Regarding human factors research on man-machine interface, a basic psychological experiment was conducted to observe psycho-physiological characteristics of on-line human cognitive behavior when cognitive tasks on learning and pattern classification were given to subjects by personal computer using a simple state transition model. During the experiment, three different types of subjects' data were recorded : (i) eye movement data by eye mark recorder, (ii) physio-electric signals by polygraph and (iii) verbal reports. Those subjects' data were analyzed with respect to : (i) the related human cognitive characteristics concerning problem solving strategy, measures of problem difficulty and mental image effect, (ii) observed eye movement characteristics such as saccade, attention, pupil reaction and blinking, etc., and (iii) obtained characteristics of skin potential response and heart rate. It was found that the application of psycho-physiological measurement would serve to objective and detailed analysis of on-line cognitive process.