Abstract: It is important to establish system dynamic model for many fields,especially in the fields of adaptive control and failure monitor of advanced aero engine.Many identification methods were used for this problem,including AR,OE,and so on.Numerical algorithm for subspace state space system identification (N4SID) is proposed in recent years and applied to communications.It is based on state space model.N4SID is described in this paper.Though areo engine is a complex non linear system,at "little bias" state,the model is linear time invariable system.In this paper,N4SID is applied to identifying aero thermal model of a certain double spool turbojet aero engine at "little bias" state.Moreover,the result shows us that this algorithm is feasible.