The noise produced by imperfectly-expanded jets is contaminated by shock noise, which consists of two components, namely screech tones and broadband noise. Screech refers to high-amplitude, discrete tones that can be clearly identified in the acoustic spectrum. In an effort to better understand the physics of finite-amplitude noise propagation, a series of experiments has been carried out in the High-Speed Jet Noise Facility at Penn State University, with the aim of identifying and quantifying nonlinearities in the noise radiated from imperfectly-expanded model jets. The pressure signals from both under- and over-expanded jets have been recorded at various operating conditions, with Mach numbers 1.35 and 1.5, using a simple conical nozzle (Md = 1.0) and a converging-diverging nozzle (Md = 1.5). A heat-simulation technique based on the use of helium/air mixtures was applied to reach temperature ratios up to 2.5. Three linear arrays of four microphones were used in this work, located at angles 35°, 90° and 110°. The measured acoustic spectra and OASPL's show very good agreement with data found in the literature. Spectral data have been carefully analyzed, with specific emphasis on harmonic generation, amplitude variations and spectral broadening. Altogether, the results indicate that nonlinear effects do play a significant role in the propagation of broadband shock-associated noise, even though a number of seemingly inconsistent trends could not be fully explained.