types.linearization.ContinuousStochasticLinearization

types.linearization.ContinuousStochasticLinearization

Alias for continuous-time stochastic linearization.

Returns (Ac, Bc, Gc) for continuous SDEs.

Examples

>>> Ac, Bc, Gc = sde_system.linearize(x_eq, u_eq)
>>> # Drift stability
>>> drift_stable = np.all(np.real(np.linalg.eigvals(Ac)) < 0)

# types.linearization.ContinuousStochasticLinearization { #cdesym.types.linearization.ContinuousStochasticLinearization }

`types.linearization.ContinuousStochasticLinearization`

Alias for continuous-time stochastic linearization.

Returns (Ac, Bc, Gc) for continuous SDEs.

## Examples {.doc-section .doc-section-examples}

```python
>>> Ac, Bc, Gc = sde_system.linearize(x_eq, u_eq)
>>> # Drift stability
>>> drift_stable = np.all(np.real(np.linalg.eigvals(Ac)) < 0)
```