Closed-loop systems of an electro-hydraulic servo system including position, acceleration, and force closed-loop systems and their closed-loop transfer functions based on parameter model are adaptive identified using a recursive extended least-squares algorithm. The position and force closed-loop tracking controllers are designed by a proportional-integral-derivative controller and are tuned by the position and force step signals. The acceleration closed-loop tracking controller is designed by a three-variable controller and the three states include position, velocity, and acceleration. Experimental results of the estimated position, acceleration, and force closed-loop transfer functions are performed on an actual electro-hydraulic servo system using xPC rapid prototyping technology, which clearly demonstrate the benefit of the adaptive identification method.