A lot of industrial chemical processes contain certain input nonlinearities even though they are controlled by several linear controllers. Here we investigate a sequential loop closing identification method for MIMO Hammerstein nonlinear processes with diagonal nonlinearities. The proposed method separates the identification of the nonlinear static function from that of the linear subsystem by using a relay feedback test and a triangular type signal test. From 2 n activations for n n MIMO nonlinear processes, we sequentially identify the whole range of the nonlinear static function as well as the transfer function matrix of the linear subsystem.