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To solve the problem of low precision control in high speed motion robots due to a time-varying payload and to improve the identification accuracy of the payload, the dynamical parameter identification methods for robot end payload were studied. These methods included the parameter difference method, the moment method, and the global parameter identification method. The parameters were used to improve the dynamic precision in robot dynamic control. The dynamical parameters for different payloads can be identified with the Lagrange dynamic linear identification model, which acquires real-time data using the optimal incentive path and solves the equations by using the least square weight algorithm after the sample data was processed with a low-pass filter and central difference processes. The feasibility of the method was verified by experiments.