* Sombre parade after devastating attack
* Security stepped up in capital
* U.S. pledges more aid in fight against militants (Adds analysts comments)
By Mohammed Ghobari
SANAA, May 22 (Reuters) - Yemeni soldiers marched in a National Day parade on Tuesday as the president watched from behind a bullet-proof glass shield in a show of defiance after a bomber killed more than 90 troops in an attack on the ceremony's rehearsal.
A sombre mood hung over the event, meant to celebrate the 1990 unification of north and south Yemen, but it passed off without any repeat of Monday's bloodshed despite militant threats to carry out more attacks.
The bombing, one of the deadliest in Yemen in recent years, was a setback in its battle against Islamists linked to al Qaeda and heightened U.S. concerns over a country in the front line of Washignton's global war on militants.
Al Qaeda in the Arabian Peninsula (AQAP) and its affiliate Ansar al-Sharia (Partisans of Islamic Law) both claimed responsibilty.
Heavy security surrounded President Abd-Rabbu Mansour Hadi and senior civilian and military officials as they watched Tuesday's parade, which was moved from the scene of the attack at Sabaeen Square to the air force academy in Sanaa.
Hadi, who took over after former President Ali Abdullah Saleh surrendered power in November following months of protests against his 33-year rule, told victims' families on Monday that the fight against al Qaeda would carry on undaunted.
"The war on terrorism will continue until it is uprooted and annihilated completely, regardless of the sacrifices," Hadi said, quoted by the state news agency.
Patrols were stepped across the city and dozens of policemen stood guard at street intersections. Few people ventured out, partly due to the holiday and partly for fear of more attacks.
"We are sad for our comrades, but al Qaeda will not scare us," said Khaled al-Ansi, a soldier stationed at a street corner in central Sanaa.
The huge explosion, carried out by a man in a military uniform in the middle of the tightly-packed parade rehearsal, killed more than 90 people and wounded at least 220, according to the Defence Ministry.
One Yemeni investigator said the bomber was probably a rogue soldier recruited by al Qaeda.
Turkish Ambassador Fazli Corman, who attended the ceremony, told Reuters: "Everyone was relieved at the end that it went safely, there was not a celebatory atmosphere, it was solemn."
"All the foreign ambassadors were there, it was a strong message of solidarity," he said.
Hamoud Al-Hitar Hitar, an expert on Islamist groups, said the incident showed how dangerous and organised al Qaeda was as it was able to reach into the heart of the army.
"Al Qaeda now have a large and strong stock-pile of weapons including tanks, rockets, Katyushas. All that they are missing are planes," he said.
A similar attack was likely to happen again, he said.
Saeed Obaid, a Yemeni researcher of Islamist groups, said al Qaeda wanted to control all Yemen and to spread its influence across the Middle East.
"Al Qaeda will definitely continue to perpetrate these terrorist attacks but they are unlikely to be on such a grand scale," he told Reuters. "The point al Qaeda made through yesterday's attack was to flex its muscles and show its strength."
At a NATO summit in Chicago on Monday, U.S. President Barack Obama said he was very concerned about extremist activity in Yemen and pledged more aid to counter it.
"That's important for U.S. safety. It's also important for the stability of Yemen and the region," Obama said.
His counter-terrorism adviser, John Brennan, telephoned Hadi to offer U.S. help in the investigation, saying Washington "would stand by Yemen's side at this difficult time", the White House said.
Washington is increasing its support for Hadi's government and the U.S. military has targeted militants in Yemen with drones, which have frequently killed civilians and are deeply resented by Yemenis, even the many who abhor al Qaeda.
A diplomatic source in Yemen said that between 60 and 70 U.S. military experts have arrived in Yemen from Bahrain over the past two weeks to help in the fight against al Qaeda.
A U.S. military trainer was seriously wounded in an ambush on Sunday claimed by Ansar al-Sharia. An official U.S. figure for current military aid was not available.
Exploiting turmoil resulting from the months of protests that helped topple Saleh, militants have seized swathes of territory in the south and threaten shipping lanes in the Gulf of Aden and the Red Sea.
The AQAP said the parade attack was in response to the "crimes" of the security forces in southern Abyan province.
Yemeni troops had closed in on the southern militant-held town of Jaar on Sunday, part of a new U.S.-backed offensive launched this month to regain control of territory and towns seized by Ansar al-Sharia.
(Additional reporting by Tom Finn and Layla Maghribi; Editing by Angus MacSwan)