Excitation force of under-chassis active equipment of railway vehicles has a significant impact on the floor vibration of the car body. In order to improve the accuracy of the excitation force identification of active equipment in engineering practice, a new excitation force identification method was proposed by applying modified Sage-Husa adaptive Kalman filter (MSHAKF). First, the advantages of the MSHAKF over conventional Kalman filter (CKF) are introduced. Simulation shows that the MSHAKF has excellent exactness and robustness for active equipment excitation force identification. Finally, a test device for identifying excitation force was established. The infinite impulse response (IIR) low-pass filter is designed by using the bilinear transformation method to eliminate the identification error caused by the frequency multiplication components in the response signal. The experimental result shows that the proposed method is very effective in engineering practice without mastering the noise characteristics of the system.