Institut für Astronomie und Astrophysik

Abteilung Astronomie

Preprint 04a/97

Analyzing X-ray variability by State Space Models - Application to an EXOSAT AGN sample

Michael König(1), Rüdiger Staubert(1) and Jens Timmer(2)

(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

Contribution to the Florence and George Wise Observatory 25th Anniverary Symposium on Astronomical Time Series, Tel Aviv, Israel, December 30, 1996 - January 1, 1997

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. If autoregressive models are used, however, 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 a sample of Active Galactic Nuclei (AGN) observed with EXOSAT and found evidence for a relationship between the relaxation timescale and the spectral hardness.

Paper (111k gzip'ed Postscript including figures)

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Jürgen Barnstedt (barnstedt AT astro.uni-tuebingen.de) Last updated 04-Aug-1997