This paper is a continuing study of the blind approach for the Hammerstein identification in Sun et al. (1999) and Bai and Fu (2002). In the framework of a closed-loop sampled-data system, the output is sampled faster than the updating period of the input. The parameters of the linear dynamics are consistently estimated from the information of the output only, after which the unmeasurable inner signal is uniquely reconstructed. The noise effect is explicitly considered in both the parameter and inner signal estimation. The estimation of the system orders and time delay are studied on the basis of two groups of basic equations obtained by polyphase decomposition. The proposed blind approach is validated and illustrated by a simulated numerical example.