Gauss Markov Process

Question

I am trying to model a 1st order Gauss Markov Process (gyroscope drift). I know the Allan Variance characteristics of the process (bias instability, random walk characteristics).

I know the model should look like:

RandomFunction[SomeProcess[some_process_args], {some_time_characteristics}] 

but not quite sure where to start. I looked up ARProcess but it only seems to work with a unit time increment

Answer 1

Answering my own question

I figured out a way to do this… in case anyone is interested…

rate  =  RandomVariate[NormalDistribution[mean, stdevARW], time] + RandomFunction[WienerProcess[drift, volatility], {1/f, time, 1/f}]["Path"][[All, 2]];