IDENTIFICATION METHOD OF A PROCESS PARAMETER

A calculation unit for calculating a gain matrix from process input and output information and a calculation unit for calculating a parameter estimation have an independent weight setting unit. A weight W.sub.i (k+1) is set at a current time point while taking into consideration of an affect of square of residual e.sup.2 (i) in each time step between an initial time step (i=1) to the current time step (i=k+1), and a parameter is estimated in accordance with an evaluation index ##EQU1##