\item Noise time series $x(t)$ sampled at regular intervals $t_j$ to produce $N$ samples $x_j=x(t_j)$.
Let's consider this to be a Gaussian noise (with zero mean and variance $\sigma^2$) i.e the probability distribution of $\{x_j\}$ is
$$p_x\left(\{x_j\}\right)=\left(\frac{1}{\sqrt{2\pi\sigma}}\right)^N \mathrm{exp}\left\lbrace-\frac{1}{2\sigma^2}\sum_{j=0}^{N-1} x_j^2\right\rbrace$$. Derive the continuum limit of $p_x\left(\{x_j\}\right)$, i.e show that
\item Now consider colored Gaussian noise $y(t)=\int K(t-t^{\prime})x(t^{\prime}) dt^{\prime}$. Show that
$$p_y\left[y(t)\right]\propto\mathrm{exp}\left\{\frac{1}{2}4\int_0^{\infty}\frac{|\tilde{y}(f)|^2}{S_y} df\right\}$$, where $\tilde{y}(f)=\tilde{K}(f)\tilde{x}(f)$
\item Assume a signal of the form $h(t)= A g(t)$. Find the value of A that maximizes the matched filter inner product.
\item Assume a signal of the form $g(t)= cos [\phi+\phi_0]$. Find the value of $\phi_0$
that maximizes the matched filter inner product.
\item Calculate the mean and variance of the matched filter statistic in the absence and presence of a signal of the form $h(t)= A g(t)$.
\end{enumerate}
\subsection{Tutorial 9: GW data analysis}
In the case a known signal $h(t)$ buried in stationary Gaussian noise, the optimal technique for
signal extraction is the \emph{matched filtering}, which is a noise-weighted correlation of the data