The purpose of this study is to accurately estimate the wind-induced responses of a tall building structure for using the estimated responses in the process of calculating the optimal force of an active control device. Kalman filter was used for the estimation process and a 3-storied model structure on a shaking table was tested for the verification of the estimation accuracy. The system matrices of the model were constructed based on the mode parameters obtained by the system identification. The estimated displacement matched up well with the measured one. Finally, the wind-induced responses of a real 39-storied building structure excited by the typhoon MUIFA were estimated.