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An iterative data-driven correlation-based method has been proposed recently to tune multivariable linear time-invariant controllers in closed-loop operation. In this contribution, the preferred way of exciting a 2 × 2 system is investigated via the accuracy of the estimated controller parameters. It is shown that simultaneous excitation of both reference signals does not improve the accuracy of the estimated controller parameters compared to the case with a single reference. In fact, onemust choose between low experimental cost (simultaneous excitation) and better accuracy of the estimated parameters (single reference).