This paper investigates an applicability of extended Kalman filter to rapid pile load test. The dynamic behavior of the pile during rapid load test, such as STATNAMIC test, can be modeled as the vibration of single degree of freedom system. In this paper, the spring characteristics are assumed as a perfect elasto-plastic bi-linear spring. Unknown parameters of nonlinear spring, initial stiffness and yield displacement, are identified by extended Kalman filter. Dynamic response analysis using the identified parameters was carried out to confirm the accuracy of identification. Time histories of displacement and velocity at the top of the pile show close agreement between the measured and calculated results. The static bearing capacity from the analysis is also close to the static load test results.