types.core.StateMatrix
types.core.StateMatrix
State matrix (nx, nx).
Represents state-to-state coupling in linear(ized) systems.
Uses: - Continuous: Ac (drift Jacobian ∂f/∂x) - Discrete: Ad (state transition matrix) - Covariance: P (state covariance E[(x-x̄)(x-x̄)’]) - Cost: Q (state cost weight in LQR)
Examples
>>> # Continuous linearization
>>> Ac: StateMatrix = np.array([[0, 1], [-1, 0]])
>>>
>>> # Discrete transition
>>> Ad: StateMatrix = np.eye(2) + dt*Ac
>>>
>>> # Covariance
>>> P: StateMatrix = np.eye(2)
>>>
>>> # LQR cost
>>> Q: StateMatrix = np.diag([10, 1])