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The authors present a two-step method for identifying single-input, single-output (SISO) Wiener systems. First, using a single harmonic input, they estimate a non-parametric model of the static non-linearity, which is assumed to be only piecewise continuous. Second, using the identified non-parametric map, the authors use retrospective cost optimisation to identify a parametric model of the linear dynamic system. This method is demonstrated on several examples of increasing complexity.