Publisher Summary Closed loop systems are frequently modeled in terms of such processes, and it would be of interest to investigate how the cross-spectral method performs when u(t) is of this type and whether it can be easily modified to produce better results in such cases. This chapter reviews and discusses the use of the cross-spectral method in estimating frequency and time domain characteristics of both unparameterized and parameterized systems. The chapter investigates the biases that may occur in the estimates or the identification error when u(t) has spectral mass beyond Nyquist frequency. It suggests modifications that should produce less-biased estimates under such circumstances. There are other circumstances in which the cross-spectral method is invalid or liable to produce poor results and requires further study and modification (what requires?). It briefly describes some problems that are of practical concern.