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引入多变量系统Ｍａｒｋｏｖ参数矩阵相关分析下的最优输入设计向量，得到Ｍａｒｋｏｖ参数矩阵估计．在此基础上，推导出有色噪声干扰下多变量线性系统Ｋｒｏｎｅｃｋｅｒ结构不变量与参数不变量的递推辨识算法．
The optimal input design vector under Markov parameter matrix correlation analysis of multivariable system is introduced to get Markov parameter matrix estimation. On this basis, the recursion identification algorithm of Kronecker structure invariant and parameter invariants of multivariable linear systems with colored noise is deduced.