In this paper a new method to achieve identification of a process in closed loop operation is introduced. The process in this case is a MIMO system of four coupled tanks. First, this nonlinear system is identified around an operating point in open loop operation. Then, two PI controllers are designed to control the level of liquid in two of the tanks. Finally, the process is identified in closed loop operation using the references of the levels, the control efforts and the process outputs, and this model is compared whit the one found in the open loop test.