For the quantitative dynamic analysis of aero gas turbines, accurate modal parameters must be identified. However, the complicated structure of thin-walled casings may cause false mode identification and mode absences if conventional methods are used, which makes it more difficult to identify the modal parameters. A modal parameter identification method based on improved covariance-driven stochastic subspace identification (covariance-driven SSI) is proposed. The ability to reduce the number of mode absences and the solving stability are improved by a covariance matrix dimension control method. Meanwhile, the number of false mode identification is reduced via a false mode elimination method. In addition, the real mode complementation and the excitation frequency mode screening can be realized by a multispeed excitation method. The numerical results of a typical rotor model and measured data of an aero gas turbine validated the proposed method.