Abstract: With any multivariable discrete system of which the relationship between inputand output may be described by the second type difference equation defined in thispaper,software may well be used to estimate orders and parameters of the modeland set up gain matrix of Kalman filter under steady-state,optimal feedback coef-ficient matrix and coefficient matrix to be used in correction for the input value setting.The mathematical model obtained might be verified through digital simulation.Even in case of linear time-invariant stochastic systems having time delay the sof-tware is helpful nonetheless to establish a mathematical model for optimal feedbackcontrol.The paper describes the software function,the block diagrams,and the me-thods in use about the software and some related conventions.Formulae and blockdiagrams for real-time control are also provided.An example is included to showthe software helps us to solve an engineering problem satisfactorily.