In this paper, a simple yet robust closed-loop identification method is proposed, and an auto-tuner is then constructed by combination with a new PID tuning rule. The method can accommodate a wide range of tests such as step and relay provided that the test produces steady state responses. Using the FFT, the process frequency response is first calculated from the recorded process input and output time responses to the closed-loop test. Then the process step response is constructed using the inverse FFT. A general second-order plus dead-time model is thus obtained using our newly developed technique on robust identification of process ;transfer function from step responses. Simulation examples and real time test show its effectiveness.