A&A Supplement Ser., Vol. 124, September 1997, 589-596

Received March 21; accepted December 13, 1996

Analyzing X-ray variability by linear state space models

M. König - J. Timmer

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

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.

keywords: X-rays: galaxies -- methods: statistical -- galaxies: NGC 5506

 
• 1. Introduction
• 2. Description of the method based on the 1/f(alpha)-model
• 3. Mathematical background of the linear state space model
• 4. The EXOSAT observation of NGC 5506
• 5. Discussion
• References