Walking with prosthesis has not been well analyzed mathematically and it seems that the design of powered prosthesis has been done empirically so far. This paper presents a dynamic simulation of a normal human walking and walking with an active prosthesis. We also studied the two controlling methods of a powered thigh prosthesis based on multi-body simulation of human walking. First we measured the normal human walking gait, then, we showed that a 3-DOF human walking model can walk on level ground by applying tracking control to the measured walking gait within a certain range of tuned walking period. Next, we applied the tracking control and self-excited control to the powered thigh prosthesis and compared the robustness and efficiency of the two control methods by numerical simulation. As a result, we found that the self-excited control can significantly decrease the hip joint torque and specific cost to 1/3 compared with the tracking control. Moreover, the self-excited control is superior to the tracking control because tuning for the walking period is not needed for the active prosthetic leg.