The modal parameter estimations of linear multi-degree-of-freedom structural dynamic systems are carried out in time domain. For this purpose, the equation of motion is transformed into the auto regressive and moving average model with auxiliary stochastic input(ARMAX) model. The parameters of the ARMAX model are estimated by using the sequential prediction error method. Then the modal parameters of the system are obtained thereafter. Experimental results are given for a 3-story budding model subject to ground exitations.