The practice of control strategies and their applications on industrial systems requires reliable models in implementation, with an identification of their variables involved in the control sequence. Indeed, several complexity limitations of these systems require the use of linearization around the operating points, to ensure the stability of the system. To this end, this work proposes the development of a closed-loop identification strategy, applied to a two-shaft gas turbine, using a linear control with state feedback. This approach makes it possible to meet stability objectives by ensuring better performance in control variables of the studied gas turbine.