This paper presents a methodology for on-line closed-loop identification of a class of nonlinear servomechanisms. First, a system is defined with the same structure as the actual servomechanism, but using time-varying estimated parameters. No coupling between the actual and the estimation systems is present. Position, velocity and acceleration errors, defined as the difference of the actual respective signals and the signals coming from the estimation system, are required in the identification method. Then, a recursive algorithm for on-line identification of the system parameters is derived from a cost function depending on a linear combination of all the estimation errors. Velocity and acceleration estimates, required in the proposed parameter identification algorithm, are obtained by using an algebraic methodology. The identification algorithm is compared by means of real-time experiments with an on-line least squares algorithm with forgetting factor and an off-line least squares algorithm with data preprocessing. Experimental results show that the proposed approach has a performance comparable to that obtained with the off-line least squares algorithm, but with the advantage of avoiding any preprocessing.