Analyzing X-ray variability by linear state space models

¹ Institut für Astronomie und Astrophysik - Astronomie, Universität Tübingen, Waldhäuser Str. 64, D-72076 Tübingen, Germany
² Fakultät für Physik, Albert-Ludwigs-Universität, Hermann-Herder Str. 3, D-79104 Freiburg, Germany
³ Freiburger Zentrum für Datenanalyse und Modellbildung, Albert Str. 26-28, D-79104 Freiburg, Germany

Received: 21 March 1996
Accepted: 13 December 1996

Abstract

In recent years, autoregressive models have had a profound impact on the description of astronomical time series as the observation of a stochastic process. These methods have advantages compared with common Fourier techniques concerning their inherent stationarity and physical background. However, if autoregressive models are used, it has to be taken into account that real data always contain observational noise often obscuring the intrinsic time series of the object. We apply the technique 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, we have analysed the X-ray flux variability of the Active Galaxy NGC 5506 observed with EXOSAT.