The work described in this thesis isconcerned with the study of statistical identification ofdiscrete, dynamic, multi-input and multi-output CNIMQ)linear models for complex industrial processes.Contributions that have been made in this area include:1. The development of a MIMO estimation procedure, that iscomputationally quite simple, to estimate theparameters in the discrete MIMO model. The resulting parametersare shown to be asymptotically equivalent tothe maximum likelihood estimators.2. The development of a suitable methodology so that theestimation procedure can give results in the practicalidentification case where the data is not always ideal.The ideas and methodology developed inthe thesis are tested on practical data collected from...