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This paper studies the identification of a block-structured nonlinear Wiener-Hammerstein system that is captured in the feedforward or the feedback path of a closed-loop system. First, nonparametric initial estimates are generated for the three dynamic blocks, which are modeled by their frequency response function, and the static nonlinear system, which is described using an input-output table. Next, a parametric model is identified. Random or periodic excitations can be used in the experiments. The method is illustrated on the identification of an Agilent HP420C crystal detector.