types.linearization.FullStochasticLinearization

types.linearization.FullStochasticLinearization

Complete stochastic linearization: (A, B, G, C, D).

Includes both dynamics and output linearization.

Examples

>>> A, B, G, C, D = sde_system.full_linearization(x_eq, u_eq)
>>> 
>>> # LQG design
>>> K_lqr = design_lqr(A, B, Q_control, R_control)
>>> L_kalman = design_kalman(A, C, G@G.T, R_meas)

# types.linearization.FullStochasticLinearization { #cdesym.types.linearization.FullStochasticLinearization }

`types.linearization.FullStochasticLinearization`

Complete stochastic linearization: (A, B, G, C, D).

Includes both dynamics and output linearization.

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

```python
>>> A, B, G, C, D = sde_system.full_linearization(x_eq, u_eq)
>>> 
>>> # LQG design
>>> K_lqr = design_lqr(A, B, Q_control, R_control)
>>> L_kalman = design_kalman(A, C, G@G.T, R_meas)
```