In many case, open loop system identification is not feasible and practical. Closed loop identification is major role in such cases. For any closed loop system identification, there are some methods which are used to identify the closed loop system, including direct method, indirect method, two-stage method, joint input-output method. Using any one method we can identify the plant model. For designing of advance controller, the model of plant is very important. In this paper, summary of all closed loop identification methods are described in brief.