System Identification › Key Parameters

Michael BrenndoerferJune 9, 20262 min read
World Models HandbookAll chapters
Part 2 of 12Inference, Decisions, and Control
Chapter 9System Identification › Key Parameters
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The key parameters for the identification implementations are:

  • proc_std: Standard deviation of injected process noise (0.01) in the drone trajectory, including its held-out tail. It sets a per-step expected squared-error contribution; the irreducible multi-step rollout error is horizon dependent because new disturbances accumulate along the trajectory.
  • r, c: Row and column counts of the Hankel matrix (both 8). For a minimal order-nn deterministic system, r≥nr \ge n and c≥nc \ge n support a full-rank Hankel factorization under sufficient excitation, while recovering the state-transition operator from a shifted Hankel requires enough adjacent blocks. Here 8 is comfortably above the required depth and deliberately generous for a numerical-rank check; it is not a minimal or "twice the order" prescription.
  • sv_threshold: Relative singular-value cutoff (1e-8) declaring numerical rank and thereby the estimated system order.
  • Excitation gains (0.8, 0.6): Shaping-filter coefficients coloring the simulation input; their choice governs whether persistent excitation holds.
  • ARX lags: Number of lagged outputs and inputs entering the regressor (two each here); this fixes the asserted model order.
  • DT: Integration timestep of the pendulum environment (0.05), tying discrete transitions to continuous dynamics.
  • hidden_dims: Widths of the feedforward dynamics network (6 -> 64 -> 64 -> 2 with Tanh units).
  • lr: Adam learning rate (1e-3) used for the network fit.
  • epochs: Number of full-batch training iterations (400).