This research focuses on proving the presence of coloured noise on the longitudinal, lateral and rotational velocity in steady-state cornering of a skid steer mobile robot. Furthermore, it also focuses on the creation of a Gaussian filter which is able to recreate the characteristics of the measured coloured noise. This is done to determine the characteristics of the Gaussian filter based on real-life experimental values, which defines the Gaussian filter that creates coloured process noise in the Active Inference algorithm. To accomplish the main research goal, the following is done: - Create a linear dynamical model of the jackal robot and optimize the model in such a way that its velocity states resemble the experimental values of the velocities for the given experimental inputs. - Show the presence of coloured noise in the dynamical behaviour of the jackal robot. - Create a Gaussian filter and determine its characteristics, which can recreate the coloured noise found in the velocity states of the jackal robot in steady state turning. To accomplish this, experiments are done capturing the linear acceleration, rotational ve- locities, position and heading of the skid steer mobile robot using both the internal sensors of the robot as well as an external motion capturing system. A linear model of the jackal robot is constructed and discretised as the noise is a function of the difference between the experimental value for the next step state [k + 1]exp and the prediction of the next step state [k + 1]est. The prediction is made by inputting the experimental values for step [k] into the discretised linear model together with the model input. The difference between [k + 1]exp and [k+1]est is the noise on the velocities during the steady-state cornering experiments. Optimal values for Gaussian filter are found by fitting the autocorrelations of coloured noise which is made by filtering white noise with a range of Gaussian filters on the autocorrelation of the measured coloured noise. The result of this research is proof of the presence of coloured noise in skid steer mobile robots which in turn indicates that using Active Inference on these types of robots is a worthwhile approach to control and state estimation.