You should check out the following book, it details very clearly how it works: 

D.J. Ewins. Modal testing: theory and practice. Research Studies Press Ltd., Letchworth, UK, 1984.

It is a normal procedure for rotating machinery and you can read about it in

http://moodle.eece.cu.edu.eg/pluginfile.php/974/mod_resource/content/5/Notes-Nyquist%20Plot%20and%20Stability%20Criteria.pdf

It is a good article about Nyqvist diagrams.

Hi

See also the previous discussion with links to EMA freeware

https://www.researchgate.net/post/References_for_MDOF_experimental_modal_analysis

See alson NM Mayas PhD thesis on the subject.

http://www3.imperial.ac.uk/pls/portallive/docs/1/40377708.PDF

Sincrely

Claes

thank You very much Dr.claes

Many thanks