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In this paper we explore structural damage detection using frequency response signals and principal component analysis. While frequency responses are easy to measure especially in online damage detection applications, most of the associated detection methods are deterministic in nature and cannot deal with uncertainties and noise which are inevitable under practical situations. To tackle this issue and to develop a robust damage detection protocol, here we develop a feature extraction/de-noising methodology based on principal component analysis (PCA). The basic idea is to first establish a feature space of the intact structure response by using multiple measurements. Abnormal signature that is different from the baseline signature can then be identified and magnified after signal reconstruction using the intact structure features. Essentially, the directionality between an inspected signal and the baseline signal in the feature space is used as index of damage occurrence. A series of numerical analyses are performed to characterize the detection system sensitivity and robustness.