1. A pattern identification system comprising memory means for storing a plurality of standard pattern data each calculated based on covariance matrix of a set of pattern components known to belong to a corresponding one of a plurality of categories; calculation means for obtaining an input pattern data based on covariance matrix of a set of pattern components of an input pattern; multiplier-adder means for multiplying and summing the element included in the covariance matrix of the input pattern data and the corresponding element of the covariance matrix of each standard pattern data; detection means for detecting the largest of the results obtained by the multiplier-adder means with respect to all categories; and identification means for identifying the input pattern as belonging to the category represented by the largest result detected by the detection means.