'ddt : discrete delta t
should be the same as an AR(1)
not tested yet'

def exactprocess(self, xzero, nobs, ddt=1.0, nrepl=2):

    t = np.linspace(ddt, (nobs * ddt), nobs)
    expddt = np.exp(((- self.lambd) * ddt))
    normrvs = np.random.normal(size=(nrepl, nobs))
    inc = (self._exactconst(expddt) + (self._exactstd(expddt) * normrvs))
    return signal.lfilter([1.0], [1.0, (- expddt)], inc)
