Space robots have become increasingly important in on-orbit missions, especially for capturing noncooperative targets. However, a major challenge is that the inertial parameters of these targets are often unknown, but crucial for post-capture tasks. This paper proposes continuous-discrete extended Kalman filter (CD-EKF) based identification methods that rely solely on noisy measurements of the manipulator’s rotation angle, the base’s attitude angle, and its position. The methods exploit the conservation of momentum or the dynamics of space robots to formulate the identification equations and construct the filter. In addition, an analytical solution for computing the Jacobian matrix of the dynamic response of a space robot is derived, and sparse matrix multiplication is used to reduce the computation time. The effectiveness and efficiency of the proposed methods are evaluated through numerical simulations using 2D and 3D models, and Monte Carlo simulations are performed to analyze robustness, noise effects, and initial states. The simulation results confirm the effectiveness of the proposed methods and demonstrate their ability to handle noise and uncertainty.