The transfer function matrix of a largo multi-input/multi-output linear stochastic time-invariant control system may be computationally prohibitive to estimate and may not provide a good interpretation of the underlying structure of the system. Priestley, Rao and Tong have suggested a method, using information theoretic and statistical criteria, for reducing the dimensions of the system, and thus, to some extent, overcoming these difficulties. The feasibility of these methods has already been shown using a simulated control system : its practicality in the real situation is now demonstrated on a relatively small data set taken on a multi-input/multi-output system, a chemical engineering plant.