A Kalman-smoother based data imputation strategy to data gaps in spaceborne gravitational wave detectors

Abstract: Massive black hole binaries (MBHBs) and other sources within the frequency band of spaceborne gravitational wave observatories like the Laser Interferometer Space Antenna (LISA), Taiji and Tianqin pose unique challenges, as gaps and glitches during the years-long observation lead to both loss of information and spectral leakage. We propose a novel data imputation strategy based on Kalman filter and smoother to mitigate gap-induced biases in parameter estimation. Applied to a scenario where traditional windowing and smoothing technique introduce significant biases, our method mitigates the biases and demonstrates lower computational cost compared to existing data augmentation techniques such as noise inpainting. This framework presents a new gap treatment approach that balances robustness and efficiency for space-based gravitational wave data analysis.