types.linearization.DiscreteStochasticLinearization
types.linearization.DiscreteStochasticLinearization
Alias for discrete-time stochastic linearization.
Returns (Ad, Bd, Gd) for discrete stochastic systems.
Examples
>>> Ad, Bd, Gd = discrete_stochastic.linearize(x_eq, u_eq)
>>> # Mean-square stability (drift only)
>>> ms_stable = np.all(np.abs(np.linalg.eigvals(Ad)) < 1.0)