Gravitational waves are measured by a gravitational wave detector. This refers to any device designed to measure tiny distortions in spacetime continuum. These waves were first predicted by Albert Einstein in 1916 though there was some knowledge of them to some degree even earlier than this. Gravitational waves occur when two black holes collide.
Ever since the 1960s gravitational wave detectors have been being built and and constantly improved upon to date. Present day detectors have reached the capability to find waves from sources in the Milky Way system.