We propose a new system identification method for Hammerstein-Wiener processes, in which an input static nonlinear block, a linear dynamic block, and an output static nonlinear block are connected in a series. The proposed method can estimate the model parameters in a very simple way without solving the full-dimensional nonlinear optimization problem by activating the process with a specially designed test signal, composed of a relay feedback signal, a binary signal and a multi-step signal. The proposed method analytically identifies the output nonlinear static function and the input nonlinear static function from the relay signal and the multi-step signal, respectively. The linear dynamic subsystem is identified from the relay feedback signal and the binary signal with existing well-established linear system identification methods. We demonstrate with a simple example that the proposed method can be successfully applied to identify the Hammerstein-Wiener-type nonlinear process.