ANALYZING X-RAY VARIABILITY BY LINEAR STATE-SPACE MODELS

In recent years, autoregressive models have had a profound impact on t he description of astronomical time series as the observation of a sto chastic process. These methods have advantages compared with common Fo urier techniques concerning their inherent stationarity and physical b ackground. However, if autoregressive models are used, it has to be ta ken into account that real data always contain observational noise oft en obscuring the intrinsic time series of the object. We apply the tec hnique of a Linear State Space Model which explicitly models the noise of astronomical data and allows to estimate the hidden autoregressive process. As an example, Ne have analysed the X-ray flux variability o f the Active Galaxy NGC 5506 observed with EXOSAT.