There will be a short audible alarm when the batteries are low, plus a visual notice on the display.
If you replace the batteries at the same location that the batteries died, then there will not be any noticeable difference on the track log. If, however, the batteries die and you are not immediately aware of the dead batteries, and put in fresh batteries at some time after the unit has shut down, then you will have an additional track generated. It is best the replace the batteries before they cease to operate!