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The continuous wavelet transform (CWT) based method was improved for estimating the natural fre-quencies and damping ratios of a structural system in this paper. The appropriate scale of CWT was selected by means of the least squares method to identify the systems with closely spaced modes. The important issues relat-ed to estimation accuracy such as mode separation and end effect, were also investigated. These issues were as-sociated with the parameter selection of wavelet function based on the fitting error of least squares. The efficien-cy of the method was confirmed by applying it to a simulated 3dof damped system with two close modes.