Usually, the identification of the dynamic parameters of robot is based on the use of the inverse dynamic model which is linear with respect to the parameters. This model is sampled while the robot is tracking exciting trajectories. This allows using linear least squares techniques to estimate the parameters. The efficiency of this method has been proved through the experimental identification of a lot of prototypes and industrial robots. However, this method needs joint torque and position measurements and the estimation of the joint velocities and accelerations through the pass band filtering of the joint position at high sample rate. The new method overcomes these drawbacks. It is based on a closed loop simulation using the direct dynamic model. The optimal parameters minimize the 2 norms of the error between the actual torque and the simulated torque assuming the same control law and the same tracking trajectory. This non linear least squares problem dramatically is simplified using the inverse model to calculate the simulated torque.