In this paper, a novel identification technique, that is high-gain observer-based identification approach, is proposed for systems with bounded process and measurement noises. For system parameters with abnormal changes, an adaptive change detection and parameter identification algorithm is next presented. The presented technique and algorithm is finally applied to the parameter identification of the gas turbine engine by using the recorded input data from the engine test-bed. The identified parameters and the response curves are desired. The simulations have proved the effectiveness of the proposed procedure compared with the previous identification approach.