The purpose of this study is to provide a system identification tool to obtain dynamic structural properties of buildings when closed-loop control devices are in operation so that we will be able to detect possible damages or changes in the building structures without suspending the control devices. The difficulty associated with closed-loop systems, where noise, input and output signals are correlated, can be resolved using the output over-sampling approach. Using the approach, we were able to successfully obtain the open-loop properties of the building structures even when the control device is operated. Until now, it has been a common practice to temporarily suspend the closed-loop control circuits to measure the properties of the building without the influence of the control device. The control device is used as an exciter for the building structure with no feedback to the device. However, the true dynamic properties of the building when subject to control forces generated by the control devices that are operated as closed-loop systems may be different from those neglecting the control force. Thus, the output over-sampling approach was employed to overcome these difficulties. The employed approach was indeed able to estimate the properties of the building when the AMD, that is a typical vibration control device, is in operation under the condition that the control system can hold its control signal for the sampling period T.