I built a simple unregulated power supply for an audio amp. The usual: bridge rectifier with snubber caps and resistors on the diodes, goes into electrolytic caps with a resistor+capacitor snubber, ceramic caps at the power pin of the amplifier, etc. The problem is that there is some high frequency noise on the supplies that is getting thru the amp. Looking on a scope, I can see that there is a broad peak at ~10MHz and another at ~40 MHZ. I don't think these are due to capacitor ringing since they go away when I turn the power off while the caps are still charged.
What's the best way to get rid of this noise? Should I do any filtering on the primary or secondary of the transformer? Or do I need some better bypassing at the filter caps? (e.g. finding a capacitor that has a minimal impedance at these frequencies)