  Linear State Space Modeling determines the hidden autoregressive (AR) process
in a noisy time series; for an AR process the time series' current value is the
sum of current stochastic ``noise'' and a linear combination of previous
values. We present preliminary results from modeling a sample of 4 channel
BATSE LAD lightcurves. We determine the order of the AR process necessary to
model the bursts. The comparison of decay constants for different energy bands
shows that structure decays more rapidly at high energy. The resulting models
can be interpreted physically; for example, they may reveal the response of the
burst emission region to the injection of energy.
