Gravitational Waves have been indirectly detected, not directly.
From this recent article at Universe Today:
Proponents (as proponents are want) say that we are on the verge of our first confirmed observation of a gravitational wave – or otherwise they reckon that we have already collected the data, but don’t fully know how to interpret them yet.
Gravitational waves have been indirectly detected via observations of pulsar PSR 1913+16, a member of a binary system, the orbit of which decays at the rate of approximately three millimetres per orbit. The inspiraling of the binary (i.e. the decay of its orbit) can only be explained by an invisible loss of energy, which we presume to be the result of gravitational waves transporting energy away from the system.
Direct observation of gravitational waves currently escapes us – but seems at least feasible by monitoring the alignment of widely separated test masses. Such monitoring systems are currently in place on Earth, including LIGO, which has test masses separated by up to four kilometres – that separation distance being monitored by lasers designed to detect tiny changes in that distance, which might result from the passage of a gravitational wave initiated from a distant point in the universe.This is the current quest of citizen science users of Einstein@Home – the third most popularBOINC distributed computing project after SETI@Home (spot an alien) and Rosetta@Home (fold a protein).