On the sampling and integration rates of process noise

In this paper we consider a class of process noise in navigation, and study the effects of sampling and integration rates on the covariance of the respective sampled and integrated signals. It is shown that the covariance of a sampled zero-mean exponentially-correlated process is independent of the sampling rate. Moreover, when integrating this sequence, then the respective covariance decreases proportionally to the integration period. Experimental results are included to illustrate the results