2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/12182Cyg X-1 exhibits irregular X-ray variability on all measured timescales. The usually applied shot noise models describe the typical short-term behavior of this source by superposition of randomly occuring shots with a distribution of shot durations. We have reanalyzed EXOSAT ME observations of Cyg X-1 using the more general Linear State Space Models (LSSMs). These models, which explicitly take the observation-noise into account, model the intrinsic system variability with an autoregressive (AR) process. Our fits show that an AR process of first order can reproduce the system variability of Cyg X-1. A possible interpretation is again the superposition of individual shots, but with a single relaxation timescale tau. This parameter was found to be 0.19s.9 pages, 7 figures, accepted for publication in Astronomy & Astrophysics, also available at http://astro.uni-tuebingen.de/publications/Astrophysicstext