def sde(self):
        """
        Support adding kernels for sde representation
        """

        import scipy.linalg as la

        F     = None
        L     = None
        Qc    = None
        H     = None
        Pinf  = None
        P0    = None
        dF    = None
        dQc   = None
        dPinf = None
        dP0   = None
        n = 0
        nq = 0
        nd = 0

         # Assign models
        for p in self.parts:
            (Ft,Lt,Qct,Ht,Pinft,P0t,dFt,dQct,dPinft,dP0t) = p.sde()
            F = la.block_diag(F,Ft) if (F is not None) else Ft
            L = la.block_diag(L,Lt) if (L is not None) else Lt
            Qc = la.block_diag(Qc,Qct) if (Qc is not None) else Qct
            H = np.hstack((H,Ht)) if (H is not None) else Ht

            Pinf = la.block_diag(Pinf,Pinft) if (Pinf is not None) else Pinft
            P0 = la.block_diag(P0,P0t) if (P0 is not None) else P0t

            if dF is not None:
                dF = np.pad(dF,((0,dFt.shape[0]),(0,dFt.shape[1]),(0,dFt.shape[2])),
                        'constant', constant_values=0)
                dF[-dFt.shape[0]:,-dFt.shape[1]:,-dFt.shape[2]:] = dFt
            else:
                dF = dFt

            if dQc is not None:
                dQc = np.pad(dQc,((0,dQct.shape[0]),(0,dQct.shape[1]),(0,dQct.shape[2])),
                        'constant', constant_values=0)
                dQc[-dQct.shape[0]:,-dQct.shape[1]:,-dQct.shape[2]:] = dQct
            else:
                dQc = dQct

            if dPinf is not None:
                dPinf = np.pad(dPinf,((0,dPinft.shape[0]),(0,dPinft.shape[1]),(0,dPinft.shape[2])),
                        'constant', constant_values=0)
                dPinf[-dPinft.shape[0]:,-dPinft.shape[1]:,-dPinft.shape[2]:] = dPinft
            else:
                dPinf = dPinft

            if dP0 is not None:
                dP0 = np.pad(dP0,((0,dP0t.shape[0]),(0,dP0t.shape[1]),(0,dP0t.shape[2])),
                        'constant', constant_values=0)
                dP0[-dP0t.shape[0]:,-dP0t.shape[1]:,-dP0t.shape[2]:] = dP0t
            else:
                dP0 = dP0t

            n += Ft.shape[0]
            nq += Qct.shape[0]
            nd += dFt.shape[2]

        assert (F.shape[0] == n and F.shape[1]==n), "SDE add: Check of F Dimensions failed"
        assert (L.shape[0] == n and L.shape[1]==nq), "SDE add: Check of L Dimensions failed"
        assert (Qc.shape[0] == nq and Qc.shape[1]==nq), "SDE add: Check of Qc Dimensions failed"
        assert (H.shape[0] == 1 and H.shape[1]==n), "SDE add: Check of H Dimensions failed"
        assert (Pinf.shape[0] == n and Pinf.shape[1]==n), "SDE add: Check of Pinf Dimensions failed"
        assert (P0.shape[0] == n and P0.shape[1]==n), "SDE add: Check of P0 Dimensions failed"
        assert (dF.shape[0] == n and dF.shape[1]==n and dF.shape[2]==nd), "SDE add: Check of dF Dimensions failed"
        assert (dQc.shape[0] == nq and dQc.shape[1]==nq and dQc.shape[2]==nd), "SDE add: Check of dQc Dimensions failed"
        assert (dPinf.shape[0] == n and dPinf.shape[1]==n and dPinf.shape[2]==nd), "SDE add: Check of dPinf Dimensions failed"
        assert (dP0.shape[0] == n and dP0.shape[1]==n and dP0.shape[2]==nd), "SDE add: Check of dP0 Dimensions failed"

        return (F,L,Qc,H,Pinf,P0,dF,dQc,dPinf,dP0)