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

Name Type Description Default
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

Name Type Description
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