An auxiliary power unit, or APU, is a small
gas turbine generator usually located in the
tail section of a
jet aircraft. The telltale sign of an APU is a little exhaust port at the rear end of the aircraft's
fuselage, and often an
intake on the
leading edge of the
tail fin.
A jet aircraft has an APU because during flight, its pressurization, radio, and other systems are powered by generators connected to its engines. When the engines are turned off on the ground, the APU kicks in to power the aircraft's vital systems.
If the lights on an aircraft shut down momentarily just after arrival, it's probably because the APU hasn't had enough time to warm up.