFilter

The summation of parallel infiniteimpulse response filters (SPIIR)run on mock detector data, cancalculate an SNR almost the sameas the matched filter, but calcu-lated in real-time without segment-ing of data.

Figure 5: SNR output of both the SPIIRmethod and a traditional matched filtermethod as function of time

SNR

t − τc (ms)−15 −10 −5 0 5 10 15

0

1

2

3

4

5

6

7

8

9

10

IIR filter output

Matched filter output

−1 0 17.5

8

8.5

Detection Efficiency Compared withMatched Filter

The SPIIR method recovers almost all of the detections made by thematched filter method at an equivalent false alarm rate.

False Alarm Rate

Det

ecti

on R

ate

SNR ~8 (250 Mpc)

SNR ~6.6 (300 M

pc)

SNR ~

5.7(

350

Mpc

)

SNR

~5

(400

Mpc

)

10−6

10−5

10−4

10−3

10−2

10−1

100

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

SPIIR Method

Matched Filter

Figure 6: The detection rate vs false alarm rate of both the SPIIR method and the matchedfilter method. Shown is the detection efficiency for four different injections scaled ateffective distances of 250, 300, 350 and 400 Mpc (SNR ∼ 8, 6.6, 5.7 and 5 respectively).

Summary

I SPIIR filter method enables real-time detection of inspiral waveforms

I Good signal recovery compared to matched filter

I High computational efficiency compared to full time-domain correlation

Iχ2 tests are easily included

I Expandable to search for waveforms from spinning black holes

I Parallelizable algorithm, already tested using graphics processing units

Shaun Hooper et. al SPIIR Filters For Low-Latency Gravitational Wave Detection (LIGO - G1100030) Mail: [email protected]