In this study, a numerical method for the identification of the Young's modulus of linear elastic coated materials from continuous indentation test is first presented. The identification is based on an inverse analysis where the minimization of a cost functional is performed by a gradient descent algorithm. The main result is the computation of cost function gradient by using a direct differentiation technique, resulting in a time saving method compared to the widely used finite difference method. The validity and illustration of this approach is shown through several numerical examples. The second part of this article is dedicated to the identification of elasto-plastic thin films Young's modulus. A new method is proposed, where the inverse analysis relies only on finite element computations for elastic materials.