Data series subtraction with unknown and unmodeled background noise

LISA Pathfinder (LPF), the precursor mission to a gravitational wave observatory of the European Space Agency, will measure the degree to which two test masses can be put into free fall, aiming to demonstrate a suppression of disturbance forces corresponding to a residual relative acceleration with a power spectral density (PSD) below (30 fm/sq s/Hz)(sup 2) around 1 mHz. In LPF data analysis, the disturbance forces are obtained as the difference between the acceleration data and a linear combination of other measured data series. In many circumstances, the coefficients for this linear combination are obtained by fitting these data series to the acceleration, and the disturbance forces appear then as the data series of the residuals of the fit. Thus the background noise or, more precisely, its PSD, whose knowledge is needed to build up the likelihood function in ordinary maximum likelihood fitting, is here unknown, and its estimate constitutes instead one of the goals of the fit. In this paper we present a fitting method that does not require the knowledge of the PSD of the background noise. The method is based on the analytical marginalization of the posterior parameter probability density with respect to the background noise PSD, and returns an estimate both for the fitting parameters and for the PSD. We show that both these estimates are unbiased, and that, when using averaged Welchs periodograms for the residuals, the estimate of the PSD is consistent, as its error tends to zero with the inverse square root of the number of averaged periodograms. Additionally, we find that the method is equivalent to some implementations of iteratively reweighted least-squares fitting. We have tested the method both on simulated data of known PSD and on data from several experiments performed with the LISA Pathfinder end-to-end mission simulator.