Uncertainty involved in the safe and comfort design of the structures is a major concern of civil engineers. Traditionally, the uncertainty has been overcome by utilizing various and relatively large safety factors for loads and structural properties. As a result in conventional design of for example tall buildings, the designed structural elements have unnecessary dimensions that sometimes are more than double of the ones needed to resist normal loads. On the other hand the requirements for strength and safety and comfort can be conflicting. Consequently, an alternative approach for design of the structures may be of great interest in design of safe and comfort structures that also offers economical advantages. Recently, there has been growing interest among the researchers in the concept of structural control as an alternative or complementary approach to the existing approaches of structural design. A few buildings have been designed and built based on this concept. The concept is to utilize a device for applying a force (known as control force) to encounter the effects of disturbing forces like earthquake force. However, the concept still has not found its rightful place among the practical engineers and more research is needed on the subject. One of the main problems in structural control is to find a proper algorithm for determining the optimum control force that should be applied to the structure. The investigation reported in this thesis is concerned with the application of active control to civil engineering structures. From the literature on control theory. (Particularly literature on the control of civil engineering structures) problems faced in application of control theory were identified and classified into two categories: 1) problems common to control of all dynamical systems, and 2) problems which are specially important in control of civil engineering structures. It was concluded that while many control algorithms are suitable for control of dynamical systems, considering the special problems in controlling civil structures and considering the unique future of structural control, many otherwise useful control algorithms face practical problems in application to civil structures. Consequently a set of criteria were set for judging the suitability of the control algorithms for use in control of civil engineering structures. Various types of existing control algorithms were investigated and finally it was concluded that predictive optimal control algorithms possess good characteristics for purpose of control of civil engineering structures. Among predictive control algorithms, those that use ARMA stochastic models for predicting the ground acceleration are better fitted to the structural control environment because all the past measured excitation is used to estimate the trends of the excitation for making qualified guesses about its coming values. However, existing ARMA based predictive algorithms are devised specially for earthquake and require on-line measurement of the external disturbing load which is not possible for dynamic loads like wind or blast. So, the algorithms are not suitable for tall buildings that experience both earthquake and wind loads during their life. Consequently, it was decided to establish a new closed loop predictive optimal control based on ARMA models as the first phase of the study. In this phase it was initially established that ARMA models are capable of predicting response of a linear SDOF system to the earthquake excitation a few steps ahead. The results of the predictions encouraged a search for finding a new closed loop optimal predictive control algorithm for linear SDOF structures based on prediction of the response by ARMA models. The second part of phase I, was devoted to developing and testing the proposed algorithm The new developed algorithm is different from other ARMA based optimal controls since it uses ARMA models for prediction of the structure response while existing algorithms predict the input excitation. Modeling the structure response as an AR or ARMA stochastic process is an effective mean for prediction of the structure response while avoiding measurement of the input excitation. ARMA models used in the algorithm enables it to avoid or reduce the time delay effect by predicting the structure response a few steps ahead. Being a closed loop control, the algorithm is suitable for all structural control conditions and can be used in a single control mechanism for vibration control of tall buildings against wind, earthquake or other random dynamic loads. Consequently the standby time is less than that for existing ARMA based algorithms devised only for earthquakes. This makes the control mechanism more reliable. The proposed algorithm utilizes and combines two different mathematical models. First model is an ARMA model representing the environment and the structure as a single system subjected to the unknown random excitation and the second model is a linear SDOF system which represents the structure subjected to a known past history of the applied control force only. The principle of superposition is then used to combine the results of these two models to predict the total response of the structure as a function of the control force. By using the predicted responses, the minimization of the performance index with respect to the control force is carried out for finding the optimal control force. As phase II, the proposed predictive control algorithm was extended to structures that are more complicated than linear SDOF structures. Initially, the algorithm was extended to linear MDOF structures. Although, the development of the algorithm for MDOF structures was relatively straightforward, during testing of the algorithm, it was found that prediction of the response by ARMA models can not be done as was done for SDOF case. In the SDOF case each of the two components of the state vector (i.e. displacement and velocity) was treated separately as an ARMA stochastic process. However, applying the same approach to each component of the state vector of a MDOF structure did not yield satisfactory results in prediction of the response. Considering the whole state vector as a multi-variable ARMA stochastic vector process yielded the desired results in predicting the response a few steps ahead. In the second part of this phase, the algorithm was extended to non-linear MDOF structures. Since the algorithm had been developed based on the principle of superposition, it was not possible to directly extend the algorithm to non-linear systems. Instead, some generalized response was defined. Then credibility of the ARMA models in predicting the generalized response was verified. Based on this credibility, the algorithm was extended for non-linear MDOF structures. Also in phase II, the stability of a controlled MDOF structure was proved. Both internal and external stability of the system were described and verified. In phase III, some problems of special interest, i.e. soil-structure interaction and control time delay, were investigated and compensated for in the framework of the developed predictive optimal control. In first part of phase III soil-structure interaction was studied. The half-space solution of the SSI effect leads to a frequency dependent representation of the structure-footing system, which is not fit for control purpose. Consequently an equivalent frequency independent system was proposed and defined as a system whose frequency response is equal to the original structure -footing system in the mean squares sense. This equivalent frequency independent system then was used in the control algorithm. In the second part of this phase, an analytical approach was used to tackle the time delay phenomenon in the context of the predictive algorithm described in previous chapters. A generalized performance index was defined considering time delay. Minimization of the generalized performance index resulted into a modified version of the algorithm in which time delay is compensated explicitly. Unlike the time delay compensation technique used in the previous phases of this investigation, which restricts time delay to be an integer multiplier of the sampling period, the modified algorithm allows time delay to be any non-negative number. However, the two approaches produce the same results if time delay is an integer multiplier of the sampling period. For evaluating the proposed algorithm and comparing it with other algorithms, several numerical simulations were carried during the research by using MATLAB and its toolboxes. A few interesting results of these simulations are enumerated below: ARM A models are able to predict the response of both linear and non-linear structures to random inputs such as earthquakes. The proposed predictive optimal control based on ARMA models has produced better results in the context of reducing velocity, displacement, total energy and operational cost compared to classic optimal control. Proposed active control algorithm is very effective in increasing safety and comfort. Its performance is not affected much by errors in the estimation of system parameters (e.g. damping). The effect of soil-structure interaction on the response to control force is considerable. Ignoring SSI will cause a significant change in the magnitude of the frequency response and a shift in the frequencies of the maximum response (resonant frequencies). Compensating the time delay effect by the modified version of the proposed algorithm will improve the performance of the control system in achieving the control goal and reduction of the structural response.