This paper deals with statistical identification problems of governor-propeller rpm control system in a marine diesel engine under operating at sea. The experiments are carried out after the ship's governor system is completely swiched to a newly developed computer control system. Pl +random input signal is given to the main engine through the governor rack in the actuator. As the statistical model, a multivariate auto regressive (MAR) model is adopted and the minimum AIC estimate method is used in order to fit the model to the actual data. A statistical bias free frequency response function, impulse response function of the governor-propeller rpm system are derived from the fitted AR model.