How do you mean? In what way do you think your identity has been stolen?
Most people don't find out about identity theft until they realise that their bank account is empty, or they find that they can't get credit and order a copy of their credit report.
You could pay Experian and that other company (can't remember their name) too see if anything appears on your credit file that you haven't applied for. Other than that, I don't know how you could find out. What other reason could there be for stealing your identity?