Off-line robot dynamic identification methods are mostly based on the use of the inverse dynamic model, which is linear with respect to the dynamic parameters. This model is sampled while the robot is tracking reference trajectories that excite the system dynamics. This allows using linear least-squares techniques to estimate the parameters. This method requires the joint force/torque and position measurements and the estimate of the joint velocity and acceleration, through the bandpass filtering of the joint position at high sampling rates. A new method called DIDIM has been proposed and validated on a 2 degree-of-freedom robot. DIDIM method requires only the joint force/torque measurement. It is based on a closed-loop simulation of the robot using the direct dynamic model, the same structure of the control law, and the same reference trajectory for both the actual and the simulated robot. The optimal parameters minimize the 2-norm of the error between the actual force/torque and the simulated force/torque. A validation experiment on a 6 dof Staubli TX40 robot shows that DIDIM method is very efficient on industrial robots