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# Electrical anisotropy in high-Tc granular superconductors in a magnetic field

## I Introduction

If a granular sample of a high-Tc superconductor (HTSC) is cooled down to its critical temperature (let us call it $`T_{\mathrm{c0}}`$) in the presence of a magnetic field, its electrical resistance suddenly falls to a value that can be as low as 30% of the normal-state resistance just above $`T_{\mathrm{c0}}`$ (see Fig. 5 in Section IV). This effect, common to many cuprates, is due to the superconducting transition of the grains while the intergrain regions (weak links) remain in the resistive state Tinkham . On further cooling, the sample resistance gradually decreases, eventually becoming zero at a temperature $`T_\mathrm{c}`$ whose value depends on the applied magnetic field. In this second stage of the superconducting transition, the transport properties of the specimen are entirely controlled by the weak links between grains, that can be thought of as S-N-S Josephson junctions Barone  with randomly-distributed critical energies. According to this approach, when the temperature is lowered the superconducting wavefunctions of the grains gradually lock in phase. This gives rise to long-range coherence and finally to the bulk superconductivity. Of course, the transition of each junction from the superconducting to the resistive state (or vice-versa) is controlled by the temperature, the current density crossing the junction and the local magnetic field. These three parameters, together with the distribution of the Josephson critical energies, are thus expected to play a major role in determining the electrical behaviour of the material. The transition also depends on wether the magnetic field is applied during the cooling of the sample (field cooling, FC) or after cooling (zero field cooling, ZFC). Actually, in the FC case field penetration and trapping within the grains reduces the transition probability of the weak links, and consequently the value of the electrical resistance, by reducing the flux compression factor. This last quantity will be introduced and discussed in Section III of this paper.

Finally, in many cases, the electrical properties of granular HTSC below $`T_{\mathrm{c0}}`$ are found to depend on the angle between the magnetic field $`𝐇`$ and the macroscopic current density $`𝐣`$, even if the grains are randomly oriented. This indicates the existence of an electrical anisotropy of the material, induced by the application of an external magnetic field. That also this anisotropy is related to the complex transition dynamics of the weak link network is demonstrated by its almost complete absence in high-density polycrystalline MgB2 samples, where grains are connected through metallic contacts and there are no weak linksMgB2 .

In the following, we will propose an explanation for the observed electrical anisotropy in a zero-field-cooled granular HTSC. The leading idea of the model is that the screening supercurrents flowing on the surface of the superconducting grains create a local “demagnetising field” that adds to the external one creating a strongly non-uniform field distribution in the integrain regions. We will show that this field distribution gives rise to a structural anisotropy in the network of resistive weak links, so that the material behaves as a uniaxially anisotropic medium for the current transport. By starting from simple hypotheses, which will be discussed and supported by experimental evidences, we will develop a simple network model that allows calculating the electrical resistance of the material as a function of the magnetic field and of the current density in the two cases where $`𝐇𝐣`$ and $`𝐇𝐣`$. Finally, we will compare the results of our calculations with an extensive set of experimental results obtained on a YBCO granular specimen.

## II The approach to the problem

Let us focus on a zero-field-cooled (ZFC) granular superconductor. Suppose to feed it with a current of density $`𝐣`$ and to apply a magnetic field $`𝐇`$ such that the bulk superconductivity is disrupted, but the grains remain in the Meissner state. As long as the grains exclude the magnetic field, experiments show that the resistance vs. magnetic field curves are very nearly reversible. This reversibility shows that it is the flux pinning within the grains that originates hysteresis, while flux pinning in the intergrain regions is negligible. In these conditions, the electrical resistance is found to depend on whether the magnetic field $`𝐇`$ and the macroscopic current density $`𝐣`$ are parallel or perpendicular to each other. This anisotropy was already evidenced by some measurements of critical current Jones ; Glowacki , resistivity Asim ; Kilic , magnetization Chandran , power dissipation Lopez  and I-V characteristics Blackstead  in different HTSCs. Most of the relevant papers propose an explanation for the anisotropy based on the conventional theories of the current-driven vortex motion in the mixed state. Within this picture, the anisotropy arises from the fact that the Lorentz force between transport current and vortices depends on the angle between $`𝐇`$ and $`𝐣`$. Actually, this requires that the material behaves as a nearly homogeneous medium with an effective penetration depth $`\lambda _{\mathrm{eff}}`$, where the magnetic flux penetrates in the form of vortices as in conventional type-II superconductors. As pointed out by Ginzburg *et al.* Ginzburg  this approach is reasonable as long as $`\lambda _{\mathrm{eff}}`$ is much greater than the average grain size, and fluxons can be taken parallel to the external field. Even in this case, however, the conventional theories must be improved – for example to explain why, in the “$`𝐇𝐣`$” case, the voltage drop across the specimen is far from being nearly zero. Finally, experimental results that will be presented in the following section clearly indicate that the anisotropy gradually vanishes when the temperature approaches $`T_{\mathrm{c0}}`$, and this behavior is not easily explicable within the picture described so far.

In the following we will propose a completely different explanation for the electrical anisotropy induced in granular HTSCs by the magnetic field. We will start by representing the material as a set of irregularly shaped grains connected through thin intergrain regions that behave as weak links. We will think of these weak links as resistively shunted Josephson junctions with a perfect ohmic behavior in the normal state – that is, with a normal-state resistance independent of both magnetic field and current, as well as of the angle between them. This assumption finds again support in the fact that, at temperatures close to $`T_{\mathrm{c0}}`$ – when almost all the weak links are in the resistive state – the anisotropy disappears. This suggests that the anisotropy is related to the *spatial distribution* of superconductive and resistive weak links within the material, rather than to an intrinsic dependence of the intergrain resistivity on the orientation of $`𝐇`$ and $`𝐣`$.

The problem now is to understand why the distribution of resistive weak links should be anisotropic. We argue that this distribution is mainly determined by the distribution of the local magnetic field intensity in the intergrain region. As a matter of fact, the local magnetic field $`𝐇_{\mathrm{}}`$ is given by the superposition of the external field $`𝐇`$ and of the magnetic field created by the screening supercurrents that flow on the grains’ surfaces. As a result, the local field intensity $`H_{\mathrm{}}`$ in a given weak link can be very different from $`H`$ – and can vary very drastically from a weak link to another. Simple geometrical considerations lead to the conclusion that this variation is related to the spatial orientation of the weak links with respect to $`𝐇`$. The strong non-uniformity of the local field makes the transition probability of the weak links be anisotropic. Therefore, the spatial distribution of weak links that undergo the transition to the resistive state becomes anisotropic as well, and the material behaves as a uniaxially anisotropic medium for the current.

The influence of the screening supercurrents of the grains on the intergrain region was already invoked to explain other interesting properties of granular superconductors, such as the hysteresis of the critical current Evetts ; Jackiewicz ; Altshuler ; Huang  and the ac magnetization curves Chandran . In the original approach by Evetts and Glowacki Evetts  it was assumed that a sufficiently weak magnetic field can be excluded both by grains and by superconducting “islands” bounded by closed paths, called “rings”, made up of grains connected through weak links with relatively high critical currents. According to their discussion, the screening supercurrents flowing along the boundaries of the superconducting regions create “flux compression” in the surrounding weak links where the field has penetrated, which thus experience a magnetic field more intense than the applied one. It is worthwhile to notice that, in that paper, the local magnetic field outside the superconducting regions was supposed to be *everywhere* greater than the applied field.

On the contrary, experimental studies of the ac magnetization of granular HTSCs led Chandran and Chaddah Chandran  to suggest that the screening supercurrents flowing on the grain surface give rise to “flux compression” in the weak links laying on planes parallel to the external field $`𝐇`$, and to an almost complete magnetic shielding of the weak links perpendicular to $`𝐇`$. In spite of the oversimplification implicit in this model – grains are thought to be cubic and arranged in a regular lattice, as in Fig.1 – the idea it is based on can be safely assumed to explain the origin of the magnetic field-induced anisotropy of the resistance in granular superconductors.

In the present paper, we shall neglect the possible contribution of superconducting “rings” to the non-uniformity of the local magnetic field in the intergrain regions. Actually, the experimental results to which we will compare the theoretical predictions of our model were obtained on a YBCO granular specimen with a small critical current density (less than $`10^5`$A/m2 at $`T=27`$ K). A simple calculation shows that the maximum magnetic field created by this current density flowing on a circular ring made up of grains and superconducting weak links is definitely negligible with respect to the magnetic fields considered here, even if the ring is very small. Notice that also in refs. Altshuler ; Huang  experimental results were reported, suggesting that flux trapping or exclusion is mostly due to the grains, rather than to persistent superconducting loops in the weak link network.

The model we are going to present in the following arises from a generalization of the idea by Chandran and Chaddah Chandran  to a more realistic case, in which the grains have irregular shape and the weak links are randomly oriented in space. We will show that this model quantitatively explains the results of a set of resistance measurements we carried out on a YBCO granular specimen.

## III The model

### III.1 The simplest case

To discuss the origin of the field-induced resistance anisotropy in granular HTSCs, let us start with the analysis of the ideal, simplified case in which the material is made up of a set of identical cubic grains arranged in a regular lattice, as shown in Fig. 1. Within this simple picture, the weak links are represented by the flat, square surfaces separating adjacent grains. Let the magnetic field $`𝐇`$ be applied parallel to one of the grain edges, for example along the vertical direction. As previously discussed, $`𝐇`$ is assumed to be intense enough to destroy the magnetic screening of the sample as a whole (due to the supercurrent flowing on the sample surface), but weak enough not to penetrate into the grains. Let $`\theta `$ be the angle between the field $`𝐇`$ and the normal $`𝐧`$ to a given weak-link surface. It is clear that, in this simple model, only the values $`\theta =0`$ (corresponding to $`𝐧𝐇`$) and $`\theta =\pi /2`$ (corresponding to $`𝐧𝐇`$) are possible.

The screening supercurrents flowing on the surface of each grain, which is supposed to be in the Meissner state, create a “demagnetizing field” that cancels out the external magnetic field $`𝐇`$ inside the grain. In the surrounding weak links, the local magnetic field $`𝐇_{\mathrm{}}`$ is given by the superposition of the demagnetizing fields of adjacent grains and of the external field $`𝐇`$. As shown in Fig.1, the resulting local magnetic field is much more intense than the external one (i.e., the flux is “compressed”) in the weak links having $`\theta =\pi /2`$, while it is zero in the weak links having $`\theta =0`$.

In the hypothesis that the weak links behave as Josephson junctions, their transition to the resistive state occurs when the density of the current crossing the junction is greater than a critical value $`j_\mathrm{c}(T,H)`$ which depends on the temperature and on the local magnetic field.

Therefore, when the current density $`𝐣`$ is perpendicular to the external field $`𝐇`$, the condition for the resistive transition is easily satisfied in the weak links having $`\theta =\pi /2`$, which are crossed by the current and submitted to a strong magnetic field. The resistance of the sample is thus different from zero.

On the contrary, when $`𝐣`$ is parallel to $`𝐇`$ the weak links having $`\theta =0`$ remain in the superconducting state even though they are crossed by the current (provided that the current density is not too large) because of the magnetic screening of the grains. Therefore, each vertical column of interconnected grains behaves as a superconducting path for the current, and the specimen resistance drops to zero.

To summarize, the non-uniformity of the local magnetic field makes the spatial distribution of resistive weak links depend on the direction of $`𝐣`$ with respect to $`𝐇`$. The macroscopic result is a field-induced anisotropy of the transport properties of the material (in particular, of the resistivity).

After this simple explanation of the basic mechanism, the generalization of the model to a more realistic situation, in which grains have irregular shape and size, has now to be considered. We shall adopt a statistical point of view and make some simple assumptions, consistent with the experimental conditions.

### III.2 The hypotheses

Let us identify the weak links with flat elements approximating the surface separating adjacent grains, with random orientation in space and average area $`\mathrm{\Delta }s`$. Let $`𝐧`$ be the unit-length vector normal to their surface, $`\theta `$ the angle between $`𝐧`$ and the applied magnetic field $`𝐇`$, and $`\beta `$ the angle between $`𝐧`$ and the *macroscopic* current density $`𝐣`$ 111Here and in the following we shall use $`𝐣`$ to indicate the vectorial average of the current density within the whole specimen. Instead, the local current density will be indicated by $`𝐣_{\mathrm{}}`$.. Let $`𝐇_{\mathrm{}}`$ and $`𝐣_{\mathrm{}}`$ be the *local* magnetic field and current density within a weak link. Notice that, as long as the grains are in the Meissner state, $`𝐇_{\mathrm{}}`$ must be *parallel* to the weak-link surface – that is, tangent to the grain boundary. We will further assume that the weak links behave as ideal resistively shunted Josephson junctions, with a perfect ohmic behavior above the transition, and that they have all the same resistive-state conductance per unit surface, $`g`$.

In principle, each weak link undergoes the transition from the superconducting to the resistive state when the local current density $`j_{\mathrm{}}`$ is greater than a critical value $`j_{\mathrm{},\mathrm{c}}(H_{\mathrm{}},T)`$. However, complex transient phenomena occurring at the beginning of the conduction process make it very difficult to determine the actual spatial distribution of the resistive weak links. These phenomena are due to correlation effects acting on the local current distribution, which, for instance, prevent the weak links embedded in a superconducting region to undergo the resistive transition. Anyway, when the whole specimen becomes macroscopically resistive, a stationary situation similar to that sketched in Fig. 2 must be reached. At the equilibrium, the specimen must be thought of as divided in a set of equipotential regions separated by resistive layers extended throughout the specimen cross-section.

The equipotential regions consist of several superconducting grains and of the weak links between them. Of course, all these weak links must be in the superconducting state, since any potential drop within these regions is forbidden. It is worthwhile to notice that the magnetic flux *may* penetrate within the weak links embedded in an equipotential region, but the local current density should remain below its critical value to avoid the resistive transition.

The resistive layers, instead, are made up of resistive weak links. Since these layers separate two regions at different potential, the local current density $`𝐣_{\mathrm{}}`$ that crosses them must be always *perpendicular* to their surface, while the local magnetic field $`𝐇_{\mathrm{}}`$ is tangent to it. Since the weak links are assumed to behave as ideal shunted Josephson junctions with a perfect ohmic behaviors above the transition, the electrical resistance of each layer may be considered as independent of both $`𝐇_{\mathrm{}}`$ and $`𝐣_{\mathrm{}}`$. As already pointed out, this last assumption is supported by the resistance vs. temperature curves reported in Fig.5, measured in a YBCO granular specimen described in Section IV.

At a given temperature, the transition of a weak link to the resistive state is completely determined by $`𝐇_{\mathrm{}}`$ and $`𝐣_{\mathrm{}}`$. As a good approximation, we can say that the transition occurs when

$$j_{\mathrm{}}=j_{\mathrm{},0}(T)\frac{H_0}{\pi H_{\mathrm{}}},$$
(1)
where $`j_{\mathrm{},0}(T)`$ is the value of the local critical current density in zero magnetic field, and $`H_0`$ is given by

$$H_0=\frac{\varphi _0}{4\mu _0\lambda (T)R_\mathrm{g}}.$$

Here $`\lambda (T)`$ is the magnetic penetration depth, $`R_\mathrm{g}`$ is the mean radius of the grains, and $`\varphi _0`$ is the flux quantum. Equation (1) represents the envelope of the Fraunhofer-like $`I`$ vs. $`H`$ curve of a single Josephson junction in the presence of a magnetic field parallel to the junction itself Barone . Using the envelope instead of the true function is usual when a statistical approach is needed – i.e., when a large number of junctions enter into the model. Actually, as far as the inverse proportionality between $`j_{\mathrm{}}`$ and $`H_{\mathrm{}}`$ is concerned, the validity of Eq. (1) is supported by experimental results that will be discussed in section IV.

For any given value $`j_{\mathrm{}}`$ of the current density, Eq. (1) can be interpreted as a condition on the intensity of the local magnetic field, $`H_{\mathrm{}}`$. The critical value of $`H_{\mathrm{}}`$ giving rise to the transition will be indicated in the following by

$$H_\mathrm{c}(j_{\mathrm{}})=H_0\frac{j_{\mathrm{},0}(T)}{\pi j_{\mathrm{}}}.$$
(2)
With reference to the equilibrium situation described in Fig. 2, the local current density in a resistive weak link is given by

$$j_{\mathrm{}}=𝐣𝐧=j\mathrm{cos}\beta .$$

Thus, Eq. (2) becomes:

$$H_\mathrm{c}(j_{\mathrm{}})=H_0\frac{j_{\mathrm{},0}(T)}{\pi j}\frac{1}{\mathrm{cos}\beta }=H_\mathrm{c}(j)\frac{1}{\mathrm{cos}\beta }.$$
(3)
We will assume that, for a given value of the local current density, the critical fields $`H_\mathrm{c}(j_{\mathrm{}})`$ of the weak links follow a gaussian distribution with mean value $`<H_\mathrm{c}(j_{\mathrm{}})>`$ and standard deviation $`\sigma _\mathrm{c}`$. In fact, the fluctuation of $`H_\mathrm{c}(j_{\mathrm{}})`$ around its mean value – within the weak-link ensemble characterized by a given value of $`𝐣_{\mathrm{}}`$ – is due to several uncorrelated causes: the grain orientation mismatch, impurity segregation at the grain boundaries, non-stoichiometric local oxygen content, etc. In these cases the assumption that the fluctuation is gaussian is generally accepted. We further assume that $`\sigma _\mathrm{c}`$ is proportional to $`<H_\mathrm{c}(j_{\mathrm{}})>`$. This assumption can be justified by observing that when $`<H_\mathrm{c}(j_{\mathrm{}})>`$ is, for instance, reduced as a consequence of an increment of $`j_{\mathrm{}}`$, also the fluctuation around its value must change accordingly. Actually, it must be noticed that $`<H_\mathrm{c}(j_{\mathrm{}})>`$ depends on $`j_{\mathrm{}}`$ and thus on the spherical angles $`\theta `$ and $`\phi `$, and that the average is intended to be made over the set of weak links characterized by given values of these angles.

Equation (3) indicates that the critical field of each weak link depends on the angle $`\beta `$ between its normal $`𝐧`$ and the current density $`𝐣`$. However, the intensity of the local magnetic field in the weak link, $`H_{\mathrm{}}`$, is expected to depend in some way on the angle $`\theta `$ between $`𝐧`$ and $`𝐇`$. That this dependence should exist is suggested by the simple model of cubic grains, where the value of the local field was easily determined for all the allowed values of $`\theta `$. In the more realistic case of irregular-shaped grains we are facing here, flux lines meander through the sample, without violating the requirement of continuity. It is thus very likely, for instance, that flux lines are forced to pass through weak links with a very low value of $`\theta `$, or that weak links with $`\theta `$ close to $`\pi /2`$ are almost completely screened. Since the value of $`H_{\mathrm{}}`$ in a given weak link characterized by an angle $`\theta `$ also depends on the position and on the angle distribution of the nearby weak links, it is reasonable to assume also in this case a gaussian distribution of $`H_{\mathrm{}}(\theta )`$ around its mean value $`<H_{\mathrm{}}(\theta )>`$ with a variance $`\sigma _{\mathrm{}}`$ proportional, as in the previous case, to $`<H_{\mathrm{}}(\theta )>`$. Since $`𝐇_{\mathrm{}}`$ should always be tangent to the grain surface, we can rather safely assume that the dependence of $`<H_{\mathrm{}}(\theta )>`$ on $`\theta `$ is expressed by the equation:

$$<H_{\mathrm{}}(\theta )>=H^{}\mathrm{sin}\theta $$
(4)
analogous to the expression of the local magnetic field intensity on the surface of a superconducting sphere immersed in a uniform magnetic field DeGennes . In this equation, $`H^{}`$ is a constant magnetic field intensity that is related to the external magnetic field through a “flux compression factor” $`k`$ that takes into account the effect of the flux exclusion by the grains. Finding an explicit expression for $`k`$ will be the aim of the following section.

### III.3 Flux compression factor $`k`$

Let’s now assume that the magnetic field $`𝐇`$ is applied parallel to the $`z`$ axis (whose direction is defined by the unit-length vector $`𝐮_\mathrm{z})`$. To determine the value of $`H^{}`$, we first write down an expression for the mean value of the $`z`$-component of $`𝐇_{\mathrm{}}`$ over the ensemble of weak links with the same $`\theta `$. With reference to Fig. 3 one finds:

$`<H_{\mathrm{},\mathrm{z}}(\theta )>`$ $`=`$ $`<H_{\mathrm{}}(\theta )\mathrm{sin}\theta >`$
$`=`$ $`<H_{\mathrm{}}(\theta )>\mathrm{sin}\theta =H^{}(\mathrm{sin}\theta )^2`$
The mean value of the $`z`$ component over all the weak link ensemble is now given by a simple solid angle average:

$`<H_{\mathrm{},\mathrm{z}}>`$ $`=`$ $`<<H_{\mathrm{},\mathrm{z}}(\theta )>>_\theta `$
$`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle H^{}(\mathrm{sin}\theta )^2d\mathrm{\Omega }}={\displaystyle \frac{2}{3}}H^{}`$
In order to find the compression factor, we express the same quantity in a different way. In fact, if no superconducting rings survive, the magnetic field is only excluded by the grains and its dispersion at the sample edges is expected to be negligible. In these conditions, the magnetic flux $`\mathrm{\Phi }`$ is very nearly constant all along the specimen and obviously equal to $`HA_H`$, where $`H`$ is the intensity of the applied magnetic field $`𝐇`$ (which is taken parallel to the $`z`$ axis) and $`A_H`$ is the specimen cross-section perpendicular to it. On the other hand, the explicit calculation of the flux gives:

$$\mathrm{\Phi }=_{A_H}𝐇_{\mathrm{}}𝐮_\mathrm{z}dS=_{A_H^{}}H_{\mathrm{},\mathrm{z}}dS=<H_{\mathrm{},\mathrm{z}}>A_H^{}$$
(7)
The integral has been restricted to the portion $`A_H^{}`$ of the specimen cross-section in which the magnetic field has penetrated. Provided that there is no flux penetration into the grains, $`A_H^{}`$ can be taken as a constant quantity. Finally, $`<H_{\mathrm{},\mathrm{z}}>`$ is obviously the mean value of $`H_{\mathrm{},\mathrm{z}}`$ over $`A_H^{}`$.

Comparing Eq.(7) with the equality $`\mathrm{\Phi }=HA_H`$ gives

$$<H_{\mathrm{},\mathrm{z}}>=H\frac{A_H}{A_H^{}}$$
(8)
and, by comparing this result with Eq.(III.3), an expression for $`H^{}`$ is finally obtained:

$$H^{}=\frac{3}{2}\frac{A_H}{A_H^{}}H=kH\text{where}k=\frac{3}{2}\frac{A_H}{A_H^{}}$$
(9)
In conclusion, taking into account Eq. (4), the mean value of the local field intensity obtained by averaging over all the weak links with the same $`\theta `$ can be written:

$$<H_{\mathrm{}}(\theta )>=kH\mathrm{sin}\theta .$$
(10)
### III.4 Transition probability for the weak links

As previously pointed out, we suppose that a weak link with a given value of $`\theta `$ undergoes the transition to the resistive state when the local magnetic field within it, $`H_{\mathrm{}}(\theta )`$, becomes equal to a current-dependent critical field $`H_\mathrm{c}(j_{\mathrm{}})`$. The transition probability for this weak link is thus:

$$P^{\mathrm{tr}}(\theta ,\beta )=_{\mathrm{}}^+\mathrm{}f(H_{\mathrm{}}|\theta )P(H_{\mathrm{}}H_\mathrm{c}(j_{\mathrm{}}))dH_{\mathrm{}}$$
(11)
where $`f(H_{\mathrm{}}|\theta )`$ is the distribution of the local field intensity for a given $`\theta `$, and $`P(H_{\mathrm{}}H_\mathrm{c}(j_{\mathrm{}}))`$ is the probability for $`H_{\mathrm{}}`$ to be greater than $`H_\mathrm{c}(j_{\mathrm{}})`$. According to previous assumptions, $`f(H_{\mathrm{}}|\theta )`$ can be written:

$$f(H_{\mathrm{}}|\theta )=\frac{1}{\sqrt{2\pi }\sigma _{\mathrm{}}}\mathrm{exp}\left[\frac{(H_{\mathrm{}}kH\mathrm{sin}\theta )^2}{2\sigma _{\mathrm{}}^2}\right]$$
(12)
where Eq. (10) has been used to express the mean value of H($`\theta `$). Similarly, the expression for $`P(H_{\mathrm{}}H_\mathrm{c}(j_{\mathrm{}}))`$ reads:

$`P(H_{\mathrm{}}H_\mathrm{c}(j_{\mathrm{}}))`$ $`=`$ $`{\displaystyle _0^H_{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{2\pi }\sigma _\mathrm{c}}}e^{\frac{(H_\mathrm{c}<H_\mathrm{c}(j_{\mathrm{}})>)^2}{2\sigma _\mathrm{c}^2}}dH_\mathrm{c}`$ (13)
$`=`$ $`{\displaystyle \frac{1}{2}}\left[1+\mathrm{erf}\left({\displaystyle \frac{H_{\mathrm{}}\frac{<H_\mathrm{c}(j)>}{\mathrm{cos}\beta }}{\sqrt{2}\sigma _\mathrm{c}}}\right)\right]`$
where Eq. (3) has been used to express $`<H_\mathrm{c}(j_{\mathrm{}})>`$ in terms of the angle $`\beta `$.

It can be noticed that Eq. (11) already contains all the information about the field-induced anisotropy we are dealing with in the present paper, in the sense that $`P^{\mathrm{tr}}`$ will have a different expression as the current density $`𝐣`$ is parallel or perpendicular to the applied magnetic field $`𝐇`$. As a matter of fact, the relationship between $`\beta `$ and $`\theta `$ is different in the two cases. With reference to Fig. 4, it is clear that:

if $`𝐇𝐣`$ $`\mathrm{cos}\beta =\mathrm{cos}\theta `$ (14)
if $`𝐇𝐣`$ $`\mathrm{cos}\beta =\mathrm{sin}\theta \mathrm{cos}\phi ,`$ (15)
where $`\phi `$ is the angle between $`𝐣`$ and the plane containing both $`𝐇`$ and $`𝐧`$. Taking into account Eqs. (14) and (15), we shall indicate the transition probability functions for $`𝐇𝐣`$ and $`𝐇𝐣`$ as $`P_{}^{\mathrm{tr}}(\theta )`$ and $`P_{}^{\mathrm{tr}}(\theta ,\phi )`$, respectively. By using Eqs. (11), (12) and (13), and by taking into account the expressions for $`\mathrm{cos}\beta `$ given in Eqs. (14) and (15), one obtains

$`P_{}^{\mathrm{tr}}(\theta )`$ $`=`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{1}{\sqrt{2\pi }\sigma _{\mathrm{}}}}\mathrm{exp}\left[{\displaystyle \frac{(H_{\mathrm{}}kH\mathrm{sin}\theta )^2}{2\sigma _{\mathrm{}}^2}}\right]`$ (16)
$``$ $`{\displaystyle \frac{1}{2}}\left[1+\mathrm{erf}\left({\displaystyle \frac{H_{\mathrm{}}\frac{<H_\mathrm{c}(j)>}{\mathrm{cos}\theta }}{\sqrt{2}\sigma _\mathrm{c}}}\right)\right]\mathrm{d}H_{\mathrm{}}`$
and

$`P_{}^{\mathrm{tr}}(\theta ,\phi )`$ $`=`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{1}{\sqrt{2\pi }\sigma _{\mathrm{}}}}\mathrm{exp}\left[{\displaystyle \frac{(H_{\mathrm{}}kH\mathrm{sin}\theta )^2}{2\sigma _{\mathrm{}}^2}}\right]`$ (17)
$``$ $`{\displaystyle \frac{1}{2}}\left[1+\mathrm{erf}\left({\displaystyle \frac{H_{\mathrm{}}\frac{<H_\mathrm{c}(j)>}{\mathrm{sin}\theta \mathrm{cos}\phi }}{\sqrt{2}\sigma _\mathrm{c}}}\right)\right]\mathrm{d}H_{\mathrm{}}.`$
### III.5 Calculation of the specimen resistance

As discussed above, when the specimen resistance is different from zero, the specimen itself can be described as a series of equipotential stripes, separated by thin layers made of resistive weak links. The dependence of the transition probability of the weak links on their angular position makes these resistive layers look very different in the two cases $`𝐇𝐣`$ and $`𝐇𝐣`$, as shown in Fig. 2. Since, in agreement with the experimental results reported in Fig. 5, all the weak links are assumed to have the same resistive-state conductance per unit surface $`g`$, the conductance of each layer is simply proportional to its area, $`S`$. The mean value of the area $`S`$ can be easily calculated by taking into account that each layer is made of *resistive* weak links, and that its projection on a plane perpendicular to the current density j must be equal to the specimen cross-section area Aj:

$$<S>=\frac{A_j}{<|\mathrm{cos}\beta |>_{\mathrm{res}}}$$
(18)
Here, the subscript “res” means that the average is made over the ensemble of the resistive weak links. Thus:

$$<|\mathrm{cos}\beta |>_{\mathrm{res}}=\frac{P^{\mathrm{tr}}(\theta ,\beta )|\mathrm{cos}\beta |d\mathrm{\Omega }}{P^{\mathrm{tr}}(\theta ,\beta )d\mathrm{\Omega }},$$
(19)
where Ptr is given by Eq.(16) or Eq.(17) according to whether $`𝐇𝐣`$ or $`𝐇𝐣`$, and the integrals are extended to the whole solid angle $`\mathrm{\Omega }=4\pi `$. The mean value of the resistance of each layer is thus

$$r=\frac{1}{<S>g}=\frac{<|\mathrm{cos}\beta |>_{\mathrm{res}}}{gA_j}$$
(20)
Let $`n_\mathrm{L}`$ be the number of resistive layers: the resistance of the specimen is thus given by

$$R=n_\mathrm{L}r=n_\mathrm{L}\frac{<|\mathrm{cos}\beta |>_{\mathrm{res}}}{gA_j}.$$
(21)
To evaluate $`n_\mathrm{L}`$, we must first calculate the total number of resistive weak links, $`N`$, involved in the creation of a given pattern of resistive layers. $`N`$ is proportional to the integral of the transition probability of the weak links, $`P^{\mathrm{tr}}`$, over the whole space. More precisely, if $`N_\mathrm{T}`$ is the total number of weak links in the whole specimen, $`N`$ is given by:

$$N=N_\mathrm{T}P^{\mathrm{tr}}(\theta ,\beta )d\mathrm{\Omega }.$$
(22)
On the other hand, the number of weak links that compose a *single* resistive layer, $`n_\mathrm{w}`$, is:

$$n_\mathrm{w}=\frac{<S>}{\mathrm{\Delta }s}=\frac{A_j}{\mathrm{\Delta }s<|\mathrm{cos}\beta |>_{\mathrm{res}}}$$
(23)
where $`\mathrm{\Delta }s`$ is the average area of a resistive weak link and is of the order of the square of the grain radius $`R_\mathrm{g}`$. Thus the number of layers results

$$n_\mathrm{L}=\frac{N}{n_\mathrm{w}}=N\frac{\mathrm{\Delta }s<|\mathrm{cos}\beta |>_{\mathrm{res}}}{A_j}$$
(24)
and the specimen resistance becomes:

$$R=N\frac{\mathrm{\Delta }s(<|\mathrm{cos}\beta |>_{\mathrm{res}})^2}{gA_j^2}$$
(25)
It is worthwhile to notice that, in Eq.(25), the specimen resistance turns out to be proportional to the total number of resistive weak links. Actually, as is well known from the percolation theories applied to the superconducting transition percolation , this is not true in the proximity of the percolative threshold, since below a minimum number of resistive weak links not a single resistive layer is generated. This implies that below a given value of $`H`$ the specimen is in the superconducting state and obviously Eq. (25) is not valid. This point will be taken into account in comparing the theoretical results with experimental data.

### III.6 Anisotropy of the resistivity

As previously pointed out, all the information about the anisotropy of the resistance is already contained in the transition probability (see Eq. (16) and (17)). $`P^{\mathrm{tr}}`$ enters directly into the calculation of the specimen resistance through the mean value of $`|\mathrm{cos}\beta |`$ over the ensemble of resistive weak links. We shall use $`R_{}`$ and $`R_{}`$ to indicate the resistance in the case where $`𝐇𝐣`$ and $`𝐇𝐣`$, respectively. According to Eqs. (25), (22) and (19), and by using the expressions for $`\mathrm{cos}\beta `$ reported in Eqs. (14) and (15), one finds:

$`R_{}={\displaystyle \frac{\mathrm{\Delta }s}{gA_j^2}}N_\mathrm{T}{\displaystyle P_{}^{\mathrm{tr}}(\theta )d\mathrm{\Omega }\left[\frac{P_{}^{\mathrm{tr}}(\theta )|\mathrm{cos}\theta |d\mathrm{\Omega }}{P_{}^{\mathrm{tr}}(\theta )d\mathrm{\Omega }}\right]^2}`$ (26)
and

$`R_{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }s}{gA_j^2}}N_\mathrm{T}{\displaystyle P_{}^{\mathrm{tr}}(\theta ,\phi )d\mathrm{\Omega }}`$
$``$ $`\left[{\displaystyle \frac{P_{}^{\mathrm{tr}}(\theta ,\phi )|\mathrm{sin}\theta \mathrm{cos}\phi |d\mathrm{\Omega }}{P_{}^{\mathrm{tr}}(\theta ,\phi )d\mathrm{\Omega }}}\right]^2.`$
In order to evaluate the anisotropy of the resistance (that is, its dependence on the respective orientation of $`𝐇`$ and $`𝐣`$) we shall define a parameter $`\eta `$ such that:

$$\eta =\frac{R_{}}{R_{}}=\frac{\rho _{}}{\rho _{}}.$$
(28)
The last equality holds because the current always flows in the same direction with respect to the specimen (and the direction of the magnetic field is changed instead). On account of Eqs.(26) and (III.6), $`\eta `$ can be written as follows:

$$\eta =\frac{P_{}^{\mathrm{tr}}(\theta ,\phi )d\mathrm{\Omega }}{P_{}^{\mathrm{tr}}(\theta )d\mathrm{\Omega }}\left[\frac{P_{}^{\mathrm{tr}}(\theta )|\mathrm{cos}\theta |d\mathrm{\Omega }}{P_{}^{\mathrm{tr}}(\theta ,\phi )|\mathrm{sin}\theta \mathrm{cos}\phi |d\mathrm{\Omega }}\right]^2$$
(29)
As in the previous section, the integration domain is the whole solid angle $`\mathrm{\Omega }`$. Actually, when the explicit calculations are carried out, the symmetries of the problem allow restricting the $`\theta `$ and $`\phi `$ integrals to the range $`[0,\pi /2]`$. The parameters that can be used for fitting the experimental results are all contained into the functions P$`{}_{}{}^{\mathrm{tr}}(\theta )`$ and P$`{}_{}{}^{\mathrm{tr}}(\theta ,\phi )`$ appearing in the above expression . One of these parameters is $`<H_\mathrm{c}(j)>`$, which is the average of the critical fields over the weak link ensemble, and can be expressed in terms of the critical current intensity $`j`$, according to Eq. (3). Another parameter is the flux-compression coefficient $`k`$, which, according to Eq. (10), simply represents a scaling factor of the applied magnetic field intensity $`H`$ in the evaluation of $`<H_{\mathrm{}}(\theta )>`$. As already stated, the standard deviations $`\sigma _c`$ and $`\sigma _{\mathrm{}}`$ can be taken as proportional respectively to $`<H_\mathrm{c}(j_{\mathrm{}})>`$ and $`<H_{\mathrm{}}(\theta )>`$, and the proportionality constants become therefore non-dimensional parameters to be used for the fit. Actually, as we will see later, the choice of their values has little influence on the theoretical curves, and thus they can be considered as non-crucial parameters for the fit. As discussed in Section V, the most important parameter in fitting the experimental data is $`<H_\mathrm{c}(j)>`$, which represents the “strength” of the weak link ensemble characteristic of the specimen under consideration. Results of the numerical calculations are reported and discussed in Section V.

## IV Experimental results

In this section we report the results of an extensive set of resistance measurements we carried out on a granular YBCO specimen. The sample, of about $`1\times 1\times 10`$ mm3, was obtained by sinterization of high-purity powders of Y2O3, BaCO3, and CuO in the stoichiometry ratio $`1:2:3`$. The oxygen content of the YBCO chains was then modified by a long-time annealing (30 days) in a controlled oxygen atmosphere at $`T=720`$ K. This process had a twofold effect on the critical parameters of the material. First, it lowered the critical temperature down to $`T_{\mathrm{c0}}=65`$ K; second, it reduced the critical current, that was found to be as low as 2.5$``$105 A/m2 at $`T=27`$ K and in zero field. While the first effect can be ascribed to a change in the oxygen doping in the grains, the second is mainly due to a strong weakening of the links between grains. This made the transport properties of the material below $`T_{\mathrm{c0}}`$ be mostly controlled by the weak links in a wide range of magnetic fields.

The resistance measurements were carried out by using the conventional four-probe technique. The four contacts were obtained by Ag evaporation at the opposite ends of the sample. Both the current and voltage leads were made of thin Pt wires fixed to the Ag contact by using Ag conductive paste. To eliminate the possible unwanted contributions of thermoelectric voltages, the current-reversal technique was used. Moreover, to avoid the small Joule heating of the sample, the current was injected into the sample only during the time strictly necessary for the measurement. The magnetic field was applied either parallel or perpendicular to the current, which was always flowing along the same direction, i.e. parallel to the longest side of the sample.

The resistance vs. temperature curves reported in Fig. 5 were obtained at a fixed value of the magnetic field and different current densities (a), or at a fixed current and different magnetic fields (b). In both cases, the magnetic field $`𝐇`$ was perpendicular to the current $`𝐣`$.

The clear step of the curves at the temperature $`T_{\mathrm{c0}}=65`$ K indicates that, at this temperature, the grains become superconductive while all the weak links remain in the resistive state. It is clearly seen that the residual resistance just below $`T_{\mathrm{c0}}`$ is practically independent of both the magnetic field intensity $`H`$ and the current density $`j`$. If the temperature is further lowered, instead, the $`R(T)`$ curves split depending on the values of $`H`$ and $`j`$. Fig. 6 shows the resistance vs. temperature curves obtained with fixed values of $`H`$ and $`j`$ in the two cases where $`𝐇𝐣`$ and $`𝐇𝐣`$. It is clearly seen that the residual resistance just below $`T_{\mathrm{c0}}`$ is as well unaffected by the respective orientation of these two vectors. Since just below $`T_{\mathrm{c0}}`$ practically all the weak links are still in the resistive state, this residual resistance can be identified with that of the *whole* weak-link network. Therefore, these results indirectly support our hypothesis that the normal-state resistance of *each* weak link is independent of $`𝐇`$ and $`𝐣`$ – and thus on their respective orientation.

In order to study in greater detail the anisotropy of the resistance highlighted by the curves in Fig. 6, and to compare the predictions of our model with the experimental results, we measured the resistance of the sample as a function of the magnetic field intensity, by keeping both the temperature and the current fixed to a certain value. For example, Fig. 7 shows two sets of $`R`$ vs. $`H`$ curves obtained after cooling the sample down to $`T=27`$ K in zero field, and then by applying a magnetic field $`𝐇`$ perpendicular to $`𝐣`$. The two sets of curves refer to different values of the current density, $`j=410^4`$ A/m2 (open and solid squares) and $`j=610^4`$ A/m2 (open and solid triangles). For these values of the current density, self-field effects are very small and thus we could neglect them.

In Fig. 7, solid (open) symbols indicate the resistance measured while the magnetic field intensity is increased (decreased). It is clearly seen that the curves are very nearly reversible up to about $`4.510^3`$ A/m. In this regime, the magnetic flux is very likely to be excluded by the grains, and the variation of the resistance due to the magnetic field can be ascribed to the transition of weak links from the superconductive to the resistive state, or vice-versa. Moreover, the curves reported in Fig. 7 show that an approximate inverse proportionality exists between the magnetic field $`H`$ and the current density $`j`$ for a given value of the specimen resistance. In other words, the same resistance, let’s say $`R2`$ m$`\mathrm{\Omega }`$, is obtained with $`H1.610^3`$ A/m and $`j=610^4`$A/m2, or with $`H2.410^3`$ A/m and $`j=410^4`$A/m2. This is exactly what is expected according to our model, if Eq. (2) holds true and the sample is not too close to the percolation threshold.

When the field is increased above $`4.510^3`$ A/m, the magnetic flux begins to penetrate into the superconducting grains, where it remains trapped when the external field is decreased, thus giving rise to a strong hysteresis. Let us discuss for a while what happens in this irreversible regime. At the beginning of the flux penetration into the grains, the increment of the local magnetic field in the intergrain regions for a given increase of the external field is smaller than in the reversible regime. This results in a reduction of the slope of the $`R`$ versus $`H`$ curve. For higher values of the applied field, the flux penetration into grains gives rise to a decrement of the local magnetic field, even if the external field is increased, and then the slope of the curve becomes slightly negative, as clearly shown in the figure. Within the model developed in the present paper, this effect can be interpreted as due to a reduction of the flux compression coefficient $`k`$, which therefore turns out to depend on the magnetic field. Actually, we disregarded this dependence and took $`k`$ as a constant, which is only true as long as the magnetic field *does not* penetrate into the grains. Incidentally, this is one of the reasons why the validity of our model is restricted to the reversible regime. Let us just point out here that, if the field is further increased (as we did in another set of measurements not reported here) the slope becomes positive again. At about $`1.610^5`$ A/m, the resistance becomes practically constant and saturates to a current-independent value. Notice that the same behaviour can be observed, close to $`T_{\mathrm{c0}}`$, in the curves reported in Fig. 5a.

In Fig. 8 two $`R`$ versus $`H`$ curves are shown, obtained with the same values of the current density ($`410^4`$ A/m2) but in the two cases $`𝐇𝐣`$ and $`𝐇𝐣`$. By starting from these data sets, the magnetic field-dependence of the ratio $`\eta =R_{}/R_{}`$ can be easily obtained. As a matter of fact, this dependence is reported in Fig. 9 (solid triangles) together with a similar curve obtained with a current density $`j=610^4`$ A/m2 (solid squares). In the same figure, the best-fitting curves calculated by using Eq. (29) are also shown (open circles). The numerical integration of Eq. (29) was performed by means of the computer program Macsyma V. 2.2, by Macsyma Inc. The values of the best-fit parameters, reported in the figure caption, will be discussed in the next section. Let us just point out here that, in spite of the many simplifications implicit in our model, there is a fair agreement between theoretical and experimental data.

## V Discussion and Conclusions

The results reported in Fig. 9 show that there is a general agreement between the experimental data and the results of our model. The agreement is particularly good for intermediate values of the magnetic field intensity. Instead, some deviations between experimental and theoretical results are evident for low and high values of the applied field. On account of what was already pointed out in the previous sections, these deviations are not surprising. As a matter of fact, our model has been developed under the assumption that the specimen was neither too close to the superconductive percolation threshold (that takes place when the magnetic field is too weak), nor in the condition of flux penetration within the grains (that occurs when the field is too intense).

Let us now focus on the best-fitting values of the parameters that enter in our model. In principle, the adjustable parameters of the model are: the mean critical field $`<H_\mathrm{c}(j)>`$, the flux compression factor $`k`$, and the standard deviations $`\sigma _{\mathrm{}}`$ and $`\sigma _\mathrm{c}`$, characterizing the spread of the local values of $`H_{\mathrm{}}(\theta )`$ and $`H_\mathrm{c}(j)`$. Since, according to the assumptions made above, $`\sigma _{\mathrm{}}`$ and $`\sigma _\mathrm{c}`$ are taken as being proportional to $`<H_{\mathrm{}}(\theta )>`$ and $`<H_\mathrm{c}(j)>`$ respectively, it can be easily shown that $`P_{}^{\mathrm{tr}}(\theta )`$ and $`P_{}^{\mathrm{tr}}(\theta ,\phi )`$ depend mainly on the quantity $`H_\mathrm{c}^{}(j)=<H_\mathrm{c}(j)>/k`$ and, to a minor extent, on the proportionality factors for $`\sigma _{\mathrm{}}`$ and $`\sigma _\mathrm{c}`$. $`H_\mathrm{c}^{}(j)`$ represents the reduced mean critical field of the weak links, which depends on the intensity of the current density, $`j`$, and on the flux compression factor, $`k`$. Thus, according to the present model, comparing the experimental data with the theoretical results allows the determination of $`H_\mathrm{c}^{}(j)`$ as the main best-fit parameter, whose value is only little affected by the other two parameters $`\sigma _{\mathrm{}}`$ and $`\sigma _\mathrm{c}`$. $`H_\mathrm{c}(j)`$ can thus be taken as a quantity apt to characterize the “strength” of the weak-links ensemble and it is strongly dependent on the type of granular superconducting material. It has been observed that thermal treatments can produce strong changes in this quantity, leaving practically unaffected the superconducting properties of the grains, i.e. the critical temperature and the value of the magnetic field at which the flux begins to penetrate into the grains Mazzetti .

In conclusion, we have presented a simple model which is able to explain the anisotropy of the resistance shown by granular HTSCs in the presence of a magnetic field. The model can be applied if the intensity of the applied magnetic field is such that the bulk superconductivity is disrupted, but the grains remain in the superconducting state. This physical requirement is easily fulfilled in samples where the connections between grains is weak, as a result, for instance, of thermal treatments and annealing processes. In these conditions, we have shown that there is no need of assuming an intrinsic dependence of the intergrain resistivity on the angle between $`𝐇`$ and $`𝐣`$, as instead the models based on the conventional theories of current-driven flux motion do. Incidentally, the motion of unpinned vortices is actually the main origin of the resistance in those materials where the links between grains are so strong that the flux can penetrate into the grains and even become unpinned well before the resistive transition of the weak links sets in MgB2 .

If the material is made up of weakly linked grains, instead, the local magnetic field and the local current density in a given weak link are *always* perpendicular to each other, provided that the flux penetration into the grains is negligible. In this case the proposed model, which describes the anisotropy of the resistivity as being due to the spatially anisotropic distribution of the resistive weak links seems more appropriate. Actually, the results of the model are in reasonable agreement with the experimental data obtained from resistance measurements in a YBCO granular specimen which satisfies the above mentioned conditions. Good experimental evidence is also found for the inverse proportionality between the mean critical field of the weak links and the current density, which is the basic assumption over which the proposed model has been developed.

## Acknowledgements

The authors wish to thank the late prof. P.Manca of the University of Cagliari for supplying the YBCO sample used for the reported measurements.


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# Comparison of filters for detecting gravitational wave bursts in interferometric detectors

## I  Introduction

Long baseline interferometric detectors of gravitational waves (GW)  are currently taking their first data. The preparation for data analysis of compact binary inspiral signals, the most promising source of GW to date, with these new instruments has been in progress for a long time , as well as for periodic sources (see eg  for a review). The effort concerning the search for burst sources is more recent. The expected GW burst sources are primarily massive star collapse either with neutron star (NS)  or black hole (BH) formation . The duration of such events is at most a few milliseconds and the simulated amplitudes do not exceed a few $`10^{23}`$ (NS formation) or $`10^{22}`$ (BH formation) for sources located at about 10 Mpc. With these typical amplitudes, interferometric detectors of the first generation have no hope of “seeing” such events if they occur beyond the Galaxy . Other sources of GW bursts are NS binary  or BH binary mergers , for which a large amount of effort is currently underway in order to predict plausible waveforms. More exotic, but detectable by first generation interferometers, are possible GW bursts emitted by cosmic strings .

All the predicted sources of GW bursts are in fact characterised by a very rough knowledge of the emitted waveforms. Unless simulations of core collapse or binary mergers can provide accurate waveforms (which seems currently doubtful), the use of matched filtering, which would be the optimal method in case of perfect knowledge of the waveforms, is not possible. Sub-optimal filtering methods are then required for detecting GW bursts. Such methods have been developed in differents groups in the last few years. The Excess Power Monitoring has been built upon in successive versions . Time frequency methods are also planned for burst signal or noise non-stationarity detection . In our group, we have developed filtering methods with the idea of being as robust as possible with respect to the possible signal waveforms . We have also introduced a benchmark test in order to compare different filters  in a given situation. This benchmark is however incomplete if we want to fully understand the different methods. The goal of this paper is then to compare the different proposed filters. A filter based on moving average is added to the bank of previously published filters. The definitions of the filtering methods are first recalled. We intentionally discard some of them, such as Bin Counting  or the Norm of the Autocorrelation , which are clearly not competitive compared to the others. The efficiency curves (detection probability vs false alarm rate) of the different filters for generic burst signals with various signal-to-noise ratios (SNR) are then computed. We first use optimal versions of the filter (in the sense that the filter parameters are matched to the signal) and secondly realistic implementations for each filter, with different “templates” working in parallel. In the following part, the timing properties of the filters (bias and statistical timing accuracies) are studied with respect to both signal SNR and signal width. The sensitivity of the filters to the noise whitening quality is finally discussed.

## II Filters for detecting GW bursts

In this section, we firstly describe the noise model we will use in all the following and then we enumerate and briefly describe the filtering methods.

### A The noise model

Throughout the paper, we assume that the noise is Gaussian and white with zero mean. The standard deviation of the noise is then :

$$\sigma =\sqrt{\frac{S_hf_0}{2}},$$
(1)
where $`f_0`$ is the sampling frequency and $`S_h`$ is the one-sided spectral density of the noise. For numerical examples, we take $`f_0=20`$ kHz (Virgo sampling rate) and $`\sqrt{S_h}4\times 10^{23}`$ $`/\sqrt{\mathrm{Hz}}`$, which is about the minimum value of the foreseen noise spectral density of the Virgo interferometer ; this choice is correct since the minimum is located in the frequency range for the expected burst sources of GW. The fact that we choose Gaussian noise is not essential, but simply convenient for the design of the filters. Deviation from gaussianity will produce for example an excess in the rate of false alarms and it will then be possible for example to retune the algorithms thresholds according to the real noise statistics. In the frequency range of interest, above a few 100 Hz, the Virgo noise sensitivity curve is rather flat, although not exactly white. Most of the filtering methods presented here and in  require a whitening of the noise , which is foreseen for the Virgo data processing output. In the following, we normalise the noise level by its standard deviation, so that we are dealing with a Gaussian noise with zero mean and unit standard deviation. We also denote the data $`x_i`$ at sample times $`i/f_0`$. Let’s recall also that we conventionally define a Signal to Noise Ratio (SNR) after filtering as (filter output -$`m_o`$) / $`\sigma _o`$ where $`m_o`$ and $`\sigma _o`$ are the mean and standard deviation of the filter output in the absence of a signal. Of course a SNR can have different dimentionality depending on whether the filter is linear or quadratic for instance. This shows at least that the SNR is an ambiguous criterion when we are interested in comparing different filters, linear or not.

### B The Norm Filter

The Norm Filter  is a simple version of the Excess Power statistics . It is based upon a monitoring of the local signal energy in a moving window

$$y_k=\underset{i=k}{\overset{k+N1}{}}x_i^2.$$
(2)
Under this form, the filter appears to be non linear with a single parameter, the moving window size $`N`$. In presence of noise only, $`y_k`$ is distributed as a $`\chi ^2`$ variable with N degrees of freedom (mean $`N`$ and standard deviation $`\sqrt{2N}`$). The variable

$$y_k^{NF}=\sqrt{2y_k}\sqrt{2N1}=\sqrt{2\times \underset{i=k+1}{\overset{k+N}{}}x_i^2}\sqrt{2N1}$$
(3)
can be very well approximated by a standard normal variable, if $`N30`$ . This is the definition of the Norm Filter (NF). We note of course that $`y_k^{NF}`$ is normalised so that it is well a SNR. The response of the NF to a test signal is displayed in Figure 1. The NF is able to recover about 70% of the optimal SNR in this example.

### C The Slope filters and ALF

A family of filters based upon fitting a straight line to the data has been proposed . The two (non independant) results of the fit, namely the line slope $`a`$ and the offset value $`b`$

$`a`$ $`={\displaystyle \frac{<tx><t><x>}{<t^2><t>^2}},`$ (4)
$`b`$ $`=<x>a<t>=<x>{\displaystyle \frac{<tx><t><x>}{<t^2><t>^2}}<t>`$ (5)
where $`<x>=\frac{1}{N}_{i=1}^Nx_i`$ and $`t_i=i/f_0`$, can be used as linear filters with variances

$`\sigma _a^2`$ $`={\displaystyle \frac{12f_0^2}{N(N^21)}},`$ (6)
$`\sigma _b^2`$ $`={\displaystyle \frac{4N+2}{N(N1)}}.`$ (7)
The normalized Slope and Offset Filters, namely $`y_k^{SF}=a/\sigma _a`$ and $`y_k^{OF}=b/\sigma _b`$, can be uncorrelated by diagonalisation of the covariance matrix, yielding

$$y_k^\pm =\frac{y_k^{SF}\pm y_k^{OF}}{\sqrt{2(1\pm \alpha )}},$$
(8)
with correlation coefficient

$$\alpha =\sqrt{\frac{3}{2}\left(\frac{N+1}{2N+1}\right)}.$$
(9)
The two uncorrelated filters can finally be combined and the ALF (non linear) filter is obtained :

$$y_k^{ALF}=(y_k^+)^2+(y_k^{})^2=\frac{(y_k^{SF})^2+(y_k^{OF})^22\alpha y_k^{SF}y_k^{OF}}{1\alpha ^2}.$$
(10)
In presence of noise only, ALF is well approximated with a $`\chi ^2`$ distributed random variable with 2 degrees of freedom, hence a mean and a standard deviation both equal to 2. The only parameter is $`N`$ in all cases. Again, simple recurrence relations can be used in the successive calculations of the SF and OF (and so for ALF) outputs. The responses of SF, OF and ALF to a test signal are shown on Figure 1. The moving window size for each filter is optimally chosen to be $`N=140`$, that is about 7 times the signal half-width as stated in . We see that OF is performs better in detecting the signal than SF in this example. As already noticed, ALF (quadratic filter) and the other (linear) filters don’t have the same “dimension”, since ALF outputs are proportional to the energy of the signal and not to the amplitude, hence the much larger SNR for ALF.

### D The Mean Filter

We now introduce the Mean Filter (MF), which is nothing but the filtering by moving average or boxcar average . The Mean Filter computes the mean of the data in a moving window

$$y_k^{MF}=\frac{1}{N}\underset{i=k}{\overset{k+N1}{}}x_i.$$
(11)
It is a linear filter with a single parameter, the window size $`N`$. In presence of noise only, $`y_k^{MF}`$ is distributed as a Gaussian random variable with zero mean and standard deviation $`1/\sqrt{N}`$. The computation of the filter outputs is very fast, as trivial recursive relations between $`y_k^{MF}`$ and $`y_{k+1}^{MF}`$ can be used. So the moving window can be allowed to move bin by bin, without concern for CPU time. The response of the MF to a test signal is displayed in Figure 1. We see that the MF is able to recover almost all of the optimal SNR in this example.

A first means of comparing the filters is to benchmark them within common conditions, i.e. subjecting them to the same GW signals for identical noise conditions. We first used a benchmark based on a catalogue of 78 supernovae signals, simulated by Zwerger and Müller (ZM)  in the axisymmetric case (see and  for details).

The results of this first benchmark for the different filters are collected in Table 1. We recall those already shown in Ref. and add the new one for the Mean Filter. We note that MF has a performance similar to the ALF’s one.

| Filter | Optimal | NF | SF | OF | ALF | MF |
| --- | --- | --- | --- | --- | --- | --- |
| Average distance (kpc) | 27.4 | 11.5 | 11.3 | 15.2 | 22.5 | 20.0 |
| Performance | 1 | 0.46 | 0.49 | 0.59 | 0.81 | 0.78 |

Table 1 : Distances of detection and performances of the different filters in detecting a sample of supernovae signals. NF = Norm Filter, MF = Mean Filter, SF = Slope Filter, OF = Offset Filter. The results are extracted from Ref. except for the MF new one.

## III Efficiency of the filters

Unfortunately the previous benchmark gives only a partial view of filters performances, as it is computed for a specified false alarm rate. Of course one would wish to extend the comparison of filters to other false alarm rates, especially for those lying in the likely range allowed during science runs of interferometers. Such a tool is standard in signal processing, the so-called Receiver Operating Characteristics (ROC), which displays the curves detection efficiency vs the false alarm rate. In the next section, we will compute the ROC for typical (albeit of course arbitrary) burst signals. This will complete our understanding of the detection power of the filters.

### A Methodology

For each filter, we compute the ROC for three distinct typical burst-like signals. The first is a Gaussian pulse of half width $`w=1`$ms of the form

$$s(t)=A\mathrm{exp}\left(\frac{(tt_0)^2}{2w^2}\right).$$
(12)
The second is a damped sinusoid of frequency $`f=1`$ kHz and damping time $`\tau =1`$ ms of the form

$$s(t)=AH(tt_0)\mathrm{exp}\left((tt_0)/\tau \right)\mathrm{sin}\left(2\pi f(tt_0)\right),$$
(13)
where $`H(x)`$ is the Heaviside step function ($`H(x)=0`$ if $`x<0`$ and $`H(x)=1`$ if $`x>0`$).

The last waveform is a supernova signal from the ZM catalogue (number 6 in order of decreasing simulated signal energy) . The three signals are displayed in Figure 2. The amplitude $`A`$ of each of these three signals is calibrated according to the corresponding optimal SNR $`\rho _0`$ (if one of the signals were detected by optimal filtering with the same noise conditions then the mean optimal SNR would be $`\rho _0`$). We have used for the Monte Carlo simulations a data window of size 2048. For each simulated data window, we first pass the filters with noise only. If one of the filters is triggered then we increment its the false alarm counter, else we add one of the signals to the noise and look if the filter detects the signal, in which case its detection counter is incremented. The efficiency of a filter in detecting one of the signals is then the ratio of the number of detections by the number of noise realisations without false alarm. Meanwhile, the false alarm rate is the ratio of noise realisations with a false alarm to the total number of noise realisations and then divided by the data window size, resulting in a false alarm rate per bin. The data window size (2048 bins) has in fact been chosen large enough to contain the signals but not too large in order to have a very low probability of having more than one false alarm in a single window. This obviously may occur only for very high false alarm rates (not reached in practice). We first study the case of optimized filters (only one “template” matched to the signal we consider) in order to have information about the maximal efficiencies the filters can reach. We then study the case of realistic implementations, with several “templates” working in parallel. It is worth noting that the “event” notion introduced in  is here automatically taken into account, as the detection algorithm stops (and the detection counter is incremented) as soon as the filter output is above threshold. The method is thus independant of the real number of bins above threshold and of the details of event clustering, as defined in .

### B ROC for optimized filters

We first consider optimized filters, in the sense that their parameters (essentially the moving window size $`N`$) are optimally matched to the signal. We consider for this purpose the Gaussian pulse signal (Eq.12). With $`w=1`$ ms, the filters are matched with window sizes $`N=40`$ (MF and NF) or $`N=140`$ (SF, OF and ALF). The ROC for various optimal SNRs are shown in Figures 3, 4 and 5 ($`\rho _0=5`$, 7.5 and 10 respectively). For each SNR value, MF and ALF show very close efficiencies. While much simpler, MF is able to compete with ALF for detecting pulse-like signals. However this is the ideal situation, all filters being optimally implemented with respect to the signal. We will see how this is modified with realistic implementations in the next section. Concerning ALF, it is again clear that we gain in combining OF and SF (in ALF), as OF and SF are always less efficient ALF whatever the false alarm rate or the signal strength. Between OF and SF, OF is always significantly more efficient than SF. Finally NF appears as non competitive for detecting short pulses even in its optimized version. In particular, in the case of low SNR ($`\rho _0=5`$) the NF efficiency is close to zero for practical false alarm rates in the interferometers (say $`<10^6`$). For higher SNR ($`\rho _0=10`$), NF can not reach 50% efficiency in the false alarm rate range we study. On the contrary for such a SNR, MF and ALF have efficiencies near 100% over all the range of false alarm rates.

### C ROC for practical implementations of the filters

In the previous section, the filters were matched for a single pulse width. In the real world however, the signal (if any) width will not be known in advance. Moreover the signal itself will surely not be a perfect Gaussian pulse. That is why the filters must be implemented with different “templates” in order to conveniently cover the signal parameter space. For all the filters here, the only parameter is the moving window size. Thus in practice the filters will be implemented (for instance in the online trigger system) with different moving windows in parallel. Such an implementation is shown in Table 2, where the typical burst width ranges from 0.5 ms to 10 ms. For NF and MF the window sizes correspond to the signal widths $`\mathrm{\Delta }t`$ ($`N=\mathrm{\Delta }t\times f_0`$), while for ALF, SF and OF they correspond to about 3.5 times the signal widths .

| signal size (ms) | 0.5 | 0.75 | 1 | 1.25 | 1.5 | 2 | 2.5 | 3.5 | 7.5 | 10 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| MF, NF | 10 | 15 | 20 | 25 | 30 | 40 | 50 | 70 | 150 | 200 |
| SF, OF and ALF | 35 | 50 | 75 | 90 | 105 | 140 | 175 | 250 | 500 | 750 |

Table 2 : Choice of the 10 window sizes to be implemented in parallel for MF and NF, and for SF, OF and ALF. The corresponding typical signal widths are also given.

The ROC for the Gaussian pulse of half-width 1 ms are shown in Figure 6. The optimal SNR is 5 (the most interesting to exhibit filters differences with the false alarm rates considered). Note that the signal width corresponds exactly to one of the window sizes of the implementation ($`N=40`$ for NF and MF and $`N=140`$ for the slope filters familly). When compared to Figure 3, the realistic situation differs from the ideal one in particular for MF. ALF is the most efficient, followed by OF and SF, while NF is always the worst . The case of MF is interesting : its efficiency is excellent if matched to the pulse width but it dramatically decreases if implemented with several “templates”. The matched template ($`N=40`$ here) is always as efficient in detecting the pulse but the other templates contribute to increase the number of false alarms. For the other filters the increase of false alarms due to the mismatched templates is much less. This can be also exhibited by comparing the false alarm rates $`\kappa _{50}`$ for which the filter efficiency reaches 50%. Note that $`\kappa _{50}`$ can be also a good quality criterion for comparing the different filters. The results are shown in Table 3.

| Filter | ALF | OF | SF | MF | NF |
| --- | --- | --- | --- | --- | --- |
| Optimized filters | $`10^7`$ | $`2\times 10^7`$ | $`2\times 10^6`$ | $`10^7`$ | $`>2\times 10^4`$ |
| Realistic filters | $`2\times 10^7`$ | $`3\times 10^7`$ | $`4\times 10^6`$ | $`4\times 10^5`$ | $`4\times 10^4`$ |

Table 3 : False alarms rates $`\kappa _{50}`$ for which a filter efficiency reaches about 50% for a Gaussian pulse of half-width 1 ms and optimal SNR $`\rho _0=5`$. The figures are extracted from Figures 3 (optimized filters) and 6 (realistic filters).

The sensitivity of the overall false alarm rate to the number of templates is then a problem for MF while the other filters seem much more robust with respect to this aspect. Indeed their efficiency curves shift only slightly to the right if we compare Figures 6 and 3, or their $`\kappa _{50}`$ changes by only a factor roughly about 2. For MF the shift is again very large and its $`\kappa _{50}`$ changes by a factor of about 400.

The next ROC for the damped sine signal are plotted on Figure 7. The situation is completely different than before. If compared to Figure 6, MF has about the same efficiency, while NF is significantly better. But for this signal, ALF and parent filters are the worst. The 50% efficiencies are obtained for false alarm rates $`\kappa _{50}4\times 10^5`$ for NF (about the same as for the Gaussian signal), $`\kappa _{50}2\times 10^4`$ for NF (twice as good) and about $`\kappa _{50}3\times 10^4`$ for ALF, that is $`10^3`$ worse than for the Gaussian signal. In this configuration ALF is not competitive while MF is the best filter in the list.

Finally the ROC for the supernova signal are shown on Figure 8. We find roughly the hierarchy first obtained with the Gaussian pulse. ALF and related filters are the most efficient, MF arrives next and the least efficient is NF. The 50% efficiencies are here obtained for false alarm rates about $`\kappa _{50}3\times 10^5`$ for ALF, OF and SF, $`\kappa _{50}7\times 10^5`$ for MF and $`\kappa _{50}5\times 10^4`$ for NF.

### D Discussion

The first point to mention is that the relative efficiencies of the different filters depend strongly on the type of waveform. For instance ALF is not suited to the detection of the damped sine signal above. MF and NF have very roughly the same detection efficiencies whatever the signal, so in this sense these filters are robust. However ALF can be much more efficient than MF and NF. In all cases we find that ALF is always more efficient than SF and OF. We effectively gain a lot in combining SF and OF in ALF. In its optimized version ($`N`$ matched to the signal size), MF can be as efficient as ALF (see Figure 3), but the efficiency falls dramatically with a practical implementation. MF is however the most efficient for the damped sine signal. NF is never the most efficient for any signal but it appears more efficient than ALF in detecting the damped sine signal. All these results are summarized in the Table 4 where the false alarm rates for 50% detection efficiency for all the signals are given.

|  | ALF | MF | NF |
| --- | --- | --- | --- |
| Gauss (ideal) | $`10^7`$ ($``$) | $`10^7`$ ($``$) | $`>2\times 10^4`$ |
| Gauss (realistic) | $`2\times 10^7`$ ($``$) | $`4\times 10^5`$ | $`4\times 10^4`$ |
| Damped sine (realistic) | $`3\times 10^4`$ | $`4\times 10^5`$ ($``$) | $`2\times 10^4`$ |
| ZM (realistic) | $`3\times 10^5`$ ($``$) | $`7\times 10^5`$ | $`5\times 10^4`$ |

Table 4 : False alarms rates $`\kappa _{50}`$ for which the filter efficiency reaches about 50% for the 3 signals with optimal SNR $`\rho _0=5`$. For each signal the best $`\kappa _{50}`$ value is marked ( $``$). The results for OF and SF are not reported in the Table since their detection efficiencies are always less than ALF ones (by construction).

It may appear surprising that MF peforms better than NF or ALF in detecting the damped sinusoidal waveform, as the mean of a sinusoid is 0. In fact MF is efficient because one of its “templates”width is well adapted to detect one of the signal peaks. In fact, a cut-off frequency may be associated with each of the templates of length $`N`$ through $`f_c=f_0/N`$, where $`f_0`$ is again the sampling frequency. For the implementation shown in Table 2, the largest cut-off frequency (associated to the lowest value of $`N`$) is $`f_c^{MAX}1`$ kHz. Below this frequency, there will be always at least one template short enough to pick out only one signal peak. On the contrary, above $`f_c^{MAX}`$, all the templates average the signal cycles and the MF output dramatically decreases. A similar behaviour is found for ALF, due to the fact that the mean slope of a sinusoid with many cycles is zero. This can be seen in Figure 9, where the detection efficiencies of MF, NF and ALF for the same false alarm rate are shown as a function of the frequency of a damped sine signal of damping time $`\tau =100`$ ms (long enough to have many cycles when the frequency is high enough). We see clearly that ALF and MF are very efficient at low frequency, while they dramatically lose efficiency as the signal frequency increases. On the contrary the NF efficiency is almost constant, whatever the signal frequency. This shows some robustness for the NF. We note also that for the signal frequency $`f=1`$ kHz, MF is again more efficient than NF and ALF, as in Figure 7, while its efficiency tends towards 0 as the signal frequency becomes larger and larger.

## IV Timing issues

### A Methodology

The filter timing properties are very important since timing accuracy is necessary (1) for validating coincidences between GW detectors, and (2) for reconstructing the signal. For instance, the signal time delay between VIRGO and LIGO-Hanford is up to 27 ms. Thus, the estimation accuracy of the time of arrival of a signal obtained with a given filter must be much less than this delay. This timing accuracy is also crucial in the case of coincidences with neutrino detectors. In the latter case, GW timing accuracy needs to be below 1 ms in order to not limit the measurement of neutrino masses.

The definition of a time-of-arrival estimator can be in general non trivial since it can depends both on the filter and on the signal waveform. That is why we will use in fact a simple waveform in order to evaluate the optimal performance of a filter to measure a signal time of arrival, keeping in mind that for a real signal the timing accuracy should be degraded.

In order to evaluate the timing accuracy of the filters we proceed as follows. We consider as a burst signal a Gaussian pulse (Eq.12) with a variable amplitude $`A`$ (always calibrated according to the optimal SNR $`\rho _0`$) and a time width $`w`$. The signal is buried in white Gaussian noise and the filters try to detect it. We define the expected time of arrival as the maximum of the pulse, that occurs at $`t_0`$ for the signal of Eq.(12). The first arrival time estimator considered for the filters is given by the SNR maximum. A different estimator will be in fact used for ALF. After many noise realisations we can thus estimate the systematic bias $`\mathrm{\Delta }t`$ (mean of the distribution of measured times of arrival) if any and the statistical error $`\sigma _t`$ (RMS of the distribution) on $`t_0`$ for a given set of parameters ($`w`$ and $`\rho _0`$).

In the case of optimal filtering (here correlation of the noisy Gaussian pulse with an identical Gaussian pulse template that is nothing but the Peak Correlator  with a single template) no systematic bias is found and the statistical error is :

$$\sigma _t0.145\mathrm{m}s\left(\frac{w}{1ms}\right)\left(\frac{\rho _0}{10}\right)^1$$
(14)
We note that the statistical error is linear with respect to both $`w`$ and $`1/\rho _0`$. This timing accuracy is in fact the best that can be achieved (optimal filtering). We see that for the canonical example, $`w=1`$ ms and $`\rho _0=10`$, $`\sigma _t0.15`$ ms, well below the time delay between interferometers or the required accuracy for coincidences with neutrinos. The question is then to investigate if the studied suboptimal filters retain acceptable timing accuracies. The bias and statistical errors on the measure of $`t_0`$ a priori depend on the amplitude $`\rho _0`$ and on the width $`w`$ of the pulse signal. For every filter, we will then study both $`\mathrm{\Delta }t`$ and $`\sigma _t`$ as functions of $`\rho _0`$ and $`w`$. We will use the matched versions of the filters (window size $`N`$ matched to the signal width $`w`$) so the numbers given are to be considered as upper limits, that are the best achievable in principle with the filters.

### B Norm Filter

For the Norm Filter, we first find a systematic bias $`\mathrm{\Delta }t=\frac{N}{2}\times `$ sampling time. This shift is simply related to the window size $`N`$ and can be easily corrected for. The correction can itself be incorporated in the filter definition so it plays no role. The statistical error has less trivial relations with the signal parameters. Figures 10 and 11 (left panel) show the behaviour of $`\sigma _t`$ as function of $`\rho _0`$ and $`w`$ respectively. The statistical error does not behave linearly either with $`1/\rho _0`$ or with $`w`$, contrarily to the optimal filter. In log-log scales however, the curves are linear and the slopes can be obtained from a least squares fit. They differ substantially from unity and are of course larger than the (plus or minus unity) slopes found in the case of optimal filter. The results can be combined into a single expression for the statistical error

$$\sigma _t0.273\mathrm{m}s\left(\frac{w}{1ms}\right)^{1.07}\left(\frac{\rho _0}{10}\right)^{0.72}.$$
(15)
### C Mean Filter

For the Mean Filter, we find exactely the same systematic effect as for NF, $`\mathrm{\Delta }t=\frac{N}{2}\times `$ sampling time. Again this bias can be corrected for and is unimportant. The statiscal error $`\sigma _t`$ is first found to behave linearly with respect to the signal width $`w`$ (so better than NF). But, as for NF, $`\sigma _t`$ is not linear with respect to $`1/\rho _0`$, as shown in Figure 11 (mid panel). The slope of the curve $`\sigma _t`$ vs $`\rho _0`$ in log-log scales is about $`0.68`$, well above $`1`$ as for the optimal filter, but a little worse than NF. We can combine the results into a single expression:

$$\sigma _t0.246\mathrm{m}s\left(\frac{w}{1ms}\right)\left(\frac{\rho _0}{10}\right)^{0.68}.$$
(16)
We note that for the canonical values $`\rho _0=10`$ ans $`w=1`$ ms, we obtain $`\sigma _t0.25`$ ms, about the same as for NF (about 0.27 ms), which is of course larger than the optimal filter statistical error, but not much larger.

### D ALF and related filters

For SF and ALF, the response to a pulse signal shows two peaks as seen in Figure 1. The peak maxima are in principle symmetric relatively to $`t_0`$. We consequently define the time of arrival new estimator as $`\stackrel{~}{t}_0=(t_1+t_2)/2`$ where $`t_1`$ and $`t_2`$ are the time locations of the two peaks. For OF the situation is ’normal’ (a single maximum) as for NF and MF and the time of arrival estimator is not modified. For the 3 filters SF, OF and ALF we find again the usual systematic $`\mathrm{\Delta }t=\frac{N}{2}\times `$ sampling time, that we can correct for. Then the behaviour of the statistical error $`\sigma _t`$ is found to be linear with respect to the signal size $`w`$, even for the non linear filter ALF. Finally, as for NF and MF, the three filters do not have a linear behaviour with respect to $`1/\rho _0`$. The Figure 11 (right panel) shows the curves $`\sigma _t`$ vs $`\rho _0`$ for ALF (results for SF and OF are not displayed). In each case the slope in log-log scales is well below $`1`$ and similar to what has been found for NF and MF, that is around $`0.7`$. The results are combined into the following formulas

$$\sigma _t^{SF}0.244\mathrm{m}s\left(\frac{w}{1ms}\right)\left(\frac{\rho _0}{10}\right)^{0.69},$$
(17)
$$\sigma _t^{OF}0.311\mathrm{m}s\left(\frac{w}{1ms}\right)\left(\frac{\rho _0}{10}\right)^{0.68},$$
(18)
$$\sigma _t^{ALF}0.253\mathrm{m}s\left(\frac{w}{1ms}\right)\left(\frac{\rho _0}{10}\right)^{0.71}.$$
(19)
### E Discussion

The first and important point is that all the suboptimal filters studied in this paper have good timing accuracies. The systematic bias for the time of arrival are trivial and can be easily corrected for. The statistical errors are of course larger than in the case of optimal filtering but are still acceptable. For the canonical example, $`w=1`$ ms and $`\rho _0=10`$ (see Table 5), the statistical error is about 0.15 ms for optimal filtering, about the same for ALF, SF, MF and NF (around 0.25 ms) and the worst is obtained for OF, about 0.3 ms that is twice the optimal value. In any case, in this example, the timing accuracy is well below 1 ms for all the filters.

| Filter | Optimal | ALF | OF | SF | MF | NF |
| --- | --- | --- | --- | --- | --- | --- |
| $`\sigma _t`$ (ms) | 0.15 | 0.25 | 0.31 | 0.24 | 0.25 | 0.27 |

Table 5 : Statistical errors for the time of arrival estimation for a Gaussian pulse with width $`w=1`$ ms and amplitude normalised to $`\rho _0=10`$.

We then note that all linear filters behave linearly with respect to the signal width. For the non linear filters, ALF also displays such a behaviour (as a descendant of two linear filters) while NF does not. All the suboptimal filters have a non-linear behaviour with respect to $`1/\rho _0`$, the best one here being NF (slope closest to -1), but the difference between the filters is not really significant as the slopes range from -0.68 for MF and OF to -0.71 for ALF and -0.72 for NF.

Finally, balancing all the aspects, the best filter concerning timing accuracy seems to be ALF, NF being penalized by its non-linearity with respect to the signal width. This conclusion was not a priori obvious, considering the definition and the broad response of the ALF filter (see Figure 1). However this optimistic conclusion should be moderated. Indeed, this result has been obtained with a simple waveform, a single peak. With a more structured signal (a supernova signal), the situation is in fact less favourable. The first problem is to properly define a time of arrival estimator. Different estimators have been tested in a Monte Carlo simulation for determining the time of arrival of ZM signals with ALF  : time of maximum SNR, time of first bin above threshold, average time between two SNR peaks etc… All of them have been found to be biased. Moreover the bias may strongly depend on the waveform type (type I, II or III as classified by Zwerger and Müller ). The smallest bias, averaged over all the waveforms of the ZM catalogue, is about 0.5 ms for signal SNR of 5. Type III signals have the largest contribution to this bias (with biases around 1.6 ms in average). This shows that the ALF timing accuracy (bias + statistic error) can be in some cases significantly larger than 1 ms. This can have serious consequences, for example, in the case of coincidences with neutrino detectors. Indeed, if the GW timing accuracy is worse than about 1 ms, the determination of neutrino masses is degraded .

## V Effect of lines on the filter false-alarm rates

The suboptimal filters studied in this paper require a pre-whitening of the noise. In reality, noise whitening is never perfect and we need to quantify the filters sensitivity to imperfect whitening. This has been already be done for ALF  but needs to be extended to the other filters. For this purpose, about 100 hours of Gaussian white noise data are simulated and a single frequency component of the form $`A\mathrm{sin}(2\pi ft)`$ (that can mimic a large line residual) is added. We then filter the data (Gaussian white noise+line) with the different algorithms (including ALF in order to be able to compare the filters in exactly the same situations) using slicing windows and record the effective number of false alarms for each one as functions of $`A`$ and $`f`$. In the following, a nominal false alarm rate of $`10^6`$ is chosen. So for 100 hours of data sampled at 20 kHz about $`7200\pm 85`$ false alarms are expected (the standard deviation of about 85 is estimated from a binomial law). For instance, we find $`n_0=7138`$ false alarms with the MF for the 100 hours of only Gaussian white noise. For each filter, we then increase the sine amplitude $`A`$, measure the new number of false alarms $`n`$ each time and compute the relative excess of false alarms with respect to the ideal situation ($`A=0`$), i.e. the quantity $`(nn_0)/n_0`$. The results for NF, MF and ALF are given in Figures 12, 13 and 14 respectively. We investigate as examples four different frequencies, 0.6 Hz corresponding to the natural pendulum mode frequency of the suspended mirrors in VIRGO, 100 Hz, 200 Hz and 400 Hz corresponding to power line harmonics or wire resonances. The filters window sizes have been chosen to be $`N=50`$ for both NF and MF and $`N=170`$ for ALF, so that all window sizes correspond to the same matched signal size (about 2.5 ms). The results for the three filters are quite different. For NF the curves for the false alarms excess vs $`A`$ are about the same whatever the line frequency. In contrast, for MF and ALF, the false alarm excess strongly depends on the line frequency, from very large excess at low frequency to lower or even vanishing at higher frequencies. For MF we find again the effect of the cut-off frequency associated to the window size $`N`$, $`f_c=f_0/N`$. Above this cut-off frequency, the line does not increase anymore the number of false alarms and has simply no effect on MF performance, since, by construction, MF averages the fast oscillations in the window and the net effect is zero. The same phenomenon appears also, but to a lesser extent, for ALF. We can now set a specification for the whitening procedure such as the excess in false alarm rate does not exceed the nominal value more than 10% . For NF this implies that the whitened line amplitudes must be lower than 7-8% of the ideal Gaussian white noise RMS $`\sigma `$ for all frequencies. For MF and ALF, the effect depends on the frequency. For example, for the important 0.6 Hz frequency in VIRGO, the specification is that the line amplitude should be less than about 2% of the noise RMS for MF and about 1% for ALF. For increasing frequencies the specifications become less and less stringent until they can be totally relaxed above the cut-off frequency. Such specifications (from 1% to 10% of ideal noise RMS for line amplitudes) seem quite severe. Let’s define the noise flatness

$$\xi =\frac{\mathrm{exp}\left(\frac{2}{f_0}_0^{f_0/2}\mathrm{ln}S_h(f)𝑑f\right)}{\frac{2}{f_0}_0^{f_0/2}S_h(f)𝑑f},$$
(20)
where $`S_h(f)`$ is the noise one-sided power spectral density (PSD). The flatness is such that $`\xi [0;1]`$, the extremal values being reached for a very peaky PSD ($`\xi 0`$) and for a white PSD ($`\xi 1`$). The most stringent requirement (for the 0.6 Hz pendulum mode) corresponds to a maximal line amplitude at about 1% of the background Gaussian and white noise. If we convert this in terms of noise flatness we obtain a specification  that reads $`\xi 0.97`$. This may seem very demanding at first sight, but it is within the reach of existing whitening algorithms that can already achieve a level of $`\xi >0.98`$ .

Asking for no more than 10% extra false alarms due to imperfect noise whitening is in fact not very demanding as far as detection probability is concerned. Indeed, we can correct for the false alarm excess of 10% (in order to recover the desired false alarm rate) by fine tuning of the detection thresholds. But relaxing the requirements to 20% or 50% does not really change the situation at least for the low frequency lines (see Figures 15-16). For MF and ALF the specifications on low frequency line amplitudes will always be a few  % of the background noise RMS since the increase of false alarms is a very sharp function of the line amplitude.

Of course the number of false alarms considered so far is the raw number, i.e. the number of outputs above threshold. However as the consecutive outputs of filters are not independant and once a filter is triggered by noise alone, we find in practice not a single but a number of consecutive outputs above threshold and corresponding to the same false alarm event. We can thus redefine an event as proposed in . A false alarm event is then no longer a simple filter output above theshold but a cluster of successive outputs above threshold, at most separated by the correlation length of the filter. For example, for the simulated 100 hours of data, without lines added, we find for ALF (with threshold =27.85) 7208 raw false alarms that are resolved in 1170 false alarm events, so a reduction factor about 6. When lines are added it has been checked that one order of magnitude on the false alarm rate is gained if we take the new definition of a false alarm event. This can then relax somewhat the constraints on the line amplitudes. As an example, for the 0.6 Hz line with amplitude $`A=7.5\times 10^2\times \sigma `$, we find more than 63,000 false alarms in the 100 hours of noisy data, giving only 6361 false alarm events, still below the nominal false alarms number (7208) for the 100 hours of data free of lines.

To be complete let’s finally mention that the shapes of the curves relative false alarm event excess vs line amplitude are in fact very close to the previous curves (with the brut false alarm excess). That means that, if we first have set the desired absolute false alarm rate to some value and if we set the specifications on the whitening quality in asking again no more than 10% false alarms in excess, we will find about the same specifications for remaining line amplitudes, whatever the false alarm definition.

## VI Conclusions

In this paper, the principles of GW burst detection algorithms previously studied in our group have been recalled. The Mean filter, based on moving average, has been introduced. Their performances for detecting a set of simulated supernova signals have been completed and summarized. This was until now the only way to compare the different filters. We have then considered three other tools or criteria in order to fully understand and compare the filters. Firstly we have systematically made use of the conventional ROC in detecting typical burst signals. Secondly, the timing properties (systematic biases and statistical errors in timing reconstruction) have been evaluated. Finally we have studied the effect of a non perfect whitening (remaining spectral lines) on the effective false alarm rate of the filters.

Concerning the old benchmark, ALF and the Mean Filter show the best performance in detecting the supernova signals of the Zwerger and Müller catalogue. When looking at the ROC, ALF and the Mean Filter are still ahead provided they can be optimized, meaning that the signal length is known in advance. In practical situations, where banks of filters are used in order to cover the signal sizes space, the situation is not as clear. In particular, for short damped sine signals, ALF is much less efficient than the Mean Filter and even the Norm Filter. A characteristic feature of the Mean Filter as well as the Norm Filter is their relative robustness : their efficiency curves are very similar from one signal to another. ALF is much less robust; it is in general (much) better but in some cases it is the worst performing. Concerning the timing issues, all the filters have similar timing accuracies, worse (but no more than a factor 2) than the optimal filter timing accuracy. The main concern is maybe about the whitening quality which is required by most of the algorithms. Indeed the remaining line amplitudes are required to stay below a fraction of the ideal background Gaussian white RMS. Fortunately the redefinition of a false alarm event allows one to gain almost one order of magnitude on the effective resulting false alarm rate. Finally, taking everything into account, it is difficult to state that one filter is better than the others. Rather than establishing some hierarchy, as done for example with our previous benchmark, the important conclusion of this paper is that the different filters are in fact complementary. This is indeed manifest when we again look at the different ROC : a single filter can not be the most efficient for all burst signals. Then rather than using a single ’preferred’ filter, it is advisable to operate a battery of different filters having their own qualities and defects. The next step is then to develop a strategy to find the best use of all the filters in the battery.

As we have presented in this paper an unbiased way to estimate the performance of filters, we would like to suggest its application in the context of development of GW burst detection methods. This could be very valuable in order to directly compare the performances of different filters and their complementarity or redundancy.