The thesis studies the X-ray emission from the Galactic compact objects (accreting neutron stars and black holes), using mainly the RXTE data. In particular following results have been included: spectral evolution of X-ray transients GRS 1739-278, XTE J1755-324, GS 1354-644, XTE J1748-288; the outburst and detailed spectroscopy of the anomalous X-ray Novae XTE J0421+560; study of the outburst of the millisecond pulsar SAX J1808.4-3658 and stability of its spectrum; study of the SAX J1808.4-3658 pulse profile and relativistic distortions of the profile, the linear velocity of the emitting area on the surface of the neutron star SAX J1808.4–3658, inferred from our simplest model is about ~0.1c and the neutron star radius is about ~13 km; frequency resolved spectroscopy and its application to the hard state of Cyg X-1 and GX 339-4, correlations of the spectral and timing properties for Cyg X-1, GX 339-4 and possible connection to the disk-spheroid model of the accreting flow in the vicinity of the black hole.

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