def METHOD_NAME(self, rng):
    """Applied to a linear model, the results should be unchanged."""
    # pylint: disable=not-callable
    regression_problem, info = filtsmooth_zoo.car_tracking(rng=rng)
    linear_model = info["prior_process"].transition
    initrv = info["prior_process"].initrv
    linearised_model = self.linearizing_component(linear_model)
    # Assert that the objects are different
    assert not isinstance(linear_model, type(linearised_model))
    # Assert that the give the same outputs.
    received, info1 = linear_model.forward_rv(initrv, 0.0)
    expected, info2 = linearised_model.forward_rv(initrv, 0.0)
    crosscov1 = info1["crosscov"]
    crosscov2 = info2["crosscov"]
    rtol, atol = 1e-9, 1e-9
    np.testing.assert_allclose(received.mean, expected.mean, rtol=rtol, atol=atol)
    np.testing.assert_allclose(received.cov, expected.cov, rtol=rtol, atol=atol)
    np.testing.assert_allclose(crosscov1, crosscov2, rtol=rtol, atol=atol)