systems.base.utils.stochastic.analyze_noise_structure
systems.base.utils.stochastic.analyze_noise_structure(
diffusion_expr,
state_vars,
control_vars,
time_var=None,
)
Convenience function for analyzing noise structure.
Parameters
| diffusion_expr |
sp.Matrix |
Symbolic diffusion matrix |
required |
| state_vars |
List[sp.Symbol] |
State variables |
required |
| control_vars |
List[sp.Symbol] |
Control variables |
required |
| time_var |
sp.Symbol |
Time variable |
None |
Returns
|
NoiseCharacteristics |
Analysis results |
Examples
>>> x = sp.symbols('x')
>>> diffusion = sp.Matrix([[0.1 * x, 0.05 * x]])
>>> char = analyze_noise_structure(diffusion, [x], [])
>>> print(char.noise_type)
NoiseType.MULTIPLICATIVE